EU CLOs: Investment Performance Of Asia-Funded Deals EU CLO 2018Alpha (Total annualised)Alpha (MV)Alpha (Interest)Latest WARFAAA from AsiaTier 10.8%0.4%0.4%3,2783Tier 20.4%0.2%0.1%3,1595Tier 30.2%0.0%0.2%3,1962Tier 40.0%-0.3%0.3%3,3195Tier 5-0.2%-0.4%0.3%3,3782Tier 6-0.4%-0.6%0.2%3,2552Tier 7-0.9%-1.2%0.3%3,4144Average0.0%-0.3%0.3%3,286 The average 2018 EU CLO deal was tracking the S&P Euro Leveraged Loan Index return.There are 70 deals in the sample size. Deals are ranked by their investment alpha and grouped…
