PSL Weekly Markets Wrap, 27th March 2023
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
209 bps |
-14.21 |
-0.92 |
| CLO EUR AA |
314 bps |
-8.95 |
+7.15 |
| CLO EUR A |
405 bps |
-16.96 |
+19.41 |
| CLO EUR BBB |
593 bps |
-13.53 |
-11.51 |
| CLO EUR BB |
993 bps |
+3.67 |
-40.3 |
| CLO EUR B |
1,436 bps |
+26.15 |
+14.05 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
198 bps |
-3.88 |
-0.29 |
| CLO US AA |
270 bps |
-16.46 |
-7.46 |
| CLO US A |
376 bps |
-7.57 |
+0.2 |
| CLO US BBB |
566 bps |
+2.44 |
+9.98 |
| CLO US BB |
996 bps |
-27.81 |
-15.04 |
| CLO US B |
1,208 bps |
-36.6 |
+40.98 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
78 bps |
-0.66 |
-4.95 |
| Dutch RMBS AA |
216 bps |
+2.08 |
-4.41 |
| European Autos AAA |
46 bps |
-0.26 |
-18.44 |
| European Autos AA |
119 bps |
+3.47 |
-31.53 |
| European Autos A |
276 bps |
+6.91 |
-34.93 |
| Italian RMBS AA |
115 bps |
+2.47 |
-11.96 |
| Portuguese RMBS AA |
115 bps |
+4.47 |
-4.4 |
| Spanish RMBS AA |
87 bps |
-1 |
-10.69 |
| UK BTL RMBS AAA |
132 bps |
+2.1 |
-34.46 |
| UK Cards AAA |
139 bps |
-0.22 |
-16.36 |
| UK NC RMBS AAA |
132 bps |
-1.71 |
-51.56 |
| UK NC RMBS AA |
190 bps |
+3.7 |
-32.78 |
| UK Prime RMBS AAA |
64 bps |
+0.14 |
-4.61 |
