{"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":166,"n_cols":21,"rows_kept":166,"cut":false,"hidden":false,"merged":[]}
[null,null,null,null,null,"LIBOR transition on the PM25 Libor Linked Assets"]
[null,null,null,null,null,"The Paragon Mortgages (2010) Limited originated mortgages transitioned to a term SONIA basis on 1st July 2021. Please see the below link for further details. "]
["     Paragon Mortgages (No.25) PLC",null,null,null,null,"libor-mortgages-transition-july-19 (paragonbankinggroup.co.uk)"]
[]
["Information as at the Principal Determination Date","2018-07-31","2018-10-31","2019-01-31","2019-04-30","2019-07-31","2019-10-31","2020-01-31","2020-04-30","2020-07-31","2020-10-30","2021-01-29","2021-04-30","2021-07-30","2021-10-29","2022-01-31","2022-04-29","2022-07-29","2022-10-31","2023-01-31","2023-04-28"]
["Mortgage Asset Balance",702774.04622999788,701782.3700699996,701280.0602299996,705089.9869299999,680817.66546999919,664041.95851999964,647432.13364999963,630760.38476999907,616077.12852000014,599696.4259199996,582426.37131999899,563838.05592999933,543171.63303999952,527004.8495399995,511625.67175999936,491843.85498999903,477835.0028699995,437528.51186999923,409795.32165999932,0]
["Mandatory Further Advance Prefunding Reserve",558,508,508,473,468,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Available Principal Cash",0,0,0,0,0,0,0,0,0,6,0,0,0,0,0,0,0,5,1,0]
["Retained Principal Ledger Balance for Substitutions",2516,3558,4060,285,5770,4720,3384,2716,305,0,638,2972,8386,9511,10016,15758,15595,21876,0,0]
["Total Assets",{"$f":"+B6+B7+B9","v":705848.04622999788},705848.3700699996,705848.0602299996,705847.9869299999,687055.66546999919,668761.95851999964,{"$f":"+H6+H7+H9","v":650816.13364999963},633476.38476999907,{"$f":"+J6+J7+J9","v":616382.12852000014},{"$f":"+K6+K7+K8+K9","v":599702.4259199996},583064.37131999899,566810.05592999933,551557.63303999952,536515.8495399995,521641.67175999936,{"$f":"+Q6+Q7+Q8+Q9","v":507601.85498999903},493430.0028699995,{"$f":"+S6+S7+S8+S9","v":459409.51186999923},{"$f":"+T6+T7+T8+T9","v":409796.32165999932},{"$f":"+U6+U7+U8+U9","v":0}]
["Total Notes (Class A, B, C, D and Z Notes)",{"$f":"SUM(B12:B16)","v":705848},705848,705848,705848,687056,668762,{"$f":"SUM(H12:H16)","v":650816},633476,616382,{"$f":"SUM(K12:K16)","v":599702},583064,566810,551558,536516,521642,{"$f":"SUM(Q12:Q16)","v":507602},{"$f":"SUM(R12:R16)","v":493430},{"$f":"SUM(S12:S16)","v":459410},{"$f":"SUM(T12:T16)","v":409796},{"$f":"SUM(U12:U16)","v":0}]
["Class A Notes ",600000,600000,600000,600000,581208,562914,544968,527628,510534,493854,477216,460962,445710,430668,415794,401754,387582,353562,303948,0]
["Class B Notes",33500,33500,33500,33500,33500,33500,33500,33500,33500,33500,33500,33500,33500,33500,33500,33500,33500,33500,33500,0]
["Class C Notes",30000,30000,30000,30000,30000,30000,30000,30000,30000,30000,30000,30000,30000,30000,30000,30000,30000,30000,30000,0]
["Class D Notes",24700,24700,24700,24700,24700,24700,24700,24700,24700,24700,24700,24700,24700,24700,24700,24700,24700,24700,24700,0]
["Class Z Notes ",17648,17648,17648,17648,17648,17648,17648,17648,17648,17648,17648,17648,17648,17648,17648,17648,17648,17648,17648,0]
["Class A and B Liquidity Reserve Fund (1.50% of the outstanding Class A and B Notes)",{"$f":"SUM(B12:B13)*1.5%","v":9502.5},{"$f":"SUM(B12:B13)*1.5%","v":9502.5},{"$f":"SUM(C12:C13)*1.5%","v":9502.5},9502.5,9502.5,{"$f":"SUM(F12:F13)*1.5%","v":9220.619999999999},8946.2099999999991,8677.02,8416.92,8160.5099999999993,7910.3099999999995,7660.74,{"$f":"SUM(M12:M13)*1.5%","v":7416.9299999999994},7188.15,6962.5199999999995,{"$f":"SUM(P12:P13)*1.5%","v":6739.41},6528.8099999999995,{"$f":"SUM(R12:R13)*1.5%","v":6316.23},{"$f":"SUM(S12:S13)*1.5%","v":5805.9299999999994},0]
["General Reserve Fund (1.50% of the outstanding Class C and D Notes)",{"$f":"SUM(B14:B15)*1.5%","v":820.5},{"$f":"SUM(B14:B15)*1.5%","v":820.5},{"$f":"SUM(C14:C15)*1.5%","v":820.5},820.5,820.5,{"$f":"SUM(F14:F15)*1.5%","v":820.5},820.5,820.5,820.5,820.5,820.5,820.5,820.5,820.5,820.5,820.5,820.5,820.5,820.5,0]
["Class B, C , D and Z Notes as a % of the Total Notes",{"$f":"SUM(B13:B16)/B11","v":0.14995863132005757},0.14995863132005757,0.14995863132005757,0.14995863132005757,0.15406022216529658,{"$f":"SUM(G13:G16)/G11","v":0.15827454311100211},0.16263890254695643,0.16709078165550076,0.17172467722938048,0.17650099549442891,0.18153753275798198,{"$f":"SUM(M13:M16)/M11","v":0.18674335315184984},0.19190728808212373,{"$f":"SUM(O13:O16)/O11","v":0.19728768573537414},0.20291310899045706,{"$f":"SUM(Q13:Q16)/Q11","v":0.20852557712538564},0.21451472346634781,{"$f":"SUM(S13:S16)/S11","v":0.23039986069088614},{"$f":"SUM(T13:T16)/T11","v":0.25829437085769502},0]
["Retained Notes held by Paragon Finance PLC (Class A, B, C, D and Z Notes)",270548,270548,270548,270548,263501,256641,249911,243409,236998,230743,224504,218834,212664,207024,201446,196181,190866,178109,159503,0]
["Lifetime Redemption Rate",7.9299999999999995E-2,7.0999999999999994E-2,8.5300000000000001E-2,8.9200000000000002E-2,0.1057,0.1193,0.1275,0.1459,0.125,0.12280000000000001,0.1217,0.1217,0.123,0.12239999999999999,0.1217,0.1232,0.12239999999999999,0.13300000000000001,0.1384,1]
["Quarterly Redemption Rate",2.4799999999999999E-2,1.5599999999999999E-2,3.0200000000000001E-2,2.6200000000000001E-2,4.6100000000000002E-2,0.05,4.7300000000000002E-2,3.6999999999999998E-2,2.3199999999999998E-2,2.6599999999999999E-2,2.8799999999999999E-2,3.1899999999999998E-2,3.6499999999999998E-2,2.93E-2,2.87E-2,3.7900000000000003E-2,2.76E-2,8.1699999999999995E-2,6.0400000000000002E-2,1]
["PM2010 Lifetime Redemption Rate",7.9299999999999995E-2,7.0999999999999994E-2,8.5300000000000001E-2,8.9200000000000002E-2,0.1057,0.1193,0.1275,0.1459,0.125,0.12280000000000001,0.1217,0.1217,0.123,0.12239999999999999,0.1217,0.1232,0.12239999999999999,0.13300000000000001,0.1384,1]
