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[]
["     Paragon Mortgages (No.29) PLC"]
[]
["Information as at the Principal Determination Date","2023-11-30","2024-02-29","2024-05-31"]
["Mortgage Asset Balance",896137.16513000091,890002.41155000241,878676.120890002]
["Mandatory Further Advance Prefunding Reserve",702,644,644]
["Available Principal Cash",0,0,0]
["Retained Principal Ledger Balance for Substitutions",3161,9354,20680]
["Total Assets",{"$f":"+B6+B7+B8+B9","v":900000.16513000091},{"$f":"+C6+C7+C8+C9","v":900000.41155000241},{"$f":"+D6+D7+D8+D9","v":900000.120890002}]
["Total Notes (Class A, B, C, D and Z Notes)",{"$f":"SUM(B12:B16)","v":900000},{"$f":"SUM(C12:C16)","v":900000},{"$f":"SUM(D12:D16)","v":900000}]
["Class A Notes ",747000,747000,747000]
["Class B Notes",33750,33750,33750]
["Class C Notes",29250,29250,29250]
["Class D Notes",45000,45000,45000]
["Class Z Notes ",45000,45000,45000]
["Class A and B Liquidity Reserve Fund (1.50% of the outstanding Class A and B Notes)",{"$f":"SUM(747000+33750)*1.5%","v":11711.25},{"$f":"SUM(B12+B13)*1.5%","v":11711.25},{"$f":"SUM(C12+C13)*1.5%","v":11711.25}]
["General Reserve Fund (1.50% of the outstanding Class C and D Notes)",{"$f":"SUM(B14:B15)*1.5%","v":1113.75},{"$f":"SUM(B14:B15)*1.5%","v":1113.75},{"$f":"SUM(C14:C15)*1.5%","v":1113.75}]
["Class B, C , D and Z Notes as a % of the Total Notes",{"$f":"SUM(B12:B16)/B11","v":1},{"$f":"SUM(C12:C16)/C11","v":1},{"$f":"SUM(D12:D16)/D11","v":1}]
["Retained Notes held by Paragon Bank PLC (Class A, B, C, D and Z Notes)",{"$f":"B11","v":900000},{"$f":"C11","v":900000},{"$f":"D11","v":900000}]
["Lifetime Redemption Rate",2.7900000000000001E-2,2.7199999999999998E-2,3.6400000000000002E-2]
["Quarterly Redemption Rate",3.5000000000000001E-3,6.8999999999999999E-3,1.26E-2]
["PM2010 Lifetime Redemption Rate",5.0299999999999997E-2,6.0900000000000003E-2,7.4700000000000003E-2]
["Paragon Bank Lifetime Redemption Rate ",1.9699999999999999E-2,1.4500000000000001E-2,2.1600000000000001E-2]
["Further Advances released in the quarter",0,0,0]
["Opening PDL Balance",0,0,0]
["Quarterly Losses ",{"$f":"+B99+B130+B161+B192","v":0},{"$f":"+C99+C130+C161+C192","v":0},{"$f":"+D99+D130+D161+D192","v":0}]
["Quarterly Loss Rate (annualised)",{"$f":"1-(1-B27/B6)^4","v":0},{"$f":"1-(1-C27/C6)^4","v":0},{"$f":"1-(1-D27/D6)^4","v":0}]
["PDL Replenishment made during the quarter (-ve = recoveries)",0,0,0]
["Outstanding PDL at end of the quarter",{"$f":"B26+B27-B29","v":0},0,{"$f":"D26+D27-D29","v":0}]
["Spread Trap repayment in the quarter","N/A","N/A","N/A"]
["Spread % (WA Funding Rate less WA Interest Rate)",0,0,0]
["Total Income as a % of the Assets",7.573333333333333E-3,2.01E-2,2.0400000000000001E-2]
["Quarterly surplus income to the Issuer",0,1515,1864]
["Surplus Income as a % of the Assets",{"$f":"+B34/900000","v":0},{"$f":"+C34/B10","v":1.683333024479129E-3},{"$f":"+D34/C10","v":2.0711101640384522E-3}]
["Losses as a % of the Assets",{"$f":"+B27/900000","v":0},{"$f":"+C27/B10","v":0},{"$f":"+D27/C10","v":0}]
["Number of Properties in Possession",{"$f":"+B97+B128+B159","v":0},0,{"$f":"+D97+D128+D159+D190","v":0}]
["Appointment of a Receiver of Rent",0,0,{"$f":"+D98+D129+D160+D191","v":1}]
