{"text_format":"1","workbook":"xlsx","n_sheets":2,"sheets":["Summary","Graphs"],"not_rendered":{"charts":22,"images":2,"macros":1,"external_links":0,"defined_names":2,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900"}

{"sheet":"Summary","index":0,"n_rows":128,"n_cols":18,"rows_kept":128,"cut":false,"hidden":false,"merged":[]}
[]
[]
["     Paragon Mortgages (No.22) PLC"]
[]
["Information as at the Principal Determination Date","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"]
["Mortgage Asset Balance",296725.00322999986,293029.69282,288960.67552999983,285441,282055.08169999992,277281.56496999995,267459.00690000004,235169.94470000011,166608.17599999992,127051.99887,106846.91601,91942.97543000002,80224.780230000004,74480.398160000026,65972.427499999976,57440.759160000038,0]
["Discretionary Further Advance Prefunding Reserve",2610,2574,1478,1478,1344,1166,1166,0,0,0,0,0,0,0,0,0,0]
["Total Assets",{"$f":"+B6+B7","v":299335.00322999986},295603.69282,290438.67552999983,286919,283399.08169999992,278447.56496999995,{"$f":"+H6+H7","v":268625.00690000004},235169.94470000011,{"$f":"+J6+J7","v":166608.17599999992},127051.99887,{"$f":"+L6+L7","v":106846.91601},91942.97543000002,{"$f":"+N6+N7","v":80224.780230000004},74480.398160000026,{"$f":"+P6+P7","v":65972.427499999976},57440.759160000038,{"$f":"+R6+R7","v":0}]
["Total Notes ",{"$f":"SUM(B10:B14)","v":299335},{"$f":"SUM(C10:C14)","v":295604},{"$f":"SUM(D10:D14)","v":290439},{"$f":"SUM(E10:E14)+1","v":286919},{"$f":"SUM(F10:F14)","v":283399},{"$f":"SUM(G10:G14)+1","v":278448},{"$f":"SUM(H10:H14)","v":268625},235170,166608,127052,106847,91943,{"$f":"SUM(N10:N14)","v":80225},{"$f":"SUM(O10:O14)-1","v":74480},{"$f":"SUM(P10:P14)","v":65972},{"$f":"SUM(Q10:Q14)","v":57441},{"$f":"SUM(R10:R14)","v":0}]
["Class A1 Notes ",116516,114893,112646,111114,109583,107429,103156,88602,58776,41568,32778,26294,21197,18698,14996,11285,0]
["Class A2 Notes",151319,149211,146293,144304,142316,139518,133969,115068,76332,53984,42569,34149,27528,24283,19476,14656,0]
["Class B Notes",12000,12000,12000,12000,12000,12000,12000,12000,12000,12000,12000,12000,12000,12000,12000,12000,0]
["Class C Notes",12000,12000,12000,12000,12000,12000,12000,12000,12000,12000,12000,12000,12000,12000,12000,12000,0]
["Class E Notes ",7500,7500,7500,7500,7500,7500,7500,7500,7500,7500,7500,7500,7500,7500,7500,7500,0]
["Class B, C and E Notes as a % of the Total Notes",{"$f":"SUM(B12:B14)/B9","v":0.10523326707535036},0.10656148090012314,0.1084565089399151,0.10978708276551918,0.11115070977667529,0.11312704706085158,{"$f":"SUM(H12:H14)/H9","v":0.11726384364820847},0.13394565633371602,{"$f":"SUM(J12:J14)/J9","v":0.18906655142610199},0.24792998142492836,{"$f":"SUM(L12:L14)/L9","v":0.29481407994609116},0.34260356960290617,{"$f":"SUM(N12:N14)/N9","v":0.39264568401371142},0.42293233082706766,{"$f":"SUM(P12:P14)/P9","v":0.47747529254835386},0.54838878153235493,0]
["Lifetime Redemption Rate",1.24E-2,3.3500000000000002E-2,4.19E-2,4.36E-2,4.4699999999999997E-2,4.8899999999999999E-2,6.1800000000000001E-2,0.1139,0.23069999999999999,0.29199999999999998,0.31419999999999998,0.3271,0.33479999999999999,0.3296,0.33339999999999997,0.33960000000000001,1]
["Quarterly Redemption Rate",2.8E-3,1.3299999999999999E-2,1.47E-2,1.24E-2,1.2500000000000001E-2,1.77E-2,3.5499999999999997E-2,0.1207,0.29160000000000003,0.2374,0.159,0.13980000000000001,0.12740000000000001,7.1900000000000006E-2,0.1142,0.1293,1]
["Further Advances released in the quarter",0,36,151,0,134,178,0,0,13,0,0,32,0,25,0,0,0]
["First Loss Fund Balance",7502,7502,7502,7502,7502,7502,7502,7502,7502,7502,7502,7502,7502,7502,7502,7502,0]
["Liquidity Amount of the First Loss Fund (2.50% of the Class A, B and C Notes)",{"$f":"SUM(B10:B13)*2.5%","v":7295.875},7202.6,7073.4750000000004,6985.4500000000007,6897.4750000000004,6773.6750000000002,{"$f":"SUM(H10:H13)*2.5%","v":6528.125},5691.75,{"$f":"SUM(J10:J13)*2.5%","v":3977.7000000000003},2988.8,{"$f":"SUM(L10:L13)*2.5%","v":2483.6750000000002},2111.0750000000003,{"$f":"SUM(N10:N13)*2.5%","v":1818.125},1674.5250000000001,{"$f":"SUM(P10:P13)*2.5%","v":1461.8000000000002},1248.5250000000001,{"$f":"SUM(R10:R13)*2.5%","v":0}]
