
Article 1 
For the purposes of this Regulation, the following definitions shall apply:

((1)) ‘reporting entity’ means the entity designated in accordance with the first subparagraph of Article 7(2) of Regulation (EU) 2017/2402;
((2)) ‘data cut-off date’ means the reference date of the information being reported in accordance with this Regulation;
((3)) ‘active underlying exposure’ means an underlying exposure which, at the data cut-off date, may be expected to generate cash inflows or outflows in the future;
((4)) ‘inactive underlying exposure’ means an underlying exposure that has defaulted with no further recoveries expected or that has been redeemed, prepaid, cancelled, repurchased or substituted;
((5)) ‘debt service coverage ratio’ means the annual rental income generated by commercial real estate that is wholly or partially financed by debt, net of taxes and net of any operational expenses to maintain the property’s value, relative to the annual combined interest and principal repayment on a borrower’s total debt over a given period on the loan secured by the property;
((6)) ‘interest coverage ratio’ means the gross annual rental income, before operational expenses and taxes, accruing from a buy-to-let property or the net annual rental income accruing from a commercial real estate property or set of properties relative to the annual interest cost of the loan secured by the property or set of properties.
SECTION 1
Article 2 

1. The information to be made available for a non-ABCP securitisation pursuant to Article 7(1)(a) of Regulation (EU) 2017/2402 is specified in:
(a) Annex II for loans to private households secured by residential real estate, regardless of the purpose of those loans;
(b) Annex III for loans for the purposes of acquiring commercial real estate or secured by commercial real estate;
(c) Annex IV for corporate underlying exposures, including underlying exposures to micro, small- and medium-sized enterprises;
(d) Annex V for automobile underlying exposures, including both loans and leases to legal or natural persons backed by automobiles;
(e) Annex VI for consumer underlying exposures;
(f) Annex VII for credit card underlying exposures;
(g) Annex VIII for leasing underlying exposures;
(h) Annex IX for underlying exposures that do not fall within any of the categories set out in points (a) to (g).
For the purposes of point (a), residential real estate means any immovable property, available for dwelling purposes (including buy-to-let housing or property), acquired, built or renovated by a private household and that is not qualified as commercial real estate.For the purposes of point (b), commercial real estate means any income-producing real estate, either existing or under development, and excludes social housing and property owned by end-users.
2. Where a non-ABCP securitisation includes more than one of the types of underlying exposures listed in paragraph 1, the reporting entity for that securitisation shall make available the information specified in the applicable Annex for each underlying exposure type.
3. The reporting entity for a non-performing exposure securitisation shall make available the information specified in:
(a) the Annexes referred to in points (a) to (h) of paragraph 1, as relevant to the underlying exposure type;
(b) Annex X.
For the purposes of this paragraph, a ‘non-performing exposure securitisation’ shall be considered to be a non-ABCP securitisation the majority of whose active underlying exposures, measured in terms of outstanding principal balance as at the data cut-off date, are one of the following:
(a) non-performing exposures as referred to in paragraphs 213 to 239 of Annex V, Part 2, to Commission Implementing Regulation (EU) No 680/2014;
(b) credit-impaired financial assets as defined in Appendix A to International Financial Reporting Standard 9 in Commission Regulation (EC) No 1126/2008 or financial assets accounted for as credit impaired under national rules applying the Generally Accepted Accounting Principles (GAAP) based on Council Directive 86/635/EEC.
4. The reporting entity for an ABCP transaction shall make available the information specified in Annex XI.
5. For the purposes of this Article, the information to be made available pursuant to paragraphs 1 to 4 shall be on:
(a) active underlying exposures as at the data cut-off date;
(b) inactive underlying exposures that were active underlying exposures at the immediately-preceding data cut-off date.
Article 3 

1. The reporting entity for a non-ABCP securitisation shall make available the information on investor reports specified in Annex XII.
2. The reporting entity for an ABCP securitisation shall make available the information on investor reports specified in Annex XIII.
Article 4 

