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
Y-1	XGX	69.900	4.50	-	ZZ	NN	58.90%	-	Nxzckake	3aRb	-	210	3iDi+210	-	241.00000
B	AAF	33.000	6.50	-	QQQ-	KKK-	19.80%	-	Kepjqsbj	3eXd	-	375	3dVw+375	-	708.00000
Qbbilg	UXU	70.600	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	HLW	1.500	8.80	-	B-	Q-	1.30%	-	Xqjefahd	3oFr	-	925	3jLt+820	-	81.00000
U	FGZ	72.900	3.70	-	ZZ-	FF-	2.50%	-	Ayhdowph	3nPo	-	675	3qHc+667	-	63.50000
D	ELC	293.000	7.40	-	OOO	PPP	86.00%	-	Gszwcpfw	3sUh	-	147	3tRi+147	-	948.00000
W	NHN	64.900	4.50	-	F	H	14.40%	-	Apurmqms	3iBe	-	260	3dAe+260	-	222.00000
X-2	DOW	5.000	1.60	-	UU	NN	52.90%	-	Vbxnb	RCL	-	-	5.70%	5.700%	820.00000

Tranche Comments

D: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144F/Aeq F; Y-1: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144T/Oxt M; X-2: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144W/Wrl V; W: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144X/Uoy S; B: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144K/Gno Z; U: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144V/Iwf Y; E: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144X/Qwg X; Qbbilg: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144W/Ack W;

Deal Comments

Oxh Rcmm Vtvwxzs 2.00

Risk Retention

NO/OQ - Nhmyjhdtoxr OG - Eed, kyo Whmeykd Goje Nomxhwm

Pricing Speed

20 HIT

Reinvestment Period (YRS)

7.2

Reinvestment Period End Date

Aug 22, 2013

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
Z	JGS	824.000	-	-	XXX	WWW	55.00%	-	Gdyoqjlo	3cNy	-	174	3jKc+174	-	638.00000
J-1	BXK	46.300	-	-	MM	WW	62.50%	-	Mszyzese	3tQk	-	245	3xGe+245	-	150.00000
Q-2	ZGU	30.000	-	-	PP	KK	55.20%	-	Aflof	UXO	-	-	6.500%	6.500%	249.00000
T	SBI	79.900	-	-	NNN-	KKK-	17.00%	-	Tzczwlmh	3hBy	-	535	3tHn+535	-	843.00000
M	OXZ	29.800	-	-	Y	W	84.78%	-	Kbomfabo	3fHs	-	335	3eFu+335	-	740.00000
X	IFI	61.100	-	-	L-	D-	6.90%	-	Umxbvwso	3yZt	-	1100	3nNv+918	-	97.00000
Kxm	HEC	88.000	-	-	QM	NQ	-	-	-	-	-	-	-	-	Retained
G	DZQ	62.000	-	-	AA-	MM-	89.00%	-	Rcfpaibp	3mXn	-	835	3aBu+767	-	40.00000

Tranche Comments

Z: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144J/Zsw J; J-1: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144Y/May T; Q-2: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144J/Tex S; M: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144H/Kkc H; T: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144W/Mkn Y; G: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144K/Vjp L; X: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144O/Bcf P; Kxm: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144H/Xaz C;

Deal Comments

Ugygj. Jkg Itvv Ugypkad 1.90

Reinvestment Period (YRS)

7.6

Reinvestment Period End Date

Jul 11, 2011

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	ZWL	873.000	-	-	FFF	UUU	-	-	Zrwkcpmx	3kMo	-	227	3oGr+209	-	20.88000
R	DKD	44.800	-	-	CC-	RR-	-	-	Mlkxrjpd	3xUe	-	1100	3aGx+854	-	97.00000
M	DCL	68.400	-	-	KK	ZZ	-	-	Nvbreulf	3pEn	-	430	3oPt+406	-	22.00000
W	IDJ	35.500	-	-	QQQ-	JJJ-	-	-	Okwyvvwo	3vQy	-	730	3cLg+616	-	81.00000
Plg	CUU	94.000	-	-	BH	KK	-	-	-	-	-	-	-	-	Retained
G	PPG	49.200	-	-	X	M	-	-	Hbdftuvo	3mRn	-	530	3tMt+463	-	91.00000
A	CDO	84.500	-	-	D-	K-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J: Redemption: 2023-12-06; Registration: 144M/Fyx Q; M: Redemption: 2023-12-06; Registration: 144C/Ahc R; G: Redemption: 2023-12-06; Registration: 144B/Zje S; W: Redemption: 2023-12-06; Registration: 144T/Yin D; R: Redemption: 2023-12-06; Registration: 144F/Dws C; A: Redemption: 2023-12-06; Registration: 144F/Vqm Z; Plg: Redemption: 2023-12-06; Registration: 144I/Ksc N;

Deal Comments

Xuq Eboo Zjwxuam 1.00

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	HCU	355.000	4.00	Cnn	III	-	40.00%	-	Rljflfvv	3xMe	-	92	3eVp+92	-	193.00000
Z	HAU	4.000	9.40	L3	R-	-	9.70%	-	Qxwrtecv	3tBe	-	950	3fYv+887	-	27.00000
T	PMC	92.910	3.50	Xll3	DDD-	-	46.60%	-	Dbuaeukf	3zGw	-	320	3wIw+320	-	748.00000
Hwcxnn	CQL	47.800	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	KNA	53.770	3.50	Zb2	KK	-	53.90%	-	Myzztyof	3eLl	-	170	3zOt+170	-	758.00000
C	FLY	97.560	2.60	D2	M	-	78.30%	-	Afbdtkpk	3yWb	-	225	3jOz+225	-	529.00000
B	AXA	55.000	1.50	Sv3	MM-	-	5.30%	-	Eqdmjqyx	3bNb	-	650	3jCx+632	-	81.81000

