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[]
["     Paragon Mortgages (No.23) PLC"]
[]
["Information as at the Principal Determination Date","2015-09-30","2015-12-31","2016-03-31","2016-06-30","2016-09-30","2016-12-30","2017-03-31","2017-06-30","2017-09-29","2017-12-29","2018-03-29","2018-06-29","2018-09-28","2018-12-31","2019-03-29","2019-06-28","2019-09-30"]
["Mortgage Asset Balance",297064.93720999989,294037.83905999979,291064,286777.9574500001,283448.36678999983,278826.53499999986,271355.93591000006,189011.93755999993,119760.30783000002,97911.586029999991,85583.567249999993,73221.29482000001,69238.088030000014,63897.444750000002,59829.968190000036,43468.393309999985,0]
["Discretionary Further Advance Prefunding Reserve",1500,1466,1232,1066,873,0,0,0,0,0,0,0,0,0,0,0,0]
["Total Assets",{"$f":"+B6+B7","v":298564.93720999989},295503.83905999979,292296,287843.9574500001,284321.36678999983,278826.53499999986,{"$f":"+H6+H7","v":271355.93591000006},189011.93755999993,{"$f":"+J6+J7","v":119760.30783000002},97911.586029999991,{"$f":"+L6+L7","v":85583.567249999993},73221.29482000001,{"$f":"+N6+N7","v":69238.088030000014},63897.444750000002,{"$f":"+P6+P7","v":59829.968190000036},43468.393309999985,{"$f":"+R6+R7","v":0}]
["Total Notes ",{"$f":"SUM(B10:B14)","v":298565},295504,292296,287844,284321,278827,{"$f":"SUM(H10:H14)","v":271356},{"$f":"SUM(I10:I14)+1","v":189012},{"$f":"SUM(J10:J14)","v":119760},{"$f":"SUM(K10:K14)+1","v":97912},{"$f":"SUM(L10:L14)+1","v":85584},{"$f":"SUM(M10:M14)-1","v":73221},{"$f":"SUM(N10:N14)-1","v":69238},{"$f":"SUM(O10:O14)","v":63897},{"$f":"SUM(P10:P14)","v":59830},{"$f":"SUM(Q10:Q14)","v":43468},{"$f":"SUM(R10:R14)","v":0}]
["Class A1 Notes ",72914,72057,71159,69913,68927,67389,65297,42245,22859,16742,13291,9831,8716,7220,6082,1501,0]
["Class A2 Notes",187546,185342,183032,179826,177289,173333,167954,108661,58796,43064,34187,25286,22418,18572,15643,3862,0]
["Class B Notes",14800,14800,14800,14800,14800,14800,14800,14800,14800,14800,14800,14800,14800,14800,14800,14800,0]
["Class C Notes",15800,15800,15800,15800,15800,15800,15800,15800,15800,15800,15800,15800,15800,15800,15800,15800,0]
["Class E Notes ",7505,7505,7505,7505,7505,7505,7505,7505,7505,7505,7505,7505,7505,7505,7505,7505,0]
["Class B, C and E Notes as a % of the Total Notes",{"$f":"SUM(B12:B14)/B9","v":0.12762714986686316},0.12894918512101358,0.13036442510331991,0.13238073400869915,0.13402105366821304,0.13666180104509248,{"$f":"SUM(H12:H14)/H9","v":0.14042438715193326},0.2016009565530231,{"$f":"SUM(J12:J14)/J9","v":0.31817802271209084},0.3891759947708146,{"$f":"SUM(L12:L14)/L9","v":0.44523509067115347},0.52041081110610343,{"$f":"SUM(N12:N14)/N9","v":0.5503480747566365},0.59635037638699784,{"$f":"SUM(P12:P14)/P9","v":0.63688784890523154},0.87662188276433239,0]
["Lifetime Redemption Rate",2.4500000000000001E-2,3.4099999999999998E-2,3.7499999999999999E-2,4.3299999999999998E-2,4.4400000000000002E-2,4.8399999999999999E-2,5.6500000000000002E-2,0.2084,0.33779999999999999,0.36349999999999999,0.36849999999999999,0.37719999999999998,0.36520000000000002,0.35899999999999999,0.35120000000000001,0.38479999999999998,1]
["Quarterly Redemption Rate",5.7000000000000002E-3,1.09E-2,1.12E-2,1.5299999999999999E-2,1.24E-2,1.7500000000000002E-2,2.6800000000000001E-2,0.30380000000000001,0.3664,0.18240000000000001,0.12590000000000001,0.14449999999999999,5.5100000000000003E-2,7.7100000000000002E-2,6.3700000000000007E-2,0.27350000000000002,1]
["Further Advances released in the quarter",0,34,234,167,193,323,0,84,0,0,0,0,0,0,0,0,0]
["First Loss Fund Balance",7501,7501,7501,7501,7501,7501,7501,7501,7501,7501,7501,7501,7501,7501,7501,7501,0]