1. The reporting entity shall make available the information specified in Annexes II to X and XII on the following:
(a) underlying exposures, in relation to each individual underlying exposure;
(b) collaterals, where any of the following conditions is met and in respect of each item of collateral securing each underlying exposure:
((i)) the underlying exposure is secured by a guarantee;
((ii)) the underlying exposure is secured by physical or financial collateral;
((iii)) the lender may unilaterally create security over the underlying exposure without the need for any further approval from the obligor or guarantor;
(c) tenants, for each of the three largest tenants occupying a commercial real estate property, measured as the total annual rent payable by each tenant occupying the property;
(d) historical collections, for each underlying exposure and for each month in the period from the data cut-off date up to 36 months prior to that date;
(e) cashflows, for each inflow or outflow item in the securitisation, as set out in the applicable priority of receipts or payments as at the data cut-off date;
(f) tests/events/triggers, for each test/event/trigger that triggers changes in the priority of payments or the replacement of any counterparties.
For the purposes of points (a) and (d), securitised loan parts shall be treated as individual underlying exposures.For the purposes of point (b), each property acting as security for loans referred to in points (a) and (b) of Article 2(1) shall be treated as a single item of collateral.
2. The reporting entity shall make available the information specified in Annexes XI and XIII on the following:
(a) ABCP transactions, for as many ABCP transactions that exist in the ABCP programme as at the data cut-off date;
(b) each ABCP programme that is funding the ABCP transactions for which information is made available pursuant to point (a), as at the data cut-off date;
(c) tests/events/triggers, for each test/event/trigger in the ABCP securitisation that triggers changes in the priority of payments or the replacement of any counterparties;
(d) underlying exposures, for each ABCP transaction on which information is made available pursuant to point (a) and for each exposure type that is present in that ABCP transaction as at the data cut-off date, in accordance with the list in field IVAL5 in Annex XI.
SECTION 2
Article 5 
Reporting entities shall assign item codes to the information made available to securitisation repositories. For this purpose, reporting entities shall assign the item code specified in Table 3 of Annex I that best corresponds to that information.
Article 6 

1. The reporting entity for a non-ABCP securitisation shall make available the inside information specified in Annex XIV.
2. The reporting entity for an ABCP securitisation shall make available the inside information specified in Annex XV.
Article 7 

1. The reporting entity for a non-ABCP securitisation shall make available the information on significant events specified in Annex XIV.
2. The reporting entity for an ABCP securitisation shall make available the information on significant events specified in Annex XV.
Article 8 

1. The reporting entity shall make available the information specified in Annex XIV on the following:
(a) the tranches/bonds in the securitisation, for each tranche issuance in the securitisation or other instrument to which an International Securities Identification Number has been assigned and for each subordinated loan in the securitisation;
(b) accounts, for each account in the securitisation;
(c) counterparties, for each counterparty in the securitisation;
(d) where the securitisation is a synthetic non-ABCP securitisation:
((i)) synthetic coverage, for as many protection arrangements as exist in the securitisation;
((ii)) issuer collateral, for each individual collateral asset held by the SSPE on behalf of investors that exists for the given protection arrangement;
(e) where the securitisation is a Collateralised Loan Obligation (CLO) non-ABCP securitisation:
((i)) the CLO manager, for each CLO manager in the securitisation;
((ii)) the CLO securitisation.For the purposes of point (d)(ii), each asset for which an International Securities Identification Number exists shall be treated as an individual collateral asset, cash collateral of the same currency shall be aggregated and treated as an individual collateral asset, and cash collateral of different currencies shall be reported as separate collateral assets.
2. The reporting entity shall make available the information specified in Annex XV on the following:
(a) ABCP transactions, for as many ABCP transactions that exist in the ABCP programme as at the data cut-off date;
(b) ABCP programmes, for as many ABCP programmes that, at the data cut-off date, are funding the ABCP transactions on which information is made available pursuant to point (a);
(c) the tranches/bonds in the ABCP programme, for each tranche or commercial paper issuance in the ABCP programme or other instrument to which an International Securities Identification Number has been assigned and for each subordinated loan in the ABCP programme;
(d) accounts, for each account in the ABCP securitisation;
(e) counterparties, for each counterparty in the ABCP securitisation.
SECTION 3
Article 9 

