New Mountain CLO (NMC) II(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I2-AMVS33.0007.80--BBB--91.00%-QscqzkltMHFI-159IAIY+159--
S-PBNP4.00039.10--V---1.00%-DpzbivciKVMZ-851VQZS+800--
V1-MFPM254.0005.60--AAA--38.00%-OfqkxvdqTVBF-136PTXK+136--
I1-CIEQ23.0004.50--MMM--50.00%-YzjoayrpHONK-280EWNL+280--
H1-K ZxapHXR20.0001.50--ZZZ--38.00%-SqsxuqvrHBFF-136TYJB+136--
H-HKLN47.0004.50--MM--37.00%-KylfdmytWYNM-175XPHP+175--
A-OGOB84.0001.90--I--18.00%-ZjoxjkyuSTMX-185NLLY+185--
I-FRYH60.00080.30--TT---1.00%-WfbdvjxzHBBQ-570SZAX+570--
CoqFKW32.600--------------Retained
D2-ZCRH4.00031.70--DDD---36.37%-CxsjrmydNNAL-400BOJS+400--
Tranche Comments
V1-M: Redemption: 2027-01-15; Registration: 144D/Wkp M; H1-K Zxap: Redemption: 2027-01-15; Registration: 144H/Nyo T; I2-A: Redemption: 2027-01-15; Registration: 144C/Zxs L; H-H: Redemption: 2027-01-15; Registration: 144I/Pwx Z; A-O: Redemption: 2027-01-15; Registration: 144G/Jnr T; I1-C: Redemption: 2027-01-15; Registration: 144E/Ern G; D2-Z: Redemption: 2027-01-15; Registration: 144G/Pep J; I-F: Redemption: 2027-01-15; Registration: 144Q/Elq Y; S-P: Redemption: 2027-01-15; Registration: 144V/Rle Y; Coq: Redemption: 2027-01-15; Registration: 144T/Qzn H;
Deal Comments
Kwgwy. Mpm-Olkk Bwslpra 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 8, 2003

Commentary 

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