["Liquidity Amount of the First Loss Fund (2.50% of the Class A, B and C Notes)",{"$f":"SUM(B10:B13)*2.5%","v":7276.5},7199.9750000000004,7119.7750000000005,7008.4750000000004,6920.4000000000005,6783.05,{"$f":"SUM(H10:H13)*2.5%","v":6596.2750000000005},4537.6500000000005,{"$f":"SUM(J10:J13)*2.5%","v":2806.375},2260.15,{"$f":"SUM(L10:L13)*2.5%","v":1951.95},1642.9250000000002,{"$f":"SUM(N10:N13)*2.5%","v":1543.3500000000001},1409.8000000000002,{"$f":"SUM(P10:P13)*2.5%","v":1308.125},899.07500000000005,{"$f":"SUM(R10:R13)*2.5%","v":0}]
["Liquidity Excess Amount (First Loss Fund - Liquidity Amount)",{"$f":"B19-B20","v":224.5},301.02499999999964,381.22499999999945,492.52499999999964,580.59999999999945,717.94999999999982,{"$f":"H19-H20","v":904.72499999999945},2963.3499999999995,{"$f":"J19-J20","v":4694.625},5240.8500000000004,{"$f":"L19-L20","v":5549.05},5858.0749999999998,{"$f":"N19-N20","v":5957.65},6091.2,{"$f":"P19-P20","v":6192.875},6601.9250000000002,{"$f":"R19-R20","v":0}]
["First Loss Fund as a % of the Assets ",{"$f":"+B19/B8","v":2.5123512727564742E-2},2.5383764975307071E-2,2.566234228316501E-2,2.6059258170472312E-2,2.6382118532583761E-2,2.6902030683700902E-2,{"$f":"+H19/H8","v":2.7642660459389536E-2},3.9685324095568741E-2,{"$f":"+J19/J8","v":6.263343954198651E-2},7.6609932533435857E-2,{"$f":"+L19/L8","v":8.7645330067729801E-2},0.10244287564757926,{"$f":"+N19/N8","v":0.10833632489605878},0.11739123574264682,{"$f":"+P19/P8","v":0.12537195367009596},0.17256216365085619,0]
["Opening PDL Balance",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Quarterly Losses ",{"$f":"+B92+B122","v":0},0,0,0,0,0,{"$f":"+H92+H122","v":0},0,0,{"$f":"+K92+K122","v":0},0,{"$f":"+M92+M122","v":0},0,{"$f":"+O92+O122","v":0},0,{"$f":"+Q92+Q122","v":0},0]
["Quarterly Loss Rate (annualised)",{"$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)",1.9900000000000001E-2,1.9800000000000002E-2,1.9599999999999999E-2,1.9599999999999999E-2,2.0199999999999999E-2,2.1299999999999999E-2,2.2200000000000001E-2,3.1E-2,3.09E-2,2.81E-2,2.64E-2,2.3699999999999999E-2,2.2499999999999999E-2,2.18E-2,2.0071125844281303E-2,2.4312750455704905E-2,0]
["Total Income as a % of the Assets",9.1999999999999998E-3,1.2200000000000001E-2,1.17E-2,1.2E-2,1.24E-2,1.23E-2,1.23E-2,1.0800000000000001E-2,1.0699999999999999E-2,1.1900000000000001E-2,1.26E-2,1.29E-2,1.34E-2,1.34E-2,1.3866065699485109E-2,1.260237339127528E-2,0]
["Quarterly surplus income to the Issuer (inc Issuer Services Provider Fee)",1042,1756,1564,1625,1676,1684,1640,1426,970,688,590,497,444,408,399,283,{"$f":"430+7501","v":7931}]
["Surplus Income as a % of the Assets",{"$f":"+B31/300029","v":3.4729976102310109E-3},{"$f":"+C31/B8","v":5.8814675842692558E-3},5.292655435459306E-3,5.5594329036319345E-3,5.822599212599866E-3,5.9228752978097666E-3,5.8817931370843193E-3,5.2550904966123827E-3,5.1319509895616155E-3,5.7448082128898443E-3,6.0258445800196181E-3,5.8071895805441561E-3,6.0638097303726424E-3,5.8927103796283138E-3,6.244381157354496E-3,4.7300710423459754E-3,0]
["Losses as a % of the Assets",{"$f":"+B24/300029","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,{"$f":"+F90+F120","v":0},0,{"$f":"+H90+H120","v":0},0,{"$f":"+J90+J120","v":0},0,{"$f":"+L90+L120","v":0},0,{"$f":"+N90+N120","v":0},0,{"$f":"+P90+P120","v":0},0,{"$f":"+R90+R120","v":0}]
["Appointment of a Receiver of Rent",0,0,0,0,{"$f":"+F91+F121","v":0},0,{"$f":"+H91+H121","v":0},0,{"$f":"+J91+J121","v":0},1,{"$f":"+L91+L121","v":1},1,0,{"$f":"+O91+O121","v":0},0,{"$f":"+Q91+Q121","v":0},0]
["Average Number of months (Possessions) in Arrears at the Sale Date",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Average Number of months (RoR) in Arrears at the Sale Date",0,0,0,0,0,0,0,0,0,0,0,0,11.22,0,0,0,0]
["Arrears excluding Receiver of Rent and Possession Cases"]
["Performing Loans",1,1,1,1,1,1,1,1,0.99908493538480581,0.9993857487426836,1,0.99790008649011641,0.99916483828994607,0.99909503423452628,0.99903351110238992,0.99646804842992254,0]
[">1 to 2 months arrears",0,0,0,0,0,0,0,0,9.1506461519421755E-4,6.1425125731642003E-4,0,1.3090004968068969E-3,0,0,0,2.2016746585842473E-3,0]