["Average Number of months (Possessions) in Arrears at the Sale Date",0,0,0]
["Average Number of months (RoR) in Arrears at the Sale Date",0,0,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",1,0.99959882131175559,0.99902680364202534]
[">1 to 2 months arrears",0,4.0117868824441954E-4,7.368860644650022E-4]
[">2 to 3 months arrears ",0,0,2.363102935097529E-4]
[">3 months arrears ",0,0,0]
["Total ",{"$f":"SUM(B42:B45)","v":1},{"$f":"SUM(C42:C45)","v":1},{"$f":"SUM(D42:D45)","v":1}]
["Total Value of Arrears (£000's)",5.1430393098000007,9.9988294744899999,20.84069069201]
["Total Value of Arrears as a % of the Notes (£900,000,000)",{"$f":"+B47/900000","v":5.7144881220000008E-6},{"$f":"+C47/900000","v":1.1109810527211112E-5},{"$f":"+D47/900000","v":2.3156322991122221E-5}]
[]
["Underlying Assets ",{"$f":"+B5","v":"2023-11-30"},{"$f":"+C5","v":"2024-02-29"},{"$f":"+D5","v":"2024-05-31"}]
["Weighted Average LTV",0.6939304590406673,0.69364524333949773,0.69329924715757307]
["Weighted Average Nationwide Indexed LTV",0.65211520515621824,0.65811139378576344,0.65508370529580096]
["% of Fixed Rate Mortgages (reverting to Term SONIA plus a variable margin) ",0,0,0]
["% of Fixed Rate Mortgages (reverting to SVR)",0.82340761911482308,0.82262021233733407,0.82600640194347685]
["% of Term SONIA Linked Mortgages (reverting to Term SONIA plus a variable margin)",0,0,0]
["% of Term SONIA Linked Mortgages plus a Variable Margin  ",0,0,0]
["% of Non Reversionary Term SONIA Linked Mortgages",0,0,0]
["% of SVR Mortgages",0.17659238088517681,0.17737978766266599,0.1739935980565232]
["Weighted Average Loan Size",216144.99882537409,216703.77685658692,217117.8949567586]
["Weighted Average Interest Rate",4.7063322318473232E-2,4.7467150949147427E-2,4.7971347947890652E-2]
["Weighted Average Maturity Date (years)",18.319404198699662,18.104276539008683,17.904849623071399]
["Weighted Average Seasoning (months)",39.645636053588163,42.324810012625434,44.913354647437806]
["% of Interest Only Mortgages (optional switching to repayment)",0.95368604396183132,0.95447365190906153,0.95524976792339356]
["% of Repayment Mortgages",4.6313956038168673E-2,4.5526348090938404E-2,4.4750232076606548E-2]
["% of Mortgages in London",0.1964929520409478,0.19574994924630329,0.19461408775601366]
["% of Mortgages in the South East",0.30984265975590963,0.31033565559556148,0.31096409880041115]
["% of Owner Occupied Mortgages",0,0,0]
["% of Investment Home Loans - Professional Landlords",0.78929825962233269,0.79017695917837527,0.7898441743438287]
["% of Investment Home Loans - Emerging Professional Landlords",0.21070174037766731,0.20982304082162473,0.21015582565617133]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.8210713761880311,1.8229038174494412,1.8265404033831343]
["% of PM2010 Originated Assets (Professional)",0.2078292810710311,0.20569317002318574,0.2022646726304386]
["% of PM2010 Originated Assets (Emerging Professional)",7.4945302185137078E-2,7.4217395203416206E-2,7.4276077952242697E-2]
["% of Paragon Bank Originated Assets (Professional)",0.58146897855130075,0.58448378915518751,0.58757950171338802]
["% of Paragon Bank Originated Assets (Emerging Professional)",0.13575643819252997,0.13560564561820784,0.13587974770392844]
