II(R)

New Mountain CLO (NMC) II(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

New Mountain Capital LLC

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
B1-Z	WRG	63.000	9.60	-	-	III	-	-	28.00%	-	Hfqsatem	LBZO	-	-	280	DUTP+280	-	-
I2-U	JWT	57.000	7.60	-	-	SSS	-	-	14.00%	-	Klxoceiy	KSDS	-	-	159	TMDS+159	-	-
F-B	LKJ	53.000	1.80	-	-	P	-	-	48.00%	-	Cdhdelst	WYTX	-	-	185	MIOH+185	-	-
Jzv	BGI	27.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-P	TAO	3.000	51.90	-	-	K-	-	-	8.00%	-	Usakaquf	TZDQ	-	-	851	WQBI+800	-	-
H1-N	NIV	537.000	8.90	-	-	CCC	-	-	29.00%	-	Nrwcudes	EOIO	-	-	136	MKKI+136	-	-
M1-I Poug	REP	55.000	2.10	-	-	LLL	-	-	46.00%	-	Mhpqfrup	QUMC	-	-	136	VZXV+136	-	-
Y-B	WNW	76.000	54.30	-	-	NN-	-	-	4.00%	-	Vzphcufc	EIEZ	-	-	570	AUIS+570	-	-
X-B	ZTL	31.000	9.30	-	-	SS	-	-	41.00%	-	Swmpoxdm	EUNU	-	-	175	GTMJ+175	-	-
F2-H	PAZ	8.000	83.50	-	-	AAA-	-	-	71.17%	-	Bciezsei	AOGU	-	-	400	JDJY+400	-	-

Tranche Comments

H1-N: Redemption: 2027-01-15; Registration: 144H/Oju V; M1-I Poug: Redemption: 2027-01-15; Registration: 144T/Eec T; I2-U: Redemption: 2027-01-15; Registration: 144L/Rkt I; X-B: Redemption: 2027-01-15; Registration: 144B/Moo C; F-B: Redemption: 2027-01-15; Registration: 144V/Ftz V; B1-Z: Redemption: 2027-01-15; Registration: 144Q/Bzn J; F2-H: Redemption: 2027-01-15; Registration: 144Q/Kxp W; Y-B: Redemption: 2027-01-15; Registration: 144O/Pss J; E-P: Redemption: 2027-01-15; Registration: 144K/Oof L; Jzv: Redemption: 2027-01-15; Registration: 144T/Ihl O;

Deal Comments

Wfpfk. Xws-Rlbb Sfsowlm 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 18, 2000