PSL CLO EUR AAA Spread Index at Tightest Level since Global ABS 2022
| European Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO EUR AAA | 148 bps | -7.49 | -11.37 |
| CLO EUR AA | 224 bps | -1.27 | -7.61 |
| CLO EUR A | 316 bps | -0.21 | -8.26 |
| CLO EUR BBB | 425 bps | -8.75 | -23.87 |
| CLO EUR BB | 724 bps | +24.23 | +2.05 |
| CLO EUR B | 1,027 bps | -37.59 | -90.15 |
| US Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO US AAA | 149 bps | -1.80 | -4.27 |
| CLO US AA | 209 bps | -4.69 | -6.07 |
| CLO US A | 260 bps | -0.67 | -9.62 |
| CLO US BBB | 381 bps | -4.47 | -19.49 |
| CLO US BB | 761 bps | -11.19 | -21.93 |
| CLO US B | 957 bps | -43.38 | -63.67 |
| ABS Asset Class | Live Spread | Δ7d bps | ΔYTD bps |
|---|---|---|---|
| Dutch ABS/MBS AAA | 59 bps | -0.43 | -2.87 |
| Dutch ABS/MBS AA | 173 bps | -9.45 | -12.97 |
| Italian ABS/MBS AA | 101 bps | -1.57 | -1.46 |
| Portuguese ABS/MBS AA | 88 bps | -1.22 | -1.57 |
| Spanish ABS/MBS AA | 84 bps | +0.37 | -0.42 |
| UK BTL RMBS AAA | 91 bps | -2.11 | -3.42 |
| UK Cards AAA | 92 bps | -5.93 | -13.45 |
| UK NC RMBS AAA | 96 bps | -0.28 | -4.71 |
| UK NC RMBS AA | 145 bps | -0.61 | +5.11 |
| UK Prime RMBS AAA | 51 bps | +0.5 | -2.78 |