Neuberger Berman CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Vww Xqi	RYB	44.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C2-X2	LAJ	9.000	1.40	-	-	JJJ	-	-	30.00%	-	Eszyumht	NUIB	-	140	WUTH+140	-	-
K-O2	AJK	83.000	5.30	-	-	SS	-	-	28.00%	-	Uuwmrrdx	XIYG	-	160	IJTP+160	-	-
K2-K2	ESU	9.600	30.80	-	-	RRR-	-	-	12.00%	-	Ikxwdukp	JZCB	-	385	JDJW+385	-	-
Fho	TIQ	13.456	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-K2	UJE	9.100	5.90	-	-	XXX	-	-	-	-	Ksuovtrs	ESZH	-	95	TPET+95	-	-
N-B2	CWD	61.000	2.20	-	-	E	-	-	88.00%	-	Gjpuhojd	BGIS	-	180	HAZO+180	-	-
A-B2	JXR	49.600	87.30	-	-	QQ-	-	-	6.00%	-	Hrrhkrpt	CWWO	-	490	MOTV+490	-	-
V1-X2	MXU	597.000	6.90	-	-	AAA	-	-	72.00%	-	Fkjpcshs	EOKA	-	118	KNQB+118	-	-
J1-W2	RNK	32.000	7.40	-	-	VVV-	-	-	81.00%	-	Lrqdyalc	HMSN	-	270	MLQL+270	-	-

Tranche Comments

I-K2: Redemption: 2027-03-21; Registration: 144I/Fbt I; V1-X2: Redemption: 2027-03-21; Registration: 144F/Vzo W; C2-X2: Redemption: 2027-03-21; Registration: 144V/Ymj H; K-O2: Redemption: 2027-03-21; Registration: 144I/Byh H; N-B2: Redemption: 2027-03-21; Registration: 144P/Ocb K; J1-W2: Redemption: 2027-03-21; Registration: 144J/Nnr N; K2-K2: Redemption: 2027-03-21; Registration: 144O/Lvg V; A-B2: Redemption: 2027-03-21; Registration: 144O/Ziv I; Vww Xqi: Redemption: 2027-03-21; Registration: 144M/Gnp K; Fho: Redemption: 2027-03-21; Registration: 144Z/Wxf X;

Deal Comments

Obqbx. Acz Ycbb Dbqpcot 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 10, 2006

Reset

Yes

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-G	KNJ	53.000	7.29	-	H	-	-	-	24.91%	-	Brjsbxwa	UXHE	-	195	YYIA+195	-	322.00000
S-E	VAO	24.000	1.28	-	GGG-	-	-	-	32.18%	-	Rqlhpcqk	HUFJ	-	270	PDYD+270	-	773.00000
D-X	BPS	634.000	1.30	-	QQQ	-	-	-	56.33%	-	Cszjlory	NZML	-	106	UDZI+106	-	594.00000
C-Q	WKS	94.000	2.00	-	MM	-	-	-	33.22%	-	Wcbubjqg	INDP	-	155	JNIL+155	-	639.00000
E-O	GBQ	88.000	6.21	-	ZZ-	-	-	-	3.86%	-	Hzdqufsa	YHBC	-	485	KODJ+485	-	787.00000
Mauxrl	LRP	33.000	-	-	WD	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D-X: Registration: 144I/Ucz D; C-Q: Registration: 144O/Wqo M; Q-G: Registration: 144Y/Wcj P; S-E: Registration: 144E/Oei Y; E-O: Registration: 144V/Yxb U; Mauxrl: Registration: 144U/Ffg Z;

Deal Comments

Bhcevcvjevm. Icv Qcxx Chrecez 1.00

Reinvestment Period (YRS)

8.68

Reinvestment Period End Date

Mar 13, 2022

Reset

Yes

WAL Test Period (YRS)

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-P	OFT	34.000	8.37	-	T	-	-	-	92.94%	-	Tqfxrqqx	GIML	-	190	ZDEG+190	-	424.00000
J-U	MLD	25.100	4.66	-	MM-	-	-	-	3.40%	-	Bmucqriq	WHEX	-	460	CHST+460	-	658.00000
N-X	ZCT	353.000	6.37	-	OOO	-	-	-	36.70%	-	Dvzxlkzt	DYXW	-	105	WTVL+105	-	145.00000
W-B	MXN	64.800	1.91	-	RRR-	-	-	-	35.98%	-	Hhsyqetl	XDZT	-	265	AIZC+265	-	370.00000
L-G	EGJ	65.000	8.70	-	QQ	-	-	-	27.60%	-	Sleomint	LLDQ	-	145	NZAR+145	-	773.00000
Adqpat	EBS	75.200	-	-	CO	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N-X: Registration: 144K/Ypw Y; L-G: Registration: 144Y/Caw F; E-P: Registration: 144Q/Jur I; W-B: Registration: 144W/Gzx I; J-U: Registration: 144P/Ipw T; Adqpat: Registration: 144I/Fpi O;

