All four reviewers support acceptance of this paper. They agree that the paper makes both empirical and theoretical progress on the problem of mean and covariance estimation under differential privacy. I therefore recommend accept. In the camera ready, the authors should include discussion of the t parameter of their algorithm (i.e., how to set it to get good performance, and clarify that t=1 is the Analyze Gauss Baseline), mention generalizations beyond sub-Gaussian distributions, and clarify the differences to Kamath, Li, Singhal, Ullman [24].