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[]
["     Paragon Mortgages (No.21) PLC"]
[]
["Information as at the Principal Determination Date","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"]
["Mortgage Asset Balance",245936,241452.26066999999,237308,234741.43784999987,231471.30919999993,226116.0482300001,197671.49904999987,152844.38930999991,124551.76029000002,108394.3487300001,93237.05021000003,81915.367369999934,74273.735540000023,66770.224220000018,61457.820840000008,0]
["Discretionary Further Advance Prefunding Reserve",2175,2154,2039,1197,816,0,0,0,0,0,0,0,0,0,0,0]
["Total Assets",{"$f":"+B6+B7","v":248111},243606.26066999999,239347,235938.43784999987,232287.30919999993,226116.0482300001,{"$f":"+H6+H7","v":197671.49904999987},152844.38930999991,{"$f":"+J6+J7","v":124551.76029000002},108394.3487300001,{"$f":"+L6+L7","v":93237.05021000003},81915.367369999934,{"$f":"+N6+N7","v":74273.735540000023},66770.224220000018,{"$f":"+P6+P7","v":61457.820840000008},0]
["Total Notes ",{"$f":"SUM(B10:B13)","v":248111},243606,239347,235938,232287,226116,{"$f":"SUM(H10:H13)","v":197671},152844,{"$f":"SUM(J10:J13)","v":124552},108394,{"$f":"SUM(L10:L13)","v":93237},81915,{"$f":"SUM(N10:N13)","v":74274},66770,{"$f":"SUM(P10:P13)","v":61458},0]
["Class A Notes ",216011,211506,207247,203838,200187,194016,165571,120744,92452,76294,61137,49815,42174,34670,29358,0]
["Class B Notes",17700,17700,17700,17700,17700,17700,17700,17700,17700,17700,17700,17700,17700,17700,17700,0]
["Class C Notes",8100,8100,8100,8100,8100,8100,8100,8100,8100,8100,8100,8100,8100,8100,8100,0]
["Class D Notes ",6300,6300,6300,6300,6300,6300,6300,6300,6300,6300,6300,6300,6300,6300,6300,0]
["Class B, C and D Notes as a % of the Total Notes",{"$f":"SUM(B11:B13)/B9","v":0.12937757697159738},0.13177015344449644,0.13411490430212203,0.13605269180886503,0.1381911170233375,0.14196253250543969,{"$f":"SUM(H11:H13)/H9","v":0.16239104370393229},0.21001805762738479,{"$f":"SUM(J11:J13)/J9","v":0.25772368167512366},0.29614185287008504,{"$f":"SUM(L11:L13)/L9","v":0.34428392161909971},0.39186962094854422,{"$f":"SUM(N11:N13)/N9","v":0.43218353663462317},0.48075483001347913,{"$f":"SUM(P11:P13)/P9","v":0.52230791760226492},0]
["Lifetime Redemption Rate",2.58E-2,4.6199999999999998E-2,5.3199999999999997E-2,5.1299999999999998E-2,5.3199999999999997E-2,5.9400000000000001E-2,0.1186,0.2089,0.25679999999999997,0.27579999999999999,0.29339999999999999,0.30309999999999998,0.30470000000000003,0.30769999999999997,0.30630000000000002,1]
["Quarterly Redemption Rate",9.7999999999999997E-3,1.8800000000000001E-2,1.78E-2,1.14E-2,1.5699999999999999E-2,2.3800000000000002E-2,0.12609999999999999,0.2268,0.18509999999999999,0.13159999999999999,0.13980000000000001,0.12139999999999999,9.3299999999999994E-2,0.10100000000000001,8.0699999999999994E-2,1]
["Further Advances released in the quarter",0,21,115,119,381,130,59,6,0,238,0,0,0,0,78,0]
["First Loss Fund Balance",6250,6250,6250,6250,6250,6250,6250,6250,6250,6250,6250,6250,6250,6250,6250,0]
["Liquidity Amount of the First Loss Fund (2.50% of the Class A, B and C Notes)",{"$f":"SUM(B10:B12)*2.5%","v":6045.2750000000005},5932.6500000000005,5826.1750000000002,5740.9500000000007,5649.6750000000002,5495.4000000000005,{"$f":"SUM(H10:H12)*2.5%","v":4784.2750000000005},3663.6000000000004,{"$f":"SUM(J10:J12)*2.5%","v":2956.3},2552.3500000000004,{"$f":"SUM(L10:L12)*2.5%","v":2173.4250000000002},1890.375,{"$f":"SUM(N10:N12)*2.5%","v":1699.3500000000001},1511.75,{"$f":"SUM(P10:P12)*2.5%","v":1378.95},0]
["Liquidity Excess Amount (First Loss Fund - Liquidity Amount)",{"$f":"B18-B19","v":204.72499999999945},317.34999999999945,423.82499999999982,509.04999999999927,600.32499999999982,754.59999999999945,{"$f":"H18-H19","v":1465.7249999999995},2586.3999999999996,{"$f":"J18-J19","v":3293.7},3697.6499999999996,{"$f":"L18-L19","v":4076.5749999999998},4359.625,{"$f":"N18-N19","v":4550.6499999999996},4738.25,{"$f":"P18-P19","v":4871.05},0]