["Liquidity Excess Amount (First Loss Fund - Liquidity Amount)",{"$f":"B19-B20","v":206.125},299.39999999999964,428.52499999999964,516.54999999999927,604.52499999999964,728.32499999999982,{"$f":"H19-H20","v":973.875},1810.25,{"$f":"J19-J20","v":3524.2999999999997},4513.2,{"$f":"L19-L20","v":5018.3249999999998},5390.9249999999993,{"$f":"N19-N20","v":5683.875},5827.4750000000004,{"$f":"P19-P20","v":6040.2},6253.4750000000004,{"$f":"R19-R20","v":0}]
["First Loss Fund as a % of the Assets ",{"$f":"+B19/B8","v":2.5062220986683915E-2},2.5378573347418037E-2,2.5829893302984394E-2,2.6146752219267457E-2,2.6471504265287115E-2,2.6942235967508887E-2,{"$f":"+H19/H8","v":2.7927407379435599E-2},3.1900334924048639E-2,{"$f":"+J19/J8","v":4.5027802237028292E-2},5.9046690069599533E-2,{"$f":"+L19/L8","v":7.0212602105407265E-2},8.159405288891898E-2,{"$f":"+N19/N8","v":9.3512253676385049E-2},0.1007244883933633,{"$f":"+P19/P8","v":0.1137141724851644},0.13060412344313443,0]
["Opening PDL Balance",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Quarterly Losses ",{"$f":"+B92+B122","v":0},0,0,0,0,0,{"$f":"+H92+H122","v":0},0,{"$f":"+J92+J122","v":0},0,{"$f":"+L92+L122","v":0},0,{"$f":"+N92+N122","v":0},0,{"$f":"+P92+P122","v":0},0,{"$f":"+R92+R122","v":0}]
["Quarterly Loss Rate (annualised)",{"$f":"1-(1-B24/B6)^4","v":0},0,0,0,0,0,{"$f":"1-(1-H24/H6)^4","v":0},0,{"$f":"1-(1-J24/J6)^4","v":0},0,{"$f":"1-(1-L24/L6)^4","v":0},0,{"$f":"1-(1-N24/N6)^4","v":0},0,{"$f":"1-(1-P24/P6)^4","v":0},0,0]
["PDL Replenishment made during the quarter (-ve = recoveries)",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Outstanding PDL at end of the quarter",{"$f":"B23+B24-B26","v":0},0,0,0,0,0,{"$f":"H23+H24-H26","v":0},0,{"$f":"J23+J24-J26","v":0},0,{"$f":"L23+L24-L26","v":0},0,{"$f":"N23+N24-N26","v":0},0,{"$f":"P23+P24-P26","v":0},0,{"$f":"R23+R24-R26","v":0}]
["Spread Trap repayment in the quarter","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A"]
["Spread % (WA Funding Rate less WA Interest Rate)",2.5100000000000001E-2,2.4899999999999999E-2,2.47E-2,2.4799999999999999E-2,2.47E-2,2.5100000000000001E-2,2.75E-2,3.04E-2,3.4700000000000002E-2,3.39E-2,3.27E-2,3.1699999999999999E-2,3.1699999999999999E-2,3.0200000000000001E-2,2.9399999999999999E-2,2.8500000000000001E-2,0]
["Total Income as a % of the Assets",8.8999999999999999E-3,1.2200000000000001E-2,1.2200000000000001E-2,1.23E-2,1.23E-2,1.24E-2,1.21E-2,1.1299999999999999E-2,1.1599999999999999E-2,1.1599999999999999E-2,1.2500000000000001E-2,1.29E-2,1.35E-2,1.3899999999999999E-2,1.46E-2,1.6299999999999999E-2,0]
["Quarterly surplus income to the Issuer (inc Issuer Services Provider Fee)",1217,1924,1930,1909,1869,1866,1820,1673,1598,1151,963,805,709,624,617,655,{"$f":"950+7502","v":8452}]
["Surplus Income as a % of the Assets",{"$f":"+B31/300009","v":4.0565449703175568E-3},{"$f":"+C31/B8","v":6.4275810688322922E-3},6.5290118049209289E-3,6.5728160910953357E-3,6.5140335774208054E-3,6.5843544333545403E-3,6.5362395975561418E-3,6.2280128693409436E-3,6.7950860048826608E-3,6.9084244701172444E-3,7.5795737852605103E-3,7.5341435210414358E-3,7.7113014527117512E-3,7.7781453337862263E-3,8.2840588294728276E-3,9.9283901596617808E-3,0]
["Losses as a % of the Assets",{"$f":"+B24/300009","v":0},{"$f":"+C24/B8","v":0},0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Number of Properties in Possession",{"$f":"+B90+B120","v":0},0,0,0,0,0,0,{"$f":"+I90+I120","v":0},0,{"$f":"+K90+K120","v":0},0,{"$f":"+M90+M120","v":0},0,{"$f":"+O90+O120","v":0},0,{"$f":"+Q90+Q120","v":0},0]
["Appointment of a Receiver of Rent",0,0,0,0,0,0,0,{"$f":"+I91+I121","v":0},0,{"$f":"+K91+K121","v":0},0,{"$f":"+M91+M121","v":1},0,{"$f":"+O91+O121","v":0},0,{"$f":"+Q91+Q121","v":0},0]
["Average Number of months (Possessions) in Arrears at the Sale Date",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Average Number of months (RoR) in Arrears at the Sale Date",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",1,0.99922680190591073,1,1,1,1,1,1,1,1,1,1,0.9952063439887594,0.99322445888492816,0.99417074655923487,0.97021722858441417,0]
