PSL CLO EUR Spread Indices Year-on-Year Relative Deltas
| European Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO EUR AAA | 156 bps | -3.15 | -3.88 |
| CLO EUR AA | 225 bps | -6.49 | -6.34 |
| CLO EUR A | 316 bps | -7.95 | -8.05 |
| CLO EUR BBB | 434 bps | -14.64 | -15.12 |
| CLO EUR BB | 699 bps | -21.41 | -22.18 |
| CLO EUR B | 1,065 bps | -52.38 | -52.55 |
| US Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO US AAA | 151 bps | -1.01 | -2.47 |
| CLO US AA | 213 bps | -0.45 | -1.38 |
| CLO US A | 261 bps | -6.62 | -8.95 |
| CLO US BBB | 386 bps | -8.48 | -15.01 |
| CLO US BB | 773 bps | -10.7 | -10.74 |
| CLO US B | 1,001 bps | -15.37 | -20.29 |
| ABS Asset Class | Live Spread | Δ7d bps | ΔYTD bps |
|---|---|---|---|
| Dutch ABS/MBS AAA | 60 bps | -2.29 | -2.44 |
| Dutch ABS/MBS AA | 183 bps | -3.31 | -3.52 |
| European Autos AAA | 43 bps | -1.59 | -1.60 |
| European Autos AA | 103 bps | -4.79 | -4.93 |
| European Autos A | 219 bps | -8.59 | -10.65 |
| Italian ABS/MBS AA | 102 bps | +0.03 | 0.12 |
| Portuguese ABS/MBS AA | 89 bps | -0.37 | -0.34 |
| Spanish ABS/MBS AA | 83 bps | -0.72 | -0.78 |
| UK BTL RMBS AAA | 93 bps | -0.86 | -1.32 |
| UK Cards AAA | 98 bps | -7.54 | -7.53 |
| UK NC RMBS AAA | 96 bps | -4.62 | -4.43 |
| UK NC RMBS AA | 146 bps | +5.11 | +5.72 |
| UK Prime RMBS AAA | 51 bps | -3.33 | -3.28 |