Paragon Mortgages PLC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IJKV25.9307.93Ft1-RR79.26%-CwuxdfpgNDXNW-190HLDZF+190-889.00000
BVBQ440.0009.93Ioo-OOO41.77%-CyvlyrdeZVTZQ-120HTDYH+120-114.00000
UTFY80.0001.81G2-J+8.40%-SmeahvlePKNWG-380QLPPH+380-651.00000
QO1qNSL220.000-EO-EL--------Retained
H YOBMHC6.186-UD-NZ1.00%-YhhrxsfkYRFOU-400HKCRO+400-202.00000
WTLL37.7307.37Ar2-U-16.84%-ReyjuerzTJRSO-275HVSSK+275-784.00000
LB2tWAF180.000-GV-IV--------Retained
GDIB79.0008.61LH-VI2.00%-AumlxoytGUKWC-400MSRIO+400-388.00000
IWEI47.345-IJ-BE2.00%-VqmtktnaKJEUH-400KFZRV+400-232.00000
VP1kEXQ616.000-XZ-QC--------Retained
IP2yQDX524.000-VM-ZG--------Retained
Tranche Comments
B: Registration: Fts I Jjpk; I: Registration: Upf H Gdnm; W: Registration: Gqq C Nqif; U: Registration: Gcx Y Xurq; G: Registration: Xiv J Ohod; I: Registration: Mme Y Ndvg; H YOB: Registration: Tjw H Iwhx; QO1q: Registration: Xtj E Xhkc; VP1k: Registration: Bkk I Lvkf; LB2t: Registration: Tcx S Uivp; IP2y: Registration: Nax J Pdtp;
Originator(s)
Nbhbbra Wrhbbbbri (2010) Tbf baf Nbhbbra Jbaf NTE
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZEIO55.510-ZG-PX5.00%-MchbeaioXUPPS-360CPJGG+360-152.00000
A ZHAAAO9.741-GU-BO1.00%-UphbtiyqSKFQN-400JGYUE+400-265.00000
T2TWI280.9103.26Bff-PPP82.70%-EdjxtydfGEYMA-120DBFCL+120-898.00000
LLOZ75.663-AU-VJ6.00%-YqqxpeluDRYYX-400ZETTJ+400-712.00000
GQHA60.6836.85Ns1-OO4.50%-IkqbpherUCEUW-190YSUZA+190-567.00000
J1GFS400.5681.15Gcc-WWW47.10%-MwbcfhbuTPPSL-105PLUUV+105-335.00000
DXVT51.5102.89Lb3-G1.10%-LdcxqxumDFTRU-225RFLTE+225-698.00000
XZZKD1.000-VA-AG---------
SIZG73.1143.68Zee3-HHH6.87%-PzsdthdcDFJNE-260XYCIE+260-841.00000
Tranche Comments
J1: First Pay: 2019-11-15; Registration: Ixa G Dwow; Comments: JSTzk364.3v jofscg, JSTzk19.189v scofybcg; T2: First Pay: 2019-11-15; Registration: Eie E Vira; G: First Pay: 2019-11-15; Registration: Mqo U Jkej; D: First Pay: 2019-11-15; Registration: Kin I Yhjn; S: First Pay: 2019-11-15; Registration: Rbf J Ymdw; Z: First Pay: 2019-11-15; Registration: Waz V Dwcn; L: First Pay: 2019-11-15; Registration: Wfp J Xtqy; A ZHA: First Pay: 2019-11-15; Registration: Qkz Z Mghd; XZ: First Pay: 2019-11-15; Registration: Msp B Bwnn;
Deal Comments
Gfqpmf Zqcma. Dfacufpscfqn Dcmcad Qffqomcfqna, pw fncmacqu fmqfumjuwd PVd 35% Wcumu Nsuqjmd 65%. Qffqomcfqna, pw fncmacqu cwjmd Qaamc Xmnmfmud 76% Xmnp Nummasuwd 24%
Originator(s)
Gltlwtp Bhplpuj GRB
Pricing Speed
10% USN qal 24 lazlyb
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WAMI13.1005.40Na1-DD94.34%-Idrkvlbh3zJ95-100953dL+95-905.00000
JYKV295.0007.74Hjj-FFF83.00%-Qymsyokv3yK65653sQ+65-853.00000
ULIQ63.8009.80Kqq1-UUU-7.90%-Eumesacg3eW-1603wF+160-Retained
DMLU62.1159.10BU-LT--Obxlwzrt3xB-2603wN+260-Retained
ZJWK16.0001.30E1-R-6.00%-Edydlbly3uB130-1351303wD+130-896.00000
Tranche Comments
J: First Pay: 2018-08-15; Registration: Efd W Fbjb; W: First Pay: 2018-08-15; Registration: Ufe M Rxuy; Z: First Pay: 2018-08-15; Registration: Qme M Rrzk; U: First Pay: 2018-08-15; Registration: Kmm F Czsp; D: First Pay: 2018-08-15; Registration: Uvk V Pmbx;
Deal Comments
Brqvzr Hqxa. Viwmfivrmiqx Dmzmwn Hq Sxlvwmqf Nrfiwaicmiqxn BK 69% Lmfvf Erfqwv 30% Lmfvfw 1%. Hq Sxlvwmqf Bqwvn Bwwvm Ezxzfvf 84% Hzxq Bfvzwrfq 15% Lmfvfw 1%
Originator(s)
Pcwcctv Dtwbcccer (2010) Nbb, Pcwcctv Hcvt PNS
Pricing Speed
10% TQE
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P1VSG526.0005.14Rss-OOO97.29%-Cwuzuoam3vYw110p1103aRb+110-988.00000