["First Loss Fund as a % of the Assets ",{"$f":"+B18/B8","v":2.5190338195404477E-2},{"$f":"+C18/C6","v":2.5885034096003193E-2},2.6337080924368331E-2,2.6625039265516296E-2,2.7001186547053937E-2,2.7640674109263762E-2,3.1618114042930884E-2,{"$f":"+I18/I6","v":4.0891262206057905E-2},5.0179941138108496E-2,{"$f":"+K18/K6","v":5.7659832576402566E-2},6.7033437736639848E-2,{"$f":"+M18/M6","v":7.629826002939899E-2},8.4148184476786833E-2,{"$f":"+O18/O6","v":9.3604598052673696E-2},0.10169576328245222,0]
["Opening PDL Balance",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Quarterly Losses ",{"$f":"+B91+B121","v":0},0,0,0,0,0,{"$f":"+H91+H121","v":0},0,{"$f":"+J91+J121","v":0},0,{"$f":"+L91+L121","v":0},0,{"$f":"+N91+N121","v":0},0,{"$f":"+P91+P121","v":0},0]
["Quarterly Loss Rate (annualised)",{"$f":"1-(1-B23/B6)^4","v":0},0,0,0,0,0,{"$f":"1-(1-H23/H6)^4","v":0},0,{"$f":"1-(1-J23/J6)^4","v":0},0,{"$f":"1-(1-L23/L6)^4","v":0},0,{"$f":"1-(1-N23/N6)^4","v":0},0,{"$f":"1-(1-P23/P6)^4","v":0},0]
["PDL Replenishment made during the quarter (-ve = recoveries)",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Outstanding PDL at end of the quarter",{"$f":"B22+B23-B25","v":0},0,0,0,0,0,{"$f":"H22+H23-H25","v":0},0,{"$f":"J22+J23-J25","v":0},0,{"$f":"L22+L23-L25","v":0},0,{"$f":"N22+N23-N25","v":0},0,{"$f":"P22+P23-P25","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"]
["Spread % (WA Funding Rate less WA Interest Rate)",2.63E-2,2.6700000000000002E-2,2.6599999999999999E-2,2.64E-2,2.6499999999999999E-2,2.6800000000000001E-2,3.0499999999999999E-2,3.56E-2,3.5099999999999999E-2,3.4299999999999997E-2,3.39E-2,3.3000000000000002E-2,3.1600000000000003E-2,3.1199999999999999E-2,0.03,0]
["Total Income as a % of the Assets",1.4800000000000001E-2,1.23E-2,1.23E-2,1.24E-2,1.2500000000000001E-2,1.24E-2,1.1900000000000001E-2,1.14E-2,1.2200000000000001E-2,1.2500000000000001E-2,1.17E-2,1.2800000000000001E-2,1.29E-2,1.35E-2,1.3899999999999999E-2,0]
["Quarterly surplus income to the Issuer (inc Issuer Services Provider Fee)",1849,1651,1603,1599,1580,1538,1431,1269,1132,941,734,719,607,561,511,7315]
["Surplus Income as a % of the Assets",{"$f":"+B30/250000","v":7.3959999999999998E-3},{"$f":"+C30/B8","v":6.6542797376980467E-3},6.5802906525932684E-3,6.6806770086944899E-3,6.69666212253427E-3,6.621110749859254E-3,6.3286087440570307E-3,6.4197418752766867E-3,7.4062254107612078E-3,7.5550919377536151E-3,6.7715707377727172E-3,7.7115266772230474E-3,7.4100870140552293E-3,7.553141038636386E-3,7.6531119367866021E-3,0]
["Losses as a % of the Assets",{"$f":"+B23/250000","v":0},{"$f":"+C23/B8","v":0},0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Number of Properties in Possession",{"$f":"+B89+B119","v":0},0,0,0,0,{"$f":"+G89+G119","v":0},0,0,{"$f":"+J89+J119","v":0},0,{"$f":"+L89+L119","v":0},0,{"$f":"+N89+N119","v":0},0,{"$f":"+P89+P119","v":0},0]
["Appointment of a Receiver of Rent",0,0,0,0,0,{"$f":"+G90+G120","v":0},0,0,{"$f":"+J90+J120","v":0},0,{"$f":"+L90+L120","v":0},1,{"$f":"+N90+N120","v":2},1,{"$f":"+P90+P120","v":1},0]
["Average Number of months (Possessions) in Arrears at the Sale Date",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Average Number of months (RoR) in Arrears at the Sale Date",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",1,1,1,1,1,1,0.99919019686313248,0.99912165568781386,0.99903594297085463,1,0.99640756020009658,0.99829913662939385,1,1,1,0]
[">1 to 2 months arrears",0,0,0,0,0,0,8.0980313686754583E-4,0,9.6405702914534037E-4,0,1.4948830929987008E-3,1.7008633706062763E-3,0,0,0,0]