1. The information made available pursuant to this Regulation shall be complete and consistent.
2. Where the reporting entity identifies factual errors in any information that it has made available pursuant to this Regulation, it shall make available, without undue delay, a corrected report of all information about the securitisation required under this Regulation.
3. Where permitted in the corresponding Annex, the reporting entity may report one of the following ‘No Data Option’ (‘ND’) values corresponding to the reason justifying the unavailability of the information to be made available:
(a) value ‘ND1’, where the required information has not been collected because it was not required by the lending or underwriting criteria at the time of origination of the underlying exposure;
(b) value ‘ND2’, where the required information has been collected at the time of origination of the underlying exposure but is not loaded into the reporting system of the reporting entity at the data cut-off date;
(c) value ‘ND3’, where the required information has been collected at the time of origination of the underlying exposure but is loaded into a separate system from the reporting system of the reporting entity at the data cut-off date;
(d) value ‘ND4-YYYY-MM-DD’, where the required information has been collected but it will only be possible to make it available at a date taking place after the data cut-off date. ‘YYYY-MM-DD’ shall respectively refer to the numerical year, month, and day corresponding to the future date at which the required information will be made available;
(e) value ‘ND5’, where the required information is not applicable to the item being reported.For the purposes of this paragraph, the report of any ND values shall not be used to circumvent the requirements in this Regulation.Upon request by competent authorities, the reporting entity shall provide details of the circumstances that justify the use of those ND values.
Article 10 

1. Where a securitisation is not an ABCP securitisation, the information made available pursuant to this Regulation shall not have a data cut-off date later than two calendar months prior to the submission date.
2. Where a securitisation is an ABCP securitisation:
(a) the information specified in Annex XI and in the ‘transaction information section’ in Annexes XIII and XV shall not have a data cut-off date later than two calendar months prior to the submission date;
(b) the information specified in all sections of Annexes XIII and XV other than the ‘transaction information section’ shall not have a data cut-off date later than one calendar month prior to the submission date.
Article 11 

1. Each securitisation shall be assigned a unique identifier composed of the following elements, in sequential order:
(a) the Legal Entity Identifier of the reporting entity;
(b) the letter ‘A’ where the securitisation is an ABCP securitisation or the letter ‘N’ where the securitisation is a non-ABCP securitisation;
(c) the four-digit year corresponding to:
((i)) the year in which the first securities of the securitisation were issued, where the securitisation is a non-ABCP securitisation;
((ii)) the year in which the first securities within the ABCP programme were issued, where the securitisation is an ABCP securitisation;
(d) the number 01 or, where there is more than one securitisation with the same identifier as referred to in points (a), (b) and (c), a two-digit sequential number corresponding to the order in which information about each securitisation is made available. The order of simultaneous securitisations shall be discretionary.
2. Each ABCP transaction in an ABCP programme shall be assigned a unique identifier composed of the following elements, in sequential order:
(a) the Legal Entity Identifier of the reporting entity;
(b) the letter ‘T’;
(c) the four-digit year corresponding to the first closing date of the ABCP transaction;
(d) the number 01 or, where there is more than one ABCP transaction with the same identifier as referred to in points (a), (b) and (c) of this paragraph, a two-digit sequential number corresponding to the order of the first closing date of each ABCP transaction. The order of simultaneous ABCP transactions shall be discretionary.
3. Unique identifiers shall not be amended by the reporting entity.
Article 12 

1. The information relating to the European System of Accounts (ESA) 2010 classification referred to in Regulation (EU) No 549/2013 of the European Parliament and of the Council shall be made available using the codes set out in Table 1 of Annex I.
2. The information relating to the Servicer Watchlist classifications shall be made available using the codes set out in Table 2 of Annex I.
Article 13 
This Regulation shall enter into force on the twentieth day following that of its publication in the Official Journal of the European Union.
This Regulation shall be binding in its entirety and directly applicable in all Member States.Done at Brussels, 16 October 2019.
For the Commission
The President
Jean Claude JUNCKER
ANNEX I

