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US CLO Deals with Failing ID/OC/IC Test(s)

Please see the table below for the latest list of US CLO deals (post-2012) with failing ID/OC/IC test(s). Quite a number of these deals would see rated debt impairment eventually. DealVintageLatest UpdateTypeStatusAllegro CLO V2017Mar 07, 2023Class E Overcollateralization TestFAILAMMC CLO XIII2013Feb 28, 2023Class B3L Overcollateralization TestFAILAMMC CLO 182016Mar 15, 2023Interest Diversion TestFAILAMMC CLO 192016Jan 04,…

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