PSL Weekly Markets Wrap, 6th November 2023
| European Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO EUR AAA | 178 bps | -1.69 | -31.36 |
| CLO EUR AA | 260 bps | -6.96 | -46.75 |
| CLO EUR A | 358 bps | +3.57 | -27.44 |
| CLO EUR BBB | 518 bps | +4.99 | -86.41 |
| CLO EUR BB | 829 bps | -18.32 | -204.19 |
| CLO EUR B | 1,229 bps | +6.19 | -192.96 |
| US Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO US AAA | 172 bps | +0.64 | -26.45 |
| CLO US AA | 240 bps | +2.05 | -37.63 |
| CLO US A | 300 bps | -2.54 | -75.38 |
| CLO US BBB | 447 bps | +4.98 | -108.91 |
| CLO US BB | 881 bps | -25.16 | -130.61 |
| CLO US B | 1,044 bps | -151.75 | -123.17 |
| ABS Asset Class | Live Spread | Δ7d bps | ΔYTD bps |
|---|---|---|---|
| Dutch ABS/MBS AAA | 65 bps | -1.53 | -17.19 |
| Dutch ABS/MBS AA | 201 bps | -2.57 | -19.18 |
| European Autos AAA | 45 bps | +0.77 | -19.17 |
| European Autos AA | 107 bps | -0.76 | -43.39 |
| European Autos A | 214 bps | -4.44 | -97.49 |
| Italian ABS/MBS AA | 101 bps | +5.11 | -26.33 |
| Portuguese ABS/MBS AA | 99 bps | -0.4 | -20.61 |
| Spanish ABS/MBS AA | 80 bps | +3.93 | -17.13 |
| UK BTL RMBS AAA | 107 bps | -2.98 | -59.58 |
| UK Cards AAA | 117 bps | -1.88 | -38.42 |
| UK NC RMBS AAA | 115 bps | -2.6 | -68.51 |
| UK NC RMBS AA | 165 bps | -3.14 | -57.86 |
| UK Prime RMBS AAA | 62 bps | -1.13 | -6.59 |