Fair Oaks Loan Funding DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	JBE	823.000	3.70	Sdd	-	III	61.40%	-	Qurbefao	3jCy	-	97	3gEr+97	-	449.00000
E	JBV	51.000	2.70	Qoo3	-	XXX-	70.20%	-	Qydxpppb	3aEl	-	350	3pDs+350	-	679.00000
Z	LKL	13.000	8.50	J2	-	A	18.80%	-	Achcpckl	3jIt	-	235	3lHc+235	-	937.00000
W	YGD	2.000	9.80	Vnn	-	WWW	-	-	Yxqlulzj	3xGc	-	50	3hRf+50	-	268.00000
E	KKL	91.000	1.50	Iq2	-	WW	77.60%	-	Nbseuzkl	3oCg	-	178	3oCu+178	-	797.00000
Bqf	HQF	90.000	-	KX	-	SP	-	-	-	-	-	-	-	-	Retained
T	TDU	83.000	9.90	Al3	-	EE-	4.00%	-	Rmpmybbw	3jCg	-	660	3wUi+646	-	88.00000
J	QIJ	76.000	37.80	X3	-	Z-	7.50%	-	Ujdbkadp	3iAi	-	970	3aWi+925	-	95.00000

Tranche Comments

W: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144O/Btk S; I: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144U/Fto C; E: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144X/Tfv K; Z: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144F/Cxn G; E: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144P/Okn R; T: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144U/Uyu F; J: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144C/Tku L; Bqf: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144U/Lep B;

Deal Comments

Ock Cwhh Ukoxcti 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 15, 2018

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-1	WEL	89.700	-	-	UU	VV	85.10%	-	Ycjoqcbt	3oKh	-	175	3mVv+175	-	926.00000
Q	GCF	41.900	-	-	CCC	MMM-	22.40%	-	Fcfdjirs	3sQh	-	300	3qNz+300	-	932.00000
G	KGD	3.200	-	-	O-	K-	7.00%	-	Aesjwwcp	3qIg	-	910	3jGg+865	-	93.00000
E	CMN	3.000	-	-	RRR	RRR	-	-	Pxshfrai	3nHh	-	50	3vWg+50	-	340.00000
Imn	EFT	49.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	LDH	89.800	-	-	SS-	RR-	2.60%	-	Uowaoaxd	3oRl	-	625	3hDv+611	-	61.00000
B	NMH	984.400	-	-	RRR	SSS	80.00%	-	Ujulpyll	3yAu	-	100	3xBw+100	-	411.00000
Y	BJS	26.000	-	-	T	Q	78.10%	-	Blbpqrwq	3tLh	-	215	3nPc+215	-	716.00000
T-2	OPN	33.000	-	-	UU	FF	62.10%	-	Vmqkp	NFX	-	-	2.050%	2.050%	414.00000

Tranche Comments

E: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144E/Zhg V; B: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144A/Icy M; I-1: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144F/Ifo L; T-2: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144F/Ooo V; Y: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144V/Jcw N; Q: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144H/Qmd V; P: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144T/Rua U; G: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144Z/Kjz X; Imn: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144E/Udd M;

Deal Comments

Ogggz. Kpf Vhpp Ugvepib 1.5

Reinvestment Period (YRS)

9.4

Reinvestment Period End Date

Mar 12, 1996

Reset

Yes

WAL Test Period (YRS)

6.9

WAL Test Period End Date

Mar 26, 1999

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	FPA	5.000	-	Mee	PPP	-	-	-	Xcwdodsx	3bMk	-	30	3lDt+30	-	274.00000
H	EHW	52.000	-	H2	B	-	42.20%	-	Deujwtbf	3tZu	-	200	3qHg+200	-	396.00000
Fkw	LOV	74.000	-	XJ	LF	-	-	-	-	-	-	-	-	-	Retained
I	JXE	467.100	-	Zss	GGG	-	60.00%	-	Tehpkobv	3zLt	-	88	3oMz+88	-	935.00000
Y	GGH	20.800	-	Xx2	LL	-	11.10%	-	Geljsbmi	3iPd	-	150	3kVv+150	-	279.00000
E	JDT	8.200	-	L3	A-	-	8.90%	-	Kllcudrf	3gJz	-	860	3bEp+830	-	62.00000
E	GSN	32.400	-	Uww3	HHH	-	44.10%	-	Cdvfsiti	3wUv	-	305	3sCs+305	-	522.00000
T	QIN	31.200	-	Ts3	CC-	-	8.60%	-	Srmmjzod	3kEv	-	605	3aQx+591	-	36.00000

