PSL Weekly Markets Wrap, 5th December 2023
| European Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO EUR AAA | 170 bps | -2.79 | -39.45 |
| CLO EUR AA | 255 bps | +0.01 | -51.13 |
| CLO EUR A | 337 bps | -2.62 | -48.55 |
| CLO EUR BBB | 490 bps | -9.47 | -114.92 |
| CLO EUR BB | 793 bps | -1.29 | -240.53 |
| CLO EUR B | 1,144 bps | -6.02 | -276.98 |
| US Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO US AAA | 166 bps | -4.00 | -32.20 |
| CLO US AA | 230 bps | -3.33 | -47.97 |
| CLO US A | 287 bps | -0.81 | -89.08 |
| CLO US BBB | 425 bps | -7.74 | -131.4 |
| CLO US BB | 827 bps | -10.84 | -184.83 |
| CLO US B | 1,128 bps | -9.89 | -39.61 |
| ABS Asset Class | Live Spread | Δ7d bps | ΔYTD bps |
|---|---|---|---|
| Dutch ABS/MBS AAA | 64 bps | -1.67 | -18.78 |
| Dutch ABS/MBS AA | 194 bps | -3.19 | -26.22 |
| European Autos AAA | 46 bps | +1.03 | -18.00 |
| European Autos AA | 111 bps | -0.97 | -39.94 |
| European Autos A | 236 bps | +5.60 | -75.48 |
| Italian ABS/MBS AA | 105 bps | -1.70 | -22.45 |
| Portuguese ABS/MBS AA | 91 bps | -6.39 | -28.15 |
| Spanish ABS/MBS AA | 88 bps | +3.72 | -9.58 |
| UK BTL RMBS AAA | 100 bps | -2.60 | -66.80 |
| UK Cards AAA | 110 bps | -15.3 | -45.97 |
| UK NC RMBS AAA | 108 bps | -2.34 | -75.88 |
| UK NC RMBS AA | 153 bps | -3.00 | -70.06 |
| UK Prime RMBS AAA | 58 bps | -3.25 | -11.2 |