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
W	DSO	65.930	5.00	-	VV	-	VV	3.73%	-	Kamjafxn	UPSXC	130d	130	MEFQE+130	-	973.00000
C	IYE	262.450	7.60	-	CCC	-	JJJ	14.19%	-	Nzwxhkqw	QCTDJ	87-88	87	BMUZV+87	-	874.00000
Z	HVC	4.000	-	-	SS	-	GH	2.00%	-	-	-	-	-	-	-	Retained
Y1	VMO	2.242	8.40	-	X+	-	S	9.00%	-	Umzvyrke	ZLOSV	-	412	VEERB+412	-	561.00000
O	AEQ	4.552	9.00	-	ZZZ+	-	HHH (L)	4.20%	-	Tsdlcezn	WPOQN	230-240	240	SVTVH+240	-	262.00000
U2	VRQ	3.319	2.86	-	MMM	-	JV	6.00%	-	-	-	-	-	-	-	Retained
A	OZG	2.809	7.00	-	II+	-	SS	4.00%	-	Ghweakhb	RZWOQ	-	412	VLXIS+412	-	311.00000
M	ILW	6.957	3.00	-	M	-	P (A)	5.10%	-	Pexalcvl	LRSMN	175-185	185	BSYRG+185	-	653.00000

Tranche Comments

C: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Tkj H Jvnk; W: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Grg K Ujxh; M: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Wsu H Oekz; O: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Bwu P Ddhs; A: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Uev F Sxrk; Z: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Jvg U Jbkg; Y1: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Auc X Scga; U2: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Bqn M Vsno;

Deal Comments

Uqw-Uxbb Tznnqva 4.00

Originator(s)

Rwvcjwa Qnqjxvxlo Ijs, Slc Svdpjn Ijs

Pricing Speed

5% QKC