[">2 to 3 months arrears ",0,0,0,0,0,0,0,0,0,0,2.0975567069047448E-3,0,0,0,0,0]
[">3 months arrears ",0,0,0,0,0,0,0,8.7834431218612372E-4,0,0,0,0,0,0,0,0]
["Total ",{"$f":"SUM(B38:B41)","v":1},1,1,1,1,1,1,1,1,1,1,1.0000000000000002,1,1,1,{"$f":"SUM(Q38:Q41)","v":0}]
["Total Value of Arrears (£000's)",1.6004640000000001E-4,0,0,0.58769000000000005,0,1.7279899999999999,1.3135098690200002,2.8571994971200003,1.4159103041900001,0.99299965642999999,3.7150298810199995,7.2723192751799992,7.6933006085700004,10.16234920088,13.109800453170001,0]
["Total Value of Arrears as a % of the Notes Issued (£250,000,000)",{"$f":"+B43/250000","v":6.4018559999999998E-10},0,0,2.3507600000000002E-6,0,6.9119599999999998E-6,{"$f":"+H43/250000","v":5.2540394760800011E-6},1.1428797988480001E-5,{"$f":"+J43/250000","v":5.6636412167600002E-6},3.9719986257199998E-6,{"$f":"+L43/250000","v":1.4860119524079998E-5},2.9089277100719996E-5,{"$f":"+N43/250000","v":3.0773202434280003E-5},4.0649396803519997E-5,{"$f":"+P43/250000","v":5.2439201812680002E-5},0]
[]
["Underlying Assets ",{"$f":"+B5","v":"2015-02-27"},"2015-05-29","2015-08-28","2015-11-30","2016-02-29","2016-05-31",{"$f":"+H5","v":"2016-08-31"},"2016-11-30",{"$f":"+J5","v":"2017-02-28"},"2017-05-31",{"$f":"+L5","v":"2017-08-31"},"2017-11-30",{"$f":"+N5","v":"2018-02-28"},"2018-05-31",{"$f":"+P5","v":"2018-08-31"},"2018-11-30"]
["Weighted Average LTV",0.71769965928695778,0.71894787532559956,0.71907795498584648,0.71934463014995564,0.71952089602548874,0.71767316885354615,0.71338782300676007,0.70622539513995219,0.70230230457217557,0.7050641909292733,0.70332351741265731,0.70188786370850487,0.70261889111006082,0.70243634052972437,0.70024055894761439,0]
["Weighted Average Nationwide Indexed LTV",0.71105219299567868,0.71226856268429684,0.68925064406778269,0.68136645100344784,0.67562006747283399,0.66943363880819684,0.64714196115098144,0.64346079235409903,0.64238507885982388,0.64372779055138341,0.6354255704496129,0.63189959941134144,0.6348710181808227,0.63239451889992382,0.62545615871747429,0]
["Weighted Average Halifax Indexed LTV",0.70973257468241013,0.69510764298507066,0.66082897114262684,0.64876050398982688,0.64793581095421349,0.61930082755796068,0.60401794005198917,"n/a","n/a","n/a","n/a","n/a","n/a","n/a","n/a","n/a"]
["% of Fixed Rate Mortgages (reverting to Libor plus a variable margin)",0.66608995542943239,0.6777119147939763,0.68633253163517305,0.69023121215409211,0.68895675058462058,0.64672407816562161,0.36297609071023018,0.21653288249184474,0.24120735315221448,0.28842859204658089,0.33327985827534462,0.33910337402909685,0.37130957409766491,0.40498278006231919,0.41691994427702195,0]
["% of Libor Linked Mortgages (reverting to Libor plus a variable margin)",0.30842238246319226,0.29635854227017711,0.28731750062363981,0.28316370227941856,0.27980678626584626,0.28171439496946143,0.26054861589820066,6.2823586415885327E-2,4.7072918811816501E-2,6.051876870758334E-2,6.3154765264854473E-2,6.9356221944756685E-2,7.6485947942399671E-2,7.4931229278415029E-2,6.4505434716288904E-2,0]
["% of Libor Linked Mortgages plus a Variable Margin ",0,0,0,0,4.2894300958142249E-3,4.4000360646140067E-2,0.34498878188175519,0.67866432263741172,0.6602716717011563,0.59714320708018331,0.54562936531580342,0.53340963732285362,0.4972816203664448,0.46412713963475738,0.45901560768714034,0]
["% of Non Reversionary Libor Linked Mortgages ",2.5487662107375377E-2,2.5929542935846643E-2,2.6349967741187041E-2,2.6605085566489398E-2,2.6947033053718959E-2,2.756116621877688E-2,3.1486511509813936E-2,4.1979208454858273E-2,5.1448056334812642E-2,5.3909432165652346E-2,5.793601114399733E-2,5.8130766703292883E-2,5.4922857593490575E-2,5.5958851024508365E-2,5.9559013319548736E-2,0]
