PSL Weekly Markets Wrap, 9th May 2023
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
184 bps |
+7.66 |
-25.55 |
| CLO EUR AA |
263 bps |
+5.2 |
-43.3 |
| CLO EUR A |
355 bps |
+4.19 |
-31.13 |
| CLO EUR BBB |
543 bps |
+8.56 |
-61.39 |
| CLO EUR BB |
863 bps |
-2.51 |
-170.27 |
| CLO EUR B |
1,337 bps |
-27.79 |
-84.31 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
175 bps |
+5.19 |
-23.96 |
| CLO US AA |
247 bps |
+1.05 |
-30.17 |
| CLO US A |
324 bps |
-3.03 |
-51.79 |
| CLO US BBB |
505 bps |
-3.51 |
-51.59 |
| CLO US BB |
883 bps |
-4.71 |
-128.98 |
| CLO US B |
1,289 bps |
+61.92 |
+121.18 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
65 bps |
+1.76 |
-17.79 |
| Dutch RMBS AA |
184 bps |
-0.95 |
-36.21 |
| European Autos AAA |
42 bps |
+0.94 |
-22.24 |
| European Autos AA |
99 bps |
+2.36 |
-51.71 |
| European Autos A |
223 bps |
+2.97 |
-88.01 |
| Italian RMBS AA |
99 bps |
-3.64 |
-28.48 |
| Portuguese RMBS AA |
100 bps |
+1.45 |
-19.57 |
| Spanish RMBS AA |
78 bps |
-2.81 |
-19.45 |
| UK BTL RMBS AAA |
106 bps |
+0.07 |
-60.41 |
| UK Cards AAA |
138 bps |
+3.6 |
-18.15 |
| UK NC RMBS AAA |
116 bps |
+2.04 |
-67.36 |
| UK NC RMBS AA |
172 bps |
+0.24 |
-51.36 |
| UK Prime RMBS AAA |
52 bps |
+0.64 |
-17.02 |
