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[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. "]
[null,null,null,null,null,"libor-mortgages-transition-july-19 (paragonbankinggroup.co.uk)"]
["     Paragon Mortgages (No.27) PLC"]
[]
["Information as at the Principal Determination Date","2020-06-30","2020-09-30","2020-12-31","2021-03-31","2021-06-30","2021-09-30","2021-12-31","2022-03-31","2022-06-30","2022-09-30","2022-12-30","2023-03-31","2023-06-30","2023-09-29","2023-12-29","2024-03-28","2024-06-28"]
["Mortgage Asset Balance",758459.60662000068,755004.49707000051,750994.87981999898,744486.66453999944,735905.2598700003,728372.76790999994,710743.25784999982,685018.44437000016,672475.02804000012,663586.22230000014,654819.82854000002,651050.0772099999,646853.82233999996,640310.81409000023,632031.69569999992,624755.12200999993,619935.02138000005]
["Mandatory Further Advance Prefunding Reserve",739,629,552,473,443,215,0,0,0,0,0,0,0,0,0,0,0]
["Available Principal Cash",2,2,4,4,0,0,3,3,2,3,4,0,2,3,3,6,3]
["Total Assets",{"$f":"+B6+B7+B8","v":759200.60662000068},755635.49707000051,751550.87981999898,744963.66453999944,736348.2598700003,728587.76790999994,{"$f":"+H6+H7+H8","v":710746.25784999982},685021.44437000016,{"$f":"+J6+J7+J8","v":672477.02804000012},663589.22230000014,{"$f":"+L6+L7+L8","v":654823.82854000002},{"$f":"+M6+M7+M8","v":651050.0772099999},646855.82233999996,640313.81409000023,632034.69569999992,624761.12200999993,619938.02138000005]
["Total Notes (Class A, B, C, D and Z Notes)",{"$f":"SUM(B11:B15)","v":759201},755635,751551,744964,736348,{"$f":"SUM(G11:G15)","v":728588},{"$f":"SUM(H11:H15)","v":710746},{"$f":"SUM(I11:I15)-1","v":685021},{"$f":"SUM(J11:J15)","v":672477},{"$f":"SUM(K11:K15)","v":663589},{"$f":"SUM(L11:L15)+1","v":654824},{"$f":"SUM(M11:M15)","v":651050},646856,640314,632035,624761,619938]
["Class A Notes ",647030,643464,639380,632793,624177,616417,598575,572851,560306,551418,542652,538879,534685,528143,519864,512590,507767]
["Class B Notes",41826,41826,41826,41826,41826,41826,41826,41826,41826,41826,41826,41826,41826,41826,41826,41826,41826]
["Class C Notes",22814,22814,22814,22814,22814,22814,22814,22814,22814,22814,22814,22814,22814,22814,22814,22814,22814]
["Class D Notes",22814,22814,22814,22814,22814,22814,22814,22814,22814,22814,22814,22814,22814,22814,22814,22814,22814]
["Class Z Notes ",24717,24717,24717,24717,24717,24717,24717,24717,24717,24717,24717,24717,24717,24717,24717,24717,24717]
["Class A and B Liquidity Reserve Fund (1.50% of the outstanding Class A and B Notes)",{"$f":"SUM(648307+41826)*1.5%","v":10351.994999999999},{"$f":"SUM(B11+B12)*1.5%","v":10332.84},10279.35,10218.09,10119.285,9990.0450000000001,9873.6450000000004,9606.0149999999994,{"$f":"SUM(I11+I12)*1.5%","v":9220.1549999999988},9031.98,8898.66,8767.17,8710.5749999999989,8647.6649999999991,8549.5349999999999,8425.35,8316.24]
["General Reserve Fund (1.50% of the outstanding Class C and D Notes)",{"$f":"SUM(B13:B14)*1.5%","v":684.42},{"$f":"SUM(B13:B14)*1.5%","v":684.42},684.42,684.42,684.42,684.42,684.42,684.42,684.42,684.42,684.42,684.42,684.42,684.42,684.42,684.42,684.42]
["Class B, C , D and Z Notes as a % of the Total Notes",{"$f":"SUM(B12:B15)/B10","v":0.14774875164811427},0.14844600898581986,0.14925267879358819,0.15057237665175766,0.15233422240571035,0.15395669431832532,{"$f":"SUM(H12:H15)/H10","v":0.15782150022652255},{"$f":"SUM(I12:I15)/I10","v":0.16374826465174061},0.16680273079971508,0.16903685865799464,0.17129946367268151,0.1722924506566316,0.17340953782603857,{"$f":"SUM(O12:O15)/O10","v":0.17518123920451528},0.17747593092154706,{"$f":"SUM(Q12:Q15)/Q10","v":0.17954225695906115},0.18093906164810028]
["Retained Notes held by Paragon Bank PLC (Class A, B, C, D and Z Notes)",{"$f":"B10","v":759201},755635,751551,744964,736348,728588,{"$f":"H10","v":710746},685021,{"$f":"J10","v":672477},663589,{"$f":"L10","v":654824},651050,{"$f":"N10","v":646856},640314,{"$f":"P10","v":632035},624761,{"$f":"R10","v":619938}]
["Lifetime Redemption Rate",8.0999999999999996E-3,1.3899999999999999E-2,1.6400000000000001E-2,2.12E-2,2.63E-2,2.8799999999999999E-2,3.85E-2,5.1700000000000003E-2,5.3900000000000003E-2,5.3699999999999998E-2,5.3499999999999999E-2,5.0999999999999997E-2,4.9000000000000002E-2,4.8399999999999999E-2,4.8500000000000001E-2,4.8300000000000003E-2,4.7199999999999999E-2]
["Quarterly Redemption Rate",1.6999999999999999E-3,4.7000000000000002E-3,5.4000000000000003E-3,8.8000000000000005E-3,1.1599999999999999E-2,1.03E-2,2.4199999999999999E-2,3.6200000000000003E-2,1.83E-2,1.32E-2,1.32E-2,5.7999999999999996E-3,6.4000000000000003E-3,1.01E-2,1.29E-2,1.15E-2,7.7000000000000002E-3]
["PM2010 Lifetime Redemption Rate",4.8500000000000001E-2,4.2700000000000002E-2,3.2899999999999999E-2,4.1500000000000002E-2,0.1105,0.1235,0.12230000000000001,0.1273,0.12039999999999999,0.1239,0.1182,0.1091,0.10929999999999999,0.1065,9.98E-2,9.7299999999999998E-2,9.6299999999999997E-2]
["Paragon Bank Lifetime Redemption Rate ",6.7000000000000002E-3,1.2800000000000001E-2,1.6E-2,2.06E-2,2.3199999999999998E-2,2.53E-2,3.5400000000000001E-2,4.9000000000000002E-2,5.1499999999999997E-2,5.1200000000000002E-2,5.1200000000000002E-2,4.8899999999999999E-2,4.6899999999999997E-2,4.6300000000000001E-2,4.6699999999999998E-2,4.6600000000000003E-2,4.5600000000000002E-2]
["Further Advances released in the quarter",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]
["Quarterly Losses ",{"$f":"+B99+B130+B161","v":0},{"$f":"+C99+C130+C161","v":0},{"$f":"+D99+D130+D162+D192","v":1},{"$f":"+E99+E130+E162+E192","v":0},{"$f":"+F99+F130+F162+F192","v":-1},{"$f":"+G99+G130+G162+G192","v":0},{"$f":"+H99+H130+H161+H192","v":3},2,0,-3,0,0,{"$f":"+N99+N130+N161+N192","v":1},1,{"$f":"+P99+P130+P161+P192","v":-1},1,{"$f":"+R99+R130+R161+R192","v":2}]
