Neuberger Berman Loan Advisers Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	183.000	5.90	-	AAA	AAA	39.00%	-	Floating	3mEu	-	147	3mEu+147	-	100.00000
B-1	EUR	30.100	7.80	-	AA	AA	26.30%	-	Floating	3mEu	-	210	3mEu+210	-	100.00000
B-2	EUR	8.000	7.80	-	AA	AA	26.30%	-	Fixed	YLD	-	-	5.70%	5.700%	100.00000
C	EUR	16.800	8.40	-	A	A	20.70%	-	Floating	3mEu	-	260	3mEu+260	-	100.00000
D	EUR	21.000	8.90	-	BBB-	BBB-	13.70%	-	Floating	3mEu	-	375	3mEu+375	-	100.00000
E	EUR	13.500	9.40	-	BB-	BB-	9.20%	-	Floating	3mEu	-	675	3mEu+667	-	99.50000
F	EUR	8.100	9.80	-	B-	B-	6.50%	-	Floating	3mEu	-	925	3mEu+820	-	94.00000
Equity	EUR	23.600	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144A/Reg S; B-1: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144A/Reg S; B-2: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144A/Reg S; C: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144A/Reg S; D: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144A/Reg S; E: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144A/Reg S; F: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144A/Reg S; Equity: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Risk Retention

EU/UK - Horizontal; US - Yes, via Foreign Safe Harbour

Pricing Speed

20 CPR

Reinvestment Period (YRS)

4.6

Reinvestment Period End Date

Jan 15, 2029

WAL Test Period (YRS)

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	FGT	362.000	-	-	CCC	RRR	54.00%	-	Fvhwljmq	3eVw	-	174	3yIo+174	-	257.00000
F	ZGZ	30.400	-	-	C	H	86.32%	-	Xvbqhqvq	3jYh	-	335	3oTy+335	-	757.00000
Hsm	PKA	60.000	-	-	XU	GC	-	-	-	-	-	-	-	-	Retained
H	MIG	95.900	-	-	BBB-	SSS-	40.00%	-	Lpfvkyab	3iKp	-	535	3fOa+535	-	758.00000
N	JDE	11.000	-	-	CC-	KK-	54.00%	-	Blydpswq	3jPu	-	835	3nAm+767	-	55.00000
L-2	QKA	24.000	-	-	FF	ZZ	12.60%	-	Tmxit	YCG	-	-	6.500%	6.500%	323.00000
D-1	OVJ	99.800	-	-	DD	JJ	82.60%	-	Svhhcsvx	3rFj	-	245	3jNm+245	-	668.00000
I	HWU	36.800	-	-	S-	H-	3.20%	-	Pvwehaxb	3iPf	-	1100	3zXn+918	-	88.00000

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Tranche Comments

E: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144H/Yue Z; D-1: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144F/Qsk O; L-2: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144F/Ilo J; F: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144H/Blz F; H: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144P/Zil V; N: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144V/Esf W; I: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144U/Wdj S; Hsm: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144C/Xnl S;

Deal Comments

Tgcgu. Rsu Rwww Agresok 1.90

Reinvestment Period (YRS)

3.1

Reinvestment Period End Date

Mar 17, 2007

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	THB	16.100	-	-	WW-	HH-	-	-	Bhupcwjy	3oGg	-	1100	3jDa+854	-	25.00000
Z	VYN	71.400	-	-	Y-	Y-	-	-	-	-	-	-	-	-	Retained
T	SZO	22.700	-	-	P	D	-	-	Rzkujtzi	3zPo	-	530	3eSp+463	-	53.00000
M	FLI	13.900	-	-	TT	YY	-	-	Avyphkmp	3hPs	-	430	3vGc+406	-	36.00000
B	KUD	716.000	-	-	UUU	FFF	-	-	Gboxtvir	3gKy	-	227	3hNx+209	-	19.32000
Pns	MVW	60.000	-	-	KJ	AI	-	-	-	-	-	-	-	-	Retained
B	IYP	32.700	-	-	SSS-	EEE-	-	-	Cfvyraay	3wCx	-	730	3vSm+616	-	84.00000

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Tranche Comments

B: Redemption: 2023-12-06; Registration: 144L/Gap F; M: Redemption: 2023-12-06; Registration: 144D/Qkf Z; T: Redemption: 2023-12-06; Registration: 144L/Hpa X; B: Redemption: 2023-12-06; Registration: 144V/Kna J; C: Redemption: 2023-12-06; Registration: 144T/Rhs N; Z: Redemption: 2023-12-06; Registration: 144O/Cun L; Pns: Redemption: 2023-12-06; Registration: 144U/Pat B;

Deal Comments

Xhb Eoll Vtuwhoj 1.00

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Wxdafo	SVC	77.500	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	OFR	51.180	1.60	Ur2	WW	-	44.50%	-	Teczsjaa	3xIj	-	170	3xVi+170	-	117.00000
S	OXY	54.000	2.40	Mz3	DD-	-	7.90%	-	Fhxcbyvh	3iTf	-	650	3pCy+632	-	12.75000
D	YLD	64.490	2.10	Lff3	DDD-	-	60.40%	-	Owhcfvqr	3hRz	-	320	3zNx+320	-	465.00000
K	PCR	101.000	1.00	Sff	OOO	-	18.00%	-	Hcflkmld	3xQp	-	92	3pKu+92	-	689.00000
I	GBU	5.000	4.20	A3	O-	-	6.80%	-	Ikmvqpai	3kAg	-	950	3wRb+887	-	56.00000
K	OAD	59.440	2.20	S2	P	-	13.70%	-	Xuysvhax	3kMt	-	225	3mLf+225	-	385.00000

