{"text_format":"1","workbook":"xlsx","n_sheets":2,"sheets":["Summary","Graphs"],"not_rendered":{"charts":22,"images":2,"macros":1,"external_links":0,"defined_names":2,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900"}

{"sheet":"Summary","index":0,"n_rows":128,"n_cols":18,"rows_kept":128,"cut":false,"hidden":false,"merged":[]}
[]
[]
["     Paragon Mortgages (No.24) PLC"]
[]
["Information as at the Principal Determination Date","2016-03-31","2016-06-30","2016-09-30","2016-12-30","2017-03-31","2017-06-30","2017-09-29","2017-12-29","2018-03-29","2018-06-29","2018-09-28","2018-12-31","2019-03-29","2019-06-28","2019-09-30","2019-12-31","2020-03-31"]
["Mortgage Asset Balance",342889.77381000004,338568,336912.32591999997,332833,327540.55597000016,299806.70939999999,181381.32661000002,120791.39267999998,101858.85354000008,91552.108369999958,81256.283379999993,73091.450620000018,69627.376370000042,54813.500290000004,40488.062549999995,35941.107469999995,0]
["Discretionary Further Advance Prefunding Reserve",1500,1361,1332,1292,1208,1003,0,0,0,0,0,0,0,0,0,0,0]
["Total Assets",{"$f":"+B6+B7","v":344389.77381000004},339929,338244.32591999997,334125,328748.55597000016,300809.70939999999,{"$f":"+H6+H7","v":181381.32661000002},120791.39267999998,{"$f":"+J6+J7","v":101858.85354000008},91552.108369999958,81256.283379999993,73091.450620000018,69627.376370000042,54813.500290000004,{"$f":"+P6+P7","v":40488.062549999995},35941.107469999995,{"$f":"+R6+R7","v":0}]
["Total Notes ",{"$f":"SUM(B10:B14)","v":344390},{"$f":"SUM(C10:C14)","v":339929},{"$f":"SUM(D10:D14)-1","v":338244},{"$f":"SUM(E10:E14)","v":334125},{"$f":"SUM(F10:F14)+1","v":328749},{"$f":"SUM(G10:G14)","v":300810},{"$f":"SUM(H10:H14)-1","v":181381},{"$f":"SUM(I10:I14)","v":120791},{"$f":"SUM(J10:J14)+1","v":101859},{"$f":"SUM(K10:K14)-1","v":91552},{"$f":"SUM(L10:L14)","v":81256},{"$f":"SUM(M10:M14)","v":73091},{"$f":"SUM(N10:N14)","v":69627},{"$f":"SUM(O10:O14)+1","v":54814},{"$f":"SUM(P10:P14)","v":40488},{"$f":"SUM(Q10:Q14)","v":35941},{"$f":"SUM(R10:R14)","v":0}]
["Class A1 Notes ",86654,85325,84824,83597,81995,73674,38103,20056,14417,11348,8281,5849,4817,405,0,0,0]
["Class A2 Notes",204283,201151,199968,197075,193300,173683,89826,47282,33988,26752,19522,13789,11357,955,0,0,0]
["Class B Notes",19300,19300,19300,19300,19300,19300,19300,19300,19300,19300,19300,19300,19300,19300,6335,1788,0]
["Class C Notes",25400,25400,25400,25400,25400,25400,25400,25400,25400,25400,25400,25400,25400,25400,25400,25400,0]
["Class Z Notes ",8753,8753,8753,8753,8753,8753,8753,8753,8753,8753,8753,8753,8753,8753,8753,8753,0]
["Class B, C and Z Notes as a % of the Total Notes",{"$f":"SUM(B12:B14)/B9","v":0.15521066233049741},0.15724754286924622,0.15803088894407588,0.15997904975682753,0.16259517139215632,0.17769688507695888,{"$f":"SUM(H12:H14)/H9","v":0.29470010640585287},0.44252469140912815,{"$f":"SUM(J12:J14)/J9","v":0.52477444310272048},0.58385398462076199,{"$f":"SUM(L12:L14)/L9","v":0.65783449837550456},0.73132122969996305,{"$f":"SUM(N12:N14)/N9","v":0.76770505694629954},0.97517057685992625,{"$f":"SUM(P12:P14)/P9","v":1},1,0]
["Lifetime Redemption Rate",4.2599999999999999E-2,4.6300000000000001E-2,3.9100000000000003E-2,4.1099999999999998E-2,4.5100000000000001E-2,8.8900000000000007E-2,0.29149999999999998,0.38929999999999998,0.4012,0.39629999999999999,0.39489999999999997,0.3911,0.3775,0.3977,0.42430000000000001,0.42159999999999997,1]
["Quarterly Redemption Rate",1.7500000000000002E-2,1.3299999999999999E-2,5.1000000000000004E-3,1.23E-2,1.6199999999999999E-2,8.5400000000000004E-2,0.39500000000000002,0.33400000000000002,0.15670000000000001,0.1012,0.1125,0.10050000000000001,4.7399999999999998E-2,0.2127,0.26140000000000002,0.1123,1]
["Further Advances released in the quarter",0,139,29,40,84,205,0,0,0,0,0,0,0,0,0,0,0]
["First Loss Fund Balance",8753,8753,8753,8753,8753,8753,8753,8753,8753,8753,8753,8753,8753,8753,8753,8753,0]
