PSL Weekly Markets Wrap
PSL CLO EUR AAA and US AAA Index trends over the last three months.
PSL CLO Live Spread Indices
| European Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO EUR AAA | 204 bps | +6.18 | +92.79 |
| CLO EUR AA | 324 bps | -2.25 | +172.41 |
| CLO EUR A | 434 bps | -6.08 | +219.89 |
| CLO EUR BBB | 571 bps | +3.8 | +266.11 |
| CLO EUR BB | 1,025 bps | -17.29 | +425.35 |
| CLO EUR B | 1,416 bps | +11.26 | +544.22 |
| US Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO US AAA | 212 bps | -4.66 | +93.01 |
| CLO US AA | 280 bps | -1.14 | +116.48 |
| CLO US A | 345 bps | -0.69 | +142.58 |
| CLO US BBB | 556 bps | +15.15 | +204.79 |
| CLO US BB | 968 bps | +17.29 | +277.49 |
| CLO US B | 1,091 bps | +6.68 | +326.54 |
ABS Spreads Snapshot
| ABS Asset Class | Live Spread | Δ7d bps | ΔYTD bps |
|---|---|---|---|
| Dutch RMBS AAA | 88 bps | +0.11 | +50.95 |
| Dutch RMBS AA | 237 bps | -4.22 | +133.31 |
| European Autos AAA | 64 bps | +1.82 | +40.47 |
| European Autos AA | 139 bps | -0.68 | +82.5 |
| European Autos A | 281 bps | -10.36 | +167.36 |
| Italian RMBS AA | 94 bps | -2.28 | 32.98 |
| Portuguese RMBS AA | 99 bps | -1.08 | +36.65 |
| Spanish RMBS AA | 86 bps | +0.92 | +35.73 |
| UK BTL RMBS AAA | 150 bps | -3.52 | +86.14 |
| UK Cards AAA | 136 bps | -1.58 | +75.73 |
| UK NC RMBS AAA | 151 bps | -2.59 | +72 |
| UK NC RMBS AA | 200 bps | -3.46 | +95.01 |
| UK Prime RMBS AAA | 92 bps | -2.26 | +55.84 |