["Paragon Bank Lifetime Redemption Rate ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Further Advances released in the quarter",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Opening PDL Balance",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Quarterly Losses ",{"$f":"+B99+B130","v":0},2,-2,0,0,0,{"$f":"+H99+H130","v":1},0,{"$f":"+J99+J130","v":5},-2,{"$f":"+L99+L130","v":2},14,{"$f":"+N99+N130","v":6},-8,{"$f":"+P99+P130","v":-2},{"$f":"+Q99+Q130","v":-3},{"$f":"+R99+R130","v":0},{"$f":"+S99+S130","v":18},{"$f":"+T99+T130","v":68},{"$f":"+U99+U130","v":-5}]
["Quarterly Loss Rate (annualised)",{"$f":"1-(1-B27/B6)^4","v":0},{"$f":"1-(1-C27/C6)^4","v":1.139949668549356E-5},{"$f":"IF(D27<0,0,1-(1-D27/D6)^4)","v":0},0,0,0,6.1782394243925509E-6,0,{"$f":"IF(J27<0,0,1-(1-J27/J6)^4)","v":3.2463072559441031E-5},0,{"$f":"IF(L27<0,0,1-(1-L27/L6)^4)","v":1.373557103001577E-5},9.931559911657839E-5,{"$f":"IF(N27<0,0,1-(1-N27/N6)^4)","v":4.4184196814844867E-5},0,{"$f":"IF(P27<0,0,1-(1-P27/P6)^4)","v":0},0,{"$f":"IF(R27<0,0,1-(1-R27/R6)^4)","v":0},1.645505493461652E-4,{"$f":"IF(T27<0,0,1-(1-T27/T6)^4)","v":6.635807951567152E-4},0]
["PDL Replenishment made during the quarter (-ve = recoveries)",0,2,-2,0,0,0,1,0,5,-2,2,14,6,-8,-2,-3,0,18,68,-5]
["Outstanding PDL at end of the quarter",{"$f":"B26+B27-B29","v":0},0,0,0,0,0,{"$f":"H26+H27-H29","v":0},0,{"$f":"J26+J27-J29","v":0},0,{"$f":"L26+L27-L29","v":0},0,{"$f":"N26+N27-N29","v":0},0,{"$f":"P26+P27-P29","v":0},0,{"$f":"R26+R27-R29","v":0},0,{"$f":"T26+T27-T29","v":0},0]
["Spread Trap repayment in the quarter","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A"]
["Spread % (WA Funding Rate less WA Interest Rate)",2.2100000000000002E-2,2.1899999999999999E-2,2.18E-2,2.18E-2,2.2499999999999999E-2,2.3537232104322368E-2,2.4299999999999999E-2,2.4280404775900634E-2,2.7799999999999998E-2,2.9700000000000001E-2,3.0099999999999998E-2,2.98E-2,2.9558732506483654E-2,2.955857930553088E-2,2.9399999999999999E-2,2.4152161615535985E-2,1.9516998564951524E-2,1.3425740351414611E-2,2.3384768185503793E-3,0]
["Total Income as a % of the Assets",0.01,9.5999999999999992E-3,1.01E-2,1.01E-2,1.0500000000000001E-2,1.1041312498544514E-2,1.2E-2,1.1545505949454223E-2,1.1599999999999999E-2,1.32E-2,1.3899999999999999E-2,1.46E-2,1.4897408302605811E-2,1.4789015842395541E-2,1.47E-2,1.6010980710909013E-2,1.7899999999999999E-2,2.12E-2,2.5999999999999999E-2,0]
["Quarterly surplus income to the Issuer",2937,2995,3458,2950,2952,2853,3209,2994,3674,3227,3298,3564,3628,2753,2285,2493,2188,1995,3227,15398]
["Surplus Income as a % of the Assets",{"$f":"+B34/705848","v":4.1609524996883184E-3},{"$f":"+C34/B10","v":4.2431228874211411E-3},4.8990691862858121E-3,4.1793697060508268E-3,4.1822036113460708E-3,4.1525019636485024E-3,4.7984188680553269E-3,4.600377656909984E-3,5.7997426397101547E-3,5.2353886504600232E-3,5.4993941285806196E-3,6.1125326384314366E-3,6.4007333004128201E-3,4.9913188306839181E-3,4.2589608526180994E-3,4.7791427237565435E-3,4.3104649411557193E-3,4.0431266611195681E-3,7.0242341889367671E-3,0]
["COVID19 Payment holiday cases as % of the mortgages","N/A","N/A","N/A","N/A","N/A","N/A","N/A",0.22682177382171717,6.5901805180683573E-2,1.0285886297449561E-2,8.8508832136678598E-3,2.788159707058601E-3,0,0,0,0,0,0,0,0]
["Losses as a % of the Assets",{"$f":"+B27/705848","v":0},{"$f":"+C27/B10","v":2.833471043353016E-6},{"$f":"+D27/C10","v":-2.8334697433694695E-6},{"$f":"+E27/D10","v":0},{"$f":"+F27/E10","v":0},{"$f":"+G27/F10","v":0},1.4953003639935576E-6,0,7.8929540551308585E-6,-3.2447404093337606E-6,3.3349873429840023E-6,{"$f":"+M27/L10","v":2.4011070970269389E-5},1.0585556726151302E-5,-1.450437727768665E-5,-3.7277556696876139E-6,-5.7510742764820017E-6,0,3.6479338295815651E-5,1.4801609074920982E-4,-1.2201183211567259E-5]
["Number of Properties in Possession",{"$f":"+B97+B128","v":0},0,0,{"$f":"+E97+E128","v":0},0,{"$f":"+G97+G128","v":0},0,{"$f":"+I97+I128","v":0},0,{"$f":"+K97+K128","v":0},0,{"$f":"+M97+M128","v":0},0,{"$f":"+O97+O128","v":0},0,{"$f":"+Q97+Q128","v":0},0,{"$f":"+S97+S128","v":0},0,{"$f":"+U97+U128","v":0}]
["Appointment of a Receiver of Rent",0,0,1,{"$f":"+E98+E129","v":1},1,{"$f":"+G98+G129","v":1},1,1,1,0,0,{"$f":"+M98+M129","v":0},0,{"$f":"+O98+O129","v":1},2,{"$f":"+Q98+Q129","v":3},2,{"$f":"+S98+S129","v":2},3,{"$f":"+U98+U129","v":0}]
["Average Number of months (Possessions) in Arrears at the Sale Date",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Average Number of months (RoR) in Arrears at the Sale Date",0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",0.9995794285637245,0.99972804068876653,0.99938429346869562,0.9988546937968954,0.99840190451543875,0.99805146128004296,0.997450729395847,0.99723710103647312,0.99747637592754601,0.99733623434965579,0.99741879914092357,0.99658561810478619,0.99540509038362068,0.99658650692207607,0.99546479496413931,0.99415493239112229,0.99683674211536577,0.99516869039599887,0.9955959370973424,0]
[">1 to 2 months arrears",1.0443141774188541E-4,0,6.157065313044471E-4,7.7684457095055024E-4,9.3688818278972995E-4,1.2706144881984706E-3,8.8809150319846752E-4,1.1935999250243074E-3,5.5089214016986561E-4,1.2812440874918605E-4,7.7562593701960053E-4,2.1529010098436927E-3,2.4904287111407086E-3,1.8048209150844661E-3,1.9791851757727332E-3,4.2769336699070492E-3,4.1154774909698389E-4,3.2912169614193929E-3,1.1216687796810141E-3,0]
[">2 to 3 months arrears ",3.1614001853347962E-4,2.719593112334283E-4,0,1.0905182413586114E-4,6.6120730177144629E-4,1.1579808745487172E-4,1.0846202853092093E-3,6.0396428796237391E-4,4.9354017105821566E-4,1.3003695975070395E-3,5.8435458413164327E-4,0,7.9500359321636423E-4,8.0089658812852889E-4,1.7238258183407131E-3,6.1069672342440955E-4,1.2316823593992703E-3,0,2.8355422124066651E-3,0]
