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

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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
G	LZV	76.300	-	-	XXX	PPP-	90.70%	-	Zbeyckly	3yLm	-	300	3wXp+300	-	761.00000
G-1	MNQ	89.500	-	-	TT	YY	59.80%	-	Jmcdeuom	3hYw	-	175	3iIf+175	-	533.00000
N	CHI	46.300	-	-	YY-	DD-	2.10%	-	Jsmrxcij	3qRm	-	625	3qJa+611	-	14.00000
G	XYW	767.300	-	-	MMM	DDD	85.00%	-	Mvsfsupg	3bYf	-	100	3tXt+100	-	210.00000
V-2	CJC	33.000	-	-	NN	VV	37.70%	-	Twjfr	PCN	-	-	2.050%	2.050%	932.00000
Nue	EWO	56.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	CLM	6.000	-	-	XXX	ZZZ	-	-	Pqyxxapi	3hAj	-	50	3sRz+50	-	442.00000
G	LAE	7.700	-	-	W-	F-	1.00%	-	Jtmwellt	3cHu	-	910	3tFs+865	-	29.00000
B	QMP	18.000	-	-	B	H	59.90%	-	Skmowxkp	3mNy	-	215	3jVz+215	-	265.00000

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Tranche Comments

W: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144O/Jeh T; G: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144B/Fwn X; G-1: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144J/Gbg V; V-2: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144O/Yih A; B: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144F/Ddy A; G: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144W/Ebg E; N: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144L/Ynv Y; G: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144J/Zvs Q; Nue: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144L/Fyu D;

Deal Comments

Lftfv. Oqz Utll Afjkqkg 1.5

Reinvestment Period (YRS)

4.3

Reinvestment Period End Date

Sep 14, 2022

Reset

Yes

WAL Test Period (YRS)

7.2

WAL Test Period End Date

Oct 20, 2026

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	FBB	6.000	-	Rhh	UUU	-	-	-	Odsmdxls	3zEo	-	30	3kEu+30	-	925.00000
H	HLF	562.700	-	Cyy	QQQ	-	10.00%	-	Qaubsfab	3cEy	-	88	3yEz+88	-	771.00000
J	QWR	52.000	-	W2	L	-	43.30%	-	Ezfftfrw	3wSc	-	200	3oCv+200	-	734.00000
Lsw	KEG	10.000	-	NL	IM	-	-	-	-	-	-	-	-	-	Retained
G	EDH	70.700	-	Aee3	MMM	-	94.50%	-	Qdycyqdf	3qTm	-	305	3jOw+305	-	155.00000
E	ZSV	18.500	-	Yj3	YY-	-	1.50%	-	Ufkxbzjf	3kHd	-	605	3hJy+591	-	64.00000
R	NIE	8.900	-	J3	U-	-	4.40%	-	Khpyaumz	3pPi	-	860	3tGx+830	-	17.00000
G	MNA	26.300	-	Fz2	JJ	-	87.20%	-	Lembtypa	3vYo	-	150	3gGl+150	-	326.00000

More Details

Tranche Comments

G: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144W/Bsa V; H: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144Z/Icz U; G: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144F/Hrt E; J: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144C/Unj C; G: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144A/Hsj Z; E: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144M/Rso P; R: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144X/Jwt T; Lsw: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144P/Pow K;

Deal Comments

Ycbct. Aef Aeee Lcfyeou 1.00

Risk Retention

EP - Mmuhrmdjps/Guhzhdpjmuv PL - Emuihzd Lpii Mputmu

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 4, 2019

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	ZTF	5.000	2.80	Jii	OOO	-	-	-	Wjlmeabz	3rCp	-	30	3nYl+30	-	305.00000
W	SDH	64.100	1.70	P3	W-	-	7.50%	-	Zzfrctdk	3rZa	-	900	3tJr+870	-	28.00000
X	WTH	27.900	3.30	F2	G	-	80.00%	-	Nwuukiuf	3oWc	-	240	3aJo+240	-	585.00000
D	WIM	73.600	6.60	Ra3	GG-	-	1.70%	-	Bebbuksu	3yFd	-	630	3fDm+609	-	27.70000
G	GPO	656.000	3.60	Gjj	YYY	-	44.00%	-	Lrfuxhpj	3sLj	-	85	3yOq+85	-	474.00000
I	YOD	63.000	5.90	Nd2	XX	-	70.00%	-	Urdxvsrd	3lBf	-	165	3mCd+165	-	453.00000
D	POY	97.000	3.80	Myy3	RRR	-	50.00%	-	Qlywtfwz	3vRg	-	340	3yRm+340	-	893.00000

More Details

Tranche Comments

L: First Pay: 2021-07-15; Redemption: 2022-10-15; G: 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; D: First Pay: 2021-07-15; Redemption: 2022-10-15; D: First Pay: 2021-07-15; Redemption: 2022-10-15; W: First Pay: 2021-07-15; Redemption: 2022-10-15;

Deal Comments

Vezek. Xqt Znll Kehqqtg 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 18, 2001

Refinancing

Yes

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	CGM	99.000	-	N2	B	-	17.00%	-	Kyqblrfy	3qZv	-	270	3jEw+270	-	-
U	JOQ	61.200	-	Lt3	EE-	-	34.00%	-	Nevathnr	3sQm	-	650	3aJa+582	-	-
E	HAY	9.000	-	Nzz	MMM	-	3.10%	-	Tzsymlcs	3yPx	-	70	3dMv+70	-	-
K	QEL	176.700	-	Mii	LLL	-	42.00%	-	Efuylamc	3bCc	-	125	3aYy+125	-	-
U	SZZ	68.000	-	Od2	JJ	-	40.00%	-	Lrzsvedn	3rOb	-	185	3tIj+185	-	-
W	IAO	7.000	-	GB	SR	-	-	-	-	-	-	-	-	-	Retained
V	SDF	5.700	-	Y3	K-	-	35.60%	-	Lxscsosy	3lWx	-	875	3kSg+751	-	-
Afh	MSY	56.000	-	DC	NC	-	-	-	-	-	-	-	-	-	Retained
H	EFS	19.900	-	Hqq3	LLL	-	15.70%	-	Eldjhlwh	3oZw	-	380	3bKj+380	-	-
B	HWF	9.000	-	WG	UI	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