["Liquidity Amount of the First Loss Fund (2.50% of the Class A, B and C Notes)",{"$f":"SUM(B10:B13)*2.5%","v":8390.9250000000011},8279.4,8237.3000000000011,8134.3,7999.875,7301.4250000000002,{"$f":"SUM(H10:H13)*2.5%","v":4315.7250000000004},2800.9500000000003,{"$f":"SUM(J10:J13)*2.5%","v":2327.625},2070,{"$f":"SUM(L10:L13)*2.5%","v":1812.575},1608.45,{"$f":"SUM(N10:N13)*2.5%","v":1521.8500000000001},1151.5,{"$f":"SUM(P10:P13)*2.5%","v":793.375},679.7,{"$f":"SUM(R10:R13)*2.5%","v":0}]
["Liquidity Excess Amount (First Loss Fund - Liquidity Amount)",{"$f":"B19-B20","v":362.07499999999891},473.60000000000036,515.69999999999891,618.69999999999982,753.125,1451.5749999999998,{"$f":"H19-H20","v":4437.2749999999996},5952.0499999999993,{"$f":"J19-J20","v":6425.375},6683,{"$f":"L19-L20","v":6940.4250000000002},7144.55,{"$f":"N19-N20","v":7231.15},7601.5,{"$f":"P19-P20","v":7959.625},8073.3,{"$f":"R19-R20","v":0}]
["First Loss Fund as a % of the Assets ",{"$f":"+B19/B8","v":2.5415969536973049E-2},2.5749494747432551E-2,2.5877743776462403E-2,2.6196782641227087E-2,2.6625212007923626E-2,2.9098129902318904E-2,{"$f":"+H19/H8","v":4.8257448347041834E-2},7.2463772507271346E-2,{"$f":"+J19/J8","v":8.593263811439511E-2},9.5606755058283366E-2,{"$f":"+L19/L8","v":0.10772090029107113},0.11975408786872423,{"$f":"+N19/N8","v":0.12571204684615053},0.15968693759184849,{"$f":"+P19/P8","v":0.21618717836129209},0.24353729242500721,0]
["Opening PDL Balance",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Quarterly Losses ",{"$f":"+B92+B122","v":0},0,0,0,0,0,0,{"$f":"+I92+I122","v":0},0,{"$f":"+K92+K122","v":0},0,{"$f":"+M92+M122","v":0},0,{"$f":"+O92+O122","v":0},0,{"$f":"+Q92+Q122","v":0},0]
["Quarterly Loss Rate (annualised)",{"$f":"1-(1-B24/B6)^4","v":0},0,0,0,0,0,{"$f":"1-(1-H24/H6)^4","v":0},0,{"$f":"1-(1-J24/J6)^4","v":0},0,{"$f":"1-(1-L24/L6)^4","v":0},0,{"$f":"1-(1-N24/N6)^4","v":0},0,{"$f":"1-(1-P24/P6)^4","v":0},0,0]
["PDL Replenishment made during the quarter (-ve = recoveries)",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Outstanding PDL at end of the quarter",{"$f":"B23+B24-B26","v":0},0,0,0,0,0,{"$f":"H23+H24-H26","v":0},0,{"$f":"J23+J24-J26","v":0},0,{"$f":"L23+L24-L26","v":0},0,{"$f":"N23+N24-N26","v":0},0,{"$f":"P23+P24-P26","v":0},0,{"$f":"R23+R24-R26","v":0}]
["Spread Trap repayment in the quarter","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A"]
["Spread % (WA Funding Rate less WA Interest Rate)",1.35E-2,1.43E-2,1.49E-2,1.5900000000000001E-2,1.6400000000000001E-2,2.1000000000000001E-2,2.5499999999999998E-2,2.2100000000000002E-2,1.8599999999999998E-2,1.4999999999999999E-2,1.37E-2,1.2200000000000001E-2,9.8518142258013017E-3,1.2138325487712771E-2,1.301427334856485E-2,1.0496855284892068E-2,0]
["Total Income as a % of the Assets",1.8599999999999998E-2,1.26E-2,1.2699999999999999E-2,1.2699999999999999E-2,1.26E-2,1.15E-2,9.4999999999999998E-3,1.32E-2,1.2200000000000001E-2,1.3100000000000001E-2,1.29E-2,1.2999999999999999E-2,1.3667893447893721E-2,1.3213264969049362E-2,1.1694092750027365E-2,1.3361983797668444E-2,0]
["Quarterly surplus income to the Issuer (inc Issuer Services Provider Fee)",1998,1551,1504,1554,1490,1284,762,1034,472,423,342,281,292,229,40,54,9020]
["Surplus Income as a % of the Assets",{"$f":"+B31/350111","v":5.7067615699021171E-3},{"$f":"+C31/B8","v":4.5036180454524387E-3},4.4244533417272429E-3,4.5943121019790438E-3,4.4594089038533487E-3,3.9057205778788911E-3,2.5331629139228842E-3,5.7006970856667716E-3,3.9075631924405437E-3,4.1528054292687229E-3,3.735577542549173E-3,{"$f":"+M31/L8","v":3.4581941027980109E-3},3.9949952767813863E-3,3.2889362193269135E-3,7.2974722994104189E-4,1.3337264516748285E-3,0]
["Losses as a % of the Assets",{"$f":"+B24/350111","v":0},{"$f":"+C24/B8","v":0},0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Number of Properties in Possession",{"$f":"+B90+B120","v":0},0,0,{"$f":"+E90+E120","v":0},0,{"$f":"+G90+G120","v":0},0,{"$f":"+I90+I120","v":0},0,{"$f":"+K90+K120","v":0},0,{"$f":"+M90+M120","v":0},0,{"$f":"+O90+O120","v":0},0,{"$f":"+Q90+Q120","v":0},0]