[]
["Underlying Assets - Paragon Mortgages 2010 Originated Assets (Professional)",{"$f":"+B5","v":"2023-11-30"},{"$f":"+C5","v":"2024-02-29"},{"$f":"+D5","v":"2024-05-31"}]
["Weighted Average LTV",0.71169172338335962,0.71139973624386221,0.71101574154602176]
["Weighted Average Nationwide Indexed LTV",0.55408395834749058,0.55800514682119506,0.5547491955418451]
["% of Fixed Rate Mortgages (reverting to Term SONIA plus a variable margin) ",0,0,0]
["% of Fixed Rate Mortgages (reverting to SVR)",0.82548808900108961,0.82529185798745885,0.82692853055832594]
["% of Term SONIA Linked Mortgages (reverting to Term SONIA plus a variable margin) ",0,0,0]
["% of Term SONIA Linked Mortgages plus a Variable Margin  ",0,0,0]
["% of Non Reversionary Term SONIA Linked Mortgages ",0,0,0]
["% of SVR Mortgages",0.17451191099891039,0.17470814201254109,0.17307146944167395]
["Weighted Average Loan Size",175205.59056444027,175184.13144497608,174582.65023575639]
["Weighted Average Interest Rate",4.5471257490018742E-2,4.62233168869947E-2,4.7419707320233921E-2]
["Weighted Average Maturity Date (years)",13.415388016027521,13.195225229833696,13.026926740455158]
["Weighted Average Seasoning (months)",93.297092985684429,96.253070303953336,99.275564243201032]
["% of Interest Only Mortgages (optional switching to repayment)",0.94703937863670828,0.94801811814886461,0.94543589014811258]
["% of Repayment Mortgages",5.2960621363291743E-2,5.1981881851135385E-2,5.4564109851887449E-2]
["% of Mortgages in London",0.24031868286179067,0.23591361282532924,0.23561582523085142]
["% of Mortgages in the South East",0.31021038040147464,0.31207958021088689,0.31191624157700754]
["% of Owner Occupied Mortgages",0,0,0]
["% of Investment Home Loans - Professional Landlords",1,1,1]
["% of Investment Home Loans - Emerging Professional Landlords",0,0,0]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.6185307802942617,1.6190069004560743,1.6244748635365847]
["Number of Properties in Possession",0,0,0]
["Appointment of a Receiver of Rent",0,0,1]
["PML Quarterly Losses",0,0,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",1,1,0.99836464608443254]
[">1 to 2 months arrears",0,0,1.6353539155674283E-3]
[">2 to 3 months arrears ",0,0,0]
[">3 months arrears ",0,0,0]
["Total ",{"$f":"SUM(B101:B104)","v":1},{"$f":"SUM(C101:C104)","v":1},{"$f":"SUM(D101:D104)","v":1}]
[]
["Underlying Assets - Paragon Mortgages 2010 Originated Assets (Emerging Professional)",{"$f":"+B76","v":"2023-11-30"},"2024-02-29",{"$f":"+D76","v":"2024-05-31"}]
["Weighted Average LTV",0.69472213892505219,0.69434298277487683,0.69255303452739825]
["Weighted Average Nationwide Indexed LTV",0.54563228559052512,0.54970049896002415,0.54647808112427843]
["% of Fixed Rate Mortgages (reverting to Term SONIA plus a variable margin) ",0,0,0]
["% of Fixed Rate Mortgages (reverting to SVR)",0.78416009075077853,0.76872769978534627,0.75807740601884688]
["% of Term SONIA Linked Mortgages (reverting to Term SONIA plus a variable margin) ",0,0,0]
["% of Term SONIA Linked Mortgages plus a Variable Margin ",0,0,0]
["% of Non Reversionary Term SONIA Linked Mortgages ",0,0,0]
