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[null,null,null,null,null,"LIBOR transition on the PM26 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.26) PLC",null,null,null,null,"libor-mortgages-transition-july-19 (paragonbankinggroup.co.uk)"]
[]
["Information as at the Principal Determination Date","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","2023-07-31","2023-10-31","2024-01-31","2024-04-30"]
["Mortgage Asset Balance",556346.42625000002,523101,499563.67240999965,478502.07765999931,460698.21754000022,450397.96809000097,440297.60545000026,423631,{"$f":"411599.97365+1","v":411600.97365},401942.31733000022,391508.25664000009,348626.21309999959,290962.96162000019,{"$f":"277351.71256-1","v":277350.71256000001},269442.53316999984,264903.16211999999,257511.80678999986,253211.84418999977,248519.08517999976]
["Mandatory Further Advance Prefunding Reserve",383,383,192,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Available Principal Cash",4,0,2,3,1,1,0,0,0,3,2,2,0,2,3,2,4,1,4]
["Total Assets",{"$f":"+B6+B7+B8","v":556733.42625000002},523484,499757.67240999965,478505.07765999931,460699.21754000022,450398.96809000097,{"$f":"+H6+H7+H8","v":440297.60545000026},423631,{"$f":"+J6+J7+J8","v":411600.97365},401945.31733000022,{"$f":"+L6+L7+L8","v":391510.25664000009},348628.21309999959,{"$f":"+N6+N7+N8","v":290962.96162000019},{"$f":"+O6+O7+O8","v":277352.71256000001},269445.53316999984,264905.16211999999,257515.80678999986,253212.84418999977,248523.08517999976]
["Total Notes (Class A1, A2, B, C, D and Z Notes)",{"$f":"SUM(B11:B16)","v":556733},523484,499758,478505,{"$f":"SUM(F11:F16)","v":460699},450399,440298,423631,{"$f":"SUM(J11:J16)","v":411601},{"$f":"SUM(K11:K16)","v":401945},{"$f":"SUM(L11:L16)","v":391510},{"$f":"SUM(M11:M16)-1","v":348628},{"$f":"SUM(N11:N16)","v":290963},{"$f":"SUM(O11:O16)","v":277353},{"$f":"SUM(P11:P16)","v":269446},{"$f":"SUM(Q11:Q16)","v":264905},{"$f":"SUM(R11:R16)+1","v":257516},{"$f":"SUM(S11:S16)","v":253213},{"$f":"SUM(T11:T16)","v":248523}]
["Class A1 Notes ",321690,288441,264715,243462,225656,215356,205255,188588,176558,166902,156467,113586,55920,42310,34403,29862,22472,18170,13480]
["Class A2 Notes ",151540,151540,151540,151540,151540,151540,151540,151540,151540,151540,151540,151540,151540,151540,151540,151540,151540,151540,151540]
["Class B Notes",24741,24741,24741,24741,24741,24741,24741,24741,24741,24741,24741,24741,24741,24741,24741,24741,24741,24741,24741]
["Class C Notes",18555,18555,18555,18555,18555,18555,18555,18555,18555,18555,18555,18555,18555,18555,18555,18555,18555,18555,18555]
["Class D Notes",20102,20102,20102,20102,20102,20102,20102,20102,20102,20102,20102,20102,20102,20102,20102,20102,20102,20102,20102]
["Class Z Notes ",20105,20105,20105,20105,20105,20105,20105,20105,20105,20105,20105,20105,20105,20105,20105,20105,20105,20105,20105]
["Class A and B Liquidity Reserve Fund (1.50% of the outstanding Class A and B Notes)",{"$f":"SUM(383489+151540+24741)*1.5%","v":8396.5499999999993},{"$f":"SUM(B11:B13)*1.5%","v":7469.5649999999996},6970.83,6614.94,6296.1449999999995,6029.0549999999994,{"$f":"SUM(G11:G13)*1.5%","v":5874.5549999999994},5723.04,5473.0349999999999,5292.585,5147.7449999999999,4991.22,4348.0050000000001,3483.0149999999999,3278.8649999999998,3160.2599999999998,3092.145,2981.2950000000001,2916.7649999999999]
["General Reserve Fund (1.50% of the outstanding Class C and D Notes)",{"$f":"SUM(B14:B15)*1.5%","v":579.85500000000002},{"$f":"SUM(B14:B15)*1.5%","v":579.85500000000002},579.85500000000002,579.85500000000002,579.85500000000002,579.85500000000002,579.85500000000002,579.85500000000002,579.85500000000002,579.85500000000002,579.85500000000002,579.85500000000002,579.85500000000002,579.85500000000002,579.85500000000002,579.85500000000002,579.85500000000002,579.85500000000002,579.85500000000002]
["Class B, C , D and Z Notes as a % of the Total Notes",{"$f":"SUM(B13:B16)/B10","v":0.14998751645761971},0.15951394885039466,0.16708687004510184,0.1745081033636012,0.18125283536539041,0.18539783614084401,{"$f":"SUM(H13:H16)/H10","v":0.18965109993686094},{"$f":"SUM(I13:I16)/I10","v":0.19711258146830615},0.20287365676954139,0.20774732861461145,0.21328446272125873,0.23951891414344229,0.28698837996583759,{"$f":"SUM(O13:O16)/O10","v":0.30107119807609795},0.3099062520876168,{"$f":"SUM(Q13:Q16)/Q10","v":0.31521866329438858},0.32426334674350332,{"$f":"SUM(S13:S16)/S10","v":0.32977374779335972},0.33599707069365814]
["Retained Notes held by Paragon Bank (Class A1, A2, B, C, D and Z Notes)",{"$f":"SUM(B11*0.05)+B12+B13+B14+B15+B16","v":251127.5},249465.05,248278.75,247216.1,246325.8,245810.8,{"$f":"SUM(H11*0.05)+H12+H13+H14+H15+H16","v":245305.75},244472.4,{"$f":"SUM(J11*0.05)+J12+J13+J14+J15+J16","v":243870.9},243388.1,242866.35,240722.3,237839,237158.5,{"$f":"SUM(P11*0.05)+P12+P13+P14+P15+P16","v":236763.15},236536.1,{"$f":"SUM(R11*0.05)+R12+R13+R14+R15+R16","v":236166.6},235951.5,{"$f":"SUM(T11*0.05)+T12+T13+T14+T15+T16","v":235717}]
["Lifetime Redemption Rate",0.24790000000000001,0.23619999999999999,0.21729999999999999,0.20449999999999999,0.19320000000000001,0.17760000000000001,0.16600000000000001,0.1633,0.15770000000000001,0.15160000000000001,0.1472,0.1678,0.20039999999999999,0.19869999999999999,0.19320000000000001,0.18590000000000001,0.18160000000000001,0.1757,0.17069999999999999]
["Quarterly Redemption Rate",9.9918840092347694E-2,5.971444121329255E-2,4.4962214699971727E-2,4.2144397888578072E-2,3.7199999999999997E-2,2.24E-2,2.24E-2,3.7900000000000003E-2,2.8400000000000002E-2,2.35E-2,2.5999999999999999E-2,0.1095,0.16539999999999999,4.6800000000000001E-2,2.8500000000000001E-2,1.6799999999999999E-2,2.7900000000000001E-2,1.67E-2,1.8499999999999999E-2]
["PM2010 Lifetime Redemption Rate",0.15090000000000001,0.16250000000000001,0.1779,0.16500000000000001,0.15690000000000001,0.1507,0.15010000000000001,0.15179999999999999,0.1512,0.14319999999999999,0.14899999999999999,0.14630000000000001,0.1477,0.14879999999999999,0.15129999999999999,0.1462,0.14599999999999999,0.1429,0.14019999999999999]
["Paragon Bank Lifetime Redemption Rate ",0.27689999999999998,0.25879999999999997,0.22950000000000001,0.21690000000000001,0.20469999999999999,0.18609999999999999,0.17100000000000001,0.16689999999999999,0.15970000000000001,0.15409999999999999,0.14649999999999999,0.17480000000000001,0.21890000000000001,0.2162,0.20780000000000001,0.19980000000000001,0.19400000000000001,0.18709999999999999,0.1812]
["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]
["Opening PDL Balance",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Quarterly Losses ",{"$f":"+B100+B131+B162","v":0},{"$f":"+C100+C131+C162","v":0},{"$f":"+D100+D131+D162","v":0},{"$f":"+E100+E131+E162+E193","v":5},2,-4,10,1,0,{"$f":"+K100+K131+K162+K193","v":0},2,{"$f":"+M100+M131+M162+M193","v":20},-19,{"$f":"+O100+O131+O162+O193","v":-1},0,{"$f":"+Q100+Q131+Q162+Q193","v":19},1,{"$f":"+S100+S131+S162+S193","v":-1},0]
