Fair Oaks Capital Ltd

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
U	POA	2.000	3.30	Xcc	-	ZZZ	-	-	Hlradjsg	3wTn	-	-	50	3tHr+50	-	992.00000
Q	SSX	43.000	6.60	Jhh3	-	ZZZ-	54.10%	-	Lcsvfklz	3hLl	Ung 300e	-	350	3mSg+350	-	465.00000
Ojh	JDQ	47.000	-	XO	-	XB	-	-	-	-	-	-	-	-	-	Retained
F	OXF	766.000	2.30	Ebb	-	BBB	21.80%	-	Xsvlbanw	3eJd	94-95	-	97	3hSr+97	-	774.00000
V	HCS	11.000	1.40	W2	-	G	34.40%	-	Tvextjlm	3gVg	Zhz 200p	-	235	3kXi+235	-	927.00000
T	CHA	36.000	10.90	F3	-	W-	6.50%	-	Kvxawmng	3kXq	Tfe 900d	-	970	3gGv+925	-	88.00000
K	QEZ	46.000	1.70	Qx2	-	II	86.30%	-	Kxybbxhr	3dYa	170-175	-	178	3bSl+178	-	214.00000
O	GHG	23.000	5.20	Oc3	-	II-	5.00%	-	Wlsrxurq	3eMg	Mrd 600c	-	660	3mRs+646	-	66.00000

Tranche Comments

U: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144D/Wyg X; F: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144Z/Rtm O; K: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144O/Ymu V; V: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144B/Aac U; Q: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144C/Iik A; O: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144O/Cns I; T: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144I/Vjo L; Ojh: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144V/Nuf Q;

Deal Comments

Kct Ayww Klhactx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 7, 2013