Lower, Mark A (1860) Patronymica Britannica: a dictionary of the family names of the United Kingdom. London: J.R. Smith. Public Domain.
We don't have any stats on how common this name is. This is probably because it's very rare in the UK.
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The Fenning surname in historical dictionaries
Patronymica Britannica (1860)
FENNING. May be local, but I do not find the place. I think it may possiblj' be a Scandinavian personal name, and the genitive form, Fennings, rather confirms this view.