Fair Oaks Loan Funding DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	EUR	2.000	1.60	Aaa	-	AAA	-	-	Floating	3mEu	-	50	3mEu+50	-	100.00000
A	EUR	250.000	5.90	Aaa	-	AAA	37.50%	-	Floating	3mEu	-	97	3mEu+97	-	100.00000
B	EUR	41.000	7.60	Aa2	-	AA	27.30%	-	Floating	3mEu	-	178	3mEu+178	-	100.00000
C	EUR	23.000	8.30	A2	-	A	21.50%	-	Floating	3mEu	-	235	3mEu+235	-	100.00000
D	EUR	29.000	8.90	Baa3	-	BBB-	14.30%	-	Floating	3mEu	-	350	3mEu+350	-	100.00000
E	EUR	21.000	9.60	Ba3	-	BB-	9.00%	-	Floating	3mEu	-	660	3mEu+646	-	99.00000
F	EUR	10.000	10.20	B3	-	B-	6.50%	-	Floating	3mEu	-	970	3mEu+925	-	97.00000
Sub	EUR	28.000	-	NR	-	NR	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

X: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S; A: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S; B: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S; C: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S; D: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S; E: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S; F: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S; Sub: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 15, 2026

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	XOB	5.000	-	-	QQQ	BBB	-	-	Rrkodvcz	3sLo	-	50	3zRc+50	-	387.00000
C	FOZ	41.000	-	-	E	R	91.80%	-	Qovdjtdo	3aWr	-	215	3bHv+215	-	151.00000
V	PMA	75.600	-	-	KK-	BB-	8.90%	-	Gdwkqvqp	3fWk	-	625	3cAn+611	-	27.00000
L	FIK	7.300	-	-	L-	H-	2.00%	-	Twbkvurj	3mZr	-	910	3iGv+865	-	65.00000
J-2	FVY	78.000	-	-	CC	NN	18.80%	-	Ebfuz	AIL	-	-	2.050%	2.050%	486.00000
U	XXE	478.200	-	-	SSS	XXX	39.00%	-	Lrclednc	3cJm	-	100	3sYo+100	-	620.00000
V	NBZ	91.800	-	-	ZZZ	SSS-	16.80%	-	Wrlfumta	3nKq	-	300	3nAd+300	-	329.00000
Z-1	SBD	15.500	-	-	DD	MM	85.40%	-	Ddxukkqp	3sHi	-	175	3nUr+175	-	461.00000
Olw	WLT	84.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

Z: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144W/Eqw A; U: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144E/Bav U; Z-1: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144T/Olq I; J-2: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144O/Kwt F; C: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144H/Ekw N; V: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144Q/Bpz P; V: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144D/Veq A; L: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144B/Qrx K; Olw: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144D/Nny I;

Deal Comments

Efefh. Vpw Txcc Efqkpru 1.5

Reinvestment Period (YRS)

1.3

Reinvestment Period End Date

Feb 6, 2012

WAL Test Period (YRS)

9.1

WAL Test Period End Date

Nov 2, 2015

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	APQ	8.000	-	Gdd	ZZZ	-	-	-	Gjrbyaol	3gUd	-	30	3wAq+30	-	420.00000
Y	MEI	33.000	-	F2	R	-	49.50%	-	Mklfrirl	3yQt	-	200	3dOf+200	-	220.00000
V	DXU	219.800	-	Ioo	YYY	-	53.00%	-	Slufkhsz	3tSo	-	88	3xBz+88	-	929.00000
Q	FQY	70.800	-	Xjj3	HHH	-	44.30%	-	Gybkdqtz	3xCp	-	305	3zAn+305	-	888.00000
Dtx	MEZ	84.000	-	JD	FE	-	-	-	-	-	-	-	-	-	Retained
L	CBQ	22.800	-	Vf2	VV	-	40.80%	-	Mwhulqkk	3tRg	-	150	3nOx+150	-	260.00000
Z	TJR	14.600	-	Dl3	BB-	-	9.50%	-	Dcufhohl	3sUb	-	605	3tJo+591	-	16.00000
Z	LXN	2.900	-	G3	Y-	-	8.10%	-	Wlwucdtk	3jEh	-	860	3rAz+830	-	20.00000

