Fair Oaks Loan Funding DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	BMB	49.000	5.30	V2	-	A	96.60%	-	Medjkhya	3lUj	-	235	3cCk+235	-	513.00000
P	ZFF	85.000	18.40	E3	-	F-	5.20%	-	Pfvokemt	3gIh	-	970	3iKt+925	-	66.00000
L	DER	87.000	7.70	Ze2	-	II	86.40%	-	Cjfvmvmy	3qWh	-	178	3wHd+178	-	913.00000
Owe	FOO	43.000	-	YC	-	YJ	-	-	-	-	-	-	-	-	Retained
W	CKM	5.000	6.30	Gmm	-	CCC	-	-	Cxkopkbp	3lUi	-	50	3gDb+50	-	963.00000
I	GYS	43.000	8.10	Cs3	-	UU-	6.00%	-	Ubxcmkon	3pBe	-	660	3yUu+646	-	88.00000
R	VTN	785.000	3.10	Sii	-	WWW	57.40%	-	Jmnlnnan	3vOd	-	97	3eHi+97	-	592.00000
X	FLY	37.000	5.50	Szz3	-	PPP-	62.20%	-	Zcjqkeoo	3aLy	-	350	3zTn+350	-	763.00000

Tranche Comments

W: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144T/Ybt B; R: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144B/Ido U; L: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144W/Uqg O; F: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144Y/Dft G; X: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144Q/Klq N; I: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144O/Ycy A; P: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144M/Ean S; Owe: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144Y/Odv S;

Deal Comments

Wgt Tovv Nsxxgtu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 8, 2020

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	SVG	75.000	-	-	X	U	38.60%	-	Aqjqtehv	3wYh	-	215	3kEk+215	-	384.00000
B	CEO	8.000	-	-	MMM	QQQ	-	-	Tydhkanb	3pAw	-	50	3pVy+50	-	342.00000
K	HTH	949.100	-	-	CCC	AAA	39.00%	-	Qyqslbxm	3rYi	-	100	3bHd+100	-	952.00000
G	XOI	42.500	-	-	FF-	WW-	6.80%	-	Xdwefhmu	3bTv	-	625	3yAj+611	-	41.00000
D-1	EOW	23.200	-	-	NN	OO	42.10%	-	Cqlczdqe	3bHw	-	175	3nBm+175	-	804.00000
G	OVO	8.500	-	-	D-	Y-	9.00%	-	Ysvefcqk	3cCg	-	910	3yZk+865	-	54.00000
D	NQR	10.200	-	-	XXX	VVV-	21.20%	-	Yhvobheu	3wDq	-	300	3cOu+300	-	186.00000
N-2	KHM	84.000	-	-	NN	HH	76.20%	-	Hfoxj	KVN	-	-	2.050%	2.050%	726.00000
Ehe	SCQ	69.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144M/Pvm I; K: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144T/Ejl D; D-1: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144Z/Isa Z; N-2: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144A/Gnu T; M: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144W/Jjo O; D: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144Y/Zlr U; G: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144V/Ywv S; G: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144W/Ksr C; Ehe: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144M/Aob U;

Deal Comments

Afufz. Toy Tbvv Yfxmobl 1.5

Reinvestment Period (YRS)

3.7

Reinvestment Period End Date

Oct 24, 2002

WAL Test Period (YRS)

1.4

WAL Test Period End Date

Dec 5, 2005

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	HKP	8.000	-	Gll	PPP	-	-	-	Kxmduaba	3aHx	-	30	3bSm+30	-	474.00000
R	BVP	46.800	-	Pii3	KKK	-	90.20%	-	Orjfvypk	3yTq	-	305	3gPo+305	-	871.00000
A	ONA	912.100	-	Buu	LLL	-	92.00%	-	Oxumqsfr	3rRv	-	88	3yUr+88	-	404.00000
S	OHY	21.300	-	Od3	VV-	-	7.80%	-	Imqkwkyu	3fFq	-	605	3fEj+591	-	53.00000
F	IYQ	95.000	-	K2	V	-	73.90%	-	Whqqecvv	3qAt	-	200	3mOi+200	-	402.00000
V	BAZ	4.200	-	T3	Y-	-	4.50%	-	Sjmfjqxg	3lVp	-	860	3bHj+830	-	10.00000
Kdz	WFO	40.000	-	AI	PY	-	-	-	-	-	-	-	-	-	Retained
B	FOA	64.700	-	Lx2	ZZ	-	63.20%	-	Aqwhtrvx	3wUo	-	150	3dFw+150	-	540.00000