["Quarterly Loss Rate (annualised)",{"$f":"1-(1-B26/B6)^4","v":0},{"$f":"1-(1-C26/C6)^4","v":0},{"$f":"1-(1-D26/D6)^4","v":5.326257366045084E-6},{"$f":"1-(1-E26/E6)^4","v":0},{"$f":"1-(1-F26/F6)^4","v":-5.4354933594069621E-6},0,1.6883626950958686E-5,{"$f":"1-(1-I26/I6)^4","v":1.1678466514841723E-5},0,-1.8083680723091078E-5,0,0,6.1837629864447408E-6,{"$f":"1-(1-O26/O6)^4","v":6.2469515452745483E-6},-6.3288115459414485E-6,{"$f":"1-(1-Q26/Q6)^4","v":6.4024931614170555E-6},1.290451581270613E-5]
["PDL Replenishment made during the quarter (-ve = recoveries)",0,0,1,0,-1,0,3,2,0,-3,0,0,1,1,-1,1,2]
["Outstanding PDL at end of the quarter",{"$f":"B25+B26-B28","v":0},0,0,0,0,0,{"$f":"H25+H26-H28","v":0},0,{"$f":"J25+J26-J28","v":0},0,{"$f":"L25+L26-L28","v":0},0,{"$f":"N25+N26-N28","v":0},0,{"$f":"P25+P26-P28","v":0},0,{"$f":"R25+R26-R28","v":0}]
["Spread Trap repayment in the quarter","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A"]
["Spread % (WA Funding Rate less WA Interest Rate)",2.2700000000000001E-2,2.2800000000000001E-2,2.29E-2,2.29E-2,2.29E-2,2.3E-2,2.3400000000000001E-2,2.01E-2,1.5169525697921783E-2,7.9823445717176304E-3,0,0,0,0,0,0,0]
["Total Income as a % of the Assets",5.1000000000000004E-3,8.3999999999999995E-3,9.1999999999999998E-3,9.2999999999999992E-3,9.4000000000000004E-3,9.2999999999999992E-3,9.7999999999999997E-3,1.0999999999999999E-2,1.3899999999999999E-2,1.6400000000000001E-2,1.9599999999999999E-2,2.2100000000000002E-2,2.3534290761078259E-2,2.5265283154210519E-2,2.6335516637149899E-2,2.5960587625685285E-2,2.5667415219579968E-2]
["Quarterly surplus income to the Issuer",885,2668,3188,3420,3157,2049,2254,2925,3746,3122,2814,2754,2655,2132,3142,2808,1543]
["Surplus Income as a % of the Assets",{"$f":"+B33/760478","v":1.1637417518981482E-3},{"$f":"+C33/B9","v":3.5142226925740619E-3},4.2189653773036951E-3,4.5505901088414812E-3,4.2377905799598778E-3,2.7826506989528893E-3,3.0936561101838718E-3,4.115392754719659E-3,5.4684419455585326E-3,4.6425377668280711E-3,4.2405752013974498E-3,4.2057113378728729E-3,4.0780273176184798E-3,3.2959431242150579E-3,4.9069689437597729E-3,4.4427940730216468E-3,2.4697439479521625E-3]
["COVID19 Payment holidays as % of mortgages",0.15581072336421467,2.558405747907631E-2,1.0383693816752887E-2,4.718181543480522E-3,1.0991953911878482E-3,0,0,0,0,0,0,0,0,0,0,0,0]
["Losses as a % of the Assets",{"$f":"+B26/760478","v":0},{"$f":"+C26/B9","v":0},1.3233893906222382E-6,0,-1.3423473487361033E-6,0,4.1175547163050647E-6,2.813943763910878E-6,0,-4.4611189303280629E-6,0,0,1.535980157295096E-6,1.5459395516956183E-6,-1.5617342278038743E-6,1.5821916214464555E-6,3.2012235229451231E-6]
["Number of Properties in Possession",{"$f":"+B97+B128+B159","v":0},0,0,0,0,0,0,0,0,0,0,0,0,0,0,{"$f":"+Q97+Q128+Q159+Q190","v":0},{"$f":"+R97+R128+R159+R190","v":0}]
["Appointment of a Receiver of Rent",0,0,0,0,0,0,0,0,0,0,0,3,2,3,2,{"$f":"+Q98+Q129+Q160+Q191","v":2},{"$f":"+R98+R129+R160+R191","v":3}]
["Average Number of months (Possessions) in Arrears at the Sale Date",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Average Number of months (RoR) in Arrears at the Sale Date",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",1,1,0.99990401452534894,0.99893144492992159,0.9984602977288134,0.99978884438466675,1,0.99982625518921697,0.9990473281931862,0.99893142217820274,0.99786162859007799,0.99738693986683669,0.99972717762141294,0.99691891726937165,0.99755192214155097,0.99805871150593761,0.99837557499390595]
[">1 to 2 months arrears",0,0,0,8.6196977134104396E-4,1.3307079775092133E-3,0,0,1.7374481078310118E-4,0,1.0314487808798496E-4,1.1600137425490308E-3,1.8540485684645214E-3,0,2.0834124057483448E-3,1.5238362527536084E-3,1.6696701953990718E-3,1.1834123906045723E-3]
[">2 to 3 months arrears ",0,0,0,2.065852987373915E-4,0,0,0,0,0,0,0,0,0,8.5132146960479116E-5,9.2424160569530317E-4,1.8566827416593892E-4,0]
[">3 months arrears ",0,0,9.598547465100891E-5,0,2.089942936773807E-4,2.1115561533322457E-4,0,0,9.526718068137588E-4,9.6543294370926515E-4,9.783576673730273E-4,7.5901156469889385E-4,2.728223785871455E-4,9.1253817791948336E-4,0,8.5950024497405083E-5,4.410126154893631E-4]
["Total ",{"$f":"SUM(B42:B45)","v":1},1,1,1,1,1,1,1,{"$f":"SUM(J42:J45)","v":1},0.99999999999999989,1,1,1,1,0.99999999999999989,{"$f":"SUM(Q42:Q45)","v":1},0.99999999999999989]
["Total Value of Arrears (£000's)",0,0.38194013807999994,3.7287002254700004,7.8285499023700007,14.12718110706,5.7607603217200003,2.09552068693,2.4823901210400003,12.731451160150003,19.914599625920001,36.425530705850001,22.766361019230001,23.500688552420002,29.941389115799996,34.540971128210003,33.897180213859997,38.345041090800002]
["Total Value of Arrears as a % of the Notes (£760,478,000)",{"$f":"+B47/760478","v":0},5.0223693266603362E-7,4.903100714905626E-6,1.0294249014922194E-5,1.8576712419110087E-5,7.5751834000720603E-6,{"$f":"+H47/760478","v":2.7555309777929145E-6},3.2642497495522557E-6,{"$f":"+J47/760478","v":1.6741379974371386E-5},2.6186950346913391E-5,{"$f":"+L47/760478","v":4.7898204426492289E-5},2.993690944278467E-5,{"$f":"+N47/760478","v":3.0902522561362722E-5},3.9371801834898574E-5,{"$f":"+P47/760478","v":4.5420079381928211E-5},4.4573518515801898E-5,{"$f":"+R47/760478","v":5.0422288469620423E-5}]
[]
["Underlying Assets ",{"$f":"+B5","v":"2020-06-30"},"2020-09-30","2020-12-31","2021-03-31","2021-06-30","2021-09-30",{"$f":"+H5","v":"2021-12-31"},"2022-03-31",{"$f":"+J5","v":"2022-06-30"},"2022-09-30",{"$f":"+L5","v":"2022-12-30"},"2023-03-31",{"$f":"+N5","v":"2023-06-30"},"2023-09-29",{"$f":"+P5","v":"2023-12-29"},"2024-03-28",{"$f":"+R5","v":"2024-06-28"}]
