PSL Weekly Markets Wrap, 30th January 2023
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
170 bps |
-12.99 |
-39.14 |
| CLO EUR AA |
265 bps |
-10.98 |
-41.48 |
| CLO EUR A |
347 bps |
-14.27 |
-39.13 |
| CLO EUR BBB |
525 bps |
-16.51 |
-79.44 |
| CLO EUR BB |
912 bps |
-14.42 |
-121.37 |
| CLO EUR B |
1,355 bps |
-27.13 |
-66.73 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
176 bps |
-8.11 |
-22.87 |
| CLO US AA |
242 bps |
-4.33 |
-35.77 |
| CLO US A |
329 bps |
-8.37 |
-46.42 |
| CLO US BBB |
519 bps |
-27.05 |
-37.61 |
| CLO US BB |
916 bps |
-3.58 |
-95.48 |
| CLO US B |
1,146 bps |
+4.74 |
-21.77 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
74 bps |
-3.11 |
-8.11 |
| Dutch RMBS AA |
218 bps |
+6.92 |
-2.13 |
| European Autos AAA |
51 bps |
-1.8 |
-13.64 |
| European Autos AA |
127 bps |
+2.03 |
-23.57 |
| European Autos A |
264 bps |
+15.32 |
-46.84 |
| Italian RMBS AA |
120 bps |
-1.95 |
-7.09 |
| Portuguese RMBS AA |
113 bps |
-5.22 |
-5.94 |
| Spanish RMBS AA |
90 bps |
-3.58 |
-7.42 |
| UK BTL RMBS AAA |
128 bps |
-15.55 |
-38.11 |
| UK Cards AAA |
130 bps |
-10.06 |
-25.81 |
| UK NC RMBS AAA |
145 bps |
-16.56 |
-38.81 |
| UK NC RMBS AA |
190 bps |
-14.88 |
-33.6 |
| UK Prime RMBS AAA |
60 bps |
-5.42 |
-8.44 |
