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

More Details

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
J	IFR	857.700	3.19	-	RRR	DDD	75.30%	-	Ilkxcdnh	EUQZL	128-130	128	TCRVJ+85	-	52.37300
P	URL	59.200	2.00	-	M+	RRR-	60.30%	-	Pwwzaiph	HTPZL	-	375	HVDKT+220	-	83.90000
S	YMI	26.500	4.00	-	MM	K	55.70%	-	Umqwrouy	TKHOV	-	280	KFWLU+180	-	31.52000
P	SRH	42.200	-	-	FB	BZ	-	-	-	-	-	-	-	-	Retained
T	IWV	36.600	5.00	-	SQ	UD	5.00%	-	-	-	-	-	-	-	Retained
O	ZOK	60.600	4.00	-	WW+	VV	67.70%	-	Vkufycii	XONWY	-	220	JQTUR+140	-	29.27100

More Details

Tranche Comments

J: First Pay: 2020-09-27; Registration: Mjx V Kdso; O: First Pay: 2020-09-27; Registration: Tbe V Ejqh; Comments: Hyw-wkgvwv; S: First Pay: 2020-09-27; Registration: Njw T Dqnw; Comments: Hth-xhuphy; P: First Pay: 2020-09-27; Registration: Ltc L Denz; Comments: Ljf-kgfofj; T: First Pay: 2020-09-27; Registration: Qia X Yqwf; P: First Pay: 2020-09-27; Registration: Pzd D Bgvv;

Originator(s)

Gvzjjva Ncjk Hcvwj Hjo

TwentyFour Asset Management LLP