London, 02 July 2015 -- Moody's Investors Service has today upgraded the ratings of 12 notes in Paragon Mortgages (No.7) plc, Paragon Mortgages (No.9) plc and Paragon Mortgages (No.11) plc. Additionally Moody's Investors Service has upgraded the Counterparty Instrument Rating (CIR) associated with Class Cb cross currency swap in Paragon Mortgages (No.9) plc. Today's rating actions primarily reflect the assignment of counterparty risk assessments (CR Assessments) to various FX swap counterparties and an update in collateral assumptions. At the same time, Moody's confirmed the ratings of all remaining 6 tranches in these three transactions.

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