[">3 months arrears ",0,0,0,2.5940980801816892E-4,0,5.6212614430370346E-4,5.7655881564531888E-4,9.6533475054014412E-4,1.4791917612258009E-3,1.2352716440881743E-3,1.2212203379252736E-3,1.2614808853702213E-3,1.3094773120223338E-3,8.0777557471097005E-4,8.3219404174733104E-4,9.5743721554636624E-4,1.5200277761379928E-3,1.5400926425818045E-3,4.4685191056998243E-4,0]
["Total ",{"$f":"SUM(B43:B46)","v":0.99999999999999989},{"$f":"SUM(C43:C46)","v":1},1,1,0.99999999999999989,1,1,1,0.99999999999999989,1.0000000000000002,1.0000000000000002,1,{"$f":"SUM(N43:N46)","v":1},1,1.0000000000000002,1,1,1,1,{"$f":"SUM(U43:U46)","v":0}]
["Total Value of Arrears (£000's)",5,6.0507298197200008,17.961958770129996,22.38522962651,22.308181073629999,31.982130121650002,51.655472920779999,55.331561814809994,24.036575884120008,29.747110729710002,29.772809793980002,30.552858930059998,40.944411998370008,33.711621100280006,49.06164116155,50.296958276970003,42.874231525239999,44.995358172630006,70.18365877382999,0]
["Total Value of Arrears as a % of the Notes (£705,848,000)",{"$f":"+B48/705848","v":7.0836780723328532E-6},8.5722844291122177E-6,2.544734669522333E-5,3.171395204988893E-5,3.1604794620980721E-5,4.5310222769845632E-5,{"$f":"+H48/705848","v":7.3182148168982554E-5},7.8390194227099871E-5,{"$f":"+J48/705848","v":3.4053473104861115E-5},4.2143791198260818E-5,{"$f":"+L48/705848","v":4.2180199977870593E-5},4.3285323369989006E-5,{"$f":"+N48/705848","v":5.8007406691483166E-5},4.7760454234169406E-5,{"$f":"+P48/705848","v":6.9507374337746941E-5},7.1257492090322564E-5,{"$f":"+R48/705848","v":6.0741450744692906E-5},6.3746526408844408E-5,{"$f":"+T48/705848","v":9.9431688938454154E-5},0]
[]
["Underlying Assets ",{"$f":"+B5","v":"2018-07-31"},"2018-10-31","2019-01-31","2019-04-30","2019-07-31","2019-10-31",{"$f":"+H5","v":"2020-01-31"},"2020-04-30",{"$f":"+J5","v":"2020-07-31"},"2020-10-30",{"$f":"+L5","v":"2021-01-29"},"2021-04-30",{"$f":"+N5","v":"2021-07-30"},"2021-10-29",{"$f":"+P5","v":"2022-01-31"},"2022-04-29",{"$f":"+R5","v":"2022-07-29"},"2022-10-31",{"$f":"+T5","v":"2023-01-31"},"2023-04-28"]
["Weighted Average LTV",0.70265240007494578,0.70261682706056827,0.70214590395208032,0.70247472848043679,0.70275681966533388,0.7033951462534298,0.70222433703678444,0.70282358523984245,0.70424347791169328,0.70425681311397981,0.70381738206715372,0.70402195878186757,0.70314108287631238,0.70290255444464933,0.70208735424639401,0.70192626811475234,0.70110078465790393,0.69972001144467255,0.69959641384087379,0]
["Weighted Average Nationwide Indexed LTV",0.64574659660859379,0.64338337122537614,0.647077147961162,0.65417655246245809,0.64451225814216784,0.64360914619012322,0.6475209155848527,0.63998944644169953,0.63122980246451166,0.61607836583607678,0.60370181412229984,0.60068644723359865,0.57220959160585827,0.56535039595457648,0.55160652184818904,0.53766450694531742,0.51790720242864319,0.51192771722202568,0.52433269498598511,0]
["% of Fixed Rate Mortgages (reverting to SONIA plus a variable margin) - reverting to Libor prior to 1st July 2021",0.34809929951502133,0.34785409072851231,0.27265711190660286,0.26798913578779737,0.20452315449816386,0.19037950305393617,0.18823824076035656,0.16483959819054461,0.15392623606692044,0.14045203913093887,0.12779731803920147,0.11587014097911655,0.10987270472131816,0.11035427034639814,9.7359116067510867E-2,4.1567100051327688E-2,1.2398403035392106E-2,0,0,0]
["% of Fixed Rate Mortgages (reverting to SVR)",0.50102712927273263,0.51599763398712872,0.5772041590876581,0.59284855256567304,0.65513501470630386,0.65943615493208496,0.64144939819206914,0.66532576753853168,0.69735199743915322,0.7194454230039975,0.71363146300880265,0.72627513941846977,0.71117040659513397,0.71796943360249121,0.73107718153255274,0.78222827577630727,0.82352874497781114,0.82775896234074131,0.78619251763275455,0]
["% of Term SONIA Linked Mortgages (reverting to SONIA plus a variable margin) - Libor linked prior to 1st July 2021",3.377876270096479E-2,2.2757927772404686E-2,1.2688424075656287E-2,3.0275142741630354E-3,5.0079487841230832E-4,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Term SONIA Linked Mortgages plus a Variable Margin - Libor linked prior to 1st July 2021",9.3399154169273829E-2,8.9909753437816459E-2,0.11160720440893547,0.10845788167119753,0.10536852101285715,9.5407243001937522E-2,0.11091448463511097,0.11458700034935626,9.7623384501357199E-2,8.9026397344449296E-2,8.7771142632402002E-2,8.5387127391729614E-2,8.2651567440551535E-2,7.8580939598842922E-2,7.8581546664178381E-2,8.8350371747317219E-2,8.2917634334082738E-2,7.6137504085443272E-2,6.3520096311877536E-2,0]
["% of Non Reversionary Term SONIA Linked Mortgages - Libor linked prior to 1st July 2021",2.3695654342007426E-2,2.3480594074137818E-2,2.5843100521147185E-2,2.4585894781287022E-2,2.607214916749568E-2,2.5233438678100292E-2,2.4800671615536837E-2,2.4277449376570826E-2,2.3087546691060532E-2,2.2256746752365233E-2,2.2018075573975386E-2,2.1717107600697696E-2,2.145886259701206E-2,2.2103842004808444E-2,2.2471188751046676E-2,2.1751842462721296E-2,2.2375024696356875E-2,2.2133309595323801E-2,2.1252999411315959E-2,0]
["% of SVR Mortgages",0,0,0,3.0910209198820667E-3,8.4003657367671732E-3,2.9543660333941315E-2,3.4597204796926281E-2,3.0970184544996678E-2,2.8010835301508493E-2,2.8819393768248928E-2,4.8782000745618372E-2,5.0750484609986261E-2,7.4846458645984174E-2,7.0991514447459311E-2,7.0510966984711168E-2,6.6102409962326511E-2,5.8780192956357044E-2,7.397022397849165E-2,0.12903438664405192,0]
["Weighted Average Loan Size",169017.32713564162,169553.60475235555,169186.98678648964,169411.33756126862,168310.91853399237,167222.85533115076,166434.99579691506,166208.27003162028,166687.53477272729,166814.02668150197,167652.956626367,167709.11836109438,168268.78346964048,168587.60381957758,168964.88499339475,168555.1250822478,168965.70115629403,167123.19017188664,166786.86270248241,0]
