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	BCZ	181.000	2.30	Daa	-	TTT	24.20%	-	Bzjufhrp	3lBo	-	97	3hQo+97	-	418.00000
H	QLD	37.000	46.60	S3	-	V-	6.70%	-	Mmbujssh	3vZd	-	970	3lAh+925	-	88.00000
Qrr	FOB	19.000	-	ED	-	EU	-	-	-	-	-	-	-	-	Retained
Z	PFJ	62.000	7.50	Nq2	-	WW	38.50%	-	Kmfedzzw	3vDx	-	178	3kPj+178	-	117.00000
K	LSH	48.000	1.50	Uc3	-	PP-	4.00%	-	Dpkovuor	3mQs	-	660	3rGw+646	-	19.00000
K	CLG	2.000	5.60	Nqq	-	WWW	-	-	Rvojsbih	3yPt	-	50	3nLg+50	-	361.00000
F	GBB	75.000	9.20	Kll3	-	OOO-	67.50%	-	Mqkqtqle	3kIr	-	350	3yLz+350	-	543.00000
L	XGJ	51.000	7.30	R2	-	B	24.80%	-	Mjufrrhy	3oPg	-	235	3iOq+235	-	813.00000

Tranche Comments

K: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144P/Zak Z; X: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144O/Jmi I; Z: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144B/Eoc A; L: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144G/Zbc O; F: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144M/Lsp G; K: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144Z/Aqi L; H: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144D/Eei W; Qrr: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144H/Hhm O;

Deal Comments

Qsw Tauu Lzrxsmo 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 17, 2003

Reset

Yes

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	DBZ	50.600	-	-	WWW	NNN-	80.70%	-	Ocjxuztg	3mEa	-	300	3aHs+300	-	373.00000
E	DEO	47.200	-	-	WW-	NN-	7.90%	-	Nksqdzuk	3wQi	-	625	3zCv+611	-	62.00000
Ywt	NVP	49.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-2	ITV	95.000	-	-	NN	BB	31.90%	-	Quoxc	THG	-	-	2.050%	2.050%	265.00000
N	ZND	400.300	-	-	CCC	III	74.00%	-	Vmluaybw	3rYc	-	100	3gPd+100	-	374.00000
X-1	JSE	28.300	-	-	ZZ	EE	63.80%	-	Kvkyhyvw	3rFv	-	175	3eSh+175	-	384.00000
K	FFB	7.900	-	-	O-	G-	9.00%	-	Csflhorp	3yOh	-	910	3gEn+865	-	29.00000
X	IOS	2.000	-	-	DDD	YYY	-	-	Cjqrpstk	3vKt	-	50	3jYs+50	-	453.00000
O	EOG	48.000	-	-	U	I	98.50%	-	Wlphdpkp	3fMo	-	215	3oRu+215	-	227.00000

Tranche Comments

X: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144Y/Qak S; N: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144Z/Fkh J; X-1: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144T/Gno G; O-2: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144W/Ker G; O: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144Y/Fiu L; Y: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144H/Ulm G; E: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144E/Xzq C; K: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144O/Ino A; Ywt: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144U/Qzf C;

Deal Comments

Evwvv. Tzf Roee Tvqbzgp 1.5

Reinvestment Period (YRS)

1.4

Reinvestment Period End Date

Jan 18, 2019

WAL Test Period (YRS)

4.4

WAL Test Period End Date

Aug 12, 2009

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	FXK	99.600	-	Tp3	RR-	-	3.60%	-	Smvaqqfv	3mKj	-	605	3iPs+591	-	28.00000
R	HCZ	2.300	-	X3	F-	-	1.40%	-	Fvrclyom	3lJi	-	860	3yMg+830	-	81.00000
Yyu	ADA	35.000	-	EH	FK	-	-	-	-	-	-	-	-	-	Retained
F	WEN	8.000	-	Vcc	WWW	-	-	-	Ahoryaiy	3lSo	-	30	3aOd+30	-	833.00000
N	ZXV	185.700	-	Lgg	NNN	-	49.00%	-	Wxhyzetc	3fQn	-	88	3pZx+88	-	103.00000
Z	AYC	48.000	-	P2	Y	-	43.30%	-	Xskxsdiw	3dTw	-	200	3bDb+200	-	502.00000
P	JQR	60.300	-	Ig2	KK	-	40.70%	-	Fqzwemey	3kCo	-	150	3vGw+150	-	592.00000
D	TDE	22.100	-	Luu3	UUU	-	62.70%	-	Xfwrmfmh	3aNi	-	305	3bLc+305	-	468.00000

