PSL Weekly Markets Wrap, 19th December 2022
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
199 bps |
-5.98 |
+87.94 |
| CLO EUR AA |
299 bps |
-10.72 |
+147.65 |
| CLO EUR A |
379 bps |
-18.1 |
+164.66 |
| CLO EUR BBB |
589 bps |
+2.74 |
+284.26 |
| CLO EUR BB |
989 bps |
-16.72 |
+389.34 |
| CLO EUR B |
1,384 bps |
-44.23 |
+513.08 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
201 bps |
+1.71 |
+81.78 |
| CLO US AA |
270 bps |
+0.37 |
+106.26 |
| CLO US A |
364 bps |
+3.22 |
+161.6 |
| CLO US BBB |
552 bps |
+5.4 |
+199.83 |
| CLO US BB |
954 bps |
+0.18 |
+263.9 |
| CLO US B |
1,111 bps |
-6.77 |
+346.91 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
84 bps |
-8.8 |
+46.89 |
| Dutch RMBS AA |
221 bps |
-13.32 |
+116.72 |
| European Autos AAA |
63 bps |
-3.75 |
+39.02 |
| European Autos AA |
147 bps |
-3.73 |
+89.82 |
| European Autos A |
305 bps |
-4.88 |
+190.76 |
| Italian RMBS AA |
125 bps |
-13.61 |
64.47 |
| Portuguese RMBS AA |
120 bps |
+2.25 |
+56.97 |
| Spanish RMBS AA |
124 bps |
+23.98 |
+72.86 |
| UK BTL RMBS AAA |
168 bps |
+0.8 |
+103.87 |
| UK Cards AAA |
159 bps |
-0.83 |
+98.8 |
| UK NC RMBS AAA |
184 bps |
-13.5 |
+104.23 |
| UK NC RMBS AA |
228 bps |
-6.08 |
+122.74 |
| UK Prime RMBS AAA |
72 bps |
-5.21 |
+36.13 |
