PSL Weekly Markets Wrap, 15th May 2023
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
184 bps |
+0.5 |
-25 |
| CLO EUR AA |
259 bps |
-4.56 |
-47.81 |
| CLO EUR A |
359 bps |
+4.13 |
-26.96 |
| CLO EUR BBB |
529 bps |
-14.45 |
-75.84 |
| CLO EUR BB |
864 bps |
+1.14 |
-169.06 |
| CLO EUR B |
1,322 bps |
-14.63 |
-99.04 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
175 bps |
-0.17 |
-24.1 |
| CLO US AA |
244 bps |
-3.47 |
-33.65 |
| CLO US A |
320 bps |
-4.42 |
-56.23 |
| CLO US BBB |
519 bps |
+13.72 |
-37.8 |
| CLO US BB |
892 bps |
+9.14 |
-119.88 |
| CLO US B |
1,290 bps |
+1.5 |
+122.67 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
63 bps |
-1.55 |
-19.3 |
| Dutch RMBS AA |
178 bps |
-5.82 |
-42.07 |
| European Autos AAA |
41 bps |
-1.66 |
-23.81 |
| European Autos AA |
97 bps |
-2.02 |
-53.59 |
| European Autos A |
234 bps |
+10.51 |
-77.64 |
| Italian RMBS AA |
101 bps |
+2.45 |
-26.21 |
| Portuguese RMBS AA |
97 bps |
-2.68 |
-22.26 |
| Spanish RMBS AA |
76 bps |
-1.72 |
-21.2 |
| UK BTL RMBS AAA |
104 bps |
-1.76 |
-62.11 |
| UK Cards AAA |
139 bps |
+1.31 |
-16.83 |
| UK NC RMBS AAA |
118 bps |
+1.02 |
-66.29 |
| UK NC RMBS AA |
172 bps |
-0.23 |
-51.53 |
| UK Prime RMBS AAA |
50 bps |
-1.55 |
-18.5 |