["Weighted Average LTV",0.73342274708125821,0.73384877158974737,0.73402662589895273,0.73433072650554554,0.73451368261182404,0.73423301033182631,0.73453165026647405,0.7344773946288754,0.73363606479116417,0.73294196430263581,0.7330578826349925,0.73269849016293276,0.73226171878757251,0.73174331443273721,0.73253865792919015,0.7327483347569218,0.7324749294353019]
["Weighted Average Nationwide Indexed LTV",0.72439794443194405,0.69776930443714769,0.68310980174918934,0.67829407419280319,0.64676729651726084,0.63732993601591004,0.62160493399366257,0.60555962770314709,0.58269106028060413,0.57786289937369184,0.59320094223915287,0.61049032510540724,0.6033216735293484,0.60272177236851576,0.61213590077513569,0.60955793119855584,0.60946339062076194]
["% of Fixed Rate Mortgages (reverting to Term SONIA plus a variable margin)",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Fixed Rate Mortgages (reverting to SVR)",1,1,1,1,0.99537486122792307,0.98845869823755039,0.95601459599550942,0.95532987296693572,0.96797727939018852,0.9812689806504441,0.98783987116310479,0.98936998932607811,0.98896318844623365,0.98145489431273147,0.95317156726258778,0.93884371417864354,0.94310277196232306]
["% of Term SONIA Linked Mortgages (reverting to Term SONIA plus a variable margin)",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 ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Non Reversionary Term SONIA Linked Mortgages ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of SVR Mortgages",0,0,0,0,4.6251387720768122E-3,1.1541301762449628E-2,4.3985404004490476E-2,4.4670127033064312E-2,3.2022720609811366E-2,1.8731019349555893E-2,1.2160128836895163E-2,1.063001067392194E-2,1.103681155376629E-2,1.8545105687268533E-2,4.6828432737412169E-2,6.1156285821356481E-2,5.6897228037676939E-2]
["Weighted Average Loan Size",186170.74291114401,185870.1371418022,185660.04445488233,185287.8707167744,184993.78076168936,185007.05306324613,185766.66436225819,186959.18241539304,187632.54130580372,187718.87476661958,188437.36073093524,188491.62629125649,188752.20961190542,188770.87679540101,188778.88163082435,188976.14095886267,189177.60798901433]
["Weighted Average Interest Rate",3.5749784197757456E-2,3.5758291620692086E-2,3.57603710447984E-2,3.5762811220456034E-2,3.582655059863743E-2,3.5969628509769126E-2,3.6722246468620504E-2,3.7119470849459019E-2,3.707829485689669E-2,3.6999966421863123E-2,3.6971969886751999E-2,3.6981465559955497E-2,3.705031632635522E-2,3.7664140514417785E-2,3.9648011364679062E-2,4.0690675986189161E-2,4.0622312103886615E-2]
["Weighted Average Maturity Date (years)",21.017488207994273,20.77670610811245,20.539738061580397,20.288643076866851,20.072470418428701,19.851328536438746,19.588094478472769,19.29581370762412,19.043330474942081,18.804435841231932,18.540716762581759,18.288201567055193,18.048441448667109,17.802492615935446,17.58664833012477,17.37414789247152,17.173857551059793]
["Weighted Average Seasoning (months)",9.9389904738360624,12.952430015163355,15.983278931785311,18.919573009985896,21.738219533353693,24.686471111164231,27.689382645766514,30.667313079414164,33.667828808673306,36.650093742539063,39.674517798100545,42.638974378529866,45.593617886116967,48.596230335615438,51.630803033165606,54.613606417125183,57.587388820486744]
["% of Interest Only Mortgages (optional switching to repayment)",0.94615991397092392,0.94647087617777059,0.94576840530555728,0.94476772138637721,0.94451825782953014,0.94435105025095001,0.94361463016725822,0.94389239859760599,0.94507002978584542,0.94565953891414911,0.94620685641340774,0.94671051932183525,0.9469943148732326,0.947340113194995,0.9472875773372389,0.94823602465882251,0.94890155174733615]
["% of Repayment Mortgages",5.3840086029076049E-2,5.3529123822229324E-2,5.4231594694442775E-2,5.5232278613622746E-2,5.5481742170469923E-2,5.564894974904995E-2,5.6385369832741762E-2,5.6107601402394028E-2,5.4929970214154578E-2,5.434046108585093E-2,5.3793143586592332E-2,5.3289480678164781E-2,5.3005685126767427E-2,5.2659886805004975E-2,5.2712422662761084E-2,5.1763975341177507E-2,5.1098448252663867E-2]
["% of Mortgages in London",0.15245842534094789,0.15058569688156309,0.1507209499978612,0.15037217356898019,0.14955752835554195,0.1508796286211227,0.15183956367937287,0.15588707004555019,0.15727231415306789,0.15735151998498631,0.15879299807068731,0.15967005016799854,0.16069493658393155,0.16104178038371572,0.16266181006339678,0.16282955491859372,0.16314414148576584]
["% of Mortgages in the South East",0.34026969161892673,0.34138776403354687,0.34042502128812979,0.34035612484283229,0.34264771281094542,0.34374009573204778,0.34596470976569521,0.3487467696285324,0.35017563823350328,0.35086840284748927,0.35149031218736282,0.35296805756445165,0.35348454034459625,0.35454898971625137,0.35473221249084264,0.35695814629340555,0.35665020428725375]
["% of Owner Occupied Mortgages",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Investment Home Loans - Professional Landlords",0.68665194050462819,0.68621146672715128,0.68659147909714979,0.68690904111221118,0.68989868159073475,0.69152574216261387,0.69465412094587631,0.69609241229780072,0.69760974059856939,0.69927326360344177,0.70069594282600767,0.70116131813737004,0.70183133757749905,0.70119615920916256,0.70263069339925832,0.70329990045758606,0.7042046507845251]
["% of Investment Home Loans - Emerging Professional Landlords",0.31334805949537181,0.31378853327284867,0.31340852090285015,0.31309095888778871,0.31010131840926536,0.30847425783738608,0.30534587905412364,0.30390758770219928,0.30239025940143066,0.30072673639655817,0.29930405717399228,0.29883868186263002,0.29816866242250101,0.29880384079083749,0.29736930660074157,0.296700099542414,0.2957953492154749]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.8359661264937417,1.8375440941673016,1.8382659911101735,1.8404386972839191,1.8434940697201108,1.8447025092579621,1.8497594173477963,1.8570842864654953,1.8576224602048128,1.8619476793237881,1.863842114168023,1.8625636069832208,1.8617818408738234,1.8629380973396588,1.8614474591240131,1.8626837607048681,1.8641229977896578]