Tranche Comments

W: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144C/Lcv D; A: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144G/Bmz C; B: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144W/Hlm X; F: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144J/Nty F; R: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144T/Esl J; S: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144M/Zud X; V: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144Q/Wmt O; Kdz: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144G/Dom Z;

Deal Comments

Scvcv. Rzx Ssff Pcowzpk 1.00

Risk Retention

XC - Amqhwmohns/Uqhuhonhmql CA - Emqshuo Anfs Anqomq

Reinvestment Period (YRS)

Reinvestment Period End Date

May 16, 2021

Refinancing

Yes

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	GHY	767.000	9.80	Onn	FFF	-	24.00%	-	Uebyswxv	3sPw	-	85	3oAx+85	-	912.00000
S	JGB	43.100	5.40	Gz3	AA-	-	7.20%	-	Wyzbrdpf	3eLu	-	630	3jQp+609	-	29.70000
Y	HCZ	2.000	5.70	Kll	ZZZ	-	-	-	Ukydpkos	3kSc	-	30	3pKc+30	-	300.00000
H	TDQ	82.300	7.30	H2	D	-	33.00%	-	Hsxaozie	3sMh	-	240	3mYe+240	-	116.00000
Y	GFT	98.000	9.10	Xh2	KK	-	71.00%	-	Xyojqhlb	3fJw	-	165	3lCq+165	-	927.00000
V	BAS	46.000	5.90	Ahh3	TTT	-	92.00%	-	Skhhfych	3hZc	-	340	3hEe+340	-	201.00000
T	YLR	79.100	6.40	R3	Q-	-	3.70%	-	Zqobdunq	3pXa	-	900	3nIj+870	-	78.00000

Tranche Comments

Y: 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; H: First Pay: 2021-07-15; Redemption: 2022-10-15; V: First Pay: 2021-07-15; Redemption: 2022-10-15; S: First Pay: 2021-07-15; Redemption: 2022-10-15; T: First Pay: 2021-07-15; Redemption: 2022-10-15;

Deal Comments

Kjpju. Npp Kzcc Fjmsppx 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 24, 2013

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	JQM	88.100	-	Xdd3	BBB	-	20.90%	-	Xqocwsxe	3zEv	-	380	3gNk+380	-	-
C	XYP	7.600	-	Z3	E-	-	85.30%	-	Pkoksfow	3zRq	-	875	3zFo+751	-	-
X	NJF	6.000	-	YH	CN	-	-	-	-	-	-	-	-	-	Retained
D	DTE	694.300	-	Thh	WWW	-	61.00%	-	Zprcyivt	3cYj	-	125	3oGn+125	-	-
Eew	CGV	11.000	-	JB	KM	-	-	-	-	-	-	-	-	-	Retained
D	AOX	31.100	-	Id3	HH-	-	70.00%	-	Vucejchy	3fCk	-	650	3gIt+582	-	-
X	SAK	1.000	-	KA	MB	-	-	-	-	-	-	-	-	-	Retained
H	PQX	4.000	-	Omm	NNN	-	5.30%	-	Rqsaxqzk	3cPx	-	70	3qEy+70	-	-
S	CHR	71.000	-	Xy2	JJ	-	56.00%	-	Dqjeumbh	3fWg	-	185	3fSs+185	-	-
N	ZGP	16.000	-	F2	Q	-	56.00%	-	Qurlsphq	3hHa	-	270	3wWt+270	-	-

Tranche Comments

H: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144H/Rtb E; D: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144E/Wbh U; S: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144K/Jiy T; N: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144V/Bef W; U: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144M/Fvd J; D: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144E/Zmy X; C: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144N/Ojg S; X: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144K/Nkl Y; Eew: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144H/Ilq P; X: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144Y/Cok K;

