PSL Weekly Markets Wrap, 20th November 2023
| European Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO EUR AAA | 175 bps | -1.62 | -34.73 |
| CLO EUR AA | 256 bps | +1.15 | -49.99 |
| CLO EUR A | 346 bps | -8.52 | -39.62 |
| CLO EUR BBB | 505 bps | -7.71 | -99.65 |
| CLO EUR BB | 801 bps | -6.17 | -232.93 |
| CLO EUR B | 1,164 bps | -24.62 | -257.93 |
| US Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO US AAA | 177 bps | +5.62 | -21.5 |
| CLO US AA | 222 bps | -9.91 | -55.5 |
| CLO US A | 314 bps | +14.1 | -61.94 |
| CLO US BBB | 443 bps | +0.25 | -113.14 |
| CLO US BB | 876 bps | +2.77 | -135.11 |
| CLO US B | 1,002 bps | -11.18 | -164.94 |
| ABS Asset Class | Live Spread | Δ7d bps | ΔYTD bps |
|---|---|---|---|
| Dutch ABS/MBS AAA | 65 bps | -0.4 | -17.52 |
| Dutch ABS/MBS AA | 200 bps | +0.62 | -20.47 |
| European Autos AAA | 45 bps | +0.16 | -19.51 |
| European Autos AA | 107 bps | +0.06 | -43.41 |
| European Autos A | 218 bps | +0.94 | -92.77 |
| Italian ABS/MBS AA | 111 bps | +7.91 | -16.63 |
| Portuguese ABS/MBS AA | 101 bps | +1.06 | -18.57 |
| Spanish ABS/MBS AA | 83 bps | +1.28 | -13.97 |
| UK BTL RMBS AAA | 105 bps | -2.19 | -61.25 |
| UK Cards AAA | 125 bps | +4.87 | -30.96 |
| UK NC RMBS AAA | 116 bps | +1.87 | -68.09 |
| UK NC RMBS AA | 160 bps | -5.51 | -63.37 |
| UK Prime RMBS AAA | 63 bps | -0.89 | -6.15 |