[">2 to 3 months arrears ",0,0,0,0,0,0,0,0,0,0,0,7.9091301307665821E-4,0,0,9.6648889761009188E-4,0,0]
[">3 months arrears ",0,0,0,0,0,0,0,0,0,0,0,0,8.3516171005393932E-4,9.0496576547374372E-4,0,1.3302769114932355E-3,0]
["Total ",{"$f":"SUM(B39:B42)","v":1},1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,{"$f":"SUM(R39:R42)","v":0}]
["Total Value of Arrears (£000's)",0,0,2.9100443999999998E-3,5.8499917199999994E-3,8.8198444800000001E-3,1.181995925E-2,3.0011800000000003E-5,0,1.8525,4.9129597182799998,7.5240401598499993,11.259580350889999,3.3392000079000002,1.6153501232799998,1.0866201129000002,2.2166999943700003,0]
["Total Value of Arrears as a % of the Notes Issued (£300,029,022)",{"$f":"+B44/300029","v":0},0,9.6992104096603981E-9,1.9498087584866795E-8,2.939663992480727E-8,3.939605588126481E-8,{"$f":"+H44/300029","v":1.0002966379916609E-10},0,{"$f":"+J44/300029","v":6.1744031410297003E-6},1.6374949482483359E-5,{"$f":"+L44/300029","v":2.5077709687563532E-5},3.7528306766645889E-5,{"$f":"+N44/300029","v":1.1129590832552853E-5},5.3839799595372445E-6,{"$f":"+P44/300029","v":3.6217169436954434E-6},7.3882857802745748E-6,{"$f":"+R44/300029","v":0}]
[]
["Underlying Assets ",{"$f":"+B5","v":"2015-09-30"},"2015-12-31","2016-03-31","2016-06-30","2016-09-30","2016-12-30",{"$f":"+H5","v":"2017-03-31"},"2017-06-30",{"$f":"+J5","v":"2017-09-29"},"2017-12-29",{"$f":"+L5","v":"2018-03-29"},"2018-06-29",{"$f":"+N5","v":"2018-09-28"},"2018-12-31",{"$f":"+P5","v":"2019-03-29"},"2019-06-28",{"$f":"+R5","v":"2019-09-30"}]
["Weighted Average LTV",0.72636335732643642,0.72650184122713768,0.72625295638600695,0.72644382402985175,0.72573486943651211,0.72605677981363925,0.72564536258106593,0.72206898239334338,0.72025307082210899,0.7167101681632696,0.7164321214421111,0.71787531523227832,0.71632839258795844,0.71467627227889718,0.71451638015916308,0.70982124381290124,0]
["Weighted Average Nationwide Indexed LTV",0.71390909015709569,0.70557215419146457,0.69863519830989174,0.69310123191291928,0.66979615066139098,0.66513240572083876,0.65966443016474674,0.65847271774565763,0.64539452356361982,0.64348941709469853,0.64110436224832423,0.63498790345109934,0.63413623662084129,0.62937690440904259,0.63967058435778301,0.63474979462563086,0]
["Weighted Average Halifax Indexed LTV",0.7071530637101815,0.69363384788087468,0.69108754157742613,0.66141927862366567,"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 Fixed Rate Mortgages (reverting to Libor plus a variable margin)",0.8910472881990783,0.89902272528964766,0.9042637933422798,0.91195115529615833,0.91059480851136776,0.90613847824777516,0.85476800392134844,0.3256736758780624,0.35841289270006038,0.43543883557291002,0.4869250901667691,0.52969294527425015,0.55962313522018847,0.60382742144004109,0.64252615140827152,0.49364522141340678,0]
["% of Libor Linked Mortgages (reverting to Libor plus a variable margin)",8.1864219414115896E-2,7.3614360754376079E-2,6.8454902300292775E-2,6.0365581211095261E-2,5.9772071795185684E-2,5.944221696833845E-2,6.1823487788246166E-2,4.4233243455038408E-2,8.0428805457588622E-3,9.8376289166112671E-3,1.1254705557976143E-2,1.3154886872294182E-2,1.391167603563301E-2,9.2312849489963357E-3,5.5431251266389809E-3,0,0]
["% of Libor Linked Mortgages plus a Variable Margin ",0,0,0,0,2.9632225774025257E-3,7.6859568261679317E-3,5.601653219423762E-2,0.59077467344914925,0.57151059036318463,0.47923696349503403,0.41548879828913649,0.38561304603271973,0.36016399484045653,0.32072950882750295,0.29449248734424233,0.42735769039170879,0]
["% of Non Reversionary Libor Linked Mortgages ",2.7088492386805711E-2,2.7362913955976349E-2,2.7281304357427521E-2,2.7683263492746513E-2,2.6669897116043999E-2,2.673334795771861E-2,2.7391976096167937E-2,3.9318407217749908E-2,6.2033636390996232E-2,7.5486572015444661E-2,8.6331405986118215E-2,7.1539121820735935E-2,6.6301193903721939E-2,6.6211784783459585E-2,5.7438236120847239E-2,7.899708819488456E-2,0]
