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[]
["     Paragon Mortgages (No.15) PLC"]
[]
["Information as at the Principal Determination Date","2007-11-30","2008-02-29","2008-05-30","2008-08-31","2008-11-28","2009-02-27","2009-05-29","2009-08-28","2009-11-30","2010-02-26","2010-05-28","2010-08-31","2010-11-30","2011-02-28","2011-05-31","2011-08-31","2011-11-30","2012-02-29","2012-05-31","2012-08-31","2012-11-30","2013-02-28","2013-05-31","2013-08-30","2013-11-29","2014-02-28","2014-05-30","2014-08-29","2014-11-28","2015-02-27","2015-05-29","2015-08-28","2015-11-30","2016-02-29","2016-05-31","2016-08-31","2016-11-30","2017-02-28","2017-05-31","2017-08-31","2017-11-30","2018-02-28","2018-05-31","2018-08-31","2018-11-30","2019-02-28","2019-05-31","2019-08-30","2019-11-29","2020-02-28","2020-05-29","2020-08-28","2020-11-30"]
["Mortgage Asset Balance",989554,984753,977183,929027,904807,888653,880910,876625,871356,866464,861437,854475,850414,847171,843152,838515,832471,827816,824172,818565,813179,810155,804997,798417,790007,784952,777801,768831,761158,753226.49215999909,745360.29049999896,736256.41839000024,727208.35150999972,718947.91652999888,703690.33193999971,692657.16927000007,682963.86809000024,671860,658726.05789999885,645126.16480999917,633581.02761999913,624965.74025999976,614617.86027000041,602398.09572999959,592301.68709999986,580627,569838.71419999935,559270.80198999983,547234.06432999973,537520.86233000015,528198.46760000032,521680.850459999,0]
["Total Notes ",{"$f":"SUM(B8:B14)","v":989554},{"$f":"SUM(C8:C14)","v":984753},{"$f":"SUM(D8:D14)-1","v":977183},{"$f":"SUM(E8:E14)","v":929027},{"$f":"SUM(F8:F14)","v":904807},{"$f":"SUM(G8:G14)","v":888653},{"$f":"SUM(H8:H14)","v":880910},{"$f":"SUM(I8:I14)","v":876625},{"$f":"SUM(J8:J14)-1","v":871356},{"$f":"SUM(K8:K14)-1","v":866464},{"$f":"SUM(L8:L14)","v":861437},{"$f":"SUM(M8:M14)-1","v":854475},{"$f":"SUM(N8:N14)+1","v":850414},{"$f":"SUM(O8:O14)","v":847171},{"$f":"SUM(P8:P14)+1","v":843152},{"$f":"SUM(Q8:Q14)+1","v":838515},{"$f":"SUM(R8:R14)+1","v":832471},{"$f":"SUM(S8:S14)","v":827816},{"$f":"SUM(T8:T14)","v":824172},{"$f":"SUM(U8:U14)","v":818565},{"$f":"SUM(V8:V14)","v":813179},{"$f":"SUM(W8:W14)","v":810155},{"$f":"SUM(X8:X14)+1","v":804997},{"$f":"SUM(Y8:Y14)-1","v":798417},{"$f":"SUM(Z8:Z14)","v":790007},{"$f":"SUM(AA8:AA14)-1","v":784952},{"$f":"SUM(AB8:AB14)","v":777801},{"$f":"SUM(AC8:AC14)","v":768831},{"$f":"SUM(AD8:AD14)","v":761158},{"$f":"SUM(AE8:AE14)","v":753226},{"$f":"SUM(AF8:AF14)-1","v":745360},{"$f":"SUM(AG8:AG14)-1","v":736256},{"$f":"SUM(AH8:AH14)-1","v":727208},{"$f":"SUM(AI8:AI14)+1","v":718948},{"$f":"SUM(AJ8:AJ14)-1","v":703690},{"$f":"SUM(AK8:AK14)-1","v":692657},{"$f":"SUM(AL8:AL14)-1","v":682964},{"$f":"SUM(AM8:AM14)","v":671860},{"$f":"SUM(AN8:AN14)","v":658726},{"$f":"SUM(AO8:AO14)","v":645126},{"$f":"SUM(AP8:AP14)","v":633581},{"$f":"SUM(AQ8:AQ14)-1","v":624966},{"$f":"SUM(AR8:AR14)","v":614618},602398,592302,580627,569839,559271,{"$f":"SUM(AX8:AX14)","v":547234},{"$f":"SUM(AY8:AY14)+1","v":537521},{"$f":"SUM(AZ8:AZ14)","v":528198},{"$f":"SUM(BA8:BA14)-1","v":521681},{"$f":"SUM(BB8:BB14)","v":0}]
["Class A1 Notes ",486244,483463,479079,451187,437158,427801,423316,420835,417783,414949,412037,408005,405652,403774,401446,398760,395259,392563,390453,387205,384086,382334,379346,375535,370664,367736,363594,358398,353954,349360,344804,339531,334290,329505,320668,314278,308663,302231,294624,286747,280060,275070,269076,261998,256150,249388,243139,237018,230046,224420,219021,215246,0]
["Class A2a Notes ",206650,205468,203605,191750,185788,181812,179906,178851,177554,176350,175112,173399,172399,171601,170611,169470,167982,166836,165939,164559,163233,162489,161219,159600,157529,156285,154525,152317,150428,148475,146539,144298,142071,140037,136282,133566,131180,128446,125213,121865,119023,116903,114355,111347,108862,105988,103333,100731,97768,95377,93082,91478,0]
["Class A2b Notes ",73661,73240,72576,68350,66225,64808,64128,63752,63290,62861,62420,61809,61452,61168,60815,60408,59878,59470,59150,58658,58185,57920,57467,56890,56152,55709,55081,54294,53621,52925,52235,51436,50642,49917,48579,47610,46760,45786,44633,43440,42427,41671,40763,39691,38805,37781,36834,35907,34851,33998,33180,32609,0]
["Class A2c Notes",72937,72520,71862,67678,65574,64170,63498,63125,62668,62243,61806,61201,60848,60566,60217,59814,59289,58885,58568,58081,57613,57350,56902,56331,55600,55161,54539,53760,53093,52404,51721,50930,50144,49426,48100,47142,46300,45335,44194,43012,42009,41261,40362,39300,38423,37408,36471,35553,34507,33663,32853,32287,0]
["Class B1a Notes",17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,17000,0]
["Class B1b Notes ",58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,58045,0]
["Class C1b Notes",75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,75017,0]
["Class B and C Notes as a % of the Total Notes",{"$f":"SUM(B12:B14)/B7","v":0.15164609510951399},0.15238542050646203,0.153565913447123,0.1615259836366435,0.16584973370011505,0.16886456243325573,0.17034884380924273,0.17118152003422216,0.17221663705764348,0.17318896111090593,0.1741996222590857,0.17561894730682584,0.17645758418840707,0.17713306994691744,0.17797739909292748,0.17896161666756111,0.18026093401451823,{"$f":"SUM(S12:S14)/S7","v":0.18127458275752101},0.18207607149963842,0.18332325472015051,0.18453747575871979,0.18522628385926149,0.18641311706751701,{"$f":"SUM(Y12:Y14)/Y7","v":0.18794940488491602},0.18995021563100073,0.19117347302765009,0.19293109677153925,0.19518203610416332,0.19714960625783345,{"$f":"SUM(AE12:AE14)/AE7","v":0.19922573039167527},0.20132821723730815,{"$f":"SUM(AG12:AG14)/AG7","v":0.2038176938456189},0.206353615471777,{"$f":"SUM(AI12:AI14)/AI7","v":0.20872441400490718},0.21325015276613282,{"$f":"SUM(AK12:AK14)/AK7","v":0.21664691181926984},0.21972168371978612,{"$f":"SUM(AM12:AM14)/AM7","v":0.22335307951061234},0.22780640205487562,{"$f":"SUM(AO12:AO14)/AO7","v":0.23260882370265654},0.23684738020868681,{"$f":"SUM(AQ12:AQ14)/AQ7","v":0.24011226210705863},0.24415490597411726,{"$f":"SUM(AS12:AS14)/AS7","v":0.24910773276139694},0.25335386340076516,{"$f":"SUM(AU12:AU14)/AU7","v":0.25844819479631503},0.26334104896295268,{"$f":"SUM(AW12:AW14)/AW7","v":0.26831714857376837},0.27421907264534001,{"$f":"SUM(AY12:AY14)/AY7","v":0.27917420900764806},0.28410179516014827,{"$f":"SUM(BA12:BA14)/BA7","v":0.28765088243581804},0]
["Overall Lifetime Redemption Rate",3.9E-2,3.6499999999999998E-2,3.7999999999999999E-2,7.1499999999999994E-2,7.7100000000000002E-2,7.6100000000000001E-2,7.1099999999999997E-2,6.5699999999999995E-2,6.1499999999999999E-2,5.8000000000000003E-2,5.4899999999999997E-2,5.3100000000000001E-2,5.0700000000000002E-2,4.8300000000000003E-2,4.65E-2,4.5100000000000001E-2,4.4200000000000003E-2,4.2999999999999997E-2,4.1700000000000001E-2,4.1000000000000002E-2,4.0300000000000002E-2,3.9300000000000002E-2,3.8699999999999998E-2,3.85E-2,3.8600000000000002E-2,3.8100000000000002E-2,3.8100000000000002E-2,3.8300000000000001E-2,3.8399999999999997E-2,3.85E-2,3.8600000000000002E-2,3.9E-2,3.9300000000000002E-2,3.95E-2,4.07E-2,4.1300000000000003E-2,4.1700000000000001E-2,4.2200000000000001E-2,4.3099999999999999E-2,4.3999999999999997E-2,4.4699999999999997E-2,4.4900000000000002E-2,4.5400000000000003E-2,4.6199999999999998E-2,4.6600000000000003E-2,4.7199999999999999E-2,4.7800000000000002E-2,4.8300000000000003E-2,4.9000000000000002E-2,4.9399999999999999E-2,4.9700000000000001E-2,4.9700000000000001E-2,1]
["Quarterly Redemption Rate",1.7600000000000001E-2,8.0999999999999996E-3,1.0699999999999999E-2,5.0900000000000001E-2,2.69E-2,1.8200000000000001E-2,9.4000000000000004E-3,5.5999999999999999E-3,6.3E-3,6.0000000000000001E-3,6.3E-3,8.3000000000000001E-3,4.7999999999999996E-3,3.8999999999999998E-3,4.8999999999999998E-3,5.4999999999999997E-3,7.1999999999999998E-3,5.5999999999999999E-3,4.4000000000000003E-3,6.7999999999999996E-3,6.6E-3,3.8E-3,6.4000000000000003E-3,8.3999999999999995E-3,1.06E-2,6.4999999999999997E-3,9.4000000000000004E-3,1.15E-2,1.0500000000000001E-2,1.06E-2,1.0800000000000001E-2,1.2500000000000001E-2,1.2800000000000001E-2,1.14E-2,2.1399999999999999E-2,1.5800000000000002E-2,1.4200000000000001E-2,1.6299999999999999E-2,1.9699999999999999E-2,2.07E-2,1.7899999999999999E-2,1.41E-2,1.66E-2,2.06E-2,1.6899999999999998E-2,1.9699999999999999E-2,1.8599999999999998E-2,1.8499999999999999E-2,2.1499999999999998E-2,1.77E-2,1.7299999999999999E-2,1.23E-2,1]
["Further Advances released in the quarter",2283,1757,2580,1137,492,124,483,536,241,335,415,183,44,39,42,26,0,0,25,0,0,21,0,209,59,100,205,0,391,147,298,177,393,46,100,90,158,45,75,56,0,294,50,449,58,0,0,0,0,0,0,0,0]
["First Loss Fund Balance",19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,19022,0]
["First Loss Fund as a % of the Mortgages ",{"$f":"+B19/B6","v":1.9222801383249423E-2},1.931651896465408E-2,1.9466159358073155E-2,2.0475185328305851E-2,2.1023267945539766E-2,2.1405430466109945E-2,2.1593579366791158E-2,2.1699130186795951E-2,2.1830342592465076E-2,2.1953595302286074E-2,2.208170765825011E-2,2.2261622633780977E-2,2.2367929032212547E-2,2.245355424111543E-2,2.2560582196329962E-2,2.2685342540085748E-2,2.2850045226800692E-2,{"$f":"+S19/S6","v":2.2978536293089286E-2},2.3080133758487307E-2,2.3238227874389939E-2,2.3392143673164213E-2,2.3479457634650161E-2,2.3629901726341836E-2,{"$f":"+Y19/Y6","v":2.3824643012360709E-2},2.4078267660919462E-2,2.4233328916927404E-2,2.4456126952780981E-2,2.4741458135793173E-2,2.4990869175650784E-2,{"$f":"+AE19/AE6","v":2.5254024118895938E-2},2.5520543879846019E-2,{"$f":"+AG19/AG6","v":2.5836107536551092E-2},2.6157565380680908E-2,{"$f":"+AI19/AI6","v":2.6458105744028938E-2},2.7031776815177155E-2,{"$f":"+AK19/AK6","v":2.7462359221730889E-2},2.7852132285120099E-2,{"$f":"+AM19/AM6","v":2.8312446045307058E-2},2.887695085365475E-2,{"$f":"+AO19/AO6","v":2.9485705335796305E-2},3.0022994961599079E-2,{"$f":"+AQ19/AQ6","v":3.0436868414717294E-2},3.0949312132979138E-2,{"$f":"+AS19/AS6","v":3.1577125052078249E-2},3.2115390542165494E-2,{"$f":"+AU19/AU6","v":3.2761135806636615E-2},3.3381375336537324E-2,{"$f":"+AW19/AW6","v":3.4012145694564844E-2},3.4760263002430937E-2,{"$f":"+AY19/AY6","v":3.5388393889578602E-2},3.6012978391306467E-2,{"$f":"+BA19/BA6","v":3.6462906359754438E-2},0]
["Opening PDL Balance",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Quarterly Losses ",{"$f":"SUM(B92+B124)","v":0},0,0,111,14,128,{"$f":"SUM(H92+H124)","v":2},95,144,252,759,297,{"$f":"SUM(N92+N124)","v":300},509,350,176,459,253,{"$f":"SUM(T92+T124)","v":31},541,403,266,550,306,{"$f":"SUM(Z92+Z124)","v":455},58,183,676,104,223,{"$f":"SUM(AF92+AF124)","v":152},209,{"$f":"SUM(AH92+AH124)","v":75},-27,{"$f":"SUM(AJ92+AJ124)","v":11},-147,{"$f":"SUM(AL92+AL124)","v":-18},146,{"$f":"SUM(AN92+AN124)","v":143},270,{"$f":"SUM(AP92+AP124)","v":361},167,{"$f":"SUM(AR92+AR124)","v":-23},149,{"$f":"SUM(AT92+AT124)","v":88},299,{"$f":"SUM(AV92+AV124)","v":150},63,{"$f":"SUM(AX92+AX124)","v":151},397,{"$f":"SUM(AZ92+AZ124)","v":3},-3,8]
