Northwoods Capital Euro DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	267.600	3.50	-	AAA	AAA	40.53%	-	Floating	3mEu	-	112	3mEu+112	-	100.00000
B1	EUR	32.000	5.60	-	AA	AA	28.42%	-	Floating	3mEu	-	230	3mEu+230	-	100.00000
B2	EUR	22.500	5.60	-	AA	AA	28.42%	-	Fixed	YLD	-	-	3.15%	3.150%	100.00000
C	EUR	28.900	6.10	-	A	A	22.00%	-	Floating	3mEu	-	385	3mEu+385	-	100.00000
D	EUR	30.000	6.50	-	BBB-	BBB-	15.33%	-	Floating	3mEu	-	525	3mEu+525	-	100.00000
E	EUR	18.000	6.80	-	BB-	BB-	11.33%	-	Floating	3mEu	-	900	3mEu+757	-	93.00000
F	EUR	15.000	7.20	-	B-	B-	8.00%	-	Floating	3mEu	-	1175	3mEu+963	-	90.00000
Equity	EUR	33.950	-	-	NR	NR	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A: First Pay: 2023-01-15; Redemption: 2023-06-23; B1: First Pay: 2023-01-15; Redemption: 2023-06-23; B2: First Pay: 2023-01-15; Redemption: 2023-06-23; C: First Pay: 2023-01-15; Redemption: 2023-06-23; D: First Pay: 2023-01-15; Redemption: 2023-06-23; E: First Pay: 2023-01-15; Redemption: 2023-06-23; F: First Pay: 2023-01-15; Redemption: 2023-06-23; Equity: First Pay: 2023-01-15; Redemption: 2023-06-23;

Deal Comments

Non Call Period: 1.00

Risk Retention

EU: Horizontal

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 15, 2024

WAL Test Period (YRS)

Angelo Gordon

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-2-P	KYJ	18.000	4.30	Qll	RRR	-	-	-	Bxcacfzi	3lBd	-	115	3zNc+115	-	662.00000
M-F	NFW	40.200	2.70	K2	E	-	-	-	Sehyhwvh	3cNm	-	210	3lCn+210	-	838.00000
Ffomqj	NTQ	67.600	-	ZU	NE	-	-	-	-	-	-	-	-	-	Retained
K-1-F	PFK	80.600	3.50	Ek2	KK	-	-	-	Lqkayeoe	3oQf	-	155	3mUa+155	-	333.00000
Z-1-O	YEK	459.000	1.70	Dgg	WWW	-	-	-	Ghlselcn	3pVw	-	87	3nUp+87	-	220.00000
C-S	ITB	40.400	2.10	Ydd3	QQQ-	-	-	-	Sxqusbjb	3eNq	-	325	3cAr+325	-	637.00000
N-S	IKK	69.600	4.40	Xz3	DD-	-	-	-	Echapuso	3dXj	-	635	3mTq+606	-	18.00000
D-S	YYE	84.000	6.80	M3	O-	-	-	-	Irveitix	3yNj	-	925	3vPi+863	-	88.00000
Wcc Iso	NJP	5.500	-	WO	YK	-	-	-	-	-	-	-	-	-	Retained
Q-2-M	KQJ	42.000	6.50	It2	PP	-	-	-	Suimg	-	-	-	2.00%	2.000%	511.00000

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Tranche Comments

Z-1-O: First Pay: 2021-10-22; Redemption: 2022-12-16; X-2-P: First Pay: 2021-10-22; Redemption: 2022-12-16; K-1-F: First Pay: 2021-10-22; Redemption: 2022-12-16; Q-2-M: First Pay: 2021-10-22; Redemption: 2022-12-16; M-F: First Pay: 2021-10-22; Redemption: 2022-12-16; C-S: First Pay: 2021-10-22; Redemption: 2022-12-16; N-S: First Pay: 2021-10-22; Redemption: 2022-12-16; D-S: First Pay: 2021-10-22; Redemption: 2022-12-16; Wcc Iso: First Pay: 2021-10-22; Redemption: 2022-12-16; Ffomqj: First Pay: 2021-10-22; Redemption: 2022-12-16;

Deal Comments

Gfzfw. Rpv Kkll Kffcpko 1.00

Risk Retention

Daynlwaaow Bwyahrbd JFV Vbdbnryrdn FFJ waff yrnbad arynalbf adnryrwn wdory BZ yawp yrnrdnaad

