Investor Reporting

Paragon Mortgages (No.8) PLC - October 2004

Issuer Paragon Mortgages (No.8) PLC, 51 Homer Road, Solihull, West Midlands, B91 3QJ
Closing Date October 2004
Originators Paragon Mortgages Limited, 51 Homer Road, Solihull, West Midlands, B91 3QJ
Mortgage Trust Limited, 51 Homer Road, Solihull, West Midlands, B91 3QJ
Notes Issued Class A1a Class A1b Class A2a Class A2b Class B1a Class B1b
Original Rating (S&P/Moody’s/Fitch) AAA/Aaa/AAA AAA/Aaa/AAA AAA/Aaa/AAA AAA/Aaa/AAA A/A2/A A/A2/A
Current Rating (S&P/Moody’s/Fitch) AAA/Aaa/AAA AAA/Aaa/AAA AA/Aaa/AAA AA/Aaa/AAA A-/A2/A A-/A2/A
Original Notes £50,000,000 €330,000,000 £305,000,000 €453,000,000 £65,000,000 €50,000,000
GBP Equivalent £50,000,000 £230,000,000 £305,000,000 £315,000,000 £65,000,000 £35,000,000
Currency Exchange Rates N/A £1 : €1.43 N/A £1 : €1.44 N/A £1 : €1.43
Note Denominations £50,000 €50,000 £50,000 €50,000 £50,000 €50,000
Initial Margins 11bp 11bp 19bp 18bp 65bp 60bp
Step Up Dates October 2010 October 2010 October 2010 October 2010 October 2010 October 2010
Step Up Margins 22bp 22bp 38bp 36bp 130bp 120bp
Optional Redemption Dates October 2008 October 2008 October 2008 October 2008 October 2008 October 2008
Principal Determination Dates Last business day of March, June, September and December
Quarterly Interest Payment Dates 15 April, 15 July, 15 October and 15 January
Joint Lead Managers Deutsche Bank AG, London, Winchester House, 1 Great Winchester Street, London, EC2N 2DB
J P Morgan Securities Ltd, 12thFloor, 125 London Wall, London, EC2Y 5AJ
Administrators Paragon Finance PLC, 51 Homer Road, Solihull, West Midlands, B91 3QJ
Mortgage Trust Services plc, 51 Homer Road, Solihull, West Midlands, B91 3QJ
Trustee Citicorp Trustee Company Limited, Citigroup Centre, 6thFloor, Canada Square, Canary Wharf, London, E14 5LB
Rating Agencies Moody’s Investors Service Limited, One Canada Square, Canary Wharf, London, E14 5FA
Standard & Poors, 20 Canada Square, Canary Wharf, London, E14 5LH
Fitch Ratings Limited, 30 North Colonnade, London, E14 5GN
Principal Paying / Reference Agent/Exchange Rate Agent Citibank, N.A. Citigroup Centre, 21stFloor, Canada Square, Canary Wharf, London, E14 5LB
Legal Advisors to the Issuer/Administrators Sidley Austin Brown & Wood, Woolgate Exchange, 25 Basinghall Street, London, EC2V 5HA
Legal Advisors to the Lead Manager and Trustee Herbert Smith, Exchange House, Primrose Street, London, EC2A 2HS
Auditors to the Issuer KPMG, One Snowhill, Snowhill Queensway, Birmingham, B4 6GH
Underlying Assets Investment Home Loans and owner occupied first charged residential mortgages
Subordinated Loan Provider Paragon Finance PLC, 51 Homer Road, Solihull, West Midlands, B91 3QJ
Substitute Administrator Homeloan Management Limited, The Pavilions, Bridgwater Road, Bristol, BS13 8AE
Substitute Administrator Facilitator Intertrust Management Limited, 35 Great St. Helen’s, London, EC3A 6AP
SWAP Counterparty JP Morgan Chase Bank, 12thFloor, 125 London Wall, London, EC2Y 5AJ
Currency SWAP Provider HSBC Bank plc, 8 Canada Square, Level 3, London, E14 5HQ
Flexible Drawing Facility Provider Barclays Bank PLC, 5 The North Colonnade, Canary Wharf, London, E14 4BB (Facility cancelled on 15th April 2014)