["Weighted Average Interest Rate",3.7660148194713271E-2,3.7813544233000783E-2,3.8355520901210617E-2,3.8186156374730842E-2,3.8301783988651687E-2,3.8991042642036906E-2,3.9988349816465735E-2,3.9708773715816124E-2,3.8604569673249781E-2,3.8354795752613684E-2,3.8490666513414033E-2,3.836798036103603E-2,3.8460925722449406E-2,3.8348414020636087E-2,3.8574605725439221E-2,3.953268846920191E-2,4.0021683425531265E-2,4.2781194515125777E-2,4.4656239442350476E-2,0]
["Weighted Average Maturity Date (years)",18.457172123278564,18.215754850284355,17.909173649579568,17.672407443638445,17.406881515726791,17.124507553438523,16.844545937647673,16.6213508898662,16.402627731577031,16.205754824444234,16.037917010328073,15.820093237105402,15.605477856758379,15.400740677777442,15.156036528844496,14.89430122806921,14.673525654973979,14.311057641152326,14.054120933315758,0]
["Weighted Average Seasoning (months)",31.980789171659957,34.898119190100246,38.213335267822629,41.161028874645666,44.265084474435739,47.234371258216321,50.300261760889427,53.221754153219905,56.046661115128835,58.858758461239148,61.71218411317065,64.552117647746414,67.387924761043749,70.194660307357452,73.076695217169913,76.006609576167861,78.894165080352408,82.903286980130801,86.398491820054176,0]
["% of Interest Only Mortgages (optional switching to repayment)",0.91785442480454582,0.91835137771516717,0.91933022952136123,0.92019272530729268,0.91966170278169712,0.91759742316290394,0.91784090968713694,0.92004752987398031,0.92105641425638296,0.92042597559791706,0.9220672218067173,0.92315012545840003,0.92269832490146264,0.92305826869450402,0.92421125817120975,0.92413450313258716,0.92460723219600316,0.9271367029002392,0.92543059228637636,0]
["% of Repayment Mortgages",8.2145575195454221E-2,8.16486222848328E-2,8.0669770478638755E-2,7.9807274692707292E-2,8.033829721830299E-2,8.2402576837096092E-2,8.2159090312863114E-2,7.9952470126019623E-2,7.8943585743617109E-2,7.9574024402083054E-2,7.7932778193282634E-2,7.6849874541599889E-2,7.7301675098537359E-2,7.6941731305495989E-2,7.578874182879021E-2,7.5865496867412799E-2,7.5392767803996813E-2,7.286329709976086E-2,7.4569407713623512E-2,0]
["% of Mortgages in London",0.20528301300242516,0.20682424392553822,0.20617705597187422,0.20311761296394401,0.20188198442987734,0.20327177623058978,0.20339694838376524,0.20258014211940942,0.20206671687205593,0.20439035780805423,0.20569335448957235,0.20487530636694251,0.2067265097066123,0.20767969887854482,0.20864649266480745,0.20557240775541608,0.2100533589568509,0.21006385555807686,0.21421745359219588,0]
["% of Mortgages in the South East",0.36035062415654306,0.35977227750080953,0.36117180881619576,0.36044523923331645,0.35757149411207118,0.35426339643402921,0.35068795654301071,0.35074325202060846,0.35383711889074498,0.35305382364950783,0.35468184574441552,0.35463951886004774,0.35269230200372453,0.35238791375847561,0.35087998221913136,0.35278586429330872,0.34982550226752068,0.33983402707748195,0.33562908908490113,0]
["% of Owner Occupied Mortgages",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Investment Home Loans - Professional Landlords",0.62597153402279493,0.6306541751623852,0.63420991869372589,0.64216565444568063,0.64592873747835744,0.6440091571820753,0.64835744732578449,0.64953367166422882,0.65171272084801246,0.65520353638461781,0.66081386827956579,0.66991149369473169,0.67195926703175535,0.67651624921705633,0.68145033858572257,0.69066819223939768,0.69071349701811757,0.70387903269148344,0.71282907251528294,0]
["% of Investment Home Loans - Emerging Professional Landlords",0.37402846597720502,0.36934582483761474,0.36579008130627416,0.35783434555431942,0.35407126252164256,0.3559908428179247,0.35164255267421551,0.35046632833577118,0.34828727915198743,0.34479646361538224,0.33918613172043416,0.33008850630526837,0.32804073296824471,0.32348375078294378,0.31854966141427732,0.30933180776060232,0.30928650298188248,0.29612096730851656,0.28717092748471701,0]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.5864488253215878,1.5864078524530807,1.5864191504790852,1.5910082609503817,1.5932224538293351,1.5927881107295776,1.6004490868512999,1.6014833315640553,1.6012338472576553,1.5987094744294696,1.599751932168723,1.6025645931541952,1.6040005545187168,1.6049330779743103,1.6076658061383697,1.6091537326403502,1.6067596807754463,1.6077885361631925,1.6099446127506454,0]
["% of Paragon Originated Assets",0.48713138475515205,0.48968299859929892,0.48647583281936024,0.49305879372034561,0.49061489332743941,0.48947685939067176,0.50179851608296855,0.50638571844753566,0.50773378406604042,0.50938035692203809,0.51522529623770852,0.52392154015349912,0.52858425436008893,0.53446983122803593,0.5410844074099953,0.54413633762983959,0.54894820662889687,0.5698238440837371,0.58564124296938269,0]
["% of Mortgage Trust Originated Assets",0.51286861524485128,0.51031700140070213,0.51352416718064064,0.50694120627965444,0.50938510667256176,0.51052314060932902,0.49820148391703206,0.49361428155246589,0.49226621593395919,0.49061964307796252,0.48477470376229348,0.47607845984650204,0.4714157456399119,0.46553016877196496,0.45891559259000597,0.45586366237016229,0.45105179337110418,0.43017615591626451,0.41435875703061892,0]
["% of Paragon Bank Originated Assets",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[]
["Underlying Assets - Paragon Mortgages 2010 Paragon Originated Assets",{"$f":"+B5","v":"2018-07-31"},"2018-10-31","2019-01-31","2019-04-30","2019-07-31","2019-10-31",{"$f":"+H5","v":"2020-01-31"},"2020-04-30",{"$f":"+J5","v":"2020-07-31"},"2020-10-30",{"$f":"+L5","v":"2021-01-29"},"2021-04-30",{"$f":"+N5","v":"2021-07-30"},"2021-10-29",{"$f":"+P5","v":"2022-01-31"},"2022-04-29",{"$f":"+R5","v":"2022-07-29"},"2022-10-31",{"$f":"+T5","v":"2023-01-31"},"2023-04-28"]
