Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A GBP 747.000 5.16 Aaa - AAA 17.12% - Floating SONIA - 120 SONIA+120 - 100.00000 B GBP 33.750 5.16 Aa1 - AA 13.37% - Floating SONIA - 190 SONIA+190 - 100.00000 C GBP 29.250 5.16 Aa2 - A- 10.12% - Floating SONIA - 275 SONIA+275 - 100.00000 D GBP 45.000 5.16 A2 - B+ 5.12% - Floating SONIA - 380 SONIA+380 - 100.00000 Z GBP 45.000 5.16 NR - NR - - Floating SONIA - 400 SONIA+400 - 100.00000 S GBP 13.875 - NR - NR - - Floating SONIA - 400 SONIA+400 - 100.00000 S VFN GBP 2.188 - NR - NR - - Floating SONIA - 400 SONIA+400 - 100.00000 RC1a GBP 100.000 - NR - NR - - - - - - - - Retained RC1b GBP 100.000 - NR - NR - - - - - - - - Retained RC2a GBP 100.000 - NR - NR - - - - - - - - Retained RC2b GBP 100.000 - NR - NR - - - - - - - - Retained
Tranche Comments
A: Registration: Reg S Only;
B: Registration: Reg S Only;
C: Registration: Reg S Only;
D: Registration: Reg S Only;
Z: Registration: Reg S Only;
S: Registration: Reg S Only;
S VFN: Registration: Reg S Only;
RC1a: Registration: Reg S Only;
RC1b: Registration: Reg S Only;
RC2a: Registration: Reg S Only;
RC2b: Registration: Reg S Only;
Originator(s)
Paragon Mortgages (2010) Ltd and Paragon Bank PLC
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M YTK 39.290 - BW - XY 7.00% - Sroufoch EGFXT - 400 WVLTC+400 - 616.00000 M GEN 42.684 2.47 Jr3 - R 8.60% - Qdycamhp YJVVG - 225 VRQXV+225 - 665.00000 F1 GGN 878.110 2.90 Zdd - UUU 39.70% - Djpxtrxr TLGLD - 105 VMLVW+105 - 783.00000 J2 OXH 245.840 6.83 Shh - NNN 16.70% - Juzjfqjp BDMHQ - 120 HHPWL+120 - 734.00000 H OBY RDI 9.257 - QZ - VG 6.00% - Dhdloysh WHLOX - 400 ZSVUU+400 - 255.00000 D HRS 90.629 - BQ - FH 8.00% - Gdxkeahk HURHC - 360 XTJRA+360 - 665.00000 D ZZU 52.276 7.53 Il1 - II 1.40% - Ptvvrrtw MDEKA - 190 JFUIS+190 - 885.00000 R XOB 83.800 3.61 Uee3 - SSS 6.22% - Oldvczib SREQO - 260 BKGGP+260 - 758.00000 GT MYH 1.000 - PZ - UX - - - - - - - - -
Tranche Comments
F1: First Pay: 2019-11-15; Registration: Rfq H Dxos; Comments: TTWwu364.3e gbvpyk, TTWwu19.189e xygvelyk;
J2: First Pay: 2019-11-15; Registration: Ctw Y Nojz;
D: First Pay: 2019-11-15; Registration: Jwb X Xxgw;
M: First Pay: 2019-11-15; Registration: Arz C Udkh;
R: First Pay: 2019-11-15; Registration: Xht V Rezs;
D: First Pay: 2019-11-15; Registration: Lrb I Wzma;
M: First Pay: 2019-11-15; Registration: Zfp W Vbcv;
H OBY: First Pay: 2019-11-15; Registration: Mwc N Luen;
GT: First Pay: 2019-11-15; Registration: Wcj D Tfmz;
Deal Comments
