PSL Weekly Markets Wrap, 20th February 2022
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
167 bps |
+6.24 |
-42.43 |
| CLO EUR AA |
267 bps |
+7.46 |
-39.76 |
| CLO EUR A |
340 bps |
-7.27 |
-45.51 |
| CLO EUR BBB |
495 bps |
-16.74 |
-109.44 |
| CLO EUR BB |
844 bps |
-23.49 |
-189.63 |
| CLO EUR B |
1,333 bps |
-19.44 |
-88.41 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
165 bps |
+0.12 |
-33.76 |
| CLO US AA |
230 bps |
+2.28 |
-47.91 |
| CLO US A |
317 bps |
+5.23 |
-58.86 |
| CLO US BBB |
494 bps |
-1.94 |
-62.03 |
| CLO US BB |
905 bps |
-6.68 |
-106.96 |
| CLO US B |
1,167 bps |
+0.82 |
-0.65 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
66 bps |
-1.09 |
-16.5 |
| Dutch RMBS AA |
202 bps |
-4.06 |
-18.06 |
| European Autos AAA |
40 bps |
-2.44 |
-24.51 |
| European Autos AA |
107 bps |
-4.36 |
-44.15 |
| European Autos A |
247 bps |
-8.36 |
-64.36 |
| Italian RMBS AA |
118 bps |
-2.39 |
-9.62 |
| Portuguese RMBS AA |
106 bps |
-0.86 |
-12.69 |
| Spanish RMBS AA |
87 bps |
+0.58 |
-10.65 |
| UK BTL RMBS AAA |
111 bps |
-5.49 |
-55.62 |
| UK Cards AAA |
116 bps |
-3.37 |
-39.55 |
| UK NC RMBS AAA |
109 bps |
-1.95 |
-74.35 |
| UK NC RMBS AA |
164 bps |
-3.71 |
-59.58 |
| UK Prime RMBS AAA |
55 bps |
+0.65 |
-13.7 |
