Investor Reporting

Paragon Mortgages (No.18) PLC - September 2013

Issuer Paragon Mortgages (No.18)  PLC, 51 Homer Road, Solihull, West Midlands, B91 3QJ
Closing Date 20 September 2013
Originator Paragon Mortgages (2010) Limited, 51 Homer Road, Solihull, West Midlands, B91 3QJ
Notes Issued Class A Notes Class B Notes Class C Notes Class D Notes
Original Rating (S&P/Fitch) AAA/AAA AA/AA A/A Unrated
Current Rating (S&P/Fitch) AAA/AAA AAA/AAA AA+/A Unrated
Original Notes £238,100,000 £15,700,000 £13,700,000 £5,500,000
Note Denominations £100,000 £100,000 £100,000 £100,000
Margins 115bp 170bp 240bp 275bp
Call Option Dates December 2016 December 2016 December 2016 December 2016
Principal Determination Dates Last business day of November, February, May, August
Quarterly Interest Payment Dates 15 December, 15 March, 15 June, 15 September
Lead Managers Lloyds TSB Bank PLC, 25 Gresham Street, London, EC2V 7HN
Macquarie Bank Limited, London Branch, Ropemaker Place, 28 Ropemaker Street, London EC2Y 9HD
Morgan Stanley & Co. International PLC, 25 Cabot Square, Canary Wharf, London E14 4QA
Administrator Paragon Mortgages (2010) Limited, 51 Homer Road, Solihull, West Midlands, B91 3QJ
Trustee Citicorp Trustee Company Limited, Citigroup Centre, Canada Square, Canary Wharf, London, E14 5LB
Rating Agencies Standard & Poor's, 20 Canada Square, Canary Wharf, London E14 5LH
Fitch Ratings Limited, 30 North Colonnade, London, E14 5GN
Principal Paying / Reference Agent Citibank, N.A., London Branch, Citigroup Centre, 21st Floor, Canada Square, Canary Wharf, London, E14 5LB
Legal Advisors to the Issuer/Administrator Clifford Chance LLP, 10 Upper Bank Street, Canary Wharf, London, E14 5JJ
Legal Advisors to the Lead Managers Berwin Leighton Paisner LLP, Adelaide House, London Bridge, London, EC4R 9HA
Legal Advisors to the Trustee Simmons & Simmons LLP, City Point, One Ropemaker Street, London EC2Y 9SS
Auditors to the Issuer KPMG, One Snowhill, Snowhill Queensway, Birmingham, B4 6GH
Underlying Assets Investment Home Loans
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
Basis Hedge Provider Macquarie Bank Limited, London Branch, Ropemaker Place, 28 Ropemaker Street, London EC2Y 9HD
Lloyds TSB Bank PLC, 10 Gresham Street, London EC2V 7AE