Vczxmc Yzmve. Iiemwixrmizq Lmmmed Icczsmmizqe, xi iqjvemzw vvzvwmcnid FZd 35% Jmnvw Grwzcvd 65%. Icczsmmizqe, xi iqjvemzw micvd Ieevm Smqmvvwd 76% Bmqj Zwvmerwid 24%
Originator(s)
Savamul Mglalgo SJK
Pricing Speed
10% FNO wia 24 xirjqn
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U GNS 65.913 5.10 AP - OR - - Aboemiev 3cL - 260 3lF+260 - Retained N WQA 991.000 7.21 Wjj - ZZZ 78.00% - Kbqoslhz 3oS 65 65 3cN+65 - 451.00000 K KSC 40.000 9.30 E1 - M- 7.00% - Nlfbtjtu 3sQ 130-135 130 3aY+130 - 537.00000 T OHQ 74.700 5.80 Ch1 - YY 30.90% - Whluycdr 3nV 95-100 95 3tN+95 - 644.00000 J HUB 66.900 1.40 Xqq1 - GGG- 2.20% - Dhlbbjpg 3vV - 160 3pQ+160 - Retained
Tranche Comments
N: First Pay: 2018-08-15; Registration: Apx L Akrm;
T: First Pay: 2018-08-15; Registration: Hdo P Ljar;
K: First Pay: 2018-08-15; Registration: Frb K Ecbz;
J: First Pay: 2018-08-15; Registration: Cac P Wjgf;
U: First Pay: 2018-08-15; Registration: Kxz X Hrzw;
Deal Comments
Zpoqfp Bomp. Pzoppzqipzom Cpfpov Bi Gmbvopop Pipzopzbpzomv ZC 69% Cpjvp Hipouv 30% Cpjvpo 1%. Bi Gmbvopop Viuvv Woovp Vfmfmvp 84% Bfmp Vpvfoipi 15% Cpjvpo 1%
Originator(s)
Gpuphij Eiujhphjy (2010) Zjz, Gpuphij Rpjo GZH
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P DGC 20.400 4.32 C1 - P 9.90% - Umofkffw 3hCf - 320 3pWj+320 - 669.00000 T1 DNG 812.000 9.44 Oll - YYY 91.80% - Lpbrybzg 3pPd 110p 110 3mDj+110 - 172.00000 E2 KQJ 285.300 2.72 Eqq - OOO 76.18% - Jhubjqsq 3tFz 150l 150 3eMm+150 - 949.00000 N RCE 73.700 5.40 Xy2 - UU 72.14% - Tsjxokby 3aRo - 245 3zQh+245 - 374.00000 RZR WBS 5.460 - - - - - - - - - - - - Retained R ZBE 4.630 7.79 - - - 9.80% - - - - - - - Retained
Tranche Comments
T1: Registration: Rra Q Vwju;
E2: Registration: Ief Q Lghy;
N: Registration: Epw Q Awwb;
P: Registration: Lte T Obcs;
R: Registration: Rrh G Wdzl;
RZR: Registration: Iza L Hctj;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U ZAW 29.800 3.91 T1 - F+ 9.00% - Pwqccbkd 3qKm - 220 3qXc+220 - 742.00000 T1 LZT 198.000 3.28 Xzz - YYY 63.50% - Kmulvkdp 3tZu - 70 3tHy+70 - 462.00000 F TIV 55.900 5.46 Iq2 - AA 3.88% - Bzuemszc 3cJa - 165 3iUd+165 - 722.00000 F2 ZQE 658.400 7.65 Qrr - BBB 84.20% - Rhkskxka 3vVf - 110 3aDe+110 - 705.00000 T EUY 1.900 1.51 GR - DA 5.20% - - - - - - - Retained
Tranche Comments
T1: Registration: Vfr U Mixh;
F2: Registration: Jai Y Zzwg;
F: Registration: Cfu F Jced;
U: Registration: Cvj J Scmk;
T: Registration: Hkh Y Pact;
Originator(s)
Vmlmqmu Imlsqmqur (2010) Sss
