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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
I1
VLD
103.000
8.76
Vii
-
KKK
69.00%
-
Qkrbhtuf
3yWj
50-55
50
3bPm+50
-
-
V2
TDG
196.800
1.76
Arr
-
BBB
92.00%
-
Djcjwwbg
3vXv
77-80
80
3cVn+80
-
-
M
SNE
3.600
9.20
Y2
-
R+
7.00%
-
Xzfwjhnk
3lLg
165
165
3qUe+165
-
-
M
SUM
4.100
-
-
-
-
-
-
-
-
-
-
-
-
Retained
E
XQF
65.000
4.42
Vg2
-
RR
3.00%
-
Bvwjruww
3sCi
125-135
135
3sKq+135
-
-
N
TCL
8.600
2.78
UH
-
WT
8.40%
-
-
-
-
-
-
-
Retained
Tranche Comments
I1: Registration: Bwx E Fabr; V2: Registration: Gfw P Vimt; E: Registration: Ajo I Mikw; M: Registration: Cot S Fcuh; N: Registration: Whp T Cewk; M: Registration: Ywi A Pmbx;
Pricing Speed
5% ETZ
Refinancing
Yes
Commentary
Upgrade Plan
Deal Flow
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