Fair Oaks Loan Funding DAC (FOAKS) II(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XEUR1.000-AaaAAA---Floating3mEu-303mEu+30-100.00000
AEUR213.500-AaaAAA-39.00%-Floating3mEu-883mEu+88-100.00000
BEUR37.600-Aa2AA-28.30%-Floating3mEu-1503mEu+150-100.00000
CEUR21.000-A2A-22.30%-Floating3mEu-2003mEu+200-100.00000
DEUR24.500-Baa3BBB-15.30%-Floating3mEu-3053mEu+305-100.00000
EEUR19.300-Ba3BB--9.70%-Floating3mEu-6053mEu+591-99.00000
FEUR8.700-B3B--7.30%-Floating3mEu-8603mEu+830-98.00000
SubEUR47.000-NRNR---------Retained
Tranche Comments
X: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144A/Reg S; A: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144A/Reg S; B: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144A/Reg S; C: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144A/Reg S; D: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144A/Reg S; E: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144A/Reg S; F: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144A/Reg S; Sub: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Risk Retention
EU - Horizontal/Originator; US - Foreign Safe Harbor
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 15, 2025
Reset
Yes