["Appointment of a Receiver of Rent",0,0,0,{"$f":"+E91+E121","v":0},0,{"$f":"+G91+G121","v":0},0,{"$f":"+I91+I121","v":0},0,{"$f":"+K91+K121","v":0},0,{"$f":"+M91+M121","v":0},0,{"$f":"+O91+O121","v":0},0,{"$f":"+Q91+Q121","v":0},0]
["Average Number of months (Possessions) in Arrears at the Sale Date",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Average Number of months (RoR) in Arrears at the Sale Date",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",1,1,1,1,1,1,1,1,1,1,0.99918796482862227,1,1,1,1,0.99816413670460558,0]
[">1 to 2 months arrears",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1.8358632953944423E-3,0]
[">2 to 3 months arrears ",0,0,0,0,0,0,0,0,0,0,8.1203517137778307E-4,0,0,0,0,0,0]
[">3 months arrears ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Total ",{"$f":"SUM(B39:B42)","v":1},1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,{"$f":"SUM(R39:R42)","v":0}]
["Total Value of Arrears (£000's)",0,0,0,1.3492997851399999,0.93849046010999992,0.24999988970000001,2.4123597244500004,2.6303002648199998,1.85969981104,1.08986961447,1.63772998199,2.4385997533000001,1.90254011392,0.81989029328000007,0.26375013520000007,1.1070898766999999,0]
["Total Value of Arrears as a % of the Notes Issued (£350,110,956)",{"$f":"+B44/350111","v":0},0,0,3.8539200000571249E-6,2.6805511969346862E-6,7.1405894045031437E-7,{"$f":"+H44/350111","v":6.8902711552907513E-6},7.5127609952843519E-6,{"$f":"+J44/350111","v":5.3117434500486986E-6},3.1129259419726884E-6,{"$f":"+L44/350111","v":4.6777450065550642E-6},6.9652188971497614E-6,{"$f":"+N44/350111","v":5.4341055091670931E-6},2.3418010096226627E-6,{"$f":"+P44/350111","v":7.533329007086326E-7},3.1621110924820983E-6,{"$f":"+R44/350111","v":0}]
[]
["Underlying Assets ",{"$f":"+B5","v":"2016-03-31"},"2016-06-30","2016-09-30","2016-12-30","2017-03-31","2017-06-30",{"$f":"+H5","v":"2017-09-29"},"2017-12-29",{"$f":"+J5","v":"2018-03-29"},"2018-06-29",{"$f":"+L5","v":"2018-09-28"},"2018-12-31",{"$f":"+N5","v":"2019-03-29"},"2019-06-28",{"$f":"+P5","v":"2019-09-30"},"2019-12-31",{"$f":"+R5","v":"2020-03-31"}]
["Weighted Average LTV",0.72475897558160229,0.72476045519575694,0.7243182402670657,0.72431305783014133,0.72383513962495372,0.72272994336804197,0.71647457994900421,0.71188053047011701,0.71055049105224244,0.70670595946281545,0.71109343584022278,0.71499023553059615,0.7170706722163801,0.71553742467768189,0.71392163578061363,0.71343598132690611,0]
["Weighted Average Nationwide Indexed LTV",0.71018598170152636,0.70408719622475247,0.68041630330251568,0.67490748878056006,0.66884986621610121,0.66878474208336824,0.65052350200798126,0.64986118420736394,0.64574267872397828,0.63608574042958355,0.63980932268471913,0.64057573262600098,0.65201510145603725,0.65047455325816583,0.6391206326848291,0.6373250054668459,0]
["Weighted Average Halifax Indexed LTV",0.7106992804403871,0.67889973092252021,"N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A"]
["% of Fixed Rate Mortgages (reverting to Libor plus a variable margin)",0.90003837061354675,0.9068863975828767,0.90891651619986547,0.90962892141540119,0.90762136993877696,0.63532710305648699,0.39005795741103261,0.48087120109525339,0.55177232254954756,0.5824203742474664,0.61078798987027949,0.6604368549334998,0.68771679627198357,0.61437118888289122,0.4499902994246881,0.46892429021748228,0]
["% of Libor Linked Mortgages (reverting to Libor plus a variable margin)",7.2387663108768152E-2,6.5059241944819018E-2,6.3083463248081534E-2,6.1459821766116189E-2,5.539918315233603E-2,5.6624979053921075E-2,3.3414200586544041E-2,3.7912469575808187E-3,4.4959272962969577E-3,5.0020694023695713E-3,5.6358718483144081E-3,6.2654386541165638E-3,6.5771543303089972E-3,8.3546935987875038E-3,1.1310741269342364E-2,1.2741677489550102E-2,0]
["% of Libor Linked Mortgages plus a Variable Margin ",0,0,2.0443003921546745E-4,7.8177471832480464E-4,8.7798023102317584E-3,0.27822571335022961,0.52724686960541578,0.44136298851389322,0.35602948354174063,0.31497922858813576,0.30180506983458832,0.27106771136621349,0.244555012808678,0.30377347518231257,0.43925047606408624,0.41314737901146825,0]
