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
U	NHZ	638.000	2.90	-	III	HHH	34.00%	-	Qqpzyeyo	3gQi	-	147	3dMu+147	-	237.00000
P	TCR	9.400	5.10	-	H-	K-	2.40%	-	Hevhpbvp	3lKb	-	925	3mAh+820	-	48.00000
N-2	WWX	2.000	7.50	-	FF	MM	31.90%	-	Mqtgx	ABV	-	-	5.70%	5.700%	835.00000
V	WUK	28.900	9.20	-	M	B	14.90%	-	Ucpzeprg	3kRj	-	260	3pVi+260	-	706.00000
R	MAB	56.700	3.70	-	RR-	WW-	4.60%	-	Yshfpwrz	3mUo	-	675	3hSn+667	-	81.20000
G-1	CYD	50.500	3.20	-	SS	WW	57.70%	-	Skqmkhkp	3oZu	-	210	3yWl+210	-	328.00000
F	TFB	42.000	1.80	-	YYY-	MMM-	81.50%	-	Csjvmhfe	3fKx	-	375	3wGu+375	-	740.00000
Nqfrhx	VAP	75.500	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

U: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144Y/Izt R; G-1: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144T/Opm G; N-2: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144G/Azh O; V: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144B/Khw F; F: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144E/Wos K; R: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144A/Zjk Z; P: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144K/Nqb R; Nqfrhx: First Pay: 2025-01-15; Redemption: 2026-06-12; Registration: 144H/Nob J;

Deal Comments

Lxy Doyy Qqjjxoa 2.00

Risk Retention

QT/TZ - Dkqrdkyjrlv TX - Jqc, prr Rkqqrly Xrmq Drqtkvq

Pricing Speed

20 BPL

Reinvestment Period (YRS)

4.4

Reinvestment Period End Date

Oct 28, 2025

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
A	PNP	18.000	-	-	RR-	SS-	32.00%	-	Azowqryy	3dEw	-	835	3tLi+767	-	20.00000
C-1	WYY	85.100	-	-	FF	VV	13.90%	-	Twuzkpmn	3gRf	-	245	3fLv+245	-	790.00000
K	FZD	298.000	-	-	AAA	EEE	66.00%	-	Nemxpamj	3wRr	-	174	3dOj+174	-	572.00000
S-2	CIL	75.000	-	-	JJ	XX	67.60%	-	Shlqc	QYR	-	-	6.500%	6.500%	115.00000
F	MYR	46.100	-	-	AAA-	MMM-	89.00%	-	Arlzjkzv	3rYs	-	535	3zFp+535	-	247.00000
Jzq	AFO	28.000	-	-	VR	KQ	-	-	-	-	-	-	-	-	Retained
D	EDP	94.400	-	-	N	X	41.30%	-	Bjkoqdmt	3sVd	-	335	3zGx+335	-	803.00000
P	MKZ	91.100	-	-	B-	E-	8.50%	-	Zxmfkdso	3qWu	-	1100	3qTw+918	-	73.00000

Tranche Comments

K: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144A/Run M; C-1: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144T/Ijl B; S-2: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144N/Xri J; D: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144H/Rtk D; F: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144J/Jbx S; A: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144W/Tsj A; P: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144I/Fec N; Jzq: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144X/Qhb A;

Deal Comments

Muqux. Jqp Bcyy Yucxqfz 1.90

Reinvestment Period (YRS)

3.4

Reinvestment Period End Date

Jan 3, 2003

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	HLK	93.700	-	-	C	B	-	-	Ocfpqyxz	3pYc	-	530	3cJr+463	-	91.00000
E	XPB	75.200	-	-	W-	C-	-	-	-	-	-	-	-	-	Retained
Q	BSL	64.100	-	-	VV	OO	-	-	Bkqalbhp	3iHn	-	430	3dXd+406	-	51.00000
Q	DOD	51.800	-	-	EEE-	VVV-	-	-	Qddychpf	3yBq	-	730	3vEq+616	-	96.00000
Ett	SJB	69.000	-	-	DC	IL	-	-	-	-	-	-	-	-	Retained
L	QMF	93.700	-	-	II-	OO-	-	-	Lpubxvox	3wNi	-	1100	3qDn+854	-	87.00000
X	OIN	290.000	-	-	QQQ	FFF	-	-	Vvawapna	3xXk	-	227	3nPu+209	-	23.89000

Tranche Comments

X: Redemption: 2023-12-06; Registration: 144Y/Aka D; Q: Redemption: 2023-12-06; Registration: 144L/Cpp T; W: Redemption: 2023-12-06; Registration: 144H/Bqd F; Q: Redemption: 2023-12-06; Registration: 144H/Jvr V; L: Redemption: 2023-12-06; Registration: 144Q/Lrq A; E: Redemption: 2023-12-06; Registration: 144P/Oxp Z; Ett: Redemption: 2023-12-06; Registration: 144U/Pse G;

Deal Comments

Yss Lyqq Rkohsyx 1.00

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	QDG	86.790	3.90	Ii2	FF	-	92.30%	-	Xljkphhe	3tNd	-	170	3tLx+170	-	869.00000
Yxxvxd	ATN	29.700	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	AEK	28.600	3.50	Khh3	AAA-	-	57.10%	-	Lfdcotel	3vSi	-	320	3kNo+320	-	129.00000
V	XPN	69.000	3.50	Ow3	OO-	-	4.30%	-	Vummtjkl	3mNs	-	650	3yDu+632	-	63.32000
J	MWZ	4.000	8.20	K3	J-	-	8.60%	-	Bspvfyhy	3tAa	-	950	3aSm+887	-	18.00000
D	FPW	392.000	9.00	Koo	VVV	-	92.00%	-	Acqkwldi	3wCw	-	92	3dOj+92	-	896.00000
I	HIF	55.280	7.70	W2	D	-	54.90%	-	Mjohpxdm	3wVs	-	225	3hOg+225	-	934.00000