["Quarterly Loss Rate (annualised)",{"$f":"1-(1-B27/B6)^4","v":0},0,0,4.179644657309467E-5,1.7364833638788824E-5,0,9.0844548802482272E-5,{"$f":"1-(1-I27/I6)^4","v":9.4421461998006606E-6},0,{"$f":"1-(1-K27/K6)^4","v":0},2.0433639809969151E-5,{"$f":"1-(1-M27/M6)^4","v":2.29452385086093E-4},0,-1.4422251150891796E-5,{"$f":"1-(1-P27/P6)^4","v":0},{"$f":"1-(1-Q27/Q6)^4","v":2.8686642775443971E-4},{"$f":"1-(1-R27/R6)^4","v":1.5533177876614346E-5},{"$f":"1-(1-S27/S6)^4","v":-1.5797142935092268E-5},{"$f":"1-(1-T27/T6)^4","v":0}]
["PDL Replenishment made during the quarter (-ve = recoveries)",0,0,0,5,2,-4,10,1,0,0,2,20,-19,-1,0,19,1,-1,0]
["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}]
["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"]
["Spread % (WA Funding Rate less WA Interest Rate)",1.9300000000000001E-2,1.95E-2,2.3199999999999998E-2,2.46E-2,2.4299999999999999E-2,2.4E-2,2.3800000000000002E-2,2.3737457123071251E-2,2.3525510538201209E-2,2.2599999999999999E-2,1.8419882606580285E-2,1.5718832215478973E-2,8.3000000000000001E-3,0,0,0,0,0,0]
["Total Income as a % of the Assets",1.2500000000000001E-2,1.2200000000000001E-2,1.0800000000000001E-2,9.9000000000000008E-3,1.2E-2,1.23E-2,1.2800000000000001E-2,1.3402286633143917E-2,1.3268622928916911E-2,1.3299999999999999E-2,1.3467016631628706E-2,1.6199999999999999E-2,2.2599999999999999E-2,3.3599999999999998E-2,3.2135942282939069E-2,3.2410946905873532E-2,2.9557765991581889E-2,2.6700000000000002E-2,2.46E-2]
["Quarterly surplus income to the Issuer",1865,2762,2106,1871,2459,2087,2383,2559,1348,1048,605,707,1515,1995,1230,1080,984,842,591]
["Surplus Income as a % of the Assets",{"$f":"+B34/618532","v":3.0152037404693696E-3},{"$f":"C34/B9","v":4.9610816771036292E-3},4.0230455945167382E-3,3.7438144590705501E-3,5.1389214342825364E-3,4.5300706416302869E-3,5.2908646973716354E-3,5.8119780083396282E-3,3.1820145362355446E-3,2.5461552986780697E-3,1.5051798687911826E-3,1.8058275307206006E-3,4.3456035486303035E-3,6.8565428015043544E-3,4.4347862642010859E-3,4.0082312268973535E-3,3.7145369011505167E-3,3.2697022000153877E-3,2.3340048246389099E-3]
["COVID19 Payment holidays as % of mortgages","N/A","N/A",0.23710528001080691,7.3508666904875994E-2,1.5965565396096577E-2,2.1484429294908312E-2,3.6851278769542508E-3,0,0,0,0,0,0,0,0,0,0,0,0]
["Losses as a % of the Assets",{"$f":"+B27/618532","v":0},{"$f":"C27/B9","v":0},0,1.0004848901845404E-5,4.1796839644428922E-6,-8.6824545119890509E-6,2.2202537546670732E-5,2.2711910935285771E-6,0,0,4.9758012191444057E-6,5.1084230006240468E-5,0,0,0,0,0,0,0]
["Number of Properties in Possession",{"$f":"+B98+B129+B160","v":0},0,{"$f":"+D98+D129+D160","v":0},0,{"$f":"+F98+F129+F160","v":0},0,{"$f":"+H98+H129+H160","v":0},0,{"$f":"+J98+J129+J160","v":0},0,{"$f":"+L98+L129+L160","v":0},0,{"$f":"+N98+N129+N160","v":0},0,{"$f":"+P98+P129+P160","v":0},0,{"$f":"+R98+R129+R160","v":1},1,{"$f":"+T98+T129+T160","v":1}]
["Appointment of a Receiver of Rent",0,0,{"$f":"+D99+D130+D161","v":0},0,{"$f":"+F99+F130+F161","v":0},0,{"$f":"+H99+H130+H161","v":0},0,{"$f":"+J99+J130+J161","v":0},0,{"$f":"+L99+L130+L161+L192","v":2},2,2,3,2,3,{"$f":"+R99+R130+R161+R192","v":3},4,{"$f":"+T99+T130+T161+T192","v":5}]
["Average Number of months (Possessions) in Arrears at the Sale Date",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Average Number of months (RoR) in Arrears at the Sale Date",0,0,0,0,0,0,0,0,0,0,0,1.95,0,0,0,0,0,0,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",0.99947029047712876,0.9987398351169654,0.99885222362700266,0.99891888080710167,0.9961670068110331,0.99510078615727893,0.99419417408053501,0.99519843016084175,0.99554604074984987,0.9942973317036482,0.99472036219334203,0.99570261883931332,0.99296494172450644,0.99563388565856892,0.99439629820267328,0.99517313722980549,0.99453507015561415,0.99699623315058394,0.99300226749655629]
[">1 to 2 months arrears",0,6.9679059016294475E-4,5.8991879569284108E-4,4.9870713449558051E-4,2.7104224250478733E-3,9.7902861744679644E-4,1.2367224424113651E-3,1.2566931875609959E-3,2.6764173239154422E-4,1.4157641668090337E-3,1.3333257559254047E-3,0,1.9962498351050097E-3,1.3457911378119292E-3,1.1375198058760506E-3,5.5839288725637872E-4,6.0063631401050693E-4,3.2865524156427359E-4,2.8842668548955362E-3]
[">2 to 3 months arrears ",0,5.633742928717176E-4,0,0,5.1765116712068431E-4,9.004703145529218E-4,5.6228179970902413E-4,0,2.4345118176612876E-4,0,0,0,1.5244743598623542E-3,1.5400683212191846E-3,1.8552777510933416E-3,7.9586092851886793E-4,3.5729765128667684E-3,3.183286754007053E-4,3.3348521970117144E-4]
[">3 months arrears ",5.297095228712275E-4,0,5.5785757730453744E-4,5.8241205840284878E-4,6.0491959679831648E-4,3.019714910721406E-3,4.0068216773446429E-3,3.5448766515973028E-3,3.9428663359925347E-3,4.2869041295428489E-3,3.9463120507326624E-3,4.2973811606865728E-3,3.5143340805263261E-3,1.4802548824001253E-3,2.6109042403573875E-3,3.4726089544193988E-3,1.2913170175086362E-3,2.3567829324511068E-3,3.7799804288468457E-3]
["Total ",{"$f":"SUM(B43:B46)","v":1},1,1,1.0000000000000002,0.99999999999999989,1,1,1,1.0000000000000002,1,1,0.99999999999999989,1.0000000000000002,1.0000000000000002,1,1.0000000000000002,1.0000000000000002,{"$f":"SUM(S43:S46)","v":1},{"$f":"SUM(T43:T46)","v":0.99999999999999989}]
["Total Value of Arrears (£000's)",9.3563003102400017,9.1992489977800016,9.2224902028300004,13.157447627829999,27.335188982830001,44.697730772730004,47.366180870270007,58.548469579510005,64.064380719080006,76.139629340460033,78.044349542939983,77.049819740260006,80.92862829677,55.650552705700001,68.527739331160006,72.637760340519989,94.411260219630023,108.38710067663999,165.14030731404]
["Total Value of Arrears as a % of the Notes (£618,532,000)",{"$f":"+B48/618532","v":1.5126622891362131E-5},1.4872713130088665E-5,1.4910287912072456E-5,2.1272056462446564E-5,4.419365365547781E-5,7.2264217166985713E-5,{"$f":"+H48/618532","v":7.6578383770395072E-5},9.4657139128630381E-5,{"$f":"+J48/618532","v":1.035748849195838E-4},1.2309731645324741E-4,{"$f":"+L48/618532","v":1.2617673708545393E-4},1.2456884969615155E-4,{"$f":"+N48/618532","v":1.3083984061741349E-4},8.9971986422206134E-5,{"$f":"+P48/618532","v":1.1079093617009307E-4},1.1743573548421099E-4,{"$f":"+R48/618532","v":1.5263763268453373E-4},1.7523281039079626E-4,{"$f":"+T48/618532","v":2.6698749185820618E-4}]
[]
["Underlying Assets ",{"$f":"+B5","v":"2019-10-31"},"2020-01-31","2020-04-30","2020-07-31","2020-10-30","2021-01-29",{"$f":"+H5","v":"2021-04-30"},"2021-07-30",{"$f":"+J5","v":"2021-10-29"},"2022-01-31",{"$f":"+L5","v":"2022-04-29"},"2022-07-29",{"$f":"+N5","v":"2022-10-31"},"2023-01-31",{"$f":"+P5","v":"2023-04-28"},"2023-07-31",{"$f":"+R5","v":"2023-10-31"},"2024-01-31",{"$f":"+T5","v":"2024-04-30"}]
["Weighted Average LTV",0.70927590609949465,0.71000816465354644,0.71127371523868588,0.71274684359405782,0.71293204256424403,0.71311202667806162,0.71335485966561574,0.71304146378553745,0.71364542213911897,0.71336485545088579,0.71217702910539804,0.71013830020536428,0.71134006362258784,0.71149448138310012,0.7122177704344117,0.71186683347157897,0.71421227326010661,0.71468926285647016,0.71439408007692817]
["Weighted Average Nationwide Indexed LTV",0.66947855210427332,0.67574033936276778,0.66876753117872356,0.66013274304557945,0.64486197434467041,0.63306960616725017,0.63088184059364982,0.60102434648311243,0.59517001563571248,0.58061828110106639,0.56643245488451699,0.54270521427396656,0.53662783961390315,0.55033270956222891,0.56935103991224822,0.56177388146276219,0.56641265939846996,0.57211760639981413,0.56970446650213524]
