PSL Weekly Markets Wrap, 23rd January 2023
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
183 bps |
-9.24 |
-26.15 |
| CLO EUR AA |
276 bps |
-10.24 |
-30.5 |
| CLO EUR A |
361 bps |
-13.94 |
-24.86 |
| CLO EUR BBB |
542 bps |
-27.98 |
-62.93 |
| CLO EUR BB |
927 bps |
-47.74 |
-106.95 |
| CLO EUR B |
1,380 bps |
+0.39 |
-41.96 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
184 bps |
-12.1 |
-14.76 |
| CLO US AA |
246 bps |
-13.6 |
-31.44 |
| CLO US A |
338 bps |
-13.78 |
-38.04 |
| CLO US BBB |
546 bps |
-24.74 |
-10.56 |
| CLO US BB |
920 bps |
-23.96 |
-91.91 |
| CLO US B |
1,141 bps |
-11.25 |
-26.51 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
78 bps |
-4.79 |
-4.99 |
| Dutch RMBS AA |
211 bps |
-8.09 |
-9.05 |
| European Autos AAA |
52 bps |
-3.99 |
-11.84 |
| European Autos AA |
125 bps |
-7.14 |
-25.6 |
| European Autos A |
249 bps |
-15.62 |
-62.16 |
| Italian RMBS AA |
122 bps |
+0.12 |
-5.14 |
| Portuguese RMBS AA |
118 bps |
+0.35 |
-0.72 |
| Spanish RMBS AA |
93 bps |
-1.64 |
-3.85 |
| UK BTL RMBS AAA |
144 bps |
-11.45 |
-22.56 |
| UK Cards AAA |
140 bps |
-12.92 |
-15.75 |
| UK NC RMBS AAA |
162 bps |
-5.43 |
-22.24 |
| UK NC RMBS AA |
204 bps |
-8.81 |
-18.72 |
| UK Prime RMBS AAA |
66 bps |
-4.78 |
-3.02 |