["Weighted Average LTV",0.69216640783672201,0.69256096776521969,0.69260703968236492,0.69353881611998147,0.69435764450257043,0.69557916766538475,0.6940686761287489,0.69442807475174562,0.69609057471551339,0.69661291245783685,0.69625913463908318,0.69736494701844587,0.69657349268176461,0.69675286724815622,0.69624498621014508,0.69658996032701037,0.69553206794882139,0.69409407862508088,0.69486980996448844,0]
["Weighted Average Nationwide Indexed LTV",0.64170448673852842,0.6385986609542611,0.64154519946767019,0.64846777381943443,0.63869172442555688,0.63750623859302147,0.64027896871539891,0.63261427188937247,0.62458117688821402,0.60954071778014285,0.59679697528158937,0.59434058986904148,0.56609967449283749,0.55872722195854363,0.54505470180560256,0.53097297310147318,0.51118051760932337,0.50658175223605251,0.52135000284489941,0]
["% of Fixed Rate Mortgages (reverting to SONIA plus a variable margin) - reverting to Libor prior to 1st July 2021",0.42005365225522218,0.41873810736802858,0.29672686242586527,0.30602838863870607,0.24722995381436275,0.24027323021510469,0.22940442201526115,0.21688961420257663,0.20427726836834031,0.18161274462570107,0.1702775913390103,0.16639995551009862,0.15183749214339284,0.15165899325209431,0.12327413237896546,4.0692642317678676E-2,9.9743144962566345E-3,0,0,0]
["% of Fixed Rate Mortgages (reverting to SVR)",0.42448845636920401,0.44082923802691665,0.53092624551175382,0.53083056677016427,0.59291418109991256,0.60970255857610434,0.59679163409451019,0.61490404783131969,0.65021575017486088,0.68157008332575386,0.67633841409680828,0.67711399530233285,0.67013849962728578,0.68611510901715866,0.71439516891835231,0.78566373635793385,0.82676801228302921,0.84298753456057574,0.82061048068835574,0]
["% of Term SONIA Linked Mortgages (reverting to SONIA plus a variable margin) - Libor linked prior to 1st July 2021",5.2019808846829267E-2,3.454005949338905E-2,1.6312715827023792E-2,4.4134082783788206E-3,1.020749441615656E-3,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Term SONIA Linked Mortgages plus a Variable Margin - Libor linked prior to 1st July 2021",7.4883395048439827E-2,7.776173053051709E-2,0.12256786710282833,0.12194518811338746,0.10826686356474216,8.8215363563699536E-2,0.10543452889395601,0.1043510404523175,8.4315185083615352E-2,7.8724053749383266E-2,7.7162417199463387E-2,7.3584968848947024E-2,7.2818546707610468E-2,6.8866920166199525E-2,7.2556224458109358E-2,8.6486247340570935E-2,7.6162782519802047E-2,6.8500684640945969E-2,5.2588135760163267E-2,0]
["% of Non Reversionary Term SONIA Linked Mortgages - Libor linked prior to 1st July 2021",2.8554687480304656E-2,2.8130864581148583E-2,3.3466309132528738E-2,3.0733640635621551E-2,3.3675388040988373E-2,3.1559727751844686E-2,3.1552573106264761E-2,3.0233580185463436E-2,2.8773412462329801E-2,2.7191792901172462E-2,2.6888628322993643E-2,2.5946533682802354E-2,2.4944848081902012E-2,2.5410891247682036E-2,2.5314694444928582E-2,2.3558931008091043E-2,2.4019385556154203E-2,2.1238144301379415E-2,1.8282278068752739E-2,0]
["% of SVR Mortgages",0,0,0,6.0488075637420216E-3,1.6892864038378558E-2,3.0249119893246853E-2,3.6816841890007716E-2,3.3621717328322663E-2,3.2418383910853658E-2,3.0901325397989236E-2,4.9332949041724396E-2,5.6954546655819213E-2,8.0260613439808864E-2,6.7948086316865372E-2,6.4459779799644165E-2,6.3598442975725547E-2,6.3075505144757973E-2,6.7273636497098874E-2,0.10851910548272824,0]
["Weighted Average Loan Size",183169.23184055637,183967.28872590998,184308.91482441919,183360.13629746833,182924.03412924422,180875.44371730663,180388.94166018878,180252.85023137703,179978.80997698501,178953.47362624487,179045.82321002387,179034.4864606061,180346.71648241213,180556.53396794872,181054.72427730547,179979.90177538674,179908.5513648834,180400.99748914622,180990.22740573151,0]
["Weighted Average Interest Rate",3.9439212138511523E-2,3.9646986866209086E-2,4.0664969403386667E-2,4.0579742250252668E-2,4.0864670181314941E-2,4.1093096031033768E-2,4.1778838956403837E-2,4.1413117541214073E-2,4.0314126537718355E-2,4.0028181769829925E-2,3.9923587349350829E-2,3.9809432955167631E-2,3.9704580875116094E-2,3.9414251896138501E-2,3.9390492442508758E-2,4.0312717807128973E-2,4.0758749139524229E-2,4.2681076394411939E-2,4.3752632035887126E-2,0]
["Weighted Average Maturity Date (years)",18.578109538505988,18.341925751877508,18.073543471203241,17.829476288441526,17.528434362542274,17.22383542513035,16.913630909620242,16.711476660591902,16.493873078933834,16.268012669061399,16.129624184010517,15.904915781860309,15.683843341326574,15.482333131539725,15.247683777518951,14.947876873340938,14.724690261180163,14.384253091316401,14.228777775327066,0]
["Weighted Average Seasoning (months)",29.723658850473925,32.615881557866579,36.093369727622282,39.118618313091716,42.402307860576819,45.430638361049589,48.700535401682856,51.637674819039773,54.426346395430187,57.291930983264734,60.167141482406763,63.024994311832579,66.06358697594942,68.909862294213426,71.924823826291259,75.018076644042893,77.989013310821562,81.49887697494853,84.340550399518364,0]
["% of Interest Only Mortgages (optional switching to repayment)",0.91955733637048298,0.9188351863235974,0.91990562621924188,0.91845284360656898,0.91592153085108119,0.91383946110281267,0.91407020334894873,0.91493446975393999,0.91596634422284962,0.91564644276646157,0.91830879908175611,0.92008539561050484,0.92031236391981619,0.92067060166501191,0.92330935345269038,0.92338014396766577,0.92329678989160369,0.9271487500346296,0.92757887750214973,0]
["% of Repayment Mortgages",8.0442663629516936E-2,8.1164813676402631E-2,8.0094373780758177E-2,8.1547156393431047E-2,8.4078469148918852E-2,8.6160538897187458E-2,8.5929796651051243E-2,8.5065530246060048E-2,8.4033655777150357E-2,8.4353557233538407E-2,8.1691200918243959E-2,7.9914604389495186E-2,7.9687636080183824E-2,7.9329398334988088E-2,7.6690646547309574E-2,7.661985603233426E-2,7.6703210108396327E-2,7.2851249965370457E-2,7.2421122497850363E-2,0]