["Quarterly Loss Rate (annualised)",{"$f":"1-(1-B22/B6)^4","v":0},0,0,4.7783372578280581E-4,6.1890215580451269E-5,5.7602842646808927E-4,9.0814870481459309E-6,4.3341021926823764E-4,6.6087481050247643E-4,1.1628415483471155E-3,3.51968848696671E-3,1.3896026831207164E-3,1.4103309264423824E-3,2.401127777954537E-3,1.659402471056004E-3,8.3931519654056874E-4,2.2036588464550144E-3,{"$f":"1-(1-S22/S6)^4","v":1.2219335674703569E-3},1.504455429971463E-4,2.6410311001373588E-3,1.9808702257425592E-3,1.3126822601211563E-3,2.7301298762741899E-3,{"$f":"1-(1-Y22/Y6)^4","v":1.5321523932989578E-3},2.3017875484501182E-3,2.9552671703780842E-4,9.4078267386821235E-4,3.512391961035477E-3,5.4642367051382923E-4,{"$f":"1-(1-AE22/AE6)^4","v":1.1837129463680984E-3},8.1546340808635875E-4,{"$f":"1-(1-AG22/AG6)^4","v":1.1349905758349932E-3},4.1247270085653653E-4,0,6.2526037817867142E-5,0,0,8.6894541495141642E-4,{"$f":"1-(1-AN22/AN6)^4","v":8.6806003888262318E-4},1.6730404703995116E-3,{"$f":"1-(1-AP22/AP6)^4","v":2.2771615128822642E-3},1.0684302444161631E-3,0,9.8901194158274031E-4,{"$f":"1-(1-AT22/AT6)^4","v":5.9415930922479543E-4},2.0582516450158295E-3,{"$f":"1-(1-AV22/AV6)^4","v":1.0525138385401034E-3},4.505105967548273E-4,{"$f":"1-(1-AX22/AX6)^4","v":1.1032757094934231E-3},2.9510325817208027E-3,{"$f":"1-(1-AZ22/AZ6)^4","v":2.2718539530397486E-5},-2.3002767882918107E-5,0]
["PDL Replenishment made during the quarter (-ve = recoveries)",0,0,0,111,14,128,2,95,144,252,759,297,300,509,350,176,459,253,31,541,403,266,550,306,455,58,183,676,104,223,152,209,75,-27,11,-147,-18,146,143,270,361,167,-23,149,88,299,150,63,151,397,3,-3,8]
["Outstanding PDL at end of the quarter",{"$f":"B21+B22-B24","v":0},0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,{"$f":"S21+S22-S24","v":0},0,0,0,0,0,{"$f":"Y21+Y22-Y24","v":0},0,0,0,0,0,{"$f":"AE21+AE22-AE24","v":0},0,{"$f":"AG21+AG22-AG24","v":0},0,{"$f":"AI21+AI22-AI24","v":0},0,{"$f":"AK21+AK22-AK24","v":0},0,{"$f":"AM21+AM22-AM24","v":0},0,{"$f":"AO21+AO22-AO24","v":0},0,{"$f":"AQ21+AQ22-AQ24","v":0},0,{"$f":"AS21+AS22-AS24","v":0},0,{"$f":"AU21+AU22-AU24","v":0},0,{"$f":"AW21+AW22-AW24","v":0},0,{"$f":"AY21+AY22-AY24","v":0},0,{"$f":"BA21+BA22-BA24","v":0},0]
["Spread Trap repayment in the quarter","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","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)",-8.3999999999999995E-3,-1.18E-2,-7.7999999999999996E-3,-3.5000000000000001E-3,-1.1999999999999999E-3,1.5599999999999999E-2,2.1499999999999998E-2,1.9199999999999998E-2,2.0500000000000001E-2,2.0500000000000001E-2,1.9800000000000002E-2,1.83E-2,1.84E-2,1.8100000000000002E-2,1.8100000000000002E-2,1.7500000000000002E-2,1.72E-2,1.6799999999999999E-2,1.7100000000000001E-2,1.4999999999999999E-2,1.55E-2,1.6199999999999999E-2,1.6199999999999999E-2,1.6199999999999999E-2,1.61E-2,1.61E-2,1.61E-2,1.5800000000000002E-2,1.5800000000000002E-2,1.5800000000000002E-2,1.5800000000000002E-2,1.5699999999999999E-2,1.5599999999999999E-2,1.5599999999999999E-2,1.5599999999999999E-2,1.5699999999999999E-2,1.55E-2,1.5599999999999999E-2,1.5800000000000002E-2,1.6400000000000001E-2,1.6E-2,1.6299999999999999E-2,1.6500000000000001E-2,1.6E-2,1.6299999999999999E-2,1.5900000000000001E-2,1.5900000000000001E-2,1.5900000000000001E-2,1.5699999999999999E-2,1.5599999999999999E-2,1.5800456695352776E-2,1.5561689183312235E-2,0]
["Total Income as a % of the Mortgages",3.2500000000000001E-2,1.9900000000000001E-2,1.8599999999999998E-2,1.95E-2,1.8100000000000002E-2,1.47E-2,1.2800000000000001E-2,8.8000000000000005E-3,7.3000000000000001E-3,7.1999999999999998E-3,7.1999999999999998E-3,7.1999999999999998E-3,6.7999999999999996E-3,7.3000000000000001E-3,7.1000000000000004E-3,7.0000000000000001E-3,7.4000000000000003E-3,6.8999999999999999E-3,7.6E-3,7.6E-3,6.7999999999999996E-3,6.1999999999999998E-3,6.4999999999999997E-3,6.4999999999999997E-3,7.1999999999999998E-3,6.0000000000000001E-3,5.8999999999999999E-3,7.1000000000000004E-3,6.1999999999999998E-3,6.7000000000000002E-3,6.7000000000000002E-3,6.4999999999999997E-3,6.7000000000000002E-3,6.4000000000000003E-3,6.4999999999999997E-3,6.8999999999999999E-3,6.1000000000000004E-3,6.0000000000000001E-3,5.7000000000000002E-3,5.8999999999999999E-3,6.4999999999999997E-3,6.4999999999999997E-3,6.4000000000000003E-3,6.7000000000000002E-3,6.8999999999999999E-3,7.6E-3,7.7999999999999996E-3,6.4999999999999997E-3,7.4000000000000003E-3,7.7999999999999996E-3,5.8044243852798313E-3,5.29536272382705E-3,0]
["Quarterly surplus income to the Issuer",0,2306,2633,3169,2158,1447,1747,2259,2567,2481,1920,2908,2449,2739,2454,2688,2610,2002,2807,2086,2322,2287,2092,2340,2720,2170,1982,2323,2159,2357,2412,2162,2443,2283,2195,2648,2283,2078,1782,1841,2081,1956,1836,1801,1721,1795,1960,1417,1819,1665,1416,1502,{"$f":"19022+1939","v":20961}]
["Surplus Income as a % of the Mortgages",{"$f":"B29/1000000","v":0},{"$f":"C29/B6","v":2.3303427604759318E-3},2.6737669242947217E-3,3.2429954266498702E-3,2.3228603689666714E-3,1.5992360801806351E-3,1.9658966998367194E-3,2.5643936383966579E-3,2.9282760587480395E-3,2.84728629859667E-3,2.2159027957306941E-3,3.3757546982541961E-3,2.8660873635858275E-3,3.2207842297986627E-3,2.8966997217799006E-3,3.1880372696737953E-3,3.1126455698466931E-3,2.4048885787012401E-3,3.3908501406109568E-3,2.5310250772896921E-3,2.8366714921844935E-3,2.812418913916862E-3,2.5822219204966949E-3,2.9068431310924139E-3,3.4067410889297195E-3,2.7468111042054056E-3,2.5249951589396548E-3,2.9866251136216075E-3,2.8081594004404089E-3,3.096597552676317E-3,3.2022240655439492E-3,2.9006106544121066E-3,3.3181374572492021E-3,{"$f":"AI29/AH6","v":3.139402889501341E-3},3.0530723429788411E-3,3.7630188732304228E-3,3.2960028442441183E-3,3.0426206964819453E-3,2.6523382847617061E-3,2.7947884828923557E-3,3.2257256231622393E-3,3.0872136549725472E-3,2.9377610350867916E-3,2.9302760567498382E-3,2.8569147415953454E-3,3.0305502062447196E-3,3.3756611387345059E-3,2.4866685339014504E-3,3.2524494279472954E-3,3.0425737513956213E-3,2.634316357251777E-3,2.8436280908286358E-3,0]
["Payment Holidays as a percentage of the Mortgages","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A",0.18750184475165996,6.5798892176572282E-2,0]
["Losses as a % of the Mortgages",{"$f":"+B22/1000000","v":0},{"$f":"+C22/B6","v":0},0,1.135918246633435E-4,1.5069529733796758E-5,1.4146663321570234E-4,2.2505972522458148E-6,1.0784302596178951E-4,1.6426636246969913E-4,2.8920441243303541E-4,8.7597407393728995E-4,3.4477274600464106E-4,3.5109277626612831E-4,5.9853200911556023E-4,4.1313973212019767E-4,2.0874053551435566E-4,5.4739628986959091E-4,3.0391449071499188E-4,3.7447935289967818E-5,6.5641637910533236E-4,4.9232498335501757E-4,3.2711125102837137E-4,6.7888243607704699E-4,3.8012564021977724E-4,5.6987764539081706E-4,7.3417070987978589E-5,2.3313527451360083E-4,8.6911690779518155E-4,1.3527029997489694E-4,2.9297465178057644E-4,2.0179853149364854E-4,2.8040130748017126E-4,1.0186668411530502E-4,{"$f":"+AI22/AH6","v":-3.7128286472420588E-5},{"$f":"+AJ22/AI6","v":1.5300134748413327E-5},0,{"$f":"+AL22/AK6","v":-2.5986881820584376E-5},2.1377412015705679E-4,2.1284196112285298E-4,4.0988206973434881E-4,5.5958046610358884E-4,2.6358112493886268E-4,-3.6802017324072011E-5,2.4242705855398442E-4,1.4608279910539827E-4,5.048103129065021E-4,2.5834141367866119E-4,1.1055759889611248E-4,2.6999442749864848E-4,7.2546653411655353E-4,5.5811787229910537E-6,-5.6796832706297653E-6,1.5335046308381637E-5]
["Number of Properties in Possession",{"$f":"SUM(B90+B122)","v":0},0,0,0,0,1,{"$f":"SUM(H90+H122)","v":1},0,0,0,0,0,{"$f":"SUM(N90+N122)","v":0},0,0,0,0,0,{"$f":"SUM(T90+T122)","v":1},1,1,1,0,0,{"$f":"SUM(Z90+Z122)","v":0},0,0,1,0,0,0,0,0,0,0,{"$f":"SUM(AK90+AK122)","v":0},0,{"$f":"SUM(AM90+AM122)","v":0},0,{"$f":"SUM(AO90+AO122)","v":0},0,{"$f":"SUM(AQ90+AQ122)","v":0},1,{"$f":"SUM(AS90+AS122)","v":1},{"$f":"SUM(AT90+AT122)","v":1},1,1,1,1,1,{"$f":"SUM(AZ90+AZ122)","v":1},1,{"$f":"SUM(BB90+BB122)","v":0}]
["Appointment of a Receiver of Rent",{"$f":"+B91+B123","v":2},25,18,47,83,108,{"$f":"+H91+H123","v":129},172,171,158,150,145,{"$f":"+N91+N123","v":141},142,140,143,155,139,{"$f":"+T91+T123","v":138},133,128,121,117,122,{"$f":"+Z91+Z123","v":114},112,108,101,98,98,97,93,88,90,86,83,80,{"$f":"+AM91+AM123","v":79},74,{"$f":"+AO91+AO123","v":72},67,{"$f":"+AQ91+AQ123","v":66},67,{"$f":"+AS91+AS123","v":68},69,{"$f":"+AU91+AU123","v":61},60,{"$f":"+AW91+AW123","v":71},65,{"$f":"+AY91+AY123","v":63},63,{"$f":"+BA91+BA123","v":60},0]
["Average Number of months (Possessions) in Arrears at the Sale Date",0,0,0,0,0,0,0,19.52,0,0,0,0,0,0,0,0,0,0,0,0,0,0,25.14,0,0,0,0,0,8.8800000000000008,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Average Number of months (RoR) in Arrears at the Sale Date",0,0,0,1.67,5.04,11.98,11.04,16.32,16.64,13.29,7.94,13.09,16.010000000000002,3.37,10.61,8.9700000000000006,7.41,2.57,9.9600000000000009,30.05,1.65,10.26,3.75,8.9499999999999993,1.41,0,4.4000000000000004,6.99,2.17,0.64,0,2.48,1.47,2.14,0.72,20.67,2.21,4.5599999999999996,5.43,7.9,1.53,2.82,0,0,0,4.18,0.63,0,3.41,16.21,0,0.56999999999999995,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",0.99760000000000004,0.996,0.99370000000000003,0.9889,0.98299999999999998,0.98409999999999997,0.9829,0.9819,0.98829999999999996,0.98760000000000003,0.99299999999999999,0.99029999999999996,0.9929,0.99070000000000003,0.99050000000000005,0.99280000000000002,0.99370000000000003,0.98809999999999998,0.99060000000000004,0.99219999999999997,0.99270000000000003,0.9929,0.99319999999999997,0.99709999999999999,0.99650000000000005,0.99670000000000003,0.99770000000000003,0.99687167245256358,0.9984038220221676,0.99757326506000954,0.99792941313525563,0.99726179138771331,0.9981771670726205,0.99710358903240304,0.9977003930858872,0.99773367560910242,0.9980518719019672,0.9986664371759304,0.99603835789196338,0.99786018719560221,0.99854525044281495,0.99853288354786007,0.99645764390474745,0.9963398432194478,0.99448976548037915,0.9940046548222321,0.99025404339588452,0.9894800007803769,0.99043524067867406,0.99267626298626144,0.99317685858075622,0.99649860827706727,0]
[">1 to 2 months arrears",1.1000000000000001E-3,2.7000000000000001E-3,4.7999999999999996E-3,6.4999999999999997E-3,9.4000000000000004E-3,6.3E-3,9.5999999999999992E-3,1.2500000000000001E-2,7.7999999999999996E-3,5.7000000000000002E-3,4.3E-3,7.4999999999999997E-3,4.4999999999999997E-3,7.6E-3,7.0000000000000001E-3,5.5999999999999999E-3,5.7000000000000002E-3,1.0999999999999999E-2,8.5000000000000006E-3,6.8999999999999999E-3,6.4000000000000003E-3,5.4000000000000003E-3,4.0000000000000001E-3,1.1000000000000001E-3,1.6000000000000001E-3,1.2999999999999999E-3,5.0000000000000001E-4,1.4400907585823471E-3,4.9527261390389836E-4,1.6019959150799681E-3,1.4810732363285603E-3,1.8726814924383797E-3,1.2199078190504619E-3,2.0782430144969228E-3,1.1244540015375932E-3,1.1658478115340709E-3,1.342124945086038E-3,1.2001345544541736E-3,3.4447309330891433E-3,1.9224649715255285E-3,1.3578604300155783E-3,1.2248570130207206E-3,3.2072786927516903E-3,2.8842622469431025E-3,2.7855309116595877E-3,3.3807192151826329E-3,8.2336134669857928E-3,8.8480437642761787E-3,6.8372233459500498E-3,4.9101719856817659E-3,4.504997069710341E-3,1.2524944839401684E-3,0]
[">2 to 3 months arrears ",8.0000000000000004E-4,1.1999999999999999E-3,1.2999999999999999E-3,4.1000000000000003E-3,5.4999999999999997E-3,5.4999999999999997E-3,3.0000000000000001E-3,2.8E-3,1.9E-3,5.7000000000000002E-3,8.9999999999999998E-4,6.9999999999999999E-4,2.3999999999999998E-3,1.6000000000000001E-3,2.3999999999999998E-3,1.6000000000000001E-3,4.0000000000000002E-4,6.9999999999999999E-4,8.0000000000000004E-4,1E-4,1E-4,5.9999999999999995E-4,1.1999999999999999E-3,2.9999999999999997E-4,2.9999999999999997E-4,1E-4,4.0000000000000002E-4,6.3837183365736199E-4,3.0876928629118864E-4,2.4119511237568117E-4,0,2.690443403510392E-4,1.4218014830598942E-4,0,6.9883075591806849E-4,5.0276328478616539E-4,6.0600315294667727E-4,1.3342826961536275E-4,5.169111749475856E-4,1.221865095902626E-4,0,1.4408466073259472E-4,3.3507740250098185E-4,7.758945336090948E-4,2.7247036079611274E-3,2.2553273531507583E-3,1.2642366839414009E-3,1.0377929771015065E-3,2.2468506885314305E-3,2.4135650280568913E-3,1.7447212066900499E-3,2.1533424752569766E-4,0]
