PSL Weekly Markets Wrap, 26th June 2023
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
180 bps |
-11.18 |
-29.5 |
| CLO EUR AA |
264 bps |
-7.04 |
-42.48 |
| CLO EUR A |
352 bps |
-6.52 |
-33.87 |
| CLO EUR BBB |
555 bps |
-10.12 |
-49.25 |
| CLO EUR BB |
838 bps |
-16.2 |
-195.49 |
| CLO EUR B |
1,196 bps |
-20.45 |
-224.96 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
168 bps |
-4.23 |
-31.03 |
| CLO US AA |
240 bps |
-5.21 |
-37.53 |
| CLO US A |
310 bps |
-6.83 |
-66.19 |
| CLO US BBB |
536 bps |
+3.33 |
-20.02 |
| CLO US BB |
967 bps |
-24.81 |
-44.1 |
| CLO US B |
1,281 bps |
-32.51 |
+113.34 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
62 bps |
-0.49 |
-20.9 |
| Dutch RMBS AA |
187 bps |
-2.62 |
-33.85 |
| European Autos AAA |
41 bps |
+0.64 |
-23.14 |
| European Autos AA |
101 bps |
-0.48 |
-49.87 |
| European Autos A |
224 bps |
-6.11 |
-86.73 |
| Italian RMBS AA |
97 bps |
-0.25 |
-29.89 |
| Portuguese RMBS AA |
83 bps |
-4.94 |
-36.42 |
| Spanish RMBS AA |
75 bps |
-2.14 |
-22.26 |
| UK BTL RMBS AAA |
106 bps |
+3.26 |
-60.41 |
| UK Cards AAA |
131 bps |
+0.65 |
-24.32 |
| UK NC RMBS AAA |
117 bps |
-0.8 |
-66.52 |
| UK NC RMBS AA |
166 bps |
-1.59 |
-57.41 |
| UK Prime RMBS AAA |
53 bps |
+2.76 |
-15.67 |
