PSL Weekly Markets Wrap, 5th May 2023
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
189 bps |
+3.1 |
-19.97 |
| CLO EUR AA |
273 bps |
+12.31 |
-33.85 |
| CLO EUR A |
365 bps |
+9.69 |
-20.34 |
| CLO EUR BBB |
548 bps |
+4.87 |
-56.53 |
| CLO EUR BB |
881 bps |
+11.48 |
-152.73 |
| CLO EUR B |
1,269 bps |
-6.69 |
-152.85 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
180 bps |
+0.95 |
-19.02 |
| CLO US AA |
244 bps |
-4.54 |
-33.58 |
| CLO US A |
313 bps |
-7.76 |
-62.39 |
| CLO US BBB |
540 bps |
-7.67 |
-15.96 |
| CLO US BB |
983 bps |
+20.41 |
-28.67 |
| CLO US B |
1,392 bps |
-4.9 |
+224.75 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
62 bps |
-1.9 |
-20.12 |
| Dutch RMBS AA |
187 bps |
-1.61 |
-33.7 |
| European Autos AAA |
41 bps |
-0.02 |
-23.01 |
| European Autos AA |
100 bps |
-0.8 |
-51.11 |
| European Autos A |
221 bps |
-6.12 |
-90.52 |
| Italian RMBS AA |
101 bps |
+2.14 |
-26.49 |
| Portuguese RMBS AA |
97 bps |
+2.59 |
-22.54 |
| Spanish RMBS AA |
77 bps |
-0.11 |
-19.8 |
| UK BTL RMBS AAA |
104 bps |
+1.93 |
-62.22 |
| UK Cards AAA |
128 bps |
-3.01 |
-27.9 |
| UK NC RMBS AAA |
114 bps |
-0.55 |
-69.96 |
| UK NC RMBS AA |
167 bps |
-4.77 |
-56.02 |
| UK Prime RMBS AAA |
52 bps |
+0.29 |
-16.87 |