["% of Fixed Rate Mortgages (reverting to Term SONIA plus a variable margin) - reverting to Libor linked prior to 1st July 2021",3.9475327626407999E-2,2.7853403264989567E-2,8.0525785043441753E-3,8.0915585757417238E-3,7.7362777069797245E-3,7.7788343159219137E-3,7.9487135670953234E-3,8.252574006517575E-3,8.2105074741177612E-3,8.3982489637401819E-3,2.2844553462952992E-3,0,0,0,0,0,0,0,0]
["% of Fixed Rate Mortgages (reverting to SVR)",0.79829837968694983,0.81394837574851575,0.84849573379730592,0.8300777662709049,0.83675490525753948,0.84952848689038163,0.85936896911643212,0.85875219271855363,0.86389557357543345,0.86735471782577445,0.88663801637059647,0.8105318236037139,0.81450491866903607,0.83168202237114008,0.81572042358779151,0.81498134149188528,0.82011427476886123,0.81399937301250447,0.81948686988161223]
["% of Term SONIA Linked Mortgages (reverting to Term 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]
["% of Term SONIA Linked Mortgages plus a Variable Margin  - Libor linked prior to 1st July 2021",6.1253186507729408E-2,5.8879851510547081E-2,5.6282564971866414E-2,5.4609068424081371E-2,5.1210056457298057E-2,4.4885994747561192E-2,4.2388771160644968E-2,4.0532212264325768E-2,3.8699616690318024E-2,3.7990409896211969E-2,3.3195005263835863E-2,3.3746943195649221E-2,3.3564194272789942E-2,2.9906448831483651E-2,2.4279305063809365E-2,2.2287805523912421E-2,2.1341910138053609E-2,2.093018684395849E-2,2.0214980657768417E-2]
["% of Non Reversionary Term SONIA Linked Mortgages - Libor linked prior to 1st July 2021",1.0591973996705433E-2,1.0291868674061795E-2,9.8601555958563337E-3,9.2378758972513457E-3,8.9085218777597217E-3,9.0803182513087295E-3,9.2470053881824905E-3,7.843801371125992E-3,7.3222267321201989E-3,7.4634958068797875E-3,7.074260409651421E-3,5.9459719668451972E-3,7.0606748658375885E-3,5.985119236070674E-3,5.8402523220309763E-3,5.685235117419145E-3,5.4707260515975227E-3,3.7907812451290876E-3,2.2792299013564242E-3]
["% of SVR Mortgages",9.038113218220746E-2,8.9026500801885899E-2,7.7308967130627057E-2,9.7983730832020666E-2,9.5390238700422972E-2,8.8726365794826567E-2,8.1046540767645212E-2,8.4619219639476981E-2,8.1872075528010665E-2,7.8793127507393701E-2,7.0808262609620948E-2,0.14977526123379173,0.1448702121923364,0.13242640956130547,0.15416001902636808,0.15704561786678317,0.15307308904148756,0.16127965889840798,0.15801891955926295]
["Weighted Average Loan Size",171236.20383194834,174425.34533177706,175285.49909122795,176634.21102251727,177259.79897652951,178022.91228853795,178547.28525952972,178746.96805063303,179112.26007397741,180567.07876460027,181927.62855018591,179150.16089414162,172986.30298454233,171522.39490414329,172388.05705054372,172800.49714285706,173759.65370445335,174388.3224449034,175631.86231802104]
["Weighted Average Interest Rate",3.9277582316728246E-2,3.9763993990615594E-2,3.9529105059462881E-2,3.8714870488313777E-2,3.8491249104495133E-2,3.8267499809548418E-2,3.8106452873522004E-2,3.8112162031500939E-2,3.8032907654373477E-2,3.8207224525223717E-2,3.8624740391855671E-2,4.1099927277327232E-2,4.2995419807044834E-2,4.3328860297760931E-2,4.4202092447722947E-2,4.5499228984964259E-2,4.5971299570493E-2,4.6676760605374394E-2,4.742547390692111E-2]
["Weighted Average Maturity Date (years)",18.036333305013915,17.798443650027178,17.616115421630827,17.410846053435932,17.207703312042192,16.991637089754988,16.830370316903,16.635637061559965,16.383128485790262,16.133916245837334,15.948900060959035,15.602482762033716,15.21730450332222,14.93502302744835,14.684324940306171,14.455258828958547,14.219181606791444,13.981624347231026,13.764379180140544]
["Weighted Average Seasoning (months)",39.073334371902519,42.434883595689762,45.33614000418283,48.050609226471764,50.789399283725189,53.585879175141024,56.233683823355619,59.043308430836298,61.998404198275679,65.043181253333032,67.772074611802822,71.404701615535771,75.642162572682651,78.852139262605647,81.595761576712817,84.52141336407098,87.671242932275774,90.698454292545847,93.674703132975992]
["% of Interest Only Mortgages (optional switching to repayment)",0.92301489507411028,0.92507506885459823,0.92488632252025837,0.92806661580588301,0.92843946969007418,0.93220354421337381,0.93369877873815721,0.9348600625833382,0.93419686167659699,0.93609800415985478,0.93549087854046642,0.93429124222673088,0.92910148011573568,0.93366322096886345,0.93610886545095495,0.9378552317448644,0.94044616399858394,0.94109169763477796,0.94259123338689887]
["% of Repayment Mortgages",7.6985104925889697E-2,7.4924931145401746E-2,7.5113677479741597E-2,7.1933384194117045E-2,7.1560530309925818E-2,6.7796455786626186E-2,6.6301221261842819E-2,6.5139937416661825E-2,6.5803138323403038E-2,6.390199584014522E-2,6.4509121459533567E-2,6.570875777326915E-2,7.0898519884264322E-2,6.6336779031136522E-2,6.3891134549045089E-2,6.2144768255135575E-2,5.9553836001416102E-2,5.8908302365222084E-2,5.7408766613101112E-2]
["% of Mortgages in London",0.20805615637761987,0.21367988664976234,0.21771507761024064,0.22137250266082797,0.22421637418432461,0.22434905025994378,0.2261311664146822,0.2287402815700123,0.23250296247923485,0.23367899920048971,0.23631960805637647,0.24340165108485351,0.23468981656566359,0.23898364433448743,0.24197096495104931,0.2414982438790981,0.24398123058192844,0.24430265925310551,0.24582518431432124]
["% of Mortgages in the South East",0.42523323078504294,0.42530136377051847,0.42325939756576947,0.42356553221491366,0.42229121436335554,0.42487794439108362,0.42408077856604198,0.42682185319365468,0.42598143210546807,0.4307687119887062,0.4340713100369315,0.40853040229980359,0.38013323082149064,0.37501166749601117,0.37504243706854834,0.37766984976449458,0.3780595067215401,0.38049041220088742,0.3824024342483297]
["% of Owner Occupied Mortgages",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",0.58634394707770432,0.59391526499785541,0.60210647167141551,0.60778395488315173,0.61185927897697057,0.61320845214117659,0.61485022457325733,0.61987763542444274,0.62302811962291282,0.62445575389348595,0.62951622968356902,0.6489809644494573,0.66039674575814455,0.66504883949507609,0.6650910880389268,0.66524101811276626,0.66535850622074666,0.66668492490947528,0.67097817018449035]
["% of Investment Home Loans - Emerging Professional Landlords",0.41365605292229557,0.40608473500214454,0.39789352832858449,0.39221604511684827,0.38814072102302938,0.38679154785882336,0.38514977542674267,0.38012236457555726,0.37697188037708723,0.3755442461065141,0.37048377031643098,0.35101903555054276,0.33960325424185545,0.33495116050492396,0.3349089119610732,0.33475898188723369,0.33464149377925329,0.3333150750905246,0.3290218298155097]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.5772368408859725,1.5836655542248348,1.5881843761467072,1.594788955312451,1.5997940998693052,1.60167930001975,1.6044931803004039,1.6069131888565746,1.6093216712657301,1.6105128830728141,1.6107976830001323,1.6206766402255712,1.6320707332373381,1.6304020932318823,1.6318151242837464,1.6301158096828035,1.6317914795578785,1.6342431974605838,1.6352816612861585]