[">1 to 2 months arrears",0,7.7319809408931013E-4,0,0,0,0,0,0,0,0,0,0,0,1.6121691474051047E-3,0,0,0]
[">2 to 3 months arrears ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,2.308769973436401E-2,0]
[">3 months arrears ",0,0,0,0,0,0,0,0,0,0,0,0,4.7936560112406545E-3,5.1633719676667175E-3,5.8292534407650854E-3,6.6950716812218354E-3,0]
["Total ",{"$f":"SUM(B39:B42)","v":1},1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,{"$f":"SUM(R39:R42)","v":0}]
["Total Value of Arrears (£000's)",0,1.7559200000000001,0.90727999999999998,1.11317,0.50742986921,1.3717699999999999,0.59765000000000001,0,3.9870102360000007E-2,0.58543004823,2.2151695742899999,8.0179581302800003,12.540570306499998,15.042090301809999,20.808850842759998,45.69011713319999,0]
["Total Value of Arrears as a % of the Notes Issued (£300,009,117)",{"$f":"+B44/300009","v":0},5.8528910799342695E-6,3.0241759413884248E-6,3.7104553530060766E-6,1.6913821559019897E-6,4.5724294937818527E-6,{"$f":"+H44/300009","v":1.9921069034595629E-6},0,{"$f":"+J44/300009","v":1.3289635430937075E-7},1.9513749528514145E-6,{"$f":"+L44/300009","v":7.3836770706545466E-6},2.6725725329173458E-5,{"$f":"+N44/300009","v":4.1800647002256593E-5},5.0138796842128068E-5,{"$f":"+P44/300009","v":6.9360755319873731E-5},1.5229582156935288E-4,{"$f":"+R44/300009","v":0}]
[]
["Underlying Assets ",{"$f":"+B5","v":"2015-05-29"},"2015-08-28","2015-11-30","2016-02-29","2016-05-31","2016-08-31",{"$f":"+H5","v":"2016-11-30"},"2017-02-28",{"$f":"+J5","v":"2017-05-31"},"2017-08-31",{"$f":"+L5","v":"2017-11-30"},"2018-02-28",{"$f":"+N5","v":"2018-05-31"},"2018-08-31",{"$f":"+P5","v":"2018-11-30"},"2019-02-28",{"$f":"+R5","v":"2019-05-31"}]
["Weighted Average LTV",0.72144971129975866,0.72195347555167289,0.72224525362355563,0.7221964143534797,0.72159273989839767,0.72046476397926762,0.71914323581403161,0.71419173050917306,0.70931761366156221,0.7041683087947308,0.7031886623935546,0.70241734446559589,0.70003415874782016,0.70005199991715739,0.69820232650431002,0.70337195096018179,0]
["Weighted Average Nationwide Indexed LTV",0.72071614640430015,0.69774517959809423,0.68941126150679266,0.68272913748948039,0.67695875740003453,0.65486491219975107,0.65018854032612605,0.64794050879083076,0.64209295705237723,0.63243658892140808,0.62939796128460235,0.63125180625825661,0.62682787438807452,0.62021922330316026,0.61628890913344292,0.62483194794939823,0]
["Weighted Average Halifax Indexed LTV",0.71049999335999614,0.67653289736491062,0.66369969452327293,0.66137702400451159,0.63193994021474242,0.61388679309219985,"n/a","n/a","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)",0.83242786792908563,0.84045427174945631,0.84903037442729501,0.85453207679413989,0.85279003498273087,0.82817855234928928,0.74909884708018049,0.49473429131609625,0.22974056429259512,0.29917419968254605,0.33264347954295254,0.33670796790310054,0.34505947776530305,0.36279552039924268,0.38067992601909328,0.43683581078909967,0]
["% of Libor Linked Mortgages (reverting to Libor plus a variable margin)",0.1273277075363772,0.11917737872882368,0.11219877608098279,0.10624104154448383,0.1023407872888539,9.9553950198552218E-2,0.10245344951215397,9.3624660064819912E-2,6.9782876441789987E-2,9.1489044984593856E-2,0.1092275958522539,0.11377228114576371,0.1227923116991754,0.13181661621772403,0.14704767351481798,0.10524173824307093,0]
["% of Libor Linked Mortgages plus a Variable Margin ",0,0,0,0,5.353653126541064E-3,3.2503090679595274E-2,0.10794218113878741,0.36321911798280893,0.6170364807907146,0.5078392561617161,0.46203135788570332,0.4542600529803193,0.43468799390938501,0.41032683934298675,0.402104826899086,0.3889953602068652,0]
["% of Non Reversionary Libor Linked Mortgages ",4.0244424534537075E-2,4.0368349521719991E-2,3.877084949172218E-2,3.9226881661376375E-2,3.9515524601874262E-2,3.9764406772563231E-2,4.0505522268878213E-2,4.8421930636274889E-2,8.3440078474900287E-2,0.1014974991711439,9.6097566719090172E-2,9.5259697970816501E-2,9.7460216626136603E-2,9.5061024040046571E-2,7.0167573567002678E-2,6.892709076096408E-2,0]
