PSL Weekly Market Wrap, 23rd October 2023
| European Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO EUR AAA | 180 bps | +1.67 | -29.38 |
| CLO EUR AA | 264 bps | +3.61 | -42.44 |
| CLO EUR A | 350 bps | +5.01 | -35.95 |
| CLO EUR BBB | 506 bps | +0.16 | -98.3 |
| CLO EUR BB | 824 bps | +14.09 | -209.59 |
| CLO EUR B | 1,188 bps | +38.21 | -233.59 |
| US Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO US AAA | 168 bps | -0.66 | -30.13 |
| CLO US AA | 234 bps | +2.53 | -43.14 |
| CLO US A | 298 bps | +1.97 | -77.38 |
| CLO US BBB | 436 bps | -4.39 | -120.52 |
| CLO US BB | 893 bps | -17.1 | -118.96 |
| CLO US B | 1,181 bps | +30.79 | +14.02 |
| ABS Asset Class | Live Spread | Δ7d bps | ΔYTD bps |
|---|---|---|---|
| Dutch RMBS AAA | 64 bps | +2.3 | -18.49 |
| Dutch RMBS AA | 199 bps | +0.75 | -20.94 |
| European Autos AAA | 40 bps | +0.61 | -23.85 |
| European Autos AA | 100 bps | +0.66 | -51.23 |
| European Autos A | 209 bps | -2.18 | -101.91 |
| Italian RMBS AA | 93 bps | +1.77 | -34.07 |
| Portuguese RMBS AA | 97 bps | +0.46 | -22.04 |
| Spanish RMBS AA | 78 bps | +2.12 | -19.52 |
| UK BTL RMBS AAA | 110 bps | -0.13 | -56.33 |
| UK Cards AAA | 117 bps | -2.91 | -38.55 |
| UK NC RMBS AAA | 107 bps | +2.82 | -76.9 |
| UK NC RMBS AA | 161 bps | +3.58 | -62.04 |
| UK Prime RMBS AAA | 64 bps | +0.58 | -4.81 |