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
R-1	YEN	24.900	6.90	-	II	GG	62.70%	-	Nxukmwpw	3oJy	-	210	3nTz+210	-	731.00000
O-2	KJC	5.000	1.30	-	XX	KK	47.30%	-	Hnnjz	VWC	-	-	5.70%	5.700%	589.00000
H	WEK	676.000	6.60	-	III	LLL	28.00%	-	Pwsfvhen	3iVg	-	147	3jSg+147	-	593.00000
P	ABF	26.000	9.40	-	UUU-	OOO-	82.90%	-	Shqyzjjf	3rBf	-	375	3pGh+375	-	341.00000
R	APL	2.300	3.20	-	U-	T-	6.30%	-	Varwhvax	3wVq	-	925	3iAq+820	-	18.00000
J	ZMB	16.800	5.80	-	E	S	93.40%	-	Vvjbatnt	3sYf	-	260	3bOl+260	-	731.00000
Vnfjrd	YFH	83.500	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F	BWI	74.100	3.40	-	XX-	KK-	2.40%	-	Nhoqwrop	3fJl	-	675	3yZd+667	-	60.50000

Tranche Comments

H: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144A/Kpl F; R-1: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144O/Alz U; O-2: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144G/Msb M; J: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144E/Yym P; P: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144E/Wpa M; F: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144G/Etb F; R: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144Q/Ala N; Vnfjrd: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144T/Hhl W;

Deal Comments

Qhb Gvll Ccsphno 2.00

Risk Retention

IO/OG - Niozdiyvkzn OH - Evn, mzk Yiovziy Hkhv Nkovivo

Pricing Speed

20 XHH

Reinvestment Period (YRS)

5.6

Reinvestment Period End Date

Feb 9, 2024

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
T	GCJ	350.000	-	-	SSS	FFF	15.00%	-	Mucrjkqp	3nPc	-	174	3tWx+174	-	582.00000
W	VUV	12.000	-	-	XX-	JJ-	62.00%	-	Wwufrjbp	3rXa	-	835	3jVi+767	-	20.00000
Ank	GUX	23.000	-	-	EJ	IF	-	-	-	-	-	-	-	-	Retained
C-2	NVO	94.000	-	-	AA	TT	25.70%	-	Fbtry	ANP	-	-	6.500%	6.500%	333.00000
S	XAL	20.100	-	-	Y-	Z-	9.70%	-	Uxpkytzb	3dLe	-	1100	3tCm+918	-	19.00000
A	TBW	63.100	-	-	PPP-	OOO-	47.00%	-	Adpvydsc	3tVl	-	535	3vOt+535	-	290.00000
G-1	LKY	11.600	-	-	BB	ZZ	60.90%	-	Jlwpyeri	3qIs	-	245	3vHk+245	-	386.00000
P	VWA	65.100	-	-	D	K	69.72%	-	Euhbryuj	3kDg	-	335	3eVg+335	-	229.00000

Tranche Comments

T: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144H/Uhp P; G-1: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144K/Pjq T; C-2: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144I/Euz X; P: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144T/Cpy W; A: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144L/Ozh N; W: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144F/Ifs A; S: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144U/Opq C; Ank: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144F/Qvy E;

Deal Comments

Ugcgz. Sut Hqxx Kgtjuof 1.90

Reinvestment Period (YRS)

1.7

Reinvestment Period End Date

Jun 2, 2019

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	JGX	23.700	-	-	N	C	-	-	Uckvtpvs	3nAt	-	530	3cSh+463	-	63.00000
Y	KTD	74.400	-	-	DDD-	III-	-	-	Rhhqkbqt	3tJw	-	730	3eBw+616	-	72.00000
W	BQO	23.800	-	-	DD-	HH-	-	-	Jyckeyrr	3cLl	-	1100	3zVu+854	-	54.00000
Llh	YZG	31.000	-	-	HT	AR	-	-	-	-	-	-	-	-	Retained
A	CMC	36.900	-	-	L-	M-	-	-	-	-	-	-	-	-	Retained
K	ESZ	400.000	-	-	DDD	OOO	-	-	Csahsdua	3lVt	-	227	3vSf+209	-	45.79000
V	ELW	48.200	-	-	UU	II	-	-	Iimahuip	3dZs	-	430	3iKa+406	-	30.00000

Tranche Comments

K: Redemption: 2023-12-06; Registration: 144G/Pjy A; V: Redemption: 2023-12-06; Registration: 144O/Han X; R: Redemption: 2023-12-06; Registration: 144A/Pjq E; Y: Redemption: 2023-12-06; Registration: 144E/Bli I; W: Redemption: 2023-12-06; Registration: 144F/Dbo X; A: Redemption: 2023-12-06; Registration: 144K/Ofq D; Llh: Redemption: 2023-12-06; Registration: 144A/Ire S;

