PSL Weekly Markets Wrap, 24th April 2023
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
181 bps |
-13.36 |
-28.63 |
| CLO EUR AA |
264 bps |
-11 |
-42.39 |
| CLO EUR A |
360 bps |
-17.87 |
-25.86 |
| CLO EUR BBB |
554 bps |
-28.33 |
-50.24 |
| CLO EUR BB |
887 bps |
-5.79 |
-146.45 |
| CLO EUR B |
1,385 bps |
-8.15 |
-36.79 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
173 bps |
-5.03 |
-26.09 |
| CLO US AA |
249 bps |
+4.07 |
-28.15 |
| CLO US A |
329 bps |
-2.51 |
-46.51 |
| CLO US BBB |
515 bps |
-11.02 |
-41.01 |
| CLO US BB |
887 bps |
+5.31 |
-124.19 |
| CLO US B |
1,231 bps |
+77.29 |
+63.53 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
66 bps |
-1.11 |
-16.68 |
| Dutch RMBS AA |
196 bps |
+6.75 |
-24.18 |
| European Autos AAA |
43 bps |
-0.22 |
-21.78 |
| European Autos AA |
105 bps |
+1.14 |
-46.27 |
| European Autos A |
248 bps |
+16.18 |
-62.86 |
| Italian RMBS AA |
105 bps |
-2.46 |
-22.41 |
| Portuguese RMBS AA |
97 bps |
-5.13 |
-21.71 |
| Spanish RMBS AA |
79 bps |
-3.3 |
-18 |
| UK BTL RMBS AAA |
105 bps |
-4.85 |
-61.58 |
| UK Cards AAA |
137 bps |
-4.15 |
-19.01 |
| UK NC RMBS AAA |
119 bps |
-0.31 |
-64.55 |
| UK NC RMBS AA |
172 bps |
+2.58 |
-51.57 |
| UK Prime RMBS AAA |
54 bps |
+1.02 |
-15.31 |