["% of Non Reversionary Libor Linked Mortgages ",2.7573966277685057E-2,2.8054360472304227E-2,2.7795590512837573E-2,2.8129482100157942E-2,2.8199644598655409E-2,2.9822204539362455E-2,4.9280972397007412E-2,7.3974563433272592E-2,8.7702266612414884E-2,9.7598327762028383E-2,8.1771068446817738E-2,6.2229995046170286E-2,6.1151036589029512E-2,7.3500642336008712E-2,9.9448483241883337E-2,0.10518665328149944,0]
["Weighted Average Loan Size",166775.18181420237,166535.88176586331,166623.30658753708,166582.81110610612,166772.1771741345,166466.80144364241,162819.86230700181,159988.59957615891,160914.4605687205,162039.12985840702,158394.31458089667,154854.76826271191,155418.25082589293,157058.7400859599,152210.76146616539,151650.24248945148,0]
["Weighted Average Interest Rate",3.8134046739823332E-2,3.8123402372284891E-2,3.8101176760965652E-2,3.7919172258860746E-2,3.7998776023644425E-2,4.2412792917512314E-2,4.6651475841634288E-2,4.5827132070094437E-2,4.5801793373493334E-2,4.6038391316820311E-2,4.5197137063666688E-2,4.5325245097413557E-2,4.5198254202207008E-2,4.6928195370589794E-2,5.0197796245500997E-2,4.9930393981652117E-2,0]
["Weighted Average Maturity Date (years)",20.655718917282684,20.396022234415621,20.149462494191415,19.901920302358871,19.663294282194357,19.395956682282311,18.989498838475093,18.353397279216086,17.919775771912057,17.672522823645249,17.36160684758071,17.157759863233277,16.976501849292163,16.901582314640393,16.514846937314534,16.671767369906998,0]
["Weighted Average Seasoning (months)",8.6938221302863994,11.689285325968939,14.68819474164701,17.725741413526116,20.654232289768146,23.73412729632949,27.387779406892435,30.759240633945417,33.586899563568068,36.531158370542279,39.70900173879545,42.983683939924191,46.015194036425392,49.475543373600431,51.661240158997167,53.864950618504515,0]
["% of Interest Only Mortgages (optional switching to repayment)",0.92951096572103398,0.92847116425538434,0.92891023575763387,0.92872006115910521,0.92865136193351139,0.92557692746551989,0.91133596709997067,0.90368574182416661,0.90217657971099141,0.90693345809617654,0.90453752230182294,0.90515613726096822,0.90345874122443259,0.91917514505439735,0.92400829710731613,0.91726600154204996,0]
["% of Repayment Mortgages",7.0489034278966023E-2,7.1528835744615521E-2,7.1089764242366071E-2,7.1279938840894869E-2,7.1348638066488626E-2,7.4423072534480078E-2,8.8664032900029319E-2,9.6314258175833473E-2,9.7823420289008645E-2,9.3066541903823519E-2,9.5462477698176978E-2,9.4843862739031767E-2,9.6541258775567421E-2,8.0824854945602695E-2,7.5991702892683866E-2,8.2733998457950125E-2,0]
["% of Mortgages in London",0.22412331434119534,0.22103711672181711,0.22144557743997656,0.22106288618551342,0.22019148296434393,0.2246145239203243,0.20072583275500613,0.19983740434178096,0.20047368942731184,0.20717736890716246,0.18430597852923852,0.1758187157457185,0.17120117763242382,0.15313448667921223,0.16168736900946129,0.15830655704611207,0]
["% of Mortgages in the South East",0.39967694130166337,0.40265941827633711,0.40401277156692988,0.40497718290749701,0.40595115608272508,0.38895305242958644,0.37137171620116649,0.33456364881113976,0.32140586303716606,0.32358511548716618,0.33568647451470485,0.330935816088199,0.33560801955002628,0.3408718219261162,0.26629064941513236,0.2492326236045169,0]
["% of Owner Occupied Mortgages",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Investment Home Loans - Professional Landlords",0.41701684095493952,0.41907850226953602,0.42357457035836066,0.42519181151953767,0.42474901344046834,0.43812267508246761,0.47511328299684447,0.49635563014687478,0.5298550032158551,0.52712433027717942,0.53700505468528592,0.54656456960602051,0.55684557700360759,0.6119763310594446,0.6345916957194585,0.65016439823132699,0]
