Neuberger Berman Loan Advisers Euro CLO DAC (NEUB) 3

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	186.000	6.00	Aaa	AAA	-	38.00%	-	Floating	3mEu	-	92	3mEu+92	-	100.00000
B	EUR	30.750	7.60	Aa2	AA	-	27.80%	-	Floating	3mEu	-	170	3mEu+170	-	100.00000
C	EUR	18.750	8.30	A2	A	-	21.50%	-	Floating	3mEu	-	225	3mEu+225	-	100.00000
D	EUR	20.250	8.80	Baa3	BBB-	-	14.80%	-	Floating	3mEu	-	320	3mEu+320	-	100.00000
E	EUR	15.000	9.40	Ba3	BB-	-	9.80%	-	Floating	3mEu	-	650	3mEu+632	-	98.75000
F	EUR	9.000	9.80	B3	B-	-	6.80%	-	Floating	3mEu	-	950	3mEu+887	-	96.00000
Equity	EUR	26.400	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A: First Pay: 2022-10-25; Redemption: 2023-10-25; B: First Pay: 2022-10-25; Redemption: 2023-10-25; C: First Pay: 2022-10-25; Redemption: 2023-10-25; D: First Pay: 2022-10-25; Redemption: 2023-10-25; E: First Pay: 2022-10-25; Redemption: 2023-10-25; F: First Pay: 2022-10-25; Redemption: 2023-10-25; Equity: First Pay: 2022-10-25; Redemption: 2023-10-25;

Deal Comments

Non Call Period: 1.60

Risk Retention

EU/UK: Neuberger Berman Loan Advisers III in its capacity as 3rd party originator will retain a horizontal strip for the purposes of satisfying EU/UK Retention Requirements; US: Neuberger intends to address this requirement via the Foreign Safe Harbor exemption

Reinvestment Period (YRS)

4.59

Reinvestment Period End Date

Oct 25, 2026

WAL Test Period (YRS)

8.5

COMPANY

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