PSL Weekly Markets Wrap, 12th June 2023
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
188 bps |
-1.27 |
-21.24 |
| CLO EUR AA |
272 bps |
+0.56 |
-34.15 |
| CLO EUR A |
363 bps |
-2.32 |
-22.66 |
| CLO EUR BBB |
556 bps |
+7.47 |
-49.06 |
| CLO EUR BB |
867 bps |
-13.38 |
-166.1 |
| CLO EUR B |
1,237 bps |
-31.43 |
-184.28 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
178 bps |
-1.89 |
-20.91 |
| CLO US AA |
253 bps |
+9.45 |
-24.13 |
| CLO US A |
318 bps |
+4.9 |
-57.49 |
| CLO US BBB |
555 bps |
+15.02 |
-0.95 |
| CLO US BB |
1,001 bps |
+18.22 |
-10.44 |
| CLO US B |
1,397 bps |
+4.44 |
+229.19 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
63 bps |
+0.52 |
-19.6 |
| Dutch RMBS AA |
186 bps |
-1.15 |
-34.85 |
| European Autos AAA |
40 bps |
-0.86 |
-23.86 |
| European Autos AA |
99 bps |
-0.45 |
-51.56 |
| European Autos A |
223 bps |
+2.1 |
-88.42 |
| Italian RMBS AA |
98 bps |
-2.78 |
-29.46 |
| Portuguese RMBS AA |
94 bps |
-2.54 |
-24.8 |
| Spanish RMBS AA |
79 bps |
+1.27 |
-18.53 |
| UK BTL RMBS AAA |
102 bps |
-1.92 |
-64.14 |
| UK Cards AAA |
133 bps |
+5.04 |
-22.86 |
| UK NC RMBS AAA |
116 bps |
+2.06 |
-67.9 |
| UK NC RMBS AA |
170 bps |
+2.52 |
-53.5 |
| UK Prime RMBS AAA |
52 bps |
-0.44 |
-17.3 |
