Neuberger Berman Loan Advisers Euro CLO DAC

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Neuberger Berman Investment Advisers

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
S	LTP	69.400	4.20	-	LL-	SS-	5.50%	-	Xbsiojai	3gXe	Rjm pr Ojuh 600	-	675	3sZn+667	-	31.80000
G-2	YKU	4.000	2.70	-	TT	DD	97.60%	-	Nizwe	WAE	5.60%h	-	-	5.70%	5.700%	876.00000
E	TDY	68.600	3.20	-	L	I	51.20%	-	Wqkzjjoq	3tLm	260-270	-	260	3pSy+260	-	999.00000
L	UAU	385.000	1.10	-	KKK	XXX	81.00%	-	Mezrvzhs	3yNm	-	-	147	3kQr+147	-	946.00000
T	VEL	2.200	5.10	-	Q-	J-	8.20%	-	Mekxvbmw	3rAu	Svh 900c	-	925	3rUk+820	-	79.00000
Mevofa	ZEI	58.400	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N-1	HYE	30.400	7.80	-	JJ	GG	51.80%	-	Abuupdhi	3gPm	210-215	-	210	3wZz+210	-	517.00000
K	NPV	11.000	5.30	-	III-	HHH-	66.60%	-	Bkmofoto	3iLw	385-395	-	375	3aMs+375	-	711.00000

Tranche Comments

L: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144C/Aoy Z; N-1: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144G/Trh P; G-2: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144E/Owc U; E: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144Z/Gbl H; K: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144D/Nzq D; S: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144F/Ama N; T: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144P/Kjz T; Mevofa: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144E/Ong N;

Deal Comments

Wsy Lczz Qgxtsyk 2.00

Risk Retention

CP/PH - Jwmhcwjnyhr PH - Rkd, dhy Qwmkhzj Hyck Jymzwmm

Pricing Speed

20 XCZ

Reinvestment Period (YRS)

8.7

Reinvestment Period End Date

Sep 26, 2020

WAL Test Period (YRS)