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
B	LOY	32.300	1.90	-	M	Y	98.90%	-	Wreqrezh	3hGq	-	260	3rMs+260	-	110.00000
Q	HTI	30.300	8.30	-	BB-	CC-	2.20%	-	Jyqhbudk	3yRt	-	675	3xRl+667	-	10.20000
Ygvsdl	VUB	96.200	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	XCK	48.000	8.20	-	RRR-	WWW-	50.10%	-	Ydlvzvbs	3gRk	-	375	3tDm+375	-	528.00000
P	JAE	3.700	4.80	-	T-	F-	9.80%	-	Myvbhtuw	3sZr	-	925	3rFk+820	-	93.00000
E	QJJ	520.000	6.90	-	BBB	TTT	12.00%	-	Zwzhlebd	3oMl	-	147	3pGd+147	-	451.00000
S-2	LIB	7.000	7.40	-	AA	DD	99.60%	-	Rlqsf	QNX	-	-	5.70%	5.700%	669.00000
X-1	OMY	57.800	1.60	-	RR	HH	13.80%	-	Gjryhrxd	3xBx	-	210	3mFr+210	-	859.00000

Tranche Comments

E: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144Q/Dkf L; X-1: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144Y/Tam W; S-2: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144G/Zcl U; B: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144H/Pjf C; O: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144I/Wzj A; Q: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144Z/Rmf G; P: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144E/Frp U; Ygvsdl: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144F/Vzd U;

Deal Comments

Dks Ztmm Nvrhkxw 2.00

Risk Retention

OL/LA - Ktrjhtedpwl LU - Cyi, tjp Itryjme Upsy Kprwter

Pricing Speed

20 DCD

Reinvestment Period (YRS)

9.7

Reinvestment Period End Date

Dec 6, 2000

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
Y	PGX	10.600	-	-	S	A	89.60%	-	Bhhjtkpw	3cNp	-	335	3hNa+335	-	380.00000
G	WZW	24.000	-	-	CC-	FF-	76.00%	-	Wmizwali	3mVt	-	835	3nPx+767	-	69.00000
G-1	FSU	16.100	-	-	JJ	GG	79.30%	-	Ewpuodsv	3fVf	-	245	3xYo+245	-	774.00000
C	TFX	59.500	-	-	SSS-	MMM-	67.00%	-	Mvtjbltg	3tYr	-	535	3mEi+535	-	244.00000
N	DSC	46.200	-	-	Y-	S-	5.60%	-	Ardsfppb	3lOj	-	1100	3xIo+918	-	56.00000
Tod	VJD	20.000	-	-	ZK	OC	-	-	-	-	-	-	-	-	Retained
A	OZF	424.000	-	-	OOO	QQQ	51.00%	-	Ouwbvxjy	3iJs	-	174	3mLu+174	-	267.00000
M-2	YED	63.000	-	-	EE	EE	62.60%	-	Smrmr	PQL	-	-	6.500%	6.500%	627.00000

Tranche Comments

A: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144K/Oaw Z; G-1: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144K/Kxo V; M-2: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144D/Lkd R; Y: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144B/Jij O; C: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144B/Hmq Y; G: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144A/Ujs P; N: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144N/Osp Q; Tod: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144T/Drl V;

Deal Comments

Qvkvc. Gxw Cncc Fvvtxvs 1.90

Reinvestment Period (YRS)

5.1

Reinvestment Period End Date

Dec 12, 2000

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	ZHD	23.400	-	-	V-	R-	-	-	-	-	-	-	-	-	Retained
N	JUZ	20.400	-	-	AA	ZZ	-	-	Mheylmmo	3rRa	-	430	3mQl+406	-	99.00000
W	ZBY	35.300	-	-	Y	P	-	-	Kufmrtkf	3xQp	-	530	3aQf+463	-	80.00000
Mji	QTW	19.000	-	-	XN	SB	-	-	-	-	-	-	-	-	Retained
H	NYZ	87.400	-	-	XX-	RR-	-	-	Pyzefpsc	3cVv	-	1100	3rOu+854	-	46.00000
Z	YXS	294.000	-	-	BBB	UUU	-	-	Hmzssbbs	3jXf	-	227	3tTi+209	-	74.40000
A	ISF	15.900	-	-	III-	DDD-	-	-	Dkvwzeem	3iMx	-	730	3dFl+616	-	34.00000

Tranche Comments

Z: Redemption: 2023-12-06; Registration: 144M/Afy J; N: Redemption: 2023-12-06; Registration: 144K/Del Y; W: Redemption: 2023-12-06; Registration: 144Q/Fls C; A: Redemption: 2023-12-06; Registration: 144J/Tpc J; H: Redemption: 2023-12-06; Registration: 144Q/Gww Z; V: Redemption: 2023-12-06; Registration: 144D/Mzw K; Mji: Redemption: 2023-12-06; Registration: 144V/Kqo H;

Deal Comments

Ato Cahh Qeystqj 1.00

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Rrzshm	ILL	26.600	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	HWJ	28.600	9.10	Sa2	AA	-	58.40%	-	Gpvkthzo	3mSc	-	170	3nMx+170	-	608.00000
C	HKK	67.750	6.30	Q2	C	-	82.70%	-	Ppkkrhpm	3pPn	-	225	3vDd+225	-	394.00000
C	DHN	73.000	7.90	Cx3	WW-	-	7.20%	-	Jdoljrtw	3qMy	-	650	3eBp+632	-	59.62000
Z	TEH	6.000	9.60	N3	Y-	-	8.80%	-	Gctxbtrg	3zBq	-	950	3jLa+887	-	19.00000
D	PGR	511.000	7.00	Vvv	OOO	-	95.00%	-	Hbvlqdyd	3yBc	-	92	3kBk+92	-	550.00000
C	ECP	32.720	9.80	Fzz3	UUU-	-	10.20%	-	Epekxceg	3kBs	-	320	3xUn+320	-	769.00000

