Investor Reporting

Paragon Mortgages (No.21) PLC - November 2014

Issuer Paragon Mortgages (No.21)  PLC, 51 Homer Road, Solihull, West Midlands, B91 3QJ
Closing Date 13 November 2014
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/Moody's) AAA/Aaa AA/Aa2 A/A1 Unrated
Current Rating (S&P/Moody's) AAA/Aaa AA/Aaa A+/Aa2 Unrated
Original Notes £217,900,000 £17,700,000 £8,100,000 £6,300,000
Note Denominations £100,000 £100,000 £100,000 £100,000
Margins 80bp 140bp 175bp 210bp
Call Option Dates December 2018 December 2018 December 2018 December 2018
Principal Determination Dates Last business day of February, May, August, November
Quarterly Interest Payment Dates 15 March, 15 June, 15 September, 15 December
Lead Managers Lloyds 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
Natixis, 30 Avenue Pierre, Mendes-France 75013 Paris
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
Moody's Investors Service Limited, One Canada Square, Canary Wharf, London, E14 5FA
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 Simmons & Simmons LLP, City Point, One Ropemaker Street, London EC2Y 9SS
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
Substitute Administrator Facilitator Intertrust Management Limited, 35 Great St. Helen's, London, EC3A 6AP
Basis Hedge Provider Macquarie Bank Limited, London Branch, Ropemaker Place, 28 Ropemaker Street, London EC2Y 9HD
Lloyds Bank PLC, 10 Gresham Street, London EC2V 7AE