XXXI(R)

Neuberger Berman CLO (NEUB) XXXI(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
NP2	PNY	52.500	4.30	-	V	-	-	-	21.00%	-	Ahysyrcl	AJBY	170-175	175	TDPJ+175	-	-
L1O2	QZJ	71.900	4.30	-	BBB-	-	-	-	15.00%	-	Acwrzsvp	GICQ	260-270	270	QEHN+270	-	-
TR2	NMQ	66.510	27.40	-	YY-	-	-	-	1.00%	-	Hqkyafvg	EVGZ	490-500	500	QOOD+500	-	-
Nip	EIP	43.500	-	-	CY	-	-	-	-	-	-	-	-	-	-	-	Retained
FL2	PXV	995.000	5.40	-	BBB	-	-	-	13.00%	-	Ckmjeefx	ZNSK	123	123	XSZX+123	-	-
PG2	EUZ	89.000	7.80	-	DD	-	-	-	66.00%	-	Dvfyfdbw	YXWY	150-155	150	ZJWF+150	-	-
F2P2	RSG	7.750	24.60	-	NNN-	-	-	-	35.00%	-	Omjodmso	XCMF	380f	390	MAQE+390	-	-

Tranche Comments

FL2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144F/Bla U; PG2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Z/Mxr C; NP2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144W/Oif T; L1O2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144O/Lyh L; F2P2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144M/Rrw S; TR2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144U/Qnf T; Nip: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144L/Pmt W;

Deal Comments

Abjbq. Tcg Vecc Jbjzcbf 2.00

Pricing Speed

20% OPG

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 24, 2002