Filtration of the blood takes place at
The Malpighian body has the glomerulus and Bowman's capsule. It is where ultrafiltration occurs. The glomerulus increases blood pressure by forming narrow branches of blood vessels that increases surface area for filtration to take place. The pressure is maintained by the efferent arteriole which restricts the flow of blood from the glomerulus to the latter part.
Bowman's capsule forms a cup shaped structure that encloses the glomerulus and performs the first step of blood filtration to later form urine.