PSL CLO A Indices experience their lowest volatility of 2023 in May
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
190 bps |
+4.6 |
-19.36 |
| CLO EUR AA |
266 bps |
+6.73 |
-40.04 |
| CLO EUR A |
363 bps |
+5.31 |
-22.52 |
| CLO EUR BBB |
553 bps |
+10.38 |
-51.75 |
| CLO EUR BB |
883 bps |
+16.09 |
-150.13 |
| CLO EUR B |
1,291 bps |
+8.47 |
-130.64 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
182 bps |
+5.61 |
-16.73 |
| CLO US AA |
249 bps |
+0.5 |
-28.14 |
| CLO US A |
322 bps |
+1.18 |
-54.29 |
| CLO US BBB |
553 bps |
+4.95 |
-3.42 |
| CLO US BB |
976 bps |
+27.35 |
-35.98 |
| CLO US B |
1,423 bps |
+54.68 |
+255.17 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
63 bps |
-1.36 |
-19.88 |
| Dutch RMBS AA |
186 bps |
+4.38 |
-34.46 |
| European Autos AAA |
42 bps |
+0.87 |
-22.48 |
| European Autos AA |
100 bps |
+4.2 |
-50.88 |
| European Autos A |
236 bps |
+7.88 |
-75.54 |
| Italian RMBS AA |
99 bps |
-3 |
-28.6 |
| Portuguese RMBS AA |
94 bps |
-3.79 |
-25.17 |
| Spanish RMBS AA |
78 bps |
-0.32 |
-19.77 |
| UK BTL RMBS AAA |
103 bps |
-1.18 |
-63.84 |
| UK Cards AAA |
131 bps |
-3.13 |
-24.44 |
| UK NC RMBS AAA |
113 bps |
-2.7 |
-70.44 |
| UK NC RMBS AA |
173 bps |
+3.09 |
-50.36 |
| UK Prime RMBS AAA |
52 bps |
+0.68 |
-17.33 |
