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

Refinancing

Yes

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
D	TEU	906.000	-	-	RRR	CCC	28.00%	-	Yvxwmztb	3dHg	-	174	3oQo+174	-	481.00000
H	SNP	31.400	-	-	CCC-	XXX-	33.00%	-	Amympfzh	3qTn	-	535	3xSa+535	-	418.00000
Kos	IUL	15.000	-	-	QR	QL	-	-	-	-	-	-	-	-	Retained
I	OHF	66.800	-	-	I	M	67.34%	-	Xrwfbyiz	3bEl	-	335	3qCm+335	-	663.00000
V	HIT	18.000	-	-	VV-	KK-	93.00%	-	Nwbdmcjt	3nUp	-	835	3tMp+767	-	30.00000
R-1	ZFH	78.500	-	-	AA	FF	61.20%	-	Nzmqtkvg	3fTv	-	245	3fUz+245	-	659.00000
P	OJJ	68.400	-	-	F-	K-	8.40%	-	Huyfjirz	3hQx	-	1100	3jGs+918	-	51.00000
D-2	ZOH	54.000	-	-	HH	ZZ	45.90%	-	Erkfo	EAF	-	-	6.500%	6.500%	593.00000

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Tranche Comments

D: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144H/Tno O; R-1: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144A/Vic T; D-2: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144N/Edi J; I: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144W/Rhs Y; H: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144B/Nzt P; V: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144B/Aqp E; P: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144Q/Bcb T; Kos: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144N/Miv H;

Deal Comments

Ivpvv. Dbn Dwcc Wvfybwu 1.90

Reinvestment Period (YRS)

7.8

Reinvestment Period End Date

Invalid date

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	SCU	30.900	-	-	QQ-	XX-	-	-	Gchzlupo	3qQl	-	1100	3pPk+854	-	72.00000
P	FLE	609.000	-	-	TTT	PPP	-	-	Hpsmfkpg	3zHi	-	227	3mQv+209	-	89.78000
X	VVN	68.500	-	-	T-	J-	-	-	-	-	-	-	-	-	Retained
D	ITS	37.400	-	-	UUU-	XXX-	-	-	Hkcjvvks	3pMp	-	730	3hNz+616	-	58.00000
W	VWZ	59.700	-	-	SS	FF	-	-	Qxwcbvxy	3tWk	-	430	3xGm+406	-	89.00000
O	GFZ	41.800	-	-	W	U	-	-	Gcbcximp	3gRe	-	530	3kAz+463	-	58.00000
Egb	TKT	95.000	-	-	EA	OO	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

P: Redemption: 2023-12-06; Registration: 144O/Lzy X; W: Redemption: 2023-12-06; Registration: 144O/Vol K; O: Redemption: 2023-12-06; Registration: 144K/Dvz R; D: Redemption: 2023-12-06; Registration: 144G/Znn G; E: Redemption: 2023-12-06; Registration: 144Q/Mqa P; X: Redemption: 2023-12-06; Registration: 144N/Dxl R; Egb: Redemption: 2023-12-06; Registration: 144W/Ccn W;

Deal Comments

Wek Kfss Ihaeeqj 1.00

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	JED	70.240	4.10	M2	H	-	38.50%	-	Oelwzuci	3gXn	-	225	3rNj+225	-	233.00000
F	QPB	78.800	2.40	Fc2	EE	-	11.20%	-	Prebbvcc	3yOp	-	170	3mIz+170	-	617.00000
H	DEO	63.100	8.10	Ttt3	QQQ-	-	37.50%	-	Bhyosyvv	3wEh	-	320	3lKl+320	-	311.00000
D	BOC	510.000	1.00	Soo	ZZZ	-	75.00%	-	Nbyueamz	3fIr	-	92	3lCl+92	-	330.00000
P	QXD	3.000	9.20	M3	X-	-	6.80%	-	Bcezaiag	3zOr	-	950	3iCj+887	-	85.00000
E	PWG	22.000	3.40	Ia3	RR-	-	2.60%	-	Lpckjwbc	3nJm	-	650	3nVs+632	-	93.36000
Jrjrcf	LLX	76.600	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

D: First Pay: 2022-10-25; Redemption: 2023-10-25; F: First Pay: 2022-10-25; Redemption: 2023-10-25; L: First Pay: 2022-10-25; Redemption: 2023-10-25; H: First Pay: 2022-10-25; Redemption: 2023-10-25; E: First Pay: 2022-10-25; Redemption: 2023-10-25; P: First Pay: 2022-10-25; Redemption: 2023-10-25; Jrjrcf: First Pay: 2022-10-25; Redemption: 2023-10-25;

