PSL Weekly Markets Wrap, 11th September 2023
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
165 bps |
-0.43 |
-44.23 |
| CLO EUR AA |
248 bps |
+0.61 |
-58.26 |
| CLO EUR A |
332 bps |
+1.14 |
-53.34 |
| CLO EUR BBB |
478 bps |
-10.74 |
-126.48 |
| CLO EUR BB |
795 bps |
-5.73 |
-238.53 |
| CLO EUR B |
1,176 bps |
+4.75 |
-245.73 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
163 bps |
+3.23 |
-35.55 |
| CLO US AA |
229 bps |
-5.61 |
-48.93 |
| CLO US A |
290 bps |
-10.23 |
-85.95 |
| CLO US BBB |
440 bps |
-24.23 |
-116.83 |
| CLO US BB |
888 bps |
-8.24 |
-123.04 |
| CLO US B |
1,165 bps |
-5.11 |
-2.72 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
62 bps |
+0.59 |
-20.96 |
| Dutch RMBS AA |
195 bps |
-2.36 |
-25.71 |
| European Autos AAA |
40 bps |
+0.5 |
-24.34 |
| European Autos AA |
99 bps |
+1.51 |
-51.95 |
| European Autos A |
202 bps |
+8.45 |
-108.81 |
| Italian RMBS AA |
93 bps |
-1.59 |
-33.93 |
| Portuguese RMBS AA |
96 bps |
-0.08 |
-23.39 |
| Spanish RMBS AA |
70 bps |
-0.02 |
-27 |
| UK BTL RMBS AAA |
109 bps |
-1.71 |
-57.83 |
| UK Cards AAA |
122 bps |
-0.73 |
-34.16 |
| UK NC RMBS AAA |
109 bps |
-1.19 |
-74.79 |
| UK NC RMBS AA |
159 bps |
-1.22 |
-63.71 |
| UK Prime RMBS AAA |
59 bps |
+2.95 |
-9.36 |