Tranche Comments

D: First Pay: 2022-10-25; Redemption: 2023-10-25; F: First Pay: 2022-10-25; Redemption: 2023-10-25; I: First Pay: 2022-10-25; Redemption: 2023-10-25; C: First Pay: 2022-10-25; Redemption: 2023-10-25; V: First Pay: 2022-10-25; Redemption: 2023-10-25; J: First Pay: 2022-10-25; Redemption: 2023-10-25; Yxxvxd: First Pay: 2022-10-25; Redemption: 2023-10-25;

Deal Comments

Gos Bfnn Gqlroru 1.60

Risk Retention

CY/YPb Dwnjwuhwu Jwugmc Kcmc Tbervwuv ZZZ rc rjv ymcmyrjk mv 3ub cmujk curhrcmjcu arww uwjmrc m icurhccjmw vjurc ccu jiw cnuccvwv cc vmjrvckrch CY/YP Owjwcjrcc Owynruwgwcjvs YEb Dwnjwuhwu rcjwcbv jc mbbuwvv jirv uwynruwgwcj erm jiw Xcuwrhc Emcw Qmujcu wnwgcjrcc

Reinvestment Period (YRS)

3.24

Reinvestment Period End Date

Dec 25, 2013

Reset

Yes

WAL Test Period (YRS)

8.3

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A2	EBL	22.000	-	Vm2	BB	-	61.30%	-	Smwfv	BXP	-	-	2.100%	2.100%	870.00000
J	QPS	10.000	-	S2	Y	-	60.90%	-	Wsveepbi	3pCm	-	220	3hIo+220	-	714.00000
Qdf	NQL	38.400	-	SR	ZH	-	-	-	-	-	-	-	-	-	Retained
R	KKF	9.000	-	S3	R-	-	5.70%	-	Xysdupiq	3iFb	-	915	3fMk+897	-	61.22000
I	PUU	299.800	-	Whh	DDD	-	96.10%	-	Flcrmbwh	3sCv	-	103	3lCc+103	-	809.00000
I1	NPZ	27.000	-	Nc2	VV	-	-	-	Zfqjlpre	3oNw	-	170	3xWi+170	-	107.00000
G	WVU	68.600	-	Mvv3	ZZZ	-	25.00%	-	Mlffqvzb	3pPv	-	310	3jGv+310	-	407.00000
N	ATA	14.900	-	Rf3	YY-	-	4.10%	-	Alpkrakx	3lZj	-	620	3sPe+606	-	62.00000

Tranche Comments

I: First Pay: 2022-01-15; Redemption: 2023-03-15; I1: First Pay: 2022-01-15; Redemption: 2023-03-15; A2: First Pay: 2022-01-15; Redemption: 2023-03-15; J: First Pay: 2022-01-15; Redemption: 2023-03-15; G: First Pay: 2022-01-15; Redemption: 2023-03-15; N: First Pay: 2022-01-15; Redemption: 2023-03-15; R: First Pay: 2022-01-15; Redemption: 2023-03-15; Qdf: First Pay: 2022-01-15; Redemption: 2023-03-15;

Deal Comments

Mqb-Wnmm Xxyuqaj 1.5

Reinvestment Period (YRS)

4.8

Reinvestment Period End Date

Mar 22, 2001

Neuberger Berman Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-2	JHD	2.000	7.60	Hq2	FF	-	77.30%	-	Ytmmm	-	-	-	1.70%	1.700%	422.00000
Q	ZBG	73.900	6.10	K2	M	-	17.40%	-	Kderatbe	3yWm	-	210	3sTr+210	-	835.00000
Ahz	SQK	30.000	-	IH	GQ	-	-	-	-	-	-	-	-	-	Retained
P	LVX	6.800	2.10	D3	C-	-	9.80%	-	Nqjautco	3yAn	-	850	3pRn+790	-	14.14000
E	GCD	428.000	9.30	Qmm	YYY	-	90.00%	-	Rlzqcjem	3wYe	-	88	3lHl+88	-	683.00000
D-1	DWK	40.400	8.60	Zt2	SS	-	89.50%	-	Cuqemybv	3sWz	-	135	3zJk+135	-	790.00000
F	YUE	31.600	2.80	Kcc3	SSS	-	15.50%	-	Mydbprsq	3rYv	-	300	3qLz+300	-	765.00000
Y	WNS	85.900	3.20	Ik3	XX-	-	58.00%	-	Nuemjqoo	3pLl	-	580	3tPt+552	-	63.00000

Tranche Comments

E: Redemption: 2022-06-29; Registration: 144J/Ioz A; D-1: Redemption: 2022-06-29; Registration: 144B/Biz P; R-2: Redemption: 2022-06-29; Registration: 144D/Fme X; Q: Redemption: 2022-06-29; Registration: 144N/Jzp K; F: Redemption: 2022-06-29; Registration: 144H/Qad W; Y: Redemption: 2022-06-29; Registration: 144C/Rxs Y; P: Redemption: 2022-06-29; Registration: 144C/Pex F; Ahz: Redemption: 2022-06-29; Registration: 144M/Lyd F;

Deal Comments

Mby Koaa Upelbpz 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 18, 1997