["% of Investment Home Loans - Emerging Professional Landlords",0.58298315904506048,0.58092149773046398,0.57642542964163945,0.57480818848046233,0.57525098655953166,0.56187732491753228,0.52488671700315548,0.50364436985312522,0.4701449967841449,0.47287566972282052,0.46299494531471402,0.4534354303939796,0.44315442299639224,0.3880236689405554,0.36540830428054161,0.34983560176867301,0]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.4875871401017782,1.4874954072240976,1.4862285214742466,1.4877900871438108,1.4866620501191152,1.4883350255679559,1.5191722734198221,1.5673699289305654,1.55657936363833,1.5659344973066363,1.5595051482822651,1.5591744421762499,1.5543829224884749,1.5568079990402812,1.5965066580167437,1.6056572938185021,0]
["% of Paragon Originated Assets",0.18859049881094497,0.19106410363081838,0.19103900477444435,0.19184052527261369,0.19388131662637959,0.21022278732898839,0.29593691000736472,0.3753603353188858,0.41722530514552608,0.43273148969862479,0.42207589928290423,0.42200429076666746,0.42697748155866611,0.47797585232446399,0.51459724985037603,0.54524109604461235,0]
["% of Mortgage Trust Originated Assets",0.81140950118905497,0.80893589636918117,0.80896099522555609,0.80815947472738614,0.8061186833736198,0.78977721267101175,0.70406308999263534,0.62463966468111443,0.58277469485447331,0.56726851030137604,0.57792410071709588,0.57799570923333243,0.57302251844133345,0.52202414767553607,0.48540275014962408,0.45475890395538776,0]
[]
["Underlying Assets - Paragon Mortgages 2010 Paragon Originated Assets",{"$f":"+B5","v":"2016-03-31"},"2016-06-30","2016-09-30","2016-12-30","2017-03-31","2017-06-30",{"$f":"+H5","v":"2017-09-29"},"2017-12-29",{"$f":"+J5","v":"2018-03-29"},"2018-06-29",{"$f":"+L5","v":"2018-09-28"},"2018-12-31",{"$f":"+N5","v":"2019-03-29"},"2019-06-28",{"$f":"+P5","v":"2019-09-30"},"2019-12-31",{"$f":"+R5","v":"2020-03-31"}]
["Weighted Average LTV",0.68014902723838389,0.68040649281488041,0.67988993864439951,0.67898583362269793,0.67866722330408136,0.68092708484196873,0.67813807226228051,0.68241169784089528,0.68127793146491267,0.67884541098908258,0.68751968763403459,0.69629684226377186,0.70419372886952447,0.7094945113425577,0.70771062166831644,0.70843531776936808,0]
["Weighted Average Nationwide Indexed LTV",0.66880468141491034,0.66488625268751522,0.6431662713962788,0.6377232444776566,0.63323508263111994,0.63587949974001812,0.61499693666289112,0.6279840754147924,0.62269602748956121,0.61530713793732894,0.62255847358857752,0.62735584594974214,0.64275665813353045,0.64624080221201086,0.63294038814758236,0.6328492943975238,0]
["Weighted Average Halifax Indexed LTV",0.66888281974522579,0.64210650618154919,"N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A"]
["% of Fixed Rate Mortgages (reverting to Libor plus a variable margin)",0.83484476874914781,0.83386379546592837,0.83299597734833253,0.82855384981025748,0.82093561537208903,0.77973456633527127,0.51089352381994935,0.49268788876318992,0.49851122948963028,0.49963925898584621,0.56092202860926976,0.60855813740793341,0.6249667519744877,0.60507027341458919,0.52187324366235466,0.52592926952712871,0]
["% of Libor Linked Mortgages (reverting to Libor plus a variable margin)",2.105568769752468E-2,2.1414536088476217E-2,2.1507083188151945E-2,2.1820200044531033E-2,2.192285535203525E-2,2.125391147101121E-2,2.380628535960479E-2,1.0100286580253564E-2,1.0775778076856569E-2,1.1559291434633653E-2,1.3352744987073671E-2,1.4846860070389234E-2,1.5403984084358098E-2,1.7479321514167406E-2,2.1979793464949663E-2,2.3368886868548815E-2,0]
["% of Libor Linked Mortgages plus a Variable Margin ",0,0,0,2.9964407639964368E-3,1.1693555797349478E-2,5.7151522532062654E-2,0.29877492570302266,0.30013569147794611,0.28050937934771364,0.26326129341940191,0.23198976653555076,0.22913205864232669,0.21641085259590054,0.22367560247700208,0.26289197895896715,0.25778415261484322,0]
["% of Non Reversionary Libor Linked Mortgages ",0.14409954355332752,0.14472166844559547,0.14549693946351561,0.14662950938121508,0.14544797347852617,0.141859999661655,0.16652526511742319,0.19707613317861045,0.21020361308579943,0.22554015616011824,0.19373545986810584,0.14746294387935072,0.14321841134525365,0.15377480259424137,0.1932549839137285,0.1929176909894792,0]