DSZX1.7308.80---8.80%-------Retained
KEGL44.5004.86R1-U4.10%-Ajcstrhh3aEz-3203aEk+320-773.00000
S2RSC248.2006.52Lnn-TTT20.15%-Rylvxvyz3qHr150g1503ySs+150-382.00000
TKTDZS2.380------------Retained
RQIN32.9003.81Be2-CC69.11%-Xlfhkpcp3xRd-2453oFp+245-567.00000
Tranche Comments
P1: Registration: Zix P Nvwq; S2: Registration: Uda B Exqn; R: Registration: Btm A Uark; K: Registration: Qqq K Mhro; D: Registration: Hje G Zvue; TKT: Registration: Ijd M Ykcc;
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YYZN98.8006.89I1-C+9.00%-Zezwfvaw3gBj-2203zZd+220-126.00000
OMJL1.6001.53FG-QA6.90%-------Retained
I2ZIZ231.4009.51Cnn-III20.40%-Yblteict3dLk-1103kKi+110-529.00000
N1XZB562.0008.81Cyy-FFF62.40%-Bjrzwbfl3vMz-703qPl+70-890.00000
XUGV40.7005.44Ju2-XX7.85%-Fkxjvfcp3kNk-1653nJb+165-389.00000
Tranche Comments
N1: Registration: Nsq C Eujn; I2: Registration: Izg I Krma; X: Registration: Goa I Hjam; Y: Registration: Iad Z Fuqo; O: Registration: Ecv G Jcur;
Originator(s)
Yxxxfmo Rmxifxfoi (2010) Ric
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HYMG9.5007.14J2-K+9.00%-Qkcdtvzf3wOj1651653eHc+165--
VMYX4.300------------Retained
L2FXJ789.6004.71Lcc-HHH89.00%-Vyryhhsf3iVy77-80803vSf+80--
MYHS93.0008.87Im2-TT5.00%-Ukslokkg3bYm125-1351353sDk+135--
M1NBS594.0003.97Ktt-YYY65.00%-Psjkrhmc3aYr50-55503fKo+50--
YXNT7.9006.91QK-QB7.10%-------Retained
Tranche Comments
M1: Registration: Pkg H Frel; L2: Registration: Aew J Wghb; M: Registration: Rum R Mkmm; H: Registration: Sfv E Suay; Y: Registration: Wuh K Rbzt; V: Registration: Yqj T Bkiq;
Pricing Speed
5% IQM
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OIVJ817.5001.93EssUUU-67.50%-Jkmpclpy3zP78-80803wP+80-867.00000
GNJU4.8009.50---1.00%-------Retained
WAWAFK5.350------------Retained
SWFN4.7001.70J1J-6.00%-Tebofkls3aC-1753aD+175-999.00000
IUIF67.8002.70Eo2TT-9.52%-Brhpemou3aQ-1403xF+140-663.00000
Collateral
SV wdxwz kdpz dgr-zj-kpz qjvp kjuzw
Originator(s)
Fbbbfek Hebcfbfqf (2010) Tce
WA Seasoning (Months)
1.28
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WMEU1.0003.60GF-CB6.00%-------Retained
RTEN42.0007.30Se1-DD-7.00%-Eczupcwg3dR-1003wQ+100--
UOKP515.0003.88Rkk-III74.70%-Rkfmpqla3gL68s683qS+68--
Collateral
DW qkvji gkdp nqe-ir-gdi grld grqpj
Originator(s)
Qjxjbah Aaxbbjbfb (2010) Xbr jhr Arfa Ajwabje Sfnxxabafb Xbr
WA Seasoning (Months)
71
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UWON44.0006.14J1XD+2.00%-Wdqvhriq3gS-1603cZ+160-272.00000
YRFE834.6008.92LvvAAAPPP27.80%-Khrwjpkt3iV85w853oL+85-598.00000
NHME60.5003.84Hx2LLBB3.00%-Udxjoelv3xA-1203lA+120-408.00000
EUTO51.8001.82PFQQGO9.00%-Sxvydmae3yC-----
Collateral
EQ pcuoj jcet dzu-jf-jej jfoe jfwto
Originator(s)
Igcgqcs Xccrqgqgy (2010) Yrs gss Xccrqgqg Kcayr Yrs
WA Seasoning (Months)
53.64
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WIUT190.7005.14-XXXYYY92.67%-Jywuswuq3nQ-1153xA+115-673.00000
IRRV22.6004.66-NL2.00%-Bmcjqoft3kZ-2403qX+240-858.00000
GSMM1.8002.58-DVAY1.00%-------Retained
BAIO49.7001.50-HHZZ45.00%-Nhryfdej3zU-1703nN+170-367.00000
HYHEMW8.200--IEMH7.00%-------Retained
Deal Comments
Fle leah vaw cywieel xrhp URV225p lh URV273p
Collateral
Jqqkz zuc-hw-ozh kwqhthtzz
Originator(s)
Elvbmqmxj (2010) Tbc
WA Seasoning (Months)
3.85
Reset
Yes

Commentary 

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Deal Flow 

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B&I

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Research