["Weighted Average Loan Size",158519.17673959438,157999.91351961301,157929.17302224642,157483.77674354755,157646.47763626243,157351.31772009021,156943.86113938698,155950.44353135308,151212.50988636367,150171.14421779139,149621.62106643355,148221.2445748988,147944.63254273508,147569.15646651271,148461.45952853607,145867.09164429526,0]
["Weighted Average Interest Rate",3.8221679178483632E-2,3.8191881348534497E-2,3.8164642196893778E-2,3.8121216239173639E-2,3.8122714624497255E-2,3.7976464905798847E-2,3.8455368053076137E-2,4.7058362379262378E-2,4.7132572616918625E-2,4.6188901235021701E-2,4.6567842964549938E-2,4.7041874434555347E-2,4.6186997179780448E-2,4.6400927052658095E-2,4.6316651192673801E-2,4.9772959920266251E-2,0]
["Weighted Average Maturity Date (years)",20.67123452896443,20.413783204172386,20.162891708795016,19.950177272344369,19.710897566751996,19.430264101785848,19.198491335691759,18.895252725556649,18.471734346966297,18.138843346230761,17.757323401755805,17.413204006296393,17.235572195327411,17.132683061112022,16.915678387950226,16.624351016030992,0]
["Weighted Average Seasoning (months)",4.7379348065534765,7.7718991311614936,10.751536125966306,13.702849407415542,16.732045895626602,19.748209122522059,22.709530798488345,25.865746536499934,28.7892852294774,31.821140925857662,34.79879089688901,37.903331486467181,40.985571590096797,44.081282829764874,47.092494814754389,50.073167434394179,0]
["% of Interest Only Mortgages (optional switching to repayment)",0.91515119230587028,0.91492013762590874,0.91517426206221597,0.91365886949551534,0.91410667083491226,0.91418322574643029,0.91569265826715629,0.90804159359256076,0.905877536687691,0.90307714393379046,0.9112039186471278,0.91464804405107347,0.91658010273915413,0.91606420239519837,0.91495515451652132,0.91547415627265094,0]
["% of Repayment Mortgages",8.4848807694129683E-2,8.5079862374091306E-2,8.4825737937783974E-2,8.634113050448472E-2,8.5893329165087809E-2,8.581677425356965E-2,8.4307341732843752E-2,9.1958406407439214E-2,9.4122463312308988E-2,9.6922856066209664E-2,8.8796081352872092E-2,8.5351955948926472E-2,8.341989726084581E-2,8.393579760480166E-2,8.5044845483478723E-2,8.4525843727348962E-2,0]
["% of Mortgages in London",0.21063974970484536,0.20593410274534071,0.20470200974850011,0.20145913892309159,0.20264757687792923,0.20144932332211499,0.1997210623687071,0.20998390108244333,0.19135381910115118,0.19497144448411705,0.18167730721694125,0.18842744769697042,0.19283423647133316,0.18947518977274905,0.18962001707860174,0.15194727058109431,0]
["% of Mortgages in the South East",0.38862620679595217,0.39120126922347548,0.39177582760253776,0.39219269650321581,0.39131173852264761,0.38917872931283237,0.38909918828906292,0.36536599381760226,0.33237909639063767,0.30573149147873119,0.29058515669665552,0.29419456638884939,0.29047273808724783,0.30676053708704842,0.30999447853793016,0.31538690473857772,0]
["% 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",0.47368661098676162,0.47943728674741681,0.48496458469368914,0.48220670033229585,0.48244095776114498,0.48519446321706799,0.48789637420686732,0.52578856543625818,0.56711793373485675,0.59868287213772131,0.62619356334436971,0.60891878571125224,0.61418727870669099,0.61246499657562592,0.61401679879449056,0.62268189571601162,0]
["% of Investment Home Loans - Emerging Professional Landlords",0.52631338901323843,0.52056271325258319,0.51503541530631081,0.51779329966770404,0.51755904223885496,0.51480553678293206,0.51210362579313273,0.47421143456374176,0.43288206626514319,0.40131712786227863,0.37380643665563029,0.3910812142887477,0.38581272129330912,0.38753500342437408,0.38598320120550944,0.37731810428398832,0]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.5096188070090422,1.5105056521722346,1.5132592944621435,1.5165606308699009,1.5164659204376989,1.5191991910597011,1.5217294450390912,1.5474468852247885,1.5995134169260357,1.6158678922108973,1.6314086065404139,1.6212466213698586,1.6230081594659365,1.6362609774203076,1.6293201051621033,1.6812415865499786,0]