Sectors Sub-sectors ESA Code
Non-financial corporations Public non-financial corporations S.11001
National private non-financial corporations S.11002
Foreign controlled non-financial corporations S.11003
Monetary financial institutions (MFIs) Central bank S.121
Public deposit-taking corporations except the central bank S.12201
National private deposit-taking corporations except the central bank S.12202
Foreign controlled deposit-taking corporations except the central bank S.12203
Public money market funds (MMFs) S.12301
National private money market funds (MMFs) S.12302
Foreign controlled money market funds (MMFs) S.12303
Financial corporations except MFIs and Insurance corporations and pension funds (ICPFs) Public non-MMF investment funds S.12401
National private non-MMF investment funds S.12402
Foreign controlled non-MMF investment funds S.12403
Public other financial intermediaries, except insurance corporations and pension funds S.12501
National private other financial intermediaries, except insurance corporations and pension funds S.12502
Foreign controlled other financial intermediaries, except insurance corporations and pension funds S.12503
Public financial auxiliaries S.12601
National private financial auxiliaries S.12602
Foreign controlled financial auxiliaries S.12603
Public captive financial institutions and money lenders S.12701
National private captive financial institutions and money lenders S.12702
Foreign controlled captive financial institutions and money lenders S.12703
ICPFs Public insurance corporations S.12801
National private insurance corporations S.12802
Foreign controlled insurance corporations S.12803
Public pension funds S.12901
National private pension funds S.12902
Foreign controlled pension funds S.12903
Other General government S.13
Central government (excluding social security funds) S.1311
State government (excluding social security funds) S.1312
Local government (excluding social security funds) S.1313
Social security funds S.1314
Households S.14
Employers and own-account workers S.141+S.142
Employees S.143
Recipients of property and transfer income S.144
Recipients of property income S.1441
Recipients of pensions S.1442
Recipients of other transfers S.1443
Non-profit institutions serving households S.15
Member States of the European Union S.211
Institutions and bodies of the European Union S.212
Non-member countries and international organisations non-resident in the European Union S.22


Servicer Watchlist Code Meaning Inclusion Threshold Release Threshold
1A Delinquent P&I payment 2 payments behind Arrears cleared and loan is current. Remain on Watchlist for 2 quarters/periods
1B Delinquent insurance renewal or forced placed coverage 30 days overdue Receipt of proof of satisfactory insurance
1C Interest Coverage Ratio below dividend trap. Interest Coverage Ratio < required loan covenant (cash trap or default level);Interest Coverage Ratio < 1.00 on a loan by loan basis Interest Coverage Ratio above threshold
1D Debt Service Coverage Ratio absolute level Debt Service Coverage Ratio < 1.00;Debt Service Coverage Ratio < 1.20 for healthcare and lodging;or on a loan by loan basis Debt Service Coverage Ratio above threshold
1E Debt Service Coverage Ratio decreases from ‘Securitisation Date’ Debt Service Coverage Ratio < 80 % of the ‘Securitisation Date’ Debt Service Coverage Ratio Debt Service Coverage Ratio above threshold. Remain on Watchlist for 2 quarters/periods
1F Defaulted, matured, or discovery of previous undisclosed subordinate lien including mezzanine loan. When notice received by servicer Default has been cured or subordinate debt approved by servicer
1G Any unplanned draw on a letter of credit, debt service reserve, or working capital to pay debt service Any occurrence on a loan by loan basis. After funds or Letter of Credit replaced if required by the documents otherwise after two Interest Payment Dates with no further draws
2A Absolute required repairs reserved for at closing, or otherwise disclosed to servicer, but not completed by due date If required repair is not completed with 60 days following the due date (including extensions approved by the Servicer) and it is the lesser of 10 % of the unpaid principal balance or €250,000 Satisfactory verification that repairs have been completed
2B Any required spending plan deficiencies (i.e.: capex, FF&E) Any knowledge of deficiency that adversely affects the performance or value of property; on a loan by loan basis/material (> 5 % of loan outstanding balance) When plan deficiencies are cured
2C Occurrence of any trigger event in the mortgage loan documents. (e.g. required loan pay down, posting of additional reserves, minimum thresholds breached, etc.) Any occurrence Cure of the event that required action under the mortgage documents
2D Verification of financial performance. Unsatisfactory or non-delivery of tenancy schedules or operating statements, etc. Any occurrence for 6 months or greater Cure of the event that required action under the mortgage documents
2E Operating licence or franchise agreement default When notice received by servicer New franchise or licence in place, or default under franchise or licence has been cured — Relationship agreement
2F Borrower/owner/sponsor bankruptcy or similar event (e.g. insolvency arrangement/proceedings, bankruptcy, receivership, liquidation, company voluntary arrangement (CVA)/individual voluntary arrangement (IVA)), becomes the subject of winding up order bankruptcy petition or other. When notice received by servicer Retain on Watchlist until Interest Payment Date following cure.
3A(i) Inspection reveals poor condition Any occurrence on a loan by loan basis/material 5 % > of net rental income (NRI) In Servicer’s discretion that property deficiencies cured or access allowed and inspection completed
3A(ii) Inspection reveals poor accessibility Any occurrence on a loan by loan basis/material 5 % > of net rental income (NRI) In Servicer’s discretion that property deficiencies cured or access allowed and inspection completed
3B Inspection reveals harmful environmental issue Any occurrence In Servicer’s discretion that property deficiencies cured
3C Properties affected by major casualty or compulsory purchase proceeding affecting future cash flows, value/blight/caution. When servicer becomes aware of issue and it affects > 10 % of value or €500,000 In Servicer’s discretion that all necessary repairs have been completed satisfactorily or that condemnation proceedings have been completed and the asset can perform satisfactorily
4A Overall property portfolio occupancy decrease 20 % less than ‘Securitisation Date’ level; on a loan by loan basis When condition no longer exists
4B Any 1 tenant or combination of TOP 3 TENANTS (based on gross rental) with leases > 30 % expiring within the next 12 months. Only applies to office, industrial and retail. When condition no longer exists or Servicer’s discretion.
4C Major tenant lease or leases that are in default, terminated or are dark (Not occupied, but rent being paid) > 30 % Net Rental Income When condition no longer exists, or Servicer’s discretion.
5A Pending loan maturity < 180 days until maturity Loan is paid off.


