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
C	QTC	57.800	-	-	ON	YF	-	-	-	-	-	-	-	-	Retained
G	KSE	51.700	1.00	-	XX+	OO	68.90%	-	Lkxbolxr	YCURQ	-	220	PLNPF+140	-	12.15400
A	VGE	36.600	2.00	-	RR	Y	82.20%	-	Dvfpyhfx	SJQTB	-	280	DCGIN+180	-	56.28000
D	FQN	90.700	6.00	-	F+	PPP-	47.10%	-	Dulkwfrc	TRQYL	-	375	LWBST+220	-	38.80000
E	KJG	98.900	8.00	-	CE	AY	5.00%	-	-	-	-	-	-	-	Retained
A	GLG	941.800	7.88	-	VVV	III	10.50%	-	Pzqytvdk	KDFXR	128-130	128	DTRGB+85	-	99.12800

More Details

Tranche Comments

A: First Pay: 2020-09-27; Registration: Dfv C Pbck; G: First Pay: 2020-09-27; Registration: Zkp L Uihk; Comments: Inr-fnwqra; A: First Pay: 2020-09-27; Registration: Yhw T Wzmx; Comments: Ugo-pifnoh; D: First Pay: 2020-09-27; Registration: Toq W Loxh; Comments: Xrg-ksbzgc; E: First Pay: 2020-09-27; Registration: Hou Y Ipmn; C: First Pay: 2020-09-27; Registration: Dpm U Bglk;

Originator(s)

Pcpzacy Wybf Nychc Naq

Reset

Yes

TwentyFour Asset Management LLP