["Weighted Average Loan Size",195364.81413897281,196024.5027272728,196229.86414634154,195861.2064417178,196606.79331269351,196956.88159375003,200288.91541044775,192937.4368510638,199521.55516431917,196126.13980198029,183402.77475935829,179330.84755813956,180177.70793939391,185812.26609929083,182763.55824561405,181449.71138888891,0]
["Weighted Average Interest Rate",4.5456895308830472E-2,4.5475058075941606E-2,4.5463822467349917E-2,4.5152049679326164E-2,4.5187389978101636E-2,4.5458921916927811E-2,4.6300921879784809E-2,4.5972679865264918E-2,4.6770703670414839E-2,4.7559592756270669E-2,4.6476845954028505E-2,4.7199334703300885E-2,4.7365516937569206E-2,4.7810259885460719E-2,4.9439571829898797E-2,4.9371971108321831E-2,0]
["Weighted Average Maturity Date (years)",19.812494589021526,19.563681869636735,19.320798077885453,19.041357798279876,18.802903588365428,18.569485409692891,18.400102332157765,18.038934538393146,17.767619834259417,17.439517844488911,17.146919161211745,17.251099695448641,17.16956471909732,17.248808211741245,16.805330632935444,16.807711342896003,0]
["Weighted Average Seasoning (months)",11.027710145532787,14.055871694134769,17.038001368892758,20.092762439032725,23.011266854216327,25.967198982560781,29.367448925727103,31.902031048750548,34.008204180276266,36.536713758385453,39.856607012001277,43.18294156941424,46.057949767247038,49.407524399003293,51.648594238133228,53.941820570792608,0]
["% of Interest Only Mortgages (optional switching to repayment)",0.93333665536993593,0.93414457344455137,0.93461060263790208,0.93475604774109999,0.93429194021670403,0.93727518273907307,0.93625672554166628,0.92768677337351213,0.93052976679276145,0.94066905553405777,0.93198100244628945,0.92525933564385165,0.92641344817815063,0.94312140457093208,0.94932391374401615,0.95044363284080069,0]
["% of Repayment Mortgages",6.6663344630063973E-2,6.5855426555448585E-2,6.5389397362097895E-2,6.5243952258899965E-2,6.5708059783295927E-2,6.2724817260926977E-2,6.3743274458333679E-2,7.2313226626487925E-2,6.9470233207238427E-2,5.9330944465942136E-2,6.8018997553710631E-2,7.4740664356148331E-2,7.3586551821849297E-2,5.6878595429067834E-2,5.0676086255983827E-2,4.9556367159199255E-2,0]
["% of Mortgages in London",0.25074582754247071,0.25045216340216364,0.25147695781663071,0.24838929676339463,0.24949909528714395,0.24850449774308947,0.25082515776282238,0.23713565514338092,0.25273794526007093,0.26223478972069025,0.20317433583414363,0.19758217818748025,0.18628041115075811,0.1597269308521537,0.15450090273956321,0.16421933441090056,0]
["% of Mortgages in the South East",0.28751611416312228,0.2886687282549506,0.29001274501437335,0.2921724679166785,0.29172936492758161,0.29423651908509391,0.27974569437153785,0.25440552147447021,0.25537812783532954,0.24662354346642817,0.26156074946081798,0.26838981772373566,0.27839898174925776,0.31583480320451185,0.26272986652310498,0.23070643739830654,0]
["% of Owner Occupied Mortgages",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Investment Home Loans - Professional Landlords",0.74093575040177517,0.73863189790254713,0.74001877253976023,0.7501677772688079,0.74410988293765634,0.74367930147838002,0.73911177687167373,0.72702995637986734,0.72621734676142657,0.73185834521413262,0.74964986300593917,0.7658494264332294,0.77884589154036943,0.80818073446076155,0.81636384550775576,0.83085217729924399,0]
["% of Investment Home Loans - Emerging Professional Landlords",0.25906424959822488,0.26136810209745287,0.25998122746023972,0.24983222273119213,0.25589011706234371,0.25632069852161998,0.26088822312832621,0.27297004362013266,0.27378265323857337,0.26814165478586727,0.250350136994061,0.23415057356677063,0.22115410845963057,0.19181926553923856,0.18363615449224424,0.16914782270075593,0]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.6315716859344469,1.6289835834548494,1.6283203918213334,1.6259493259413498,1.6246688697350644,1.6229912307544896,1.6297442482832174,1.6682596630296507,1.6399630571765595,1.6413423269581249,1.6380765154230321,1.6329768033368919,1.6252694739941962,1.6207531654385157,1.660456037930651,1.6623338738812943,0]
