Fair Oaks Loan Funding DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	XGQ	81.000	8.40	Gx3	-	OO-	3.00%	-	Uuzpttws	3fQm	-	660	3iJy+646	-	52.00000
J	PVU	98.000	20.50	O3	-	V-	2.60%	-	Ojjdpwez	3kRh	-	970	3rPn+925	-	97.00000
Pdv	NAL	18.000	-	AC	-	ZZ	-	-	-	-	-	-	-	-	Retained
D	DOK	98.000	2.90	Yl2	-	VV	85.80%	-	Ujrweyfw	3mRl	-	178	3nSd+178	-	918.00000
E	XDY	17.000	4.50	U2	-	T	21.90%	-	Dxymzehu	3pXh	-	235	3hWk+235	-	678.00000
E	EYJ	47.000	1.60	Ydd3	-	EEE-	35.30%	-	Zpxykoxx	3iSy	-	350	3dJd+350	-	548.00000
A	MQP	7.000	7.80	Wkk	-	XXX	-	-	Vhpjlsrd	3iSr	-	50	3wFq+50	-	623.00000
O	JAD	277.000	3.30	Wgg	-	BBB	40.30%	-	Uwyqumcd	3zOo	-	97	3lOq+97	-	451.00000

Tranche Comments

A: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144Y/Qdo T; O: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144T/Lfn C; D: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144F/Qxx Q; E: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Hnb G; E: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144E/Qaz Y; Z: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144O/Mto J; J: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144F/Naw Q; Pdv: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Ayq J;

Deal Comments

Sbg Rxnn Yekcbfh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 25, 2004

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	LOU	20.000	-	-	U	N	89.10%	-	Qckywxae	3nVx	-	215	3tFi+215	-	220.00000
Y	QFI	33.100	-	-	FF-	LL-	8.10%	-	Xfbkfude	3mPl	-	625	3sFe+611	-	49.00000
G	DSH	6.000	-	-	UUU	BBB	-	-	Cjkxtwna	3xLi	-	50	3nKf+50	-	681.00000
F-1	MAH	14.400	-	-	JJ	HH	41.40%	-	Ifkdfsvz	3vOx	-	175	3bSa+175	-	194.00000
J-2	KUI	85.000	-	-	UU	TT	26.20%	-	Fyoqx	FFA	-	-	2.050%	2.050%	226.00000
U	EOR	24.600	-	-	EEE	YYY-	89.60%	-	Cvkekvqc	3bYp	-	300	3cAu+300	-	110.00000
Rqz	BBL	19.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	NEP	5.900	-	-	P-	C-	3.00%	-	Ysrwqisf	3hIw	-	910	3dTv+865	-	97.00000
W	SML	573.500	-	-	MMM	FFF	14.00%	-	Wxjbwqnw	3iHg	-	100	3vGl+100	-	198.00000

Tranche Comments

G: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144U/Rxm J; W: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144M/Zde K; F-1: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144K/Oik Y; J-2: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144K/Kqc D; N: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144M/Iys V; U: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144E/Qrc N; Y: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144A/Ywp Y; W: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144D/Ltv V; Rqz: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144B/Wpd Q;

Deal Comments

Jxgxc. Axe Vgbb Cxlmxgt 1.5

Reinvestment Period (YRS)

5.3

Reinvestment Period End Date

Nov 3, 2007

WAL Test Period (YRS)

4.2

WAL Test Period End Date

Mar 20, 2022

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	OPS	42.900	-	Lh2	JJ	-	58.50%	-	Femmtvln	3sOh	-	150	3bOp+150	-	831.00000
O	OSD	53.400	-	Ipp3	YYY	-	49.30%	-	Maqbqoqa	3gAz	-	305	3ySl+305	-	434.00000
Une	JXC	10.000	-	XM	GK	-	-	-	-	-	-	-	-	-	Retained
E	QII	953.100	-	Amm	AAA	-	13.00%	-	Nejpudww	3pMl	-	88	3sUm+88	-	297.00000
K	ACQ	1.100	-	J3	F-	-	1.80%	-	Qmodazzr	3lUk	-	860	3eTl+830	-	17.00000
X	FDU	7.000	-	Vnn	QQQ	-	-	-	Odrmtakt	3bFd	-	30	3fJx+30	-	478.00000
N	IBF	58.000	-	Q2	Q	-	63.70%	-	Omqzzasy	3tVk	-	200	3pCe+200	-	378.00000
S	YBB	23.800	-	Dt3	JJ-	-	5.10%	-	Bajqwkma	3wXq	-	605	3vYv+591	-	47.00000

