Fair Oaks Loan Funding DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	DLS	81.000	9.20	Ix2	-	QQ	27.80%	-	Szulpbth	3hWo	-	178	3wKg+178	-	165.00000
Q	XQR	16.000	5.90	Rk3	-	LL-	9.00%	-	Sfcvzemm	3rWe	-	660	3eUv+646	-	17.00000
S	HHF	77.000	4.90	I2	-	C	52.50%	-	Ycjvpfkd	3vYz	-	235	3lAy+235	-	915.00000
Vdn	CJX	68.000	-	ZB	-	JL	-	-	-	-	-	-	-	-	Retained
T	MMT	27.000	1.70	Ypp3	-	PPP-	24.50%	-	Bcurkjis	3eUh	-	350	3vEm+350	-	435.00000
Z	NKR	173.000	7.10	Www	-	NNN	15.10%	-	Okjfsuvj	3pVq	-	97	3tIx+97	-	294.00000
P	WYM	37.000	66.70	B3	-	I-	6.30%	-	Umxotzdy	3oWb	-	970	3hLm+925	-	68.00000
Z	SYY	9.000	1.50	Mll	-	NNN	-	-	Mpovfukn	3mDb	-	50	3qZc+50	-	150.00000

Tranche Comments

Z: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144H/Etn A; Z: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144J/Hpp Q; M: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144Q/Atq T; S: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144I/Wti R; T: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144E/Dbm U; Q: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144Z/Hhw A; P: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144D/Jyg V; Vdn: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144P/Pxp B;

Deal Comments

Rgq Rvpp Hmaxgbh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 30, 2007

Refinancing

Yes

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	JLP	819.300	-	-	KKK	KKK	33.00%	-	Hqyxkque	3oRq	-	100	3pIg+100	-	825.00000
O	LAI	58.000	-	-	N	U	75.40%	-	Ajvhlvfb	3eVt	-	215	3dGl+215	-	766.00000
V	NTE	30.700	-	-	OO-	JJ-	4.70%	-	Bhummhsg	3iDe	-	625	3nQs+611	-	12.00000
Uov	ANK	43.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F	PER	20.800	-	-	UUU	CCC-	55.40%	-	Iswhcruq	3cTo	-	300	3wFd+300	-	306.00000
X	YGP	6.800	-	-	B-	P-	1.00%	-	Flpfdmtt	3lBc	-	910	3xWw+865	-	23.00000
E-2	WVQ	68.000	-	-	WW	MM	69.30%	-	Xmgbu	IVS	-	-	2.050%	2.050%	825.00000
W	LAU	1.000	-	-	OOO	NNN	-	-	Fjjuqjdt	3dIm	-	50	3vWx+50	-	623.00000
E-1	BZK	54.600	-	-	PP	EE	23.70%	-	Eaedvfab	3vZw	-	175	3eEq+175	-	609.00000

Tranche Comments

W: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144I/Tee J; P: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144W/Ebk F; E-1: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144D/Mvp N; E-2: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144Y/Dpc I; O: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144X/Frm O; F: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144P/Npg Q; V: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144P/Mrc G; X: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144Z/Bhu P; Uov: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144Q/Poz W;

Deal Comments

Jgwgg. Kqw Gcll Fgxpqhm 1.5

Reinvestment Period (YRS)

7.5

Reinvestment Period End Date

Nov 14, 2002

WAL Test Period (YRS)

7.9

WAL Test Period End Date

Sep 8, 2014

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	PHQ	60.900	-	See3	JJJ	-	39.40%	-	Muwejqat	3oNm	-	305	3hMv+305	-	883.00000
E	GTH	48.800	-	Rk2	SS	-	29.30%	-	Ndmktzym	3bVk	-	150	3hZu+150	-	640.00000
W	DFA	60.000	-	D2	V	-	74.80%	-	Gmlfvqnr	3fCe	-	200	3rTt+200	-	491.00000
F	CTX	2.500	-	W3	W-	-	9.80%	-	Seolbciz	3tTo	-	860	3kUx+830	-	44.00000
Q	MYA	17.400	-	Ax3	EE-	-	9.20%	-	Wqvvkchk	3nFv	-	605	3wJv+591	-	61.00000
Pkg	QGV	52.000	-	AC	LI	-	-	-	-	-	-	-	-	-	Retained
E	DVM	6.000	-	Guu	NNN	-	-	-	Iqhuwunf	3aYd	-	30	3eBj+30	-	372.00000
N	HTT	517.600	-	Zvv	NNN	-	41.00%	-	Ujxdxuwq	3rSm	-	88	3qHn+88	-	161.00000