[">3 months arrears ",5.0000000000000001E-4,1E-4,2.0000000000000001E-4,5.0000000000000001E-4,2.0999999999999999E-3,4.1000000000000003E-3,4.4999999999999997E-3,2.8E-3,2E-3,1E-3,1.8E-3,1.5E-3,2.0000000000000001E-4,1E-4,1E-4,0,2.0000000000000001E-4,2.0000000000000001E-4,1E-4,8.0000000000000004E-4,8.0000000000000004E-4,1.1000000000000001E-3,1.6000000000000001E-3,1.5E-3,1.6000000000000001E-3,1.9E-3,1.4E-3,1.0498649551965921E-3,7.9213607763719206E-4,5.8354391253457477E-4,5.8951362841541536E-4,5.9648277949727279E-4,4.6074496002292104E-4,8.1816795309988077E-4,4.7632215665701472E-4,5.9771329457735604E-4,0,0,0,9.5161323282086951E-5,9.6889127169461566E-5,9.8174778386548331E-5,0,0,0,3.5929860943457656E-4,2.4810645318828074E-4,6.3416247824549926E-4,4.8068528684450535E-4,0,5.7342314284331887E-4,2.033562991466854E-3,0]
["Total ",{"$f":"SUM(B38:B41)","v":1},1,1,0.99999999999999989,0.99999999999999989,0.99999999999999989,1,1,1,1,1,0.99999999999999989,0.99999999999999989,1.0000000000000002,1,1,1,{"$f":"SUM(S38:S41)","v":1},1,1,1,1,1,{"$f":"SUM(Y38:Y41)","v":0.99999999999999989},{"$f":"SUM(Z38:Z41)","v":1},{"$f":"SUM(AA38:AA41)","v":1},{"$f":"SUM(AB38:AB41)","v":0.99999999999999989},{"$f":"SUM(AC38:AC41)","v":0.99999999999999978},0.99999999999999989,0.99999999999999967,0.99999999999999956,1,0.99999999999999989,0.99999999999999978,0.99999999999999989,1,0.99999999999999989,1,1.0000000000000002,1,1,1,1.0000000000000002,0.99999999999999989,0.99999999999999989,1,1,1,1,1,0.99999999999999989,1,{"$f":"SUM(BB38:BB41)","v":0}]
["Total Value of Arrears (£000's)",38,86,130,280,546,663,743,718,690,681,566,502,421,413,368,373,372,368,350,288,272,258,223,152,203,155,127,108.63399292538999,94.364938507379975,91.855930414179994,88.795199195709969,87.799668835189991,79.48682074045999,129.37440772642006,87.36817040647,54.448290867860024,51.027148906050002,49.663678688739992,48.4882697185,24.853759932300008,27.100379621940007,36.380850083870008,40.686779192770018,43.438960463069989,61.686170081930008,71.538141353890012,79.207630270120021,103.47850949035002,95.80978126097007,52.663199786629995,35.663239577160006,32.021600080249996,0]
["Total Value of Arrears as a % of the Notes Issued (£1,001,132,732)",{"$f":"+B43/1001133","v":3.7956994724976604E-5},8.5902672272315472E-5,1.2985287669070944E-4,2.7968311902614341E-4,5.4538208210097962E-4,6.6224967112261804E-4,7.4215913370151616E-4,7.1718742664561054E-4,6.8921911474299617E-4,6.8022930020287013E-4,5.653594477457041E-4,5.0143187768258567E-4,4.205235468214513E-4,4.1253260056356146E-4,3.6758352786293131E-4,3.7257786927411246E-4,3.7157900099187621E-4,{"$f":"+S43/1001133","v":3.6758352786293131E-4},3.4960389878267923E-4,2.876740652840332E-4,2.7169217276825356E-4,2.5770801681694637E-4,2.2274762693867849E-4,{"$f":"+Y43/1001133","v":1.5182797889990641E-4},2.0277026129395396E-4,1.5482458374661509E-4,1.2685627184400074E-4,1.0851104990584666E-4,9.4258144030193768E-5,9.1751975426022312E-5,{"$f":"+AF43/1001133","v":8.8694708091442362E-5},8.7700304390315759E-5,{"$f":"+AH43/1001133","v":7.9396864093442114E-5},1.2922799241101837E-4,8.7269294296032592E-5,{"$f":"+AK43/1001133","v":5.438667076987775E-5},5.0969400575198303E-5,{"$f":"+AM43/1001133","v":4.9607473421353601E-5},4.8433394682324924E-5,{"$f":"+AO43/1001133","v":2.4825632490688059E-5},2.7069709640916848E-5,{"$f":"+AQ43/1001133","v":3.6339677229568904E-5},4.0640733242006822E-5,{"$f":"+AS43/1001133","v":4.3389799819874069E-5},6.1616358747469124E-5,{"$f":"+AU43/1001133","v":7.1457180368532464E-5},7.9117989587916909E-5,{"$f":"+AW43/1001133","v":1.0336140102299097E-4},9.5701351629573763E-5,0,0,0,0]
[]
["Underlying Assets - Overall","2007-11-30","2008-02-29","2008-05-30","2008-08-31","2008-11-28","2009-02-27","2009-05-29","2009-08-28","2009-11-30","2010-02-26","2010-05-28","2010-08-31","2010-11-30","2011-02-28","2011-05-31","2011-08-31","2011-11-30","2012-02-29","2012-05-31","2012-08-31","2012-11-30","2013-02-28","2013-05-31","2013-08-30","2013-11-29","2014-02-28","2014-05-30","2014-08-29","2014-11-28","2015-02-27",{"$f":"+AF5","v":"2015-05-29"},"2015-08-28","2015-11-30","2016-02-29","2016-05-31","2016-08-31",{"$f":"+AL5","v":"2016-11-30"},"2017-02-28",{"$f":"+AN5","v":"2017-05-31"},"2017-08-31",{"$f":"+AP5","v":"2017-11-30"},"2018-02-28",{"$f":"+AR5","v":"2018-05-31"},"2018-08-31",{"$f":"+AT5","v":"2018-11-30"},"2019-02-28",{"$f":"+AV5","v":"2019-05-31"},"2019-08-30",{"$f":"+AX5","v":"2019-11-29"},"2020-02-28",{"$f":"+AZ5","v":"2020-05-29"},"2020-08-28",{"$f":"+BB5","v":"2020-11-30"}]
["Weighted Average LTV",0.79339999999999999,0.79300000000000004,0.79279999999999995,0.79359999999999997,0.79359999999999997,0.79420000000000002,0.79449999999999998,0.7944,0.79420000000000002,0.79410000000000003,0.79410000000000003,0.79420000000000002,0.79400000000000004,0.79359999999999997,0.79339999999999999,0.79349999999999998,0.79330000000000001,0.79320000000000002,0.79300000000000004,0.79279999999999995,0.7923,0.79210000000000003,0.79210000000000003,0.79179999999999995,0.79139999999999999,0.79090000000000005,0.79039999999999999,0.79022178748270222,0.79003574331428272,0.78938999718328606,0.78935636080229843,0.7891607284608978,0.78854909004384455,0.78815832222684823,0.78701300741625313,0.78681607769831241,0.7859672558003471,0.78567783681689152,0.78534415890225318,0.78595193002229091,0.78582497928755379,0.78501651292042407,0.78514822447443888,0.78549282332040449,0.78512384325203177,0.78418825440975637,0.78419410458780114,0.7842660488767127,0.78397990973461384,0.78371395314695558,0.78382206203806826,0.7833950362812977,0]
["Weighted Average Nationwide Indexed LTV",0.77159999999999995,0.77380000000000004,0.78979999999999995,0.81569999999999998,0.87760000000000005,0.90620000000000001,0.95409999999999995,0.92269999999999996,0.88939999999999997,0.88029999999999997,0.87290000000000001,0.85350000000000004,0.85050000000000003,0.87360000000000004,0.86990000000000001,0.85419999999999996,0.85909999999999997,0.86570000000000003,0.87739999999999996,0.86450000000000005,0.86409999999999998,0.87260000000000004,0.87139999999999995,0.8508,0.83069999999999999,0.81359999999999999,0.79959999999999998,0.76294700837003404,0.75600843952008656,0.75673322145327448,0.75818482894284744,0.73666228347170493,0.73243243028625538,0.73101311220662468,0.72742386321691699,0.70769296710979157,0.70169741020061727,0.7032110704239356,0.70108011026812522,0.69015029274453532,0.68534407869114289,0.6864480515553476,0.68406114040051114,0.67751216160301986,0.67271202727950485,0.67673945389171697,0.68164048114827491,0.67225460490972966,0.67069706335178714,0.67366981687481831,0.66738976328122768,0.65998930446104143,0]
["Weighted Average Halifax Indexed LTV",0.77429999999999999,0.7903,0.80700000000000005,0.82889999999999997,0.88800000000000001,0.9496,0.98409999999999997,0.98099999999999998,0.9536,0.93489999999999995,0.92659999999999998,0.91559999999999997,0.92920000000000003,0.94020000000000004,0.9546,0.94710000000000005,0.94159999999999999,0.94699999999999995,0.9486,0.94669999999999999,0.9476,0.95050000000000001,0.93210000000000004,0.90649999999999997,0.88870000000000005,0.88180000000000003,0.86250000000000004,0.82993992903034819,0.80414505394471647,0.81301072244628547,0.79291117236575104,0.75482325749981682,0.74644773757109151,0.74958459734559013,0.72312342686889552,0.70202377327960097,"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"]
["% of Variable Rate Mortgages",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Fixed Rate Mortgages",0.80840000000000001,0.80730000000000002,0.80889999999999995,0.66820000000000002,0.63629999999999998,0.56710000000000005,0.4985,0.16070000000000001,0.1216,0.1173,9.5100000000000004E-2,4.48E-2,4.3900000000000002E-2,0.04,3.4700000000000002E-2,9.2999999999999992E-3,8.2000000000000007E-3,8.3000000000000001E-3,8.3000000000000001E-3,5.9999999999999995E-4,5.9999999999999995E-4,5.9999999999999995E-4,1E-4,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,8.7351205744157603E-4,8.8840199422082582E-4,9.0626605443481427E-4,9.2342269292590602E-4,9.4087157442810374E-4,9.6156660248160851E-4,9.7894246879844625E-4,9.9622023212397599E-4,1.0086665046953789E-3,0]
["% of Base Rate Mortgages",0.1706,0.16850000000000001,0.1648,0.17030000000000001,0.17369999999999999,0.17599999999999999,0.18479999999999999,0.1852,0.186,0.186,0.1855,0.18529999999999999,0.18559999999999999,0.18559999999999999,0.18609999999999999,0.18659999999999999,0.18770000000000001,0.18859999999999999,0.18909999999999999,0.1895,0.18940000000000001,0.18920000000000001,0.18940000000000001,0.1895,0.19,0.1908,0.19189999999999999,0.1915094525562602,0.19121708945977617,0.19148697419867455,0.19222279199216355,0.19260842755041707,0.19260143753736023,0.19245803968363878,0.19304451092214622,0.1943256258963689,0.19571309367186873,0.19579840402862111,0.19742013167747197,0.19807569514349868,0.19983925845383563,0.20035524300565283,0.20130590233034781,0.20066557684501662,0.20318299029204293,0.20313370271200662,0.20346826602115758,0.20381936331093881,0.20279886334538638,0.20294757142472977,0.20283352378283229,0.20344909554646984,0]
["% of Libor Linked Mortgages",2.1000000000000001E-2,2.4199999999999999E-2,2.63E-2,0.1615,0.19,0.25690000000000002,0.31669999999999998,0.6542,0.69240000000000002,0.69669999999999999,0.71940000000000004,0.76990000000000003,0.77049999999999996,0.77439999999999998,0.7792,0.80410000000000004,0.80400000000000005,0.80320000000000003,0.80259999999999998,0.80979999999999996,0.80989999999999995,0.81010000000000004,0.8105,0.8105,0.81,0.80920000000000003,0.80810000000000004,0.80849054744374071,0.80878291054022444,0.80851302580132689,0.8077772080078377,0.80739157244958315,0.80739856246264019,0.80754196031636272,0.80695548907785453,0.80567437410363107,0.80428690632813127,0.80420159597137897,0.80257986832252803,0.80192430485650124,0.80016074154616423,0.79964475699434723,0.79869409766965216,0.7984609110975418,0.7959286077137363,0.79596003123355852,0.79560831128591658,0.79523976511463312,0.79623957005213197,0.79607348610647177,0.79617025598504376,0.79554223794883472,0]
["Weighted Average Loan Size",145951.85,146388.06,146746.22,146119.4,145560.9,145109.81,144815,144777.07999999999,144719.53,144603.4,144463.59,144142.13,144064.65,143880.94,143735.45000000001,143433.94,143085.35,142899.31,142787.96,142656.87,142338.38,142357.24,142125.18,141915.63,141476.96,141229.28,140906.01,140528.43241454943,140383.30391552928,140265.64099813765,140184.36909911584,140052.58101388629,139793.99298539018,139628.64954942686,138767.5669374876,138282.5253084448,138139.94095671526,137987.15124666257,137722.36209491928,137407.06385729482,137346.85185779302,137294.7584050966,137007.9938185467,136598.20764852597,136380.77068846417,136073.68261542058,135837.59575685323,135613.67652521821,135420.45640435527,135259.40169350785,134985.55267058531,134801.25334883697,0]
