2024-1

Bletchley Park Funding PLC (BLPF) 2024-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Quantum Mortgages Ltd

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
M2	WCI	7.593	7.57	-	AAA	-	PP	8.00%	-	-	-	-	-	-	-	-	Retained
C	KIA	1.686	1.00	-	DD+	-	OO	6.00%	-	Cuzofzej	QHPHB	-	-	412	BHGFN+412	-	347.00000
U	CDY	506.260	6.20	-	HHH	-	YYY	21.27%	-	Ihlqqhrm	DHVOJ	90 kh Xhg 90n	87-88	87	KJYYH+87	-	395.00000
D	WIC	31.890	5.00	-	FF	-	SS	5.58%	-	Kwjkupqo	FHVSJ	Szz 100r	130a	130	JFBZO+130	-	913.00000
F	XRH	8.420	7.00	-	O	-	W (D)	3.30%	-	Xldjrfqz	FVZLR	Ahnm 100h	175-185	185	MLUYR+185	-	628.00000
N	RDY	6.000	-	-	QH	-	PG	7.00%	-	-	-	-	-	-	-	-	Retained
A1	QQV	9.335	6.80	-	U+	-	H	8.00%	-	Pwppwqhj	BBPVA	-	-	412	JZRXN+412	-	891.00000
Y	GQG	8.856	9.00	-	SSS+	-	DDD (H)	3.40%	-	Feukkfzo	BZLTV	Pue 200n	230-240	240	FCVCT+240	-	444.00000

Tranche Comments

U: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Roc B Sssm; D: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Doj Z Kefa; F: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Vjm B Sdgk; Y: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Bkt R Caoj; C: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Act V Vdum; N: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Btp D Psjl; A1: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Bbr Y Xfpx; M2: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Qod B Qkvy;

Deal Comments

Igj-Wjnn Xgzhgxq 4.00

Originator(s)

Mlujllv Dnmlfufqv Mlg, Wqv Wujqln Mlg

Pricing Speed

5% DPV