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
A-1A	KVX	934.500	4.70	Ghh	-	-	-	-	98.00%	-	Qesolvwc	GHAX	-	-	200	XUUD+200	-	-
D-1	NOO	33.000	5.00	J2	-	-	-	-	78.62%	-	Zpzskrbh	WWDR	-	-	335	GJJX+335	-	-
X-2X	PPN	4.000	3.70	Yii	-	-	-	-	95.00%	-	Xmxummqo	KSKA	-	-	250	XYZB+250	-	-
N-1	HUR	94.959	5.90	Qq2	-	-	-	-	97.58%	-	Buseyuzw	YWHG	-	-	290	UHKN+290	-	-
D	PFO	75.462	9.30	Bzz3	-	-	-	-	41.20%	-	Iuemmmoo	KEUO	-	-	521	ZCJK+521	-	-
U-1P	OPJ	11.200	9.90	Pmm	-	-	-	-	29.00%	-	Ylbqo	-	-	-	-	5.05%	-	-
Y-2	ABK	48.500	1.60	En2	-	-	-	-	40.19%	-	Vcvew	-	-	-	-	5.97%	-	-
A-2U	ZQF	84.500	8.10	Voo	-	-	-	-	25.00%	-	Xairp	-	-	-	-	5.59%	-	-
W	KUJ	34.393	7.00	Bs3	-	-	-	-	2.57%	-	Xlvvleje	YGUV	-	-	832	TDYD+832	-	-
O-2	OMT	5.000	9.00	A2	-	-	-	-	27.93%	-	Bbgvh	-	-	-	-	6.14%	-	-
Omn	IEH	68.160	-	TZ	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A-1A: Redemption: 2024-07-15; Registration: 144D/Fqi X; U-1P: Redemption: 2024-07-15; Registration: 144W/Tft X; X-2X: Redemption: 2024-07-15; Registration: 144X/Foz U; A-2U: Redemption: 2024-07-15; Registration: 144J/Vcd J; N-1: Redemption: 2024-07-15; Registration: 144O/Wzw D; Y-2: Redemption: 2024-07-15; Registration: 144J/Xbh S; D-1: Redemption: 2024-07-15; Registration: 144H/Aye I; O-2: Redemption: 2024-07-15; Registration: 144G/Rau X; D: Redemption: 2024-07-15; Registration: 144Y/Hyo C; W: Redemption: 2024-07-15; Registration: 144L/Gbq I; Omn: Redemption: 2024-07-15; Registration: 144T/Mhf J;

Deal Comments

Rvx Lfnn Rkbhvgr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 7, 2007