PSL Weekly Markets Wrap, 27th November 2023
| European Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO EUR AAA | 173 bps | -2.05 | -36.78 |
| CLO EUR AA | 256 bps | -0.13 | -50.12 |
| CLO EUR A | 340 bps | -5.67 | -45.29 |
| CLO EUR BBB | 501 bps | -4.2 | -103.85 |
| CLO EUR BB | 797 bps | -5.46 | -236.67 |
| CLO EUR B | 1,156 bps | -7.16 | -265.09 |
| US Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO US AAA | 174 bps | -2.74 | -24.24 |
| CLO US AA | 222 bps | +0.06 | -55.43 |
| CLO US A | 312 bps | -2.35 | -64.29 |
| CLO US BBB | 443 bps | -0.26 | -113.39 |
| CLO US BB | 863 bps | -12.94 | -148.05 |
| CLO US B | 990 bps | -12.95 | -177.89 |
| ABS Asset Class | Live Spread | Δ7d bps | ΔYTD bps |
|---|---|---|---|
| Dutch ABS/MBS AAA | 65 bps | +0.26 | -17.26 |
| Dutch ABS/MBS AA | 198 bps | -2.31 | -22.78 |
| European Autos AAA | 46 bps | +1.01 | -18.5 |
| European Autos AA | 110 bps | +2.32 | -41.09 |
| European Autos A | 223 bps | +4.18 | -88.59 |
| Italian ABS/MBS AA | 107 bps | -3.85 | -20.48 |
| Portuguese ABS/MBS AA | 98 bps | -3.01 | -21.58 |
| Spanish ABS/MBS AA | 84 bps | +1.03 | -12.93 |
| UK BTL RMBS AAA | 103 bps | -1.76 | -63.01 |
| UK Cards AAA | 125 bps | +0.14 | -30.82 |
| UK NC RMBS AAA | 111 bps | -4.87 | -72.96 |
| UK NC RMBS AA | 157 bps | -2.47 | -65.85 |
| UK Prime RMBS AAA | 61 bps | -1.19 | -7.34 |