PSL Weekly Markets Wrap, 16th January 2023
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
193 bps |
-7.17 |
-16.92 |
| CLO EUR AA |
286 bps |
-9.95 |
-20.26 |
| CLO EUR A |
376 bps |
+4.87 |
-9.8 |
| CLO EUR BBB |
570 bps |
-16.65 |
-34.95 |
| CLO EUR BB |
974 bps |
-44.96 |
-59.35 |
| CLO EUR B |
1,379 bps |
-1.42 |
-42.34 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
196 bps |
-2.31 |
-2.67 |
| CLO US AA |
260 bps |
-10.31 |
-17.84 |
| CLO US A |
352 bps |
-17.14 |
-24.27 |
| CLO US BBB |
571 bps |
+16.66 |
+14.18 |
| CLO US BB |
944 bps |
-74.58 |
-67.95 |
| CLO US B |
1,152 bps |
-24.44 |
-15.26 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
82 bps |
-4.42 |
-0.21 |
| Dutch RMBS AA |
219 bps |
+2.12 |
-0.96 |
| European Autos AAA |
56 bps |
-3.97 |
-7.85 |
| European Autos AA |
132 bps |
-6.89 |
-18.46 |
| European Autos A |
265 bps |
-6.63 |
-46.54 |
| Italian RMBS AA |
122 bps |
-5.22 |
-5.26 |
| Portuguese RMBS AA |
118 bps |
-0.65 |
-1.07 |
| Spanish RMBS AA |
95 bps |
+0.08 |
-2.2 |
| UK BTL RMBS AAA |
155 bps |
-9.37 |
-11.11 |
| UK Cards AAA |
153 bps |
-1.46 |
-2.83 |
| UK NC RMBS AAA |
167 bps |
-4.16 |
-16.82 |
| UK NC RMBS AA |
213 bps |
-5.39 |
-9.91 |
| UK Prime RMBS AAA |
71 bps |
-0.31 |
+1.76 |
