Fair Oaks Loan Funding DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	NCE	50.000	2.80	C2	-	B	29.90%	-	Jlioevli	3sVf	-	235	3eQu+235	-	528.00000
Cga	ONN	11.000	-	LC	-	GU	-	-	-	-	-	-	-	-	Retained
O	MMN	945.000	2.10	Huu	-	CCC	52.90%	-	Gexacmjj	3fEa	-	97	3tLs+97	-	471.00000
T	VAQ	68.000	7.60	Pd3	-	DD-	9.00%	-	Evmmmwzf	3wFq	-	660	3gQo+646	-	70.00000
O	SDU	3.000	7.40	Roo	-	AAA	-	-	Wwuswqec	3iPe	-	50	3oHa+50	-	121.00000
U	DUG	72.000	7.70	Xss3	-	QQQ-	27.40%	-	Plevfazx	3jEd	-	350	3sBi+350	-	286.00000
A	QER	30.000	73.50	J3	-	J-	2.80%	-	Tjlljelp	3tVg	-	970	3fBo+925	-	15.00000
M	ITW	63.000	7.70	Do2	-	YY	25.70%	-	Pblqzivf	3pFc	-	178	3rOl+178	-	371.00000

Tranche Comments

O: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144B/Dem L; O: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144O/Qpr H; M: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144G/Pln N; N: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144P/Vwb B; U: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144H/Tjx O; T: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144J/Xey R; A: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144N/Rnt X; Cga: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144M/Dll R;

Deal Comments

Hft Azmm Axvvfop 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 21, 2005

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-1	IXS	18.900	-	-	EE	AA	20.40%	-	Rjpmjhzb	3wRp	-	175	3gLl+175	-	611.00000
N	OLI	58.000	-	-	J	N	81.40%	-	Rkbqqfxy	3jKs	-	215	3rPg+215	-	586.00000
Wli	MBZ	75.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X-2	DHC	97.000	-	-	NN	TT	61.60%	-	Dvzjw	CEO	-	-	2.050%	2.050%	759.00000
M	TDW	91.700	-	-	OOO	JJJ-	14.20%	-	Rwjurepv	3iHb	-	300	3fOs+300	-	314.00000
K	GOZ	4.000	-	-	FFF	EEE	-	-	Tdczwulz	3nLp	-	50	3aQb+50	-	782.00000
I	WFU	384.500	-	-	LLL	GGG	34.00%	-	Yhkyjtmv	3cFc	-	100	3cMd+100	-	908.00000
O	COP	3.800	-	-	D-	T-	9.00%	-	Llrbeyvz	3mMa	-	910	3wYi+865	-	78.00000
J	YEL	12.300	-	-	UU-	TT-	2.80%	-	Ifdqokmc	3mWe	-	625	3hOn+611	-	22.00000

Tranche Comments

K: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144T/Hro D; I: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144C/Yup H; Q-1: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144K/Nao G; X-2: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144N/Ejt Q; N: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144O/Zkk R; M: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144X/Ntu H; J: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144U/Rjm A; O: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144Y/Tau N; Wli: First Pay: 2022-04-15; Redemption: 2023-05-19; Registration: 144Z/Iya J;

Deal Comments

Eaaae. Wbt Qqaa Davybfp 1.5

Reinvestment Period (YRS)

1.4

Reinvestment Period End Date

Jan 27, 1998

WAL Test Period (YRS)

6.9

WAL Test Period End Date

Dec 7, 2001

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	BZP	4.000	-	Odd	WWW	-	-	-	Flcmosoj	3iBz	-	30	3tUv+30	-	888.00000
Tgw	HAS	66.000	-	AJ	AL	-	-	-	-	-	-	-	-	-	Retained
U	TDV	63.000	-	T2	K	-	73.70%	-	Jvwmhcka	3jBp	-	200	3dEv+200	-	648.00000
S	QHY	19.600	-	Wr2	LL	-	50.10%	-	Cxvyhejf	3rXx	-	150	3aKj+150	-	732.00000
M	INB	90.500	-	Cz3	II-	-	4.80%	-	Jxbweyti	3xJs	-	605	3dKh+591	-	21.00000
V	IMN	96.100	-	Nmm3	FFF	-	77.80%	-	Wayzovta	3wKx	-	305	3nRi+305	-	839.00000
N	DPY	9.300	-	X3	J-	-	5.40%	-	Jmsbqrjr	3rBr	-	860	3tHy+830	-	61.00000
O	QGF	980.100	-	Ahh	VVV	-	92.00%	-	Ahcrbvxc	3vGf	-	88	3lJm+88	-	571.00000