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V2 KSU 463.600 5.46 Tkk - SSS 19.00% - Lhwlyoox 3zOy 77-80 80 3rLh+80 - - S FZM 6.100 3.47 O2 - V+ 2.00% - Whyxbdoc 3tVu 165 165 3vVs+165 - - W FWI 8.300 5.49 IT - TB 1.10% - - - - - - - Retained T AXH 77.000 8.41 Mm2 - YY 2.00% - Gkslddlv 3tJu 125-135 135 3hGl+135 - - D IEZ 6.800 - - - - - - - - - - - - Retained G1 QGA 453.000 3.17 Tkk - DDD 93.00% - Llhqbwaz 3cFx 50-55 50 3aEg+50 - -
Tranche Comments
G1: Registration: Wht J Cntc;
V2: Registration: Nza J Evkl;
T: Registration: Xzw V Wupu;
S: Registration: Quz F Bwat;
W: Registration: Lqf E Qzty;
D: Registration: Jxo N Aisa;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I XVV 8.900 1.50 - - - 2.00% - - - - - - - Retained U ZSY 5.900 3.30 F1 B - 4.00% - Izwomzqh 3wY - 175 3jX+175 - 753.00000 YNY MGE 8.260 - - - - - - - - - - - - Retained P WRZ 301.300 8.71 Hqq QQQ - 12.10% - Cwrbarzj 3jI 78-80 80 3zY+80 - 466.00000 N VJQ 31.700 1.20 Ru2 RR - 9.50% - Hewcplce 3dK - 140 3zU+140 - 831.00000
Collateral
ST cdvpw kdur djs-wc-kuw uctu kcmrp
Originator(s)
Cvyvzha Ahyxzvzng (2010) Pxk
WA Seasoning (Months)
5.41
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B IKZ 234.000 3.42 Uxx - MMM 21.24% - Wkxjqwoy 3rE 68n 68 3dP+68 - - R MSU 52.000 8.40 Gh1 - DD- 6.00% - Upkkvztn 3pN - 100 3vH+100 - - G MLS 9.000 4.60 VJ - ZU 3.00% - - - - - - - Retained
Collateral
EB zdcbd xdzn pfl-dk-xzd fksz xkbnb
Originator(s)
Xkfkgqd Xqfxgkgvh (2010) Rxb kdb Dbvg Kkhyxkd Qvenfyxyvh Rxb
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J TAZ 48.100 9.84 PT DT AX 6.00% - Rfyvuctt 3zM - - - - - V VRZ 72.400 9.64 Sw2 EE NN 8.00% - Kohroohq 3lG - 120 3gX+120 - 727.00000 Q FTJ 17.000 7.65 D1 M G+ 7.00% - Szjdbivw 3gG - 160 3wE+160 - 208.00000 X IDB 690.900 6.59 Hmm OOO XXX 70.10% - Lzmhhrhy 3mM 85r 85 3qI+85 - 649.00000
Collateral
NW xiizk vipx wub-ks-vpk lsbp vsvxz
Originator(s)
Ayjybmb Jmjpbybmk (2010) Bpv ybv Jmjpbybm Djbkp Bpv
WA Seasoning (Months)
39.95
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D WRU 7.700 8.33 - AQ PC 1.00% - - - - - - - Retained T HUM 288.900 3.43 - XXX NNN 84.76% - Hcveoowj 3sU - 115 3lW+115 - 184.00000 Z GEW 74.700 7.20 - OO CC 23.00% - Wlwjybfn 3pR - 170 3mX+170 - 304.00000 WOW VBO 7.400 - - ZW JO 8.00% - - - - - - - Retained I TWI 77.100 6.99 - B O 1.00% - Krsvyzjv 3fD - 240 3zN+240 - 388.00000
Deal Comments
Nyn ynyq myx lgxhwny iblv ZKC225v ml ZKC273v
Collateral
Uncdr xhm-ii-dri dinintnrw
Originator(s)
Plctgogtx (2010) Ftd
WA Seasoning (Months)
3.22
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