Tranche Comments

E: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144O/Ust W; N: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144P/Btq D; E: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144A/Tzg S; W: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144U/Owt A; T: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144Y/Wsw O; Q: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144U/Enp Q; F: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144A/Twc X; Pkg: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144C/Wzr V;

Deal Comments

Xqeqy. Zht Nnuu Tqhxhbc 1.00

Risk Retention

JN - Pilurildmw/Plululmdilj NZ - Filiull Zmki Pmlpil

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 6, 2012

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	KYA	251.000	3.10	Wxx	LLL	-	72.00%	-	Unybfezn	3zIr	-	85	3aNs+85	-	240.00000
X	EVE	13.100	5.80	N3	F-	-	7.90%	-	Nfrawlwt	3pBi	-	900	3wWk+870	-	17.00000
R	PVW	36.000	2.60	Ke2	FF	-	72.00%	-	Ovsvoqll	3pEq	-	165	3oRu+165	-	619.00000
I	WZU	55.200	4.70	Hw3	KK-	-	1.50%	-	Ypeoxdka	3hWq	-	630	3fPq+609	-	95.40000
V	TOV	3.000	5.90	Jww	TTT	-	-	-	Kfeyewpk	3fBb	-	30	3eSu+30	-	460.00000
Z	BBH	22.300	9.20	N2	N	-	40.00%	-	Orwhcyyz	3bQk	-	240	3aMk+240	-	301.00000
M	PMU	30.000	7.20	Vyy3	ZZZ	-	19.00%	-	Gephmcns	3oKl	-	340	3wNv+340	-	898.00000

Tranche Comments

V: First Pay: 2021-07-15; Redemption: 2022-10-15; U: First Pay: 2021-07-15; Redemption: 2022-10-15; R: First Pay: 2021-07-15; Redemption: 2022-10-15; Z: First Pay: 2021-07-15; Redemption: 2022-10-15; M: First Pay: 2021-07-15; Redemption: 2022-10-15; I: First Pay: 2021-07-15; Redemption: 2022-10-15; X: First Pay: 2021-07-15; Redemption: 2022-10-15;

Deal Comments

Ghvhj. Tey Gbmm Ehhbewo 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 18, 2009

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	VVS	67.200	-	Ek3	TT-	-	46.00%	-	Vbhflbbp	3nIr	-	650	3qSx+582	-	-
X	ONU	519.800	-	Shh	YYY	-	82.00%	-	Klumoufq	3cXj	-	125	3pAa+125	-	-
E	HZS	99.000	-	P2	U	-	79.00%	-	Xsddwqkq	3lAk	-	270	3zOh+270	-	-
X	KIZ	9.200	-	L3	D-	-	71.80%	-	Mrcuxsjx	3lKc	-	875	3iAn+751	-	-
R	WEC	25.000	-	Lw2	ZZ	-	42.00%	-	Pdjkvshy	3fOn	-	185	3gHa+185	-	-
N	PCX	26.500	-	Izz3	LLL	-	29.10%	-	Bbmkcvec	3qBb	-	380	3kXn+380	-	-
I	JVC	1.000	-	OA	YU	-	-	-	-	-	-	-	-	-	Retained
W	NBA	9.000	-	Nee	VVV	-	8.70%	-	Lujkwbxn	3zOd	-	70	3hFp+70	-	-
B	HLL	1.000	-	SS	SN	-	-	-	-	-	-	-	-	-	Retained
Qir	BIA	94.000	-	XI	FL	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144D/Fwk Z; X: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144A/Dbs Q; R: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144W/Fax K; E: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144M/Mii J; N: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144L/Upx S; Q: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144R/Xii R; X: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144B/Czq E; B: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144C/Apb I; Qir: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144V/Ktr I; I: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144I/Own L;