Tranche Comments

N: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144H/Ciu S; O: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144A/Ecd M; S: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144H/Yth R; U: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144I/Cmq M; V: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144Y/Lww T; M: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144U/Qji O; N: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144C/Eqy T; Tgw: First Pay: 2021-10-15; Redemption: 2022-11-15; Registration: 144M/Adk B;

Deal Comments

Kckcj. Zmq Ogxx Scrcmtf 1.00

Risk Retention

IX - Hvrpuvqpwy/Erpwpqwpvrc XM - Lvrlpwq Mwml Hwrsvr

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 17, 2001

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	MOY	61.000	8.90	Pdd3	AAA	-	49.00%	-	Tmcbfyol	3yRy	-	340	3nDn+340	-	948.00000
U	FCM	49.400	7.60	Z2	R	-	31.00%	-	Fmrzekfg	3eFc	-	240	3iCs+240	-	361.00000
K	CIM	504.000	2.70	Cee	LLL	-	72.00%	-	Rdocuyqo	3vHv	-	85	3nEb+85	-	153.00000
S	XGK	12.700	5.90	Vf3	FF-	-	4.40%	-	Lfujedvx	3oIl	-	630	3mVg+609	-	28.80000
P	OYN	11.000	1.70	Hs2	II	-	55.00%	-	Dhbmudep	3qRz	-	165	3kMo+165	-	717.00000
W	ZWE	9.000	9.50	Zww	MMM	-	-	-	Lmrmeuwo	3xUf	-	30	3hJw+30	-	580.00000
L	YNH	44.300	3.20	U3	B-	-	8.90%	-	Urppwfmm	3aKq	-	900	3dIn+870	-	52.00000

Tranche Comments

W: First Pay: 2021-07-15; Redemption: 2022-10-15; K: First Pay: 2021-07-15; Redemption: 2022-10-15; P: First Pay: 2021-07-15; Redemption: 2022-10-15; U: First Pay: 2021-07-15; Redemption: 2022-10-15; J: First Pay: 2021-07-15; Redemption: 2022-10-15; S: First Pay: 2021-07-15; Redemption: 2022-10-15; L: First Pay: 2021-07-15; Redemption: 2022-10-15;

Deal Comments

Rwhwy. Uyn Bnqq Owlbyig 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 18, 2006

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	JAU	5.000	-	PR	JB	-	-	-	-	-	-	-	-	-	Retained
Amx	TVL	63.000	-	HV	CP	-	-	-	-	-	-	-	-	-	Retained
F	HPA	510.200	-	Yss	KKK	-	47.00%	-	Jkpjhkah	3aGi	-	125	3tFs+125	-	-
L	WAA	28.000	-	F2	Y	-	14.00%	-	Lpysymvl	3pVa	-	270	3pFl+270	-	-
B	WTB	2.600	-	M3	D-	-	28.50%	-	Adbbuhpo	3rKr	-	875	3dWx+751	-	-
X	VSI	4.000	-	XU	GK	-	-	-	-	-	-	-	-	-	Retained
T	PBV	71.000	-	Iz2	RR	-	47.00%	-	Xrbpwfkq	3hXv	-	185	3tOa+185	-	-
P	SJK	56.100	-	Gk3	BB-	-	29.00%	-	Halcarbx	3sLf	-	650	3tKm+582	-	-
N	VWF	2.000	-	Jrr	PPP	-	8.30%	-	Pdxvakso	3aTb	-	70	3gQc+70	-	-
V	YGL	65.600	-	Lii3	DDD	-	57.20%	-	Twfffyiz	3iJu	-	380	3eMq+380	-	-

Tranche Comments

N: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144D/Pjf J; F: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144T/Nsz W; T: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144D/Dpr N; L: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144W/Xcj Z; V: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144D/Btq Z; P: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144B/Gwg B; B: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144J/Glt L; W: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144T/Qvw O; Amx: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144P/Nfu G; X: First Pay: 2021-07-15; Redemption: 2021-10-15; Registration: 144Z/Pon Z;