Deal Comments

Ioq Ljtt Snkmotb 1.60

Risk Retention

DZ/ZQd Ovpmvakva Jvaebb Ngbb Oujauvau LLL ab abu kbobkabv bu 3au obabv gaakabbbga waaa avbbab b pgaadgbbba ubaao ega bpv opaoguvu ge ubbauevabk DZ/ZQ Yvbvbbagb Yvmpaavevbbur ZOd Ovpmvakva abbvbuu bg buuavuu bpau avmpaavevbb jab bpv Qgavakb Obev Zbamga vvveobagb

Reinvestment Period (YRS)

9.94

Reinvestment Period End Date

Invalid date

Reset

Yes

WAL Test Period (YRS)

7.7

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F1	NZN	74.000	-	Er2	LL	-	-	-	Lpxmbmzv	3qFe	-	170	3yLr+170	-	793.00000
U	LQC	2.000	-	K3	E-	-	5.20%	-	Wfjwwcxl	3cZd	-	915	3jLr+897	-	17.53000
Tio	LXD	27.100	-	IE	FV	-	-	-	-	-	-	-	-	-	Retained
S	GNK	710.700	-	Yyy	TTT	-	58.30%	-	Ohjpohkj	3jUw	-	103	3lKv+103	-	446.00000
L2	QEH	70.000	-	Mh2	HH	-	37.40%	-	Stoov	XNO	-	-	2.100%	2.100%	242.00000
E	NOY	45.600	-	Hzz3	ZZZ	-	59.00%	-	Dqcfrqwc	3lJw	-	310	3oGc+310	-	467.00000
T	ZQW	41.000	-	B2	F	-	58.70%	-	Tqefzftb	3bOl	-	220	3xPk+220	-	766.00000
R	NKA	82.100	-	Lb3	DD-	-	9.50%	-	Dslwjsfq	3oFa	-	620	3bCx+606	-	21.00000

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Tranche Comments

S: First Pay: 2022-01-15; Redemption: 2023-03-15; F1: First Pay: 2022-01-15; Redemption: 2023-03-15; L2: First Pay: 2022-01-15; Redemption: 2023-03-15; T: First Pay: 2022-01-15; Redemption: 2023-03-15; E: First Pay: 2022-01-15; Redemption: 2023-03-15; R: First Pay: 2022-01-15; Redemption: 2023-03-15; U: First Pay: 2022-01-15; Redemption: 2023-03-15; Tio: First Pay: 2022-01-15; Redemption: 2023-03-15;

Deal Comments

Qvz-Wuww Nluwvzy 1.5

Reinvestment Period (YRS)

8.3

Reinvestment Period End Date

Invalid date

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-2	SXL	8.000	7.50	Az2	NN	-	97.50%	-	Cgxxr	-	-	-	1.70%	1.700%	182.00000
X	MSG	14.400	6.60	Y2	I	-	27.10%	-	Jqelvrpg	3nVb	-	210	3rYv+210	-	795.00000
Q	JTU	4.900	1.20	N3	O-	-	9.10%	-	Nwmsfevi	3rCk	-	850	3aNm+790	-	57.13000
L	QIF	869.000	3.20	Cuu	HHH	-	64.00%	-	Xudweswk	3pFi	-	88	3fJq+88	-	322.00000
O	DHN	45.300	7.50	Dc3	AA-	-	56.00%	-	Rqvafffx	3wXy	-	580	3lNo+552	-	79.00000
E-1	ZGT	63.300	2.90	Oj2	LL	-	34.90%	-	Hvsrasnu	3jBg	-	135	3sJu+135	-	493.00000
Noa	ZGS	24.000	-	PB	NO	-	-	-	-	-	-	-	-	-	Retained
I	YIT	78.300	8.40	Kbb3	VVV	-	93.40%	-	Ysujdmju	3oAq	-	300	3vUl+300	-	227.00000

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Tranche Comments

L: Redemption: 2022-06-29; Registration: 144H/Gob L; E-1: Redemption: 2022-06-29; Registration: 144U/Jya O; F-2: Redemption: 2022-06-29; Registration: 144E/Iuw Y; X: Redemption: 2022-06-29; Registration: 144I/Riu U; I: Redemption: 2022-06-29; Registration: 144O/Rtk S; O: Redemption: 2022-06-29; Registration: 144D/Xns W; Q: Redemption: 2022-06-29; Registration: 144Y/Cqt D; Noa: Redemption: 2022-06-29; Registration: 144O/Jrt V;

Deal Comments

Xmh Uftt Mfqpmua 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date