PSL Weekly Markets Wrap, 17th April 2023
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
194 bps |
-0.96 |
-15.27 |
| CLO EUR AA |
275 bps |
-10.13 |
-31.39 |
| CLO EUR A |
378 bps |
-13.49 |
-7.99 |
| CLO EUR BBB |
583 bps |
-1.89 |
-21.9 |
| CLO EUR BB |
893 bps |
+2.87 |
-140.66 |
| CLO EUR B |
1,393 bps |
-12.13 |
-28.64 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
178 bps |
-3.16 |
-21.07 |
| CLO US AA |
245 bps |
+4.28 |
-32.21 |
| CLO US A |
332 bps |
-22.57 |
-44 |
| CLO US BBB |
526 bps |
-0.22 |
-29.99 |
| CLO US BB |
882 bps |
-57.59 |
-129.5 |
| CLO US B |
1,154 bps |
-55.51 |
-13.77 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
67 bps |
-5.83 |
-15.57 |
| Dutch RMBS AA |
190 bps |
-15.43 |
-30.93 |
| European Autos AAA |
43 bps |
-1.64 |
-21.56 |
| European Autos AA |
103 bps |
-0.34 |
-47.41 |
| European Autos A |
232 bps |
+11.31 |
-79.04 |
| Italian RMBS AA |
107 bps |
-1.58 |
-19.95 |
| Portuguese RMBS AA |
103 bps |
-2.08 |
-16.58 |
| Spanish RMBS AA |
83 bps |
-1.45 |
-14.7 |
| UK BTL RMBS AAA |
110 bps |
-5.99 |
-56.73 |
| UK Cards AAA |
141 bps |
+2.77 |
-14.86 |
| UK NC RMBS AAA |
120 bps |
-8.08 |
-64.24 |
| UK NC RMBS AA |
169 bps |
-10.86 |
-54.16 |
| UK Prime RMBS AAA |
52 bps |
-1.93 |
-16.34 |