["% of PM2010 Originated Assets (Professional)",2.0077076428447523E-2,1.9834524295040817E-2,1.9930590596819418E-2,1.9896912833425418E-2,1.8805033819767305E-2,1.8464590663639164E-2,1.8325908218110584E-2,1.8871378159589506E-2,1.9212290109353318E-2,1.8394213728086917E-2,1.8286310811170783E-2,1.8380165810409951E-2,1.8233983231841288E-2,1.8226959506511736E-2,1.8456728530173303E-2,1.8366789203876799E-2,1.8406904379427491E-2]
["% of PM2010 Originated Assets (Emerging Professional)",1.6024521298059459E-2,1.608559236021875E-2,1.6046797633145569E-2,1.578678065007642E-2,1.3832821798010065E-2,1.287840588400342E-2,1.2829291153014913E-2,1.2067919612883981E-2,1.1785812289714587E-2,1.1723395390935316E-2,1.1762974919641549E-2,1.1813154623924939E-2,1.1275235034734665E-2,1.1042693289584446E-2,1.1184105857493628E-2,1.1183448480616323E-2,1.0737555712181211E-2]
["% of Paragon Bank Originated Assets (Professional)",0.66657486407618005,0.66637694243210988,0.66666088850033112,0.66701212827878631,0.67109364777096703,0.67306115149897461,0.67632821272776578,0.67722103413821089,0.67839745048921518,0.68087904987535453,0.68240963201483684,0.68278115232695991,0.68359735434565772,0.68296919970265035,0.68417396486908499,0.68493311125370915,0.68579774640509772]
["% of Paragon Bank Originated Assets (Emerging Professional)",0.29732353819731194,0.29770294091262955,0.29736172326970506,0.29730417823771244,0.29626849661125515,0.29559585195338278,0.29251658790110896,0.29183966808931544,0.2906044471117159,0.2890033410056228,0.28754108225435077,0.28702552723870522,0.28689342738776652,0.28776114750125303,0.2861852007432481,0.28551665106179763,0.28505779350329363]
[]
["Underlying Assets - Paragon Mortgages 2010 Originated Assets (Professional)",{"$f":"+B5","v":"2020-06-30"},"2020-09-30","2020-12-31","2021-03-31","2021-06-30","2021-09-30",{"$f":"+H5","v":"2021-12-31"},"2022-03-31",{"$f":"+J5","v":"2022-06-30"},"2022-09-30",{"$f":"+L5","v":"2022-12-30"},"2023-03-31",{"$f":"+N5","v":"2023-06-30"},"2023-09-29",{"$f":"+P5","v":"2023-12-29"},"2024-03-28",{"$f":"+R5","v":"2024-06-28"}]
["Weighted Average LTV",0.72100363616640573,0.71988093194718161,0.71971919635337889,0.71893195851044023,0.71989416422549191,0.71820347324520251,0.71662459734062989,0.71619120571811345,0.71601818767933634,0.71634086102163308,0.71485085117672076,0.71468923633716253,0.71517714038206481,0.71845948364121015,0.71844085108054989,0.71433591720885015,0.71506509690843645]
["Weighted Average Nationwide Indexed LTV",0.63373542313596565,0.60803113143831755,0.59631459794455,0.59173783345101438,0.56376439332794859,0.55594712308176697,0.53994549692280336,0.52673715324499337,0.5064685692089157,0.50060239876575197,0.51333109545219524,0.528830880968296,0.52446397389388277,0.52711209778545021,0.5346092181271983,0.52994871765300822,0.53061712489245894]
["% of Fixed Rate Mortgages (reverting to Term SONIA plus a variable margin)",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Fixed Rate Mortgages (reverting to SVR)",1,1,1,1,0.91580581714499631,0.96029647377509086,0.8669904974724979,0.89893315922432282,0.89914006566547189,0.98163548221458385,1,1,0.97868196254820505,0.81558290410864698,0.80749462379352532,0.78967325308805125,0.84036322801236663]
["% of Term SONIA Linked Mortgages (reverting to Term SONIA plus a variable margin)",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 ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Non Reversionary Term SONIA Linked Mortgages ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of SVR Mortgages",0,0,0,0,8.4194182855003685E-2,3.9703526224909129E-2,0.13300950252750215,0.10106684077567726,0.10085993433452817,1.8364517785416118E-2,0,0,2.1318037451794912E-2,0.18441709589135294,0.1925053762064747,0.21032674691194875,0.15963677198763326]
["Weighted Average Loan Size",156986.09783505154,157633.21094736844,157555.48936842108,157584.96031914893,160915.38720930231,162037.40975903615,162812.696375,163635.97607594935,163541.5864556962,162748.62400000001,164030.67000000001,163923.40232876712,166122.84154929579,166727.41828571429,166646.24899999998,166300.66130434783,167810.06852941177]
["Weighted Average Interest Rate",3.8097772124216105E-2,3.8083381483508164E-2,3.8083761748957598E-2,3.8075036058748742E-2,3.8873595045577657E-2,3.8038536144941591E-2,3.8645145100558186E-2,3.8697438303412414E-2,3.9179457229031205E-2,3.8132444115369798E-2,3.7708129033814305E-2,3.7704880740669557E-2,4.1138990241885089E-2,4.7639420683063774E-2,4.883949847011386E-2,5.0283440358145859E-2,5.1606718576566929E-2]
["Weighted Average Maturity Date (years)",15.392704591803081,15.066386467052345,14.81683207348769,14.529821035539248,14.611287820592041,14.270857648318708,14.086789299094567,13.840312641067007,13.590881799117321,13.467737052982189,13.138124432299863,12.88885873315442,12.628916026357297,12.388307876506877,12.137647244113291,11.919866029962705,11.708230173259741]
["Weighted Average Seasoning (months)",64.296511218669906,67.402222780178874,70.425132831082664,73.432201280221307,76.282103304184403,79.396318341343914,82.335862997475147,85.334553620926116,88.324525127158907,91.56977775761078,94.669298515725416,97.626727902745756,100.68325890504134,103.76453395136346,106.78791332716199,109.76771839436594,112.77473355068881]
["% of Interest Only Mortgages (optional switching to repayment)",0.96206611108880857,0.96191035829168947,0.96238179208065933,0.96249267299158847,0.9603909610650283,0.95979358926873304,0.95905221292051701,0.95931870343843972,0.95987238357620608,0.95814454976078123,0.95798097200317167,0.95860785252475889,0.96246083889176959,0.96262936453108605,0.96325921846238849,0.96331743172593531,0.96379227897166442]
