PSL EUR CLO Spread Indices tighten over last seven days
| European Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO EUR AAA | 163 bps | -6.53 | -46.82 |
| CLO EUR AA | 241 bps | -4.28 | -65.28 |
| CLO EUR A | 325 bps | -7.74 | -61.1 |
| CLO EUR BBB | 455 bps | -15.03 | -149.42 |
| CLO EUR BB | 740 bps | -18.88 | -293.28 |
| CLO EUR B | 1,157 bps | -39.31 | -264.56 |
| US Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO US AAA | 161 bps | -3.94 | -37.14 |
| CLO US AA | 219 bps | -3.03 | -59 |
| CLO US A | 271 bps | -2.35 | -104.57 |
| CLO US BBB | 413 bps | -12.64 | -143.28 |
| CLO US BB | 796 bps | -15.88 | -215.67 |
| CLO US B | 1,080 bps | -14.25 | -87.21 |
| ABS Asset Class | Live Spread | Δ7d bps | ΔYTD bps |
|---|---|---|---|
| Dutch ABS/MBS AAA | 65 bps | +0.75 | -18 |
| Dutch ABS/MBS AA | 187 bps | -5.58 | -32.94 |
| European Autos AAA | 45 bps | -0.73 | -19.07 |
| European Autos AA | 107 bps | -3.2 | -43.66 |
| European Autos A | 224 bps | -4.19 | -87.17 |
| Italian ABS/MBS AA | 104 bps | +1.02 | -23.78 |
| Portuguese ABS/MBS AA | 90 bps | -1.4 | -29.08 |
| Spanish ABS/MBS AA | 83 bps | -3.02 | -14.28 |
| UK BTL RMBS AAA | 99 bps | -0.68 | -67.93 |
| UK Cards AAA | 114 bps | -2.42 | -41.44 |
| UK NC RMBS AAA | 105 bps | -1.81 | -78.62 |
| UK NC RMBS AA | 153 bps | +2.54 | -69.85 |
| UK Prime RMBS AAA | 58 bps | +2.24 | -11.32 |