["Weighted Average Loan Size",156746.84936265129,155976.91257751937,155205.15735120996,155047.18484147944,155245.68021462104,154980.15642906108,154430.85863281239,151181.39397626105,152824.24575460126,150547.70656944456,146830.00033070869,145240.01306737575,145920.8949705305,145468.89808278871,146677.37670644393,0]
["Weighted Average Interest Rate",4.1392010068928842E-2,4.1416030255654705E-2,4.1407656985927153E-2,4.141051013489376E-2,4.1425082090272937E-2,4.1879963667030735E-2,4.5396542452157844E-2,4.8743879901508282E-2,4.8598603714410854E-2,4.7914514157457816E-2,4.7231770895639971E-2,4.7073011711379939E-2,4.7987455244572971E-2,4.8812465036499761E-2,4.8266926641667103E-2,0]
["Weighted Average Maturity Date (years)",19.953127739234667,19.694733369881749,19.440568419655172,19.212852348180625,18.978771902061439,18.704421549027554,18.412703200299003,18.143094691543709,17.727394826488645,17.443449953609321,17.184241209874635,16.817484451147394,16.557475511091454,16.242815401441725,15.920203481935991,0]
["Weighted Average Seasoning (months)",5.5244849610135045,8.5375537335882772,11.556217761872805,14.542426756116152,17.534965494691647,20.546769721492968,23.460164547271873,26.414554827983473,29.391120330610718,32.455057561097,35.428921200658706,38.445516228531922,41.390473039270134,44.428136276985015,47.440732804141447,0]
["% of Interest Only Mortgages (optional switching to repayment)",0.92664662691564192,0.92582885453089014,0.92511608980590609,0.92489188648803355,0.92272860644450017,0.92119312309104917,0.92594247111822059,0.92499355447881038,0.93402378111022355,0.93485078075804229,0.92980917344274694,0.92402283088241,0.93186277567425557,0.93329183371731383,0.93886576877202532,0]
["% of Repayment Mortgages",7.3353373084358103E-2,7.417114546910987E-2,7.4883910194093795E-2,7.5108113511966376E-2,7.7271393555499876E-2,7.8806876908950857E-2,7.4057528881779439E-2,7.5006445521189569E-2,6.5976218889776395E-2,6.5149219241957768E-2,7.0190826557252978E-2,7.597716911758999E-2,6.8137224325744455E-2,6.6708166282686179E-2,6.1134231227974664E-2,0]
["% of Mortgages in London",0.21818399020832455,0.21561013285003505,0.21469936185996469,0.21490202757569921,0.21167632364175526,0.20967917081132512,0.20233936926781249,0.19463710257405975,0.1859269134862582,0.16938587126653792,0.16117417739142781,0.16456717125017761,0.17059308607382856,0.1647151009072948,0.16895753002751601,0]
["% of Mortgages in the South East",0.36763019143719305,0.3669242433852587,0.3686530623710409,0.36956892981730538,0.37064361357143943,0.36756207907658417,0.36461410661821964,0.34035363067525087,0.34727252436489836,0.34568870931948625,0.33860056821718276,0.3355382626296583,0.32671510653899166,0.33907973044095913,0.3457003757961426,0]
["% of Owner Occupied Mortgages",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Investment Home Loans - Professional Landlords",0.494952215125117,0.50701137897944037,0.5082413253444038,0.51132153444803485,0.51072909592373772,0.51646548718741503,0.52163420804492555,0.54335440734798657,0.55198155104291857,0.55342163334939021,0.56555102656330591,0.5511487984430925,0.54278623845825769,0.54619466080924295,0.5500251707265057,0]
["% of Investment Home Loans - Emerging Professional Landlords",0.505047784874883,0.49298862102055963,0.49175867465559625,0.48867846555196515,0.48927090407626228,0.48353451281258497,0.4783657919550745,0.45664559265201349,0.44801844895708154,0.44657836665060979,0.43444897343669409,0.44885120155690744,0.45721376154174248,0.453805339190757,0.44997482927349436,0]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.4661980178319172,1.4677877532744683,1.4679722455683086,1.4655793900197227,1.4683022483537613,1.4683844199442406,1.4782762507389637,1.4899329243914574,1.4953092422019916,1.5114597349782153,1.5206273428543422,1.5092454999312805,1.5203007602665226,1.5287594431653027,1.5211933314919903,0]
