PSL Weekly Markets Wrap, 11th April 2023
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
193 bps |
-3.56 |
-16.56 |
| CLO EUR AA |
283 bps |
-6.96 |
-23.32 |
| CLO EUR A |
386 bps |
-2.62 |
+0.77 |
| CLO EUR BBB |
584 bps |
-11.96 |
-20.79 |
| CLO EUR BB |
887 bps |
-45.57 |
-146.75 |
| CLO EUR B |
1,398 bps |
-24.05 |
-23.14 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
179 bps |
-9.17 |
-19.64 |
| CLO US AA |
240 bps |
-4.82 |
-37.52 |
| CLO US A |
348 bps |
-9.37 |
-27.85 |
| CLO US BBB |
520 bps |
-34.79 |
-36.73 |
| CLO US BB |
931 bps |
-49.41 |
-80.23 |
| CLO US B |
1,197 bps |
+10.86 |
+30.07 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
70 bps |
-3.91 |
-12.5 |
| Dutch RMBS AA |
195 bps |
-18.51 |
-25.81 |
| European Autos AAA |
44 bps |
-2.25 |
-20.65 |
| European Autos AA |
105 bps |
-4.78 |
-45.39 |
| European Autos A |
237 bps |
-13.87 |
-74.21 |
| Italian RMBS AA |
109 bps |
-1.88 |
-18.29 |
| Portuguese RMBS AA |
106 bps |
-1.32 |
-13.57 |
| Spanish RMBS AA |
84 bps |
+1.56 |
-13.22 |
| UK BTL RMBS AAA |
113 bps |
-7.57 |
-53.63 |
| UK Cards AAA |
135 bps |
-11.27 |
-20.41 |
| UK NC RMBS AAA |
130 bps |
+1.45 |
-53.46 |
| UK NC RMBS AA |
178 bps |
-7.9 |
-44.73 |
| UK Prime RMBS AAA |
53 bps |
-4.16 |
-15.41 |
