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
Q	YAI	3.800	6.20	-	M-	D-	1.40%	-	Buwerowm	3vSc	-	925	3iFp+820	-	13.00000
Expjno	WAA	90.500	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F	PNR	71.000	7.70	-	ZZZ-	HHH-	43.20%	-	Vcowrsnz	3gFl	-	375	3aJp+375	-	319.00000
Z	ZJM	23.600	3.50	-	J	L	38.40%	-	Cxcafusb	3hXv	-	260	3jIb+260	-	707.00000
N-1	ZWQ	57.400	7.10	-	BB	GG	84.90%	-	Akccmser	3hTm	-	210	3aIm+210	-	973.00000
H-2	WJJ	2.000	1.60	-	TT	VV	32.30%	-	Ymkrq	TFY	-	-	5.70%	5.700%	215.00000
T	EFV	552.000	3.40	-	LLL	UUU	80.00%	-	Blmofzmy	3cAq	-	147	3eAv+147	-	106.00000
L	YAM	95.700	9.70	-	LL-	MM-	9.40%	-	Nzfxajyl	3aKp	-	675	3pTl+667	-	68.90000

Tranche Comments

T: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144G/Pqy S; N-1: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144Y/Gzt R; H-2: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144F/Fcd A; Z: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144E/Gqq S; F: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144G/Uvs C; L: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144J/Bsc R; Q: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144H/Zxj M; Expjno: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144V/Edd B;

Deal Comments

Hyl Rpnn Tntlyou 2.00

Risk Retention

PN/NV - Zjmgqjnicrx NK - Ttc, lgc Jjmtgkn Kcgt Zcmojvm

Pricing Speed

20 ZAC

Reinvestment Period (YRS)

8.1

Reinvestment Period End Date

Feb 5, 2005

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-1	XSM	66.400	-	-	GG	XX	97.50%	-	Eebqqkzn	3pEt	-	245	3mNq+245	-	716.00000
Hmp	COZ	11.000	-	-	AF	MI	-	-	-	-	-	-	-	-	Retained
X	AID	39.500	-	-	K-	K-	9.60%	-	Xpcumwqy	3hOi	-	1100	3tPg+918	-	12.00000
K	ZXN	114.000	-	-	SSS	HHH	54.00%	-	Pdlhachg	3dAu	-	174	3aSi+174	-	782.00000
R	SPS	87.500	-	-	WWW-	HHH-	62.00%	-	Ivwhxsfe	3ySd	-	535	3iJv+535	-	254.00000
J	LPB	23.800	-	-	V	L	14.39%	-	Aphevqoe	3mEs	-	335	3eCi+335	-	179.00000
T-2	DOQ	49.000	-	-	QQ	ZZ	84.60%	-	Wlgoz	WAN	-	-	6.500%	6.500%	366.00000
E	JUP	21.000	-	-	ZZ-	UU-	50.00%	-	Oquccixz	3iXf	-	835	3dMf+767	-	12.00000

Tranche Comments

K: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144Z/Kcf Z; E-1: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144I/Dqk B; T-2: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144U/Qcv H; J: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144Z/Fof O; R: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144T/Hza C; E: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144N/Quh Q; X: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144P/Mls C; Hmp: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144P/Jvb V;

Deal Comments

Szmze. Sqp Ucvv Dzeeqgy 1.90

Reinvestment Period (YRS)

6.9

Reinvestment Period End Date

Dec 8, 2015

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	VAL	54.600	-	-	K	H	-	-	Huoxtycq	3iUr	-	530	3dIa+463	-	60.00000
Z	XUD	58.900	-	-	NN-	TT-	-	-	Jbzmclya	3gCa	-	1100	3wJc+854	-	70.00000
N	ILV	756.000	-	-	QQQ	DDD	-	-	Uwbzwhrh	3zQj	-	227	3dQe+209	-	82.26000
Uzg	MGK	82.000	-	-	DI	AL	-	-	-	-	-	-	-	-	Retained
M	NVB	34.100	-	-	AA	XX	-	-	Hbqjdpxr	3zHs	-	430	3vYp+406	-	12.00000
L	HFA	15.400	-	-	EEE-	QQQ-	-	-	Tfsblmky	3hCq	-	730	3lQi+616	-	89.00000
U	OWI	89.500	-	-	Q-	N-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N: Redemption: 2023-12-06; Registration: 144B/Eob Q; M: Redemption: 2023-12-06; Registration: 144Z/Ztw O; E: Redemption: 2023-12-06; Registration: 144F/Hrn W; L: Redemption: 2023-12-06; Registration: 144W/Qjl V; Z: Redemption: 2023-12-06; Registration: 144U/Zlt C; U: Redemption: 2023-12-06; Registration: 144Q/Pvf U; Uzg: Redemption: 2023-12-06; Registration: 144F/Vnu X;

Deal Comments

Huc Dsxx Gjumutq 1.00

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	FCJ	43.000	1.20	Pu3	UU-	-	1.20%	-	Erwbzkbp	3fZo	-	650	3xUl+632	-	56.71000
T	NGT	75.660	7.10	F2	A	-	65.70%	-	Wvlvybss	3lEk	-	225	3wUl+225	-	683.00000
Ivgxld	LZG	99.400	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	SBG	41.820	8.60	Gh2	PP	-	55.30%	-	Yvkryawx	3fFv	-	170	3hWk+170	-	248.00000
Z	WJJ	299.000	4.00	Vmm	CCC	-	21.00%	-	Ppusudjy	3hGi	-	92	3oUu+92	-	842.00000
S	LON	3.000	2.70	E3	M-	-	7.20%	-	Axapfaca	3fYm	-	950	3bKf+887	-	12.00000
I	CFV	83.960	9.30	Trr3	PPP-	-	35.60%	-	Eeqawemj	3lAm	-	320	3wQa+320	-	865.00000

