PSL Weekly Markets Wrap, 29th January 2024
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
139 bps |
-3.46 |
-20.42 |
| CLO EUR AA |
211 bps |
-4.97 |
-21.02 |
| CLO EUR A |
289 bps |
-13.86 |
-35.61 |
| CLO EUR BBB |
417 bps |
+0.12 |
-31.76 |
| CLO EUR BB |
693 bps |
-12.27 |
-28.27 |
| CLO EUR B |
1,008 bps |
+20.55 |
-109.44 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
144 bps |
-1.27 |
-9.25 |
| CLO US AA |
201 bps |
-4.56 |
-13.34 |
| CLO US A |
248 bps |
-1.1 |
-21.91 |
| CLO US BBB |
385 bps |
+9.7 |
-15.75 |
| CLO US BB |
746 bps |
+2.42 |
-36.98 |
| CLO US B |
1,023 bps |
+90.42 |
+1.64 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch ABS/MBS AAA |
60 bps |
+0.56 |
-1.47 |
| Dutch ABS/MBS AA |
169 bps |
-3.61 |
-17.15 |
| Italian ABS/MBS AA |
97 bps |
-0.02 |
-5.14 |
| Portuguese ABS/MBS AA |
88 bps |
+1.63 |
-1.83 |
| Spanish ABS/MBS AA |
83 bps |
-1.95 |
-1.05 |
| UK BTL RMBS AAA |
88 bps |
+1.01 |
-6.66 |
| UK Cards AAA |
90 bps |
-2.35 |
-15.75 |
| UK NC RMBS AAA |
106 bps |
+10.11 |
+5.85 |
| UK NC RMBS AA |
133 bps |
-0.63 |
-6.94 |
| UK Prime RMBS AAA |
48 bps |
-0.4 |
-5.96 |
