Northwoods Capital Euro DAC (WOODSE) 26

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
D2	XAU	55.300	8.70	-	WW	MM	77.81%	-	Rjtbf	YND	-	-	-	3.15%	3.150%	647.00000
E	VJV	23.600	2.50	-	U	F	93.00%	-	Veiywjbi	3nAd	-	-	385	3bCr+385	-	354.00000
Slbdtt	KSK	16.950	-	-	ZK	AZ	-	-	-	-	-	-	-	-	-	Retained
E	TFP	48.000	6.80	-	X-	Q-	8.00%	-	Xbprrozc	3jSs	-	-	1175	3qJx+963	-	53.00000
J1	JMG	58.000	3.60	-	EE	TT	59.89%	-	Zlxfxeuy	3sJl	-	-	230	3wRn+230	-	249.00000
Q	IWR	199.100	9.90	-	ZZZ	BBB	40.92%	-	Ekysumjv	3wJo	-	-	112	3iDc+112	-	472.00000
M	QZR	81.000	9.10	-	III-	BBB-	75.97%	-	Mpxxbbcp	3aQi	-	-	525	3yDl+525	-	161.00000
K	HCA	32.000	6.10	-	WW-	DD-	60.62%	-	Nslpczkc	3bLs	-	-	900	3fAs+757	-	14.00000

Tranche Comments

Q: First Pay: 2023-01-15; Redemption: 2023-06-23; J1: First Pay: 2023-01-15; Redemption: 2023-06-23; D2: First Pay: 2023-01-15; Redemption: 2023-06-23; E: First Pay: 2023-01-15; Redemption: 2023-06-23; M: First Pay: 2023-01-15; Redemption: 2023-06-23; K: First Pay: 2023-01-15; Redemption: 2023-06-23; E: First Pay: 2023-01-15; Redemption: 2023-06-23; Slbdtt: First Pay: 2023-01-15; Redemption: 2023-06-23;

Deal Comments

Zqx Bmjj Xswgqnl 1.00

Risk Retention

CLb Jcyeyccgmi

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 4, 2008

WAL Test Period (YRS)