["Weighted Average Loan Size",160045.84855987047,159602.22920479302,159294.74946527003,159108.57503344468,159443.23442622946,159908.63031718569,160251.05266626723,160965.05455167699,160663.62198649943,157242.57285891089,157359.22829160531,156100.12806451618,156995.65602739726,159829.18060085844,160908.35975609752,157804.28340659352,0]
["Weighted Average Interest Rate",4.0438101819907007E-2,4.0440104782245398E-2,4.0421579573564931E-2,4.0426356797209725E-2,4.046786835209492E-2,4.0678865801869461E-2,4.1150148688408189E-2,4.4052371292253006E-2,4.8182692875330446E-2,4.723253156176023E-2,4.6806425460796046E-2,4.804020024885762E-2,4.9217457637664871E-2,4.8310717466873473E-2,4.9472846249806392E-2,4.9984059199592965E-2,0]
["Weighted Average Maturity Date (years)",20.452400148188563,20.21915965731824,20.014636244971431,19.744385250387506,19.47116283716591,19.239988376567215,19.003347373554703,18.744817259511112,18.360189551536983,18.053959013574296,17.761439212713316,17.687110493247307,17.29125071217204,17.035967112605174,16.726814844795076,16.398360495905493,0]
["Weighted Average Seasoning (months)",4.0705893837948759,7.0866942349337751,10.078869966970224,13.068470101505635,16.094436802447795,19.114034631741724,22.057556723875702,24.899532233123416,28.058864676805229,31.262094221407956,34.276335400102084,37.267314362185154,40.329051793147784,43.398124154235823,46.344931423408426,49.269253833742638,0]
["% of Interest Only Mortgages (optional switching to repayment)",0.91507770863357984,0.91540849382377631,0.9145559060079208,0.91431505967480409,0.91399500387019628,0.9145177813657952,0.91308115340945739,0.91042675131436568,0.90789103861265474,0.89842282211392022,0.89260320532858406,0.8898021116608974,0.88710260602729474,0.89267027785180153,0.89781581388679388,0.88722903779950668,0]
["% of Repayment Mortgages",8.4922291366420113E-2,8.4591506176223824E-2,8.5444093992079168E-2,8.5684940325195927E-2,8.6004996129803821E-2,8.5482218634204798E-2,8.6918846590542706E-2,8.9573248685634377E-2,9.2108961387345145E-2,0.10157717788607981,0.10739679467141598,0.1101978883391027,0.11289739397270515,0.10732972214819851,0.10218418611320614,0.11277096220049322,0]
["% of Mortgages in London",0.23906254541352423,0.23907853905793128,0.23532387130282809,0.23704633897883376,0.23788081893650917,0.23982609066417665,0.24124786178588034,0.24345496191291147,0.22061121070072809,0.1978506525955612,0.19498929522729613,0.1668944818050033,0.1703640184593373,0.18060765667636169,0.18830581109054995,0.1819044109583457,0]
["% of Mortgages in the South East",0.36172959474804423,0.36024054031563035,0.36050259326440759,0.35842946349876736,0.35613198827894044,0.35353779794414442,0.34913015554160426,0.34266827431030983,0.33816184134925054,0.32535371050947409,0.32859178927273935,0.34075622692734076,0.3281373543751494,0.34092642020322955,0.34415340560266633,0.33605450175599666,0]
["% of Owner Occupied Mortgages",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Investment Home Loans - Professional Landlords",0.49460508363779793,0.49802374849993175,0.50496552979871123,0.50721263425976626,0.50744900690083905,0.50538403155349154,0.5090137859552486,0.53916029882878125,0.58711998809710275,0.62041412713745536,0.65113043930522696,0.64665447199134662,0.64265140262385512,0.64770796560951138,0.65107876195703107,0.65990592593693009,0]
["% of Investment Home Loans - Emerging Professional Landlords",0.50539491636220202,0.50197625150006819,0.49503447020128877,0.4927873657402338,0.49255099309916095,0.49461596844650846,0.49098621404475146,0.46083970117121875,0.41288001190289725,0.37958587286254469,0.34886956069477298,0.35334552800865338,0.35734859737614488,0.35229203439048856,0.34892123804296887,0.34009407406307002,0]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.5245740210357672,1.5280958024781026,1.5277021525647418,1.5299827815618861,1.5289622169937698,1.531366313553493,1.5325542210137195,1.5352993433905509,1.5599182967414562,1.5907723374158389,1.5993620784505256,1.6124614014457128,1.61702887817777,1.5982932237748162,1.6054055848103261,1.6102865487031202,0]
