PSL Weekly Markets Wrap, 13th March 2023
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
191 bps |
+6.09 |
-18.09 |
| CLO EUR AA |
288 bps |
+4.28 |
-18.61 |
| CLO EUR A |
381 bps |
+9.24 |
-4.99 |
| CLO EUR BBB |
547 bps |
+10.55 |
-57.64 |
| CLO EUR BB |
915 bps |
+26.26 |
-118.22 |
| CLO EUR B |
1,348 bps |
+18.14 |
-73.78 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
165 bps |
-1.3 |
-33.92 |
| CLO US AA |
245 bps |
+5.76 |
-32.57 |
| CLO US A |
340 bps |
+2.17 |
-36.11 |
| CLO US BBB |
505 bps |
+0.32 |
-51.59 |
| CLO US BB |
959 bps |
+34.18 |
-52.79 |
| CLO US B |
1,187 bps |
+14.87 |
+19.72 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
71 bps |
+1.97 |
-11.23 |
| Dutch RMBS AA |
198 bps |
+1.03 |
-22.81 |
| European Autos AAA |
40 bps |
+0.48 |
-23.95 |
| European Autos AA |
108 bps |
-0.57 |
-43.18 |
| European Autos A |
250 bps |
-1.94 |
-60.78 |
| Italian RMBS AA |
105 bps |
-4.66 |
-22.26 |
| Portuguese RMBS AA |
106 bps |
-3.43 |
-12.71 |
| Spanish RMBS AA |
86 bps |
+1.59 |
-11.57 |
| UK BTL RMBS AAA |
112 bps |
+1.51 |
-54.67 |
| UK Cards AAA |
116 bps |
-3.21 |
-39.64 |
| UK NC RMBS AAA |
110 bps |
-0.36 |
-73.96 |
| UK NC RMBS AA |
163 bps |
+0.15 |
-59.64 |
| UK Prime RMBS AAA |
55 bps |
+0.09 |
-13.56 |