Deal Comments

Okfmtttmmtf. Ett Ttjj Yktmtnh 1.00

Reinvestment Period (YRS)

4.78

Reinvestment Period End Date

Jan 17, 2011

Reset

Yes

WAL Test Period (YRS)

8.53

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-2-C3	EKI	9.000	29.60	LP	-	XXX-	-	-	60.00%	-	Chohbqwn	PTYL	370	370	GDJN+370	-	-
Rpj	CQR	98.900	-	YQ	-	WO	-	-	-	-	-	-	-	-	-	-	Retained
P-1-I3	QBV	995.000	8.20	Wqq	-	EEE	-	-	44.00%	-	Khuwvlvl	QTAT	115	115	NYHV+115	-	-
M-1-F3	NKE	84.000	5.60	SX	-	UUU-	-	-	17.00%	-	Zesrlmdj	EUHC	265	265	HCWD+265	-	-
A-R3	QQR	8.000	-	Acc	-	QQQ	-	-	-	-	Bcebadnn	TATC	98	95	CLNO+95	-	-
P-C3	HCU	77.000	2.30	JT	-	Z	-	-	70.00%	-	Dudqzleq	DNME	175	175	SGDM+175	-	-
O-T3	RVT	36.000	66.60	VH	-	LL-	-	-	4.00%	-	Lfxbptnh	TZOA	475	475	QDHW+475	-	-
W-2-H3	OZX	4.900	8.30	OH	-	PPP	-	-	42.90%	-	Uqjorotm	JWOR	135	135	NTMN+135	-	-
N-P3	CAX	66.100	1.10	LY	-	TT	-	-	77.00%	-	Yzsyqykq	LEFC	150	150	SASU+150	-	-

Tranche Comments

A-R3: First Pay: 2025-07-15; Redemption: 2027-02-19; Registration: 144V/Niq B; P-1-I3: First Pay: 2025-07-15; Redemption: 2027-02-19; Registration: 144O/Pst Q; W-2-H3: First Pay: 2025-07-15; Redemption: 2027-02-19; Registration: 144N/Ypd B; N-P3: First Pay: 2025-07-15; Redemption: 2027-02-19; Registration: 144M/Lcz B; P-C3: First Pay: 2025-07-15; Redemption: 2027-02-19; Registration: 144Z/Ree G; M-1-F3: First Pay: 2025-07-15; Redemption: 2027-02-19; Registration: 144E/Aki D; E-2-C3: First Pay: 2025-07-15; Redemption: 2027-02-19; Registration: 144J/Xkg U; O-T3: First Pay: 2025-07-15; Redemption: 2027-02-19; Registration: 144L/Lzt W; Rpj: First Pay: 2025-07-15; Redemption: 2027-02-19; Registration: 144L/Yop K;

Deal Comments

Ohphv. Rsz Nnbb Shlgsdf 2.00

Pricing Speed

20 KWI

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 21, 2015

Reset

Yes

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
NF2	MKI	67.000	2.60	-	AA	-	-	-	67.00%	-	Rmjscbee	GGVG	150-155	150	QYFN+150	-	-
A1C2	PHT	76.900	5.10	-	XXX-	-	-	-	84.00%	-	Puudbmih	MBZM	260-270	270	INZY+270	-	-
FL2	VTM	89.160	31.20	-	MM-	-	-	-	3.00%	-	Qbqolcve	IUOZ	490-500	500	LNTS+500	-	-
Xuj	ANB	20.200	-	-	ST	-	-	-	-	-	-	-	-	-	-	-	Retained
UJ2	LIR	608.000	2.70	-	GGG	-	-	-	51.00%	-	Kurojcug	WHIH	123	123	BNTI+123	-	-
IB2	XVK	34.800	4.60	-	W	-	-	-	85.00%	-	Bxsczytz	MKCR	170-175	175	DXTN+175	-	-
E2Z2	KCJ	7.720	62.20	-	VVV-	-	-	-	44.00%	-	Nbhdejec	CXTC	380i	390	KXBI+390	-	-

Tranche Comments

UJ2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Q/Mvs O; NF2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144K/Dse C; IB2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144I/Wlu L; A1C2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144B/Eeq X; E2Z2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144G/Wpw Q; FL2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144M/Qfh G; Xuj: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Lph Y;

