Northwoods Capital Euro DAC (WOODSE) 23

Angelo Gordon

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	BLI	47.000	-	Jww3	AAA-	-	34.80%	-	Tpdsahdr	3oPd	-	360	3nQf+360	-	253.00000
I1	EBD	39.000	-	Nx2	PP	-	-	-	Tpvabtzm	3aBr	-	165	3cBz+165	-	133.00000
O	MUP	44.000	-	Akk	BBB	-	-	-	Fmxzrice	3rSo	-	79	3pBu+79	-	779.00000
PR2	ZCX	27.000	-	Pgg	XXX	-	43.70%	-	Sbydhlyh	3hOn	-	79	3ePa+79	-	697.00000
Z	NQQ	12.000	-	O2	L	-	36.00%	-	Hjwuqcup	3qQs	-	240	3lOp+240	-	618.00000
T2	JAN	37.000	-	Yv2	AA	-	78.00%	-	Srnjz	-	-	-	2.000%	2.000%	728.00000
N	GIY	10.000	-	Bf3	TT-	-	74.30%	-	Hqhstcqx	3zNj	-	650	3oIa+621	-	26.00000
G	OFX	59.000	-	H3	O-	-	3.00%	-	Rrqsbuyd	3gTe	-	925	3cAy+847	-	94.00000
Aor	OYK	21.000	-	ZP	DC	-	-	-	-	-	-	-	-	-	Retained
OK1	BUP	226.000	-	Tcc	XXX	-	-	-	Qxsrvyrr	3yVo	-	79	3iGo+79	-	787.00000

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Tranche Comments

O: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144G/Vaq Y; OK1: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144A/Nso D; PR2: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144H/Eof X; I1: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144W/Eay W; T2: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144F/Npd E; Z: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144Z/Ykj Z; X: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144I/Khf W; N: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144G/Wlg Q; G: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144I/Yey O; Aor: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144Z/Mkv Y;

Deal Comments

Woz Cmss Skxpoof 1.00

Risk Retention

WY - Phrxwsix/Mrwrwyixrr

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 9, 1997

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