["% of Repayment Mortgages",3.7933888911191524E-2,3.8089641708310494E-2,3.7618207919340708E-2,3.7507327008411528E-2,3.9609038934971703E-2,4.0206410731266948E-2,4.0947787079482913E-2,4.0681296561560262E-2,4.0127616423793942E-2,4.1855450239218821E-2,4.2019027996828232E-2,4.1392147475241142E-2,3.7539161108230468E-2,3.7370635468913956E-2,3.6740781537611601E-2,3.6682568274064631E-2,3.6207721028335617E-2]
["% of Mortgages in London",0.22391824650302658,0.21534490370124407,0.21545113259876469,0.21770244441062325,0.23368317870767746,0.24045294074181667,0.23294698352421411,0.2347088492798407,0.23484431377932188,0.21047781598038784,0.21455418914804333,0.21469458843146599,0.21971880854247364,0.22268106287510878,0.22278952533930546,0.2264880454696406,0.22775159307248533]
["% of Mortgages in the South East",0.36349182364955734,0.36962066804752086,0.36980300064695876,0.36372185269027463,0.38028706448664962,0.36933628344091579,0.37522708523474019,0.37806506897703646,0.37828327291564989,0.4006291125386105,0.40838819041067559,0.40865543016730593,0.41460391043137584,0.42087639903546653,0.42108139756911922,0.41935696312250198,0.423069534916587]
["% of Owner Occupied Mortgages",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Investment Home Loans - Professional Landlords",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]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.5445514986810081,1.5432211393304542,1.5431728629789094,1.5447611664915044,1.550729805998279,1.5528736374488548,1.5562680143297463,1.5583292709658372,1.5582732114197613,1.5673988496252305,1.5714518923928151,1.5714014992022696,1.5728237812807724,1.5612936264824331,1.5615832811318704,1.5551324637729198,1.5534259580785588]
["Number of Properties in Possession",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Appointment of a Receiver of Rent",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["PML Quarterly Losses",0,0,0,0,0,0,1,-1,0,0,0,0,0,0,0,0,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1]
[">1 to 2 months arrears",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[">2 to 3 months arrears ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[">3 months arrears ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Total ",{"$f":"SUM(B101:B104)","v":1},1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1]
[]
["Underlying Assets - Paragon Mortgages 2010 Originated Assets (Emerging Professional)",{"$f":"+B76","v":"2020-06-30"},"2020-09-30",{"$f":"+D76","v":"2020-12-31"},"2021-03-31",{"$f":"+F76","v":"2021-06-30"},"2021-09-30",{"$f":"+H76","v":"2021-12-31"},"2022-03-31",{"$f":"+J76","v":"2022-06-30"},"2022-09-30",{"$f":"+L76","v":"2022-12-30"},"2023-03-31",{"$f":"+N76","v":"2023-06-30"},"2023-09-29",{"$f":"+P76","v":"2023-12-29"},"2024-03-28",{"$f":"+R76","v":"2024-06-28"}]
["Weighted Average LTV",0.71658495497750496,0.71686320744420817,0.71587844515748755,0.71574509862957392,0.71458068630492422,0.70820460213081216,0.70780821605080135,0.70751292696059731,0.70786473590843924,0.70576762488490008,0.70437145961961611,0.70392388329127675,0.70435723244008597,0.70208936989761872,0.70274601384528368,0.70159530231567047,0.7037513241804555]
["Weighted Average Nationwide Indexed LTV",0.6310180753891963,0.60578963472450786,0.59303229381089484,0.58940251614016204,0.55766396638828242,0.54591162854045217,0.53000845710872047,0.51791993135130654,0.49911016695688409,0.49403103271600968,0.50535613426798276,0.52055039023480532,0.51606042751317915,0.51521280707186756,0.52360742535591698,0.52147395222416448,0.52326343942987463]
["% of Fixed Rate Mortgages (reverting to Term SONIA plus a variable margin)",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Fixed Rate Mortgages (reverting to SVR)",1,1,1,1,0.78009806238533441,0.82027665793455451,0.825774608020724,0.86511744827063497,0.90091430126088667,0.97812708305116491,0.9863845192330315,0.97410009627633731,0.96663958750718015,0.91805335020240197,0.83993774144957456,0.78602929447826597,0.81221611737016886]
["% of Term SONIA Linked Mortgages (reverting to Term SONIA plus a variable margin)",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 ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Non Reversionary Term SONIA Linked Mortgages ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of SVR Mortgages",0,0,0,0,0.21990193761466559,0.17972334206544546,0.17422539197927595,0.134882551729365,9.908569873911327E-2,2.1872916948835131E-2,1.3615480766968552E-2,2.589990372366268E-2,3.3360412492819777E-2,8.1946649797598081E-2,0.16006225855042538,0.21397070552173406,0.18778388262983117]
["Weighted Average Loan Size",176144.23362318843,176010.06623188406,177221.51264705881,175418.6219402985,169660.772,170550.54800000001,168858.0035185185,162093.08862745098,161748.25408163265,158764.97265306121,160471.4420833333,160228.23395833332,165759.74727272725,164436.18441860465,164388.59046511629,166355.15999999997,166414.67074999999]
["Weighted Average Interest Rate",3.5098220072221242E-2,3.5096935277393312E-2,3.5109953331286498E-2,3.4982537525179637E-2,3.7820545047187848E-2,3.7850650652849253E-2,3.7404606230955921E-2,3.7382594697896371E-2,3.7701277614648449E-2,3.6373417097067332E-2,3.6398772067597972E-2,3.7081231926505434E-2,4.0704930523707265E-2,4.2901897524837924E-2,4.7749427723608823E-2,5.0203648432781092E-2,5.1583373611608099E-2]
["Weighted Average Maturity Date (years)",15.478034356860698,15.22623330109267,14.944029823592949,14.578855311208542,14.337592444223546,14.158480067526002,14.19298274920237,13.576676931199339,13.408778242981677,13.065397826265674,12.797365051756531,12.544259211825718,12.363943791094689,12.1183723161926,11.867163445518306,11.618587703852484,11.561130040874119]
