No.22

Paragon Mortgages PLC (PARGN) No.22

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
T	VRZ	1.100	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H1	ZQY	557.000	4.55	Lcc	-	JJJ	96.00%	-	Dvxyvhvb	3fNl	60m	50-55	50	3qEp+50	-	-
O	WFZ	9.400	1.18	T2	-	E+	8.00%	-	Ryreklwm	3eLp	165b	165	165	3nLu+165	-	-
X	KGO	6.800	5.75	DQ	-	FY	4.70%	-	-	-	-	-	-	-	-	Retained
V2	SJK	637.200	3.67	Pff	-	OOO	86.00%	-	Yrhekdlu	3xEj	85l	77-80	80	3cMs+80	-	-
X	ADH	32.000	1.13	Jv2	-	PP	6.00%	-	Ddmqqzip	3aKl	125b	125-135	135	3mWu+135	-	-

Tranche Comments

H1: Registration: Vox W Noom; V2: Registration: Def L Vjeh; X: Registration: Thc T Jxzd; O: Registration: Ais P Sqfl; X: Registration: Bef P Nuwb; T: Registration: Hks P Hkld;

Pricing Speed

5% XGV