["% of Mortgages in London",0.18284339623523793,0.1842294161269738,0.18300857647669636,0.17299907111779153,0.17596873787608175,0.1776134560384475,0.17660908256453664,0.17721543164581666,0.17534895923494895,0.17598513014288264,0.17395499399557218,0.17545025289965241,0.17883863859060278,0.18004013314985975,0.18053848374383838,0.17665465460512142,0.17934249014107287,0.18512457751955036,0.18869688058206521,0]
["% of Mortgages in the South East",0.31665795510466754,0.31769891238601988,0.32123537691443205,0.32309967662523426,0.31398197875174716,0.30574222531949069,0.30877163409918468,0.31042774332280937,0.31293604644572903,0.31261997372264527,0.31391475120758949,0.31344549381289005,0.30991008323978075,0.31030457376883525,0.31174327861606071,0.31269881990470605,0.31162650548509474,0.30697866054493439,0.30918909579148135,0]
["% of Owner Occupied Mortgages",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Investment Home Loans - Professional Landlords",0.7681718708118368,0.77490304742704907,0.78077261032573575,0.78667053123286024,0.79202703881161907,0.79179961011780076,0.79382674662466912,0.78956185167645976,0.78887026243169389,0.78840601108603603,0.79033145328557985,0.79561346147861867,0.79774546196716178,0.80012225092806699,0.7984719137348425,0.80615689461750684,0.79964312557224326,0.80158995877545813,0.79917605526922286,0]
["% of Investment Home Loans - Emerging Professional Landlords",0.23182812918816331,0.22509695257295087,0.21922738967426422,0.21332946876713979,0.20797296118838091,0.20820038988219924,0.20617325337533091,0.21043814832354019,0.21112973756830608,0.211593988913964,0.20966854671442015,0.20438653852138133,0.20225453803283816,0.19987774907193315,0.20152808626515745,0.19384310538249316,0.20035687442775679,0.19841004122454187,0.20082394473077714,0]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.7201499988004583,1.718335300319727,1.720872708791032,1.7279879130857356,1.7303638812542321,1.7286761397478576,1.7305589277977118,1.7284450756868321,1.727419837442332,1.7211154618085824,1.7204482169490458,1.719946108762892,1.717621310110353,1.7158832420592705,1.7157376505072042,1.7146594489115741,1.7112009400844965,1.7067714716276514,1.7080807968655778,0]
["Number of Properties in Possession",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Appointment of a Receiver of Rent",0,0,1,1,1,1,1,1,1,0,0,0,0,0,0,1,1,1,2,0]
["PML Quarterly Losses",0,0,0,0,0,0,0,0,0,0,0,6,4,-4,-1,-1,0,0,79,1]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",0.99935101693623707,0.99944462170013793,1,0.99947348480105058,1,0.99895125099281212,0.99883727365603336,0.9972808273362862,0.9987923536901997,0.99842859578619803,0.99726618300531,0.99643674206485444,0.9971426966891811,0.99810158610979915,0.99806842594339018,0.99799941682843085,0.99795879412020005,0.9975189125979379,0.99511418319581646,0]
[">1 to 2 months arrears",0,0,0,0,0,1.048749007187943E-3,0,1.5364934249833912E-3,0,0,0,1.9383044703563492E-3,0,0,0,1.2733429469085537E-3,0,1.7003618082625088E-3,3.1332118145119151E-4,0]
[">2 to 3 months arrears ",6.489830637629358E-4,5.5537829986205005E-4,0,0,0,0,1.1627263439665855E-3,0,0,0,1.13417293055821E-3,0,1.185403439886311E-3,1.2083136416190358E-3,1.2294196194234767E-3,0,1.2991987272355447E-3,0,3.809206484081935E-3,0]
[">3 months arrears ",0,0,0,5.2651519894937875E-4,0,0,0,1.1826792387303268E-3,1.207646309800236E-3,1.5714042138018308E-3,1.5996440641317055E-3,1.6249534647891587E-3,1.6718998709325315E-3,6.9010024858185239E-4,7.0215443718630395E-4,7.2724022466063806E-4,7.4200715256441145E-4,7.8072559379952855E-4,7.6328913865040995E-4,0]
["Total ",{"$f":"SUM(B101:B104)","v":1},{"$f":"SUM(C101:C104)","v":1},{"$f":"SUM(D101:D104)","v":1},1,1,1,1,0.99999999999999989,0.99999999999999989,0.99999999999999989,0.99999999999999989,1,0.99999999999999989,1,1,1,1,0.99999999999999989,1,{"$f":"SUM(U101:U104)","v":0}]
[]
["Underlying Assets - Paragon Mortgages 2010 Mortgage Trust Originated Assets",{"$f":"+B76","v":"2018-07-31"},"2018-10-31","2019-01-31","2019-04-30","2019-07-31","2019-10-31",{"$f":"+H76","v":"2020-01-31"},"2020-04-30",{"$f":"+J76","v":"2020-07-31"},"2020-10-30",{"$f":"+L76","v":"2021-01-29"},"2021-04-30",{"$f":"+N76","v":"2021-07-30"},"2021-10-29",{"$f":"+P76","v":"2022-01-31"},"2022-04-29",{"$f":"+R76","v":"2022-07-29"},"2022-10-31",{"$f":"+T76","v":"2023-01-31"},"2023-04-28"]
["Weighted Average LTV",0.71261217489388495,0.71226609079218117,0.71118233735937186,0.711165933919368,0.71084649557564539,0.71088891166390056,0.7104388821022698,0.7114363154000779,0.71265255466108668,0.71219300747439707,0.71185039253561189,0.71134796100645392,0.7105051236365888,0.70996293956789158,0.7089757979990402,0.70829588959541934,0.7078781372715145,0.70717228563915946,0.70627684262927048,0]
["Weighted Average Nationwide Indexed LTV",0.64958586171433264,0.64797461797310119,0.65231771777750014,0.65972899814349162,0.65011831236534401,0.64946046184295836,0.65481514956438913,0.64755544119495279,0.6380873354688591,0.62286600580758578,0.61104037285807744,0.60767002587546126,0.57906045734646128,0.57295438582528446,0.55933144495483356,0.54565177818335464,0.52609384889007604,0.51900913788365244,0.52854833542621082,0]
["% of Fixed Rate Mortgages (reverting to SONIA plus a variable margin) - reverting to Libor prior to 1st July 2021",0.27975582430985374,0.27983617691116303,0.24985516279114112,0.23099157494176567,0.16339004809907573,0.14254264134969416,0.14677483823473536,0.1114428758133837,0.10199311668043594,9.7717397027028863E-2,8.2648692862824544E-2,6.0262377793866465E-2,6.2818854539104171E-2,6.293279315499832E-2,6.6804017329710336E-2,4.2610886314364951E-2,1.5348616460601212E-2,0,0,0]
["% of Fixed Rate Mortgages (reverting to SVR)",0.57372487019614227,0.58812669383162752,0.62104452335246552,0.65316819690807937,0.71506308728375156,0.70711948721252549,0.68642959291077965,0.71705206419063383,0.74596931956182821,0.75876907079520794,0.75326703397438599,0.78037668887596756,0.75717824606628248,0.75454101720128774,0.75074610770439709,0.77812757836770408,0.81958642614852351,0.80758675278689052,0.7375472837084065,0]