["% of PM2010 Originated Assets (Professional)",0.16555698824352788,0.16796042205036577,0.16889908796400915,0.17052296723354657,0.17093411444154893,0.17051640114116448,0.16802840947632949,0.16710087589060424,0.16403542257612577,0.1648506231196335,0.163265731452442,0.17869092382944526,0.20401872035357912,0.20706631842980264,0.20086530891488066,0.20042269795914822,0.19903905447643508,0.19965533228400456,0.20050634768717623]
["% of PM2010 Originated Assets (Emerging Professional)",8.5816079311968052E-2,8.6499730528023483E-2,8.1909046213467104E-2,8.3204889087837394E-2,8.4318377673400141E-2,8.2630569200443579E-2,8.0940937422488493E-2,8.027636000931368E-2,8.0700682109968336E-2,8.1689781379854956E-2,7.5555850427951765E-2,8.1534065259305746E-2,9.3967567273073246E-2,9.1991997217181445E-2,9.1468615292635891E-2,9.209555320048822E-2,9.0535043967954351E-2,8.8198411260897905E-2,8.5952351685700909E-2]
["% of Paragon Bank Originated Assets (Professional)",0.42078695883417633,0.42595484294749064,0.43320738370740675,0.43726098764960641,0.44092516453542147,0.44269205100001086,0.44682181509692753,0.45277675953383817,0.4589926970467868,0.45960513077385223,0.46625049823112691,0.47029004062001251,0.45637802540456529,0.45798252106527448,0.46422577912404683,0.46481832015361857,0.46631945174431233,0.46702959262547172,0.47047182249731517]
["% of Paragon Bank Originated Assets (Emerging Professional)",0.32783997361032735,0.31958500447412108,0.31598448211511765,0.30901115602901097,0.30382234334962899,0.30416097865837877,0.3042088380042538,0.29984600456624322,0.29627119826711867,0.29385446472665872,0.29492791988847894,0.26948497029123741,0.2456356869687816,0.24295916328774247,0.24344029666843719,0.24266342868674562,0.24410644981129892,0.24511666382962677,0.24306947812980861]
[]
["Underlying Assets - Paragon Mortgages 2010 Originated Assets (Professional)",{"$f":"+B5","v":"2019-10-31"},"2020-01-31","2020-04-30","2020-07-31","2020-10-30","2021-01-29",{"$f":"+H5","v":"2021-04-30"},"2021-07-30",{"$f":"+J5","v":"2021-10-29"},"2022-01-31",{"$f":"+L5","v":"2022-04-29"},"2022-07-29",{"$f":"+N5","v":"2022-10-31"},"2023-01-31",{"$f":"+P5","v":"2023-04-28"},"2023-07-31",{"$f":"+R5","v":"2023-10-31"},"2024-01-31",{"$f":"+T5","v":"2024-04-30"}]
["Weighted Average LTV",0.69938205034036671,0.69874937168271323,0.69999204712444274,0.70201724288762679,0.70163983778749806,0.70196427577376808,0.70332441779944355,0.70284290967933027,0.70637340622029898,0.70674654853131402,0.7056023049796486,0.70447900854827006,0.70556651964006023,0.70667237842789843,0.71042174586693063,0.7101381454030532,0.71216318656173105,0.71216522396992288,0.71270150480529582]
["Weighted Average Nationwide Indexed LTV",0.60835548548833662,0.61142852461870689,0.60566200566563733,0.60017960986127172,0.5854326052308102,0.57391913811271378,0.57150748198198487,0.54590941036581686,0.53966941623554654,0.52636690758726579,0.51195898632866432,0.49148416658152089,0.48838774556004599,0.50276645730207681,0.52046299830681753,0.5143029520063499,0.5177631117690269,0.52250962271846368,0.5208918027190832]
["% of Fixed Rate Mortgages (reverting to Term SONIA plus a variable margin) - reverting to Libor linked prior to 1st July 2021",6.4910993135147338E-2,5.445572056013926E-2,2.1226860513479415E-2,2.0150735930464802E-2,1.7024196468623336E-2,1.7456184375547388E-2,1.8121029231408431E-2,1.8938524699588066E-2,1.9856327210862754E-2,2.0232873947979749E-2,6.5189732471203103E-3,0,0,0,0,0,0,0,0]
["% of Fixed Rate Mortgages (reverting to SVR)",0.53054349084694674,0.55471235413330666,0.60566806731608502,0.61272154943317925,0.62017175941299052,0.63922133428837191,0.64856702677099398,0.65445255653805356,0.67650049542851565,0.68397373296281483,0.7106458927469711,0.75060064110421176,0.77241331518159806,0.73626289914431631,0.63218062914741846,0.61824380030978865,0.61489590787574966,0.61490778719019035,0.66055888154359066]
["% of Term SONIA Linked Mortgages (reverting to Term 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]
["% of Term SONIA Linked Mortgages plus a Variable Margin  - Libor linked prior to 1st July 2021",0.21568519745728987,0.20881095679189129,0.19919988111432174,0.18308338560364942,0.17155642436194998,0.15407879750835055,0.14723573232217693,0.14111036819291925,0.13503726563026952,0.13260340793198758,0.11691728299593701,0.10880377017666942,9.8326856369304563E-2,9.5617636511221321E-2,7.5475891105586654E-2,6.9800233738571707E-2,6.8510139946496518E-2,6.5657521506434252E-2,6.5186706162586025E-2]
["% of Non Reversionary Term SONIA Linked Mortgages - Libor linked prior to 1st July 2021",4.2663456271413353E-2,3.9013774530396235E-2,3.638864093368737E-2,3.1513005549461015E-2,2.8720553509657767E-2,2.9349000372793106E-2,3.0310130474555087E-2,2.629124906664855E-2,2.30898141676995E-2,2.3421789012719657E-2,2.4279426590160743E-2,1.8728518052817118E-2,1.9654328869586832E-2,1.3955615294610884E-2,1.4808743572397075E-2,1.3947304521531924E-2,1.4447372944131799E-2,1.4647361489701674E-2,7.0255605085566908E-3]
["% of SVR Mortgages",0.14619686228920267,0.14300719398426642,0.13751655012242658,0.15253132348324536,0.16252706624677829,0.15989468345493704,0.15576608120086563,0.15920730150279058,0.1455160975626526,0.13976819614449815,0.14163842441981084,0.12186707066630176,0.10960549957951049,0.15416384904985153,0.27753473617459773,0.29800866143010768,0.30214657923362198,0.30478732981367374,0.26722885178526656]
["Weighted Average Loan Size",154801.74579831932,153066.84198606273,151211.19829749106,151947.10262569835,152025.17729729737,152381.42976190482,152227.37930041159,151582.43376873664,149373.83984513278,149910.50106334843,150399.72209411766,149391.70285371703,149150.48015075378,148782.89645077722,147873.38158469947,149556.63788732394,148564.94649275363,148691.45555882354,148302.54196428572]
["Weighted Average Interest Rate",4.6430525216347815E-2,4.5805678716813195E-2,4.5149466165055274E-2,4.28606872111051E-2,4.237116583446672E-2,4.1781293272120275E-2,4.156487867903446E-2,4.1358589916187023E-2,4.1168346319933713E-2,4.1607077369990232E-2,4.3117143849418949E-2,4.3879301901875195E-2,4.6384443090055114E-2,4.9424420252290741E-2,5.2690994427220569E-2,5.5645678232660957E-2,5.6599645454860271E-2,5.6696601920432077E-2,5.6927593408540256E-2]
["Weighted Average Maturity Date (years)",15.144743068545706,14.994590917881732,14.826232700317462,14.633892717441809,14.501868941776644,14.359528486186369,14.334706045636421,14.170967524305828,13.906253383977671,13.732280055543669,13.501626449161963,13.327044818947611,13.15198818524218,12.915539095971203,12.605910098569218,12.390417726892366,12.087190280160703,11.791943989927168,11.611193466923934]
["Weighted Average Seasoning (months)",62.253209652839843,65.016623205435138,67.599677063823862,70.430288258729746,73.168782350381846,75.73468169633199,78.210945407074789,80.820328233556978,83.838155996926602,86.537460157450028,90.038399902392342,93.061752676108114,95.550925411731086,98.857820664927019,101.4386382457385,104.38958908599992,108.27352898639698,111.4649067788348,114.36316256363261]