["% of Paragon Originated Assets",0.2203768786525663,0.22214249574354791,0.22301686820118724,0.22366565937973903,0.22489084407799204,0.227654077280001,0.23269884529732779,0.25360867752927607,0.31940584404453259,0.37292158778611428,0.40897302244933575,0.41207380066620941,0.42755091159693154,0.42658735284612759,0.43208368541539588,0.44470236019770576,0]
["% of Mortgage Trust Originated Assets",0.77962312134743361,0.77785750425645206,0.77698313179881318,0.77633434062026141,0.77510915592200791,0.77234592271999913,0.76730115470267213,0.74639132247072404,0.68059415595546779,0.62707841221388594,0.59102697755066458,0.58792619933379042,0.57244908840306852,0.57341264715387197,0.56791631458460423,0.55529763980229374,0]
[]
["Underlying Assets - Paragon Mortgages 2010 Paragon Originated Assets",{"$f":"+B5","v":"2015-05-29"},"2015-08-28","2015-11-30","2016-02-29","2016-05-31","2016-08-31",{"$f":"+H5","v":"2016-11-30"},"2017-02-28",{"$f":"+J5","v":"2017-05-31"},"2017-08-31",{"$f":"+L5","v":"2017-11-30"},"2018-02-28",{"$f":"+N5","v":"2018-05-31"},"2018-08-31",{"$f":"+P5","v":"2018-11-30"},"2019-02-28",{"$f":"+R5","v":"2019-05-31"}]
["Weighted Average LTV",0.70387147508386216,0.70393705462795098,0.70520397018637526,0.70448257938677117,0.70375370918068947,0.7025328350797273,0.6997451839383283,0.69381012340506076,0.68964556511338893,0.68552139603252682,0.68130659019334694,0.68392917154966149,0.68178008209871399,0.68188592843190143,0.67747176672644716,0.68487883186711573,0]
["Weighted Average Nationwide Indexed LTV",0.70415362511389978,0.68281244421843057,0.67745651295394171,0.67373250801082618,0.66899660010900408,0.64815568026983761,0.64265352194556991,0.64139507040319133,0.63528458797766296,0.62335421643146616,0.61659913556494472,0.62232799734121258,0.61706250052636336,0.61012259061370733,0.60503898262931977,0.61570761717237399,0]
["Weighted Average Halifax Indexed LTV",0.69308672157720352,0.66293961818354985,0.65538850557110639,0.65388103188553404,0.63019394229627612,0.61204019185768177,"n/a","n/a","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)",0.74214048862036897,0.74187115364806344,0.74900261528972401,0.7466307727457504,0.74048625970926474,0.71845356949457806,0.61658226056478449,0.34780740194744514,0.25826872951954438,0.28978743411931013,0.31389401705211911,0.34756024428627319,0.35933204395459878,0.3874669396233561,0.42265873962482853,0.47108361006450722,0]
["% of Libor Linked Mortgages (reverting to Libor plus a variable margin)",7.5243146266373601E-2,7.6406076979960144E-2,7.7150223262620957E-2,7.7987446384719425E-2,7.8924869052738808E-2,7.9229672536320614E-2,8.02735232164873E-2,9.3350750742800997E-2,8.1356324453419351E-2,9.1375137206823956E-2,0.10021732755093345,8.3728771011089317E-2,8.4807233851223116E-2,9.063510916739996E-2,0.10102203073004197,6.3421819563251186E-2,0]
["% of Libor Linked Mortgages plus a Variable Margin ",0,0,0,0,4.8790740522547142E-3,2.7646454464475737E-2,0.12907578791551572,0.37882759054975634,0.4537038458855589,0.38684044343735596,0.36702430875427128,0.35611839000262469,0.34843258649779035,0.32121178192961264,0.32758428876834672,0.31690025067400085,0]
["% of Non Reversionary Libor Linked Mortgages ",0.18261636511325752,0.18172276937197632,0.17384716144765505,0.17538178086953021,0.17570979718574176,0.17467030350462548,0.17406842830321242,0.18001425675999758,0.20667110014147749,0.23199698523651002,0.21886434664267609,0.21259259470001279,0.20742813569638766,0.20068616927963123,0.14873494087678274,0.14859431969824058,0]
["Weighted Average Loan Size",188992.28332369946,189227.75375,190097.65454277289,190009.82464285716,190485.30150150147,191285.69339393938,191499.6986769232,193013.39375404536,194217.60978102192,192603.38678861785,193351.79725663728,188493.986716418,189503.74541436462,192559.97509090911,191312.81617449666,187823.83213235298,0]