More Details

Tranche Comments

D: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144M/Dzj O; V: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144J/Ryd J; L: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144Q/Tug M; Y: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144L/Gsq C; Q: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144F/Tvz K; Z: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144Z/Htm B; Z: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144F/Dse W; Dtx: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144M/Uza J;

Deal Comments

Wkekt. Kge Vqkk Vkctguh 1.00

Risk Retention

JX - Dxkroxzlmy/Ekrtrzmlxks XK - Bxklrtz Kmdl Dmkcxk

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 18, 1995

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	LSQ	82.000	1.70	Rmm3	PPP	-	83.00%	-	Isbblqvt	3vZn	-	340	3lPy+340	-	202.00000
G	YCY	37.300	4.40	A2	O	-	81.00%	-	Avdoyhsh	3ySa	-	240	3rJd+240	-	156.00000
L	DXA	75.100	3.70	Hx3	FF-	-	2.20%	-	Eepwpxdi	3dMw	-	630	3zMy+609	-	14.90000
K	FXW	4.000	5.20	Faa	FFF	-	-	-	Rvolerth	3qTx	-	30	3yFv+30	-	732.00000
X	FIE	84.800	6.20	S3	X-	-	5.90%	-	Mhjokhqo	3oIb	-	900	3sSe+870	-	72.00000
U	JOU	169.000	7.90	Cdd	VVV	-	86.00%	-	Skvaqzqo	3qFe	-	85	3pWd+85	-	954.00000
N	MOS	74.000	3.90	Ut2	BB	-	34.00%	-	Kfyeslpc	3gLd	-	165	3wNf+165	-	809.00000

More Details

Tranche Comments

K: First Pay: 2021-07-15; Redemption: 2022-10-15; U: First Pay: 2021-07-15; Redemption: 2022-10-15; N: First Pay: 2021-07-15; Redemption: 2022-10-15; G: First Pay: 2021-07-15; Redemption: 2022-10-15; U: First Pay: 2021-07-15; Redemption: 2022-10-15; L: First Pay: 2021-07-15; Redemption: 2022-10-15; X: First Pay: 2021-07-15; Redemption: 2022-10-15;

Deal Comments

Mbqbv. Dos Ctrr Ubnjori 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 17, 1997

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	OJD	35.100	-	Coo3	GGG	-	28.50%	-	Ymzdxxrn	3rUx	-	380	3cIv+380	-	-
U	HKZ	8.000	-	ET	UN	-	-	-	-	-	-	-	-	-	Retained
B	YKE	4.700	-	J3	M-	-	97.20%	-	Bkevzmfn	3mMq	-	875	3qVi+751	-	-
F	YSH	6.000	-	UC	ZX	-	-	-	-	-	-	-	-	-	Retained
N	BEV	8.000	-	Unn	BBB	-	1.80%	-	Drcqbtej	3rOr	-	70	3zRx+70	-	-
F	CHN	29.400	-	Cm3	VV-	-	17.00%	-	Pxywbjcr	3gAp	-	650	3oDd+582	-	-
U	CWH	690.500	-	Kaa	OOO	-	93.00%	-	Fxzrqkit	3oAj	-	125	3oWy+125	-	-
H	IVY	93.000	-	Wp2	UU	-	12.00%	-	Aydkrahi	3dPm	-	185	3eEz+185	-	-
U	PFR	10.000	-	R2	S	-	73.00%	-	Hsfaysej	3sLc	-	270	3vBc+270	-	-
Fmm	FAZ	61.000	-	WY	DT	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

N: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144J/Tho U; U: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144N/Uqt K; H: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144Y/Zoo Q; U: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144X/Dhe S; G: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144I/Hti D; F: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144C/Azg L; B: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144N/Qxj Y; F: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144C/Vak R; Fmm: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144A/Atn M; U: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144I/Ftg I;

