PSL Weekly Markets Wrap, 29th August 2023
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
169 bps |
+1.15 |
-40.93 |
| CLO EUR AA |
245 bps |
+0.71 |
-61.6 |
| CLO EUR A |
329 bps |
-3.36 |
-56.27 |
| CLO EUR BBB |
480 bps |
-23.42 |
-124.86 |
| CLO EUR BB |
800 bps |
-5.12 |
-233.17 |
| CLO EUR B |
1,176 bps |
-26.27 |
-245.47 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
160 bps |
-2.13 |
-38.65 |
| CLO US AA |
235 bps |
+1.65 |
-42.23 |
| CLO US A |
311 bps |
-11.17 |
-64.89 |
| CLO US BBB |
462 bps |
-4.82 |
-93.99 |
| CLO US BB |
894 bps |
-27.6 |
-117.31 |
| CLO US B |
1,156 bps |
-38.19 |
-11.05 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
61 bps |
+0.73 |
-22 |
| Dutch RMBS AA |
199 bps |
+1.47 |
-21.82 |
| European Autos AAA |
41 bps |
-0.73 |
-23.19 |
| European Autos AA |
98 bps |
-4.65 |
-52.53 |
| European Autos A |
199 bps |
-8.23 |
-112.03 |
| Italian RMBS AA |
101 bps |
-0.12 |
-26.74 |
| Portuguese RMBS AA |
90 bps |
-2.16 |
-29.16 |
| Spanish RMBS AA |
74 bps |
+1.86 |
-23.3 |
| UK BTL RMBS AAA |
112 bps |
+0.18 |
-54.27 |
| UK Cards AAA |
122 bps |
-6.81 |
-33.7 |
| UK NC RMBS AAA |
115 bps |
+5.52 |
-68.91 |
| UK NC RMBS AA |
164 bps |
+3.11 |
-59.25 |
| UK Prime RMBS AAA |
54 bps |
-0.1 |
-14.59 |