["Weighted Average Interest Rate",4.8563580384098214E-2,4.854968505003348E-2,4.8569339352280243E-2,4.860776559527176E-2,4.8634645670705356E-2,4.8648276504491869E-2,4.8422346858717456E-2,4.8420945933961998E-2,4.8640900936402186E-2,4.8290028000218907E-2,4.823051736196355E-2,4.9581794497289548E-2,5.0906756582445159E-2,5.0088535706143744E-2,5.1256868703219445E-2,5.1870807363328414E-2,0]
["Weighted Average Maturity Date (years)",20.14490432703111,19.877279768353088,19.737462668663902,19.451275726885807,19.172737552046357,18.936205215286769,18.736188349145205,18.504116380272766,18.326851738228864,17.976806464639363,17.719873349837311,17.643630545137206,17.312646622465881,16.989555328169704,16.755109217372507,16.303995814391858,0]
["Weighted Average Seasoning (months)",4.2241325307295048,7.2418743002551533,10.243492938355963,13.238819156991664,16.267436269463403,19.285483739837428,22.255320307871241,25.201037669058536,28.289829526162855,31.373703600814899,34.342779372993832,37.33119776589885,40.393697493942057,43.447176914035531,46.393037932003793,49.417120876608294,0]
["% of Interest Only Mortgages (optional switching to repayment)",0.9011227482751355,0.902874711504001,0.90273820029778518,0.90477409615173365,0.9050222545683827,0.90723361297009109,0.89763426142314873,0.90165583855711462,0.89406328194914431,0.88362263273230535,0.88002457260594169,0.8719537472936576,0.86827382206185355,0.87720109419799885,0.87076115612319294,0.85750689110715994,0]
["% of Repayment Mortgages",9.8877251724864473E-2,9.7125288495998996E-2,9.7261799702214852E-2,9.5225903848266374E-2,9.4977745431617314E-2,9.2766387029908859E-2,0.10236573857685118,9.8344161442885422E-2,0.10593671805085565,0.11637736726769458,0.1199754273940582,0.12804625270634248,0.13172617793814642,0.12279890580200116,0.12923884387680701,0.14249310889284006,0]
["% of Mortgages in London",0.15714645772284502,0.15787992195719891,0.15652160766023576,0.15565412458149164,0.15712382285061954,0.15792405515516983,0.16021893183755767,0.16217999581663592,0.15515319997815949,0.15980527607312517,0.17305704263418908,0.11419617946068671,0.10492319947709472,0.10667199923272769,0.11851893070249619,0.12424182762934373,0]
["% of Mortgages in the South East",0.31018116913503002,0.30993474180052727,0.30606353284291604,0.30209903456953269,0.30030120174130104,0.30092562315312327,0.29446282927085543,0.2956171227305644,0.2911904486079937,0.28693683417708482,0.27524140509201023,0.30446667035460512,0.29860462601355514,0.31245722810361215,0.31132790111903874,0.29144702596014488,0]
["% of Owner Occupied Mortgages",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Investment Home Loans - Professional Landlords",0.76969816116156464,0.76377735763298404,0.78077754502806052,0.79043435765900094,0.78657935528146039,0.78752782034556001,0.79640913311663242,0.8113176357637103,0.81335130114382559,0.8265550746658803,0.83311587942888876,0.81846642928115598,0.81449301998256218,0.81009484551024846,0.79433027006925316,0.83531898762595058,0]
["% of Investment Home Loans - Emerging Professional Landlords",0.23030183883843533,0.23622264236701587,0.21922245497193948,0.20956564234099906,0.21342064471853966,0.21247217965444004,0.20359086688336758,0.18868236423628965,0.18664869885617438,0.17344492533411968,0.16688412057111127,0.18153357071884402,0.18550698001743779,0.18990515448975157,0.20566972993074675,0.16468101237404945,0]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.6847765925447582,1.690404609537439,1.6832970659939153,1.6854486149470302,1.6858026626465965,1.68803772761838,1.686344440582882,1.689749218725938,1.701571013360677,1.7255772405584291,1.7279110626806702,1.7584851888435769,1.7499593841696535,1.731820458797025,1.7487363567995455,1.7308290213609177,0]
["Number of Properties in Possession",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Appointment of a Receiver of Rent",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["PML Quarterly Losses",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,0.94808280368896702,0]