["% of Paragon Originated Assets",0.14883548702646798,0.15161053654424664,0.15296341239997843,0.15367135628201578,0.15474442518943507,0.15787121404885687,0.17801212784398127,0.21479617621693134,0.24557605736589302,0.26460193917897423,0.27448074560873642,0.27489609279646476,0.27501361714868167,0.2879543076963475,0.29869597162892186,0]
["% of Mortgage Trust Originated Assets",0.85116451297353224,0.8483894634557535,0.84703658760002176,0.84632864371798444,0.84525557481056524,0.84212878595114282,0.82198787215601876,0.78520382378306897,0.75442394263410684,0.7353980608210251,0.72551925439126352,0.72510390720353635,0.72498638285131811,0.71204569230365244,0.70130402837107808,0]
[]
["Underlying Assets - Paragon Mortgages 2010 Paragon Originated Assets",{"$f":"+B5","v":"2015-02-27"},"2015-05-29","2015-08-28","2015-11-30","2016-02-29","2016-05-31",{"$f":"+H5","v":"2016-08-31"},"2016-11-30",{"$f":"+J5","v":"2017-02-28"},"2017-05-31",{"$f":"+L5","v":"2017-08-31"},"2017-11-30",{"$f":"+N5","v":"2018-02-28"},"2018-05-31",{"$f":"+P5","v":"2018-08-31"},"2018-11-30"]
["Weighted Average LTV",0.71125805410860499,0.71099844976282767,0.70938074987150879,0.70938915707996242,0.71306290503931269,0.71156522808506917,0.70650815125011146,0.70353366486779767,0.70272846492039931,0.70572511361357204,0.7067908341511675,0.70792927287660601,0.71039980306758665,0.71437679765336981,0.70934722557068897,0]
["Weighted Average Nationwide Indexed LTV",0.70587085079635048,0.70681239968342113,0.68275923848100184,0.67521639510799314,0.67541460569326495,0.6684904598738739,0.64543635085987427,0.63995536121658847,0.640274606086631,0.64056141516548959,0.63467771477195278,0.62989502815738574,0.633759518628079,0.63487663230877744,0.62821332079102643,0]
["Weighted Average Halifax Indexed LTV",0.70464107547644284,0.6901725209208599,0.65684213934716063,0.64629901950588264,0.65032973101847635,0.62269741822480196,0.60572534201820349,"n/a","n/a","n/a","n/a","n/a","n/a","n/a","n/a","n/a"]
["% of Fixed Rate Mortgages (reverting to Libor plus a variable margin)",0.63231942312006073,0.63208264520316881,0.62922249650351958,0.63560715663018286,0.60882437157080238,0.57526564722869045,0.38229145541048026,0.20360771597989147,0.23053472012317072,0.26704313010022046,0.3429847237802347,0.38958186659385141,0.42923795661798991,0.4557570979554188,0.47465770073603114,0]
["% of Libor Linked Mortgages (reverting to Libor plus a variable margin)",0.19643336550189741,0.19689004015976935,0.19851429801643078,0.19126307989155336,0.20046078144350468,0.20110011467127042,0.1697909007883914,7.2227174960567728E-2,8.7005342477612851E-2,9.8777807144784999E-2,8.4480050912107377E-2,9.601091892613263E-2,0.10584372398375587,9.8036993121751362E-2,9.2092503581990295E-2,0]
["% of Libor Linked Mortgages plus a Variable Margin ",0,0,0,0,1.6575888372282993E-2,4.9054176846773379E-2,0.27103918113025743,0.53484124150704049,0.47952241037952631,0.43044120530419,0.36146026988406948,0.30294270761147557,0.26520872624091824,0.25187351128591767,0.23385302111301809,0]
["% of Non Reversionary Libor Linked Mortgages ",0.17124721137804194,0.17102731463706192,0.17226320548004953,0.17312976347826378,0.17413895861341,0.17458006125326578,0.17687846267087104,0.18932386755250033,0.20293752701969009,0.20373785745080461,0.21107495542358831,0.2114645068685404,0.19970959315733591,0.19433239763691212,0.19939677456896046,0]
["Weighted Average Loan Size",182109.33114427858,182122.91935323382,182409.78060301507,182187.04611111109,184633.47778350511,184959.66347150254,185199.60084210525,181383.37226519338,184258.6158433735,185040.99916129035,181501.95078014187,175923.55023437503,180763.61654867255,179689.47373831773,183572.03510000007,0]
