PSL Weekly Markets Wrap, 6th March 2022
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
185 bps |
+9.56 |
-24.17 |
| CLO EUR AA |
284 bps |
+8.07 |
-22.9 |
| CLO EUR A |
371 bps |
+15.07 |
-14.23 |
| CLO EUR BBB |
536 bps |
+20.32 |
-68.19 |
| CLO EUR BB |
889 bps |
+26.41 |
-144.48 |
| CLO EUR B |
1,330 bps |
+23.75 |
-91.92 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
166 bps |
+0.95 |
-32.62 |
| CLO US AA |
239 bps |
+7.42 |
-38.32 |
| CLO US A |
338 bps |
+15.88 |
-38.28 |
| CLO US BBB |
504 bps |
+22.94 |
-51.91 |
| CLO US BB |
925 bps |
+23.28 |
-86.97 |
| CLO US B |
1,172 bps |
+33.56 |
+4.85 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
69 bps |
+0.76 |
-13.2 |
| Dutch RMBS AA |
197 bps |
-8.73 |
-23.83 |
| European Autos AAA |
40 bps |
+0.33 |
-24.43 |
| European Autos AA |
108 bps |
-0.19 |
-42.61 |
| European Autos A |
252 bps |
-3.21 |
-58.84 |
| Italian RMBS AA |
110 bps |
-2.96 |
-17.6 |
| Portuguese RMBS AA |
110 bps |
-2.87 |
-9.67 |
| Spanish RMBS AA |
84 bps |
-1.17 |
-13.15 |
| UK BTL RMBS AAA |
110 bps |
+2.62 |
-56.18 |
| UK Cards AAA |
119 bps |
-1.16 |
-36.42 |
| UK NC RMBS AAA |
110 bps |
-0.73 |
-73.6 |
| UK NC RMBS AA |
163 bps |
+0.17 |
-59.79 |
| UK Prime RMBS AAA |
55 bps |
-1.68 |
-13.65 |
