PSL Weekly Markets Wrap, 31st July 2023
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
173 bps |
-3.49 |
-36.41 |
| CLO EUR AA |
253 bps |
-5.22 |
-53.13 |
| CLO EUR A |
341 bps |
-0.99 |
-44.51 |
| CLO EUR BBB |
533 bps |
-0.09 |
-71.68 |
| CLO EUR BB |
822 bps |
+10.22 |
-211.35 |
| CLO EUR B |
1,234 bps |
-9.71 |
-187.83 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
173 bps |
-8 |
-26.03 |
| CLO US AA |
243 bps |
-2.66 |
-34.23 |
| CLO US A |
314 bps |
-5.98 |
-61.52 |
| CLO US BBB |
509 bps |
-31.37 |
-47.68 |
| CLO US BB |
916 bps |
-27.41 |
-95.53 |
| CLO US B |
1,223 bps |
-17.05 |
+55.86 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
61 bps |
-2.16 |
-21.8 |
| Dutch RMBS AA |
195 bps |
+9.41 |
-25.52 |
| European Autos AAA |
44 bps |
+0.08 |
-20.44 |
| European Autos AA |
105 bps |
+0.01 |
-46.03 |
| European Autos A |
207 bps |
+5.11 |
-103.82 |
| Italian RMBS AA |
97 bps |
-2.03 |
-29.89 |
| Portuguese RMBS AA |
92 bps |
-0.95 |
-26.79 |
| Spanish RMBS AA |
74 bps |
-1.15 |
-23.76 |
| UK BTL RMBS AAA |
107 bps |
-2.44 |
-59.87 |
| UK Cards AAA |
126 bps |
-3.68 |
-29.94 |
| UK NC RMBS AAA |
113 bps |
-4.19 |
-71.28 |
| UK NC RMBS AA |
167 bps |
-4.71 |
-56.61 |
| UK Prime RMBS AAA |
53 bps |
+0.63 |
-15.51 |