["Weighted Average Interest Rate",4.9080656694138615E-2,4.9081775159731604E-2,4.9071441633890121E-2,4.9051189974737237E-2,4.9070757514237527E-2,4.9067562064593041E-2,4.9867491733249211E-2,4.9843569057706698E-2,4.9026734383014282E-2,4.8588875059827313E-2,4.781174414687122E-2,4.7440482159490649E-2,4.846213655752666E-2,4.9419861613558089E-2,4.8702353336551318E-2,0]
["Weighted Average Maturity Date (years)",19.388907908627729,19.139493346650756,18.851222198520542,18.572705875193151,18.353408638547425,18.090015590189115,17.762600508761206,17.375026363835158,16.99382679736366,16.754795014006714,16.451049118923446,16.049207185407376,15.667214794140087,15.398637969171418,15.261826848329511,0]
["Weighted Average Seasoning (months)",5.1715770363197882,8.1938562873267635,11.196031853107048,14.181522740914353,17.185733104691518,20.204177877854075,23.228057623483885,26.194919522849847,29.164158850632873,32.171755251650275,35.155247970966613,38.260968314131262,41.207607168145884,44.247537751909121,47.315050157885857,0]
["% of Interest Only Mortgages (optional switching to repayment)",0.94070032129591985,0.9412106302720491,0.94122985036732543,0.94138739497853829,0.94150784137443189,0.94185310178699788,0.94157201542632851,0.95764198037537929,0.96653907037077647,0.96773692476543727,0.96436478994278874,0.96824444308304769,0.97234841193498123,0.97117236209586866,0.97422297793113044,0]
["% of Repayment Mortgages",5.9299678704080087E-2,5.8789369727950902E-2,5.8770149632674455E-2,5.8612605021461636E-2,5.8492158625568155E-2,5.8146898213002202E-2,5.8427984573671418E-2,4.2358019624620748E-2,3.3460929629223535E-2,3.2263075234562642E-2,3.5635210057211243E-2,3.175555691695222E-2,2.7651588065018766E-2,2.8827637904131384E-2,2.577702206886958E-2,0]
["% of Mortgages in London",0.15500781850046677,0.15499625335185743,0.15630780469968819,0.15728929876713707,0.15254036863190545,0.15306032676070061,0.15536105952548468,0.1508284891737556,0.14895522845020071,0.14647174790177547,0.11703088875148937,0.13300469223749195,0.14661024468915432,0.12213454102397564,0.12791998403900684,0]
["% of Mortgages in the South East",0.37679243221525088,0.37669482095469309,0.37179658648042491,0.37669042488468868,0.36804458217077385,0.36915052873291299,0.36242350023298447,0.35245851621213647,0.355171236809664,0.36530783526405985,0.35668797059206414,0.36308222241225013,0.35540580216425582,0.36774482105010936,0.37601704236921657,0]
["% of Owner Occupied Mortgages",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Investment Home Loans - Professional Landlords",0.77054196623444571,0.78421415683975548,0.77298937808157742,0.77624824357273314,0.77487508479006051,0.78874508447123237,0.78964091242374679,0.78464649344203141,0.78699427137641198,0.77135434850536411,0.7675629140200797,0.75912051744326514,0.76298497009344368,0.75808455828347554,0.75817636833509172,0]
["% of Investment Home Loans - Emerging Professional Landlords",0.22945803376555426,0.21578584316024463,0.22701062191842258,0.22375175642726686,0.22512491520993952,0.21125491552876763,0.21035908757625335,0.21535350655796864,0.21300572862358796,0.22864565149463595,0.23243708597992027,0.2408794825567348,0.23701502990655618,0.2419154417165244,0.2418236316649082,0]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.6316674672604292,1.6309337977252725,1.6304350130400762,1.6284412205863388,1.6342212139367216,1.6329816287429018,1.6336870901867464,1.6440156361602907,1.6394632062462069,1.6628096596675501,1.6918362956206383,1.6464222932314265,1.6610594238723739,1.6679092947296128,1.6561988040178528,0]
["Number of Properties in Possession",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Appointment of a Receiver of Rent",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["PML Quarterly Losses",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",1,1,1,1,1,1,1,0.99591080098512064,1,1,0.99455377793555844,0.99382747639995717,1,1,1,0]