[">1 to 2 months arrears",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[">2 to 3 months arrears ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,5.1917196311033025E-2,0]
[">3 months arrears ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Total ",{"$f":"SUM(B94:B97)","v":1},{"$f":"SUM(C94:C97)","v":1},1,1,1,1,1,1,1,1,1,1,1,1,1,1,{"$f":"SUM(R94:R97)","v":0}]
[]
["Underlying Assets - Paragon Mortgages 2010 Mortgage Trust Originated Assets",{"$f":"+B70","v":"2015-05-29"},"2015-08-28","2015-11-30","2016-02-29","2016-05-31","2016-08-31",{"$f":"+H70","v":"2016-11-30"},"2017-02-28",{"$f":"+J70","v":"2017-05-31"},"2017-08-31",{"$f":"+L70","v":"2017-11-30"},"2018-02-28",{"$f":"+N70","v":"2018-05-31"},"2018-08-31",{"$f":"+P70","v":"2018-11-30"},"2019-02-28",{"$f":"+R70","v":"2019-05-31"}]
["Weighted Average LTV",0.72641856961527584,0.72709865019672359,0.72713660004634006,0.72729985544924369,0.72676857177315735,0.72575031881601582,0.72502606844738415,0.72111698843752958,0.71854979295025023,0.71525757000855594,0.71833040303331508,0.71537558937707724,0.71366776786659281,0.71356655420013837,0.71397460921482603,0.71818190713257202,0]
["Weighted Average Nationwide Indexed LTV",0.72539789152531053,0.70200970759629866,0.69284262375042016,0.68532110973552329,0.67926890463566025,0.65684250275772715,0.65247367969507397,0.65016451639028217,0.64528815473641066,0.63783784768561291,0.63825436655405787,0.63750644818615843,0.63412143914560792,0.62773056061500931,0.62484810981093841,0.63213904083243655,0]
["Weighted Average Halifax Indexed LTV",0.7154222210076171,0.68041490010469408,0.66608524866889474,0.66353665540592022,0.63244652556809933,0.61443109103924876,"n/a","n/a","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)",0.85794949535258569,0.86860788571266911,0.87774126487403903,0.8856189617290956,0.88537394993384799,0.86052071794056029,0.7892870528138537,0.54465707710482747,0.21635217032297102,0.30475648006381373,0.34561754779268694,0.32910167517424876,0.33439958012779603,0.34444134654205644,0.34874148715702424,0.40940893900413478,0]
["% of Libor Linked Mortgages (reverting to Libor plus a variable margin)",0.14205050464741431,0.13139211428733083,0.12225873512596107,0.11438103827090446,0.10913470215458285,0.10554466568169105,0.10917993911294374,9.3717728913329815E-2,6.4351406162015998E-2,9.1556785586916919E-2,0.11546243250140603,0.13482958973411643,0.15116261569647552,0.16245338393815717,0.18206503231812085,0.13873263610968772,0]
["% of Libor Linked Mortgages plus a Variable Margin ",0,0,0,0,5.4913479115691836E-3,3.3934616377748666E-2,0.10153300807320266,0.35791567464580443,0.69368920790480437,0.57979687498979404,0.52777339930367484,0.52304693152518977,0.49911045315701913,0.47662352224558879,0.45880175200541967,0.44673172188020477,0]
["% of Non Reversionary Libor Linked Mortgages ",0,0,0,0,0,0,0,3.7095193360382915E-3,2.5607215610208626E-2,2.3889859359475383E-2,1.1146620402232193E-2,1.3021803566444922E-2,1.5327351018709348E-2,1.6481747274197656E-2,1.0391728519435253E-2,5.1267030059728106E-3,0]
["Weighted Average Loan Size",153404.29257294416,152771.67930965146,152215.30212881352,151987.29940329213,152244.76065459606,152533.6795940171,152694.64645089285,152368.7552343751,148614.09032765395,141764.35181494668,139402.67070640178,139318.77345360821,139165.4615454546,141887.05073089697,143551.02639846737,139897.88592105269,0]
["Weighted Average Interest Rate",3.8141264342280774E-2,3.8124150522935329E-2,3.8082934377371494E-2,3.8069253552219046E-2,3.809835248384983E-2,3.8329829202334562E-2,3.8944714607366017E-2,4.2568017972195192E-2,4.7967653808047885E-2,4.6603641708072123E-2,4.582099638363317E-2,4.695970646961066E-2,4.7955753639121704E-2,4.6988118845625364E-2,4.811552127649877E-2,4.8473083280785506E-2,0]
["Weighted Average Maturity Date (years)",20.539320311803333,20.316794572921243,20.094193162498204,19.828831514598999,19.557748208725499,19.329530475826243,19.084368490374128,18.826602550719638,18.375835134598624,18.099841395251207,17.790201548811009,17.717585317282726,17.275270529591804,17.070494917950018,16.70528784078795,16.473931133308845,0]
