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Sector Yield Spreads <br />For the Quarter Ended March 31, 2022 <br />Market Update <br />Source: ICE BofA 1-5 year Indices via Bloomberg, MarketAxess and PFMAM as of December 31, 2024. Spreads on ABS and MBS are option-adjusted spreads of 0-5 year indices based on weighted <br />average life; spreads on agencies are relative to comparable maturity Treasuries. <br />CMBS is Commercial Mortgage-Backed Securities and represented by the ICE BofA Agency CMBS Index. <br />For the Quarter Ended December 31, 2024 <br />MarketUpdate <br />-0.1% <br />0.1% <br />0.3% <br />0.5% <br />Dec-23 Mar-24 Jun-24 Sep-24 Dec-24 <br />Federal Agency Yield Spreads <br />Bullet Callable <br />0.0% <br />0.2% <br />0.4% <br />0.6% <br />0.8% <br />1.0% <br />1.2% <br />Dec-23 Mar-24 Jun-24 Sep-24 Dec-24 <br />Corporate Notes A-AAA Yield Spreads <br />0.0% <br />0.2% <br />0.4% <br />0.6% <br />0.8% <br />1.0% <br />1.2% <br />Dec-23 Mar-24 Jun-24 Sep-24 Dec-24 <br />Mortgage-Backed Securities Yield Spreads <br />Agency MBS Agency CMBS Index <br />0.0% <br />0.2% <br />0.4% <br />0.6% <br />0.8% <br />1.0% <br />1.2% <br />Dec-23 Mar-24 Jun-24 Sep-24 Dec-24 <br />Asset-Backed Securities AAA Yield Spreads <br />PFM Asset Management | pfmam.com <br />CITY OF REDWOOD CITY <br />18 <br />6.A. - Page 24 of 60 <br />29