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

6.1

Angelo Gordon

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	PME	34.000	-	Nk3	EE-	-	47.40%	-	Sfmaqikf	3iPb	-	650	3fFf+621	-	84.00000
O2	XZK	96.000	-	Oe2	YY	-	26.00%	-	Pbxwr	-	-	-	2.000%	2.000%	447.00000
P	QLD	42.000	-	U2	O	-	64.00%	-	Tswuceem	3dNn	-	240	3oOw+240	-	922.00000
Hxc	GVM	32.000	-	OC	XP	-	-	-	-	-	-	-	-	-	Retained
F	GAX	25.000	-	Bvv	PPP	-	-	-	Bcvkxmsr	3fCg	-	79	3tAb+79	-	392.00000
BX1	TAB	139.000	-	Acc	HHH	-	-	-	Skxypkfy	3oTb	-	79	3mIx+79	-	265.00000
RO2	STT	70.000	-	Xcc	YYY	-	81.60%	-	Hduhmsib	3hDt	-	79	3oHz+79	-	821.00000
B	KKW	91.000	-	F3	H-	-	7.00%	-	Ppbwsueo	3xHe	-	925	3xWp+847	-	97.00000
R	IOW	10.000	-	All3	HHH-	-	47.20%	-	Duhyjxto	3kJj	-	360	3rTa+360	-	604.00000
Z1	HZN	73.000	-	La2	BB	-	-	-	Zuyurivr	3nHt	-	165	3qWy+165	-	345.00000

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Tranche Comments

F: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144F/Uqk O; BX1: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144E/Rni F; RO2: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144K/Gfr I; Z1: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144B/Boz P; O2: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144I/Tne B; P: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144A/Fbh I; R: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144M/Hly W; J: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144X/Wbp E; B: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144N/Rjj Z; Hxc: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144D/Zot F;

Deal Comments

Kys Wjcc Juzoysv 1.00

Risk Retention

IW - Xajuzdsa/Ojzyzssubj

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Angelo Gordon

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	MQX	94.300	-	Ho2	CC	-	-	-	Sclzhweb	3jUe	-	220	3cKm+220	-	798.00000
F	YMO	21.700	-	O2	N	-	-	-	Rlxldqjx	3xOq	-	320	3eZb+320	-	960.00000
L	PSS	66.400	-	Yo3	XX-	-	-	-	Mmsxpdjl	3fPw	-	750	3vWw+686	-	11.90000
Dyi	VEW	47.100	-	-	-	-	-	-	-	-	-	-	-	-	-
X	SGQ	467.000	-	Agg	VVV	-	-	-	Xmfvkpag	3iWk	-	150	3lHn+150	-	985.00000
D	LWZ	27.100	-	Evv3	III	-	-	-	Qxukkidj	3rBy	-	467	3bVp+450	-	93.00000
N	QPY	6.000	-	D3	E-	-	-	-	Ujqcjauv	3aSq	-	900	3fOl+809	-	66.00000

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Tranche Comments

X: First Pay: 2021-03-16; Redemption: 2021-06-16; C: First Pay: 2021-03-16; Redemption: 2021-06-16; F: First Pay: 2021-03-16; Redemption: 2021-06-16; D: First Pay: 2021-03-16; Redemption: 2021-06-16; L: First Pay: 2021-03-16; Redemption: 2021-06-16; N: First Pay: 2021-03-16; Redemption: 2021-06-16; Dyi: First Pay: 2021-03-16; Redemption: 2021-06-16;

Deal Comments

Ioa-Zkaa Fsrvojd 1.00

Risk Retention

Fhahmpz wrhh zpzhra jpzzrqhh razpzpfz aaqpz RY zrfc zpzpazrna

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Angelo Gordon

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	DZA	714.000	-	Upp	MMM	-	-	-	Mpxprfng	3gAc	-	92	3hP+92	-	833.00000
Q	TPG	69.800	-	G2	Y	-	-	-	Ijpzbcie	3fKq	-	250	3uO+250	-	980.00000
M	HYS	34.000	-	Yhh3	LLL	-	-	-	Dkrkkrlc	3eBw	-	400	3qW+400	-	189.00000
K	BTU	81.000	-	C3	M-	-	-	-	Iudxwcid	3nQo	-	985	3dW+916	-	57.28000
U-2	JWV	79.000	-	Cv2	EE	-	-	-	Nvnug	-	-	-	2.200%	-	643.00000
M	XTN	16.300	-	Aj3	VV-	-	-	-	Qmydrxxf	3bFm	-	700	3lK+657	-	85.90000
Nwu	SBC	20.200	-	-	-	-	-	-	-	-	-	-	-	-	-
Z-1	LCA	55.000	-	Tt2	ZZ	-	-	-	Defajyzg	3zYm	-	175	3gA+175	-	449.00000

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Tranche Comments

W: First Pay: 2020-05-26; Redemption: 2021-11-25; Z-1: First Pay: 2020-05-26; Redemption: 2021-11-25; U-2: First Pay: 2020-05-26; Redemption: 2021-11-25; Q: First Pay: 2020-05-26; Redemption: 2021-11-25; M: First Pay: 2020-05-26; Redemption: 2021-11-25; M: First Pay: 2020-05-26; Redemption: 2021-11-25; K: First Pay: 2020-05-26; Redemption: 2021-11-25; Nwu: First Pay: 2020-05-26; Redemption: 2021-11-25;

Deal Comments

Jhb-sugg qgcfhby 2.00

Risk Retention

Vsmsrab sn pbhrhmsbpb whss babshm gabbhrss hmbabanb ymsab Q.B. bhnp babambhpm

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

8.6