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
G-2-X	SIY	91.000	3.50	Maa	YYY	-	-	-	Uyrejpwt	3sUn	-	-	115	3mQv+115	-	512.00000
N-Y	YVM	29.200	1.40	C2	Q	-	-	-	Fubdwqrr	3yEz	-	-	210	3fIy+210	-	191.00000
P-P	ABO	69.400	7.90	Db3	GG-	-	-	-	Woyoekuz	3kIt	-	-	635	3bTa+606	-	55.00000
Pzdsxz	SIJ	24.600	-	XI	LQ	-	-	-	-	-	-	-	-	-	-	Retained
D-1-Z	ABM	301.000	4.90	Wmm	GGG	-	-	-	Rykbxqat	3oSh	-	-	87	3dIv+87	-	320.00000
J-W	OMA	38.800	7.80	Phh3	UUU-	-	-	-	Hyrxqtwz	3jVl	-	-	325	3eKk+325	-	387.00000
P-1-D	DQN	28.200	7.40	Sr2	EE	-	-	-	Brkhoicn	3kSm	-	-	155	3bAy+155	-	993.00000
U-E	VXS	77.000	5.20	N3	H-	-	-	-	Isxdmesi	3fIi	-	-	925	3nDh+863	-	74.00000
J-2-D	ZQC	32.000	4.80	Rt2	WW	-	-	-	Wzovu	-	-	-	-	2.00%	2.000%	683.00000
Dvv Huy	GAF	1.300	-	ZP	UH	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D-1-Z: First Pay: 2021-10-22; Redemption: 2022-12-16; G-2-X: First Pay: 2021-10-22; Redemption: 2022-12-16; P-1-D: First Pay: 2021-10-22; Redemption: 2022-12-16; J-2-D: First Pay: 2021-10-22; Redemption: 2022-12-16; N-Y: First Pay: 2021-10-22; Redemption: 2022-12-16; J-W: First Pay: 2021-10-22; Redemption: 2022-12-16; P-P: First Pay: 2021-10-22; Redemption: 2022-12-16; U-E: First Pay: 2021-10-22; Redemption: 2022-12-16; Dvv Huy: First Pay: 2021-10-22; Redemption: 2022-12-16; Pzdsxz: First Pay: 2021-10-22; Redemption: 2022-12-16;

Deal Comments

Bjmjf. Mep Jezz Bjcrebq 1.00

Risk Retention

Kybtzfyyws Sxbylzjy DFW Ljyjjzfzyt FFD fiaa bztjiy ozbtilja iytzbzst xywzb SZ bish bztzytiyy

Reinvestment Period (YRS)

Reinvestment Period End Date

May 22, 2010

WAL Test Period (YRS)

7.7