3(R)

37 Capital CLO (PUTNM) 3(R)

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
Z-1-K	WWE	24.970	8.30	-	TTT+	-	-	-	68.30%	-	Xpsmmlcb	DEXW	-	380-390	390	GOLU+390	-	-
Y-U	HIU	84.470	26.70	-	EE-	-	-	-	8.20%	-	Ppjyqjwh	SZPD	-	775q	785	VPFY+785	-	-
F-1-D	KPF	68.000	9.30	-	Q	-	-	-	37.00%	-	Wchvaqqv	WLNG	-	-	250	PIYV+250	-	-
V-1-E	NMX	514.000	3.90	-	PPP	-	-	-	66.00%	-	Mjsrxsac	JJSJ	-	-	150	WAEU+150	-	-
K-W	PSJ	58.000	1.10	-	LL	-	-	-	21.00%	-	Ycdokbme	QGAE	-	200	200	EOJO+200	-	-
C-H-A	ZGP	12.000	1.60	-	HHH	-	-	-	86.00%	-	Neejletb	JJSN	-	-	150	VHUI+150	-	-
L-2-O	AXR	6.000	6.60	-	I	-	-	-	31.00%	-	Fznfl	-	-	-	-	6.25%	-	-
E-2-P	HNY	2.000	44.70	-	WWW-	-	-	-	70.60%	-	Gvfhefuy	XSHD	-	-	564	YJGI+564	-	-
D-P	IFO	7.400	1.80	-	OOO	-	-	-	-	-	Jebxrohk	QSHB	-	100l	100	KZUH+100	-	-
X-2-J	AWI	94.000	3.60	-	LLL	-	-	-	46.00%	-	Sqwacmnb	AYSK	-	-	185	QOBD+185	-	-
Jtv	ITQ	39.600	-	-	QW	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D-P: First Pay: 2025-07-15; Redemption: 2027-05-22; Registration: 144V/Csx O; V-1-E: First Pay: 2025-07-15; Redemption: 2027-05-22; Registration: 144T/Azj T; C-H-A: First Pay: 2025-07-15; Redemption: 2027-05-22; Registration: 144K/Yuy S; X-2-J: First Pay: 2025-07-15; Redemption: 2027-05-22; Registration: 144Y/Jok E; K-W: First Pay: 2025-07-15; Redemption: 2027-05-22; Registration: 144F/Wvi Q; F-1-D: First Pay: 2025-07-15; Redemption: 2027-05-22; Registration: 144I/Dsb H; L-2-O: First Pay: 2025-07-15; Redemption: 2027-05-22; Registration: 144J/Jps E; Z-1-K: First Pay: 2025-07-15; Redemption: 2027-05-22; Registration: 144F/Gwk C; E-2-P: First Pay: 2025-07-15; Redemption: 2027-05-22; Registration: 144H/Kpj X; Y-U: First Pay: 2025-07-15; Redemption: 2027-05-22; Registration: 144L/Omc R; Jtv: First Pay: 2025-07-15; Redemption: 2027-05-22; Registration: 144Y/Yyt W;

Deal Comments

Veyek. Zvm Jall Zejbvwo 2.00

Pricing Speed

20 HVZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 16, 2009