["% of Paragon Originated Assets",0.18893729514878155,0.19050027203665448,0.19099904995606648,0.19156040937901586,0.19176016216127884,0.19222169590136043,0.19414734722248073,0.23937121313111634,0.31815992360413087,0.35924159393376343,0.39316753368912655,0.40743382404446798,0.40897640165526661,0.4178184220739124,0.4182864751076843,0.51227116450327359,0]
["% of Mortgage Trust Originated Assets",0.81106270485121867,0.80949972796334579,0.80900095004393324,0.80843959062098392,0.80823983783872155,0.80777830409863949,0.8058526527775195,0.76062878686888391,0.68184007639586908,0.6407584060662368,0.60683246631087362,0.59256617595553185,0.59102359834473328,0.58218157792608771,0.5817135248923152,0.48772883549672669,0]
[]
["Underlying Assets - Paragon Mortgages 2010 Paragon Originated Assets",{"$f":"+B5","v":"2015-09-30"},"2015-12-31",{"$f":"+D47","v":"2016-03-31"},"2016-06-30","2016-09-30","2016-12-30","2017-03-31","2017-06-30",{"$f":"+J47","v":"2017-09-29"},"2017-12-29",{"$f":"+L47","v":"2018-03-29"},"2018-06-29",{"$f":"+N47","v":"2018-09-28"},"2018-12-31",{"$f":"+P47","v":"2019-03-29"},"2019-06-28",{"$f":"+R47","v":"2019-09-30"}]
["Weighted Average LTV",0.69736468018955045,0.69709467994403895,0.69847469676109142,0.69988750648997111,0.69966736856260703,0.69982153323266594,0.69922508545534834,0.70262556447516389,0.70276041473176964,0.69751715806261716,0.69596502277786021,0.69665592530821108,0.69432635452943314,0.69110044589404629,0.69282147848246523,0.69113200629716964,0]
["Weighted Average Nationwide Indexed LTV",0.68490361796494115,0.67863655212215046,0.67591194633393381,0.67256452498799058,0.65191195078398079,0.64812389324225139,0.64257189631694134,0.64775264395804855,0.63291801443286588,0.62896098395584965,0.6266222618944588,0.61767196689468484,0.61624152073832761,0.60909617412848849,0.62096615224736795,0.61938668636179128,0]
["Weighted Average Halifax Indexed LTV",0.67824494489562159,0.66902421859840311,0.66932053271187786,0.64502586517461957,"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 Fixed Rate Mortgages (reverting to Libor plus a variable margin)",0.82704667764350426,0.82603391151573358,0.82659899524416247,0.82454582980489266,0.81806293600039681,0.79690240637316478,0.72451265744852422,0.50498285587785896,0.37982496364107077,0.41121026580725817,0.42959185246566844,0.46082801696050169,0.48519273901973781,0.51616291048029306,0.55027265191675245,0.50337129034849037,0]
["% of Libor Linked Mortgages (reverting to Libor plus a variable margin)",3.3476254386790749E-2,3.4209247624658705E-2,3.4446782569851925E-2,3.4836749556811798E-2,3.5186388364613956E-2,3.5659307120601662E-2,3.6252320998823327E-2,2.3306884419534313E-2,9.8156820531094067E-3,1.0633057428706875E-2,1.1115034804726304E-2,1.2536732956478622E-2,1.3207953876307412E-2,0,0,0,0]
["% of Libor Linked Mortgages plus a Variable Margin ",0,0,0,0,1.1027520413151028E-2,2.9796662455858866E-2,9.9586449965259005E-2,0.30910829745539042,0.41732227120707815,0.36908762087465857,0.34079132850241139,0.35222770829017647,0.34068350746581771,0.3265954037783228,0.31367418687231569,0.34378906198695786,0]
["% of Non Reversionary Libor Linked Mortgages ",0.13947706796970516,0.13975684085960788,0.13895422218598555,0.14061742063829549,0.13572315522183823,0.13764162405037458,0.13964857158739349,0.16260196224721626,0.19303708309874171,0.20906905588937635,0.21850178422719385,0.17440754179284318,0.1609157996381371,0.15724168574138417,0.13605316121093181,0.15283964766455169,0]
["Weighted Average Loan Size",190259.81599999999,190524.79023809524,191040.70604810998,190087.55339100352,190049.31741258746,188720.10359154933,188153.69682142863,186189.36950617284,186779.0705392157,187095.28845744679,185904.30972375692,177576.38184523809,176979.65062499995,175641.64171052631,175007.45804195799,176727.01952380952,0]