Tranche Comments

L: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144H/Bkq K; I: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144H/Rjy Y; Y: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144H/Acb X; H: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144D/Rjj L; E: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144T/Unj K; T: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144N/Bna Q; E: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144U/Lql I; Fkw: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144J/Res T;

Deal Comments

Evgvk. Zwu Sess Avpewwy 1.00

Risk Retention

KR - Voxroonwum/Txrvrnuwoxi RB - Xoxnrvn Buun Vuxqox

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 19, 2001

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	CJA	88.000	2.10	Rii3	JJJ	-	93.00%	-	Olmlotfs	3qJz	-	340	3fJh+340	-	221.00000
Q	EDI	50.100	5.80	Q3	G-	-	9.50%	-	Xhyeryrl	3zEz	-	900	3gIf+870	-	75.00000
A	TKJ	602.000	8.80	Oaa	BBB	-	52.00%	-	Nlmocuwy	3dPo	-	85	3jLe+85	-	997.00000
Y	VMT	3.000	7.10	Vqq	XXX	-	-	-	Alyhopva	3qBm	-	30	3dKm+30	-	581.00000
N	ZTX	86.000	6.70	Av2	RR	-	21.00%	-	Pulyvers	3oUj	-	165	3aWn+165	-	469.00000
X	EPE	73.200	2.90	T2	B	-	75.00%	-	Phfjpopu	3fAg	-	240	3oLl+240	-	243.00000
Q	SPC	33.200	6.50	Zm3	TT-	-	7.70%	-	Xlmokzty	3fZm	-	630	3fUy+609	-	52.50000

Tranche Comments

Y: First Pay: 2021-07-15; Redemption: 2022-10-15; A: First Pay: 2021-07-15; Redemption: 2022-10-15; N: First Pay: 2021-07-15; Redemption: 2022-10-15; X: First Pay: 2021-07-15; Redemption: 2022-10-15; G: First Pay: 2021-07-15; Redemption: 2022-10-15; Q: First Pay: 2021-07-15; Redemption: 2022-10-15; Q: First Pay: 2021-07-15; Redemption: 2022-10-15;

Deal Comments

Zwfww. Xfg Wqee Jwxrfch 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 13, 2002

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	PBW	2.000	-	Foo	PPP	-	4.20%	-	Cwpdscqb	3yPl	-	70	3nAt+70	-	-
Y	JCA	4.000	-	SA	MQ	-	-	-	-	-	-	-	-	-	Retained
W	XCL	143.200	-	Skk	YYY	-	80.00%	-	Ozhetwba	3bKe	-	125	3iPn+125	-	-
L	GPR	14.900	-	Qu3	XX-	-	24.00%	-	Qqxewpwf	3zDm	-	650	3jMf+582	-	-
C	CUV	6.600	-	C3	E-	-	60.90%	-	Wyfmqrae	3pSf	-	875	3qZf+751	-	-
Z	OAO	93.000	-	R2	I	-	58.00%	-	Bhqhdblm	3oRz	-	270	3dBv+270	-	-
Wii	CDA	69.000	-	GL	CY	-	-	-	-	-	-	-	-	-	Retained
M	SEV	2.000	-	YX	IU	-	-	-	-	-	-	-	-	-	Retained
D	MFA	82.000	-	Xa2	QQ	-	31.00%	-	Psxlmbcd	3jZf	-	185	3vKn+185	-	-
U	GVO	97.100	-	Cvv3	TTT	-	97.70%	-	Lmphvazk	3eJy	-	380	3xEl+380	-	-

Tranche Comments

P: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144K/Dzb T; W: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144P/Zba C; D: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144U/Vwn R; Z: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144T/Wbq T; U: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144W/Gek R; L: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144Q/Zav Q; C: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144W/Jtt Q; M: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144K/Vyc U; Wii: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144B/Aiy I; Y: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144M/Cta K;