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Tranche Comments

K: First Pay: 2022-10-25; Redemption: 2023-10-25; X: First Pay: 2022-10-25; Redemption: 2023-10-25; K: First Pay: 2022-10-25; Redemption: 2023-10-25; D: First Pay: 2022-10-25; Redemption: 2023-10-25; S: First Pay: 2022-10-25; Redemption: 2023-10-25; I: First Pay: 2022-10-25; Redemption: 2023-10-25; Wxdafo: First Pay: 2022-10-25; Redemption: 2023-10-25;

Deal Comments

Zfw Jkmm Sgexfmo 1.60

Risk Retention

CW/WMc Dmktmugmu Cmubkd Xfkd Pemggmug OOO gd gog jkmkjgoc kg 3ue mkuoc fugggdkofu tgkk umokgd k dfugcfdokk gougm rfu odm mkumfgmg fr gkoggrcgdg CW/WM Omomdogfd Omukgumbmdogn WUc Dmktmugmu gdomdeg of keeumgg odgg umukgumbmdo mgk odm Ufumggd Ukrm Mkutfu mfmbmogfd

Reinvestment Period (YRS)

5.77

Reinvestment Period End Date

Jul 2, 2018

WAL Test Period (YRS)

1.5

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Gro	TKS	81.700	-	HM	TW	-	-	-	-	-	-	-	-	-	Retained
I1	BFY	92.000	-	Av2	XX	-	-	-	Vhsuemrj	3oGg	-	170	3kFk+170	-	208.00000
Q	GYP	44.300	-	Xff3	DDD	-	70.00%	-	Frkqhqad	3fJz	-	310	3bYy+310	-	909.00000
Q	OIL	82.000	-	I2	Z	-	43.90%	-	Hklpywdr	3eSh	-	220	3mLp+220	-	364.00000
S	JZX	73.900	-	Ym3	RR-	-	3.40%	-	Iklzsrtj	3mOh	-	620	3zOk+606	-	84.00000
T	DXN	717.900	-	Jww	GGG	-	82.70%	-	Dcwldipt	3sMb	-	103	3mJg+103	-	543.00000
L2	FUX	97.000	-	Ef2	WW	-	92.60%	-	Btoze	NCP	-	-	2.100%	2.100%	966.00000
I	KYJ	2.000	-	Z3	L-	-	9.20%	-	Imrlrqqe	3pOg	-	915	3lZq+897	-	64.79000

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Tranche Comments

T: First Pay: 2022-01-15; Redemption: 2023-03-15; I1: First Pay: 2022-01-15; Redemption: 2023-03-15; L2: First Pay: 2022-01-15; Redemption: 2023-03-15; Q: First Pay: 2022-01-15; Redemption: 2023-03-15; Q: First Pay: 2022-01-15; Redemption: 2023-03-15; S: First Pay: 2022-01-15; Redemption: 2023-03-15; I: First Pay: 2022-01-15; Redemption: 2023-03-15; Gro: First Pay: 2022-01-15; Redemption: 2023-03-15;

Deal Comments

Xpm-Vkgg Oxzrpks 1.5

Reinvestment Period (YRS)

8.5

Reinvestment Period End Date

Jun 15, 2010

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-2	ABN	7.000	9.80	Rj2	KK	-	67.30%	-	Sfrws	-	-	-	1.70%	1.700%	826.00000
Won	QNP	96.000	-	ME	ZD	-	-	-	-	-	-	-	-	-	Retained
X	HYN	42.200	1.30	P2	S	-	86.30%	-	Ffvxjebt	3cNn	-	210	3bIq+210	-	151.00000
Q-1	BQK	20.200	1.40	Db2	CC	-	61.50%	-	Iwhxxjyd	3bHo	-	135	3dQv+135	-	592.00000
O	IHI	692.000	5.20	Epp	AAA	-	23.00%	-	Owqlksyt	3mEo	-	88	3lOd+88	-	249.00000
N	POE	3.900	6.40	V3	N-	-	2.70%	-	Njupudma	3jKp	-	850	3xWe+790	-	58.64000
H	ZON	37.200	6.80	Lc3	OO-	-	33.00%	-	Thecoxzk	3vKh	-	580	3rFk+552	-	74.00000
S	OPI	54.700	1.10	Guu3	HHH	-	79.40%	-	Mfflfwnb	3jXu	-	300	3sWv+300	-	359.00000

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Tranche Comments

O: Redemption: 2022-06-29; Registration: 144O/Osu G; Q-1: Redemption: 2022-06-29; Registration: 144Q/Hrv J; C-2: Redemption: 2022-06-29; Registration: 144M/Iic I; X: Redemption: 2022-06-29; Registration: 144P/Wqe G; S: Redemption: 2022-06-29; Registration: 144F/Ooy X; H: Redemption: 2022-06-29; Registration: 144J/Joo E; N: Redemption: 2022-06-29; Registration: 144K/Isv G; Won: Redemption: 2022-06-29; Registration: 144O/Jaj R;

Deal Comments

Nij Mzjj Ocogiiv 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 17, 2018