["Weighted Average Interest Rate",4.6545306018458417E-2,4.6543461233349209E-2,4.6543437960496856E-2,4.6510930472974096E-2,4.65259958335386E-2,4.6232248444193554E-2,4.6314564476143009E-2,4.6787915152194867E-2,4.7703398475909181E-2,4.7388280132876194E-2,4.8343796459872204E-2,4.9564145394288356E-2,4.8891836744359332E-2,4.9675116323890392E-2,5.000258512443416E-2,5.0580702635581128E-2,0]
["Weighted Average Maturity Date (years)",19.856974060605477,19.59668156228155,19.331073190012848,19.189843215101998,18.937039256424431,18.632617565790849,18.380212062792324,18.238769308974227,18.10001569776901,17.695931400609439,17.308488921006425,16.721035718108979,16.593822838728126,16.389045832977605,16.165648216130972,15.852376887087026,0]
["Weighted Average Seasoning (months)",5.6207587569864339,8.6480383125233722,11.567833113235475,14.401681935439672,17.45305807148182,20.476446173572096,23.434396316704927,26.319880623020318,29.099424597674641,32.186719433513161,35.208612655656509,38.265598902268337,41.352703396798674,44.454278385158254,47.523557251528366,50.02403195119691,0]
["% of Interest Only Mortgages (optional switching to repayment)",0.95148228163170556,0.95173411140971287,0.9517666727109817,0.95159954094750265,0.95150215332090327,0.95124858487472752,0.95084665140128821,0.94810664223520191,0.94890597966945511,0.94512897207346147,0.95813180019281874,0.95319327467875026,0.95768081189814469,0.95552750233982886,0.95300262108709732,0.94768853955114662,0]
["% of Repayment Mortgages",4.851771836829448E-2,4.8265888590287111E-2,4.8233327289018385E-2,4.8400459052497291E-2,4.8497846679096748E-2,4.8751415125272535E-2,4.9153348598711739E-2,5.1893357764798038E-2,5.1094020330544963E-2,5.4871027926538495E-2,4.1868199807181379E-2,4.6806725321249805E-2,4.2319188101855254E-2,4.4472497660171147E-2,4.6997378912902683E-2,5.2311460448853354E-2,0]
["% of Mortgages in London",0.14810024424883805,0.14833680294300722,0.14249986062864861,0.13701616517144052,0.13855464073011636,0.13141191798157964,0.1336496292458956,0.13646823045483181,0.13438111734691702,0.13571508956283707,0.13209143306883103,0.14898693988059727,0.15696375099847726,0.16648365772348539,0.15735350859073277,0.15645606945543886,0]
["% of Mortgages in the South East",0.33412852700223677,0.33148792734112736,0.3316274583078338,0.32985950570055406,0.31984860536967158,0.31925714090654672,0.31341030192214375,0.32391673794178161,0.29401841788368549,0.29228880905245785,0.26983503732716696,0.29416774431186543,0.29379212527474158,0.31137368937245874,0.3132651805268718,0.30524477844977854,0]
["% 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",0.81536031777670959,0.81576108297223815,0.81948159143570487,0.82306444232435583,0.82262337685400466,0.81711604046471131,0.82256720364568225,0.81756148512825277,0.82172183056600856,0.83758961562692136,0.84244175312236602,0.83473053093955074,0.8318128255430326,0.83567632340561493,0.82555717975096088,0.8232330070766849,0]
["% of Investment Home Loans - Emerging Professional Landlords",0.18463968222329036,0.18423891702776188,0.18051840856429507,0.17693555767564417,0.17737662314599528,0.18288395953528871,0.17743279635431772,0.18243851487174728,0.17827816943399138,0.16241038437307864,0.15755824687763398,0.16526946906044923,0.16818717445696738,0.16432367659438499,0.17444282024903915,0.1767669929233151,0]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.6880552024705255,1.6909676796829149,1.698775698723507,1.7025052242851142,1.7043066870800696,1.70802103105656,1.7120192191441008,1.7356878792403534,1.7754857382648312,1.7739397252729472,1.7843166182114025,1.7749021503404003,1.7800910363636833,1.792402685153021,1.7878749350308387,1.7915985682208051,0]
["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",1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,0]
[">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 ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[">3 months arrears ",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["Total ",{"$f":"SUM(B94:B97)","v":1},1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,{"$f":"SUM(R94:R97)","v":0}]
