PSL Weekly Markets Wrap, 16th October 2023
| European Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO EUR AAA | 178 bps | +4.56 | -31.05 |
| CLO EUR AA | 260 bps | +3.63 | -46.04 |
| CLO EUR A | 345 bps | +0.88 | -40.96 |
| CLO EUR BBB | 506 bps | +4.27 | -98.46 |
| CLO EUR BB | 810 bps | +6.23 | -223.68 |
| CLO EUR B | 1,150 bps | +15.99 | -271.81 |
| US Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO US AAA | 169 bps | +2.41 | -29.47 |
| CLO US AA | 232 bps | +6.57 | -45.68 |
| CLO US A | 296 bps | +3.45 | -79.35 |
| CLO US BBB | 439 bps | +6.76 | -117.29 |
| CLO US BB | 910 bps | +32.97 | -101.86 |
| CLO US B | 1,151 bps | +47.02 | -16.78 |
| ABS Asset Class | Live Spread | Δ7d bps | ΔYTD bps |
|---|---|---|---|
| Dutch RMBS AAA | 62 bps | +0.4 | -20.78 |
| Dutch RMBS AA | 199 bps | +5.74 | -21.69 |
| European Autos AAA | 40 bps | +1.03 | -24.46 |
| European Autos AA | 99 bps | +4.28 | -51.89 |
| Italian RMBS AA | 92 bps | -0.99 | -35.84 |
| Portuguese RMBS AA | 97 bps | +0.89 | -22.5 |
| Spanish RMBS AA | 76 bps | +1.16 | -21.65 |
| UK BTL RMBS AAA | 110 bps | +1.45 | -56.2 |
| UK Cards AAA | 120 bps | +2.1 | -35.64 |
| UK NC RMBS AAA | 104 bps | -0.6 | -79.72 |
| UK NC RMBS AA | 158 bps | -0.62 | -65.62 |
| UK Prime RMBS AAA | 63 bps | +5.81 | -5.39 |