["% of Term SONIA Linked Mortgages (reverting to SONIA plus a variable margin) - Libor linked prior to 1st July 2021",1.6453105009519974E-2,1.1452191190657268E-2,9.2550309447996821E-3,1.6795725060086827E-3,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Term SONIA Linked Mortgages plus a Variable Margin - Libor linked prior to 1st July 2021",0.11098573894404797,0.10156658687266452,0.1012238615147963,9.5339920529852712E-2,0.10257697881169581,0.10230263770695189,0.11643400584868044,0.12508779844247436,0.11134974278222304,9.9722690351931556E-2,9.9046243543134363E-2,9.8375333333380541E-2,9.3677036955095536E-2,8.973349355771193E-2,8.568570252195884E-2,9.05754620787102E-2,9.1138561163304918E-2,8.6253457172540848E-2,7.8970975186690648E-2,0]
["% of Non Reversionary Term SONIA Linked Mortgages - Libor linked prior to 1st July 2021",1.9080461540436043E-2,1.9018351193887551E-2,1.8621421396797261E-2,1.8606502856762158E-2,1.874908027522135E-2,1.9167950434574088E-2,1.8000021159525946E-2,1.816721372993866E-2,1.7223024507142463E-2,1.7132990286082304E-2,1.6841584384400417E-2,1.706264911581663E-2,1.7550132234729791E-2,1.8307056813928045E-2,1.911855349919632E-2,1.9594832321272689E-2,2.0373771274238606E-2,2.3319071571831454E-2,2.5451720712735996E-2,0]
["% of SVR Mortgages",0,0,0,2.1423225753127765E-4,2.2080553025560469E-4,2.8867283296254282E-2,3.236154184627868E-2,2.8250047823569536E-2,2.3464796468370217E-2,2.6657851539749408E-2,4.8196445235254674E-2,4.3922950880968765E-2,6.8775730204787902E-2,7.4485639272074008E-2,7.7645618944737455E-2,6.9091240917948257E-2,5.3552624953331761E-2,8.2840718468737279E-2,0.15803002039216682,0]
["Weighted Average Loan Size",157462.10219309747,157697.69913254073,156985.29158238889,157740.14497352167,156285.88515096891,155937.80412143518,154404.81078027768,153906.24525951559,154889.66127681313,155838.37205508476,157033.13215795334,156793.89793808418,156515.68484107585,156664.5316411239,156633.0876184123,156683.25719776386,157319.95254014601,152276.96872168288,150134.64201591516,0]
["Weighted Average Interest Rate",3.5970362825224811E-2,3.605423446294586E-2,3.6167715622993965E-2,3.5858118034522053E-2,3.583333699333692E-2,3.6975646258849172E-2,3.8184933282216275E-2,3.7960332868862773E-2,3.6841296574717346E-2,3.661742143679874E-2,3.6967738323368284E-2,3.6781670273788758E-2,3.7066452717180919E-2,3.7124737817354113E-2,3.7612634530850432E-2,3.8601615558111202E-2,3.9124644753231547E-2,4.2913813888893856E-2,4.593336887595964E-2,0]
["Weighted Average Maturity Date (years)",18.342303697336089,18.094685504645302,17.753461511816333,17.519639875742396,17.289807741498091,17.029274466398274,16.774962169757377,16.528893266849192,16.308515350933593,16.141116313614699,15.940449350895788,15.726746526350889,15.517609002968131,15.307065320266615,15.047979844695027,14.830351284674324,14.6112562676607,14.214100819607642,13.807266611274551,0]
["Weighted Average Seasoning (months)",34.124650165000688,37.088077518356656,40.221638026735327,43.147508717450194,46.059220066014007,48.963745391249773,51.911538200448078,54.846818868109764,57.71788797852345,60.485499565526766,63.354276905878542,66.232707881579245,68.872864768095354,71.669722125710706,74.434809125282101,77.18656036785012,79.995771254883124,84.763609308126647,89.307119551533617,0]
["% of Interest Only Mortgages (optional switching to repayment)",0.91623697026634088,0.91788713127722021,0.91878514010650503,0.92188496093925165,0.9232640539865683,0.92120046349656526,0.92163884065717505,0.92529288179979774,0.92630642011832032,0.92538827210185159,0.92606172574189849,0.92652284259956519,0.92537363097276049,0.9257995217429319,0.92527464888627808,0.92503493514141155,0.92620209328172109,0.92712074491573893,0.92239427556162767,0]
["% of Repayment Mortgages",8.3763029733659053E-2,8.2112868722779883E-2,8.1214859893494959E-2,7.8115039060748348E-2,7.6735946013431755E-2,7.8799536503434853E-2,7.8361159342825032E-2,7.4707118200202316E-2,7.3693579881679738E-2,7.4611727898148503E-2,7.3938274258101594E-2,7.3477157400434756E-2,7.4626369027239473E-2,7.4200478257067992E-2,7.4725351113721902E-2,7.4965064858588545E-2,7.3797906718278891E-2,7.2879255084261102E-2,7.7605724438372298E-2,0]
["% of Mortgages in London",0.22659654489783307,0.22850547931230139,0.22812520579207565,0.2324113687828139,0.22684035978718897,0.22787233394458525,0.23037822353259046,0.22860112169072033,0.2296239770450097,0.2338817677234078,0.23942532536328082,0.23725740434434789,0.2379963382939799,0.23941236632133436,0.24178723923356668,0.24008974614091788,0.24742972372959035,0.2430991483913518,0.25028740468011096,0]
["% of Mortgages in the South East",0.40185066870250852,0.40014446093585887,0.3990047097990434,0.39676810630794745,0.39955478955703783,0.40078428561988516,0.39290691630321517,0.39210185650082113,0.39602334986226723,0.39503381608981208,0.39800968070872994,0.3999733007219442,0.4006627132900783,0.40070331226660721,0.397024110723318,0.40063529674556475,0.39631522049259232,0.38335520090098152,0.37299851901423348,0]
["% of Owner Occupied Mortgages",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Investment Home Loans - Professional Landlords",0.49090722142175197,0.49223781803290034,0.49536697413791919,0.50161799457348444,0.50521397847773042,0.50231135546330674,0.50183785459015495,0.50588249869698654,0.5102455322672298,0.51690755687463052,0.5231607779165065,0.53157721874582142,0.5309190012500693,0.53460562063732897,0.54347605602454185,0.55281645116638556,0.55814174999849919,0.57444829892252436,0.59078904452346126,0]