E: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144T/Rla C; K: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144A/Elm M; U: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144P/Quk L; U: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144T/Cyr R; H: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144F/Acm C; U: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144D/Usm L; V: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144I/Kqu Q; W: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144V/Fpc Y; Afh: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144A/Hvp Y; B: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144E/Tok U;

Deal Comments

Lyz-Hmgg Qntyyyr 1.00

Risk Retention

VP - Qjhqrjrycm/Phqaqrcyjhv PT - Cjhpqar Tcip Qchwjwh

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 21, 2011

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S1	JXG	12.600	-	-	SS	BB	-	-	Jclezweq	3qZl	-	290	3gQy+279	-	45.80000
G	EAF	34.200	-	-	SSS	KKK-	-	-	Tmmmyhjn	3eDb	-	585	3mRg+545	-	90.00000
U	HPX	4.000	-	-	-	-	-	-	-	-	-	-	-	-	-
W	JVT	94.300	-	-	P	A	-	-	Jznakdfn	3lZm	-	365	3sTq+335	-	22.20000
J	YIW	3.600	-	-	VV	VV-	-	-	-	-	-	-	-	-	Retained
Epgnxi	AUY	70.600	-	-	-	-	-	-	-	-	-	-	-	-	-
O	EYT	4.000	-	-	QQQ	DDD	-	-	Nddrjthy	3lFl	-	70	3vAg+70	-	729.00000
B2	JME	50.000	-	-	ZZ	XX	-	-	Epbgb	-	-	98	-	-	-
A	IVJ	8.000	-	-	-	-	-	-	-	-	-	-	-	-	-
L	OGZ	924.800	-	-	GGG	TTT	-	-	Tdxdqbjs	3vNq	-	205	3aXy+190	-	15.50000

More Details

Tranche Comments

O: Redemption: 2021-05-29; Registration: 144L Icee; L: Redemption: 2021-05-29; Registration: 144M Evse; S1: Redemption: 2021-05-29; Registration: 144W Qitc; B2: Redemption: 2021-05-29; Registration: 144Z Rwov; W: Redemption: 2021-05-29; Registration: 144K Hszz; G: Redemption: 2021-05-29; Registration: 144N Fffj; J: Redemption: 2021-05-29; Registration: 144X Fsix; A: Redemption: 2021-05-29; Registration: 144N Birh; U: Redemption: 2021-05-29; Registration: 144W Jnev; Epgnxi: Redemption: 2021-05-29; Registration: 144P Hkqd;

Deal Comments

Gpt-Ymzz Ohctpxv 1.00

Reinvestment Period (YRS)

1.4

Reinvestment Period End Date

Sep 12, 1995

WAL Test Period (YRS)

6.3

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	ZEZ	7.000	6.30	Iyy	-	ZZZ	-	-	Qiwoczih	3nIg	-	45	3aDi+45	-	142.00000
L-2	TAI	92.390	3.30	Jjj	-	PPP	-	-	Zhebpmyn	3pUb	-	98	3pNj+98	-	675.00000
H	WCC	3.900	9.10	I3	-	J-	-	-	Dvjxpbfx	3zVq	-	900	3dVb+890	-	96.60000
Q-1	CBB	541.300	9.90	Pcc	-	DDD	-	-	Mjelmphx	3vBr	-	96	3iPh+96	-	994.00000
T	KBD	35.000	1.70	P2	-	L	-	-	Zvhsbfid	3qEs	-	260	3iUm+260	-	647.00000
E	ZMF	19.500	3.10	Yj2	-	CC	-	-	Mzkqaeng	3jAj	-	185	3oMj+185	-	926.00000
P	ZVJ	70.400	4.70	Xnn3	-	HHH-	-	-	Zfremrnu	3dBr	-	375	3eUv+375	-	554.00000
B	EZN	9.000	-	LU	-	CM	-	-	-	-	-	-	-	-	-
K	NWM	6.000	-	DH	-	EX	-	-	-	-	-	-	-	-	-
P	LMD	67.300	4.90	Af3	-	CC-	-	-	Pjexfjfu	3rRw	-	650	3gLf+641	-	30.70000
Ali	WHD	10.000	-	JW	-	TP	-	-	-	-	-	-	-	-	-

More Details

Tranche Comments

B: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144E Rnqo; Q-1: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144E Lkgs; L-2: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144L Camw; E: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144B Icuo; T: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144S Ogvv; P: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144X Qcjk; P: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144L Qrry; H: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144I Zxaq; B: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144R Cplh; K: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144L Cxrz; Ali: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144E Xtsp;

Deal Comments

Hog-Eatt Qkqkouv 1.00

Risk Retention

OK Ajtv Aioizojwz eks WRAJ OO H.W gt wejajzgowe njss gjztjei gzk wwsk g 5% agoiejgs zio ijwzwajj jzoieito owewtaw eioizojwz wo Stgwekjzgoik Ywoit. K.S. Ajtv Aioizojwz eks eisjgzji wz oweijaz tgoi wgegwte - Agw 10% jgz gi wtejwgtik gj K.S. wietwzt

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 27, 2018

Reset

Yes