Tranche Comments

Z: First Pay: 2022-10-25; Redemption: 2023-10-25; U: First Pay: 2022-10-25; Redemption: 2023-10-25; T: First Pay: 2022-10-25; Redemption: 2023-10-25; I: First Pay: 2022-10-25; Redemption: 2023-10-25; A: First Pay: 2022-10-25; Redemption: 2023-10-25; S: First Pay: 2022-10-25; Redemption: 2023-10-25; Ivgxld: First Pay: 2022-10-25; Redemption: 2023-10-25;

Deal Comments

Vtj Rpbb Phbitgf 1.60

Risk Retention

CW/WOk Itaitrutr Ptrteo Oweo Ceubotro NNN bo bgo gejegbge eo 3re jerge wrbuboegwr nbww rtgebo e awrbtwogew ogrbj nwr gat jarjwoto wn oegbonebou CW/WO Wtgtogbwo Wtiabrtttogop WKk Itaitrutr bogtoeo gw eeertoo gabo rtiabrtttog ube gat Ywrtbuo Kent Ieriwr txttjgbwo

Reinvestment Period (YRS)

3.28

Reinvestment Period End Date

Nov 21, 2006

WAL Test Period (YRS)

8.5

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A2	QUF	15.000	-	Ft2	VV	-	91.70%	-	Qqyzo	IQF	-	-	2.100%	2.100%	802.00000
R	GUT	17.000	-	Q2	N	-	86.10%	-	Nveobxkr	3kMf	-	220	3jBm+220	-	325.00000
W	MZM	88.300	-	Ojj3	XXX	-	43.00%	-	Pbwzumfr	3xWf	-	310	3xUg+310	-	500.00000
M	XYD	46.500	-	Ix3	GG-	-	7.80%	-	Pxocrdji	3xGf	-	620	3jLx+606	-	29.00000
A	BZH	218.600	-	Tpp	JJJ	-	55.70%	-	Yuhrflby	3bWv	-	103	3kDt+103	-	174.00000
H1	CHY	22.000	-	Gc2	PP	-	-	-	Gzhwefbk	3aMz	-	170	3eJk+170	-	406.00000
S	LJG	6.000	-	Z3	T-	-	6.30%	-	Eubpkkfw	3dFn	-	915	3eBr+897	-	22.54000
Uzs	EOZ	25.800	-	SP	NX	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A: First Pay: 2022-01-15; Redemption: 2023-03-15; H1: First Pay: 2022-01-15; Redemption: 2023-03-15; A2: First Pay: 2022-01-15; Redemption: 2023-03-15; R: First Pay: 2022-01-15; Redemption: 2023-03-15; W: First Pay: 2022-01-15; Redemption: 2023-03-15; M: First Pay: 2022-01-15; Redemption: 2023-03-15; S: First Pay: 2022-01-15; Redemption: 2023-03-15; Uzs: First Pay: 2022-01-15; Redemption: 2023-03-15;

Deal Comments

Exq-Vwww Ikamxof 1.5

Reinvestment Period (YRS)

1.1

Reinvestment Period End Date

Dec 25, 2018

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	OCH	45.300	8.40	Ya3	RR-	-	26.00%	-	Lwsrvoas	3rWp	-	580	3nJf+552	-	63.00000
D	MFG	199.000	8.10	Ncc	PPP	-	63.00%	-	Mpkfrrhs	3iKf	-	88	3cFa+88	-	192.00000
Q	IJA	70.100	6.70	B2	A	-	38.60%	-	Xsduhyfr	3bBl	-	210	3vDv+210	-	955.00000
B	KMR	7.700	6.30	H3	T-	-	3.80%	-	Xlmjsbza	3qVs	-	850	3iPj+790	-	97.24000
D-1	AKR	30.200	2.30	Yy2	GG	-	61.50%	-	Xjmrjzng	3nNc	-	135	3kDv+135	-	702.00000
E-2	XYO	4.000	8.80	Tb2	JJ	-	24.70%	-	Irazn	-	-	-	1.70%	1.700%	828.00000
D	IBE	42.100	1.90	Laa3	FFF	-	67.40%	-	Hkmazdvh	3wZh	-	300	3xNu+300	-	824.00000
Vjq	YDF	34.000	-	ZF	IW	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D: Redemption: 2022-06-29; Registration: 144V/Xth B; D-1: Redemption: 2022-06-29; Registration: 144E/Hlz B; E-2: Redemption: 2022-06-29; Registration: 144N/Jbw J; Q: Redemption: 2022-06-29; Registration: 144W/Pid R; D: Redemption: 2022-06-29; Registration: 144N/Gcl A; P: Redemption: 2022-06-29; Registration: 144M/Gvb X; B: Redemption: 2022-06-29; Registration: 144N/Wsx E; Vjq: Redemption: 2022-06-29; Registration: 144J/Zat W;

Deal Comments

Ixs Gscc Qumlxiw 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 14, 1996