PSL Weekly Markets Wrap, 9th October 2023
| European Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO EUR AAA | 174 bps | +4.5 | -35.61 |
| CLO EUR AA | 257 bps | +3.95 | -49.67 |
| CLO EUR A | 344 bps | +7.25 | -41.42 |
| CLO EUR BBB | 502 bps | +8.24 | -102.73 |
| CLO EUR BB | 804 bps | +3.03 | -229.91 |
| CLO EUR B | 1,134 bps | -54.85 | -287.8 |
| US Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO US AAA | 167 bps | +3.67 | -31.88 |
| CLO US AA | 225 bps | -6.2 | -46.04 |
| CLO US A | 293 bps | +4.1 | -86.91 |
| CLO US BBB | 432 bps | +6.35 | -130.41 |
| CLO US BB | 877 bps | +19.71 | -154.54 |
| CLO US B | 1,104 bps | -40.05 | -23.74 |
| ABS Asset Class | Live Spread | Δ7d bps | ΔYTD bps |
|---|---|---|---|
| Dutch RMBS AAA | 61 bps | +0.5 | -21.18 |
| Dutch RMBS AA | 193 bps | -1.36 | -27.43 |
| European Autos AAA | 39 bps | +1.11 | -25.49 |
| European Autos AA | 95 bps | -2.37 | -56.17 |
| European Autos A | 193 bps | -8.43 | -118.68 |
| Italian RMBS AA | 93 bps | -1 | -34.84 |
| Portuguese RMBS AA | 96 bps | -0.02 | -23.39 |
| Spanish RMBS AA | 74 bps | +2.47 | -22.8 |
| UK BTL RMBS AAA | 109 bps | +1.66 | -57.65 |
| UK Cards AAA | 118 bps | +2.29 | -37.74 |
| UK NC RMBS AAA | 105 bps | -1.44 | -79.11 |
| UK NC RMBS AA | 158 bps | +1.28 | -65 |
| UK Prime RMBS AAA | 58 bps | +1.32 | -11.2 |