PSL Weekly Markets Wrap, 21st August 2023
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
166 bps |
-0.01 |
-43.38 |
| CLO EUR AA |
244 bps |
-0.08 |
-62.48 |
| CLO EUR A |
332 bps |
+0.33 |
-54.14 |
| CLO EUR BBB |
503 bps |
-1.22 |
-101.92 |
| CLO EUR BB |
805 bps |
-5.24 |
-228.82 |
| CLO EUR B |
1,195 bps |
+6.57 |
-226.23 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
162 bps |
-1.09 |
-36.39 |
| CLO US AA |
233 bps |
-2.33 |
-44.15 |
| CLO US A |
324 bps |
+8.13 |
-51.47 |
| CLO US BBB |
467 bps |
-4.59 |
-89.9 |
| CLO US BB |
920 bps |
-10.48 |
-91.41 |
| CLO US B |
1,191 bps |
-20.55 |
+23.37 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
60 bps |
-1.27 |
-22.72 |
| Dutch RMBS AA |
197 bps |
-0.45 |
-23.21 |
| European Autos AAA |
42 bps |
-0.19 |
-22.59 |
| European Autos AA |
103 bps |
+2.09 |
-47.9 |
| European Autos A |
207 bps |
+5.19 |
-103.86 |
| Italian RMBS AA |
101 bps |
+0.94 |
-26.73 |
| Portuguese RMBS AA |
92 bps |
-0.48 |
-26.7 |
| Spanish RMBS AA |
72 bps |
+0.5 |
-25.29 |
| UK BTL RMBS AAA |
112 bps |
+4.45 |
-54.4 |
| UK Cards AAA |
129 bps |
-1.73 |
-26.88 |
| UK NC RMBS AAA |
109 bps |
-1.67 |
-74.46 |
| UK NC RMBS AA |
160 bps |
-0.53 |
-62.76 |
| UK Prime RMBS AAA |
54 bps |
-0.67 |
-14.78 |