["% of Interest Only Mortgages (optional switching to repayment)",0.9158772053129326,0.91185247401077041,0.90943455843984577,0.90992156206263586,0.91056564771531445,0.91476600400129471,0.91633326003375304,0.91553726031294136,0.91289194744189761,0.91615011405386582,0.91461775540524237,0.91927687368575883,0.91581196997950765,0.92358626801691368,0.92980791989289568,0.93446382363471248,0.93363647054266974,0.934481470023802,0.93772494900782388]
["% of Repayment Mortgages",8.412279468706732E-2,8.8147525989229536E-2,9.0565441560154308E-2,9.0078437937364225E-2,8.9434352284685506E-2,8.5233995998705236E-2,8.3666739966246947E-2,8.4462739687058613E-2,8.7108052558102375E-2,8.3849885946134128E-2,8.5382244594757628E-2,8.0723126314241181E-2,8.4188030020492341E-2,7.6413731983086403E-2,7.0192080107104399E-2,6.5536176365287441E-2,6.6363529457330275E-2,6.5518529976197989E-2,6.2275050992176104E-2]
["% of Mortgages in London",0.12562181671484909,0.12476809347461039,0.11986820496412279,0.12171225258329089,0.12595364703170081,0.12893045637151301,0.12559585961169539,0.13101830636670656,0.13198551074731707,0.12905071729519821,0.12788466496335699,0.12559576467407846,0.12556590064564166,0.130027885261673,0.12253109654660942,0.12509521652990915,0.12827728960677959,0.12976968225012073,0.12716558050520366]
["% of Mortgages in the South East",0.30004159980661627,0.2937050419091522,0.29687448506629038,0.299341863692694,0.30337679280644819,0.30638609379564885,0.29963646687128448,0.29959587729186538,0.29223398118380262,0.29746633545935536,0.29419920537966432,0.29109718779307509,0.29059779481991604,0.28648540688307289,0.28479468694085819,0.28982519580181582,0.29452489408441324,0.2986475334059055,0.3016067017009455]
["% of Owner Occupied Mortgages",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",1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1]
["% 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]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.682474793727657,1.6858743740082691,1.6921218039819961,1.6906687425622182,1.6922295981279925,1.6902881359190611,1.6970020684010299,1.6874750519156847,1.6968739208561501,1.6952900660726038,1.7079787783770226,1.7194743555194711,1.7109745803829874,1.7117051646221477,1.7092271522453197,1.7058807995037284,1.7067235516676389,1.7061655444213968,1.7030210621550492]
["Number of Properties in Possession",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",0,0,0,0,0,0,0,0,0,0,2,1,1,1,0,0,1,1,2]
["PML Quarterly Losses",0,0,0,1,0,0,-1,0,0,0,2,0,0,0,0,0,1,-1,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",1,0.99902337194076352,1,0.9989640935773314,0.99892857147174652,0.99890411411028834,0.9988819677232903,0.99883152984209622,0.99877490321133777,0.99738867329946279,1,0.99854834323474051,1,0.99860102316799138,0.99674939871381607,0.99668639492834699,0.99867844412428219,0.9954286372140837,0.99672437679621584]
[">1 to 2 months arrears",0,9.7662805923644236E-4,0,1.0359064226684875E-3,0,0,0,0,0,1.3629977101931913E-3,0,0,0,1.3989768320086745E-3,1.7682385229440135E-3,0,0,1.6415282066019226E-3,0]
[">2 to 3 months arrears ",0,0,0,0,1.0714285282534433E-3,0,0,0,0,0,0,0,0,0,1.4823627632398714E-3,0,1.3215558757178486E-3,1.5899502991443802E-3,1.6602852712271335E-3]
[">3 months arrears ",0,0,0,0,0,1.0958858897116531E-3,1.1180322767096991E-3,1.1684701579038072E-3,1.2250967886622715E-3,1.2483289903441081E-3,0,1.4516567652595256E-3,0,0,0,3.3136050716530579E-3,0,1.3398842801699703E-3,1.6153379325571393E-3]
["Total ",{"$f":"SUM(B102:B105)","v":1},1,1,0.99999999999999989,1,1,1,1,1,1.0000000000000002,1,1,1,1,1,1,1,0.99999999999999989,1]
[]
["Underlying Assets - Paragon Mortgages 2010 Originated Assets (Emerging Professional)",{"$f":"+B77","v":"2019-10-31"},"2020-01-31",{"$f":"+D77","v":"2020-04-30"},"2020-07-31",{"$f":"+F77","v":"2020-10-30"},"2021-01-29",{"$f":"+H77","v":"2021-04-30"},"2021-07-30",{"$f":"+J77","v":"2021-10-29"},"2022-01-31",{"$f":"+L77","v":"2022-04-29"},"2022-07-29",{"$f":"+N77","v":"2022-10-31"},"2023-01-31",{"$f":"+P77","v":"2023-04-28"},"2023-07-31",{"$f":"+R77","v":"2023-10-31"},"2024-01-31",{"$f":"+T77","v":"2024-04-30"}]
["Weighted Average LTV",0.69637394708019129,0.69678374665508713,0.6940663417623425,0.69458117962668087,0.69333641256290801,0.69075245523844264,0.69071362141581161,0.69050055920504672,0.68944102381443628,0.68549399790667997,0.68572724298354126,0.68460330188013696,0.68408353077491835,0.68178095928380178,0.68293844151761318,0.68218483271154617,0.68175477811865959,0.68429727944290886,0.67520577914357316]
["Weighted Average Nationwide Indexed LTV",0.61600202862439291,0.62289995830942235,0.61133555984070176,0.60233177183082709,0.58657949744044335,0.57195773042758591,0.56741260125431481,0.54003019112817829,0.53293933472793009,0.5197008181601509,0.50675642644469954,0.48789722378764955,0.48435753642534374,0.49388483110478476,0.5089218745967139,0.50399911253717111,0.50464157337429016,0.50935666581416073,0.50292466482332532]
["% of Fixed Rate Mortgages (reverting to Term SONIA plus a variable margin) - reverting to Libor linked prior to 1st July 2021",0.10499601894868932,0.11767542569116524,5.4540753797030064E-2,5.5950982496048247E-2,5.7238550986248242E-2,5.8117336295937835E-2,6.0585730823339921E-2,6.3380177433932719E-2,6.1379486762258906E-2,6.1976504287269862E-2,1.6148721824642647E-2,0,0,0,0,0,0,0,0]
["% of Fixed Rate Mortgages (reverting to SVR)",0.44909973261549146,0.47117992874261311,0.52698894319267231,0.50744114409044927,0.51175470290746405,0.54427448297833958,0.56897809846345249,0.58527906939369401,0.59536243559345792,0.60508341120390452,0.67305703084510604,0.68925949172344358,0.7098356291914768,0.69408700936016776,0.67492256237414805,0.67979704480421821,0.67603195916726344,0.67697935848663138,0.63973631378740015]
["% of Term SONIA Linked Mortgages (reverting to Term 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]
["% of Term SONIA Linked Mortgages plus a Variable Margin  - Libor linked prior to 1st July 2021",0.2976714272289922,0.27523640748600142,0.27637834617339763,0.28110302791332531,0.25955445996601134,0.22525601462490091,0.21804769999566864,0.2111773147172647,0.20506297253574354,0.19746234104642515,0.18670188286112366,0.17544442241607594,0.14370569816596432,0.10987104495931357,9.9693395948828381E-2,9.0104832116961839E-2,8.5113082441117552E-2,8.86786106329185E-2,8.3123174028753744E-2]
["% of Non Reversionary Term SONIA Linked Mortgages - Libor linked prior to 1st July 2021",4.1119807577350696E-2,4.3226708514973594E-2,4.5344775718998261E-2,4.6441798395172533E-2,4.7429749096997542E-2,4.9325962172211087E-2,5.1321896012150953E-2,4.298289837046243E-2,4.3799869040769636E-2,4.4098530228711443E-2,4.1165072599226804E-2,3.1880610463418488E-2,3.2466774749954505E-2,3.3648376480892722E-2,3.1329756775610666E-2,3.1379134122412437E-2,2.866442084070419E-2,9.8228234208892224E-3,1.0128407265851343E-2]
["% of SVR Mortgages",0.10711301362947634,9.2681529565246515E-2,9.6747181117901829E-2,0.10906304710500463,0.12402253704327876,0.12302620392861055,0.10106657470538793,9.7180540084646189E-2,9.4395236067769936E-2,9.1379213233689111E-2,8.2927291869900832E-2,0.10341547539706208,0.11399189789260449,0.16239356919962597,0.19405428490141294,0.19871898895640736,0.21019053755091491,0.22451920745956094,0.2670121049179946]