["Number of Properties in Possession",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Appointment of a Receiver of Rent",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["PML Quarterly Losses",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,0]
[">1 to 2 months arrears",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[">2 to 3 months arrears ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[">3 months arrears ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Total ",{"$f":"SUM(B94:B97)","v":1},1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,{"$f":"SUM(R94:R97)","v":0}]
[]
["Underlying Assets - Paragon Mortgages 2010 Mortgage Trust Originated Assets",{"$f":"+B70","v":"2016-03-31"},"2016-06-30","2016-09-30","2016-12-30","2017-03-31","2017-06-30",{"$f":"+H70","v":"2017-09-29"},"2017-12-29",{"$f":"+J70","v":"2018-03-29"},"2018-06-29",{"$f":"+L70","v":"2018-09-28"},"2018-12-31",{"$f":"+N70","v":"2019-03-29"},"2019-06-28",{"$f":"+P70","v":"2019-09-30"},"2019-12-31",{"$f":"+R70","v":"2020-03-31"}]
["Weighted Average LTV",0.73512736835695114,0.73523650169439014,0.73481014108293363,0.73507281351331089,0.73469857110989589,0.73385702236789141,0.73258845921144433,0.72958902950180715,0.73150756539683714,0.72795892243524196,0.72831007546686111,0.72863859319410296,0.72666569625726529,0.72107043816899263,0.7205062107134611,0.71943161385954613,0]
["Weighted Average Nationwide Indexed LTV",0.71980396134197044,0.71334614142923858,0.68921303029576164,0.68373426763053868,0.67741565345715815,0.67754345485979939,0.66545628590311645,0.66300764184767491,0.66224244472061888,0.65193635693137353,0.65240815294047938,0.6502277919954913,0.65891386491781367,0.65435106122015685,0.64567258740962141,0.64269123708494214,0]
["Weighted Average Halifax Indexed LTV",0.72041840151236358,0.68758999245792207,"N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A"]
["% of Fixed Rate Mortgages (reverting to Libor plus a variable margin)",0.91519088469783105,0.9241337444751172,0.9268454203988773,0.92887448471030909,0.92847034487855118,0.59688874480238463,0.33926747478195673,0.47377028180339315,0.58990348370069756,0.64556859184735238,0.64720664833552,0.69831437036402144,0.73447386954498162,0.62288729492540829,0.37378396271883124,0.40057717897138517,0]
["% of Libor Linked Mortgages (reverting to Libor plus a variable margin)",8.4318411804181842E-2,7.5367767799712132E-2,7.2901872683951111E-2,7.0869456981049225E-2,6.3450645850826062E-2,6.604004484561897E-2,3.745266927534132E-2,0,0,0,0,0,0,0,0,0,0]
["% of Libor Linked Mortgages plus a Variable Margin ",0,0,2.5270691717153566E-4,2.5605830864169633E-4,8.0790092706226543E-3,0.33707121035199639,0.62327985594270208,0.5262297181966068,0.41009651629930238,0.35443140815264756,0.35279335166448006,0.30168562963597856,0.26552613045501838,0.37711270507459171,0.6262160372811687,0.59942282102861488,0]
["% of Non Reversionary Libor Linked Mortgages ",4.9070349798722567E-4,4.9848772517073307E-4,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Weighted Average Loan Size",161289.28714782611,160821.70389312974,160890.74998819368,160874.22445574161,160899.79386349785,159878.8030317353,150950.23319148939,145098.25965384618,141335.14830952391,143070.60090909095,144048.97085889571,140821.81613333334,140982.52494699651,137567.16716346153,129296.16388157895,126701.84992248061,0]
["Weighted Average Interest Rate",3.6432045885356763E-2,3.6387000868128544E-2,3.6362461895161402E-2,3.6202235135723536E-2,3.6269827213804014E-2,4.1601974729108177E-2,4.6798823228161375E-2,4.5739669053752069E-2,4.5108122392476087E-2,4.4877967720108866E-2,4.4262525961534752E-2,4.3956941073124679E-2,4.3583357134744476E-2,4.6120559286745924E-2,5.1001623992496734E-2,5.0599924796470123E-2,0]
["Weighted Average Maturity Date (years)",20.851703924166717,20.592614283830219,20.345154531653549,20.106200234692924,19.870228675321844,19.615946689316683,19.237238257467379,18.54236516984923,18.028708620365105,17.850266854746035,17.518399925039692,17.089610897652598,16.832644504634722,16.583655270738458,16.206892128968644,16.50877497945903,0]