Item type Article(s) of Regulation (EU) 2017/2402 Item code
Underlying exposures or underlying receivables or credit claims 7(1)(a) 1
Investor report 7(1)(e) 2
Final offering document; prospectus; closing transaction documents, excluding legal opinions 7(1)(b)(i) 3
Asset sale agreement; assignment; novation or transfer agreement; any relevant declaration of trust 7(1)(b)(ii) 4
Derivatives and guarantees agreements; any relevant documents on collateralisation arrangements where the exposures being securitised remain exposures of the originator 7(1)(b)(iii) 5
Servicing; back-up servicing; administration and cash management agreements 7(1)(b)(iv) 6
Trust deed; security deed; agency agreement; account bank agreement; guaranteed investment contract; incorporated terms or master trust framework or master definitions agreement or such legal documentation with equivalent legal value 7(1)(b)(v) 7
Inter-creditor agreements; derivatives documentation; subordinated loan agreements; start-up loan agreements and liquidity facility agreements 7(1)(b)(vi) 8
Any other underlying documentation that is essential for the understanding of the transaction 7(1)(b) 9
Simple, transparent and standardised notification pursuant to Article 27 of Regulation (EU) 2017/2402 7(1)(d) 10
Inside information relating to the securitisation that the originator, sponsor or SSPE is obliged to make public in accordance with Article 17 of Regulation (EU) No 596/2014 of the European Parliament and of the Council 7(1)(f) 11
A significant event, such as:
((i)) a material breach of the obligations provided for in the documents made available in accordance with Article 7(1)(b) of Regulation (EU) 2017/2402, including any remedy, waiver or consent subsequently provided in relation to such a breach;
((ii)) a change in the structural features that can materially impact the performance of the securitisation;
((iii)) a change in the risk characteristics of the securitisation or of the underlying exposures that can materially impact the performance of the securitisation;
((iv)) in the case of STS securitisations, where the securitisation ceases to meet the STS requirements or where competent authorities have taken remedial or administrative actions;
((v)) any material amendment to transaction documents. 7(1)(g) 12