["Weighted Average Loan Size",147356.38592592595,149828.30582781456,148795.57792727274,147458.1937037037,146586.13698113206,146522.20657480313,146057.79069672132,146584.05008620687,148287.49388392858,149929.58917808218,147903.69640000002,149604.80215789477,149404.81786885246,144966.69301136362,148467.08078313255,147856.98945454546,148495.81369426753,145966.55143790852,149376.22244755246]
["Weighted Average Interest Rate",4.5927872854607331E-2,4.493865536090192E-2,4.4521418901927755E-2,4.2698110451307995E-2,4.2194545322946614E-2,4.169263581111729E-2,4.1548265669328961E-2,4.1361043454302616E-2,4.1201458673757484E-2,4.1739439401625271E-2,4.3362039454005172E-2,4.5019097314713596E-2,4.8425494823226597E-2,5.0971838636647462E-2,5.2703974260870021E-2,5.5491999366344323E-2,5.5869276939469803E-2,5.5708926509247539E-2,5.8253535297281556E-2]
["Weighted Average Maturity Date (years)",15.809846753492216,15.486732827693695,15.303762541846226,14.932586702672291,14.696785693988796,14.488667789694601,14.441211216708339,14.246126264016118,13.98839539005135,13.777370715061551,13.646693797206773,13.385823409561032,13.06991601099543,12.550409493742082,12.440991862320162,12.272775199684631,12.092547656942287,11.786191485232814,11.548591817686249]
["Weighted Average Seasoning (months)",59.519568855770551,63.218876974928833,66.488843362468842,69.601450803616288,72.207405638939562,75.212030482750293,78.06842642571975,81.095263130621134,84.012789213740376,87.221321925883728,89.354647335739799,92.174105547417639,95.795201433677505,99.739309803819623,103.44320399947421,106.0115787643069,109.15555583131848,112.32617524580786,115.88734133313265]
["% of Interest Only Mortgages (optional switching to repayment)",0.88490923427880008,0.89708604442880235,0.89175976569643878,0.89810538918271132,0.89359692416845515,0.8935628135700987,0.89351317744303838,0.89510093450381101,0.89423188651081043,0.89795072125367459,0.89446639279530538,0.89721539092686342,0.89694802553874242,0.89500860490957035,0.89776724554429155,0.89975596222375287,0.90354963898004326,0.90466037411900813,0.90971967402188769]
["% of Repayment Mortgages",0.11509076572119988,0.10291395557119763,0.10824023430356132,0.10189461081728871,0.1064030758315448,0.1064371864299013,0.10648682255696167,0.10489906549618896,0.10576811348918953,0.10204927874632545,0.10553360720469455,0.10278460907313666,0.10305197446125766,0.10499139509042958,0.10223275445570851,0.10024403777624719,9.6450361019956687E-2,9.5339625880991916E-2,9.0280325978112322E-2]
["% of Mortgages in London",0.19867619510540704,0.20119988087839624,0.21255439689700475,0.2068620531524763,0.21194715360133301,0.20894916337944244,0.20327416896397457,0.21298017469477223,0.21801051946250685,0.22915551662684081,0.23219273071528188,0.2415323565811473,0.24303412352888082,0.22875861519847379,0.24608828694949419,0.24872704124993217,0.26044947823970377,0.2383866525510204,0.24303845858663098]
["% of Mortgages in the South East",0.33613727621163242,0.33084322635473257,0.31699588927641914,0.31727799620433789,0.31434369132844686,0.32108418624277829,0.32377876735532324,0.30906508762610402,0.31606557372291511,0.31534467687845125,0.32398537268741312,0.32879879118684679,0.31494929732236882,0.30421337923022918,0.28753502945302828,0.28909462328669511,0.2821665651836826,0.29425200209837488,0.29589511377008687]
["% of Owner Occupied Mortgages",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]
["% of Investment Home Loans - Emerging Professional Landlords",1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.5558018843931591,1.5625117193899558,1.5772374013477579,1.5835376977387141,1.5851367809123185,1.5893114741625551,1.5947388299418988,1.6020569645676144,1.5999681422656364,1.6016354662270673,1.5821092241585388,1.5687204590702748,1.5992013548432835,1.6026466756095983,1.6224961163500533,1.5940733800798081,1.6014423107724713,1.6122476104278258,1.616212140212157]
["Number of Properties in Possession",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",0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,2,2,2,2]
["MTL Quarterly Losses",0,0,0,0,0,0,11,0,0,0,0,0,0,0,0,0,0,0,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",0.99382738611320653,0.99348698210465292,0.99279787980737288,1,1,1,0.99712768617494341,1,0.99171272379446396,0.98992885397961961,0.99069416530146981,0.99031576716826908,0.98440850493242393,0.98329207357500226,0.982161914499186,0.98329828830146659,0.99827791919741105,0.99820001675160808,0.98463512196351477]
[">1 to 2 months arrears",0,0,7.202120192627141E-3,0,0,0,2.8723138250565578E-3,0,0,1.6875007979202104E-3,0,0,1.5591495067576091E-2,0,8.6771896497276207E-3,6.2088461903903932E-3,0,0,1.3425016814139832E-2]
[">2 to 3 months arrears ",0,6.5130178953470893E-3,0,0,0,0,0,0,0,0,0,0,0,1.6707926424997698E-2,9.1608958510864223E-3,8.849285524380553E-3,0,0,0]
[">3 months arrears ",6.1726138867935071E-3,0,0,0,0,0,0,0,8.2872762055360739E-3,8.383645222460304E-3,9.3058346985302291E-3,9.6842328317310045E-3,0,0,0,1.6435799837624379E-3,1.7220808025889209E-3,1.799983248391841E-3,1.9398612223455822E-3]
["Total ",{"$f":"SUM(B133:B136)","v":1},1,1,1,1,1,1,1,1,1.0000000000000002,1,1,1,1,1,1,1,0.99999999999999989,1.0000000000000002]
[]
["Underlying Assets - Paragon Bank Originated Assets (Professional)",{"$f":"+B108","v":"2019-10-31"},"2020-01-31",{"$f":"+D108","v":"2020-04-30"},"2020-07-31",{"$f":"+F108","v":"2020-10-30"},"2021-01-29",{"$f":"+H108","v":"2021-04-30"},"2021-07-30",{"$f":"+J108","v":"2021-10-29"},"2022-01-31",{"$f":"+L108","v":"2022-04-29"},"2022-07-29",{"$f":"+N108","v":"2022-10-31"},"2023-01-31",{"$f":"+P108","v":"2023-04-28"},"2023-07-31",{"$f":"+R108","v":"2023-10-31"},"2024-01-31",{"$f":"+T108","v":"2024-04-30"}]
["Weighted Average LTV",0.71514687886584449,0.71682519935217948,0.71877532898542518,0.72068618886044034,0.7207841753912364,0.72117347376524643,0.7209710046538278,0.72020565418845073,0.72037529542703549,0.72088774554397206,0.71879841751591744,0.71608700482108145,0.71766084307253997,0.71746231356440715,0.71736075342825789,0.71738231923584861,0.72016830514887786,0.72032310889987772,0.72115313978646312]
["Weighted Average Nationwide Indexed LTV",0.69186519127106139,0.69972045897532986,0.69285846772507931,0.68379286397318817,0.66735547213510127,0.65514980847094217,0.65267519076216729,0.62102138914525762,0.61503371394196582,0.60047723451894508,0.5849112072312761,0.56096447298331631,0.55762190536494216,0.57136880656260269,0.59019165576508725,0.5823106600353235,0.58784766933351751,0.5936121032301338,0.59169179253492565]
["% of Fixed Rate Mortgages (reverting to Term SONIA plus a variable margin) - reverting to Libor linked prior to 1st July 2021",2.9527753205545751E-2,1.4318759953112659E-2,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Fixed Rate Mortgages (reverting to SVR)",0.88813837986157074,0.91088385001889971,0.94309078717492678,0.92256963029994599,0.92188867147903963,0.93202805644720477,0.94020229095444674,0.93570907261767566,0.93363906088016857,0.93706142684621552,0.94850991462945833,0.86350459828047643,0.86785513810812642,0.90001237636844411,0.90033249726189257,0.9059247237375182,0.92181451497721922,0.90767641379218944,0.91021674895453475]
