LII(R)

Neuberger Berman CLO (NEUB) LII(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T1C	FQS	28.100	5.20	GH	-	YYY-	-	-	98.00%	-	Kedrbfso	LMEO	300-310	310	EJMI+310	-	-
IY	UOV	677.300	3.70	Tuu	-	JU	-	-	88.00%	-	Zccmceey	CYQD	135	135	LMTQ+135	-	-
IN	VZR	69.600	29.20	QN	-	CC-	-	-	2.00%	-	Lwfyqufv	QIUI	600-625	600	APFM+600	-	-
F2N	NLB	4.840	86.50	JX	-	DDD-	-	-	99.96%	-	Asesekye	GHGO	425-435	435	IEDX+435	-	-
Czw	HCD	90.140	-	ZM	-	YK	-	-	-	-	-	-	-	-	-	-	Retained
ER	ENB	85.100	8.90	KV	-	T	-	-	63.00%	-	Cxplmepc	YKUZ	190-200	200	UTEX+200	-	-
NX	OPD	58.800	2.80	AL	-	ZZ	-	-	68.00%	-	Wfybmisy	WTAG	165-175	175	AHJY+175	-	-

Tranche Comments

IY: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144U/Aju M; NX: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144O/Awb G; ER: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144G/Nul Y; T1C: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144U/Gfz C; F2N: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144P/Ckt W; IN: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144P/Qii K; Czw: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144K/Dkb H;

Deal Comments

Djcjs. Zfh Ggee Gjvsfym 2.00

Risk Retention

OR - Vqe

Pricing Speed

20% KNT

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 14, 2019