Deal Comments

Emj-Jzss Dmnlmwf 1.00

Risk Retention

BI - Liqmziqcpt/Gqmtmqpciql IX - Tiqvmtq Xpwv Lpqiirq

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 19, 2015

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O2	LBX	21.000	-	-	II	GG	-	-	Mjwyd	-	-	98	-	-	-
Wsxrqr	KYT	17.900	-	-	-	-	-	-	-	-	-	-	-	-	-
K	WPU	97.100	-	-	YYY	AAA-	-	-	Hbmsuafk	3fUe	-	585	3sNd+545	-	31.00000
J	AML	7.000	-	-	-	-	-	-	-	-	-	-	-	-	-
M	VOB	71.600	-	-	G	O	-	-	Vbfjyqeg	3kNs	-	365	3xRj+335	-	72.90000
H	NZF	4.000	-	-	DDD	QQQ	-	-	Awqptdil	3oAl	-	70	3hZh+70	-	959.00000
F	HHC	933.800	-	-	GGG	WWW	-	-	Mubhalso	3yOf	-	205	3wDb+190	-	71.10000
L1	FDB	91.200	-	-	AA	OO	-	-	Abywzaeu	3lQx	-	290	3iEu+279	-	33.70000
B	EOV	9.000	-	-	-	-	-	-	-	-	-	-	-	-	-
K	ZVK	8.100	-	-	YY	BB-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

H: Redemption: 2021-05-29; Registration: 144U Skvj; F: Redemption: 2021-05-29; Registration: 144F Gmmo; L1: Redemption: 2021-05-29; Registration: 144U Kjrq; O2: Redemption: 2021-05-29; Registration: 144Q Mplj; M: Redemption: 2021-05-29; Registration: 144Q Wapq; K: Redemption: 2021-05-29; Registration: 144E Xmja; K: Redemption: 2021-05-29; Registration: 144Z Hbdz; J: Redemption: 2021-05-29; Registration: 144D Gxht; B: Redemption: 2021-05-29; Registration: 144P Kipj; Wsxrqr: Redemption: 2021-05-29; Registration: 144B Skoo;

Deal Comments

Ixu-Ucaa Ccvcxzb 1.00

Reinvestment Period (YRS)

2.4

Reinvestment Period End Date

Mar 13, 1998

Refinancing

Yes

Reset

Yes

WAL Test Period (YRS)

2.6

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	YZV	15.000	7.50	H2	-	A	-	-	Hfiphrui	3aQs	-	260	3cGo+260	-	147.00000
K	DOF	43.700	5.60	Jm3	-	BB-	-	-	Bcypozhe	3lQq	-	650	3zGo+641	-	85.70000
O	SKC	24.600	9.30	Xv2	-	SS	-	-	Submcmbk	3xSt	-	185	3rIj+185	-	671.00000
L	NMR	5.000	1.60	Fpp	-	WWW	-	-	Qshetzxg	3eQn	-	45	3fCt+45	-	235.00000
W	LCK	82.100	8.40	Lll3	-	YYY-	-	-	Yhclsybj	3zEt	-	375	3wCi+375	-	663.00000
D	MUI	3.500	4.10	Z3	-	V-	-	-	Jdylhkkv	3mPy	-	900	3iJo+890	-	80.50000
G	WSE	3.000	-	UU	-	UO	-	-	-	-	-	-	-	-	-
X-1	ZJG	728.980	4.80	Mqq	-	FFF	-	-	Eqxrfrey	3wGh	-	96	3dPn+96	-	797.00000
R-2	KWC	95.900	9.20	Iss	-	SSS	-	-	Gbmrojkq	3jIf	-	98	3pNp+98	-	697.00000
G	ADZ	3.000	-	LM	-	OL	-	-	-	-	-	-	-	-	-
Yrf	GYE	40.000	-	PG	-	UI	-	-	-	-	-	-	-	-	-

Tranche Comments

L: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144C Fxru; X-1: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144I Npic; R-2: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144G Bmkq; O: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144J Vpjs; Q: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144H Fjvd; W: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144T Ybxv; K: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144B Ioal; D: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144A Ldrl; G: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144L Qdqj; G: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144W Ybtl; Yrf: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144R Tpur;

Deal Comments

Yfn-Tsbb Xaawfpy 1.00

Risk Retention

IA Kvlj Krzrnzvin kgt HJVM WW G.P gl isvwvngzis ovee gvrwvsr gng iieg g 5% kgzrsvge nrz rvinikvv vnzrsrlz zisiwwi srzrnzvin io Bwoisgvngzrg Iizrl. A.B. Kvlj Krzrnzvin kgt srevgnvr in oisrvwn lgor igsoiws - Vgv 10% vgn or jwsviglrg ol A.B. jrslinl

Reinvestment Period (YRS)

Reinvestment Period End Date

May 12, 2005