PSL Weekly Markets Wrap, 3rd July 2023
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
184 bps |
+4.24 |
-24.96 |
| CLO EUR AA |
271 bps |
+7.11 |
-35.37 |
| CLO EUR A |
352 bps |
-0.15 |
-34.01 |
| CLO EUR BBB |
547 bps |
-8.1 |
-57.35 |
| CLO EUR BB |
839 bps |
+1.17 |
-194.31 |
| CLO EUR B |
1,200 bps |
+3.48 |
-221.49 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
170 bps |
+2.78 |
-28.25 |
| CLO US AA |
234 bps |
-5.7 |
-43.23 |
| CLO US A |
313 bps |
+3.51 |
-62.68 |
| CLO US BBB |
552 bps |
+15.18 |
-4.84 |
| CLO US BB |
953 bps |
-14.59 |
-58.7 |
| CLO US B |
1,185 bps |
-95.54 |
+17.81 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
62 bps |
-0.49 |
-20.9 |
| Dutch RMBS AA |
187 bps |
-2.62 |
-33.85 |
| European Autos AAA |
41 bps |
+0.64 |
-23.14 |
| European Autos AA |
101 bps |
-0.48 |
-49.87 |
| European Autos A |
224 bps |
-6.11 |
-86.73 |
| Italian RMBS AA |
97 bps |
-0.25 |
-29.89 |
| Portuguese RMBS AA |
83 bps |
-4.94 |
-36.42 |
| Spanish RMBS AA |
75 bps |
-2.14 |
-22.26 |
| UK BTL RMBS AAA |
106 bps |
+3.26 |
-60.41 |
| UK Cards AAA |
131 bps |
+0.65 |
-24.32 |
| UK NC RMBS AAA |
117 bps |
-0.8 |
-66.52 |
| UK NC RMBS AA |
166 bps |
-1.59 |
-57.41 |
| UK Prime RMBS AAA |
53 bps |
+2.76 |
-15.67 |
