Neuberger Berman Loan Advisers Euro CLO DAC (NEUB) 6

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Neuberger Berman Investment Advisers

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
P	YCN	515.000	8.60	-	KKK	KKK	52.00%	-	Vwszkixn	3jQj	-	-	147	3kIz+147	-	179.00000
U	JSX	96.300	4.10	-	UU-	TT-	7.30%	-	Pcbavpwf	3qGk	Grn bv Xruo 600	-	675	3vPa+667	-	33.30000
Q	PET	24.400	2.20	-	H	S	15.60%	-	Pbcmvbyr	3hPi	260-270	-	260	3lCc+260	-	708.00000
Y	IVV	7.700	4.60	-	E-	Y-	1.80%	-	Vvyvttqx	3zZv	Pkm 900a	-	925	3rPw+820	-	39.00000
S	JSF	22.000	1.60	-	NNN-	KKK-	81.80%	-	Qbrkamec	3xRz	385-395	-	375	3eIy+375	-	688.00000
Blgdkr	TZN	24.400	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-2	NXU	6.000	6.20	-	KK	JJ	80.60%	-	Alvcg	ASI	5.60%s	-	-	5.70%	5.700%	795.00000
O-1	ZAO	16.600	3.90	-	LL	UU	69.60%	-	Uepcvbwk	3bUw	210-215	-	210	3mYy+210	-	346.00000

Tranche Comments

P: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144O/Wpx G; O-1: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144J/Nqk T; M-2: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144U/Gqk C; Q: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144W/Fbd L; S: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144C/Afy G; U: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144P/Mdh D; Y: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144Z/Wad Y; Blgdkr: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144X/Ebx B;

Deal Comments

Omi Etuu Yhnymil 2.00

Risk Retention

LR/RT - Grycxrlttin RP - Azl, rct Uryzccl Ptfz Gtykriy

Pricing Speed

20 BMS

Reinvestment Period (YRS)

2.2

Reinvestment Period End Date

Jun 18, 2012

WAL Test Period (YRS)