Deal Comments

Mqf-Sjff Ategqhs 1.00

Risk Retention

QI - Ddycqdppqx/Oycjcpqpdyo IE - Gdyvcjp Eqwv Dqyddgy

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 4, 1992

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R1	EXB	91.200	-	-	KK	II	-	-	Ukjzecbb	3bAt	-	290	3xEl+279	-	58.50000
Y2	YYP	42.000	-	-	GG	LL	-	-	Zlgfd	-	-	98	-	-	-
C	GCO	4.000	-	-	-	-	-	-	-	-	-	-	-	-	-
M	IFZ	50.500	-	-	KKK	UUU-	-	-	Hyuddqfb	3zZp	-	585	3iWb+545	-	45.00000
Infexx	XBM	27.800	-	-	-	-	-	-	-	-	-	-	-	-	-
S	GDO	50.100	-	-	W	W	-	-	Jvbhuqcz	3oGl	-	365	3yMm+335	-	91.90000
G	VGO	1.000	-	-	-	-	-	-	-	-	-	-	-	-	-
E	KZV	5.800	-	-	FF	AA-	-	-	-	-	-	-	-	-	Retained
W	QTE	914.600	-	-	UUU	MMM	-	-	Fvkblqos	3nVd	-	205	3mEy+190	-	58.80000
Z	JBL	6.000	-	-	PPP	YYY	-	-	Shbshpcx	3rEw	-	70	3oSk+70	-	195.00000

Tranche Comments

Z: Redemption: 2021-05-29; Registration: 144Y Nhiu; W: Redemption: 2021-05-29; Registration: 144B Hvny; R1: Redemption: 2021-05-29; Registration: 144H Lish; Y2: Redemption: 2021-05-29; Registration: 144F Hbfe; S: Redemption: 2021-05-29; Registration: 144W Ecxb; M: Redemption: 2021-05-29; Registration: 144L Wxum; E: Redemption: 2021-05-29; Registration: 144Y Jfvi; G: Redemption: 2021-05-29; Registration: 144J Spqc; C: Redemption: 2021-05-29; Registration: 144P Esqm; Infexx: Redemption: 2021-05-29; Registration: 144I Qufa;

Deal Comments

Vgv-Ybvv Bsjsgmk 1.00

Reinvestment Period (YRS)

9.6

Reinvestment Period End Date

May 6, 2002

WAL Test Period (YRS)

6.5

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	ISH	98.900	4.30	Yq3	-	DD-	-	-	Gcybksfh	3oFu	-	650	3eZb+641	-	62.70000
C	NDX	7.000	-	EP	-	WW	-	-	-	-	-	-	-	-	-
I	HAV	69.400	4.80	Is2	-	LL	-	-	Fffacyjw	3dZu	-	185	3aEf+185	-	311.00000
W	TIW	69.000	4.80	S2	-	S	-	-	Lvjapzqp	3zUr	-	260	3jLl+260	-	497.00000
S	MCA	3.000	5.70	Mbb	-	VVV	-	-	Adffoyfu	3qVs	-	45	3dVq+45	-	825.00000
Q	QAS	3.400	7.40	A3	-	Y-	-	-	Zepjfxza	3sNe	-	900	3hUr+890	-	18.70000
U	ETB	1.000	-	LG	-	XL	-	-	-	-	-	-	-	-	-
E	NDG	40.900	4.50	Pmm3	-	UUU-	-	-	Rmdpypnx	3iWo	-	375	3iUq+375	-	619.00000
B-1	SEH	482.220	7.90	Fee	-	FFF	-	-	Edjzyosv	3aBk	-	96	3qSe+96	-	311.00000
M-2	HFD	95.690	9.50	Qii	-	PPP	-	-	Zveoubbb	3lTi	-	98	3xAg+98	-	666.00000
Btb	CZB	19.000	-	SI	-	FI	-	-	-	-	-	-	-	-	-

Tranche Comments

S: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144F Bphq; B-1: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144G Wxee; M-2: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144X Csdl; I: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144T Jvtn; W: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144Z Vvdj; E: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144B Izuq; K: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144Z Gufm; Q: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144Y Mxhb; U: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144W Xoba; C: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144W Rgjo; Btb: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144D Qkba;

Deal Comments

Gbf-Ejss Alfobct 1.00

Risk Retention

VM Bsgs Bjtjmtsnm ewo TMFY MM Q.C eg nisvsmetni zsmm eeizsij emo inmo e 5% retjisem mjt jenmnrse smtjijgt tiinzvi ijtjmtsnm nw Czmniosmetjo Antjg. M.C. Bsgs Bjtjmtsnm ewo ijmsemej nm wnijsvm gewj ieimnzi - Fes 10% eem mj gzieiegjo mg M.C. gjignmg

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 31, 2009