["Weighted Average Interest Rate",5.4129999999999998E-2,5.3780000000000001E-2,5.305E-2,5.7759999999999999E-2,5.7680000000000002E-2,4.8719999999999999E-2,4.1669999999999999E-2,3.3509999999999998E-2,2.8420000000000001E-2,2.8379999999999999E-2,2.802E-2,2.742E-2,2.743E-2,2.741E-2,2.7949999999999999E-2,2.758E-2,2.819E-2,2.92E-2,2.9270000000000001E-2,2.7990000000000001E-2,2.5530000000000001E-2,2.4889999999999999E-2,2.4830000000000001E-2,2.4819999999999998E-2,2.486E-2,2.4889999999999999E-2,2.4889999999999999E-2,2.4944367063009773E-2,2.5053404126094622E-2,2.5019757923421797E-2,2.5054655754386666E-2,2.5107856106628832E-2,2.5167683429363489E-2,2.511807144138278E-2,2.5196512580748728E-2,2.5191754910966594E-2,2.3081815750627142E-2,2.3083221740263858E-2,2.3043261078462166E-2,2.3174424696348499E-2,2.3108258754051533E-2,2.5366942560239344E-2,2.6466299978620343E-2,2.6208904261595313E-2,2.8239317990134395E-2,2.9017410344629836E-2,2.842046066316397E-2,2.7814189817078921E-2,2.7674041954666356E-2,2.774019701059641E-2,2.4864619572586497E-2,2.1719268375733868E-2,0]
["Weighted Average Maturity Date (years)",20.74,20.5,20.260000000000002,20,19.78,19.54,19.309999999999999,19.07,18.809999999999999,18.559999999999999,18.32,18.09,17.84,17.59,17.329999999999998,17.09,16.829999999999998,16.59,16.36,16.12,15.88,15.64,15.4,15.18,14.93,14.68,14.44,14.193214027886734,13.96288818046955,13.718170504338779,13.492948620676716,13.2494114635755,13.015887175084481,12.808566286578063,12.55393418268288,12.341070269135676,12.102815276169812,11.889961204821136,11.879442020210709,11.733414143779962,11.503936853671876,11.257201960847729,11.039857023967281,10.828707210363772,10.56866688911097,10.321567966543729,10.129820576613575,9.8989545990470962,9.6713016406391006,9.4481900010337299,9.231522017204977,8.9899726001212272,0]
["Weighted Average Seasoning (months)",5.74,8.73,11.76,14.78,17.78,20.74,23.76,26.79,29.78,32.74,35.76,38.78,41.78,44.74,47.76,50.79,53.78,56.77,59.79,62.82,65.81,68.77,71.790000000000006,74.819999999999993,77.81,80.77,83.79,86.821673066211162,89.810723958715272,92.76977482734074,95.794253122813956,98.8214868633099,101.81308661347933,104.8075887693571,107.83139384600057,110.7796866713083,113.76773651905317,116.72519654720888,119.75096516525167,122.77009855600804,125.75805349612895,128.7125717913658,131.7375166800289,134.75983115620801,137.74853388109341,140.7097337711927,143.72944828492464,146.75270288989591,149.74153077616302,152.73535455434933,155.75761606951153,158.78094537806317,0]
["% of Interest Only Mortgages",0.96460000000000001,0.96450000000000002,0.96409999999999996,0.96399999999999997,0.9637,0.96509999999999996,0.96519999999999995,0.96399999999999997,0.96399999999999997,0.96389999999999998,0.96399999999999997,0.96379999999999999,0.96440000000000003,0.96450000000000002,0.96479999999999999,0.96479999999999999,0.96499999999999997,0.96589999999999998,0.96650000000000003,0.96719999999999995,0.96730000000000005,0.96779999999999999,0.96850000000000003,0.96950000000000003,0.96950000000000003,0.97,0.97050000000000003,0.97056517886483207,0.97075190987811288,0.97075115685745117,0.97139037936177886,0.97183073234817718,0.97190772034234785,0.97230101420125847,0.97228080916470083,0.97260687618378805,0.97324916022117813,0.97511032436422118,0.97509124640930633,0.97551554269287466,0.97630617209863224,0.9769706408642298,0.97741213351024125,0.97748032917740102,0.97686468980513563,0.97756283555736745,0.97801648043940503,0.97882652513261059,0.97945821645119435,0.97964939276480711,0.97995554665634166,0.98126432409512143,0]
["% of Repayment Mortgages",3.5400000000000001E-2,3.5499999999999997E-2,3.5900000000000001E-2,3.5999999999999997E-2,3.6299999999999999E-2,3.49E-2,3.4799999999999998E-2,3.5999999999999997E-2,3.5999999999999997E-2,3.61E-2,3.5999999999999997E-2,3.6200000000000003E-2,3.56E-2,3.5499999999999997E-2,3.5200000000000002E-2,3.5200000000000002E-2,3.5000000000000003E-2,3.4099999999999998E-2,3.3500000000000002E-2,3.2800000000000003E-2,3.27E-2,3.2199999999999999E-2,3.15E-2,3.0499999999999999E-2,3.0499999999999999E-2,0.03,2.9499999999999998E-2,2.9434821135168484E-2,2.9248090121887275E-2,2.9248843142548685E-2,2.8609620638222134E-2,2.8169267651822337E-2,2.809227965765335E-2,2.7698985798742581E-2,2.7719190835299376E-2,2.7393123816211947E-2,2.6750839778821821E-2,2.4889675635778836E-2,2.4908753590693528E-2,2.448445730712542E-2,2.3693827901367742E-2,2.3029359135770169E-2,2.2587866489758801E-2,2.2519670822598873E-2,2.3135310194864384E-2,2.2437164442632565E-2,2.1983519560594997E-2,2.1173474867389432E-2,2.0541783548805578E-2,2.0350607235192861E-2,2.0044453343658269E-2,1.8735675904878627E-2,0]
["% of Mortgages in London",0.1988,0.1981,0.1966,0.1908,0.186,0.18129999999999999,0.1767,0.17610000000000001,0.1749,0.17430000000000001,0.17330000000000001,0.17169999999999999,0.17169999999999999,0.17230000000000001,0.17180000000000001,0.1706,0.16880000000000001,0.16850000000000001,0.16880000000000001,0.1676,0.16650000000000001,0.16669999999999999,0.16589999999999999,0.16500000000000001,0.1641,0.16259999999999999,0.16009999999999999,0.15932307207692997,0.15878770717664686,0.15821918906257093,0.15762523100229497,0.15602909380567004,0.15397447396952824,0.15234093800371973,0.14740575484962665,0.14578060840172904,0.14634276650610334,0.1449786708870052,0.14216507424732316,0.1399772642093903,0.13947336692190201,0.13947257618271544,0.14037541397202263,0.14020179706519939,0.13921457680413218,0.14024380026173983,0.14025560961087821,0.13947362079773784,0.13704369354605017,0.13800317274840757,0.13728897071491622,0.13727948299588044,0]
["% of Mortgages in the South East",0.27310000000000001,0.2727,0.27200000000000002,0.26989999999999997,0.26989999999999997,0.26929999999999998,0.27010000000000001,0.27,0.27089999999999997,0.27039999999999997,0.27060000000000001,0.27129999999999999,0.27100000000000002,0.27029999999999998,0.27,0.26979999999999998,0.27039999999999997,0.26960000000000001,0.26889999999999997,0.26960000000000001,0.26919999999999999,0.26910000000000001,0.26879999999999998,0.26819999999999999,0.26719999999999999,0.26719999999999999,0.26750000000000002,0.26628336350892734,0.26448051642011278,0.26420024820068089,0.26298515964475072,0.26217567999217262,0.26094182813766909,0.25989789505454858,0.25959141441718075,0.25720949343202909,0.25577317013640366,0.25497941890626413,0.25436977689052775,0.25310355436922888,0.25181285217664207,0.25026801561143225,0.24696659079077052,0.24403062083364924,0.24401670700559455,0.24131476314599054,0.2381103451710688,0.2352376734881868,0.23566404362618562,0.23467512567457752,0.23149001894226628,0.22964008066304442,0]
["% of Owner Occupied Mortgages",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Investment Home Loans - Professional Landlords",0.4597,0.46089999999999998,0.46229999999999999,0.47849999999999998,0.48680000000000001,0.49349999999999999,0.49480000000000002,0.49630000000000002,0.49740000000000001,0.49809999999999999,0.49880000000000002,0.49809999999999999,0.4985,0.49919999999999998,0.50029999999999997,0.502,0.50360000000000005,0.50390000000000001,0.505,0.50519999999999998,0.50529999999999997,0.50539999999999996,0.50649999999999995,0.50770000000000004,0.50800000000000001,0.50960000000000005,0.5121,0.51216341981051439,0.51417642132523167,0.51571312471506436,0.5176285482570937,0.51967703414617372,0.52130766077263191,0.52232469441245089,0.52179755441248277,0.52235183365144,0.52417481107920672,0.52755695020967952,0.52940786587638056,0.53303804785421649,0.5366295145029486,0.53894799716521002,0.54287135699802913,0.54809366385843517,0.55059647153248825,0.55129894727344086,0.55168449420174537,0.5538513515059893,0.55553064179622202,0.5582852202223284,0.56020719167266297,0.56164937342752985,0]
["% of Investment Home Loans - Emerging Professional Landlords",0.5403,0.53910000000000002,0.53769999999999996,0.52149999999999996,0.51319999999999999,0.50649999999999995,0.50519999999999998,0.50370000000000004,0.50260000000000005,0.50190000000000001,0.50119999999999998,0.50190000000000001,0.50149999999999995,0.50080000000000002,0.49969999999999998,0.498,0.49640000000000001,0.49609999999999999,0.495,0.49480000000000002,0.49469999999999997,0.49459999999999998,0.49349999999999999,0.49230000000000002,0.49199999999999999,0.4904,0.4879,0.48783658018948517,0.4858235786747685,0.48428687528493686,0.48237145174290758,0.48032296585382495,0.47869233922736776,0.47767530558754989,0.4782024455875169,0.47764816634856,0.47582518892079334,0.47244304979032048,0.47059213412361939,0.46696195214578362,0.46337048549705134,0.46105200283478992,0.45712864300197081,0.45190633614156483,0.44940352846751164,0.44870105272655908,0.4483155057982548,0.44614864849401059,0.44446935820377786,0.44171477977767148,0.43979280832733708,0.43835062657247009,0]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.53,1.53,1.54,1.54,1.54,1.54,1.54,1.54,1.54,1.54,1.54,1.54,1.54,1.54,1.54,1.54,1.54,1.54,1.54,1.54,1.54,1.54,1.54,1.54,1.54,1.54,1.54,1.542352016674875,1.543315435115538,1.5439414912625846,1.5434885426413565,1.5444905329814953,1.545380174888682,1.5473460290757597,1.5482706829422281,1.5495662665128636,1.549084911025179,1.5501118456263436,1.5477273659734085,1.5488402994115749,1.5499734851227216,1.5495837198859876,1.5492558565749988,1.5489444158468819,1.5512079422444893,1.5510421364465119,1.5492030842293398,1.5515657960945888,1.5541509867574783,1.5555018642639469,1.5566111657054225,1.558458309464607,0]
["% of Paragon Originated Assets",0.48139999999999999,0.48230000000000001,0.48509999999999998,0.50790000000000002,0.5212,0.53049999999999997,0.53290000000000004,0.53390000000000004,0.53469999999999995,0.53590000000000004,0.53600000000000003,0.53569999999999995,0.5353,0.53559999999999997,0.53659999999999997,0.5373,0.53849999999999998,0.53920000000000001,0.53990000000000005,0.5413,0.54210000000000003,0.54239999999999999,0.54330000000000001,0.54259999999999997,0.54359999999999997,0.54510000000000003,0.54690000000000005,0.54628113857642502,0.54794919439206069,0.54914023657593025,0.54956612769807967,0.55219714450712298,0.55311210376613573,0.55472885823900775,0.55269624371244297,0.55617796816570875,0.55796253710420807,0.56030131120130544,0.56269611626062366,0.56508511279707085,0.56836003532602208,0.56989918306854148,0.57138065453504239,0.5735525602903957,0.57736087809296421,0.57902103834073348,0.58065090193901825,0.58231228962999437,0.585088251792237,0.58761222448346173,0.58896475425897243,0.59148722025720613,0]
["% of Mortgage Trust Originated Assets",0.51859999999999995,0.51770000000000005,0.51490000000000002,0.49209999999999998,0.4788,0.46949999999999997,0.46710000000000002,0.46610000000000001,0.46529999999999999,0.46410000000000001,0.46400000000000002,0.46429999999999999,0.4647,0.46439999999999998,0.46339999999999998,0.4627,0.46150000000000002,0.46079999999999999,0.46010000000000001,0.4587,0.45789999999999997,0.45760000000000001,0.45669999999999999,0.45739999999999997,0.45639999999999997,0.45490000000000003,0.4531,0.45371886142357448,0.45205080560793931,0.45085976342407064,0.45043387230192156,0.4478028554928758,0.44688789623386366,0.44527114176099331,0.44730375628755698,0.44382203183429131,0.44203746289579199,0.43969868879869473,0.43730388373937812,0.43491488720293064,0.43163996467397947,0.43010081693145924,0.42861934546495706,0.42644743970960525,0.42263912190703606,0.4209789616592674,0.41934909806098297,0.41768771037000596,0.41491174820776372,0.41238777551653788,0.41103524574102696,0.40851277974279582,0]
[]
