PSL Weekly Markets Wrap, 2nd October 2023
| European Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO EUR AAA | 169 bps | + 4.15 | -40.11 |
| CLO EUR AA | 253 bps | + 7.18 | -53.62 |
| CLO EUR A | 337 bps | + 6.87 | -48.67 |
| CLO EUR BBB | 494 bps | + 13.32 | -110.97 |
| CLO EUR BB | 801 bps | + 11.99 | -232.94 |
| CLO EUR B | 1,189 bps | + 16.99 | -232.95 |
| US Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO US AAA | 163 bps | + 1.82 | -35.55 |
| CLO US AA | 232 bps | + 6.06 | -46.04 |
| CLO US A | 289 bps | + 6.85 | -86.91 |
| CLO US BBB | 426 bps | + 3.96 | -130.41 |
| CLO US BB | 857 bps | + 3.21 | -154.54 |
| CLO US B | 1,144 bps | -8.03 | -23.74 |
| ABS Asset Class | Live Spread | Δ7d bps | ΔYTD bps |
|---|---|---|---|
| Dutch RMBS AAA | 61 bps | +0.54 | -21.69 |
| Dutch RMBS AA | 194 bps | -3.76 | -26.07 |
| European Autos AAA | 38 bps | -0.05 | -26.61 |
| European Autos AA | 97 bps | +1.42 | -53.8 |
| European Autos A | 201 bps | +2.05 | -110.26 |
| Italian RMBS AA | 94 bps | -1.57 | -33.84 |
| Portuguese RMBS AA | 96 bps | +1.56 | -23.37 |
| Spanish RMBS AA | 72 bps | -1.25 | -25.28 |
| UK BTL RMBS AAA | 107 bps | -0.88 | -59.31 |
| UK Cards AAA | 116 bps | +6.74 | -40.03 |
| UK NC RMBS AAA | 106 bps | +1.4 | -77.67 |
| UK NC RMBS AA | 157 bps | -3.19 | -66.28 |
| UK Prime RMBS AAA | 56 bps | -1.7 | -12.53 |