No.24

Paragon Mortgages PLC (PARGN) No.24

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Paragon Banking Group PLC

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Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
J1	PFT	423.000	8.23	Tcc	-	KKK	96.80%	-	Zpuyyeuf	3zGl	100-110	110a	110	3sAc+110	-	465.00000
Z	VBZ	57.700	4.35	Af2	-	LL	88.41%	-	Asxanein	3dCr	235-250	-	245	3fEw+245	-	120.00000
V	VIB	48.600	9.39	V1	-	E	3.30%	-	Auwbtcib	3kEp	300-320	-	320	3mRe+320	-	953.00000
ERE	YNR	6.580	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E2	DQK	495.200	8.72	Zrr	-	FFF	83.21%	-	Wwykdxel	3dPe	150o	150k	150	3nJy+150	-	188.00000
M	RQG	1.700	2.28	-	-	-	5.50%	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J1: Registration: Ytw D Jnsw; E2: Registration: Yje L Lhpb; Z: Registration: Cbd V Sslb; V: Registration: Qmh M Irws; M: Registration: Xku C Lzpf; ERE: Registration: Dbd B Gouq;