PSL EUR CLO Spread Indices tightening through 2023
| European Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO EUR AAA | 159 bps | -1.6 | -1.12 |
| CLO EUR AA | 228 bps | -12.11 | -3.97 |
| CLO EUR A | 322 bps | -2.29 | -2.34 |
| CLO EUR BBB | 446 bps | -8.12 | -3.02 |
| CLO EUR BB | 717 bps | -8.34 | -4.03 |
| CLO EUR B | 1,116 bps | -30.16 | -1.77 |
| US Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO US AAA | 152 bps | -8.90 | -1.79 |
| CLO US AA | 214 bps | -4.27 | -0.93 |
| CLO US A | 267 bps | -3.46 | -2.58 |
| CLO US BBB | 394 bps | -13.22 | -6.5 |
| CLO US BB | 783 bps | -7.97 | -0.51 |
| CLO US B | 1,017 bps | -35.44 | -4.3 |
| ABS Asset Class | Live Spread | Δ7d bps | ΔYTD bps |
|---|---|---|---|
| Dutch ABS/MBS AAA | 61 bps | -0.88 | -0.46 |
| Dutch ABS/MBS AA | 186 bps | +0.54 | +0.15 |
| European Autos AAA | 44 bps | +1.65 | 0.00 |
| European Autos AA | 108 bps | +2.39 | -0.05 |
| European Autos A | 232 bps | +7.07 | +1.75 |
| Italian ABS/MBS AA | 103 bps | -0.35 | 0.34 |
| Portuguese ABS/MBS AA | 90 bps | -0.12 | +0.23 |
| Spanish ABS/MBS AA | 84 bps | -0.53 | -0.33 |
| UK BTL RMBS AAA | 94 bps | -2.28 | -0.71 |
| UK Cards AAA | 106 bps | -5.11 | +0.1 |
| UK NC RMBS AAA | 100 bps | -3.79 | -0.21 |
| UK NC RMBS AA | 139 bps | -8.30 | -0.89 |
| UK Prime RMBS AAA | 54 bps | -1.74 | -0.38 |