PSL Weekly Markets Wrap, 22nd May 2023
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
186 bps |
+1.11 |
-23.89 |
| CLO EUR AA |
259 bps |
+0.35 |
-47.46 |
| CLO EUR A |
357 bps |
-1.75 |
-28.71 |
| CLO EUR BBB |
544 bps |
+15.58 |
-60.25 |
| CLO EUR BB |
870 bps |
+5.86 |
-163.19 |
| CLO EUR B |
1,287 bps |
-35.18 |
-134.21 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
176 bps |
+1.82 |
-22.28 |
| CLO US AA |
248 bps |
+4.03 |
-29.61 |
| CLO US A |
319 bps |
-0.61 |
-56.84 |
| CLO US BBB |
551 bps |
+31.93 |
-5.88 |
| CLO US BB |
936 bps |
+44.65 |
-75.23 |
| CLO US B |
1,356 bps |
+65.73 |
+188.4 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
64 bps |
+0.55 |
-18.75 |
| Dutch RMBS AA |
188 bps |
+9.56 |
-32.51 |
| European Autos AAA |
41 bps |
+0.64 |
-23.18 |
| European Autos AA |
99 bps |
+1.74 |
-51.86 |
| European Autos A |
235 bps |
+1.58 |
-76.05 |
| Italian RMBS AA |
102 bps |
+1.16 |
-25.04 |
| Portuguese RMBS AA |
98 bps |
+0.89 |
-21.37 |
| Spanish RMBS AA |
77 bps |
+1.33 |
-19.88 |
| UK BTL RMBS AAA |
103 bps |
-1.89 |
-63.99 |
| UK Cards AAA |
134 bps |
-4.48 |
-21.3 |
| UK NC RMBS AAA |
115 bps |
-2.9 |
-69.2 |
| UK NC RMBS AA |
169 bps |
-2.81 |
-54.34 |
| UK Prime RMBS AAA |
50 bps |
-0.79 |
-19.3 |
