Investor Reporting

Paragon Mortgages (No.9) PLC - July 2005

Issuer Paragon Mortgages (No.9) PLC, 51 Homer Road, Solihull, West Midlands, B91 3QJ
Closing Date July 2005
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 Aa Class Ab Class Ac Class Ba Class Bb Class Ca Class Cb
Original Rating (S&P/Moody’s) AAA/Aaa AAA/Aaa AAA/Aaa AA/Aa3 AA/Aa3 A/A2 A/A2
Current Rating (S&P/Moody’s) A-/Aa1 A-/Aa1 A-/Aa1 A-/Aa3 A-/Aa3 BBB+/A3 BBB+/A3
Original Notes £346,000,000 €355,000,000 $60,000,000 £7,000,000 €29,500,000 £3,000,000 €66,000,000
GBP Equivalent £346,000,000 £244,500,000 £33,900,000 £7,000,000 £20,300,000 £3,000,000 £45,300,000
Currency Exchange Rates N/A £1 : €1.45 £1 : $1.77 N/A £1 : €1.45 N/A £1 : €1.46
Note Denominations £50,000 €50,000 $100,000 £50,000 €50,000 £50,000 €50,000
Initial Margins 18bp 18bp 18bp 29bp 29bp 52bp 52bp
Step Up Dates May 2010 May 2010 May 2010 May 2010 May 2010 May 2010 May 2010
Step Up Margins 36bp 36bp 36bp 58bp 58bp 104bp 104bp
Optional Redemption Dates May 2009 May 2009 May 2009 May 2009 May 2009 May 2009 May 2009
Principal Determination Dates Last business day of October, January, April and July
Quarterly Interest Payment Dates 15 November, 15 February, 15 May and 15 August
Joint Lead Managers J P Morgan Securities Ltd, 12thFloor, 125 London Wall, London, EC2Y 5AJ
The Royal Bank of Scotland PLC, 135 Bishopsgate, London, EC2M 3UR
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
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 Clifford Chance LLP, 10 Upper Bank Street, Canary Wharf, London, E14 5JJ
Legal Advisors to the Lead Manager and Trustee Lovells, Atlantic House, Holborn Viaduct, London, EC1A 2FG
Auditors to the Issuer KPMG, One Snowhill, Snowhill Queensway, Birmingham, B4 6GH
Underlying Assets Investment Home Loans
Subordinated Loan Providers Paragon Loan Finance (No.2) PLC and Mortgage Trust Services 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
ABN AMRO Bank, N.V., 250 Bishopsgate, London, EC2M 4AA
Currency SWAP Provider The Royal Bank of Scotland PLC, 135 Bishopsgate, London, EC2M 3UR
Flexible Drawing Facility Provider Barclays Bank PLC, 5 The North Colonnade, Canary Wharf, London, E14 4BB (Facility cancelled on 18th February 2014)