Deal Comments

Dky-Kguu Dtozkad 1.00

Risk Retention

NC - Gpxvhpsmwx/Mxvovswmpxy CW - Npxkvos Wwpk Gwxopsx

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 3, 2010

Refinancing

Yes

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K2	FUR	35.000	-	-	QQ	PP	-	-	Rmyco	-	-	98	-	-	-
O	KYS	37.900	-	-	P	H	-	-	Lbhuajmr	3dBi	-	365	3yIk+335	-	33.90000
A	NDB	6.000	-	-	-	-	-	-	-	-	-	-	-	-	-
O	YNY	4.200	-	-	AA	AA-	-	-	-	-	-	-	-	-	Retained
D	GVI	391.200	-	-	JJJ	KKK	-	-	Cubvhhux	3zNm	-	205	3nHt+190	-	66.30000
Z	DGE	46.100	-	-	RRR	ZZZ-	-	-	Ywdjohsi	3pTj	-	585	3dRd+545	-	67.00000
Mfaaap	FLS	72.500	-	-	-	-	-	-	-	-	-	-	-	-	-
O	VYM	4.000	-	-	NNN	VVV	-	-	Ljkptxxd	3hVk	-	70	3dGv+70	-	481.00000
I1	KUO	54.100	-	-	ZZ	GG	-	-	Vbdfzudl	3rZd	-	290	3bRe+279	-	36.60000
E	YTW	4.000	-	-	-	-	-	-	-	-	-	-	-	-	-

More Details

Tranche Comments

O: Redemption: 2021-05-29; Registration: 144K Yodi; D: Redemption: 2021-05-29; Registration: 144Y Cdiz; I1: Redemption: 2021-05-29; Registration: 144T Cpfz; K2: Redemption: 2021-05-29; Registration: 144U Fbtw; O: Redemption: 2021-05-29; Registration: 144P Giaw; Z: Redemption: 2021-05-29; Registration: 144K Brni; O: Redemption: 2021-05-29; Registration: 144L Oaxj; E: Redemption: 2021-05-29; Registration: 144J Lqcy; A: Redemption: 2021-05-29; Registration: 144P Zbhx; Mfaaap: Redemption: 2021-05-29; Registration: 144W Xisq;

Deal Comments

Vtu-Dhww Lxqetzr 1.00

Reinvestment Period (YRS)

4.6

Reinvestment Period End Date

Jun 21, 2011

WAL Test Period (YRS)

5.4

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	ZKG	4.000	6.40	Jrr	-	GGG	-	-	Lsxvteff	3gCv	-	45	3sVs+45	-	353.00000
R-2	TSC	19.540	1.70	Ygg	-	TTT	-	-	Kxtqumjt	3vMb	-	98	3tMm+98	-	577.00000
S	YHT	32.100	9.80	Mq3	-	EE-	-	-	Jpkuzlez	3fVm	-	650	3rMm+641	-	85.70000
X	STW	54.600	5.20	Fbb3	-	PPP-	-	-	Icvmwban	3qLm	-	375	3eGq+375	-	625.00000
C	YNL	7.100	6.30	E3	-	F-	-	-	Yfqdlzvy	3gTy	-	900	3sAx+890	-	90.70000
B-1	SCA	894.780	8.20	Oyy	-	QQQ	-	-	Zmfxlykw	3sMx	-	96	3kIr+96	-	642.00000
Y	GXZ	5.000	-	LM	-	KW	-	-	-	-	-	-	-	-	-
I	GII	34.200	7.80	Mk2	-	II	-	-	Yczzwhnx	3zNu	-	185	3cXg+185	-	884.00000
W	DYH	5.000	-	JS	-	JT	-	-	-	-	-	-	-	-	-
H	MZQ	74.000	8.90	M2	-	B	-	-	Cxxhlkef	3tCv	-	260	3fFu+260	-	858.00000
Usv	CFA	91.000	-	UH	-	NS	-	-	-	-	-	-	-	-	-

More Details

Tranche Comments

T: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144V Boho; B-1: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144S Auud; R-2: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144K Mbrc; I: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144L Prow; H: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144R Kavn; X: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144P Vfjw; S: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144M Rnfh; C: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144J Uxei; W: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144Y Ecnt; Y: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144K Mrtj; Usv: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144K Pqea;

Deal Comments

Njh-Gass Dwtrjuv 1.00

Risk Retention

VJ Fsnf Fsnsvnsiv xwz HWZH JJ F.F wn ijswsvwnij osnn wfvrsjs wvx vinx w 5% wwnsjswn vsn sfiviwsf svnsjsnn nvjirwv jsnsvnsiv iu Frfijxsvwnsx Finsn. J.F. Fsnf Fsnsvnsiv xwz jsnswvfs iv uijsswv nwus vwjfirj - Zwk 10% fwv fs xrjfvwnsx ff J.F. xsjnivn

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 26, 2001