["Underlying Assets - Paragon Originated Assets","2007-11-30","2008-02-29","2008-05-30","2008-08-31","2008-11-28","2009-02-27","2009-05-29","2009-08-28","2009-11-30","2010-02-26","2010-05-28","2010-08-31","2010-11-30","2011-02-28","2011-05-31","2011-08-31","2011-11-30","2012-02-29","2012-05-31","2012-08-31","2012-11-30","2013-02-28","2013-05-31","2013-08-30","2013-11-29","2014-02-28","2014-05-30","2014-08-29","2014-11-28","2015-02-27",{"$f":"+AF46","v":"2015-05-29"},"2015-08-28","2015-11-30","2016-02-29","2016-05-31","2016-08-31",{"$f":"+AL46","v":"2016-11-30"},"2017-02-28",{"$f":"+AN46","v":"2017-05-31"},"2017-08-31",{"$f":"+AP46","v":"2017-11-30"},"2018-02-28",{"$f":"+AR46","v":"2018-05-31"},"2018-08-31",{"$f":"+AT46","v":"2018-11-30"},"2019-02-28",{"$f":"+AV46","v":"2019-05-31"},"2019-08-30",{"$f":"+AX46","v":"2019-11-29"},"2020-02-28",{"$f":"+AZ46","v":"2020-05-29"},"2020-08-28",{"$f":"+BB46","v":"2020-11-30"}]
["Weighted Average LTV",0.80059999999999998,0.79979999999999996,0.79930000000000001,0.7994,0.79900000000000004,0.79879999999999995,0.7984,0.79790000000000005,0.79769999999999996,0.79749999999999999,0.79710000000000003,0.79730000000000001,0.79720000000000002,0.79669999999999996,0.7964,0.79679999999999995,0.79659999999999997,0.79630000000000001,0.79600000000000004,0.79600000000000004,0.79549999999999998,0.79530000000000001,0.79530000000000001,0.79490000000000005,0.79459999999999997,0.79420000000000002,0.79390000000000005,0.79397194530695936,0.79370954352078738,0.7931858124329958,0.79338057148516683,0.79339843682494726,0.79258384220588429,0.79218656571560397,0.79043654206328118,0.79005902393907956,0.78891403657122416,0.78852484598620531,0.78832360276179603,0.78893981005383762,0.78895507078746974,0.78782778871027126,0.78834261287660379,0.78930833496850239,0.78902100030531763,0.78786983248773002,0.78814949701008818,0.78819767183774891,0.78770728520454325,0.78686255197545929,0.78705870121929666,0.78661332778029847,0]
["Weighted Average Nationwide Indexed LTV",0.78149999999999997,0.78410000000000002,0.79949999999999999,0.82350000000000001,0.88119999999999998,0.91110000000000002,0.95820000000000005,0.92820000000000003,0.89639999999999997,0.89049999999999996,0.88280000000000003,0.86319999999999997,0.86360000000000003,0.88600000000000001,0.88170000000000004,0.86529999999999996,0.87129999999999996,0.87919999999999998,0.89080000000000004,0.87839999999999996,0.87890000000000001,0.8881,0.88729999999999998,0.86619999999999997,0.84670000000000001,0.83050000000000002,0.81789999999999996,0.78232174342183258,0.77521703703904943,0.77650697229690735,0.7774242248196529,0.75656410607892288,0.75340009119206852,0.75306411030436782,0.75071367365888153,0.73054760459309898,0.72448906903452825,0.72689093513531167,0.72607457157283906,0.71332761660148603,0.70703218568959825,0.70877058939313087,0.7059719624092663,0.69889711595441939,0.6927825703996332,0.69668281278069111,0.70141495377454366,0.69179254416528846,0.68950852358349357,0.69108408866556048,0.68483058470812574,0.67701691902327132,0]
["Weighted Average Halifax Indexed LTV",0.78480000000000005,0.79720000000000002,0.81399999999999995,0.83530000000000004,0.89300000000000002,0.95479999999999998,0.98470000000000002,0.98380000000000001,0.95830000000000004,0.94379999999999997,0.93440000000000001,0.9254,0.93820000000000003,0.94899999999999995,0.96579999999999999,0.95720000000000005,0.95130000000000003,0.96120000000000005,0.96079999999999999,0.95940000000000003,0.96199999999999997,0.96560000000000001,0.9466,0.92030000000000001,0.90290000000000004,0.89649999999999996,0.87819999999999998,0.84594146461309594,0.82179966961671103,0.83123884913527268,0.8084595022468497,0.77027769233949483,0.76330069504463749,0.76833259530493692,0.74381231152139127,0.72009181864491634,"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"]
["% of Variable Rate Mortgages",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Fixed Rate Mortgages",0.72719999999999996,0.7258,0.73370000000000002,0.73229999999999995,0.72609999999999997,0.71330000000000005,0.66200000000000003,0.1696,0.14130000000000001,0.13220000000000001,9.4700000000000006E-2,4.1599999999999998E-2,4.0599999999999997E-2,4.0300000000000002E-2,3.8300000000000001E-2,1.47E-2,1.4800000000000001E-2,1.4800000000000001E-2,1.49E-2,8.9999999999999998E-4,8.9999999999999998E-4,8.9999999999999998E-4,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1.5229851942415E-3,1.5387291171428837E-3,1.5651694747255622E-3,1.5903233592546603E-3,1.6157508456947427E-3,1.6434556659378264E-3,1.6659668196300412E-3,1.691476824241216E-3,1.7053056602926511E-3,0]
["% of Base Rate Mortgages",0.2359,0.2359,0.23200000000000001,0.2298,0.2291,0.22900000000000001,0.23960000000000001,0.24010000000000001,0.24079999999999999,0.24099999999999999,0.2409,0.24030000000000001,0.24079999999999999,0.2409,0.24149999999999999,0.2417,0.24260000000000001,0.24329999999999999,0.24349999999999999,0.24360000000000001,0.24349999999999999,0.24390000000000001,0.24460000000000001,0.2445,0.2455,0.2457,0.24610000000000001,0.24643901712280711,0.2452257367315307,0.24500493552313521,0.24515635962559212,0.24527128175220042,0.24439425612866703,0.24380861422478448,0.24454632714481581,0.24513255364995065,0.24605956951991084,0.24549077625566401,0.24690838041893748,0.24705790323229182,0.24937363415007371,0.24940804431339267,0.24992245075480451,0.25006386383462081,0.25180635031886051,0.25238600183981491,0.25326863403110278,0.25341226413582568,0.25406932978801772,0.25260843205856098,0.25353624886682663,0.25272644491738916,0]
["% of Libor Linked Mortgages",3.6900000000000002E-2,3.8300000000000001E-2,3.4299999999999997E-2,3.7900000000000003E-2,4.48E-2,5.7700000000000001E-2,9.8400000000000001E-2,0.59030000000000005,0.6179,0.62670000000000003,0.66439999999999999,0.71809999999999996,0.71870000000000001,0.71879999999999999,0.72019999999999995,0.74350000000000005,0.74260000000000004,0.7419,0.74160000000000004,0.75539999999999996,0.75549999999999995,0.75509999999999999,0.75539999999999996,0.75549999999999995,0.75449999999999995,0.75429999999999997,0.75390000000000001,0.75356098287719253,0.75477426326846886,0.75499506447686449,0.75484364037440754,0.75472871824779908,0.75560574387133317,0.75619138577521594,0.75545367285518372,0.75486744635004943,0.75394043048008919,0.75450922374433604,0.75309161958106252,0.75294209676770818,0.75062636584992637,0.7505919556866073,0.75007754924519554,0.7484131509711377,0.74665492056399674,0.74604882868545952,0.74514104260964253,0.74497198501847961,0.74428721454604452,0.74572560112180897,0.74477227430893223,0.74556824942231814,0]
["Weighted Average Loan Size",140367.4,141104.78,141927.26999999999,142381.85999999999,142460.28,142504.03,142337.23000000001,142505.04,142562.72,142606.82,142585,142080.69,141995.1,141799.67999999999,141734.9,141447.43,141321.09,141258.9,141088.51,141206.69,141029.70000000001,141106.23999999999,141044.42000000001,140797.71,140532.04999999999,140484.21,140395.59,139952.65025324884,139958.410385906,140022.6723425863,139994.79446001371,139903.19747419123,139613.9330718499,139447.95694755233,138064.25388711391,137980.17802292263,137868.39818740953,137790.52886163982,137333.30658021491,137049.32015413535,137129.52598629092,137145.7315440893,137019.41291065156,136780.2732066508,136953.07255106122,136775.79461757521,136613.27966969449,136606.65320050335,136712.30658411616,136261.35876617773,135966.03176136361,135872.98815499773,0]
["Weighted Average Interest Rate",5.5980000000000002E-2,5.5390000000000002E-2,5.4210000000000001E-2,5.4239999999999997E-2,5.339E-2,4.4810000000000003E-2,4.156E-2,3.3270000000000001E-2,2.887E-2,2.9180000000000001E-2,2.8199999999999999E-2,2.7300000000000001E-2,2.7269999999999999E-2,2.7269999999999999E-2,2.7949999999999999E-2,2.7619999999999999E-2,2.836E-2,2.9100000000000001E-2,2.911E-2,2.724E-2,2.4979999999999999E-2,2.4979999999999999E-2,2.4969999999999999E-2,2.4969999999999999E-2,2.4969999999999999E-2,2.4969999999999999E-2,2.4969999999999999E-2,2.4980237172167765E-2,2.4969301472013442E-2,2.4969966207801043E-2,2.4967909180384159E-2,2.500390352429991E-2,2.4986656535563062E-2,2.4987826933051672E-2,2.5016374284461095E-2,2.5028054869639268E-2,2.2904350831854201E-2,2.2909604901751063E-2,2.2998907817130564E-2,2.3324265492464628E-2,2.3323316577093883E-2,2.5440700067299302E-2,2.6968981060049791E-2,2.6256111252893854E-2,2.8372634319412917E-2,2.9109380605801163E-2,2.8359783907584753E-2,2.7669925806498206E-2,2.7629856202049809E-2,2.7613309586583291E-2,2.4461802863636861E-2,2.1481729563372624E-2,0]
["Weighted Average Maturity Date (years)",20.81,20.57,20.34,20.100000000000001,19.850000000000001,19.600000000000001,19.37,19.12,18.87,18.62,18.37,18.14,17.89,17.64,17.39,17.149999999999999,16.89,16.64,16.399999999999999,16.16,15.91,15.67,15.44,15.21,14.97,14.72,14.49,14.23562927650714,14.007703656310175,13.761673775077595,13.536390340299663,13.295408506620241,13.070678127789691,12.880874802744842,12.618751791865806,12.410761859128144,12.151331556234068,11.923364508081974,11.884236173763325,11.724416629729502,11.478555544376261,11.240188924496705,10.998363675548809,10.796048939778197,10.551426133064858,10.315514779913329,10.12925026243324,9.889583715079322,9.6713739034498349,9.4410635086809194,9.2352017732572094,8.9941976866072313,0]
["Weighted Average Seasoning (months)",5.74,8.73,11.75,14.78,17.77,20.73,23.75,26.78,29.77,32.729999999999997,35.75,38.770000000000003,41.77,44.72,47.75,50.78,53.77,56.76,59.78,62.81,65.8,68.760000000000005,71.790000000000006,74.81,77.8,80.760000000000005,83.79,86.81497362177069,89.806934437042784,92.764914080319627,95.791793803152615,98.816523456720219,101.80699677567293,104.79984768943561,107.8205824376406,110.7686760681552,113.75891752017469,116.71288076317003,119.73952203502533,122.75984970263082,125.74884648634585,128.7021946839393,131.72769169611612,134.74755933965014,137.73543904019152,140.69757800359824,143.7171104061743,146.7392674128713,149.73069853386983,152.72352390512941,155.7495658945937,158.76921034995951,0]
["% of Interest Only Mortgages",0.96479999999999999,0.96489999999999998,0.96489999999999998,0.96550000000000002,0.96579999999999999,0.96730000000000005,0.96719999999999995,0.96530000000000005,0.96509999999999996,0.96550000000000002,0.96579999999999999,0.96579999999999999,0.96599999999999997,0.9657,0.96660000000000001,0.96619999999999995,0.96660000000000001,0.96689999999999998,0.96730000000000005,0.96830000000000005,0.96860000000000002,0.96909999999999996,0.96960000000000002,0.97109999999999996,0.97130000000000005,0.97170000000000001,0.97250000000000003,0.97260950996041085,0.97301786587702355,0.97356291573151532,0.97478105612226806,0.97517562794235979,0.97521810947012921,0.97501547140025968,0.97470355961645416,0.97514626897491286,0.97567449983829158,0.97812787570497872,0.97795364317269451,0.97864295662945122,0.9788669258377819,0.9794880877350991,0.9795945281965055,0.97970167114844531,0.98021632692639038,0.98132026981734333,0.98171623504682659,0.98221668162721854,0.98261755977652998,0.98263701751978783,0.98280738669018874,0.98332101026741736,0]