[]
["Underlying Assets - Paragon Mortgages 2010 Mortgage Trust Originated Assets",{"$f":"+B70","v":"2015-09-30"},"2015-12-31",{"$f":"+D70","v":"2016-03-31"},"2016-06-30","2016-09-30","2016-12-30","2017-03-31","2017-06-30",{"$f":"+J70","v":"2017-09-29"},"2017-12-29",{"$f":"+L70","v":"2018-03-29"},"2018-06-29",{"$f":"+N70","v":"2018-09-28"},"2018-12-31",{"$f":"+P70","v":"2019-03-29"},"2019-06-28",{"$f":"+R70","v":"2019-09-30"}]
["Weighted Average LTV",0.73311860767682613,0.73342225395951688,0.73281119491156499,0.73273636476951365,0.73191955368578843,0.7322998090762437,0.73201057922353974,0.72818786010982983,0.72841548649405519,0.72747074106511433,0.72969278093272028,0.73246524211548558,0.73155335886588468,0.73159610442868173,0.73011629929776811,0.72945091663327288,0]
["Weighted Average Nationwide Indexed LTV",0.72066592341760538,0.71191093275360806,0.70399998748484094,0.69796742108954701,0.67403929348615599,0.66917980968898627,0.66378239154692342,0.66184634376625462,0.65121630689567389,0.65163479205778685,0.65048733365290679,0.64689391249171901,0.6465190188494554,0.64393192134124044,0.65312017877421813,0.65088596863857651,0]
["Weighted Average Halifax Indexed LTV",0.71388721847280667,0.69942525325271665,0.69622656893391999,0.66530371108819431,"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 Fixed Rate Mortgages (reverting to Libor plus a variable margin)",0.90595624921271412,0.91619924604592495,0.92259986903040403,0.93266191727177095,0.932548597531764,0.93213266858787158,0.88614933634245718,0.26924476248026347,0.34842160135384331,0.44902259809392542,0.5240713684507764,0.5770427641196717,0.61112746719117805,0.66674223879232331,0.70886188105423309,0.48342974039855119,0]
["% of Libor Linked Mortgages (reverting to Libor plus a variable margin)",9.3136210069503914E-2,8.2887600153396856E-2,7.6483964020125847E-2,6.6414658346105618E-2,6.5605185211247016E-2,6.5101679770452586E-2,6.7984135371199114E-2,5.0818805341758574E-2,7.2156566678000314E-3,9.3916714327291952E-3,1.1345198418250376E-2,1.3579914192428792E-2,1.4398637566935843E-2,1.5856367324230784E-2,9.5289603721438378E-3,0,0]
["% of Libor Linked Mortgages plus a Variable Margin ",0,0,0,0,1.0499154273427454E-3,2.4244174753958229E-3,4.551959590595963E-2,0.67941557592855217,0.64345787762541706,0.54099226009212531,0.46388538482545993,0.40856797727145661,0.37364409893661099,0.31651968999205676,0.28069970938939282,0.51513146030884605,0]
["% of Non Reversionary Libor Linked Mortgages ",9.0754071778198649E-4,9.1315380067811679E-4,9.1616694947000115E-4,9.2342438212348655E-4,7.9630182964616103E-4,3.4123416627993632E-4,3.469323803839162E-4,5.2085624942574589E-4,9.0486435293971881E-4,5.9347038121998019E-4,6.9804830551322479E-4,8.0934441644276843E-4,8.2979630527496215E-4,8.8170389138905736E-4,9.0944918423024076E-4,1.4387992926027371E-3,0]
["Weighted Average Loan Size",152589.1649715009,151897.60735800886,151720.76057989695,151333.32540469978,151517.36905423275,151364.26450268808,150912.97501725337,148367.30729618162,138873.09088435376,135210.49956896552,132825.79843989774,133093.44377300612,132861.5062662338,132384.03989323846,133861.16034615389,123260.40029069767,0]
["Weighted Average Interest Rate",3.6282687863057349E-2,3.6226496821481102E-2,3.6186471428939583E-2,3.6133266722790755E-2,3.6128981462764456E-2,3.6011890337884996E-2,3.6561917517696323E-2,4.7143472595899821E-2,4.6866214099760599E-2,4.5516468719245654E-2,4.5417200415796263E-2,4.5307623402182189E-2,4.431530279181619E-2,4.4051116191670479E-2,4.3666246404369696E-2,4.89245718995499E-2,0]
["Weighted Average Maturity Date (years)",20.860916744060894,20.60607244119711,20.359277815405466,20.130339037007925,19.894500487730337,19.620074807397568,19.395632524683332,19.101849208020418,18.645185543405159,18.387162200592964,18.048123837836076,17.889121775453152,17.6796497979166,17.666374515866359,17.454994500383368,17.43517058875068,0]