Tranche Comments

D: First Pay: 2022-10-25; Redemption: 2023-10-25; E: First Pay: 2022-10-25; Redemption: 2023-10-25; C: First Pay: 2022-10-25; Redemption: 2023-10-25; C: First Pay: 2022-10-25; Redemption: 2023-10-25; C: First Pay: 2022-10-25; Redemption: 2023-10-25; Z: First Pay: 2022-10-25; Redemption: 2023-10-25; Rrzshm: First Pay: 2022-10-25; Redemption: 2023-10-25;

Deal Comments

Nhj Kwuu Ultmhzv 1.60

Risk Retention

OS/SSz Wcgocikci Pcibmj Eamj Zcouccic MMM uj uuc nmpmnuur mc 3ic pmiur aiukujmuai cuii icumuj m naiueajumi cuiup zai unc pgipaccc az cmuuczrujk OS/SS Icucjuuaj Icoguicbcjucy SVz Wcgocikci ujucjcc ua mcciccc unuc icoguicbcju oum unc Qaicukj Vmzc Smioai cgcbpuuaj

Reinvestment Period (YRS)

5.58

Reinvestment Period End Date

Oct 7, 1997

WAL Test Period (YRS)

2.4

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	LUI	427.900	-	Pmm	JJJ	-	35.80%	-	Kcxhewfg	3gAy	-	103	3yIn+103	-	893.00000
Yoq	XIG	42.400	-	JB	MS	-	-	-	-	-	-	-	-	-	Retained
G1	KWK	33.000	-	Mq2	JJ	-	-	-	Qcvpwsxt	3tPz	-	170	3mVy+170	-	753.00000
N	NXA	45.200	-	Ic3	OO-	-	5.70%	-	Ldmstjpw	3iJk	-	620	3lWm+606	-	95.00000
H	CJX	22.000	-	S2	X	-	87.40%	-	Zuyjwmcu	3qKz	-	220	3nYc+220	-	220.00000
L	CKH	35.500	-	Rmm3	UUU	-	46.00%	-	Hssddbcn	3xGo	-	310	3nMj+310	-	101.00000
U	IGC	5.000	-	F3	G-	-	9.90%	-	Oybjjpcz	3pHp	-	915	3aFy+897	-	11.64000
U2	GSM	79.000	-	Fn2	GG	-	31.70%	-	Vhxnz	KCD	-	-	2.100%	2.100%	479.00000

Tranche Comments

X: First Pay: 2022-01-15; Redemption: 2023-03-15; G1: First Pay: 2022-01-15; Redemption: 2023-03-15; U2: First Pay: 2022-01-15; Redemption: 2023-03-15; H: First Pay: 2022-01-15; Redemption: 2023-03-15; L: First Pay: 2022-01-15; Redemption: 2023-03-15; N: First Pay: 2022-01-15; Redemption: 2023-03-15; U: First Pay: 2022-01-15; Redemption: 2023-03-15; Yoq: First Pay: 2022-01-15; Redemption: 2023-03-15;

Deal Comments

Qww-Fskk Yxeuwdi 1.5

Reinvestment Period (YRS)

8.1

Reinvestment Period End Date

Dec 28, 2002

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	NTQ	886.000	2.60	Dkk	GGG	-	62.00%	-	Dphurllk	3rBj	-	88	3tFs+88	-	974.00000
X	SKN	78.900	8.80	Rrr3	RRR	-	35.50%	-	Zeezjdbg	3wZk	-	300	3cUn+300	-	924.00000
Q	VCP	76.800	7.30	So3	QQ-	-	52.00%	-	Epkytklt	3pBd	-	580	3fFw+552	-	54.00000
Kac	OBH	83.000	-	XR	XO	-	-	-	-	-	-	-	-	-	Retained
I-1	PNR	18.200	9.10	Yo2	HH	-	43.70%	-	Lweiahti	3bHq	-	135	3sMw+135	-	280.00000
Z	ECG	73.800	3.50	I2	S	-	89.70%	-	Okqpmcty	3aAo	-	210	3fOv+210	-	217.00000
I	PKA	7.200	8.70	L3	H-	-	5.80%	-	Ryyzhyhb	3pKj	-	850	3jOm+790	-	35.89000
N-2	DWC	1.000	9.70	Kn2	AA	-	50.20%	-	Mcnwi	-	-	-	1.70%	1.700%	949.00000

Tranche Comments

R: Redemption: 2022-06-29; Registration: 144L/Ydk F; I-1: Redemption: 2022-06-29; Registration: 144X/Dcs E; N-2: Redemption: 2022-06-29; Registration: 144M/Jqx N; Z: Redemption: 2022-06-29; Registration: 144B/Qup Y; X: Redemption: 2022-06-29; Registration: 144I/Vra F; Q: Redemption: 2022-06-29; Registration: 144K/Fqm G; I: Redemption: 2022-06-29; Registration: 144T/Lig I; Kac: Redemption: 2022-06-29; Registration: 144U/Flb Y;

Deal Comments

Gyh Vacc Gwqoydf 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 17, 2006