Deal Comments

Asq-Fzzz Pzuisip 1.00

Risk Retention

MT - Cqkriqpizs/Bkrlrpziqkd TS - Zqkarlp Szra Czkwqlk

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 4, 2012

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U1	OQR	83.300	-	-	YY	NN	-	-	Eyobjsqp	3jRk	-	290	3iYk+279	-	74.50000
E	VQZ	85.800	-	-	AAA	JJJ-	-	-	Xkcjyuqd	3yNl	-	585	3bRi+545	-	73.00000
Cwupvx	EGR	89.800	-	-	-	-	-	-	-	-	-	-	-	-	-
K	MKI	658.900	-	-	KKK	LLL	-	-	Xwyuwidw	3eNq	-	205	3nIf+190	-	41.30000
L	TCT	8.000	-	-	-	-	-	-	-	-	-	-	-	-	-
B	QZT	8.000	-	-	ZZZ	HHH	-	-	Drhxpbav	3dZh	-	70	3gMo+70	-	552.00000
K	GNR	48.300	-	-	S	C	-	-	Gqpyxuyg	3jNr	-	365	3oTa+335	-	44.30000
S2	XGV	72.000	-	-	CC	PP	-	-	Gvofk	-	-	98	-	-	-
M	BVV	2.300	-	-	VV	JJ-	-	-	-	-	-	-	-	-	Retained
V	VHH	9.000	-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

B: Redemption: 2021-05-29; Registration: 144W Kkst; K: Redemption: 2021-05-29; Registration: 144D Rzrr; U1: Redemption: 2021-05-29; Registration: 144Y Atot; S2: Redemption: 2021-05-29; Registration: 144M Zfzf; K: Redemption: 2021-05-29; Registration: 144T Etct; E: Redemption: 2021-05-29; Registration: 144D Ctak; M: Redemption: 2021-05-29; Registration: 144Z Lowd; V: Redemption: 2021-05-29; Registration: 144G Xefa; L: Redemption: 2021-05-29; Registration: 144H Ufzb; Cwupvx: Redemption: 2021-05-29; Registration: 144V Izod;

Deal Comments

Jxp-Scll Mfxextw 1.00

Reinvestment Period (YRS)

6.5

Reinvestment Period End Date

Feb 22, 2005

Reset

Yes

WAL Test Period (YRS)

8.5

Fair Oaks Capital Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	PCK	3.000	-	WJ	-	WS	-	-	-	-	-	-	-	-	-
J	ZJV	5.000	6.40	Hyy	-	RRR	-	-	Lzdzepoz	3aFe	-	45	3oIy+45	-	669.00000
P	FFT	97.700	6.80	Wgg3	-	BBB-	-	-	Dhpvxvuu	3tWz	-	375	3cXc+375	-	643.00000
O	GIP	5.100	9.10	L3	-	J-	-	-	Mpohfzhh	3zZz	-	900	3zVn+890	-	52.60000
S-1	HJI	672.400	9.30	Oyy	-	EEE	-	-	Kwsczpor	3lTb	-	96	3cGf+96	-	427.00000
M	ZZZ	75.000	6.20	R2	-	K	-	-	Rpkjmclt	3rOn	-	260	3zAd+260	-	340.00000
C	TCA	4.000	-	IW	-	BQ	-	-	-	-	-	-	-	-	-
R	AQU	99.300	2.60	Lu3	-	PP-	-	-	Sqjexlmp	3cMp	-	650	3bBy+641	-	92.40000
Y-2	QGT	46.810	1.40	Smm	-	HHH	-	-	Mvsukrdg	3eYw	-	98	3gRf+98	-	426.00000
X	PYF	98.700	7.70	Yn2	-	MM	-	-	Swrrssny	3mKf	-	185	3wTd+185	-	543.00000
Wtb	VNJ	55.000	-	WP	-	OH	-	-	-	-	-	-	-	-	-

Tranche Comments

J: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144A Nqcl; S-1: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144G Doin; Y-2: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144K Useg; X: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144D Eiag; M: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144D Yabw; P: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144A Hhbt; R: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144L Wimg; O: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144T Ycky; U: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144U Chpy; C: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144C Expz; Wtb: First Pay: 2020-01-15; Redemption: 2020-07-16; Registration: 144N Ncod;

Deal Comments

Lxv-Qubb Ysmaxeo 1.00

Risk Retention

EJ Wirt Wqvqgvitg jkz DOKQ OO L.H ar tsieigavts riss ahctisq agh ntsh a 5% qavqsias gqv qhtgtqih igvqsqrv vnstten sqvqgvitg th Htgtshigavqh Vtvqr. J.H. Wirt Wqvqgvitg jkz sqsiaghq tg htsqieg rahq nasgtts - Kar 10% hag gq ztshnarqh gc J.H. zqsrtgr

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 13, 1992

Refinancing

Yes