["Weighted Average Seasoning (months)",4.0271871827397483,7.0423775229248182,10.031618362643336,13.01939171887274,16.044242586749355,19.063498871332005,21.997581110186651,24.797086783165277,27.950471852670368,31.195720469466281,34.230358154647597,37.22253888356618,40.280769196729452,43.361631609021487,46.30833089443518,49.150836577402103,0]
["% of Interest Only Mortgages (optional switching to repayment)",0.9190223717936451,0.91898792279423092,0.91794793295025123,0.91706385717846806,0.91659836515004678,0.91666483825584277,0.91776572074865204,0.9134069301001102,0.9143804659015955,0.90722444885823939,0.90130724361830505,0.90231191875712469,0.90116545268348125,0.9041784964764169,0.91839961458760544,0.91103160391330285,0]
["% of Repayment Mortgages",8.0977628206354929E-2,8.1012077205769015E-2,8.2052067049748878E-2,8.2936142821531958E-2,8.3401634849953207E-2,8.3335161744157199E-2,8.2234279251347964E-2,8.6593069899889824E-2,8.5619534098404462E-2,9.2775551141760546E-2,9.8692756381694891E-2,9.7688081242875299E-2,9.8834547316518709E-2,9.5821503523583068E-2,8.1600385412394547E-2,8.8968396086697155E-2,0]
["% of Mortgages in London",0.26221785112777951,0.26226744365161209,0.25794242417159974,0.26049582761927415,0.26131172395962859,0.2639672582066851,0.26582144455594547,0.27107055181511286,0.25133094430609004,0.22047612007191261,0.21016575920073013,0.20383039274125106,0.21924047293943782,0.23561170401707954,0.24140126141894777,0.22808268556911804,0]
["% of Mortgages in the South East",0.37630084183524726,0.37460699634564493,0.37612819473005155,0.37465853114446029,0.37233078120256746,0.36904558500355278,0.36570907454978024,0.35865530412848778,0.3602057234678181,0.34820010777114674,0.36550866226836431,0.36619135044856455,0.35019476557335483,0.36210592741452524,0.36912779811202695,0.37177777581122223,0]
["% of Owner Occupied Mortgages",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["% of Investment Home Loans - Professional Landlords",0.41684423727033965,0.42212916669975659,0.42579942009655802,0.42561509283947541,0.42646188505419896,0.42222028068971218,0.42185561472299909,0.44668673942098924,0.48094863346425548,0.49782274468397386,0.52520194819372557,0.52623254434032773,0.51430629449037024,0.52690109192503787,0.5420897472432773,0.51942882509712407,0]
["% of Investment Home Loans - Emerging Professional Landlords",0.58315576272966041,0.57787083330024336,0.57420057990344198,0.57438490716052459,0.57353811494580109,0.57777971931028771,0.57814438527700096,0.55331326057901076,0.51905136653574457,0.50217725531602619,0.47479805180627455,0.47376745565967232,0.48569370550962965,0.47309890807496224,0.45791025275672281,0.48057117490287593,0]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.4409564693951793,1.444228030501908,1.4458097209591607,1.4467998425507007,1.4450298837021813,1.4452312154844051,1.4445041944139227,1.4399817768524581,1.4474942999456286,1.4576660945330024,1.4582594546578846,1.4532775655767578,1.4597968003191852,1.4455656915448336,1.4456143756467905,1.4550442697802901,0]
["Number of Properties in Possession",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Appointment of a Receiver of Rent",0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0]
["MTL Quarterly Losses",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",1,0.99900599005620139,1,1,1,1,1,1,1,1,1,1,0.99162605704445561,0.98818383035550028,0.98973571758538259,0.98794327365841939,0]
[">1 to 2 months arrears",0,9.9400994379864505E-4,0,0,0,0,0,0,0,0,0,0,0,2.8115339893654088E-3,0,0,0]
[">2 to 3 months arrears ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[">3 months arrears ",0,0,0,0,0,0,0,0,0,0,0,0,8.3739429555443404E-3,9.0046356551343344E-3,1.0264282414617415E-2,1.2056726341580571E-2,0]
["Total ",{"$f":"SUM(B124:B127)","v":1},{"$f":"SUM(C124:C127)","v":1},1,1,1,1,1,1,1,1,1,1,1,1,1,1,{"$f":"SUM(R124:R127)","v":0}]

{"sheet":"Graphs","index":1,"n_rows":2,"n_cols":11,"rows_kept":2,"cut":false,"hidden":false,"merged":[]}
[]
[null,null,null,null,null,null,null,null,null,null,"PARAGON MORTGAGES (NO.22) PLC"]