["% of Term SONIA Linked Mortgages (reverting to Term 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]
["% 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]
["% 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]
["% of SVR Mortgages",8.2333866932883512E-2,7.4797390027987576E-2,5.6909212825073253E-2,7.7430369700054111E-2,7.8111328520960449E-2,6.7971943552795178E-2,5.9797709045553281E-2,6.4290927382324337E-2,6.6360939119831319E-2,6.2938573153784524E-2,5.1490085370541755E-2,0.13649540171952354,0.13214486189187361,9.998762363155593E-2,9.9667502738107427E-2,9.4075276262481841E-2,7.8185485022780846E-2,9.2323586207810657E-2,8.9783251045465209E-2]
["Weighted Average Loan Size",179115.01205814845,183087.64536565324,185604.34950257291,186979.70605004468,188260.83166821129,189172.29626185956,189349.92805582288,189161.69717948715,190253.15408862036,191832.55588785044,193986.09959617429,192435.95765258215,187290.6937799718,185705.02418128657,186411.57956780927,186563.39821212119,188217.49931034484,189515.10326923078,191047.75642156863]
["Weighted Average Interest Rate",3.7832556069949133E-2,3.8278061623516525E-2,3.809246681491351E-2,3.7773492928855387E-2,3.7759099831782592E-2,3.7664377238741269E-2,3.7499799617052736E-2,3.7526415184624178E-2,3.7453093689625135E-2,3.7464219406041444E-2,3.7528757925236932E-2,3.9581927055901654E-2,4.0218414983512883E-2,3.9553093040633688E-2,4.0018628952304285E-2,4.041634303625212E-2,4.0571456115858412E-2,4.1778348402080251E-2,4.2350822090445196E-2]
["Weighted Average Maturity Date (years)",18.392592728849937,18.187348326353327,17.978726695606344,17.794408723313797,17.550118217357404,17.302950752836342,17.07106201522485,16.852340871421905,16.586591122305926,16.331063858972552,16.113437667926338,15.855469230843946,15.605029025780929,15.395041802851585,15.109836191744314,14.880239548325244,14.643565591502691,14.424806054069949,14.206814527630444]
["Weighted Average Seasoning (months)",31.231307916154154,34.441307369272899,37.467677565316848,40.076555957970058,42.902635699362762,45.783270615879708,48.60800911704122,51.516139185065569,54.536725320017069,57.546612109198875,60.463090641932872,63.426384177601761,66.50770502981932,69.493592250167637,72.405480923035938,75.404694929239753,78.453287770924405,81.446557878061526,84.412370871020997]
["% of Interest Only Mortgages (optional switching to repayment)",0.9432633246855272,0.94377854088377289,0.94513749836548044,0.94764179075612454,0.94864911294244403,0.95151846314718269,0.95153398899058028,0.95286795557594672,0.95075869141425406,0.95200684935211677,0.9503836102398705,0.95015744727129747,0.9444142920997054,0.94535096791644013,0.94708411114213364,0.94692947632114399,0.95083943701970353,0.95145734758571077,0.95314794726470298]
["% of Repayment Mortgages",5.6736675314472719E-2,5.6221459116227036E-2,5.4862501634519466E-2,5.2358209243875423E-2,5.1350887057556062E-2,4.8481536852817357E-2,4.8466011009419663E-2,4.7132044424053283E-2,4.9241308585745977E-2,4.7993150647883238E-2,4.9616389760129394E-2,4.9842552728702444E-2,5.5585707900294601E-2,5.4649032083559895E-2,5.2915888857866342E-2,5.3070523678856077E-2,4.9160562980296502E-2,4.8542652414289247E-2,4.6852052735297071E-2]
["% of Mortgages in London",0.22448764395733217,0.22984251942325604,0.23544141135223901,0.23749817698898626,0.23737450812773592,0.23646749506247361,0.2396251029087984,0.23811237469719698,0.2432120574238012,0.245131907648268,0.24793861797904165,0.25754724680555147,0.2622570861940785,0.26610365854608342,0.27017366487740901,0.2662962192317167,0.26664636250942758,0.26892721823259086,0.27245191866718638]
["% of Mortgages in the South East",0.45613738841181561,0.45481607249740053,0.44873595721547588,0.44814569004556731,0.44677094783117743,0.44955580865166883,0.44549127665346661,0.44743722562378413,0.44633985726155972,0.4515279979753839,0.45464890550185511,0.42683885866490634,0.38338910750501798,0.38410377851153532,0.38452206739215855,0.38815364511248041,0.38707006638555352,0.38702353900174274,0.38905304600706681]
["% of Owner Occupied Mortgages",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",1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1]
["% 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]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.613960836213715,1.6197422508025059,1.6222792663102119,1.6300093371153825,1.6356667728170453,1.6393072887317899,1.6415369705978973,1.6511473020456671,1.6517877136284229,1.6516207313665416,1.6496538311125422,1.6584549448918471,1.676103036812238,1.6713146353135198,1.6718475418816614,1.6741117363827254,1.6758877707442048,1.6791397806149049,1.6807910133723754]
["Number of Properties in Possession",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,1,1]
["Appointment of a Receiver of Rent",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0]
["Paragon Bank Quarterly Losses",0,0,0,0,2,-2,0,0,0,0,0,19,-19,0,0,0,0,0,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",1,0.99874926711606138,0.99871226207519748,0.99866804477222293,0.99466290644200894,0.99456264001078154,0.99448931557342002,0.99643263896907819,0.99637809456653359,0.99483863922089921,0.99622869512733925,0.99580119160955471,0.9948157081401886,0.99677432793532206,0.99672429667345608,0.99666713218556213,0.99658236808080169,0.99835063209837649,0.99461030288044039]
[">1 to 2 months arrears",0,1.2507328839386803E-3,0,0,3.9651609820046075E-3,0,0,0,0,1.457372357265045E-3,0,0,0,0,0,0,0,0,3.7214799350378295E-3]
[">2 to 3 months arrears ",0,0,0,0,0,2.0340783452488516E-3,0,0,0,0,0,0,0,0,0,0,3.4176319191983754E-3,0,0]
[">3 months arrears ",0,0,1.2877379248025943E-3,1.3319552277770504E-3,1.3719325759864202E-3,3.4032816439695714E-3,5.5106844265799702E-3,3.5673610309218612E-3,3.6219054334664003E-3,3.7039884218358268E-3,3.7713048726606933E-3,4.1988083904452196E-3,5.1842918598114466E-3,3.2256720646780057E-3,3.2757033265438809E-3,3.3328678144379123E-3,0,1.6493679016234787E-3,1.668217184521807E-3]
["Total ",{"$f":"SUM(B164:B167)","v":1},1,1,1,1,0.99999999999999989,1,1,1,1,0.99999999999999989,0.99999999999999989,1,1,{"$f":"SUM(P164:P167)","v":1},{"$f":"SUM(Q164:Q167)","v":1},{"$f":"SUM(R164:R167)","v":1},1,1]
[]
["Underlying Assets - Paragon Bank Originated Assets (Emerging Professional)",{"$f":"+B139","v":"2019-10-31"},"2020-01-31",{"$f":"+D139","v":"2020-04-30"},"2020-07-31","2020-10-30",{"$f":"+G139","v":"2021-01-29"},"2021-04-30",{"$f":"+I139","v":"2021-07-30"},"2021-10-29",{"$f":"+K139","v":"2022-01-31"},"2022-04-29",{"$f":"+M139","v":"2022-07-29"},"2022-10-31",{"$f":"+O139","v":"2023-01-31"},"2023-04-28",{"$f":"+Q139","v":"2023-07-31"},"2023-10-31",{"$f":"+S139","v":"2024-01-31"},"2024-04-30"]
["Weighted Average LTV",0.71011400927922552,0.71041866973405965,0.7114798916282653,0.71232468877983268,0.71332797064110598,0.71370289778811991,0.71373270047570647,0.71394162645430015,0.7138385457644264,0.71305938925430934,0.71212494038545093,0.71123528063655128,0.71481869616727522,0.71560520726431132,0.7148935534656341,0.713994676887167,0.71654312319954916,0.71694651311241719,0.7165652764518744]
