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Paragon Mortgages (No.13) PLC - October 2016

Issuer Paragon Mortgages (No.13) PLC, 51 Homer Road, Solihull, West Midlands, B91 3QJ
Closing Date 26 October 2006
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 A1 Class A2a Class A2b Class A2c Class B1a Class B1b Class C1a Class C1b
Original Rating (S&P/Moody’s/Fitch) A-1+/P-1/F1+ AAA/Aaa/AAA AAA/Aaa/AAA AAA/Aaa/AAA AA/Aa2/AA AA/Aa2/AA A/A2/A A/A2/A
Current Rating (S&P/Moody’s/Fitch) AA/Aaa/AAA AA/Aaa/AAA AA/Aaa/AAA AA/Aaa/AAA AA/Aa2/AAA AA/Aa2/AAA A+/A2/A+ A+/A2/A+
Original Notes $1,500,000,000 £125,000,000 €315,000,000 $350,000,000 £56,000,000 €84,000,000 £13,000,000 €81,000,000
GBP Equivalent £797,872,340 £125,000,000 £211,409,396 £186,170,213 £56,000,000 £56,375,839 £13,000,000 £54,362,416
Currency Exchange Rates £1 : $1.88 N/A £1 : €1.49 £1 : $1.88 N/A £1 : €1.49 N/A £1 : €1.49
Note Denominations $100,000 £50,000 €50,000 $100,000 £50,000 €50,000 £50,000 €50,000
Initial Margins -1bp 12bp 12bp 9bp 20bp 19bp 40bp 39bp
Current Margin 24bp 24bp 24bp 18bp 40bp 38bp 80bp 78bp
Step Up Dates July 2012 October 2011 October 2011 October 2011 October 2011 October 2011 October 2011 October 2011
Step Up Margins 24bp 24bp 24bp 18bp 40bp 38bp 80bp 78bp
Optional Redemption Dates October 2010 October 2010 October 2010 October 2010 October 2010 October 2010 October 2010 October 2010
Principal Determination Dates Last business day of December, March, June and September
Quarterly Interest Payment Dates 15 January, 15 April, 15 July and 15 October
A1 Monthly Interest Payment Date 15thof each month, commencing 15 November 2006
Class A1 Mandatory Transfer Date The Interest Payment Date falling on 15 July 2007 and annually thereafter
Joint Lead Managers Barclays Bank PLC, 5 The North Colonnade, London, E14 4BB
The Royal Bank of Scotland PLC, 135 Bishopsgate, London, EC2M 3UR ABN
AMRO Bank, N.V., London Branch, 250 Bishopsgate, London, EC2Y 4AA
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 & 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. Citigroup Centre, 21stFloor, Canada Square, Canary Wharf, London, E14 5LB
U.S.Paying Agent Citibank, N.A. 388 Greenwich Street, 14thFloor, New York, N.Y. 10043, U.S.A.
Tender Agent Citibank, N.A. Citigroup Centre, 21stFloor, Canada Square, Canary Wharf, London, E14 5LB
Class A1 Remarketing Agent ABN AMRO Bank, N.V., London Branch, 250 Bishopsgate, London, EC2Y 4AA
Class A1 Conditional Note Purchaser ABN AMRO Bank, N.V., London Branch, 250 Bishopsgate, London, EC2Y 4AA
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 Simmons & Simmons, CityPoint, 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 Providers Paragon Finance PLC, 51 Homer Road, Solihull, West Midlands, B91 3QJ
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 Structured Finance Management Limited, 35 Great St. Helen’s, London, EC3A 6AP
Basis Hedge Providers: JP Morgan Chase Bank, 12thFloor, 125 London Wall, London, EC2Y 5AJ
NatWest Markets, N.V. (London Branch), 250 Bishopsgate, London, EC2M 4AA
Currency SWAP Provider HSBC Bank plc, 8 Canada Square, 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)