37 Capital CLO (PUTNM) 2

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Desmarais Family Residuary Trust

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
X	FLR	24.321	3.40	Jpp3	-	-	-	-	99.90%	-	Lltvbtqo	AQWT	-	-	521	EUTA+521	-	-
T	PSR	71.219	4.00	Bo3	-	-	-	-	2.14%	-	Bujfamen	DHXK	-	-	832	DHOK+832	-	-
I-1I	VSL	496.300	2.90	Vaa	-	-	-	-	44.00%	-	Nwplccbr	BIDN	-	-	200	NHAO+200	-	-
L-2J	GNM	94.800	5.30	Pbb	-	-	-	-	56.00%	-	Wnpth	-	-	-	-	5.59%	-	-
Y-2	UPA	51.600	1.80	Uz2	-	-	-	-	35.12%	-	Nkhqd	-	-	-	-	5.97%	-	-
Q-1S	EIE	26.400	3.50	Mzz	-	-	-	-	64.00%	-	Abyvx	-	-	-	-	5.05%	-	-
D-1	GMQ	84.111	3.10	Iq2	-	-	-	-	58.76%	-	Nhpvjuoq	LCIG	-	-	290	YSSZ+290	-	-
U-1	WZX	61.000	1.00	K2	-	-	-	-	80.32%	-	Wemfyrba	WPNX	-	-	335	JKEJ+335	-	-
G-2G	VTC	8.000	3.60	Frr	-	-	-	-	83.00%	-	Gvjfdrcp	MKJR	-	-	250	AVZP+250	-	-
T-2	YPX	5.000	9.00	H2	-	-	-	-	85.25%	-	Qzhiw	-	-	-	-	6.14%	-	-
Mpw	LUD	73.770	-	PJ	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

I-1I: Redemption: 2024-07-15; Registration: 144N/Rzy F; Q-1S: Redemption: 2024-07-15; Registration: 144C/Euz I; G-2G: Redemption: 2024-07-15; Registration: 144Q/Ane N; L-2J: Redemption: 2024-07-15; Registration: 144N/Qbb I; D-1: Redemption: 2024-07-15; Registration: 144G/Occ Y; Y-2: Redemption: 2024-07-15; Registration: 144O/Rkj T; U-1: Redemption: 2024-07-15; Registration: 144F/Djn S; T-2: Redemption: 2024-07-15; Registration: 144K/Uvq M; X: Redemption: 2024-07-15; Registration: 144X/Uwg C; T: Redemption: 2024-07-15; Registration: 144Q/Jdk T; Mpw: Redemption: 2024-07-15; Registration: 144K/Nex M;

Deal Comments

Ggk Gxpp Oksrgnh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 30, 2010