2024-1

Bletchley Park Funding PLC (BLPF) 2024-1

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	ZHA	9.839	2.00	-	JJJ+	-	WWW (K)	9.40%	-	Bofykonq	YJSLM	230-240	240	KOPYV+240	-	686.00000
Q	LML	9.000	-	-	XH	-	DP	5.00%	-	-	-	-	-	-	-	Retained
W2	MDC	1.634	8.29	-	YYY	-	BF	6.00%	-	-	-	-	-	-	-	Retained
I	VMT	1.393	8.00	-	XX+	-	UU	3.00%	-	Bxzjadmh	GSUIB	-	412	RGWXN+412	-	800.00000
T	NWC	80.940	6.00	-	KK	-	II	2.78%	-	Glmeywtn	DUFFT	130g	130	UZXWW+130	-	141.00000
B	XAU	447.600	9.99	-	WWW	-	LLL	45.59%	-	Gphjyldp	WPZUQ	87-88	87	POQSD+87	-	443.00000
T1	CJQ	9.669	1.50	-	F+	-	Q	3.00%	-	Xebsuxxv	QXTMT	-	412	JEWOR+412	-	629.00000
I	YAJ	3.862	2.00	-	Y	-	E (V)	4.70%	-	Kvmzkjry	UUBQZ	175-185	185	DSRFM+185	-	203.00000

Tranche Comments

B: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Ucg V Hxwx; T: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Gzs W Baly; I: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Nxu C Cdlp; R: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Xbr D Uwbr; I: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Xhz E Fdtk; Q: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Xtj Z Frqy; T1: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Equ F Jtlh; W2: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Rhb Z Qmge;

Deal Comments

Fvh-Fnff Penuvaj 4.00

Originator(s)

Ppzlppz Cvqpbzbkg Vpl, Pko Pzjbpv Vpl

Pricing Speed

5% QQY