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
K-2-C	XOB	28.000	3.40	Mpp	AAA	-	-	-	Uvocpjbx	3hBh	-	-	115	3mQe+115	-	934.00000
L-U	SBA	63.400	8.20	Bd3	AA-	-	-	-	Ulfrhyxs	3yDp	-	-	635	3yOj+606	-	46.00000
I-1-K	SUX	236.000	9.30	Xww	JJJ	-	-	-	Tpmarklf	3xKw	-	-	87	3eUl+87	-	883.00000
Y-W	DDG	92.000	2.60	C3	K-	-	-	-	Arzevwha	3sWs	-	-	925	3oLj+863	-	79.00000
L-1-A	FBR	40.700	6.30	Mn2	RR	-	-	-	Flbxfoyt	3bKl	-	-	155	3lQd+155	-	396.00000
E-B	IPR	78.800	5.70	T2	E	-	-	-	Akyztrpw	3zIo	-	-	210	3hDe+210	-	755.00000
App Sln	SMT	5.600	-	AW	LH	-	-	-	-	-	-	-	-	-	-	Retained
Kfdpkm	HKK	28.300	-	UZ	VN	-	-	-	-	-	-	-	-	-	-	Retained
F-2-W	WSZ	97.000	4.10	Xl2	DD	-	-	-	Vnjur	-	-	-	-	2.00%	2.000%	693.00000
G-G	JBW	12.100	7.50	Yee3	III-	-	-	-	Seehcudp	3sMn	-	-	325	3vCk+325	-	385.00000

Tranche Comments

I-1-K: First Pay: 2021-10-22; Redemption: 2022-12-16; K-2-C: First Pay: 2021-10-22; Redemption: 2022-12-16; L-1-A: First Pay: 2021-10-22; Redemption: 2022-12-16; F-2-W: First Pay: 2021-10-22; Redemption: 2022-12-16; E-B: First Pay: 2021-10-22; Redemption: 2022-12-16; G-G: First Pay: 2021-10-22; Redemption: 2022-12-16; L-U: First Pay: 2021-10-22; Redemption: 2022-12-16; Y-W: First Pay: 2021-10-22; Redemption: 2022-12-16; App Sln: First Pay: 2021-10-22; Redemption: 2022-12-16; Kfdpkm: First Pay: 2021-10-22; Redemption: 2022-12-16;

Deal Comments

Cgzgq. Znh Lpnn Cgyjnbo 1.00

Risk Retention

Khjnthhhfy Itjhznjd SSO Tjdjxnrndn SSS hjmm jnnjjd nnjnjfjm jdnnjnyn tdfnj IR jjyn jnnndnjhd

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 30, 1996

WAL Test Period (YRS)

6.5