ANNEX II

Field code Field name Content to report ND1-ND4 allowed? ND5 allowed?
Underlying exposures information section
RREL1 Unique Identifier The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Commission Delegated Regulation (EU) 2020/1224. NO NO
RREL2 Original Underlying Exposure Identifier Unique underlying exposure identifier. The identifier must be different from any external identification number to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. NO NO
RREL3 New Underlying Exposure Identifier If the original identifier in field RREL2 cannot be maintained in this field, enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in RREL2. The reporting entity must not amend this unique identifier. NO NO
RREL4 Original Obligor Identifier Original unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. NO NO
RREL5 New Obligor Identifier If the original identifier in field RREL4 cannot be maintained in this field, enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in RREL4. The reporting entitymust not amend this unique identifier. NO NO
RREL6 Data Cut-Off Date The data cut-off date for this data submission. NO NO
RREL7 Pool Addition Date The date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available, enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure. NO YES
RREL8 Date Of Repurchase Date on which the underlying exposure was repurchased from the pool. NO YES
RREL9 Redemption Date Date on which account redeemed or (for defaulted underlying exposures) the date on which the recovery process was completed. NO YES
RREL10 Resident Is the primary obligor a resident of the country in which the collateral and underlying exposure reside? YES NO
RREL11 Geographic Region — Obligor The geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’. YES NO
RREL12 Geographic Region Classification Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed. YES NO
RREL13 Employment Status Employment status of the primary obligor:
 Employed — Private Sector (EMRS)
 Employed — Public Sector (EMBL)
 Employed — Sector Unknown (EMUK)
 Unemployed (UNEM)
 Self-employed (SFEM)
 No Employment, Obligor is Legal Entity (NOEM)
 Student (STNT)
 Pensioner (PNNR)
 Other (OTHR) YES NO
RREL14 Credit Impaired Obligor Confirm that, pursuant to Article 20(11) of Regulation (EU) 2017/2402, at the time that this underlying exposure was selected for transfer to the SSPE, the exposure was neither in default within the meaning of Article 178(1) of Regulation (EU) No 575/2013 nor constituted an exposure to a credit-impaired debtor or guarantor, who, to the best of the originator’s or original lender’s knowledge:
((a)) has been declared insolvent or had a court grant his creditors a final non-appealable right of enforcement or material damages as a result of a missed payment within three years prior to the date of origination or has undergone a debt restructuring process with regard to his non-performing exposures within three years prior to the date of transfer or assignment of the underlying exposures to the SSPE, except if:

((i)) a restructured underlying exposure has not presented new arrears since the date of the restructuring, which must have taken place at least one year prior to the date of transfer or assignment of the underlying exposures to the SSPE; and
((ii)) the information provided by the originator, sponsor and SSPE in accordance with points (a) and (e)(i) of the first subparagraph of Article 7(1) explicitly sets out the proportion of restructured underlying exposures, the time and details of the restructuring as well as their performance since the date of the restructuring;
((b)) was, at the time of origination, where applicable, on a public credit registry of persons with adverse credit history or, where there is no such public credit registry, another credit registry that is available to the originator or original lender; or
((c)) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher than for comparable exposures held by the originator which are not securitised.Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. NO YES
RREL15 Customer Type Customer type at origination:
 New customer and not an employee/affiliated with the originator’s group (CNEO)
 New customer and an employee/affiliated with the originator’s group (CEMO)
 New customer and employee/affiliation not recorded (CNRO)
 Existing customer and not an employee/affiliated with the originator’s group (ENEO)
 Existing customer and an employee/affiliated with the originator’s group (EEMO)
 Existing customer and employee/affiliation not recorded (ENRO)
 Other (OTHR) YES NO
RREL16 Primary Income Primary obligor annual income used to underwrite the underlying exposure at the time of origination. Where the primary obligor is a legal person/entity, enter that obligor’s annual revenue.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES NO
RREL17 Primary Income Type Indicate what income in RREL16 is displayed:
 Gross annual income (GRAN)
 Net annual income (net of tax and social security) (NITS)
 Net annual income (net of tax only) (NITX)
 Net annual income (net of social security only) (NTIN)
 Estimated net annual income (net of tax and social security) (ENIS)
 Estimated net annual income (net of tax only) (EITX)
 Estimated net annual income (net of social security only) (EISS)
 Disposable Income (DSPL)
 Borrower is legal entity (CORP)
 Other (OTHR) YES NO
RREL18 Primary Income Currency Currency in which the primary obligor’s income or revenue is paid. YES NO
RREL19 Primary Income Verification Primary Income Verification:
 Self-certified no Checks (SCRT)
 Self-certified with Affordability Confirmation (SCNF)
 Verified (VRFD)
 Non-Verified Income or Fast Track (NVRF)
 Credit Bureau Information or Scoring (SCRG)
 Other (OTHR) YES NO
RREL20 Secondary Income Secondary obligor annual income used to underwrite the underlying exposure at the time of origination. Where the secondary obligory is a legal person/entity, enter that obligor’s annual revenue. When there are more than two obligors in this underlying exposure, indicate total annual combined income across all obligors in this field.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
RREL21 Secondary Income Verification Income verification for secondary income:
 Self-certified no Checks (SCRT)
 Self-certified with Affordability Confirmation (SCNF)
 Verified (VRFD)
 Non-Verified Income or Fast Track (NVRF)
 Credit Bureau Information or Scoring (SCRG)
 Other (OTHR) YES YES
RREL22 Special Scheme If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here. YES YES
RREL23 Origination Date Date of original underlying exposure advance. YES NO
RREL24 Maturity Date The date of maturity of the underlying exposure or expiry of the lease. NO YES
RREL25 Original Term Original contractual term (number of months) at the origination date. YES YES
RREL26 Origination Channel Origination channel of the underlying exposure:
 Office or Branch Network (BRAN)
 Central or Direct (DRCT)
 Broker (BROK)
 Internet (WEBI)
 Package (TPAC)
 Third Party Channel but Underwriting Performed Entirely by the Originator (TPTC)
 Other (OTHR) YES YES
RREL27 Purpose The reason for the obligor taking out the loan:
 Purchase (PURC)
 Remortgage (RMRT)
 Renovation (RENV)
 Equity Release (EQRE)
 Construction (CNST)
 Debt Consolidation (DCON)
 Remortgage with Equity Release (RMEQ)
 Business Funding (BSFN)
 Combination Mortgage (CMRT)
 Investment Mortgage (IMRT)
 Right to Buy (RGBY)
 Government Sponsored Loan (GSPL)
 Other (OTHR) YES NO
RREL28 Currency Denomination The underlying exposure currency denomination. NO NO
RREL29 Original Principal Balance Original underlying exposure balance (inclusive of fees).This is referring to the balance of the underlying exposure at the underlying exposure origination date, not the date of the underlying exposure’s sale to the SSPE or the closing date of the securitisation.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
RREL30 Current Principal Balance Amount of underlying exposure outstanding as of the data cut-off date. This includes any amounts that are secured by the mortgage and will be classed as principal in the securitisation. For example, if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. It excludes any interest arrears or penalty amounts.Current balance includes the principal arrears. However, savings amount is to be deducted if a subparticipation exists. (i.e. underlying exposure balance = underlying exposure +/- subparticipation; +/- 0 if no subparticipation).Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
RREL31 Prior Principal Balances Total balances ranking prior to this underlying exposure (including those held with other lenders). If there are no prior balances, enter 0.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
