PSL Weekly Markets Wrap, 30th October 2023
| European Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO EUR AAA | 180 bps | -0.32 | -29.7 |
| CLO EUR AA | 267 bps | +2.65 | -39.79 |
| CLO EUR A | 355 bps | +4.95 | -31 |
| CLO EUR BBB | 513 bps | +6.9 | -91.4 |
| CLO EUR BB | 848 bps | +23.72 | -185.88 |
| CLO EUR B | 1,222 bps | +34.44 | -199.15 |
| US Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO US AAA | 172 bps | +3.05 | -27.08 |
| CLO US AA | 238 bps | +3.46 | -39.68 |
| CLO US A | 303 bps | +4.54 | -72.84 |
| CLO US BBB | 443 bps | +6.63 | -113.89 |
| CLO US BB | 906 bps | +13.51 | -105.45 |
| CLO US B | 1,196 bps | +14.57 | +28.58 |
| ABS Asset Class | Live Spread | Δ7d bps | ΔYTD bps |
|---|---|---|---|
| Dutch RMBS AAA | 67 bps | +2.83 | -15.66 |
| Dutch RMBS AA | 204 bps | +4.33 | -16.61 |
| European Autos AAA | 44 bps | +3.91 | -19.94 |
| European Autos AA | 108 bps | +8.6 | -42.63 |
| European Autos A | 218 bps | +8.86 | -93.05 |
| Italian RMBS AA | 96 bps | +2.64 | -31.43 |
| Portuguese RMBS AA | 99 bps | +1.83 | -20.21 |
| Spanish RMBS AA | 76 bps | -1.54 | -21.06 |
| UK BTL RMBS AAA | 110 bps | -0.24 | -56.57 |
| UK Cards AAA | 119 bps | +2.01 | -36.54 |
| UK NC RMBS AAA | 118 bps | +11 | -65.9 |
| UK NC RMBS AA | 168 bps | +7.32 | -54.72 |
| UK Prime RMBS AAA | 63 bps | -0.66 | -5.46 |