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
P-2-Q	VVN	96.000	8.50	Dss	PPP	-	-	-	Jexxxvxh	3iNy	-	115	3lNs+115	-	179.00000
U-1-S	HMN	323.000	8.90	Xqq	FFF	-	-	-	Xhkezkhc	3yRq	-	87	3kYm+87	-	283.00000
Chh Cpd	IFI	3.800	-	TE	HS	-	-	-	-	-	-	-	-	-	Retained
B-N	QAJ	87.300	2.70	N2	W	-	-	-	Ddupjtom	3nUs	-	210	3lTz+210	-	942.00000
L-J	WZO	66.500	2.10	Hg3	DD-	-	-	-	Uuwrlssl	3xLh	-	635	3dVo+606	-	32.00000
H-J	IKS	71.000	7.40	P3	F-	-	-	-	Teckqfxp	3gDg	-	925	3pFs+863	-	39.00000
Apfnbq	AKN	39.200	-	PM	AM	-	-	-	-	-	-	-	-	-	Retained
P-2-Z	FND	45.000	3.90	Zx2	LL	-	-	-	Hnnrp	-	-	-	2.00%	2.000%	784.00000
S-1-T	VDK	52.100	3.30	Ev2	SS	-	-	-	Krdddyou	3jVy	-	155	3fTe+155	-	521.00000
E-I	KJE	46.400	8.50	Yaa3	HHH-	-	-	-	Ekwmqcvw	3mNi	-	325	3wXc+325	-	916.00000

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Tranche Comments

U-1-S: First Pay: 2021-10-22; Redemption: 2022-12-16; P-2-Q: First Pay: 2021-10-22; Redemption: 2022-12-16; S-1-T: First Pay: 2021-10-22; Redemption: 2022-12-16; P-2-Z: First Pay: 2021-10-22; Redemption: 2022-12-16; B-N: First Pay: 2021-10-22; Redemption: 2022-12-16; E-I: First Pay: 2021-10-22; Redemption: 2022-12-16; L-J: First Pay: 2021-10-22; Redemption: 2022-12-16; H-J: First Pay: 2021-10-22; Redemption: 2022-12-16; Chh Cpd: First Pay: 2021-10-22; Redemption: 2022-12-16; Apfnbq: First Pay: 2021-10-22; Redemption: 2022-12-16;

Deal Comments

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Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 9, 2007

Refinancing

Yes

WAL Test Period (YRS)

7.4

Angelo Gordon

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F1	HIY	96.000	-	Br2	HH	-	-	-	Nbvyxbqz	3nJn	-	165	3jTw+165	-	437.00000
FT1	TJJ	531.000	-	Hmm	EEE	-	-	-	Frplcmfc	3oSu	-	79	3aWk+79	-	708.00000
O	IWS	43.000	-	Npp3	BBB-	-	69.90%	-	Ddkwudfc	3yVv	-	360	3aBa+360	-	710.00000
C	EQB	50.000	-	Bll	NNN	-	-	-	Zkkhdzba	3cLl	-	79	3lEa+79	-	747.00000
Lce	STV	91.000	-	QF	HG	-	-	-	-	-	-	-	-	-	Retained
YO2	PIO	14.000	-	Idd	XXX	-	27.40%	-	Rusfxrhd	3xIm	-	79	3qRw+79	-	987.00000
L	ZIH	14.000	-	P2	O	-	81.00%	-	Xedblmeo	3aOc	-	240	3fWy+240	-	322.00000
I	BKL	75.000	-	Hd3	JJ-	-	61.80%	-	Jxchvkzq	3dPq	-	650	3oFq+621	-	25.00000
E2	CFG	25.000	-	Lk2	AA	-	12.00%	-	Sjmrk	-	-	-	2.000%	2.000%	518.00000
X	DAX	38.000	-	B3	Q-	-	1.00%	-	Jfdemdcl	3oUe	-	925	3mAc+847	-	89.00000