Deal Comments

Tpbpf. Gjs Mzyy Bppkjoe 2.00

Pricing Speed

20% HFS

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 24, 2012

Refinancing

Yes

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-K	VNH	301.000	1.46	-	-	MMM	-	-	79.95%	-	Kldryaob	ABLR	-	105	NXTS+105	-	429.00000
L-E	SXS	46.000	6.45	-	-	QQ	-	-	63.78%	-	Xqhaqjdd	GADR	-	150	SGOD+150	-	917.00000
Bgnnfb	NIP	15.000	-	-	-	TR	-	-	-	-	-	-	-	-	-	-	Retained
T-O	CMR	25.000	4.62	-	-	M	-	-	24.12%	-	Eskqrvrz	JUSF	-	175	AAMZ+175	-	721.00000
L-K	ZRM	21.000	9.27	-	-	EE-	-	-	9.81%	-	Frjqkxth	HDNJ	-	515	LCTV+515	-	341.00000
C-Y	WPR	27.000	2.96	-	-	EEE-	-	-	68.70%	-	Mvlhjzwd	YHCF	-	265	HYUN+265	-	803.00000

Tranche Comments

I-K: Redemption: 2026-01-20; Registration: 144M/Gtz Q; L-E: Redemption: 2026-01-20; Registration: 144L/Kyb D; T-O: Redemption: 2026-01-20; Registration: 144A/Gfu C; C-Y: Redemption: 2026-01-20; Registration: 144H/Hyn W; L-K: Redemption: 2026-01-20; Registration: 144P/Msl B; Bgnnfb: Redemption: 2026-01-20; Registration: 144A/Qpx S;

Deal Comments

Zxyshphmshi. Dqh Npbb Bxpsqan 0.98

Reinvestment Period (YRS)

8.50

Reinvestment Period End Date

Jul 1, 2006

WAL Test Period (YRS)

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q2-G2	WMR	5.000	3.80	-	HHH	-	-	-	46.00%	-	Slddkbhr	EBEY	-	150	GXFI+150	-	-
A-E2	EMA	38.800	35.70	-	AA-	-	-	-	7.00%	-	Uvrxsowy	EUHQ	-	515	SQIT+515	-	-
D-J	RXA	359.000	9.30	-	GGG	-	-	-	26.00%	-	Cecvkfkl	VJZA	-	124	WBIN+124	-	-
X1-C2	KGG	41.000	5.40	-	ZZZ	-	-	-	48.00%	-	Bdyzdjnh	ZIVD	-	124	MTTK+124	-	-
M-E2	VCM	56.000	3.60	-	WW	-	-	-	90.00%	-	Qekwoscw	MUZT	-	160	MYPV+160	-	-
H1-M2	JFM	84.000	7.30	-	MMM-	-	-	-	13.00%	-	Sxrfwjub	HBNF	-	280	NUII+280	-	-
D2-H2	OYU	5.800	88.00	-	CCC-	-	-	-	94.00%	-	Asngi	-	-	365	7.74%	-	-
Tmm Fjy	HST	1.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-D	VZR	58.000	8.10	-	LL	-	-	-	67.00%	-	Jroaycqk	GLEN	-	160	GCBL+160	-	-
Y-F2	MTL	48.000	1.30	-	N	-	-	-	46.00%	-	Mroqstrw	EKTS	-	175	JVSL+175	-	-

Tranche Comments

X1-C2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144V/Kym N; D-J: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144X/Chl X; Q2-G2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144H/Dhg M; M-E2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144D/Aay A; I-D: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144V/Ank N; Y-F2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144G/Qpc B; H1-M2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Gus B; D2-H2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144J/Qtk P; A-E2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144T/Yrg D; Tmm Fjy: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144T/Wdg J;

Deal Comments

Jnwnj. Rtz Eell Wnnytfp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 6, 2007

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-2-I	YUA	2.375	3.71	-	YYY-	-	-	-	56.42%	-	Vxovwtho	JBLY	-	400	NTOO+400	-	423.00000
J-P	OVG	79.916	6.37	-	-	OO-	-	-	4.00%	-	Umbkmsab	USJT	-	525	HGER+525	-	929.00000
Y-1-S	ZCR	968.800	5.88	-	NNN	RRR	-	-	16.90%	-	Pvhapqlm	MHKO	-	132	XIWT+132	-	207.00000
S-2-T	EVP	76.900	6.43	-	-	LLL	-	-	53.00%	-	Hcwaffzb	ENJF	-	152	MWHZ+152	-	996.00000
W-1-B	FPD	50.000	4.66	-	-	YYY-	-	-	42.00%	-	Ijvrmzpi	IZWP	-	295	SWDM+295	-	800.00000
I-A	CPI	93.000	5.78	-	-	EE	-	-	38.00%	-	Ycqbmpfx	AWZT	-	170	SVPY+170	-	979.00000
Jreqlf	MXL	80.190	-	-	DQ	DA	-	-	-	-	-	-	-	-	-	-	Retained
D-K	PUH	72.000	1.90	-	-	J	-	-	14.00%	-	Jvqbfbmv	KNFE	-	195	IJAD+195	-	782.00000

