Neuberger Berman Loan Advisers Euro CLO DAC (NEUB) 2

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Pgp	BEZ	39.700	-	TQ	VV	-	-	-	-	-	-	-	-	-	Retained
O	IIY	1.000	-	W3	R-	-	6.20%	-	Yzvqqxdc	3gVw	-	915	3qPy+897	-	98.20000
C1	OKL	51.000	-	Fb2	GG	-	-	-	Jjqfzdxr	3lGq	-	170	3pMh+170	-	854.00000
C	ZHL	31.300	-	Uvv3	DDD	-	59.00%	-	Uwqsedwa	3fXa	-	310	3mRx+310	-	621.00000
U2	TFO	12.000	-	Ii2	RR	-	75.40%	-	Yviya	VLK	-	-	2.100%	2.100%	418.00000
O	PLB	98.000	-	D2	T	-	14.60%	-	Gcszdzyj	3lHh	-	220	3jAn+220	-	602.00000
F	GUQ	510.200	-	Iww	EEE	-	34.60%	-	Itzbcttr	3zKn	-	103	3dJr+103	-	372.00000
H	QHP	33.200	-	Kl3	PP-	-	7.90%	-	Dwvbmitq	3fFo	-	620	3oGq+606	-	42.00000

Tranche Comments

F: First Pay: 2022-01-15; Redemption: 2023-03-15; C1: First Pay: 2022-01-15; Redemption: 2023-03-15; U2: First Pay: 2022-01-15; Redemption: 2023-03-15; O: First Pay: 2022-01-15; Redemption: 2023-03-15; C: First Pay: 2022-01-15; Redemption: 2023-03-15; H: First Pay: 2022-01-15; Redemption: 2023-03-15; O: First Pay: 2022-01-15; Redemption: 2023-03-15; Pgp: First Pay: 2022-01-15; Redemption: 2023-03-15;

Deal Comments

Ahg-Qfff Wywmhaz 1.5

Reinvestment Period (YRS)

1.4

Reinvestment Period End Date

Nov 13, 2009