[">1 to 2 months arrears",0,0,0,0,0,0,0,0,0,0,5.4462220644416678E-3,6.1725236000428289E-3,0,0,0,0]
[">2 to 3 months arrears ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[">3 months arrears ",0,0,0,0,0,0,0,4.0891990148793356E-3,0,0,0,0,0,0,0,0]
["Total ",{"$f":"SUM(B93:B96)","v":1},1,1,1,1,1,1,1,1,1,1,1,1,1,1,{"$f":"SUM(Q93:Q96)","v":0}]
[]
["Underlying Assets - Paragon Mortgages 2010 Mortgage Trust Originated Assets",{"$f":"+B69","v":"2015-02-27"},"2015-05-29","2015-08-28","2015-11-30","2016-02-29","2016-05-31",{"$f":"+H69","v":"2016-08-31"},"2016-11-30",{"$f":"+J69","v":"2017-02-28"},"2017-05-31",{"$f":"+L69","v":"2017-08-31"},"2017-11-30",{"$f":"+N69","v":"2018-02-28"},"2018-05-31",{"$f":"+P69","v":"2018-08-31"},"2018-11-30"]
["Weighted Average LTV",0.7188260448790964,0.7203684689641412,0.72082913977142371,0.72115228614795435,0.72070318707782355,0.71881820514792916,0.71487770509596493,0.70696173053766054,0.70216358312895577,0.70482638580953016,0.70201175114610048,0.69959748882733797,0.6996673091317358,0.69760756886270714,0.69636189217081246,0]
["Weighted Average Nationwide Indexed LTV",0.71195820772953144,0.71324360048906343,0.69042290458682254,0.68248314182760861,0.67565768220845279,0.66961045357324345,0.64751133316664944,0.64441971942694587,0.64307206869873201,0.64486707703024715,0.63570850158172176,0.6326595578117441,0.63529265025514847,0.63139074167607945,0.62428184177192558,0]
["Weighted Average Halifax Indexed LTV",0.71062287937963875,0.69598956872353723,0.6615489393293924,0.64920744580365175,0.64749754613191035,0.61866407947245738,0.60364818002585441,"n/a","n/a","n/a","n/a","n/a","n/a","n/a","n/a","n/a"]
["% of Fixed Rate Mortgages (reverting to Libor plus a variable margin)",0.67199510484155867,0.6858660448754671,0.69664583566938487,0.70014952551887111,0.70362691579747272,0.66012016369819038,0.35879309812987087,0.22006862220635451,0.2446814517231512,0.29612324750287583,0.32960828277449911,0.31996633692523913,0.34933523859382926,0.38444942986345754,0.39232856226934226,0]
["% of Libor Linked Mortgages (reverting to Libor plus a variable margin)",0.32800489515844139,0.31413395512453296,0.30335416433061518,0.29985047448112889,0.29433298671127139,0.29682689855877425,0.28020337545393342,6.0251190814978053E-2,3.4074329277832355E-2,4.6752869256741283E-2,5.5086915556732723E-2,5.9251088070754236E-2,6.5349479214779349E-2,6.5587160065977659E-2,5.275568566896905E-2,0]
["% of Libor Linked Mortgages plus a Variable Margin ",0,0,0,0,2.0400974912558462E-3,4.3052937743035494E-2,0.36100352641619571,0.71800779874238285,0.71910820704782319,0.65712388324038296,0.61530480166876822,0.62078257500400669,0.58531528219139151,0.54996341007056482,0.55491575206168864,0]
["% of Non Reversionary Libor Linked Mortgages ",0,0,0,0,0,0,0,1.6723882362845624E-3,2.1360119511932207E-3,0,0,0,0,0,0,0]
["Weighted Average Loan Size",153020.34436403503,152075.39263548629,151134.69116541359,150963.83185410331,150849.97263685431,150409.82083728281,149067.49989908244,144595.17943373488,144784.0216640986,141084.94488495577,136933.75536437251,136232.00215596336,135978.40118686872,135066.62082386366,135111.65307210031,0]
["Weighted Average Interest Rate",4.0047565548985614E-2,4.0046131467444505E-2,4.0023680580642908E-2,4.0023160619288144E-2,4.0025356748110641E-2,4.0532527379317181E-2,4.4428300435493985E-2,4.8443054792633153E-2,4.8459240903010722E-2,4.7671873862385146E-2,4.7012353575606687E-2,4.6933699001297589E-2,4.7807391414470608E-2,4.8566831276286859E-2,4.8081471839698152E-2,0]
["Weighted Average Maturity Date (years)",20.05178778908213,19.793956947565039,19.546996418621791,19.32908636371738,19.093259734654243,18.819602286533321,18.553491364404383,18.353203372714244,17.966181978143975,17.691233354398573,17.461624767348336,17.108748112035354,16.895183674672769,16.58420434699638,16.200616028160265,0]