["Weighted Average Seasoning (months)",64.107982514548723,67.129767839068251,70.169646222740653,73.24992081095742,76.703660684281701,80.167322607216448,83.359082364587664,86.780298993925896,89.942232599119976,93.18516597993306,96.266513863243503,99.223673795582172,102.52398691821526,105.78211589691186,108.79481465878868,111.86427769841313,115.16903125247077]
["% of Interest Only Mortgages (optional switching to repayment)",0.91406470095588954,0.91476058339439992,0.91498878713839848,0.91375535959176457,0.9014951886854945,0.89427746877504244,0.89246426653819899,0.88274889396888223,0.8791366672102805,0.87833942824940647,0.87862754868525272,0.87996120476701833,0.87433293241353982,0.87167502612411618,0.87326089805482865,0.87347632934144959,0.88308258272956375]
["% of Repayment Mortgages",8.593529904411043E-2,8.5239416605600152E-2,8.5011212861601473E-2,8.6244640408235498E-2,9.8504811314505475E-2,0.10572253122495763,0.10753573346180097,0.11725110603111777,0.1208633327897196,0.12166057175059351,0.12137245131474728,0.12003879523298172,0.1256670675864601,0.12832497387588371,0.12673910194517138,0.1265236706585505,0.11691741727043617]
["% of Mortgages in London",0.21314716187971952,0.21302002327753888,0.21426742188613893,0.19470543507120827,0.17405369541365362,0.18834533762655836,0.16570222695516862,0.18214519390571637,0.18932454426581233,0.19220439753452739,0.1934316643635613,0.19302760653308343,0.20280630473495476,0.20869267509846007,0.20800961376062457,0.2096827983946544,0.21930471235211091]
["% of Mortgages in the South East",0.40058072155709634,0.40063237094648485,0.40348625814071981,0.41358812849943966,0.44527454466610583,0.44694586168297534,0.45961887466615753,0.42790506440917647,0.42259971023628184,0.43011510355174398,0.43397293632160577,0.43419324780024754,0.44576207206396995,0.42913149032991721,0.42927364000742996,0.43380601364889315,0.42580644441169258]
["% of Owner Occupied Mortgages",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Investment Home Loans - Professional Landlords",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Investment Home Loans - Emerging Professional Landlords",1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.417041233816396,1.4168801428822724,1.414559814678142,1.4184167477011926,1.4321301558233208,1.4410060201662365,1.4461978336233061,1.4571990313804242,1.464148809606008,1.4696158548495217,1.4675106136282563,1.4672460915113175,1.4716527633255989,1.4744063056735373,1.4741196464776347,1.4682139880180536,1.474210206024543]
["Number of Properties in Possession",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Appointment of a Receiver of Rent",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["MTL Quarterly Losses",0,0,0,0,0,0,1,3,0,-3,0,0,0,0,0,0,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",1,1,1,1,1,1,1,0.98560275371758299,1,1,1,1,1,1,1,1,1]
[">1 to 2 months arrears",0,0,0,0,0,0,0,1.4397246282417002E-2,0,0,0,0,0,0,0,0,0]
[">2 to 3 months arrears ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[">3 months arrears ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Total ",{"$f":"SUM(B132:B135)","v":1},1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1]
[]
["Underlying Assets - Paragon Bank Originated Assets (Professional)",{"$f":"+B107","v":"2020-06-30"},"2020-09-30",{"$f":"+D107","v":"2020-12-31"},"2021-03-31",{"$f":"+F107","v":"2021-06-30"},"2021-09-30",{"$f":"+H107","v":"2021-12-31"},"2022-03-31",{"$f":"+J107","v":"2022-06-30"},"2022-09-30",{"$f":"+L107","v":"2022-12-30"},"2023-03-31",{"$f":"+N107","v":"2023-06-30"},"2023-09-29",{"$f":"+P107","v":"2023-12-29"},"2024-03-28",{"$f":"+R107","v":"2024-06-28"}]
["Weighted Average LTV",0.73227766931276972,0.73302344100522343,0.73300926505051467,0.73355998375117826,0.73330802957344055,0.73300268959309256,0.73295141340242198,0.73233237844475951,0.73125641111270712,0.73050807162509013,0.73045241312134479,0.73002028304855782,0.72957766177913386,0.72908697553749868,0.72937142857223203,0.72942470178681074,0.72920643146016517]
["Weighted Average Nationwide Indexed LTV",0.72594651102977137,0.69992541051411639,0.68473428781244816,0.67996916946365049,0.6481472194639667,0.63853507250463359,0.62252341829680069,0.60565840552113703,0.58273577162111434,0.57809956546236996,0.59332629504769985,0.61027077732724899,0.60291773686451522,0.60246021849060116,0.61125403371765585,0.6084564222323573,0.60831151364428038]
["% of Fixed Rate Mortgages (reverting to Term SONIA plus a variable margin)",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Fixed Rate Mortgages (reverting to SVR)",1,1,1,1,1,0.99722295214781098,0.97341927186695898,0.9588298682374512,0.97209778308749317,0.98097226499206536,0.98777118183914137,0.98987928891701282,0.99650189995641547,0.98800618816229202,0.95380082440765479,0.93786032388197782,0.9410508600544657]
["% of Term SONIA Linked Mortgages (reverting to Term SONIA plus a variable margin)",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 ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Non Reversionary Term SONIA Linked Mortgages ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of SVR Mortgages",0,0,0,0,0,2.777047852188999E-3,2.6580728133041086E-2,4.1170131762548814E-2,2.7902216912506821E-2,1.9027735007934726E-2,1.22288181608586E-2,1.0120711082987283E-2,3.4981000435845458E-3,1.1993811837707926E-2,4.619917559234523E-2,6.2139676118022139E-2,5.8949139945534225E-2]
["Weighted Average Loan Size",185530.31529908258,185105.80878587201,185086.47461737521,184808.94476739856,184690.10667913244,184578.09257906626,185167.84179121724,186683.66169014081,187353.32424640658,187711.65623182381,188467.04269506532,188357.9330254237,188485.74663256604,188496.79493965514,188582.48197557783,188841.77823918799,188955.57359111108]