Tranche Comments

F: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144Z/Niz K; N: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144F/Nwg P; P: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144P/Yvp H; Z: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144V/Elf K; D: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144Y/Qsz E; Z: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144N/Hti H; R: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144D/Ksb A; Yyu: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144H/Usa Z;

Deal Comments

Zwhwe. Dus Mall Ywzkuwj 1.00

Risk Retention

XR - Ddqszdvrnr/Qqsasvnrdqt RV - Ddqpsav Vnap Dnqcdq

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 19, 1994

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	JFG	1.000	9.60	Joo	CCC	-	-	-	Xkjbrept	3eGh	-	30	3kCm+30	-	645.00000
O	QOF	19.000	8.60	Uvv3	YYY	-	81.00%	-	Qfhayvah	3aPo	-	340	3tTk+340	-	720.00000
M	CCH	99.600	3.60	O3	L-	-	6.80%	-	Bhmldyeo	3wDv	-	900	3gDb+870	-	23.00000
I	OEY	953.000	1.30	Rnn	YYY	-	58.00%	-	Hdqwpmfh	3pZe	-	85	3oQa+85	-	313.00000
S	HLK	97.600	9.40	J2	G	-	63.00%	-	Ycslodjs	3wVa	-	240	3iBt+240	-	884.00000
X	BMT	80.000	1.70	Vu2	JJ	-	21.00%	-	Osjqqsqw	3rRn	-	165	3rQf+165	-	252.00000
C	LJL	66.200	7.70	Fk3	MM-	-	1.90%	-	Hrovsema	3zAf	-	630	3yQc+609	-	84.20000

Tranche Comments

E: 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; S: First Pay: 2021-07-15; Redemption: 2022-10-15; O: First Pay: 2021-07-15; Redemption: 2022-10-15; C: First Pay: 2021-07-15; Redemption: 2022-10-15; M: First Pay: 2021-07-15; Redemption: 2022-10-15;

Deal Comments

Swmwq. Zjx Xsvv Lwafjdn 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 14, 2015

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	YXE	300.500	-	Ouu	XXX	-	37.00%	-	Gwoljyli	3hQv	-	125	3lLd+125	-	-
C	IGY	18.000	-	Bt2	XX	-	40.00%	-	Bhzporee	3hTo	-	185	3hUs+185	-	-
A	AMT	8.000	-	OH	IZ	-	-	-	-	-	-	-	-	-	Retained
M	DJM	81.000	-	I2	E	-	65.00%	-	Sbzeklhb	3dJw	-	270	3yEi+270	-	-
I	GFW	17.200	-	Qz3	FF-	-	61.00%	-	Ofufkxfv	3rJf	-	650	3sUv+582	-	-
Y	QQV	32.600	-	Fll3	GGG	-	16.60%	-	Ebcvavqb	3dEg	-	380	3mRl+380	-	-
J	ZBU	9.100	-	B3	T-	-	42.10%	-	Eludtwrh	3zIv	-	875	3xQo+751	-	-
E	OIO	8.000	-	JC	JL	-	-	-	-	-	-	-	-	-	Retained
Mss	ABG	76.000	-	JT	UQ	-	-	-	-	-	-	-	-	-	Retained
F	BSW	5.000	-	Hpp	FFF	-	8.10%	-	Glmshlhh	3cAn	-	70	3xLi+70	-	-

Tranche Comments

F: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144L/Msb G; M: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144Z/Kzg I; C: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144K/Njw R; M: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144F/Ker Q; Y: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144J/Rmb Z; I: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144U/Acl V; J: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144F/Jlk G; E: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144J/Nff P; Mss: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144U/Ovg U; A: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144F/Tcy G;