Tranche Comments

F: First Pay: 2022-10-25; Redemption: 2023-10-25; X: First Pay: 2022-10-25; Redemption: 2023-10-25; C: First Pay: 2022-10-25; Redemption: 2023-10-25; T: First Pay: 2022-10-25; Redemption: 2023-10-25; B: First Pay: 2022-10-25; Redemption: 2023-10-25; Z: First Pay: 2022-10-25; Redemption: 2023-10-25; Hwcxnn: First Pay: 2022-10-25; Redemption: 2023-10-25;

Deal Comments

Ztv Tjxx Lwuwtrc 1.60

Risk Retention

VY/YMk Cndvnjjnj Onjebm Bobm Paruvnjv ZZZ um urv abobaurd bv 3ja objrd ojujumbroj ruuu jnrbum b uojumomrbu vrjuo doj run odjoovnv od vbruvddumj VY/YM Vnrnmruom Vnadujnenmrvi YXk Cndvnjjnj umrnmav ro baajnvv ruuv jnadujnenmr rub run Bojnujm Xbdn Dbjvoj nnneoruom

Reinvestment Period (YRS)

7.75

Reinvestment Period End Date

May 27, 2015

WAL Test Period (YRS)

9.6

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	XOS	60.600	-	Cdd3	FFF	-	92.00%	-	Qphlzzsh	3wCt	-	310	3bWw+310	-	922.00000
Exd	LLA	98.300	-	JQ	XN	-	-	-	-	-	-	-	-	-	Retained
H	GHC	1.000	-	A3	A-	-	2.20%	-	Hkbptete	3kGc	-	915	3kId+897	-	81.10000
B2	ECP	34.000	-	Kk2	GG	-	34.80%	-	Vjaob	VVA	-	-	2.100%	2.100%	824.00000
S	SJL	66.000	-	H2	B	-	35.80%	-	Pzpyspub	3eGx	-	220	3yCb+220	-	475.00000
Q	SBZ	87.600	-	Hm3	BB-	-	6.30%	-	Tscdxysz	3vRr	-	620	3xYb+606	-	64.00000
M1	AUU	24.000	-	Ei2	AA	-	-	-	Nxbrucsg	3vIi	-	170	3iIp+170	-	566.00000
Z	GCU	682.800	-	Sbb	AAA	-	89.10%	-	Xkesozum	3eEg	-	103	3eEf+103	-	126.00000

Tranche Comments

Z: First Pay: 2022-01-15; Redemption: 2023-03-15; M1: First Pay: 2022-01-15; Redemption: 2023-03-15; B2: First Pay: 2022-01-15; Redemption: 2023-03-15; S: First Pay: 2022-01-15; Redemption: 2023-03-15; G: First Pay: 2022-01-15; Redemption: 2023-03-15; Q: First Pay: 2022-01-15; Redemption: 2023-03-15; H: First Pay: 2022-01-15; Redemption: 2023-03-15; Exd: First Pay: 2022-01-15; Redemption: 2023-03-15;

Deal Comments

Vyb-Nwxx Xlsiyaz 1.5

Reinvestment Period (YRS)

6.4

Reinvestment Period End Date

Feb 5, 2023

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-2	EHF	4.000	8.50	Pq2	GG	-	52.20%	-	Nhpwp	-	-	-	1.70%	1.700%	691.00000
J	YHD	9.800	8.80	H3	W-	-	3.80%	-	Yvbqytsi	3eRf	-	850	3gWq+790	-	87.20000
Y	DHZ	156.000	3.50	Zpp	III	-	56.00%	-	Nckzxqdb	3qJk	-	88	3xGw+88	-	750.00000
E	YQM	22.100	6.10	Gd3	XX-	-	29.00%	-	Nvhdesag	3hLz	-	580	3sRp+552	-	69.00000
O	CPA	29.600	8.60	Oll3	GGG	-	60.20%	-	Gszvutbs	3lHh	-	300	3mRz+300	-	842.00000
V-1	GOE	67.900	4.90	Kp2	LL	-	70.70%	-	Kapzoavf	3iXk	-	135	3cUk+135	-	248.00000
H	ZQX	23.200	2.90	G2	I	-	55.10%	-	Ojfsefjd	3kUl	-	210	3rUl+210	-	885.00000
Evq	MYJ	14.000	-	DD	IM	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y: Redemption: 2022-06-29; Registration: 144O/Lux S; V-1: Redemption: 2022-06-29; Registration: 144U/Rtp Z; H-2: Redemption: 2022-06-29; Registration: 144Z/Qil W; H: Redemption: 2022-06-29; Registration: 144N/Jbh I; O: Redemption: 2022-06-29; Registration: 144F/Lzo I; E: Redemption: 2022-06-29; Registration: 144G/Nsy Z; J: Redemption: 2022-06-29; Registration: 144E/Zxf G; Evq: Redemption: 2022-06-29; Registration: 144X/Lws V;

Deal Comments

Zvx Gajj Ozjuvxl 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 8, 2013