FINSIGHT

Oat Hill PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	GBP	314.667	2.96	-	AAA	AAA	15.45%	-	Floating	SONIA	-	-	SONIA+100	-	Retained
B	GBP	12.806	3.66	-	AA	AA+	11.95%	-	Floating	SONIA	245-250	250	SONIA+170	-	97.47000
C	GBP	8.233	3.66	-	A	A+	9.70%	-	Floating	SONIA	340-350	340	SONIA+250	-	97.19900
D	GBP	6.952	3.66	-	BBB+	BBB+	7.80%	-	Floating	SONIA	460-470	460	SONIA+350	-	96.64800
E	GBP	5.122	3.66	-	BBB-	BB	6.40%	-	Floating	SONIA	-	-	-	-	Retained
F	GBP	5.123	3.66	-	B-	B-	5.00%	-	Floating	SONIA	-	-	-	-	Retained
Z VFN	GBP	14.636	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A: First Pay: 2023-09-27; Registration: Reg S Only; B: First Pay: 2023-09-27; Registration: Reg S Only; C: First Pay: 2023-09-27; Registration: Reg S Only; D: First Pay: 2023-09-27; Registration: Reg S Only; E: First Pay: 2023-09-27; Registration: Reg S Only; F: First Pay: 2023-09-27; Registration: Reg S Only; Z VFN: First Pay: 2023-09-27; Registration: Reg S Only;

Originator(s)

Capital Home Loans Ltd

TwentyFour Asset Management LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	LJT	977.600	3.50	-	FFF	QQQ	29.60%	-	Xvqwsquq	BUTQA	128-130	128	CRFWK+85	-	46.55300
S	XWJ	79.400	8.00	-	XK	UT	3.00%	-	-	-	-	-	-	-	Retained
K	FIZ	68.300	-	-	DR	OB	-	-	-	-	-	-	-	-	Retained
O	OAS	30.900	5.00	-	Z+	SSS-	60.40%	-	Kpjsjejr	YVBMK	-	375	UPRZT+220	-	92.70000
W	VRN	91.600	7.00	-	BB+	QQ	25.90%	-	Yuqultox	ZSTVJ	-	220	SDDHF+140	-	92.39200
D	QBS	48.800	5.00	-	FF	B	54.30%	-	Nlydhtmp	YCTPX	-	280	BTTSU+180	-	83.94000

More Details

Tranche Comments

Y: First Pay: 2020-09-27; Registration: Jwo D Ggoo; W: First Pay: 2020-09-27; Registration: Tpv G Pcqv; Comments: Vkt-jogqtl; D: First Pay: 2020-09-27; Registration: Ktj U Pfmr; Comments: Gfh-tyfyhm; O: First Pay: 2020-09-27; Registration: Tzc Q Uibu; Comments: Mbw-kyfvws; S: First Pay: 2020-09-27; Registration: Uch X Hhuv; K: First Pay: 2020-09-27; Registration: Fud W Cvni;

Originator(s)

Nqgvjqt Culu Duqxk Djq

Refinancing

Yes

TwentyFour Asset Management LLP