["% of Repayment Mortgages",3.5200000000000002E-2,3.5099999999999999E-2,3.5099999999999999E-2,3.4500000000000003E-2,3.4200000000000001E-2,3.27E-2,3.2800000000000003E-2,3.4700000000000002E-2,3.49E-2,3.4500000000000003E-2,3.4200000000000001E-2,3.4200000000000001E-2,3.4000000000000002E-2,3.4299999999999997E-2,3.3399999999999999E-2,3.3799999999999997E-2,3.3399999999999999E-2,3.3099999999999997E-2,3.27E-2,3.1699999999999999E-2,3.1399999999999997E-2,3.09E-2,3.04E-2,2.8899999999999999E-2,2.87E-2,2.8299999999999999E-2,2.75E-2,2.7390490039589342E-2,2.698213412297679E-2,2.6437084268484613E-2,2.5218943877731586E-2,2.482437205763988E-2,2.4781890529870915E-2,2.4984528599740242E-2,2.5296440383545983E-2,2.4853731025087134E-2,2.4325500161708476E-2,2.187212429502134E-2,2.2046356827305522E-2,2.1357043370548761E-2,2.1133074162218095E-2,2.0511912264900893E-2,2.040547180349454E-2,2.0298328851554588E-2,1.9783673073609613E-2,1.8679730182656722E-2,1.828376495317344E-2,1.7783318372781489E-2,1.7382440223470002E-2,1.7362982480212254E-2,1.719261330981138E-2,1.6678989732582604E-2,0]
["% of Mortgages in London",0.14430000000000001,0.14349999999999999,0.14280000000000001,0.14419999999999999,0.14380000000000001,0.14380000000000001,0.14050000000000001,0.1409,0.14130000000000001,0.1411,0.1399,0.13730000000000001,0.13750000000000001,0.13789999999999999,0.13819999999999999,0.13700000000000001,0.13650000000000001,0.13619999999999999,0.13600000000000001,0.13650000000000001,0.13519999999999999,0.1356,0.1361,0.1353,0.13469999999999999,0.13450000000000001,0.1338,0.13232916452381685,0.13253554874144571,0.13233395848783933,0.13147123240465758,0.13134237341158103,0.12989785124397585,0.12865467597729563,0.1212222883782527,0.12094037978229898,0.12119212132239408,0.12054842106368559,0.11531343169997837,0.11378516368800193,0.11336873985151877,0.11223552634208854,0.11364549067343628,0.11410602031069671,0.11491266500201287,0.11668809815407297,0.11678980730983304,0.11489684206558159,0.11355665493832058,0.11493989632380638,0.11389788974984504,0.11451075079503475,0]
["% of Mortgages in the South East",0.224,0.22459999999999999,0.22420000000000001,0.2238,0.22389999999999999,0.22389999999999999,0.22489999999999999,0.22470000000000001,0.22470000000000001,0.22470000000000001,0.22450000000000001,0.22539999999999999,0.22520000000000001,0.22539999999999999,0.22509999999999999,0.22539999999999999,0.2261,0.22650000000000001,0.22589999999999999,0.2261,0.2263,0.22650000000000001,0.2263,0.2253,0.22470000000000001,0.22470000000000001,0.22420000000000001,0.22309867018200241,0.22102095281610804,0.22133759924435265,0.22019894636860099,0.21922947130273687,0.21757207313266136,0.21628649030802885,0.21540144888556303,0.21496396641074525,0.21349297257657435,0.21221304640376709,0.21292346481570032,0.21180295131939428,0.21217271085904155,0.21067728633754329,0.20789626749253415,0.20798660534993441,0.2072301200209507,0.20346583007360713,0.19954672870190635,0.19896777637991767,0.19814918088862157,0.19880330643939084,0.19469819108315511,0.19420039438812539,0]
["% of Owner Occupied Mortgages",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Investment Home Loans - Professional Landlords",0.73819999999999997,0.73909999999999998,0.74050000000000005,0.74039999999999995,0.74080000000000001,0.74109999999999998,0.7409,0.74180000000000001,0.74299999999999999,0.74390000000000001,0.74490000000000001,0.74360000000000004,0.74439999999999995,0.74470000000000003,0.74519999999999997,0.747,0.74770000000000003,0.74770000000000003,0.74829999999999997,0.74850000000000005,0.74819999999999998,0.74809999999999999,0.74980000000000002,0.75160000000000005,0.75119999999999998,0.75219999999999998,0.75390000000000001,0.75505976259701824,0.75587407836395959,0.75650801853737226,0.75935921509506465,0.75997625965501858,0.7610236389016638,0.76268416231275593,0.76183315645901106,0.76170106687241979,0.76280074898484984,0.76569588332188099,0.76620534638449511,0.76738078423092471,0.77066477424534097,0.77241958523369181,0.7751644102342744,0.78011770123301927,0.78143058197634485,0.78375481238857936,0.78583804978250571,0.78914461983526529,0.78925843328391088,0.79082993478507224,0.79212421911503217,0.79258745790092455,0]
["% of Investment Home Loans - Emerging Professional Landlords",0.26179999999999998,0.26090000000000002,0.25950000000000001,0.2596,0.25919999999999999,0.25890000000000002,0.2591,0.25819999999999999,0.25700000000000001,0.25609999999999999,0.25509999999999999,0.25640000000000002,0.25559999999999999,0.25530000000000003,0.25480000000000003,0.253,0.25230000000000002,0.25230000000000002,0.25169999999999998,0.2515,0.25180000000000002,0.25190000000000001,0.25019999999999998,0.24840000000000001,0.24879999999999999,0.24779999999999999,0.24610000000000001,0.24494023740298188,0.2441259216360406,0.24349198146262777,0.24064078490493507,0.2400237403449817,0.23897636109833711,0.23731583768724474,0.2381668435409888,0.2382989331275803,0.23719925101515021,0.23430411667811898,0.23379465361550483,0.23261921576907527,0.22933522575465898,0.22758041476630822,0.22483558976572557,0.2198822987669807,0.21856941802365507,0.21624518761142061,0.21416195021749429,0.21085538016473462,0.21074156671608921,0.20917006521492776,0.20787578088496783,0.20741254209907545,0]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.57,1.58,1.58,1.58,1.58,1.58,1.58,1.58,1.58,1.58,1.58,1.58,1.58,1.58,1.58,1.58,1.58,1.58,1.58,1.58,1.58,1.58,1.58,1.58,1.58,1.58,1.58,1.5820412615647819,1.5834304054231616,1.5839658826177418,1.583720930035537,1.5845554591100521,1.5855282884887645,1.5866957224181333,1.588386096949217,1.5896578163470629,1.5889732145669198,1.5892595137028405,1.5863004157613512,1.5876637852700548,1.5874647460364559,1.5884514590994125,1.5883267260837672,1.5879612381208228,1.5896767316660281,1.5884645443536645,1.5841103092687387,1.5858629403898494,1.5878693087952003,1.5891513117277509,1.5902000343116109,1.5910864606260628,0]
["PML Lifetime Redemption Rate",3.7100000000000001E-2,3.6499999999999998E-2,3.4099999999999998E-2,3.2599999999999997E-2,2.7799999999999998E-2,2.4E-2,2.3400000000000001E-2,2.2499999999999999E-2,2.2100000000000002E-2,2.1299999999999999E-2,2.12E-2,2.2100000000000002E-2,2.2100000000000002E-2,2.1499999999999998E-2,2.0899999999999998E-2,2.07E-2,2.06E-2,2.0400000000000001E-2,0.02,1.9800000000000002E-2,1.9900000000000001E-2,1.9599999999999999E-2,1.95E-2,2.0299999999999999E-2,2.0899999999999998E-2,2.06E-2,2.0799999999999999E-2,2.18E-2,2.1999999999999999E-2,2.24E-2,2.29E-2,2.3199999999999998E-2,2.3800000000000002E-2,2.41E-2,2.6200000000000001E-2,2.6499999999999999E-2,2.7E-2,2.75E-2,2.8299999999999999E-2,2.93E-2,2.9700000000000001E-2,3.0099999999999998E-2,3.0700000000000002E-2,3.15E-2,3.1699999999999999E-2,3.2500000000000001E-2,3.3099999999999997E-2,3.3700000000000001E-2,3.4299999999999997E-2,3.4700000000000002E-2,3.5200000000000002E-2,3.5099999999999999E-2,1]
["Number of Properties in Possession",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,1,1,1,1,1,1,1,1,1,0]
["Appointment of a Receiver of Rent",1,11,5,24,36,58,69,113,113,105,97,93,90,89,89,82,92,80,80,77,75,70,67,73,66,64,64,59,57,53,52,54,50,49,44,43,42,44,42,39,35,36,36,37,38,31,29,39,33,33,33,30,0]
["PML Quarterly Losses",0,0,0,111,0,24,1,3,90,99,753,215,213,466,285,8,458,252,-4,181,245,266,192,271,353,63,107,631,84,120,161,0,80,-41,73,119,32,48,78,260,374,146,-9,155,48,264,108,39,141,388,1,-1,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",0.99880000000000002,0.99750000000000005,0.99619999999999997,0.99239999999999995,0.98319999999999996,0.9869,0.98060000000000003,0.97850000000000004,0.98250000000000004,0.98250000000000004,0.99109999999999998,0.99229999999999996,0.99319999999999997,0.98809999999999998,0.98919999999999997,0.99119999999999997,0.99260000000000004,0.98529999999999995,0.98570000000000002,0.99009999999999998,0.98909999999999998,0.99080000000000001,0.99050000000000005,0.99639999999999995,0.99509999999999998,0.99580000000000002,0.99629999999999996,0.99673974937010124,0.99855423700235746,0.99764314759077111,0.99749336217469387,0.99664737643166612,0.99890974776669483,0.99672103686852254,0.99709870135037226,0.99845599283425812,0.99861122354095522,1,0.99663765839552776,0.99807598462468394,0.99769281713829927,0.99824355316969171,0.99530350763096997,0.99550467332843062,0.99249250740532657,0.99279698759157553,0.98605378803715416,0.98788213330902197,0.98695624632406953,0.99144604211240306,0.99314706448446566,0.99704162544338437,0]
[">1 to 2 months arrears",4.0000000000000002E-4,8.9999999999999998E-4,2.3999999999999998E-3,4.8999999999999998E-3,1.01E-2,6.6E-3,1.3899999999999999E-2,1.49E-2,1.1599999999999999E-2,6.6E-3,5.1999999999999998E-3,5.7999999999999996E-3,5.4999999999999997E-3,9.1999999999999998E-3,6.4000000000000003E-3,7.7000000000000002E-3,7.1000000000000004E-3,1.3100000000000001E-2,1.3100000000000001E-2,8.3000000000000001E-3,9.5999999999999992E-3,6.7999999999999996E-3,6.3E-3,2.9999999999999997E-4,2.0999999999999999E-3,1.1999999999999999E-3,8.9999999999999998E-4,1.6875053895332013E-4,0,1.2945604612459775E-3,1.4343975270922787E-3,1.7838202407952548E-3,0,2.4394478390368799E-3,7.7918221589326952E-4,4.7131724631288455E-4,5.1113360772975344E-4,0,3.3623416044722496E-3,1.755818681991885E-3,2.1368726765022333E-3,1.5842780392048156E-3,4.366942702746476E-3,3.3714285979270717E-3,3.8751844672352573E-3,3.7949950482110482E-3,1.2197771419687083E-2,1.0980235708032748E-2,8.8302125443169149E-3,6.0374540745140211E-3,4.7870751959064014E-3,4.3249084342558437E-4,0]
[">2 to 3 months arrears ",8.0000000000000004E-4,1.2999999999999999E-3,1.1000000000000001E-3,2.2000000000000001E-3,5.1000000000000004E-3,3.5999999999999999E-3,1.6000000000000001E-3,3.0999999999999999E-3,3.2000000000000002E-3,9.1999999999999998E-3,1.2999999999999999E-3,0,1.1000000000000001E-3,2.7000000000000001E-3,4.4000000000000003E-3,1.1000000000000001E-3,0,1.4E-3,1E-3,2.0000000000000001E-4,0,1E-3,1.6999999999999999E-3,5.9999999999999995E-4,0,2.9999999999999997E-4,2.0000000000000001E-4,1.1689868357557069E-3,0,0,0,4.8765387787286631E-4,2.5710029667183636E-4,0,1.2619636267447055E-3,0,8.7764285131508449E-4,0,0,0,0,0,3.2954966628362316E-4,1.1238980736424208E-3,3.6323081274381858E-3,2.7885009217960307E-3,1.748440543158658E-3,9.2148478037758078E-4,3.8350061253867368E-3,2.5165038130828426E-3,1.3134398423962663E-3,3.6322106951134259E-4,0]
[">3 months arrears ",0,2.9999999999999997E-4,2.9999999999999997E-4,5.0000000000000001E-4,1.6000000000000001E-3,2.8999999999999998E-3,3.8999999999999998E-3,3.5000000000000001E-3,2.7000000000000001E-3,1.6999999999999999E-3,2.3999999999999998E-3,1.9E-3,2.0000000000000001E-4,0,0,0,2.9999999999999997E-4,2.0000000000000001E-4,2.0000000000000001E-4,1.4E-3,1.2999999999999999E-3,1.4E-3,1.5E-3,2.7000000000000001E-3,2.8E-3,2.7000000000000001E-3,2.5999999999999999E-3,1.9225132551897609E-3,1.4457629976424523E-3,1.0622919479827055E-3,1.0722402982138793E-3,1.081149449665825E-3,8.3315193663331059E-4,8.3951529244054117E-4,8.6015280698982228E-4,1.0726899194290335E-3,0,0,0,1.6819669332410729E-4,1.7031018519856207E-4,1.72168791103509E-4,0,0,0,6.195164384172312E-4,0,2.1614620256775775E-4,3.7853500622693546E-4,0,7.5242047723177716E-4,2.1626626436787883E-3,0]
["Total ",{"$f":"SUM(B94:B97)","v":1},1,0.99999999999999989,0.99999999999999989,1,1,1,1,1,1,0.99999999999999989,1,0.99999999999999989,1,0.99999999999999989,1,1,{"$f":"SUM(S94:S97)","v":0.99999999999999989},1,0.99999999999999989,1,1,1,{"$f":"SUM(Y94:Y97)","v":1},{"$f":"SUM(Z94:Z97)","v":1},{"$f":"SUM(AA94:AA97)","v":1},{"$f":"SUM(AB94:AB97)","v":1},{"$f":"SUM(AC94:AC97)","v":1},0.99999999999999989,0.99999999999999978,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,0.99999999999999978,0.99999999999999989,1,1.0000000000000002,1,1,1,{"$f":"SUM(BB94:BB97)","v":0}]
[]