["Weighted Average Interest Rate",3.5733042527895338E-2,3.5749902070666612E-2,3.5750031734946723E-2,3.5757117676581754E-2,3.5768214009665386E-2,3.5911815334014045E-2,3.6714402069242438E-2,3.7085718000566391E-2,3.7017754077195479E-2,3.7010311401261958E-2,3.6960639739503837E-2,3.6966318773476302E-2,3.6914520617628226E-2,3.7357079559912035E-2,3.951660712120892E-2,4.0570320507526472E-2,4.0470005178821926E-2]
["Weighted Average Maturity Date (years)",20.929566635521514,20.693217195880933,20.454638749762832,20.195570403766894,19.935878240559948,19.698965779900309,19.423755515660098,19.127680862085299,18.888854806687323,18.637545046573642,18.37812370558439,18.123782229350923,17.88335894320868,17.638214049533694,17.409450717757501,17.209270687354984,17.017953032262653]
["Weighted Average Seasoning (months)",7.871903320845818,10.894339079904523,13.920241585396205,16.870158263867694,19.85720208135394,22.87064591496004,25.882697385662709,28.864198655311899,31.858363490226701,34.88636042450355,37.909897761565468,40.863772882127527,43.852692872732092,46.863466360970108,49.875419732292386,52.864709736828871,55.859094001618288]
["% of Interest Only Mortgages (optional switching to repayment)",0.95118467759191616,0.95152471186034759,0.95067800269328362,0.95081071652968485,0.95083751847956888,0.95116319561084484,0.94965871504654786,0.94982097507694863,0.95073679234805752,0.95124964486412145,0.95325857187271446,0.95366635569758029,0.95374449465292244,0.95422181442722598,0.95468765243847853,0.95609665261134236,0.95661299760236285]
["% of Repayment Mortgages",4.8815322408083874E-2,4.8475288139652427E-2,4.9321997306716318E-2,4.9189283470315197E-2,4.9162481520431123E-2,4.8836804389155115E-2,5.0341284953452206E-2,5.0179024923051284E-2,4.9263207651942469E-2,4.8750355135878554E-2,4.6741428127285545E-2,4.6333644302419714E-2,4.6255505347077557E-2,4.5778185572774091E-2,4.5312347561521499E-2,4.3903347388657601E-2,4.3387002397637167E-2]
["% of Mortgages in London",0.14640781186330487,0.14414081697664796,0.14482224731381008,0.14474440590084492,0.14552759637862087,0.14629831804199414,0.14838843504188612,0.15245155179544106,0.15355411245923675,0.15458978242964277,0.15535922014001541,0.15613784947008702,0.15692302863274391,0.15713925532023776,0.1589196380933586,0.16002046374161341,0.16038500409638135]
["% of Mortgages in the South East",0.30561971301577134,0.30648881418986129,0.30558562666257377,0.30502714713777362,0.30565268030955189,0.3063355670209269,0.30850393160572681,0.30996823382129074,0.31049576872631346,0.31081649987157978,0.31218115222464976,0.31367748277635871,0.31461338556566043,0.31528128859802634,0.31547362313523059,0.31748961413318316,0.31724798679542909]
["% of Owner Occupied Mortgages",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Investment Home Loans - Professional Landlords",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]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.8980102056545387,1.8999855326977411,1.9008293695813931,1.9028822378060566,1.9037563562964821,1.9041357872061484,1.9082163226286641,1.914582779356798,1.913791952148781,1.9168412991390122,1.9176390396876397,1.9161805029491332,1.9140778726853147,1.915173679086041,1.9172180466527724,1.9191807301743551,1.9203495955661543]
["Number of Properties in Possession",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Appointment of a Receiver of Rent",0,0,0,0,0,0,0,0,0,0,0,2,0,0,0,0,0]
["Paragon Bank Quarterly Losses",0,0,0,0,0,0,1,0,0,0,0,0,1,0,0,0,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",1,1,1,0.99943760505716128,0.99875101583486903,1,1,1,0.99859570255441443,0.99858207864688153,0.99753332262957295,0.99784811474050183,1,0.99804278433790639,0.99813416195324678,0.99936149461872548,0.99900634766628815]
[">1 to 2 months arrears",0,0,0,5.6239494283871793E-4,1.2489841651309324E-3,0,0,0,0,0,1.032996452875498E-3,1.0398553465301185E-3,0,1.9572156620936308E-3,1.8658380467532632E-3,6.3850538127457207E-4,3.5099373340391455E-4]
[">2 to 3 months arrears ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[">3 months arrears ",0,0,0,0,0,0,0,0,1.404297445585554E-3,1.4179213531184463E-3,1.4336809175515208E-3,1.1120299129680083E-3,0,0,0,0,6.4265860030792419E-4]
["Total ",{"$f":"SUM(B163:B166)","v":1},1,1,1,1,1,1,{"$f":"SUM(I163:I166)","v":1},1,1,0.99999999999999989,1,1,1,1,1,0.99999999999999989]
[]
["Underlying Assets - Paragon Bank Originated Assets (Emerging Professional)",{"$f":"+B138","v":"2020-06-30"},"2020-09-30",{"$f":"+D138","v":"2020-12-31"},"2021-03-31",{"$f":"+F138","v":"2021-06-30"},"2021-09-30",{"$f":"+H138","v":"2021-12-31"},"2022-03-31",{"$f":"+J138","v":"2022-06-30"},"2022-09-30",{"$f":"+L138","v":"2022-12-30"},"2023-03-31",{"$f":"+N138","v":"2023-06-30"},"2023-09-29",{"$f":"+P138","v":"2023-12-29"},"2024-03-28",{"$f":"+R138","v":"2024-06-28"}]
["Weighted Average LTV",0.73773601828357815,0.73754456842545146,0.73824576472382863,0.73807736049707717,0.73910329046593137,0.739169697804401,0.74047922579704495,0.7417524189825131,0.74140114485718356,0.74083504364629515,0.7415727514791155,0.74140698837710461,0.74083969093057311,0.74002720171347369,0.74218394824719136,0.74312615890492018,0.74254450495703406]
["Weighted Average Nationwide Indexed LTV",0.73208105796520617,0.70389179037646965,0.6901461945595504,0.68504878802184466,0.65307024599150576,0.64365239227373128,0.62861446595560533,0.61405135582778514,0.5910155897077366,0.58562336086423361,0.60157643812635242,0.61994346187614646,0.61272555249262606,0.61148981630138721,0.62270371228081922,0.62077166684616625,0.62057288195556193]
["% of Fixed Rate Mortgages (reverting to Term SONIA plus a variable margin)",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Fixed Rate Mortgages (reverting to SVR)",1,1,1,1,1,0.99408374743785044,0.98090745927138479,0.95458525035724451,0.96562897736816067,0.98207215363274991,0.98728909640204543,0.98810621353535522,0.99609397755073614,0.97884555643108695,0.96548742960710898,0.95678428318060238,0.95960369344761165]