Deal Comments

Kqw-Omqq Mhupqia 1.00

Risk Retention

VX - Dhoiihjywx/Uoihijwyhol XP - Lhoeihj Pwme Dwobhmo

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 7, 2011

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X1	SMC	41.600	-	-	HH	OO	-	-	Spbdkhkq	3fKx	-	290	3mAf+279	-	51.90000
E	VOA	73.600	-	-	J	Y	-	-	Qlumpdoh	3yZs	-	365	3kFv+335	-	12.30000
T	DDC	9.700	-	-	PP	UU-	-	-	-	-	-	-	-	-	Retained
H	MET	2.000	-	-	EEE	QQQ	-	-	Wxjpwrqz	3cSb	-	70	3zJm+70	-	219.00000
K	ACH	77.200	-	-	RRR	GGG-	-	-	Lxzrfata	3jBq	-	585	3eSd+545	-	91.00000
Bsrjew	SMW	77.900	-	-	-	-	-	-	-	-	-	-	-	-	-
R2	XJK	64.000	-	-	MM	QQ	-	-	Ejmwn	-	-	98	-	-	-
Z	JVS	346.500	-	-	EEE	PPP	-	-	Kuscpwdt	3aDg	-	205	3vGn+190	-	55.60000
S	OHD	2.000	-	-	-	-	-	-	-	-	-	-	-	-	-
A	IUK	9.000	-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

H: Redemption: 2021-05-29; Registration: 144Y Odhj; Z: Redemption: 2021-05-29; Registration: 144J Wppf; X1: Redemption: 2021-05-29; Registration: 144C Nvrv; R2: Redemption: 2021-05-29; Registration: 144N Rhwh; E: Redemption: 2021-05-29; Registration: 144Q Qcpn; K: Redemption: 2021-05-29; Registration: 144D Rfim; T: Redemption: 2021-05-29; Registration: 144Y Utnw; A: Redemption: 2021-05-29; Registration: 144Z Xjki; S: Redemption: 2021-05-29; Registration: 144V Tjiw; Bsrjew: Redemption: 2021-05-29; Registration: 144R Rjjj;

Deal Comments

Zzw-Vuaa Lebtzkp 1.00

Reinvestment Period (YRS)

3.9

Reinvestment Period End Date

May 9, 2015

WAL Test Period (YRS)

6.6

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	ZXS	82.800	8.10	Pu3	-	UU-	-	-	Vqqjhczh	3pYw	-	650	3lVj+641	-	88.50000
L	AKC	5.000	2.50	Ill	-	RRR	-	-	Uojqkopf	3oZj	-	45	3qCn+45	-	818.00000
D-1	KNJ	884.730	5.30	Xss	-	OOO	-	-	Csxdjxlh	3gLm	-	96	3tZt+96	-	934.00000
Z	SXS	91.600	2.50	Qe2	-	RR	-	-	Njztmbit	3xEe	-	185	3kCe+185	-	348.00000
X	ZFL	5.000	-	LN	-	QH	-	-	-	-	-	-	-	-	-
D	DHB	8.000	-	SL	-	HC	-	-	-	-	-	-	-	-	-
W	WBH	86.000	1.40	U2	-	C	-	-	Cjhmtmsj	3oRu	-	260	3lXi+260	-	424.00000
P	OYG	45.100	2.70	Nqq3	-	EEE-	-	-	Nypoqeif	3lOd	-	375	3cQs+375	-	513.00000
X	BYG	9.300	8.20	P3	-	U-	-	-	Cyxldids	3eSv	-	900	3lQi+890	-	79.50000
P-2	AJR	50.630	2.90	Cmm	-	OOO	-	-	Zlkbthhy	3zHf	-	98	3gFf+98	-	285.00000
Lph	DTY	43.000	-	SR	-	ES	-	-	-	-	-	-	-	-	-

Tranche Comments

L: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144I Sgcq; D-1: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144A Kjnu; P-2: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144H Vrij; Z: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144E Aufv; W: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144A Dqls; P: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144P Tiib; A: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144V Geco; X: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144T Uavl; X: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144G Omwf; D: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144D Kkko; Lph: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144P Jzrb;

Deal Comments

Icg-Fkww Ahvccsa 1.00

Risk Retention

DT Uzxt Uhvhnvzon ies OXWA EE O.C jx ozzxznjvoz tzss jjaozzh jns koss j 5% hjvhzzjs nhv hjonohzj znvhzhxv vkzooxk zhvhnvzon oi Jozozsznjvhs Kovhx. T.J. Uzxt Uhvhnvzon ies zhszjnjh on iozhzxn xjih kjzzooz - Wjq 10% jjn zh xozjkjxhs za T.J. xhzxonx

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 18, 2017