["Weighted Average Nationwide Indexed LTV",0.68560986925169409,0.69188023990161207,0.68435782875859996,0.67530067995810228,0.66182860428239332,0.65069548307980218,0.64855422160251064,0.61787281743097011,0.6120762496660368,0.59692713684877974,0.58266284867327356,0.56138643081515438,0.55768489887517725,0.57259141758624066,0.59265257462092902,0.58357024432088556,0.58804275509260096,0.59415343020710099,0.59102640550001739]
["% of Fixed Rate Mortgages (reverting to Term SONIA plus a variable margin) - reverting to Libor linked prior to 1st July 2021",2.22474973281221E-2,7.6003556598705562E-3,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Fixed Rate Mortgages (reverting to SVR)",0.90960894050581309,0.91376731197888916,0.93194416838118344,0.90601705562436763,0.92525174807831845,0.93028252491498242,0.93434092897814658,0.9296145287932629,0.93274629891307237,0.93411495652486642,0.94096645162439374,0.79451763267824549,0.79038434281101588,0.83629851348938411,0.85871354029192615,0.85457688857753444,0.84660340782688059,0.84698241869541391,0.83853575242031331]
["% of Term SONIA Linked Mortgages (reverting to Term 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]
["% 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]
["% 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]
["% of SVR Mortgages",6.8143562166064806E-2,7.8632332361240259E-2,6.8055831618816509E-2,9.3982944375632441E-2,7.4748251921681483E-2,6.9717475085017688E-2,6.5659071021853407E-2,7.0385471206737008E-2,6.7253701086927575E-2,6.5885043475133562E-2,5.9033548375606232E-2,0.20548236732175457,0.20961565718898417,0.163701486510616,0.14128645970807388,0.14542311142246561,0.15339659217311943,0.1530175813045862,0.16146424757968664]
["Weighted Average Loan Size",178291.88435972627,184520.342803532,185492.79472385428,188840.97085568329,189919.14793758481,190798.72807799446,192169.9037733142,193339.20418569256,193871.56979332273,196200.24004983393,197042.17704778156,192914.83507186855,182323.69122448977,181631.10517520219,182203.25058333331,182102.86002832864,183802.02614035088,185272.96265671647,186442.60598765433]
["Weighted Average Interest Rate",3.5779310488136103E-2,3.7168657441839302E-2,3.7200423505809287E-2,3.6686612560146527E-2,3.6343141714505374E-2,3.6244943241548283E-2,3.6171494519947583E-2,3.6317651681717945E-2,3.6332111685972501E-2,3.6480094884639429E-2,3.6656856764707972E-2,4.0720334682559672E-2,4.3262843673194024E-2,4.2357328333024968E-2,4.1980974243004204E-2,4.3062726936862056E-2,4.3949568096874357E-2,4.4598427919289613E-2,4.5580520225080738E-2]
["Weighted Average Maturity Date (years)",19.622113074452383,19.379377717800963,19.209628436498814,19.067810908224484,18.9299484494416,18.694101957926801,18.490995882880473,18.321673263407114,18.09157664737166,17.827975438178129,17.633329691677833,17.34045107718509,17.033812187933503,16.691910481714938,16.430719120380697,16.174921490558091,15.935588236776679,15.710744151513227,15.467703582703983]
["Weighted Average Seasoning (months)",32.080948633168454,35.595558203782645,38.740205861317378,41.181464833717008,43.700193729307337,46.650201526029932,49.485651639199517,52.369607905653126,55.469883367655179,58.544688559902461,61.471551741354475,64.683699093237735,68.368273836612531,71.534430592401094,74.539675609576932,77.418718434900399,80.51358301174912,83.629354386239442,86.68193051757909]
["% of Interest Only Mortgages (optional switching to repayment)",0.91060487001331847,0.91467120520934619,0.91396868078221127,0.91844757347962414,0.91883574074522922,0.92436470532243287,0.92778639203014157,0.92908049525403658,0.93122054288944989,0.93301102856750229,0.93401174441908374,0.92777569537353399,0.92398927449941359,0.9348557220672522,0.93478494443392757,0.9377341312792119,0.93982855673914401,0.93983469117628826,0.93779619417429849]
["% of Repayment Mortgages",8.9395129986681462E-2,8.532879479065375E-2,8.6031319217788713E-2,8.1552426520375962E-2,8.1164259254770679E-2,7.5635294677567202E-2,7.221360796985847E-2,7.0919504745963369E-2,6.877945711055003E-2,6.6988971432497657E-2,6.5988255580916172E-2,7.2224304626465965E-2,7.6010725500586421E-2,6.5144277932747643E-2,6.5215055566072447E-2,6.2265868720788105E-2,6.0171443260856008E-2,6.0165308823711787E-2,6.220380582570148E-2]
["% of Mortgages in London",0.23105023099300928,0.24224389187752374,0.24705125026007593,0.2574571986325247,0.26380931694396748,0.2643877084715206,0.26792307944701438,0.27326689024259404,0.27551280079968099,0.27571934831395323,0.27903564140300746,0.29739620615609053,0.27091472952947387,0.284592939842644,0.28519429370632959,0.28739521118379291,0.2889184192529155,0.29280407094265221,0.29315486658435685]
["% of Mortgages in the South East",0.47211021228851091,0.48069083394132328,0.48343198954200661,0.48595385294855264,0.48362561342958138,0.48358582657335086,0.48805670078227553,0.4981201018426169,0.49843274033967983,0.50516904379236638,0.50717271041806711,0.47857069903379101,0.47338584588904614,0.4601274318165316,0.4643092311668281,0.4637577576185527,0.46452392733631426,0.46573673550981043,0.46676777537566344]
["% of Owner Occupied Mortgages",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]
["% of Investment Home Loans - Emerging Professional Landlords",1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.4825675040038324,1.4875900854443906,1.4887224074539729,1.4950707266583254,1.49979598067515,1.5005982509316875,1.5015817432356984,1.4965222021574425,1.4976049819649926,1.5011262340618325,1.5029223074046403,1.5049565807524155,1.497299672207036,1.4944982644234999,1.4951036806003943,1.4969445729005333,1.4977118441874198,1.4980315802279316,1.4980617283097486]
["Number of Properties in Possession",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",0,0,0,0,0,0,0,0,0,0,0,1,1,2,1,0,0,1,1]
["Paragon Bank Quarterly Losses",0,0,0,4,0,-2,0,1,0,0,0,1,0,-1,0,19,0,0,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",1,1,1,0.99895776805710013,0.99573240521809725,0.99242088419999863,0.99039086779344998,0.99002454847120824,0.99351343294255345,0.99293088212209912,0.99045250977444554,0.9952753436854942,0.98695301225086951,0.99563195818428507,0.99252881948920835,0.99545310658773423,0.98590876881777378,0.99525719980943861,0.98967430442755688]
[">1 to 2 months arrears",0,0,0,1.0422319428999034E-3,3.1665978085783034E-3,3.2187844139809968E-3,3.3011357442076393E-3,4.1911286741303294E-3,9.0336736732079474E-4,1.3047471006515528E-3,4.5188549497650358E-3,0,2.1603741548503934E-3,4.3680418157149327E-3,0,0,2.4515794119364777E-3,0,0]
[">2 to 3 months arrears ",0,0,0,0,1.1009969733244062E-3,0,1.8483414334634208E-3,0,8.2171734272540623E-4,0,0,0,6.2134921622920428E-3,0,3.0058010077154661E-3,0,6.9898991787931018E-3,0,0]
[">3 months arrears ",0,0,0,0,0,4.3603313860204138E-3,4.4596550288789069E-3,5.7843228546614785E-3,4.7614823474003646E-3,5.7643707772492888E-3,5.0286352757894209E-3,4.7246563145057563E-3,4.6731214319880258E-3,0,4.4653795030761261E-3,4.5468934122657716E-3,4.6497525914965913E-3,4.7428001905613654E-3,1.0325695572443047E-2]
["Total ",{"$f":"SUM(B195:B198)","v":1},1,1,1,1,1,1,1,1,1,1,1,1,1,0.99999999999999989,1,1,1,0.99999999999999989]

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[null,null,null,null,null,null,null,null,null,null,"PARAGON MORTGAGES (NO.26) PLC"]