["Underlying Assets - Mortgage Trust Originated Assets","2007-11-30","2008-02-29","2008-05-30","2008-08-31","2008-11-28","2009-02-27","2009-05-29","2009-08-28","2009-11-30","2010-02-26","2010-05-28","2010-08-31","2010-11-30","2011-02-28","2011-05-31","2011-08-31","2011-11-30","2012-02-29","2012-05-31","2012-08-31","2012-11-30","2013-02-28","2013-05-31","2013-08-30","2013-11-29","2014-02-28","2014-05-30","2014-08-29","2014-11-28","2015-02-27",{"$f":"+AF69","v":"2015-05-29"},"2015-08-28","2015-11-30","2016-02-29","2016-05-31","2016-08-31",{"$f":"+AL69","v":"2016-11-30"},"2017-02-28",{"$f":"+AN69","v":"2017-05-31"},"2017-08-31",{"$f":"+AP69","v":"2017-11-30"},"2018-02-28",{"$f":"+AR69","v":"2018-05-31"},"2018-08-31",{"$f":"+AT69","v":"2018-11-30"},"2019-02-28",{"$f":"+AV69","v":"2019-05-31"},"2019-08-30",{"$f":"+AX69","v":"2019-11-29"},"2020-02-28",{"$f":"+AZ69","v":"2020-05-29"},"2020-08-28",{"$f":"+BB69","v":"2020-11-30"}]
["Weighted Average LTV",0.78669999999999995,0.78669999999999995,0.78669999999999995,0.78759999999999997,0.78779999999999994,0.78900000000000003,0.79010000000000002,0.7903,0.79020000000000001,0.79020000000000001,0.79059999999999997,0.79059999999999997,0.7903,0.79010000000000002,0.79010000000000002,0.78969999999999996,0.78949999999999998,0.78959999999999997,0.78939999999999999,0.78900000000000003,0.78859999999999997,0.78820000000000001,0.78820000000000001,0.78820000000000001,0.78769999999999996,0.78700000000000003,0.78610000000000002,0.7857065674637489,0.7855825804429023,0.78476675276601038,0.78444649496400554,0.78393510198447547,0.78355528673136576,0.78313984538959058,0.78278282890101902,0.78275216216079935,0.78224767677544393,0.78204993659519872,0.78151039123925703,0.7820697761242893,0.78170344499725342,0.78129147052816317,0.78088987319986147,0.78036113235263438,0.77979999625887919,0.77912455442569939,0.77871727826780313,0.7787848429145432,0.7787237471725873,0.77922750793333051,0.77918434198911712,0.77873525967915003,0]
["Weighted Average Nationwide Indexed LTV",0.76239999999999997,0.76419999999999999,0.78080000000000005,0.80759999999999998,0.87380000000000002,0.90059999999999996,0.94940000000000002,0.91639999999999999,0.88139999999999996,0.86839999999999995,0.86150000000000004,0.84230000000000005,0.83540000000000003,0.85929999999999995,0.85619999999999996,0.84119999999999995,0.8448,0.8498,0.86180000000000001,0.84809999999999997,0.84650000000000003,0.85419999999999996,0.85250000000000004,0.83250000000000002,0.81159999999999999,0.79320000000000002,0.77759999999999996,0.73961967238382187,0.73272491606354739,0.73264909796928801,0.7347111939845421,0.71212083743269727,0.70648080543266389,0.70354148009182782,0.69864657134956232,0.67905255512732565,0.6729286001896394,0.67303618115350194,0.6689187533098393,0.66003598520663365,0.65678635867300728,0.6568698792362847,0.65485242653067199,0.64875036313076662,0.64529396350123125,0.64930904661820299,0.6542597966090643,0.64501611581825469,0.64417006230115315,0.64885618370661391,0.64239913483220867,0.6353349560429481,0]
["Weighted Average Halifax Indexed LTV",0.76459999999999995,0.78390000000000004,0.80030000000000001,0.82220000000000004,0.88260000000000005,0.94379999999999997,0.98340000000000005,0.97789999999999999,0.94820000000000004,0.92469999999999997,0.91749999999999998,0.90439999999999998,0.91890000000000005,0.93,0.94159999999999999,0.93530000000000002,0.9304,0.9304,0.93430000000000002,0.93179999999999996,0.93049999999999999,0.93259999999999998,0.91490000000000005,0.89,0.87180000000000002,0.86409999999999998,0.84360000000000002,0.81067395218801874,0.78274517518161413,0.79080914533878532,0.77394093950724208,0.73576599896794137,0.72558887153011919,0.72622791750075522,0.69755988381051115,0.67938170497471539,"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"]
["% of Variable Rate Mortgages",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Fixed Rate Mortgages",0.88380000000000003,0.88319999999999999,0.87970000000000004,0.60199999999999998,0.53849999999999998,0.40189999999999998,0.31209999999999999,0.15049999999999999,9.9000000000000005E-2,0.1,9.5600000000000004E-2,4.8500000000000001E-2,4.7800000000000002E-2,3.95E-2,3.0499999999999999E-2,3.0999999999999999E-3,5.9999999999999995E-4,5.9999999999999995E-4,5.9999999999999995E-4,2.9999999999999997E-4,2.9999999999999997E-4,2.9999999999999997E-4,2.9999999999999997E-4,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Base Rate Mortgages",0.1099,0.1057,0.10150000000000001,0.1089,0.1133,0.1162,0.1222,0.1222,0.1231,0.1225,0.12139999999999999,0.12189999999999999,0.1221,0.12189999999999999,0.122,0.1226,0.1237,0.1246,0.12520000000000001,0.12570000000000001,0.12540000000000001,0.1244,0.1237,0.12429999999999999,0.12379999999999999,0.1249,0.12640000000000001,0.12537381742138523,0.12575100822370081,0.12630292291057332,0.12763951444937546,0.12766851625884659,0.12849758712556986,0.12848433262400399,0.12940797764801285,0.13065665090217729,0.13216316916003712,0.13247617445458096,0.13374165452962589,0.13443308966517614,0.13461508593813629,0.1353621717268858,0.13649651947370869,0.13422711025194614,0.13675935749098722,0.13539132131306633,0.13451228463100687,0.13468025552356605,0.13049975947795267,0.13218570475625871,0.13018253258737214,0.13210023243526009,0]
["% of Libor Linked Mortgages",6.3E-3,1.12E-2,1.8800000000000001E-2,0.28910000000000002,0.34810000000000002,0.4819,0.56569999999999998,0.72729999999999995,0.77800000000000002,0.77749999999999997,0.78290000000000004,0.8296,0.83009999999999995,0.83860000000000001,0.84750000000000003,0.87439999999999996,0.87570000000000003,0.87490000000000001,0.87419999999999998,0.87409999999999999,0.87429999999999997,0.87529999999999997,0.876,0.87570000000000003,0.87619999999999998,0.87509999999999999,0.87360000000000004,0.87462618257861569,0.87424899177630011,0.8736970770894269,0.87236048555062529,0.87233148374115455,0.87150241287443053,0.87151566737599662,0.87059202235198829,0.86934334909782274,0.86783683083996288,0.86752382554541907,0.86625834547037417,0.86556691033482369,0.8653849140618638,0.8646378282731142,0.86350348052629133,0.86577288974805389,0.86324064250901278,0.8646086786869337,0.86548771536899305,0.86531974447643389,0.86950024052204733,0.86781429524374132,0.86981746741262789,0.86789976756473997,0]
["Weighted Average Loan Size",151549.5,151679.20000000001,151595.65,150188.45000000001,149092.57,148170.85999999999,147749.17000000001,147469.75,147279.81,146979.45000000001,146695.84,146596.67000000001,146524.78,146358.62,146123.53,145811.63,145200.32999999999,144868.06,144835.35999999999,144407.12,143919.71,143868.92000000001,143432.79,143265.10999999999,142619.22,142132.73000000001,141527.12,141227.99608502013,140901.80625716617,140562.71442880787,140416.36215391036,140237.22948957872,140017.49691081422,139854.41662734814,139646.55223602473,138663.28923319795,138484.22729357795,138238.518750585,138226.23005758153,137874.6797051598,137634.06762959241,137492.72401023025,136992.77430057205,136354.10064225059,135606.6440628386,135119.67968490883,134777.97565707841,134253.18434482758,133639.69529723367,133856.90381038649,133605.03811076927,133279.10841776113,0]
["Weighted Average Interest Rate",5.2420000000000001E-2,5.2269999999999997E-2,5.1950000000000003E-2,6.139E-2,6.2350000000000003E-2,5.314E-2,4.1790000000000001E-2,3.3790000000000001E-2,2.7890000000000002E-2,2.7449999999999999E-2,2.7820000000000001E-2,2.7539999999999999E-2,2.7609999999999999E-2,2.7570000000000001E-2,2.794E-2,2.7519999999999999E-2,2.8000000000000001E-2,2.9309999999999999E-2,2.945E-2,2.8879999999999999E-2,2.6179999999999998E-2,2.478E-2,2.4660000000000001E-2,2.4649999999999998E-2,2.4740000000000002E-2,2.4799999999999999E-2,2.4799999999999999E-2,2.4901179164648072E-2,2.5155348378772251E-2,2.5080403464925936E-2,2.5160493662450604E-2,2.5236042692359399E-2,2.5391739992345088E-2,2.5280332995348664E-2,2.5419094569626183E-2,2.5396896498908372E-2,2.3305821145276007E-2,2.3304459021027749E-2,2.3100332165234744E-2,2.2979736481099047E-2,2.2825082306305648E-2,2.5269211188049347E-2,2.57961896619287E-2,2.6145412988810731E-2,2.8057196579818585E-2,2.8890913011105423E-2,2.8504476613160371E-2,2.8015313058741872E-2,2.7736350541646936E-2,2.7920999172808835E-2,2.5441808138423814E-2,2.2063201733008922E-2,0]
["Weighted Average Maturity Date (years)",20.67,20.43,20.18,19.899999999999999,19.7,19.48,19.23,19,18.739999999999998,18.489999999999998,18.25,18.03,17.77,17.53,17.27,17.03,16.760000000000002,16.53,16.309999999999999,16.07,15.84,15.61,15.36,15.14,14.89,14.63,14.38,14.142145729256514,13.908565516780998,13.665184191690344,13.43994617325478,13.192691334363497,12.948072541093474,12.71848270187602,12.473844425737385,12.253735878005827,12.04157551938952,11.847395886587742,11.873273194172008,11.745104617920221,11.537357581659252,11.279744851110282,11.095170664914754,10.872631110391717,10.592219223795105,10.329893613968412,10.130610261019006,9.9120188591717255,9.6711997391581761,9.4583445552490009,9.2262493632379794,8.9838550811967579,0]
["Weighted Average Seasoning (months)",5.75,8.74,11.76,14.79,17.79,20.75,23.78,26.8,29.79,32.75,35.770000000000003,38.79,41.79,44.75,47.77,50.8,53.79,56.77,59.8,62.82,65.819999999999993,68.78,71.8,74.819999999999993,77.81,80.77,83.8,86.829739250908673,89.815317392288406,92.775695142227491,95.797253693743031,98.827607366813538,101.82062399148656,104.81723278178822,107.84475260882304,110.79348466791612,113.77886831534238,116.74089036236298,119.7656894912307,122.7834148959104,125.77017678598553,128.72632183510478,131.750614095716,134.77633619563537,137.76642254413858,140.72645300377971,143.74653190441302,146.77143373400355,149.75680587438245,152.75221207175966,155.76915101533811,158.79793657025255,0]
["% of Interest Only Mortgages",0.96440000000000003,0.96399999999999997,0.96340000000000003,0.96250000000000002,0.96160000000000001,0.96260000000000001,0.96299999999999997,0.96260000000000001,0.96260000000000001,0.96199999999999997,0.96189999999999998,0.96160000000000001,0.96250000000000002,0.96309999999999996,0.96279999999999999,0.96319999999999995,0.96309999999999996,0.9647,0.96550000000000002,0.96599999999999997,0.96579999999999999,0.96630000000000005,0.96709999999999996,0.96750000000000003,0.96740000000000004,0.96789999999999998,0.96799999999999997,0.96810378787258489,0.96800525231500745,0.96732647792497828,0.96725347667278661,0.96770605611370153,0.96781045946286648,0.96891928203513045,0.96928721687911357,0.96942462243873329,0.97018777117682242,0.97126510486296913,0.9714080878510456,0.97145209232795537,0.97293431081432413,0.97363493244739241,0.97450284320991942,0.97449272447835411,0.97228606929635486,0.97239480179593396,0.97289362251581424,0.9741001955290165,0.97500306503401535,0.9753923198532809,0.97586919814456752,0.97828644029976319,0]
["% of Repayment Mortgages",3.56E-2,3.5999999999999997E-2,3.6600000000000001E-2,3.7499999999999999E-2,3.8399999999999997E-2,3.7400000000000003E-2,3.6999999999999998E-2,3.7400000000000003E-2,3.7400000000000003E-2,3.7999999999999999E-2,3.8100000000000002E-2,3.8399999999999997E-2,3.7499999999999999E-2,3.6900000000000002E-2,3.7199999999999997E-2,3.6799999999999999E-2,3.6900000000000002E-2,3.5299999999999998E-2,3.4500000000000003E-2,3.4000000000000002E-2,3.4200000000000001E-2,3.3700000000000001E-2,3.2899999999999999E-2,3.2500000000000001E-2,3.2599999999999997E-2,3.2099999999999997E-2,3.2000000000000001E-2,3.1896212127414655E-2,3.199474768499258E-2,3.2673522075021298E-2,3.2746523327213478E-2,3.2293943886298519E-2,3.2189540537133771E-2,3.1080717964869432E-2,3.0712783120886766E-2,3.0575377561266687E-2,2.9812228823177491E-2,2.8734895137030907E-2,2.8591912148954349E-2,2.8547907672044643E-2,2.7065689185675954E-2,2.6365067552607511E-2,2.5497156790080674E-2,2.5507275521645861E-2,2.7713930703645126E-2,2.7605198204065942E-2,2.710637748418579E-2,2.5899804470983456E-2,2.4996934965984628E-2,2.4607680146719112E-2,2.4130801855432378E-2,2.1713559700236817E-2,0]