["Weighted Average Seasoning (months)",4.5322807081838983,7.5657165388444581,10.558814536403357,13.537260479425463,16.560981064014257,19.57491533602051,22.534895004997146,25.72282974306372,28.644568130691084,31.616179110991496,34.53326685344696,37.654245385140868,40.731523789537476,43.813592438478011,46.78253539398478,50.124775396368037,0]
["% of Interest Only Mortgages (optional switching to repayment)",0.90668785438393829,0.90625667329317883,0.90653506866060518,0.9046687969659466,0.90523434921712542,0.90536302575506711,0.90722330039168708,0.89543305252323702,0.88579962310383986,0.87950076065780947,0.88079928396971641,0.88814529828097266,0.8881392415207513,0.88774229332443688,0.88759677277435722,0.88163875751255361,0]
["% of Repayment Mortgages",9.3312145616061715E-2,9.3743326706821173E-2,9.3464931339394847E-2,9.5331203034053374E-2,9.4765650782874467E-2,9.4636974244932823E-2,9.2776699608312918E-2,0.1045669474767629,0.11420037689616008,0.12049923934219056,0.11920071603028352,0.11185470171902728,0.11186075847924867,0.11225770667556313,0.11240322722564271,0.11836124248744642,0]
["% of Mortgages in London",0.22520834585669039,0.21948852518909739,0.21938747011349974,0.21672895323783231,0.21785404314413365,0.21811566452338191,0.21563910076414924,0.23311941155229937,0.21793839672448828,0.22819355626773516,0.21380405871254191,0.21554576388497795,0.21765588845850006,0.20597568722254081,0.21282154759471164,0.14721159066682557,0]
["% of Mortgages in the South East",0.40132145729942315,0.40525366168248828,0.40597640597153861,0.40696259605611407,0.40826683199912417,0.40581751031917634,0.40733427934660665,0.37841014733067146,0.35027893972001167,0.31326813963791372,0.30402918566539783,0.29421300858456995,0.28817578914740211,0.3034497830512663,0.30764265010771558,0.32603937895452412,0]
["% 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",0.39409362070595144,0.40028991651367413,0.40598763110865038,0.40144018499396183,0.40173046466778251,0.40620926621305775,0.40726692724240865,0.43396711593132409,0.44831477274541287,0.46473965965692721,0.48608608366941553,0.4536562233077156,0.46359479254766517,0.45227132521735647,0.46190673687079942,0.4120391289119415,0]
["% of Investment Home Loans - Emerging Professional Landlords",0.60590637929404856,0.59971008348632582,0.59401236889134967,0.59855981500603817,0.59826953533221761,0.59379073378694225,0.59273307275759135,0.56603288406867602,0.55168522725458702,0.53526034034307279,0.51391391633058447,0.5463437766922844,0.53640520745233489,0.54772867478264342,0.53809326312920058,0.58796087108805861,0]
["Weighted Average Interest Coverage Ratio (calculated at the origination date)",1.4236191201407413,1.4239584449750444,1.4248514314072971,1.4262259043751668,1.4252072226555299,1.4288141924890436,1.4291353018293145,1.4358436016487808,1.4490090546802394,1.4561445678836835,1.4597103929042339,1.4268503907575103,1.4279746041237629,1.4292053230613244,1.4255516282517715,1.4496591569490656,0]
["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",0,0,0,0,0,0,0,0,0,1,1,1,0,0,0,0,0]
["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",1,1,1,1,1,1,1,1,0.99865794832707522,0.99904076579135448,1,0.99645258194302511,0.99858692324233256,0.99844556097309445,0.99833854834681901,0.99275837040375026,0]
[">1 to 2 months arrears",0,0,0,0,0,0,0,0,1.3420516729247532E-3,9.5923420864552089E-4,0,2.2113158361553274E-3,0,0,0,4.5141367463786613E-3,0]
[">2 to 3 months arrears ",0,0,0,0,0,0,0,0,0,0,0,1.3361022208196649E-3,0,0,1.6614516531810138E-3,0,0]
[">3 months arrears ",0,0,0,0,0,0,0,0,0,0,0,0,1.4130767576674742E-3,1.5544390269055129E-3,0,2.7274928498710088E-3,0]
["Total ",{"$f":"SUM(B124:B127)","v":1},1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,{"$f":"SUM(R124:R127)","v":0}]

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[null,null,null,null,null,null,null,null,null,null,"PARAGON MORTGAGES (NO.23) PLC"]