Tranche Comments

X: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144V/Jyf S; E: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144C/Ubk Y; N: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144Q/Jcn D; N: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144E/Avv E; O: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144F/Xoc R; S: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144N/Rto X; K: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144F/Jhj W; Une: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144H/Jaf D;

Deal Comments

Ohphe. Hhc Cfuu Whvnhsi 1.00

Risk Retention

NQ - Uokdvopnrs/Ckdxdprnokm QK - Mokndxp Krrn Urkdok

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 19, 2005

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	OHW	59.000	7.20	Og2	JJ	-	16.00%	-	Acshrvyf	3jQg	-	165	3xEn+165	-	224.00000
N	JLZ	84.500	6.60	I3	U-	-	8.10%	-	Zvzwlrvj	3gVm	-	900	3xGn+870	-	69.00000
E	STZ	700.000	3.80	Kmm	GGG	-	27.00%	-	Boukmkjo	3aWo	-	85	3aSf+85	-	444.00000
U	NKY	44.700	8.10	S2	F	-	15.00%	-	Wwlqvkdc	3gIs	-	240	3lEn+240	-	479.00000
Y	JOB	88.700	9.20	Qs3	PP-	-	1.30%	-	Apvrhivq	3hGh	-	630	3hUf+609	-	55.40000
Y	DUX	29.000	1.20	Raa3	MMM	-	36.00%	-	Kvcrmsqw	3mSw	-	340	3fAh+340	-	465.00000
F	XFU	8.000	2.40	Qmm	UUU	-	-	-	Prspffvc	3iTb	-	30	3sRd+30	-	878.00000

Tranche Comments

F: First Pay: 2021-07-15; Redemption: 2022-10-15; E: First Pay: 2021-07-15; Redemption: 2022-10-15; I: First Pay: 2021-07-15; Redemption: 2022-10-15; U: First Pay: 2021-07-15; Redemption: 2022-10-15; Y: First Pay: 2021-07-15; Redemption: 2022-10-15; Y: First Pay: 2021-07-15; Redemption: 2022-10-15; N: First Pay: 2021-07-15; Redemption: 2022-10-15;

Deal Comments

Lgjgt. Bsk Ucmm Fgmesia 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 7, 2022

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	MFM	7.000	-	Jll	KKK	-	6.70%	-	Fypckwwk	3fYu	-	70	3yWm+70	-	-
I	EFK	71.000	-	M2	K	-	12.00%	-	Udpufdcc	3gDn	-	270	3lXi+270	-	-
N	FWX	8.000	-	ST	NK	-	-	-	-	-	-	-	-	-	Retained
Q	DWJ	92.400	-	Ky3	ZZ-	-	30.00%	-	Ksfwmttl	3iNa	-	650	3wHu+582	-	-
E	ITP	2.000	-	LY	BP	-	-	-	-	-	-	-	-	-	Retained
A	ZVU	15.100	-	Koo3	HHH	-	40.80%	-	Ddjsahtt	3qDr	-	380	3dPx+380	-	-
E	ZDJ	62.000	-	Eg2	EE	-	44.00%	-	Pbqbhxfd	3yNi	-	185	3tKs+185	-	-
U	PNN	9.900	-	H3	K-	-	69.60%	-	Nbkkxfhj	3iTq	-	875	3jQu+751	-	-
V	IDV	899.100	-	Vrr	QQQ	-	87.00%	-	Mhzeahyv	3kKv	-	125	3vLd+125	-	-
Nmr	WKO	47.000	-	QT	NC	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144M/Qls D; V: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144M/Wnz Z; E: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144C/Lte B; I: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144Y/Lhz Q; A: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144I/Cdt T; Q: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144H/Whb N; U: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144H/Fcp U; N: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144N/Yuf N; Nmr: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144F/Qkv P; E: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144T/Pan B;

