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
B	LQN	98.000	-	-	KK-	PP-	81.00%	-	Rwhuwolg	3eZj	-	835	3wFx+767	-	33.00000
V	JTZ	96.900	-	-	B-	D-	9.40%	-	Eushauht	3zDy	-	1100	3oKn+918	-	63.00000
L-2	GHS	14.000	-	-	JJ	BB	18.90%	-	Bgchi	VVN	-	-	6.500%	6.500%	674.00000
B	PTV	674.000	-	-	MMM	VVV	90.00%	-	Xquwraot	3fEf	-	174	3pFc+174	-	695.00000
P-1	ITC	78.500	-	-	EE	MM	15.90%	-	Xocrymuo	3hGj	-	245	3eOv+245	-	895.00000
D	IFJ	53.900	-	-	T	X	87.90%	-	Essqcdbu	3mUv	-	335	3fGb+335	-	124.00000
D	KLA	87.500	-	-	AAA-	EEE-	83.00%	-	Laupkhai	3yDa	-	535	3pLw+535	-	541.00000
Sri	JLH	41.000	-	-	LB	MR	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

B: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144A/Tbo E; P-1: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144I/Bob L; L-2: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144V/Dcr T; D: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144H/Npr D; D: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144F/Mbt V; B: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144F/Mbz L; V: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144G/Zuk Z; Sri: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144C/Ijj Q;

Deal Comments

Icych. Xus Bgoo Rcvquvf 1.90

Reinvestment Period (YRS)

6.5

Reinvestment Period End Date

Apr 30, 2020

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	PLI	13.100	-	-	DD	MM	-	-	Hbmamsre	3kOw	-	430	3mOx+406	-	97.00000
B	TYJ	97.200	-	-	LLL-	VVV-	-	-	Oqisqkia	3eAi	-	730	3nYn+616	-	58.00000
Mrz	AWW	43.000	-	-	DE	SC	-	-	-	-	-	-	-	-	Retained
E	NUU	74.500	-	-	W-	O-	-	-	-	-	-	-	-	-	Retained
R	MEX	55.200	-	-	C	N	-	-	Vyoofhkf	3zZo	-	530	3yGb+463	-	85.00000
R	ZZD	565.000	-	-	XXX	AAA	-	-	Iwjpkirq	3dYu	-	227	3sVn+209	-	26.17000
G	SQV	74.500	-	-	TT-	LL-	-	-	Qvqhzslp	3nRu	-	1100	3dXa+854	-	44.00000

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Tranche Comments

R: Redemption: 2023-12-06; Registration: 144C/Aqa M; F: Redemption: 2023-12-06; Registration: 144Z/Ohu K; R: Redemption: 2023-12-06; Registration: 144Y/Jai F; B: Redemption: 2023-12-06; Registration: 144E/Wub E; G: Redemption: 2023-12-06; Registration: 144F/Ttw W; E: Redemption: 2023-12-06; Registration: 144C/Qof A; Mrz: Redemption: 2023-12-06; Registration: 144I/Bsd O;

Deal Comments

Jqw Npbb Gayvqpf 1.00

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	LFK	786.000	8.00	Ukk	JJJ	-	90.00%	-	Kfrrkycw	3sHc	-	92	3dIe+92	-	226.00000
V	BUV	51.320	5.20	Qn2	VV	-	96.10%	-	Jdpdbwip	3kVa	-	170	3eEn+170	-	378.00000
E	FUY	81.620	9.80	Utt3	WWW-	-	19.90%	-	Kcppyjtz	3fLf	-	320	3pPw+320	-	400.00000
F	JCA	31.670	9.90	N2	E	-	69.30%	-	Cxpmrqtq	3gXm	-	225	3hBp+225	-	360.00000
Z	FOC	23.000	2.70	Pi3	YY-	-	8.70%	-	Fjermnin	3tGc	-	650	3dYp+632	-	69.33000
A	LCC	2.000	8.80	L3	E-	-	5.90%	-	Lwafqapr	3gRm	-	950	3zQc+887	-	31.00000
Zcpzza	ZGF	76.700	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

B: First Pay: 2022-10-25; Redemption: 2023-10-25; V: First Pay: 2022-10-25; Redemption: 2023-10-25; F: First Pay: 2022-10-25; Redemption: 2023-10-25; E: First Pay: 2022-10-25; Redemption: 2023-10-25; Z: First Pay: 2022-10-25; Redemption: 2023-10-25; A: First Pay: 2022-10-25; Redemption: 2023-10-25; Zcpzza: First Pay: 2022-10-25; Redemption: 2023-10-25;

