Weekly Markets Wrap 27th February 2023
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
175 bps |
+8.01 |
-34.42 |
| CLO EUR AA |
276 bps |
+9.82 |
-29.94 |
| CLO EUR A |
356 bps |
+16.03 |
-29.48 |
| CLO EUR BBB |
516 bps |
+20.31 |
-89.13 |
| CLO EUR BB |
863 bps |
+19.66 |
-169.97 |
| CLO EUR B |
1,306 bps |
-27.26 |
-115.68 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
165 bps |
+0.19 |
-33.57 |
| CLO US AA |
232 bps |
+2.17 |
-45.74 |
| CLO US A |
322 bps |
+4.7 |
-54.16 |
| CLO US BBB |
482 bps |
-12.82 |
-74.85 |
| CLO US BB |
901 bps |
-3.29 |
-110.25 |
| CLO US B |
1,139 bps |
-28.06 |
-28.71 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
69 bps |
+0.77 |
-14.07 |
| Dutch RMBS AA |
200 bps |
-4.69 |
-20.62 |
| European Autos AAA |
40 bps |
-0.46 |
-24.22 |
| European Autos AA |
108 bps |
-1.87 |
-43.31 |
| European Autos A |
246 bps |
-0.77 |
-64.72 |
| Italian RMBS AA |
115 bps |
-6.17 |
-12.81 |
| Portuguese RMBS AA |
111 bps |
+3.46 |
-8.01 |
| Spanish RMBS AA |
85 bps |
-1.64 |
-12.78 |
| UK BTL RMBS AAA |
108 bps |
-3.51 |
-58.64 |
| UK Cards AAA |
119 bps |
+1.29 |
-37.01 |
| UK NC RMBS AAA |
110 bps |
+1.04 |
-73.47 |
| UK NC RMBS AA |
163 bps |
-2.66 |
-59.88 |
| UK Prime RMBS AAA |
58 bps |
+2.45 |
-10.47 |
