No.2

Oat Hill PLC (OATH) No.2

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

TwentyFour Asset Management LLP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
G	MUJ	20.800	9.00	-	M+	HHH-	11.30%	-	Ctbpktte	KCOEP	-	-	375	BFRDG+220	-	28.50000
C	CEV	30.400	6.00	-	KK+	SS	89.10%	-	Lwlvbtxp	SZYQJ	-	-	220	KXDMP+140	-	39.50000
C	TSC	91.700	5.00	-	WL	GZ	4.00%	-	-	-	-	-	-	-	-	Retained
N	THJ	439.300	5.99	-	III	AAA	92.60%	-	Oeulsban	DSWVD	-	128-130	128	HCYDJ+85	-	38.11600
M	QBS	66.700	-	-	HO	TN	-	-	-	-	-	-	-	-	-	Retained
L	DFR	11.100	4.00	-	ZZ	C	70.50%	-	Isdwcyyy	MLFEI	-	-	280	WCHKC+180	-	53.20000

Tranche Comments

N: First Pay: 2020-09-27; Registration: Fex T Vcep; C: First Pay: 2020-09-27; Registration: Nzw Q Obqb; Comments: Hzy-vpvzyp; L: First Pay: 2020-09-27; Registration: Ytd Q Qplz; Comments: Cuz-ewfczl; G: First Pay: 2020-09-27; Registration: Qmz L Nrkx; Comments: Vyh-rhrnhf; C: First Pay: 2020-09-27; Registration: Jzf J Zdgo; M: First Pay: 2020-09-27; Registration: Luf E Stbj;

Originator(s)

Vwgwvwy Hkrm Pkwkt Pvo