["Weighted Average Seasoning (months)",5.5861947974160886,8.5989738200947041,11.621262491356456,14.607957575515151,17.598900909090077,20.610994328442402,23.510430310053049,26.474637092328084,29.46499962085738,32.556991934393864,35.532458124984821,38.515480684795989,41.459840693422677,44.501171088965933,47.494262940318507,0]
["% of Interest Only Mortgages (optional switching to repayment)",0.92418918371197434,0.9230800706603064,0.92220616142954803,0.92189672948712975,0.91929061443198845,0.91732006237472519,0.92255769071723925,0.91606242496864354,0.92343957760146678,0.92301809049127581,0.91673598300087633,0.90725785652446123,0.91650510615936287,0.91797278686074368,0.92380659968612089,0]
["% of Repayment Mortgages",7.5810816288025662E-2,7.6919929339693605E-2,7.7793838570451912E-2,7.8103270512870221E-2,8.0709385568011507E-2,8.2679937625274758E-2,7.7442309282760829E-2,8.3937575031356473E-2,7.6560422398533293E-2,7.6981909508724092E-2,8.3264016999123669E-2,9.2742143475538746E-2,8.349489384063713E-2,8.2027213139256344E-2,7.6193400313879001E-2,0]
["% of Mortgages in London",0.22923103944650061,0.22644207170429018,0.22524409153202221,0.22536300658289193,0.22250258689127997,0.22029332603013699,0.21251313114803411,0.20662115354112551,0.19796173917541593,0.17763055098480279,0.17787460636857208,0.17653290757205101,0.17969064723458075,0.18193486050285629,0.18643604031181521,0]
["% of Mortgages in the South East",0.36602807275429344,0.36517820271472129,0.36808538420722581,0.36827585080611552,0.37111942897228495,0.36726429745471884,0.36508851082430788,0.33704228265565062,0.34470137762520214,0.33862959528791686,0.33175768477896428,0.3250959979429614,0.31583168559612712,0.32748744582969158,0.33278804988290411,0]
["% of Owner Occupied Mortgages",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Investment Home Loans - Professional Landlords",0.4467623127024164,0.45747415145215642,0.46043138871856049,0.46321770739608231,0.46237080000551822,0.46542209418027486,0.46359388246470667,0.47734782934292824,0.47548146398467495,0.47500774825370484,0.48912524853555872,0.47230408060699897,0.45925687692683737,0.46050548468678848,0.4613704336935075,0]
["% of Investment Home Loans - Emerging Professional Landlords",0.5532376872975836,0.54252584854784358,0.53956861128143951,0.53678229260391763,0.53762919999448178,0.53457790581972509,0.53640611753529333,0.52265217065707181,0.52451853601532517,0.52499225174629516,0.51087475146444139,0.52769591939300109,0.54074312307316263,0.53949451531321146,0.53862956630649261,0]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.4162945676476966,1.4178097633815874,1.4187175267915595,1.4160242537982581,1.4173967964376755,1.4160922610731561,1.4209494859645067,1.4206482565317899,1.4176424927740097,1.4230284389693328,1.4189829761298278,1.4256586420346919,1.4315933708658641,1.4361231204214475,1.4267013646137332,0]
["Number of Properties in Possession",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Appointment of a Receiver of Rent",0,0,0,0,0,0,0,0,0,0,0,1,2,1,1,0]
["MTL Quarterly Losses",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",1,1,1,1,1,1,0.99901482349764659,1,0.99872118919559427,1,0.99710888898646166,1,1,1,1,0]
[">1 to 2 months arrears",0,0,0,0,0,0,9.8517650235335806E-4,0,1.2788108044056905E-3,0,0,0,0,0,0,0]
[">2 to 3 months arrears ",0,0,0,0,0,0,0,0,0,0,2.8911110135383927E-3,0,0,0,0,0]
[">3 months arrears ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Total ",{"$f":"SUM(B123:B126)","v":1},1,1,1,1,1,1,1,1,1,1,1,1,1,1,{"$f":"SUM(Q123:Q126)","v":0}]

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[null,null,null,null,null,null,null,null,null,null,"PARAGON MORTGAGES (NO.21) PLC"]