Symphony CLO 36 Ltd. is a $393.90 million broadly syndicated CLO managed by Symphony Alternative Asset Management LLC, a subsidiary of Nuveen LLC. This is Symphony Alternative Asset Management LLC's third CLO in 2022, which will bring its total CLO assets under management (AUM) to approximately $11.4 billion. Based on provisions in the transaction documents and the portfolio characteristics: The transaction will be collateralized by at least 90.0% senior secured loans, cash, and eligible investments, with a minimum of 80.0% of the loan borrowers required to be based in the U.S. A maximum of 60.0% of the loans in the collateral pool can be covenant-lite. Of the identified underlying collateral obligations, 99.50% have credit ratings (which may include confidential ratings,