["% of Mortgages in London",0.24929999999999999,0.249,0.2472,0.2389,0.2319,0.22370000000000001,0.21790000000000001,0.21629999999999999,0.2135,0.2127,0.21179999999999999,0.21129999999999999,0.21110000000000001,0.21190000000000001,0.21060000000000001,0.20960000000000001,0.20649999999999999,0.20630000000000001,0.20730000000000001,0.2044,0.20349999999999999,0.2036,0.20150000000000001,0.20019999999999999,0.1991,0.1963,0.19189999999999999,0.19182395270259761,0.19060901771778349,0.189747000579121,0.1895352462497496,0.18647091958156387,0.18377405359462706,0.18184981890245275,0.17975849806423053,0.1769092746043221,0.17808921103725003,0.17610976442376192,0.17671613939545291,0.17400867245275742,0.17384652042519724,0.17556265516492778,0.1760083391575388,0.17529943906418463,0.17241304899974588,0.17264268081260609,0.17274748650730382,0.17373692311653022,0.17016396651526011,0.17086608471703216,0.17080561532189661,0.17024641765760182,0]
["% of Mortgages in the South East",0.31869999999999998,0.31759999999999999,0.31719999999999998,0.31759999999999999,0.31979999999999997,0.3206,0.3216,0.32179999999999997,0.32400000000000001,0.32319999999999999,0.32379999999999998,0.32429999999999998,0.32390000000000002,0.3221,0.3221,0.32140000000000002,0.32200000000000001,0.3201,0.31940000000000002,0.32100000000000001,0.32,0.31950000000000001,0.31950000000000001,0.31900000000000001,0.31780000000000003,0.31819999999999998,0.3196,0.31827807972083039,0.31715962365767075,0.31640629340061577,0.31518783576426884,0.31513374739800082,0.31462047245272684,0.31422996936225589,0.31419329874253027,0.31014970301486477,0.30914142120093163,0.30947595300769526,0.30770037765814073,0.30676544689054275,0.30400883485544,0.30272716793588084,0.29905016362816861,0.29250819494667257,0.29427030413513083,0.2933727767846821,0.29150738069204002,0.28580273993711625,0.28856566800813988,0.28578895772416818,0.28420834438590103,0.28095333831617664,0]
["% of Owner Occupied Mortgages",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Investment Home Loans - Professional Landlords",0.20119999999999999,0.20180000000000001,0.20019999999999999,0.20830000000000001,0.2104,0.21379999999999999,0.214,0.21510000000000001,0.2152,0.21429999999999999,0.21460000000000001,0.21479999999999999,0.2152,0.21609999999999999,0.21679999999999999,0.2175,0.21879999999999999,0.21859999999999999,0.2195,0.21809999999999999,0.2177,0.21779999999999999,0.21709999999999999,0.21829999999999999,0.21829999999999999,0.21870000000000001,0.2203,0.21971428010065647,0.22120484640964072,0.22242865870809123,0.22269738368656394,0.22335791843350589,0.2246117554086631,0.22287943355869097,0.22520542044639985,0.22241005368913214,0.22296881631922882,0.22410015156561006,0.22471122910553593,0.22855642279359203,0.22846460999696991,0.22958967448351583,0.23320788005419424,0.23603180513153429,0.23525750315135374,0.2315755201053607,0.22746423506952088,0.22582120263239075,0.22593914310403462,0.22693175843523031,0.2278975990249176,0.22727323537208158,0]
["% of Investment Home Loans - Emerging Professional Landlords",0.79879999999999995,0.79820000000000002,0.79979999999999996,0.79169999999999996,0.78959999999999997,0.78620000000000001,0.78600000000000003,0.78490000000000004,0.78480000000000005,0.78569999999999995,0.78539999999999999,0.78520000000000001,0.78480000000000005,0.78390000000000004,0.78320000000000001,0.78249999999999997,0.78120000000000001,0.78139999999999998,0.78049999999999997,0.78190000000000004,0.7823,0.78220000000000001,0.78290000000000004,0.78169999999999995,0.78169999999999995,0.78129999999999999,0.77969999999999995,0.78028571989934359,0.77879515359035911,0.77757134129190841,0.77730261631343633,0.77664208156649461,0.77538824459133626,0.77712056644130867,0.77479457955360065,0.77758994631086797,0.77703118368077118,0.77589984843438986,0.77528877089446413,0.77144357720640788,0.77153539000303006,0.77041032551648414,0.76679211994580576,0.76396819486846568,0.76474249684864626,0.76842447989463936,0.77253576493047904,0.77417879736760931,0.77406085689596538,0.77306824156476961,0.77210240097508243,0.77272676462791834,0]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.39,1.39,1.39,1.38,1.38,1.38,1.37,1.37,1.37,1.37,1.37,1.37,1.37,1.37,1.37,1.37,1.37,1.37,1.37,1.38,1.38,1.38,1.37,1.38,1.38,1.38,1.38,1.3781323177997691,1.3771600831938233,1.3781396623815498,1.3761111212708697,1.3763895254162002,1.3770176696415781,1.3795922567189272,1.3805926088241691,1.3775030972063886,1.376835196283277,1.3796659579440287,1.3784905039995747,1.3794761018477573,1.3834488449213582,1.3763158757027427,1.376131790446302,1.3755044372259362,1.3766526190927724,1.3768400902854474,1.3822191650437077,1.3844743939680779,1.3880549178952715,1.388411733774821,1.3893253339988012,1.3937061616005779,0]
["MTL Lifetime Redemption Rate",5.5500000000000001E-2,4.4699999999999997E-2,4.7699999999999999E-2,0.1169,0.1318,0.1331,0.1232,0.1125,0.1042,9.7600000000000006E-2,9.1399999999999995E-2,8.6699999999999999E-2,8.1600000000000006E-2,7.7399999999999997E-2,7.4300000000000005E-2,7.1499999999999994E-2,6.9699999999999998E-2,6.7500000000000004E-2,6.5299999999999997E-2,6.4000000000000001E-2,6.2600000000000003E-2,6.0600000000000001E-2,5.9400000000000001E-2,5.8099999999999999E-2,5.7799999999999997E-2,5.7799999999999997E-2,5.6899999999999999E-2,5.6300000000000003E-2,5.6300000000000003E-2,5.62E-2,5.5899999999999998E-2,5.6399999999999999E-2,5.6399999999999999E-2,5.6500000000000002E-2,5.6800000000000003E-2,5.7700000000000001E-2,5.8099999999999999E-2,5.8799999999999998E-2,5.9700000000000003E-2,6.0699999999999997E-2,6.1600000000000002E-2,6.1800000000000001E-2,6.2199999999999998E-2,6.2899999999999998E-2,6.3700000000000007E-2,6.4299999999999996E-2,6.4799999999999996E-2,6.5299999999999997E-2,6.6100000000000006E-2,6.6600000000000006E-2,6.6900000000000001E-2,6.7000000000000004E-2,1]
["Aggregate Potential Redraw Amount",61403.93,60780.41,73506.789999999994,60226.879999999997,17390.82,15030.34,18514.87,8523.14,8656.41,6461.82,6117.14,51562.59,54336.53,93875.65,23809.01,30000.32,38931.230000000003,46632.5,54330.46,56677,56587.5,63603.51,40291.69,44532.63,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Number of Properties in Possession",0,0,0,0,0,1,1,0,0,0,0,0,0,0,0,0,0,0,1,1,1,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Appointment of a Receiver of Rent",1,14,13,23,47,50,60,59,58,53,53,52,51,53,51,61,63,59,58,56,53,51,50,49,48,48,44,42,41,45,45,39,38,41,42,40,38,35,32,33,32,30,31,31,31,30,31,32,32,30,30,30,0]
["MTL Quarterly Losses",0,0,0,0,14,104,1,92,54,153,6,82,87,43,65,168,1,1,35,360,158,0,358,35,102,-5,76,45,20,103,-9,209,-5,14,-62,-266,-50,98,65,10,-13,21,-14,-6,40,35,42,24,10,9,2,-2,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",0.99650000000000005,0.99460000000000004,0.99139999999999995,0.98519999999999996,0.98280000000000001,0.98099999999999998,0.98550000000000004,0.98560000000000003,0.99490000000000001,0.99329999999999996,0.99509999999999998,0.98799999999999999,0.99250000000000005,0.99360000000000004,0.99209999999999998,0.99460000000000004,0.99490000000000001,0.99129999999999996,0.99629999999999996,0.99480000000000002,0.997,0.99529999999999996,0.99639999999999995,0.99790000000000001,0.99809999999999999,0.99790000000000001,0.99929999999999997,0.99703038635948371,0.99822153281592674,0.99748808554511048,0.99846192563149394,0.99801795632189427,0.9972708122409335,0.99758154704009017,0.99844707421949341,0.99682470749196062,0.99734324620788672,0.9969637675802856,0.99526615070796653,0.9975790142666433,0.99967015276732207,0.99891676522577155,0.99799894165931757,0.99746458933649196,0.99722142065776576,0.99567215454095215,0.99610274162726775,0.99170950688388027,0.99535716499391502,0.9944362087253622,0.99321972666410585,0.99570793476517194,0]
[">1 to 2 months arrears",1.6999999999999999E-3,4.4000000000000003E-3,7.0000000000000001E-3,8.0999999999999996E-3,8.6E-3,6.0000000000000001E-3,4.7999999999999996E-3,9.7000000000000003E-3,3.5000000000000001E-3,4.7000000000000002E-3,3.3E-3,9.4000000000000004E-3,3.3999999999999998E-3,5.7000000000000002E-3,7.6E-3,3.2000000000000002E-3,4.0000000000000001E-3,8.6E-3,3.2000000000000002E-3,5.1999999999999998E-3,2.7000000000000001E-3,3.7000000000000002E-3,1.2999999999999999E-3,2.0999999999999999E-3,1E-3,1.4E-3,0,2.9696136405164648E-3,1.0954977480458592E-3,1.9767276618414976E-3,1.5380743685059674E-3,1.9820436781056308E-3,2.7291877590664287E-3,1.6269562238205024E-3,1.5529257805065853E-3,2.039849037284209E-3,2.3948827671148769E-3,2.7324452785310546E-3,3.5508907495155014E-3,2.1395964986602204E-3,3.2984723267786436E-4,7.4797951580936881E-4,1.6585988918726921E-3,2.2281820080394025E-3,1.2952088477133665E-3,2.8087033340595076E-3,2.7136720284974551E-3,5.8729941824637527E-3,4.0176321090538451E-3,3.2974897827021841E-3,4.0991398654218053E-3,2.4464809698738488E-3,0]
[">2 to 3 months arrears ",8.9999999999999998E-4,1E-3,1.4E-3,6.0000000000000001E-3,5.8999999999999999E-3,7.6E-3,4.5999999999999999E-3,2.3999999999999998E-3,5.0000000000000001E-4,1.6999999999999999E-3,5.0000000000000001E-4,1.5E-3,3.8E-3,4.0000000000000002E-4,0,2.2000000000000001E-3,8.9999999999999998E-4,0,5.0000000000000001E-4,0,2.9999999999999997E-4,0,5.9999999999999995E-4,0,6.9999999999999999E-4,0,6.9999999999999999E-4,0,6.8296943602732445E-4,5.3518679304790479E-4,0,0,0,0,0,1.1354434707551357E-3,2.6187102499853325E-4,3.0378714118341638E-4,1.1829585425179858E-3,2.8138923469645471E-4,0,3.3525525841909088E-4,3.4245944880976603E-4,3.0722865546860902E-4,1.4833704945208922E-3,1.5191421249883708E-3,5.9000094988140815E-4,1.2000779219621684E-3,0,2.2663014919355527E-3,2.3652537206233178E-3,0,0]
[">3 months arrears ",8.9999999999999998E-4,0,2.0000000000000001E-4,6.9999999999999999E-4,2.7000000000000001E-3,5.4000000000000003E-3,5.1000000000000004E-3,2.3E-3,1.1000000000000001E-3,2.9999999999999997E-4,1.1000000000000001E-3,1.1000000000000001E-3,2.9999999999999997E-4,2.9999999999999997E-4,2.9999999999999997E-4,0,2.0000000000000001E-4,1E-4,0,0,0,1E-3,1.6999999999999999E-3,0,2.0000000000000001E-4,6.9999999999999999E-4,0,0,0,0,0,0,0,7.9149673608942892E-4,0,0,0,0,0,0,0,0,0,0,0,0,5.9358539435335627E-4,1.2174210116938601E-3,6.2520289703115644E-4,0,3.1587974984904064E-4,1.8455842649540547E-3,0]
["Total ",{"$f":"SUM(B126:B129)","v":1},1,0.99999999999999989,1,1,1,1.0000000000000002,1,0.99999999999999989,1,0.99999999999999989,0.99999999999999989,1,1,1,1,1,{"$f":"SUM(S126:S129)","v":1},0.99999999999999989,1,1,1,1,{"$f":"SUM(Y126:Y129)","v":1},{"$f":"SUM(Z126:Z129)","v":1},{"$f":"SUM(AA126:AA129)","v":1},{"$f":"SUM(AB126:AB129)","v":1},{"$f":"SUM(AC126:AC129)","v":1.0000000000000002},0.99999999999999989,0.99999999999999989,0.99999999999999989,0.99999999999999989,0.99999999999999989,1,1,0.99999999999999989,1.0000000000000002,1,1,1,0.99999999999999989,1,1,1,1,1,1,1,1,0.99999999999999989,1,0.99999999999999989,{"$f":"SUM(BB126:BB129)","v":0}]

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[null,null,null,null,null,null,null,null,null,null,null,null,null,null,"PARAGON MORTGAGES (NO.15) PLC"]