["% of SVR Mortgages",0.21583990924922145,0.23127230021465373,0.24192259398115309]
["Weighted Average Loan Size",176740.18589473685,178042.21215633422,178807.16726027397]
["Weighted Average Interest Rate",4.6379382307127258E-2,4.8863611706282999E-2,5.0935216760430196E-2]
["Weighted Average Maturity Date (years)",14.213477846620153,13.993499777536149,13.769941495094935]
["Weighted Average Seasoning (months)",92.359221163122172,95.338550001243362,98.279030189086399]
["% of Interest Only Mortgages (optional switching to repayment)",0.91448964536743615,0.91527173422573516,0.9156114850077326]
["% of Repayment Mortgages",8.5510354632563873E-2,8.4728265774264858E-2,8.4388514992267336E-2]
["% of Mortgages in London",0.27152843292304929,0.27696294593450699,0.27591464303113761]
["% of Mortgages in the South East",0.40800368380284713,0.40623465454561336,0.41093381135427653]
["% of Owner Occupied Mortgages",0,0,0]
["% of Investment Home Loans - Professional Landlords",0,0,0]
["% of Investment Home Loans - Emerging Professional Landlords",1,1,1]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.5426762148323367,1.5495256990960797,1.5460130240866827]
["Number of Properties in Possession",0,0,0]
["Appointment of a Receiver of Rent",0,0,0]
["MTL Quarterly Losses",0,0,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",1,1,0.99681933070990625]
[">1 to 2 months arrears",0,0,0]
[">2 to 3 months arrears ",0,0,3.180669290093831E-3]
[">3 months arrears ",0,0,0]
["Total ",{"$f":"SUM(B132:B135)","v":1},{"$f":"SUM(C132:C135)","v":1},{"$f":"SUM(D132:D135)","v":1}]
[]
["Underlying Assets - Paragon Bank (or Paragon Bank Aquired) Originated Assets (Professional)",{"$f":"+B107","v":"2023-11-30"},"2024-02-29",{"$f":"+D107","v":"2024-05-31"}]
["Weighted Average LTV",0.69020853229459111,0.69009694090670071,0.68996749091515064]
["Weighted Average Nationwide Indexed LTV",0.69513919302494098,0.70121197215291264,0.6972834417904975]
["% of Fixed Rate Mortgages (reverting to Term SONIA plus a variable margin) ",0,0,0]
["% of Fixed Rate Mortgages (reverting to SVR)",0.82732358244657189,0.8275797281432552,0.83330123411263513]
["% of Term SONIA Linked Mortgages (reverting to Term SONIA plus a variable margin) ",0,0,0]
["% of Term SONIA Linked Mortgages plus a Variable Margin  ",0,0,0]
["% of Non Reversionary Term SONIA Linked Mortgages ",0,0,0]
["% of SVR Mortgages",0.17267641755342811,0.17242027185674472,0.16669876588736496]
["Weighted Average Loan Size",241910.84589136494,242175.03810986961,242390.64661032867]
["Weighted Average Interest Rate",4.7495698991309829E-2,4.7550023664886087E-2,4.7634620578493436E-2]
["Weighted Average Maturity Date (years)",20.233740982247244,19.990891106574924,19.740966318857588]
["Weighted Average Seasoning (months)",17.370671111541956,20.317603471493165,23.207193919455541]
["% of Interest Only Mortgages (optional switching to repayment)",0.96569553986010814,0.96601938942465804,0.96795502842661785]
["% of Repayment Mortgages",3.4304460139891836E-2,3.3980610575341942E-2,3.2044971573382111E-2]
["% of Mortgages in London",0.17392352257712446,0.17420310708362366,0.17365880089106139]
["% of Mortgages in the South East",0.30070028712045038,0.30115073650281887,0.30063143836666534]
