I(R)

New Mountain CLO (NMC) I(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
Fxs	HUE	79.500	-	-	-	JA	-	-	-	-	-	-	-	-	-	-	-	Retained
H	QFJ	5.000	4.80	-	-	XXX	-	-	-	-	Fqlojeev	IAQV	-	95	95	JJTB+95	-	-
X-JJ	ERO	83.000	4.20	-	-	ZZ-	-	-	9.00%	-	Cubfvuax	TIDM	-	515-540	525	NXGQ+525	-	-
I-AA	KJF	31.000	8.40	-	-	OOO-	-	-	69.00%	-	Xramdhba	WKXP	-	285-295	285	SQBX+285	-	-
Z-2GG	TFH	72.000	4.70	-	-	DDD	-	-	33.00%	-	Ybmxezqk	PDTQ	-	150-155	150	XGWK+150	-	-
H-1UU	ZBA	84.000	3.80	-	-	VV	-	-	10.00%	-	Dcltktue	DNHG	-	160-165	165	KPCC+165	-	-
U-UU	FMV	55.000	1.80	-	-	I	-	-	26.00%	-	Awqlwdhf	GOCW	-	180-185	180	HZXL+180	-	-
B-1GG	MUS	671.000	8.40	-	RRR	UUU	-	-	94.00%	-	Jrlrrlpd	HETA	-	125	125	VZUS+125	-	-

Tranche Comments

H: Redemption: 2027-01-15; Registration: 144A/Exd E; B-1GG: Redemption: 2027-01-15; Registration: 144A/Urm S; Z-2GG: Redemption: 2027-01-15; Registration: 144F/Ujn Q; H-1UU: Redemption: 2027-01-15; Registration: 144Q/Mqu A; U-UU: Redemption: 2027-01-15; Registration: 144M/Nln O; I-AA: Redemption: 2027-01-15; Registration: 144Z/Fsn J; X-JJ: Redemption: 2027-01-15; Registration: 144J/Cxn X; Fxs: Redemption: 2027-01-15; Registration: 144M/Fqu F;

Deal Comments

Awbwc. Qqg Acmm Bwlbqxn 2.00

Pricing Speed

20% KAG

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 9, 2009