["% of Term SONIA Linked Mortgages (reverting to Term SONIA plus a variable margin)",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 ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Non Reversionary Term SONIA Linked Mortgages ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of SVR Mortgages",0,0,0,0,0,5.9162525621495972E-3,1.9092540728615201E-2,4.5414749642755457E-2,3.4371022631839443E-2,1.7927846367250058E-2,1.2710903597954563E-2,1.1893786464644784E-2,3.9060224492637888E-3,2.1154443568913016E-2,3.4512570392890997E-2,4.3215716819397537E-2,4.0396306552388406E-2]
["Weighted Average Loan Size",190623.74794590022,190480.55862711862,189734.18150382329,189178.62906837606,188277.67270293614,188367.4268328959,189693.60644160587,190577.26924690185,191404.73429970618,191014.57698207174,191543.8475890132,192053.43439876669,192109.8448343685,192134.07155370177,192014.98695329088,192010.7536813778,192293.04603917303]
["Weighted Average Interest Rate",3.5663883990568898E-2,3.5657895769569119E-2,3.5662925369260481E-2,3.5662272897232186E-2,3.56721871412349E-2,3.5890079705417424E-2,3.6589988439870498E-2,3.7084877749651135E-2,3.7055446657672603E-2,3.6928931149596604E-2,3.6975491742506875E-2,3.6967065773988415E-2,3.6970391670554589E-2,3.756007921985869E-2,3.9052772625046389E-2,3.9989698774684938E-2,3.9866562964063545E-2]
["Weighted Average Maturity Date (years)",21.892974281419473,21.643943770937199,21.416066305658291,21.186049062026303,20.99627235664428,20.794864700415715,20.549335521222218,20.275235072614674,19.992929501929222,19.770091928996713,19.505126615554204,19.261485453327172,19.00964697125255,18.753452557878294,18.585204686223438,18.345980926086714,18.113285374481229]
["Weighted Average Seasoning (months)",7.9831953471085866,11.0041927475307,14.035383099497714,16.984350275255913,19.970607134234925,22.986384800978222,26.001488772543922,28.996168917661741,31.996198481179313,35.016554339547945,38.049886736267766,41.011754277077202,44.003079012748209,47.019880610519984,50.036169158120806,53.018649923422124,56.012783286655207]
["% of Interest Only Mortgages (optional switching to repayment)",0.93555052644143399,0.93584311583463942,0.93530896611221181,0.93167057105781448,0.93120542842496756,0.93005699765296668,0.93091630776543099,0.93166583100583167,0.93353673706296991,0.9344256974663343,0.93148711635475778,0.93214920486548192,0.93278294987158716,0.93294233839155039,0.93145936281868669,0.93133707965692802,0.93186693755687089]
["% of Repayment Mortgages",6.444947355856602E-2,6.4156884165360542E-2,6.4691033887788255E-2,6.8329428942185591E-2,6.8794571575032382E-2,6.9943002347033281E-2,6.9083692234569061E-2,6.8334168994168401E-2,6.6463262937030171E-2,6.557430253366571E-2,6.8512883645242231E-2,6.7850795134518055E-2,6.7217050128412906E-2,6.7057661608449559E-2,6.8540637181313369E-2,6.8662920343072059E-2,6.8133062443129166E-2]
["% of Mortgages in London",0.15792712998520078,0.15732381701751821,0.15617762482184178,0.15613813789251402,0.15220251068067289,0.15408356067059248,0.15412962316928391,0.1576765755452211,0.15952390124075755,0.15906291451011609,0.16197905723417608,0.16317601691705497,0.16427609367252222,0.16457114321449334,0.16595814081904514,0.1636381124833928,0.16349480638207661]
["% of Mortgages in the South East",0.41313347161303371,0.41442326918289135,0.4131600396107058,0.41416555904075009,0.41926640029356482,0.42281355410111249,0.42575990814556763,0.43356418883578995,0.43801026710250723,0.43884715084521453,0.43778843649619625,0.43952410466872766,0.43859390782541474,0.44068324355567573,0.44139440381618961,0.44461613175714804,0.44455100644492712]
["% of Owner Occupied Mortgages",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Investment Home Loans - Professional Landlords",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Investment Home Loans - Emerging Professional Landlords",1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.7391248229496261,1.7401142529949329,1.7406473414528401,1.7425417856801362,1.7447799895512974,1.7451924437528836,1.7506876043341786,1.7595119207334646,1.762246600657746,1.7672828205051356,1.7709762044907726,1.7699340366692351,1.7708708159331954,1.7729787865646678,1.7625941399033052,1.7623870433382471,1.7636016520457287]
["Number of Properties in Possession",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Appointment of a Receiver of Rent",0,0,0,0,0,0,0,0,0,0,0,1,2,3,2,2,3]
["Paragon Bank Quarterly Losses",0,0,1,0,-1,0,0,0,0,0,0,0,0,1,-1,1,2]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",1,1,0.9996772097175266,0.9976676048536125,0.99763215819493223,0.99928566110133876,1,1,1,0.99964310143360591,0.99841731480697749,0.99601607463363051,0.99904667546862513,0.99393178946730187,0.99590445604180655,0.99472847405309284,0.99668822536655743]
[">1 to 2 months arrears",0,0,0,1.6375334059237558E-3,1.6624198784441723E-3,0,0,0,0,3.5689856639400637E-4,1.5826851930225156E-3,3.9839253663694887E-3,0,2.5959323199503648E-3,8.6326016641883653E-4,4.3193783333976242E-3,3.3117746334425323E-3]
[">2 to 3 months arrears ",0,0,0,6.9486174046371548E-4,0,0,0,0,0,0,0,0,0,2.9629276497813235E-4,3.2322837917745559E-3,6.508530722027896E-4,0]
[">3 months arrears ",0,0,3.2279028247341282E-4,0,7.0542192662357206E-4,7.1433889866128776E-4,0,0,0,0,0,0,9.5332453137488124E-4,3.1759854477696695E-3,0,3.0129454130674278E-4,0]
["Total ",{"$f":"SUM(B194:B197)","v":1},1,1,1,1,1,1,1,1,0.99999999999999989,1,1,1,1,0.99999999999999989,1,1]

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[null,null,null,null,null,null,null,null,null,null,"PARAGON MORTGAGES (NO.27) PLC"]