Bletchley Park Funding PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	LZU	8.237	8.00	-	JJ+	-	CC	7.00%	-	Hrfkcson	PSZSV	-	412	JEGEN+412	-	945.00000
U2	FAW	8.891	4.82	-	BBB	-	VW	8.00%	-	-	-	-	-	-	-	Retained
X	UGD	711.740	6.72	-	KKK	-	JJJ	97.35%	-	Rseuxwut	VQWFM	87-88	87	XTUKJ+87	-	207.00000
C	ZSV	22.400	3.00	-	HH	-	HH	2.88%	-	Purjbpbk	WSCBO	130b	130	GBKTE+130	-	638.00000
X	UVH	5.000	-	-	MB	-	SR	4.00%	-	-	-	-	-	-	-	Retained
G	KMF	9.166	1.00	-	R	-	X (R)	3.80%	-	Hulsaiai	QMHMU	175-185	185	KXQMD+185	-	486.00000
O	KSF	9.927	6.00	-	SSS+	-	SSS (Y)	6.60%	-	Ekrfyqwf	DDJGY	230-240	240	EDDSQ+240	-	816.00000
D1	LKN	6.608	4.80	-	C+	-	W	8.00%	-	Glvyhtqa	WVLIP	-	412	GVUQG+412	-	650.00000

Tranche Comments

X: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Hhx Q Yney; C: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Rwp P Sbvq; G: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Zap E Mfqo; O: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Fkp U Rbgi; E: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Biz L Jsjs; X: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Emw S Vdky; D1: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Rro T Bnxm; U2: First Pay: 2024-08-27; Redemption: 2028-07-27; Registration: Hse A Yrcr;

Deal Comments

Ltw-Vhww Qyzitgp 4.00

Originator(s)

Kuzfjul Sjrjjzjnp Sja, Jnc Jzqpjj Sja

Pricing Speed

5% WKU