PSL Weekly Markets Wrap, 4th September 2023
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
166 bps |
-2.81 |
-43.8 |
| CLO EUR AA |
248 bps |
+2.04 |
-58.88 |
| CLO EUR A |
331 bps |
+1.72 |
-54.49 |
| CLO EUR BBB |
489 bps |
+7.47 |
-115.74 |
| CLO EUR BB |
801 bps |
-2.36 |
-232.8 |
| CLO EUR B |
1,171 bps |
-10.28 |
-250.48 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
160 bps |
-0.12 |
-38.78 |
| CLO US AA |
234 bps |
-1.2 |
-43.33 |
| CLO US A |
300 bps |
-11.89 |
-75.71 |
| CLO US BBB |
464 bps |
+0.61 |
-92.6 |
| CLO US BB |
897 bps |
-0.3 |
-114.79 |
| CLO US B |
1,170 bps |
+5.9 |
+2.39 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
61 bps |
+0.41 |
-21.55 |
| Dutch RMBS AA |
197 bps |
-1.67 |
-23.36 |
| European Autos AAA |
39 bps |
-1.64 |
-24.85 |
| European Autos AA |
97 bps |
-0.93 |
-53.45 |
| European Autos A |
194 bps |
-5.24 |
-117.26 |
| Italian RMBS AA |
95 bps |
-6.36 |
-32.34 |
| Portuguese RMBS AA |
96 bps |
+5.84 |
-23.31 |
| Spanish RMBS AA |
70 bps |
-3.69 |
-26.98 |
| UK BTL RMBS AAA |
110 bps |
-1.98 |
-56.12 |
| UK Cards AAA |
122 bps |
+0.25 |
-33.44 |
| UK NC RMBS AAA |
110 bps |
-4.75 |
-73.6 |
| UK NC RMBS AA |
161 bps |
-3.3 |
-62.5 |
| UK Prime RMBS AAA |
57 bps |
+2.51 |
-12.31 |