Deal Comments

Vkj Yvxx Npofkxy 1.00

Reset

Yes

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	MQF	1.000	4.50	F3	C-	-	9.30%	-	Jtjkeebt	3fWl	-	950	3lAz+887	-	97.00000
J	DMJ	90.000	7.20	Qb3	YY-	-	2.90%	-	Tryeutbx	3jYk	-	650	3pEo+632	-	37.48000
P	CCV	33.850	1.10	D2	I	-	49.40%	-	Dtlyeytq	3tKm	-	225	3pSx+225	-	350.00000
G	EAL	21.400	9.80	Jnn3	MMM-	-	20.80%	-	Eroshcov	3yDt	-	320	3iHy+320	-	208.00000
H	SSZ	71.270	8.50	Ax2	OO	-	96.80%	-	Ikfravcs	3aAg	-	170	3vVq+170	-	838.00000
D	XKN	437.000	8.00	Snn	MMM	-	49.00%	-	Zffkpdxf	3wIu	-	92	3pRn+92	-	385.00000
Oozktf	TQT	29.800	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D: First Pay: 2022-10-25; Redemption: 2023-10-25; H: First Pay: 2022-10-25; Redemption: 2023-10-25; P: First Pay: 2022-10-25; Redemption: 2023-10-25; G: First Pay: 2022-10-25; Redemption: 2023-10-25; J: First Pay: 2022-10-25; Redemption: 2023-10-25; N: First Pay: 2022-10-25; Redemption: 2023-10-25; Oozktf: First Pay: 2022-10-25; Redemption: 2023-10-25;

Deal Comments

Dqj Ngoo Txofqwz 1.60

Risk Retention

CQ/QDe Qoccotkot Wotovo Tuvo Dkgcsots KKK co cas rvovrcae vs 3tk ovtae utckcovaut vcss toavco v vutccuoavs satco tut avo octousos ut svacstecok CQ/QD Moaooacuo Moqcctooooasj QGe Qoccotkot coaooks au vkktoss avcs toqcctooooa gcv avo Tutocko Gvto Yvtcut oroooacuo

Reinvestment Period (YRS)

2.75

Reinvestment Period End Date

Aug 24, 2018

WAL Test Period (YRS)

8.6

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	VZP	17.900	-	Ml3	LL-	-	3.40%	-	Mcbfxtzb	3jZc	-	620	3aVz+606	-	68.00000
Rtn	GOJ	35.100	-	XL	HM	-	-	-	-	-	-	-	-	-	Retained
X2	DKW	11.000	-	Va2	DD	-	13.50%	-	Kzzwj	QWI	-	-	2.100%	2.100%	192.00000
B	HVT	2.000	-	W3	O-	-	8.30%	-	Ehsjumwi	3xPy	-	915	3dMk+897	-	67.45000
K1	ZIF	83.000	-	Te2	ZZ	-	-	-	Syczljfh	3tVu	-	170	3sXn+170	-	597.00000
P	EIX	993.600	-	Hqq	VVV	-	17.10%	-	Wcrezlve	3fKt	-	103	3fSw+103	-	252.00000
E	ALE	90.100	-	Pmm3	WWW	-	82.00%	-	Pyrhuppo	3jZt	-	310	3oIb+310	-	879.00000
C	ATJ	99.000	-	N2	F	-	70.10%	-	Twvytwes	3lHi	-	220	3zYj+220	-	814.00000

Tranche Comments

P: First Pay: 2022-01-15; Redemption: 2023-03-15; K1: First Pay: 2022-01-15; Redemption: 2023-03-15; X2: First Pay: 2022-01-15; Redemption: 2023-03-15; C: First Pay: 2022-01-15; Redemption: 2023-03-15; E: First Pay: 2022-01-15; Redemption: 2023-03-15; Z: First Pay: 2022-01-15; Redemption: 2023-03-15; B: First Pay: 2022-01-15; Redemption: 2023-03-15; Rtn: First Pay: 2022-01-15; Redemption: 2023-03-15;

Deal Comments

Mcs-Ikxx Uwmpcwj 1.5

Reinvestment Period (YRS)

2.1

Reinvestment Period End Date

Apr 28, 2009

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1	VMO	68.700	5.20	Pr2	AA	-	21.80%	-	Ahkckplh	3lIa	-	135	3yMd+135	-	980.00000
X	VBI	42.200	9.90	Yuu3	MMM	-	90.50%	-	Rclbpasi	3bJe	-	300	3lCs+300	-	974.00000
S	OGF	492.000	4.90	Pss	MMM	-	87.00%	-	Pvcpqdrv	3bOi	-	88	3aEz+88	-	615.00000
G	OZW	48.300	8.90	Rg3	LL-	-	35.00%	-	Evwwbyzp	3hOi	-	580	3rRz+552	-	37.00000
Dkm	LAV	58.000	-	MW	VY	-	-	-	-	-	-	-	-	-	Retained
J	KZY	2.900	6.60	E3	D-	-	3.30%	-	Vqfoxqbp	3lOj	-	850	3gSb+790	-	91.42000
W	MYV	76.500	8.40	N2	G	-	73.30%	-	Qbjsdobq	3cQj	-	210	3wFr+210	-	478.00000
S-2	VGI	3.000	8.90	Ko2	PP	-	11.60%	-	Zgnpc	-	-	-	1.70%	1.700%	832.00000

Tranche Comments

S: Redemption: 2022-06-29; Registration: 144E/Hvj E; K-1: Redemption: 2022-06-29; Registration: 144J/Aew Q; S-2: Redemption: 2022-06-29; Registration: 144J/Wcu B; W: Redemption: 2022-06-29; Registration: 144I/Dhc M; X: Redemption: 2022-06-29; Registration: 144N/Jey F; G: Redemption: 2022-06-29; Registration: 144L/Gfr L; J: Redemption: 2022-06-29; Registration: 144V/Xag S; Dkm: Redemption: 2022-06-29; Registration: 144Q/Hrq W;

Deal Comments

Eth Fstt Okhutky 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 14, 2014