Tag Archives: Allstate

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.

This study is based on a sample of 1,633 U.S. BSL CLO deals. Static deals are excluded from the analysis.

The table below summarises the top 100 exposures of the top-tier manager, Allstate.

This study is based on a sample of 1,710 U.S. BSL CLO deals. Among the 112 managers included, twelve delivered strong results, with an average ranking (percentile) of 75th or higher.

AIMCO 1 was priced with a closing date of April 8, 2021, and a reinvestment end date of April 20, 2026. Its original AAA tranche priced at 125.161 bps over SOFR (equivalent to 99 bps over LIBOR). With this reset, the WAL of the original AAA would be reduced to 4.5 years, compared with the originally modeled WAL of about 6.4 years.

Yesterday saw a relatively long list of CLO equity tranches on BWIC. Among them, SIXST 2021-17X SUB stood out, ranking in the top quartile of its 2021-vintage peers.