The analysis examines the best exit trades across all 19 AIMCO CLO deals, defined as loan sales executed at least 5 points above their market bid prices as at 6 October 2026. Of the 3,189 loan sales with available market prices, 756 trades across 24 issuers, representing approximately $297m in face value, met the minimum 5-point price differential criterion. These trades were executed at a weighted average sale price of 84.3, approximately 33.7 points above their market prices as at 6 October 2026, translating into an estimated $100m in avoided mark-to-market losses.
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