["% of Owner Occupied Mortgages",0,0,0]
["% of Investment Home Loans - Professional Landlords",1,1,1]
["% of Investment Home Loans - Emerging Professional Landlords",0,0,0]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.9309235946110448,1.9311230521794054,1.933339109769707]
["Number of Properties in Possession",0,0,0]
["Appointment of a Receiver of Rent",0,0,0]
["Paragon Bank Quarterly Losses",0,0,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",1,1,1]
[">1 to 2 months arrears",0,0,0]
[">2 to 3 months arrears ",0,0,0]
[">3 months arrears ",0,0,0]
["Total ",{"$f":"SUM(B163:B166)","v":1},{"$f":"SUM(C163:C166)","v":1},{"$f":"SUM(D163:D166)","v":1}]
[]
["Underlying Assets - Paragon Bank (or Paragon Bank Acquired) Originated Assets (Emerging Professional)",{"$f":"+B138","v":"2023-11-30"},"2024-02-29",{"$f":"+D138","v":"2024-05-31"}]
["Weighted Average LTV",0.68224439416405003,0.68162629624731963,0.68174253216558833]
["Weighted Average Nationwide Indexed LTV",0.67669631450439716,0.68352004199051519,0.68132180548504462]
["% of Fixed Rate Mortgages (reverting to Term SONIA plus a variable margin) ",0,0,0]
["% of Fixed Rate Mortgages (reverting to SVR)",0.82511673963273546,0.8266869017918087,0.83022109554388257]
["% of Term SONIA Linked Mortgages (reverting to Term SONIA plus a variable margin) ",0,0,0]
["% of Term SONIA Linked Mortgages plus a Variable Margin  ",0,0,0]
["% of Non Reversionary Term SONIA Linked Mortgages ",0,0,0]
["% of SVR Mortgages",0.17488326036726462,0.1733130982081913,0.16977890445611743]
["Weighted Average Loan Size",221596.33819672128,222263.99930018416,223584.81202247189]
["Weighted Average Interest Rate",4.8026239134645224E-2,4.8232375228291088E-2,4.8628450727625311E-2]
["Weighted Average Maturity Date (years)",19.89421418580444,19.66876772959473,19.486334015273901]
["Weighted Average Seasoning (months)",23.817449896097848,26.36410994474759,28.683912538033667]
["% of Interest Only Mortgages (optional switching to repayment)",0.9340612531593302,0.93595692290786037,0.93658492852465791]
["% of Repayment Mortgages",6.5938746840669804E-2,6.4043077092139633E-2,6.3415071475342172E-2]
["% of Mortgages in London",0.1846452353298739,0.18325026021877297,0.17975541743501339]
["% of Mortgages in the South East",0.29424763768760304,0.29479315393143718,0.29958136100010252]
["% of Owner Occupied Mortgages",0,0,0]
["% of Investment Home Loans - Professional Landlords",0,0,0]
["% of Investment Home Loans - Emerging Professional Landlords",1,1,1]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.8143138232995561,1.8153615554318012,1.818845828285637]
["Number of Properties in Possession",0,0,0]
["Appointment of a Receiver of Rent",0,0,0]
["Paragon Bank Quarterly Losses",0,0,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",1,0.99704157827341555,0.99700948846769477]
[">1 to 2 months arrears",0,2.9584217265844676E-3,2.9905115323052268E-3]
[">2 to 3 months arrears ",0,0,0]
[">3 months arrears ",0,0,0]
["Total ",{"$f":"SUM(B194:B197)","v":1},{"$f":"SUM(C194:C197)","v":1},{"$f":"SUM(D194:D197)","v":1}]

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[null,null,null,null,null,null,null,null,null,null,"PARAGON MORTGAGES (NO.29) PLC"]