["Weighted Average Seasoning (months)",8.1513721043510365,11.130316803088407,14.133279582410857,17.163859048640546,20.087336900646786,23.139728589132879,26.555670340862818,30.072511600304129,33.285275370175157,36.526920533938323,39.601201028719615,42.838202627053683,45.98333536825637,49.537822920441478,51.674646667502529,53.772786052458834,0]
["% of Interest Only Mortgages (optional switching to repayment)",0.92862178619069191,0.92713115097852983,0.92756407392525542,0.92728724143398966,0.92729473447078736,0.92246308752301853,0.9008610929685168,0.88926297016915046,0.88187771080592703,0.8811988102705608,0.88449469739271191,0.89047845740939413,0.88635445186478279,0.89724946622638913,0.89717007524825865,0.87748710354543236,0]
["% of Repayment Mortgages",7.1378213809308047E-2,7.2868849021470228E-2,7.243592607474468E-2,7.2712758566010338E-2,7.2705265529212651E-2,7.7536912476981454E-2,9.9138907031483203E-2,0.11073702983084945,0.11812228919407292,0.11880118972943918,0.11550530260728796,0.10952154259060586,0.1136455481352172,0.10275053377361089,0.10282992475174133,0.12251289645456766,0]
["% of Mortgages in London",0.21793562115190929,0.21408952105636994,0.21435356057758254,0.21457615538173955,0.21314264687914136,0.21825549405004829,0.17966772070936127,0.17742402792764661,0.16305619295644663,0.16517771742828111,0.17052583184980899,0.15992884946185815,0.15996515645649068,0.14709831165456244,0.16930606457204747,0.15121732980283134,0]
["% of Mortgages in the South East",0.42574573431691443,0.42958309555280566,0.43093428168348169,0.43175471438959223,0.43342288166524517,0.41416468594643324,0.40988463096965866,0.38273251040750761,0.36867703354420656,0.38229398986552438,0.38982279107131779,0.37660169086622985,0.37823631092853971,0.36379622191107736,0.27006559523689949,0.27144491672234805,0]
["% of Owner Occupied Mortgages",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Investment Home Loans - Professional Landlords",0.34173052915139707,0.34360257967437746,0.34884515100666269,0.34804916589090729,0.34793885243795702,0.35678965526723455,0.36414751922596927,0.35773812418289275,0.38927350675031225,0.3709463410766507,0.38170395443974409,0.38646104460929925,0.39142601292788465,0.43232761679374571,0.44188687822179251,0.4335256434010914,0]
["% of Investment Home Loans - Emerging Professional Landlords",0.65826947084860288,0.65639742032562243,0.65115484899333731,0.65195083410909271,0.65206114756204292,0.64321034473276539,0.63585248077403078,0.64226187581710725,0.61072649324968775,0.6290536589233493,0.61829604556025597,0.61353895539070069,0.60857398707211541,0.56767238320625435,0.55811312177820749,0.56647435659890855,0]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.4150279590496389,1.4156569850269878,1.4150459386777785,1.4171028469612226,1.4156762197456083,1.4136256678967494,1.4248388945327735,1.4441579656644152,1.445210739353616,1.452443293468032,1.4468072374639716,1.4523919194740496,1.4492838264363139,1.4473572848549778,1.4712576706395823,1.4754246136433518,0]
["Number of Properties in Possession",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Appointment of a Receiver of Rent",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["MTL Quarterly Losses",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",1,1,1,1,1,1,1,1,1,1,0.99859491035177417,1,1,1,1,0.99596299648137387,0]
[">1 to 2 months arrears",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,4.0370035186260847E-3,0]
[">2 to 3 months arrears ",0,0,0,0,0,0,0,0,0,0,1.4050896482257777E-3,0,0,0,0,0,0]
[">3 months arrears ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Total ",{"$f":"SUM(B124:B127)","v":1},1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,{"$f":"SUM(R124:R127)","v":0}]

{"sheet":"Graphs","index":1,"n_rows":2,"n_cols":11,"rows_kept":2,"cut":false,"hidden":false,"merged":[]}
[]
[null,null,null,null,null,null,null,null,null,null,"PARAGON MORTGAGES (NO.24) PLC"]