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RMBS
UK RMBS
Parent Companies
Paragon Banking Group PLC
Paragon Mortgages PLC
No.22
Paragon Mortgages PLC (PARGN) No.22
ABS
RMBS
PRCD
PARGN No.22
Paragon Banking Group PLC
LLY
,
MAQ
,
MOS
,
NAT
EMEA
Mar 17, 2015
Class
CCY
SZE(M)
WAL
MO
SP
FI
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
S2
GLU
172.400
2.68
Izz
-
BBB
91.00%
-
Bdmrcuqg
3cUy
77-80
80
3jBc+80
-
-
X1
KBX
198.000
8.72
Uvv
-
NNN
19.00%
-
Pdwdyxyp
3qZy
50-55
50
3mTq+50
-
-
M
GWI
7.500
6.37
B2
-
G+
9.00%
-
Djqkpqtk
3eSd
165
165
3wXx+165
-
-
M
OZA
66.000
9.27
Rm2
-
WW
7.00%
-
Kujwydod
3gSe
125-135
135
3fXz+135
-
-
H
DXI
6.500
5.70
EX
-
NV
8.80%
-
-
-
-
-
-
-
Retained
Y
FFF
6.200
-
-
-
-
-
-
-
-
-
-
-
-
Retained
Tranche Comments
X1: Registration: Wnx F Kunr; S2: Registration: Fhp Z Dreh; M: Registration: Mcd U Jphu; M: Registration: Vpd A Uavr; H: Registration: Xxk M Jark; Y: Registration: Kax D Falb;
Pricing Speed
5% INZ
Commentary
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