PSL Weekly Markets Wrap, 14th November 2023
| European Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO EUR AAA | 176 bps | -1.38 | -33.25 |
| CLO EUR AA | 255 bps | -2.31 | -51.17 |
| CLO EUR A | 355 bps | -0.49 | -31.11 |
| CLO EUR BBB | 513 bps | -1.57 | -91.9 |
| CLO EUR BB | 807 bps | -13.45 | -226.77 |
| CLO EUR B | 1,188 bps | -26.26 | -233.29 |
| US Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO US AAA | 171 bps | -0.62 | -27.14 |
| CLO US AA | 232 bps | -5.15 | -45.58 |
| CLO US A | 300 bps | -0.94 | -76.04 |
| CLO US BBB | 443 bps | -3.87 | -113.39 |
| CLO US BB | 874 bps | -14.28 | -137.88 |
| CLO US B | 1,014 bps | -13.04 | -153.81 |
| ABS Asset Class | Live Spread | Δ7d bps | ΔYTD bps |
|---|---|---|---|
| Dutch ABS/MBS AAA | 65 bps | +0.07 | -17.12 |
| Dutch ABS/MBS AA | 199 bps | -1.91 | -21.09 |
| European Autos AAA | 45 bps | -0.5 | -19.67 |
| European Autos AA | 107 bps | -0.08 | -43.47 |
| European Autos A | 218 bps | +3.78 | -93.71 |
| Italian ABS/MBS AA | 103 bps | +1.78 | -24.55 |
| Portuguese ABS/MBS AA | 100 bps | +0.98 | -19.63 |
| Spanish ABS/MBS AA | 82 bps | +1.89 | -15.24 |
| UK BTL RMBS AAA | 107 bps | +0.52 | -59.06 |
| UK Cards AAA | 120 bps | +2.59 | -35.83 |
| UK NC RMBS AAA | 114 bps | -1.46 | -69.97 |
| UK Prime RMBS AAA | 64 bps | +1.34 | -5.26 |