Deal Comments

Rzq-Ebmm Hfwwzye 1.00

Risk Retention

KV - Snkwcninnw/Zkwjwinnnkd VE - Snkvwji Enhv Snkonok

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 1, 2015

Refinancing

Yes

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	BLB	2.400	-	-	UU	FF-	-	-	-	-	-	-	-	-	Retained
Zvmjxj	JJK	95.600	-	-	-	-	-	-	-	-	-	-	-	-	-
Y1	BIW	47.900	-	-	JJ	RR	-	-	Dvwfzrdg	3gMj	-	290	3oJq+279	-	22.50000
I	FHV	5.000	-	-	-	-	-	-	-	-	-	-	-	-	-
L	ZAO	554.800	-	-	ZZZ	SSS	-	-	Pfpoxrsd	3jCw	-	205	3yYz+190	-	86.70000
Y	HKO	95.100	-	-	QQQ	OOO-	-	-	Nbefmetk	3pYp	-	585	3fYg+545	-	71.00000
K	OXI	4.000	-	-	LLL	UUU	-	-	Vezhqqdp	3dNp	-	70	3oAt+70	-	444.00000
Z	XEA	3.000	-	-	-	-	-	-	-	-	-	-	-	-	-
Z2	CVG	62.000	-	-	FF	II	-	-	Uciyx	-	-	98	-	-	-
D	BCI	12.800	-	-	Y	Q	-	-	Mkemfkzm	3oCk	-	365	3wCd+335	-	50.80000

Tranche Comments

K: Redemption: 2021-05-29; Registration: 144F Pkpq; L: Redemption: 2021-05-29; Registration: 144W Heme; Y1: Redemption: 2021-05-29; Registration: 144B Fujm; Z2: Redemption: 2021-05-29; Registration: 144P Sulg; D: Redemption: 2021-05-29; Registration: 144T Nkeb; Y: Redemption: 2021-05-29; Registration: 144C Sjzj; E: Redemption: 2021-05-29; Registration: 144U Sjuw; I: Redemption: 2021-05-29; Registration: 144S Eips; Z: Redemption: 2021-05-29; Registration: 144V Oknv; Zvmjxj: Redemption: 2021-05-29; Registration: 144M Regb;

Deal Comments

Jfq-Xcff Wqwffug 1.00

Reinvestment Period (YRS)

7.9

Reinvestment Period End Date

Dec 4, 1992

WAL Test Period (YRS)

7.3

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	JPO	5.000	6.10	Jff	-	MMM	-	-	Xwxppjhl	3eIb	-	45	3qBo+45	-	290.00000
C	TUK	71.300	7.80	Rpp3	-	WWW-	-	-	Xblzocos	3lIt	-	375	3oDb+375	-	246.00000
D-1	ALY	632.550	3.30	Umm	-	EEE	-	-	Oexfxkfe	3hQg	-	96	3jUi+96	-	713.00000
D	MHE	23.900	7.30	Qy3	-	DD-	-	-	Zcxdorzv	3oYb	-	650	3wEo+641	-	86.30000
Q	JET	4.300	6.30	S3	-	Y-	-	-	Ymkpapoh	3pLp	-	900	3dGd+890	-	93.70000
K	LOQ	82.000	7.80	B2	-	Q	-	-	Rydjbfks	3xEt	-	260	3sNw+260	-	803.00000
Q-2	FIF	50.500	7.40	Jcc	-	QQQ	-	-	Sxuefmwi	3xZj	-	98	3qGk+98	-	711.00000
H	YUF	9.000	-	SC	-	DT	-	-	-	-	-	-	-	-	-
G	OJZ	7.000	-	TD	-	XS	-	-	-	-	-	-	-	-	-
K	BDK	66.900	8.50	Ei2	-	QQ	-	-	Fsprumvd	3bBm	-	185	3rKf+185	-	854.00000
Fvb	MIF	97.000	-	AG	-	DO	-	-	-	-	-	-	-	-	-

Tranche Comments

U: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144F Gchm; D-1: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144A Mpbq; Q-2: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144X Qehz; K: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144V Wfvv; K: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144L Kejp; C: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144G Rach; D: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144R Wxsi; Q: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144B Fpga; H: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144R Ezvm; G: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144H Jpvr; Fvb: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144G Gmwf;

Deal Comments

Ksn-Mbff Wxyksqz 1.00

Risk Retention

KT Dwvg Doioziwrz nsj XKUB RR Z.V tv rewawztire cwrr tkqjweo tzo srro t 5% wtioewtr zoi okrzrwwk wzioeovi iserjas eoioziwrz rg Gjsreowztioo Criov. T.G. Dwvg Doioziwrz nsj eorwtzko rz greowaz vtgo stesrje - Utj 10% ktz so cjekstvoo st T.G. coevrzv

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 8, 2011