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Tranche Comments

C: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144W/Flh W; FT1: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144J/Vqz N; YO2: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144X/Pmy B; F1: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144B/Ttf H; E2: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144Q/Rse T; L: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144Q/Anf S; O: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144A/Qxm U; I: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144Y/Dey E; X: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144F/Hsi Q; Lce: First Pay: 2021-12-15; Redemption: 2022-10-15; Registration: 144L/Upt U;

Deal Comments

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Risk Retention

DA - Vwekefzv/Veeceazkse

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 14, 2011

Angelo Gordon

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	BNB	101.000	-	Mff	ZZZ	-	-	-	Akxrjcdm	3gLs	-	150	3xPj+150	-	131.00000
H	AYN	72.300	-	A2	O	-	-	-	Qppaykqw	3dVr	-	320	3fUg+320	-	230.00000
U	ZDD	64.600	-	Pww3	UUU	-	-	-	Pcseffdc	3jTt	-	467	3ePw+450	-	80.00000
S	VSS	95.600	-	Yj2	BB	-	-	-	Ushxadkb	3sSx	-	220	3fVl+220	-	413.00000
Zae	AIO	60.200	-	-	-	-	-	-	-	-	-	-	-	-	-
D	FCG	8.000	-	D3	K-	-	-	-	Fyofkkrx	3aJp	-	900	3bHg+809	-	20.00000
J	XCA	15.900	-	Gt3	HH-	-	-	-	Hqlbxrlh	3yXh	-	750	3pAl+686	-	21.90000

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Tranche Comments

B: First Pay: 2021-03-16; Redemption: 2021-06-16; S: First Pay: 2021-03-16; Redemption: 2021-06-16; H: First Pay: 2021-03-16; Redemption: 2021-06-16; U: First Pay: 2021-03-16; Redemption: 2021-06-16; J: First Pay: 2021-03-16; Redemption: 2021-06-16; D: First Pay: 2021-03-16; Redemption: 2021-06-16; Zae: First Pay: 2021-03-16; Redemption: 2021-06-16;

Deal Comments

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Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 6, 2007

Angelo Gordon

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1	HWD	57.000	-	Ev2	MM	-	-	-	Xcjlxily	3gWd	-	175	3tO+175	-	527.00000
H	HLH	48.000	-	Aqq3	QQQ	-	-	-	Ywwaccpm	3bHc	-	400	3bC+400	-	151.00000
G-2	LGS	51.000	-	Gz2	PP	-	-	-	Ewask	-	-	-	2.200%	-	308.00000
H	ZCF	361.000	-	Mee	AAA	-	-	-	Luxfddmr	3vDb	-	92	3hF+92	-	810.00000
V	FNZ	30.100	-	I2	R	-	-	-	Kvfeltou	3wZl	-	250	3hQ+250	-	722.00000
L	FOJ	91.200	-	Ld3	DD-	-	-	-	Qhmdyvzg	3oQm	-	700	3vF+657	-	77.80000
V	PUK	60.000	-	T3	W-	-	-	-	Glufcmpl	3dMu	-	985	3sG+916	-	94.29000
Uoa	SCQ	69.700	-	-	-	-	-	-	-	-	-	-	-	-	-

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Tranche Comments

H: First Pay: 2020-05-26; Redemption: 2021-11-25; U-1: First Pay: 2020-05-26; Redemption: 2021-11-25; G-2: First Pay: 2020-05-26; Redemption: 2021-11-25; V: First Pay: 2020-05-26; Redemption: 2021-11-25; H: First Pay: 2020-05-26; Redemption: 2021-11-25; L: First Pay: 2020-05-26; Redemption: 2021-11-25; V: First Pay: 2020-05-26; Redemption: 2021-11-25; Uoa: First Pay: 2020-05-26; Redemption: 2021-11-25;

Deal Comments

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Risk Retention

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Reinvestment Period End Date

Mar 18, 2014

WAL Test Period (YRS)

4.4