["% of Investment Home Loans - Emerging Professional Landlords",0.50909277857824797,0.50776218196709977,0.50463302586208092,0.49838200542651567,0.49478602152226953,0.49768864453669315,0.49816214540984499,0.49411750130301352,0.48975446773277026,0.48309244312536953,0.47683922208349344,0.46842278125417852,0.46908099874993076,0.46539437936267103,0.45652394397545815,0.4471835488336145,0.44185825000150086,0.42555170107747559,0.4092109554765388,0]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.4594571634335649,1.4598147189859054,1.4590475272224244,1.4577797500117147,1.4611345189732297,1.4625020563241629,1.4693998482954906,1.4712366664741394,1.47108294878288,1.4716228271248559,1.4714742423509299,1.4733869268025588,1.4766010288777029,1.4775524709781354,1.4802437032240048,1.4832180663660457,1.4796504599756273,1.4766728617834588,1.4712421094966979,0]
["Number of Properties in Possession",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Appointment of a Receiver of Rent",0,0,0,0,0,0,0,0,0,0,0,0,0,1,2,2,1,1,1,0]
["MTL Quarterly Losses",0,2,-2,0,0,0,1,0,5,-2,2,8,2,-4,-1,-2,0,18,-11,-6]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",0.99979637783510689,1,0.99880188909980705,0.99825373080235746,0.99686504630539297,0.99719011854887318,0.99605636588402446,0.99719231499465577,0.99612120921133573,0.99620210230605644,0.9975810016920712,0.99674945530959902,0.99345676485166501,0.99484641309908128,0.99239271859307931,0.98956841044157884,0.99547242574860095,0.99205972228996908,0.9962762383774012,0]
[">1 to 2 months arrears",2.0362216489310536E-4,0,1.1981109001929068E-3,1.5313074453525866E-3,1.8378758331056642E-3,1.4829999118746188E-3,1.781191292925439E-3,8.4239612562280277E-4,1.1181894864978532E-3,2.611481430816385E-4,1.5999719684216972E-3,2.3890632372128352E-3,5.2828712960364503E-3,3.8776879648060847E-3,4.3144654289645036E-3,7.8602580409952369E-3,9.1195354791833176E-4,5.3956639062218139E-3,2.2631642695285148E-3,0]
[">2 to 3 months arrears ",0,0,0,2.1496175229002778E-4,1.2970778615013035E-3,2.2664825555210389E-4,1.0060737568129035E-3,1.2225661356512899E-3,1.0017776442979946E-3,2.6504637876889978E-3,0,0,3.5726002236000819E-4,3.329712784112391E-4,2.3071856006997541E-3,1.339266177189994E-3,1.1495884054054514E-3,0,1.4605973530703255E-3,0]
[">3 months arrears ",0,0,0,0,0,1.1002332837000979E-3,1.1563690662372474E-3,7.4272274407027427E-4,1.7588236578683269E-3,8.8628576317297436E-4,8.1902633950721329E-4,8.6148145318811159E-4,9.0310382993853341E-4,9.4292765770136373E-4,9.8563037725629406E-4,1.2320653402359118E-3,2.4660322980751873E-3,2.5446138038090448E-3,0,0]
["Total ",{"$f":"SUM(B132:B135)","v":1},{"$f":"SUM(C132:C135)","v":1},{"$f":"SUM(D132:D135)","v":1},1,1,1,1,1,0.99999999999999989,1,1,1,1,0.99999999999999989,0.99999999999999989,1,0.99999999999999989,0.99999999999999989,1,{"$f":"SUM(U132:U135)","v":0}]
[]
["Underlying Assets - Paragon Bank Originated Assets",{"$f":"+B107","v":"2018-07-31"},"2018-10-31","2019-01-31","2019-04-30","2019-07-31","2019-10-31",{"$f":"+H107","v":"2020-01-31"},"2020-04-30",{"$f":"+J107","v":"2020-07-31"},"2020-10-30",{"$f":"+L107","v":"2021-01-29"},"2021-04-30",{"$f":"+N107","v":"2021-07-30"},"2021-10-29",{"$f":"+P107","v":"2022-01-31"},"2022-04-29",{"$f":"+R107","v":"2022-07-29"},"2022-10-31",{"$f":"+T107","v":"2023-01-31"},"2023-04-28"]
["Weighted Average LTV",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Weighted Average Nationwide Indexed LTV",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Fixed Rate Mortgages (reverting to SONIA plus a variable margin) - reverting to Libor prior to 1st July 2021",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Fixed Rate Mortgages (reverting to SVR)",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Term SONIA Linked Mortgages (reverting to SONIA plus a variable margin) - Libor linked prior to 1st July 2021",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Term SONIA Linked Mortgages plus a Variable Margin - Libor linked prior to 1st July 2021",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Non Reversionary Term SONIA Linked Mortgages - Libor linked prior to 1st July 2021",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Weighted Average Loan Size",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Weighted Average Interest Rate",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Weighted Average Maturity Date (years)",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Weighted Average Seasoning (months)",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Interest Only Mortgages (optional switching to repayment)",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Repayment Mortgages",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Mortgages in London",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Mortgages in the South East",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Owner Occupied Mortgages",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Investment Home Loans - Professional Landlords",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Investment Home Loans - Emerging Professional Landlords",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Number of Properties in Possession",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Appointment of a Receiver of Rent",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Paragon Bank Quarterly Losses",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[">1 to 2 months arrears",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[">2 to 3 months arrears ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[">3 months arrears ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Total ",{"$f":"SUM(B162:B165)","v":0},0,0,0,0,0,{"$f":"SUM(H162:H165)","v":0},0,{"$f":"SUM(J162:J165)","v":0},0,{"$f":"SUM(L162:L165)","v":0},0,{"$f":"SUM(N162:N165)","v":0},0,{"$f":"SUM(P162:P165)","v":0},0,{"$f":"SUM(R162:R165)","v":0},0,{"$f":"SUM(T162:T165)","v":0},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.25) PLC"]