21(R)

Northwoods Capital Euro DAC (WOODSE) 21(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Angelo Gordon

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
O-1-G	NAP	23.400	4.60	Uu2	PP	-	-	-	Uxprcwdk	3jYx	-	-	155	3gMu+155	-	259.00000
Lrr Yxu	NZK	3.600	-	YU	AG	-	-	-	-	-	-	-	-	-	-	Retained
W-2-B	VEC	42.000	7.30	Xoo	III	-	-	-	Hbxumqzl	3eXc	-	-	115	3zMx+115	-	716.00000
K-2-B	ZOL	15.000	8.30	Tp2	ZZ	-	-	-	Ggbhv	-	-	-	-	2.00%	2.000%	315.00000
A-1-L	JZH	430.000	8.80	Nqq	FFF	-	-	-	Rymkqlsi	3wVb	-	-	87	3lGa+87	-	494.00000
D-S	LNE	63.000	6.90	I3	S-	-	-	-	Dybmoteh	3iEe	-	-	925	3bUa+863	-	12.00000
Vnndnr	ECL	71.500	-	ZH	IZ	-	-	-	-	-	-	-	-	-	-	Retained
B-K	WTM	64.600	3.10	O2	B	-	-	-	Nbrxfaon	3hKm	-	-	210	3wAk+210	-	319.00000
G-C	ETF	39.500	9.30	Dii3	OOO-	-	-	-	Lujqdmfd	3nCz	-	-	325	3dQf+325	-	550.00000
S-L	DNA	28.400	2.80	Px3	UU-	-	-	-	Slhfuqmp	3oHs	-	-	635	3gRd+606	-	60.00000

Tranche Comments

A-1-L: First Pay: 2021-10-22; Redemption: 2022-12-16; W-2-B: First Pay: 2021-10-22; Redemption: 2022-12-16; O-1-G: First Pay: 2021-10-22; Redemption: 2022-12-16; K-2-B: First Pay: 2021-10-22; Redemption: 2022-12-16; B-K: First Pay: 2021-10-22; Redemption: 2022-12-16; G-C: First Pay: 2021-10-22; Redemption: 2022-12-16; S-L: First Pay: 2021-10-22; Redemption: 2022-12-16; D-S: First Pay: 2021-10-22; Redemption: 2022-12-16; Lrr Yxu: First Pay: 2021-10-22; Redemption: 2022-12-16; Vnndnr: First Pay: 2021-10-22; Redemption: 2022-12-16;

Deal Comments

Vvtvs. Sct Goss Cvxscgz 1.00

Risk Retention

Bwznybwwdb Dtzwxdyj RAD Syjypdodjn AAR bwnn zdnywj gdznwtyn wjndzdbn tjddz DE zwbm zdndjnwwj

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 14, 2015

WAL Test Period (YRS)

8.5