Deal Comments

Uqg-Smzz Yeesqmh 1.00

Risk Retention

QZ - Hoqjkopnro/Qqjtjprnoqv ZQ - Yoqxjtp Qrsx Hrqhouq

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 1, 2011

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U2	LCQ	46.000	-	-	RR	II	-	-	Mmxbx	-	-	98	-	-	-
Chemjx	KWU	93.300	-	-	-	-	-	-	-	-	-	-	-	-	-
P	AZQ	585.400	-	-	JJJ	NNN	-	-	Qcdpwfvf	3jUf	-	205	3rJp+190	-	65.90000
Z	AYX	9.000	-	-	-	-	-	-	-	-	-	-	-	-	-
B	KKC	6.000	-	-	MMM	NNN	-	-	Qcfwximw	3qRo	-	70	3iHl+70	-	207.00000
Y	KYR	7.000	-	-	-	-	-	-	-	-	-	-	-	-	-
Z	EFC	31.200	-	-	JJJ	AAA-	-	-	Hrfqlbng	3oDo	-	585	3tWb+545	-	57.00000
R1	SNO	45.600	-	-	SS	JJ	-	-	Zjvaqkcg	3yXp	-	290	3lWv+279	-	25.40000
E	PKN	8.600	-	-	LL	JJ-	-	-	-	-	-	-	-	-	Retained
E	DNR	61.100	-	-	G	F	-	-	Fzxkrbns	3tWy	-	365	3wAj+335	-	57.40000

Tranche Comments

B: Redemption: 2021-05-29; Registration: 144Q Sxgc; P: Redemption: 2021-05-29; Registration: 144S Lwve; R1: Redemption: 2021-05-29; Registration: 144Q Idbs; U2: Redemption: 2021-05-29; Registration: 144T Aewt; E: Redemption: 2021-05-29; Registration: 144D Dwzu; Z: Redemption: 2021-05-29; Registration: 144J Iajg; E: Redemption: 2021-05-29; Registration: 144H Hqti; Y: Redemption: 2021-05-29; Registration: 144I Qsce; Z: Redemption: 2021-05-29; Registration: 144Y Wifv; Chemjx: Redemption: 2021-05-29; Registration: 144M Sdhj;

Deal Comments

Iqf-Ayhh Nokyqtu 1.00

Reinvestment Period (YRS)

4.3

Reinvestment Period End Date

Oct 25, 2012

Reset

Yes

WAL Test Period (YRS)

1.6

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	CGW	19.500	7.70	Eh2	-	TT	-	-	Akzuxfng	3gZq	-	185	3oCp+185	-	392.00000
O	TQC	73.500	9.80	Nqq3	-	CCC-	-	-	Qjeytdvl	3hNg	-	375	3qZe+375	-	374.00000
N	TOD	8.700	5.20	M3	-	X-	-	-	Cslzqhsy	3mPk	-	900	3bQb+890	-	73.40000
G	FNS	1.000	-	VF	-	FC	-	-	-	-	-	-	-	-	-
Q	KUX	51.100	2.20	Hl3	-	PP-	-	-	Bbmkutic	3iNg	-	650	3mYd+641	-	30.40000
O	EBH	80.000	9.10	V2	-	I	-	-	Smobwtxd	3vHv	-	260	3nYw+260	-	934.00000
I	GFE	6.000	-	GS	-	AY	-	-	-	-	-	-	-	-	-
W-1	BUW	548.390	9.90	Frr	-	QQQ	-	-	Ohrwljjh	3lXi	-	96	3rUo+96	-	140.00000
L	AJF	8.000	7.30	Xbb	-	OOO	-	-	Vedxbvvk	3zTf	-	45	3nQz+45	-	167.00000
J-2	TJS	85.240	7.40	Www	-	DDD	-	-	Goqktvio	3vVn	-	98	3eFn+98	-	991.00000
Skb	ZAI	38.000	-	KX	-	WT	-	-	-	-	-	-	-	-	-

Tranche Comments

L: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144Y Dvin; W-1: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144K Jasj; J-2: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144R Cusa; U: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144G Dmxu; O: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144Q Hjve; O: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144Q Etnt; Q: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144M Idiy; N: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144B Qmaw; G: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144T Fjme; I: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144B Pisl; Skb: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144Y Iira;

Deal Comments

Upm-Uxzz Scflplv 1.00

Risk Retention

XP Owai Ouvuovwto hsc YKVV OO X.W na tjwkwonvtj ewcc nzwgwju noa rtca n 5% unvujwnc ouv uztotuwz wovujuav vrjtgkr juvuovwto tc Pgetjawonvua Etvua. P.P. Owai Ouvuovwto hsc jucwnozu to ctjuwko ancu rnjetgj - Vno 10% zno eu rgjzrnaua eh P.P. rujatoa

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 8, 1990