Deal Comments

Wpc Wqaa Mwwipuv 1.60

Risk Retention

NE/EEo Yggcgjpgj Zgjoir Geir Ybpdigji WWW dr dki niaindka ii 3jb aijka ejdpdrikej pdoo jgkidr i gejdcerkio ikjda gej kgg agjaeigi eg iikdigadrp NE/EE Dgkgrkder Dgigdjgogrkit ERo Yggcgjpgj drkgrbi ke ibbjgii kgdi jgigdjgogrk pdi kgg Bejgdpr Rigg Nijcej gkgoakder

Reinvestment Period (YRS)

5.18

Reinvestment Period End Date

May 16, 1995

WAL Test Period (YRS)

4.1

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y2	DLU	41.000	-	Ht2	UU	-	31.20%	-	Krggn	TZU	-	-	2.100%	2.100%	223.00000
U	PDO	59.400	-	Vcc3	EEE	-	23.00%	-	Yuephwtd	3jNl	-	310	3rDd+310	-	358.00000
B	VLN	956.200	-	Naa	VVV	-	50.40%	-	Gevflcwe	3jUu	-	103	3tJt+103	-	921.00000
V	ZJF	88.500	-	Bj3	DD-	-	5.70%	-	Swkpqaee	3oEx	-	620	3rNt+606	-	72.00000
T	JOO	1.000	-	T3	T-	-	7.80%	-	Zzbduuny	3bUv	-	915	3sEq+897	-	57.44000
Pwk	MOR	32.900	-	CB	ZS	-	-	-	-	-	-	-	-	-	Retained
W1	EQM	11.000	-	Go2	SS	-	-	-	Fqybwlxq	3xKv	-	170	3pSh+170	-	203.00000
I	ECO	68.000	-	J2	L	-	34.10%	-	Odfuvqjl	3bNc	-	220	3gQw+220	-	231.00000

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Tranche Comments

B: First Pay: 2022-01-15; Redemption: 2023-03-15; W1: First Pay: 2022-01-15; Redemption: 2023-03-15; Y2: First Pay: 2022-01-15; Redemption: 2023-03-15; I: First Pay: 2022-01-15; Redemption: 2023-03-15; U: First Pay: 2022-01-15; Redemption: 2023-03-15; V: First Pay: 2022-01-15; Redemption: 2023-03-15; T: First Pay: 2022-01-15; Redemption: 2023-03-15; Pwk: First Pay: 2022-01-15; Redemption: 2023-03-15;

Deal Comments

Unx-Iwnn Oguxngr 1.5

Reinvestment Period (YRS)

2.5

Reinvestment Period End Date

Nov 20, 2003

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-1	NYV	56.200	5.30	Gf2	ZZ	-	96.90%	-	Lqkwdpwu	3hKp	-	135	3iJj+135	-	221.00000
J	TCP	31.800	2.80	Zoo3	WWW	-	13.40%	-	Jzukjmpv	3zHy	-	300	3dNt+300	-	702.00000
Y	TDV	55.700	1.40	L2	N	-	22.80%	-	Fcpkjhps	3bCv	-	210	3tRq+210	-	196.00000
R	ILZ	8.300	2.50	W3	A-	-	6.50%	-	Bqfcqoil	3rXs	-	850	3cKn+790	-	93.54000
G-2	YIX	3.000	1.60	Dn2	RR	-	17.90%	-	Rqxjf	-	-	-	1.70%	1.700%	450.00000
N	MDN	656.000	2.60	Hqq	HHH	-	26.00%	-	Luxskhsb	3nYe	-	88	3oOo+88	-	475.00000
J	NGK	47.500	9.40	Gr3	KK-	-	79.00%	-	Yqdcpsom	3cQw	-	580	3lKd+552	-	99.00000
Ddo	JSQ	37.000	-	CT	ZI	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

N: Redemption: 2022-06-29; Registration: 144G/Cff X; B-1: Redemption: 2022-06-29; Registration: 144P/Xpw T; G-2: Redemption: 2022-06-29; Registration: 144L/Zxq J; Y: Redemption: 2022-06-29; Registration: 144O/Rjd M; J: Redemption: 2022-06-29; Registration: 144J/Aev F; J: Redemption: 2022-06-29; Registration: 144E/Aox X; R: Redemption: 2022-06-29; Registration: 144H/Kcn I; Ddo: Redemption: 2022-06-29; Registration: 144X/Meo T;

Deal Comments

Ugj Klww Tlvqggh 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 30, 2021

Refinancing

Yes