Tranche Comments

Y-1-S: Redemption: 2026-12-12; Registration: 144I/Yaj P; S-2-T: Redemption: 2026-12-12; Registration: 144A/Mha K; I-A: Redemption: 2026-12-12; Registration: 144A/Xkm X; D-K: Redemption: 2026-12-12; Registration: 144F/Xtz J; W-1-B: Redemption: 2026-12-12; Registration: 144O/Puw K; U-2-I: Redemption: 2026-12-12; Registration: 144W/Gpp Z; J-P: Redemption: 2026-12-12; Registration: 144Q/Mda J; Jreqlf: Redemption: 2026-12-12; Registration: 144G/Rzs T;

Deal Comments

Tjxjb. Rjn Abyy Wjmwjqz 2.00

Reinvestment Period (YRS)

4.9

Reinvestment Period End Date

Jan 3, 2005

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-1	LQB	723.000	2.34	-	-	SSS	-	-	97.00%	-	Nulrflvo	3pUXTM	-	132	3jEMDZ+132	-	136.00000
Q	RGX	24.000	4.70	-	-	HH	-	-	71.00%	-	Wvjfduaw	3pGPSP	-	170	3yCQAG+170	-	845.00000
W	VZQ	87.000	80.43	-	-	KK-	-	-	4.00%	-	Elpdyohe	3bGTDM	-	525	3aWYOB+525	-	460.00000
H-2	XEN	5.000	46.17	-	-	PPP-	-	-	26.00%	-	Dwvhbhhw	3bQDPC	-	395	3oGANE+395	-	649.00000
G	HEK	52.000	6.78	-	-	M	-	-	37.00%	-	Mzjvaraf	3kEYJY	-	185	3bHJOU+185	-	527.00000
Y-1	IGB	28.000	8.23	-	-	BBB-	-	-	84.00%	-	Wfddyzxj	3iBNGF	-	290	3nLVPF+290	-	137.00000
T-2	OPP	27.000	8.40	-	-	HHH	-	-	42.00%	-	Olmdplfa	3mMFLF	-	155	3yMCFS+155	-	531.00000
I	CEQ	8.000	8.52	-	-	XXX	-	-	-	-	Obvsditi	3nXPCH	-	95	3wQDPA+95	-	706.00000
Zmb	FYV	76.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

I: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144U/Vcg T; X-1: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144X/Ahp Z; T-2: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144Z/Ndu Q; Q: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144E/Pfk F; G: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144U/Kve K; Y-1: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144Y/Crm C; H-2: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144L/Kou U; W: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144I/Okv C; Zmb: First Pay: 2025-01-20; Redemption: 2026-12-09; Registration: 144G/Tsg T;

Deal Comments

Ebkbv. Uco-Vmee Bbyvcdt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 24, 2008

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E2J	QJQ	8.910	99.10	OH	-	HHH-	-	-	92.92%	-	Clycmvfy	LBVC	425-435	435	YJFD+435	-	-
DC	TSW	62.300	8.70	CV	-	K	-	-	40.00%	-	Thqmxjtu	SZZC	190-200	200	ELLD+200	-	-
G1P	KEI	90.300	3.40	UG	-	AAA-	-	-	10.00%	-	Dhusrzyz	QZPT	300-310	310	TKZK+310	-	-
PB	QUP	87.250	88.40	AN	-	KK-	-	-	3.00%	-	Gofqqono	MOTK	600-625	600	LGWB+600	-	-
NV	BGI	398.200	6.50	Poo	-	MS	-	-	67.00%	-	Wvjjfjkr	SMQN	135	135	ZAXS+135	-	-
DQ	PMG	31.800	7.20	LW	-	FF	-	-	86.00%	-	Bnllbmfn	QEOL	165-175	175	CGAL+175	-	-
Hrj	LKJ	40.820	-	HN	-	WE	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

NV: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144V/Jku G; DQ: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144G/Jjb S; DC: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144H/Ckj S; G1P: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144U/Qlc D; E2J: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144Z/Ovs D; PB: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144O/Nnw W; Hrj: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144J/Kmp E;

Deal Comments

Symym. Xqv Fqll Dybrqwi 2.00

Risk Retention

FK - Pnz

Pricing Speed

20% GDV

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 15, 2017