RREL32 Pari Passu Underlying Exposures Total value of underlying exposures to this obligor ranking pari passu with this underlying exposure (regardless of whether or not they are included in this pool). If there are no balances ranking pari passu, enter 0.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
RREL33 Total Credit Limit For underlying exposures with flexible re-draw facilities (including revolving characteristics) or where the maximum underlying exposure amount hasn’t been withdrawn in full – the maximum underlying exposure amount that could potentially be outstanding.This field is only to be populated for underlying exposures that have flexible or further drawing characteristics.This is not intended to capture instances where the obligor may renegotiate an increased underlying exposure balance but rather where there is currently the contractual ability for the obligor to do this and for the lender to provide the additional funding.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
RREL34 Purchase Price Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied. NO YES
RREL35 Amortisation Type Type of amortisation of the underlying exposure including principal and interest.French — i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX)German — i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest. (DEXX)Fixed amortisation schedule — i.e. Amortisation in which the principal amount repaid in each instalment is the same. (FIXE)Bullet — i.e. Amortisation in which the full principal amount is repaid in the last instalment. (BLLT)Other (OTHR) YES NO
RREL36 Principal Grace Period End Date If applicable as at the data cut-off date, indicate the principal grace period end date. NO YES
RREL37 Scheduled Principal Payment Frequency Frequency of principal payments due, i.e. period between payments:
 Monthly (MNTH)
 Quarterly (QUTR)
 Semi Annual (SEMI)
 Annual (YEAR)
 Other (OTHR) NO YES
RREL38 Scheduled Interest Payment Frequency Frequency of interest payments due, i.e. period between payments:
 Monthly (MNTH)
 Quarterly (QUTR)
 Semi Annual (SEMI)
 Annual (YEAR)
 Other (OTHR) NO YES
RREL39 Payment Due This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
RREL40 Debt To Income Ratio Debt defined as the amount of underlying exposure outstanding as of data cut-off date, this includes any amounts that are secured by the mortgage and will be classed as principal in the securitisation. For example if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. Excluding any interest arrears or penalty amounts.Income defined as combined income, sum of primary and secondary income fields (field numbers RREL16 and RREL20) and any other income. YES YES
RREL41 Balloon Amount Total amount of (securitised) principal repayment to be paid at the maturity date of the underlying exposure.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
RREL42 Interest Rate Type Interest rate type:
 Floating rate underlying exposure (for life) (FLIF)
 Floating rate underlying exposure linked to one index that will revert to another index in the future (FINX)
 Fixed rate underlying exposure (for life) (FXRL)
 Fixed with future periodic resets (FXPR)
 Fixed rate underlying exposure with compulsory future switch to floating (FLCF)
 Floating rate underlying exposure with floor (FLFL)
 Floating rate underlying exposure with cap (CAPP)
 Floating rate underlying exposure with both floor and cap (FLCA)
 Discount (DISC)
 Switch Optionality (SWIC)
 Obligor Swapped (OBLS)
 Modular (MODE)
 Other (OTHR) NO YES
RREL43 Current Interest Rate Gross rate per annum used to calculate the current period scheduled interest on the securitised underlying exposure. Rates calculated on a period-by-period basis must be annualised. NO YES
RREL44 Current Interest Rate Index The base reference interest index currently applicable (the reference rate off which the interest rate is set):
 MuniAAA (MAAA)
 FutureSWAP (FUSW)
 LIBID (LIBI)
 LIBOR (LIBO)
 SWAP (SWAP)
 Treasury (TREA)
 Euribor (EURI)
 Pfandbriefe (PFAN)
 EONIA (EONA)
 EONIASwaps (EONS)
 EURODOLLAR (EUUS)
 EuroSwiss (EUCH)
 TIBOR (TIBO)
 ISDAFIX (ISDA)
 GCFRepo (GCFR)
 STIBOR (STBO)
 BBSW (BBSW)
 JIBAR (JIBA)
 BUBOR (BUBO)
 CDOR (CDOR)
 CIBOR (CIBO)
 MOSPRIM (MOSP)
 NIBOR (NIBO)
 PRIBOR (PRBO)
 TELBOR (TLBO)
 WIBOR (WIBO)
 Bank of England Base Rate (BOER)
 European Central Bank Base Rate (ECBR)
 Lender’s Own Rate (LDOR)
 Other (OTHR) NO YES
RREL45 Current Interest Rate Index Tenor Tenor of the current interest rate index:
 Overnight (OVNG)
 IntraDay (INDA)
 1 day (DAIL)
 1 week (WEEK)
 2 week (TOWK)
 1 month (MNTH)
 2 month (TOMN)
 3 month (QUTR)
 4 month (FOMN)
 6 month (SEMI)
 12 month (YEAR)
 On Demand (ONDE)
 Other (OTHR) NO YES
RREL46 Current Interest Rate Margin Current interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate. NO YES
RREL47 Interest Rate Reset Interval Number of months between each interest rate reset date on the underlying exposure. NO YES
RREL48 Interest Rate Cap Maximum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement. NO YES
RREL49 Interest Rate Floor Minimum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement. NO YES
RREL50 Revision Margin 1 The margin for the underlying exposure at the 1st revision date. This refers only to contractual changes in the margin (e.g. from +50bps to +100bps) or the underlying index (e.g. from 3M EUIBOR to 1M EURIBOR) used for the interest calculation. This field does not refer to the date on which the index is reset periodically (e.g. resetting 1M EURIBOR each month).The full revised margin must be entered in this field, not the change in the margin. YES YES
RREL51 Interest Revision Date 1 Date interest rate next changes (e.g. discount margin changes, fixed period ends, underlying exposure re-fixed etc. this is not the next LIBOR/EURIBOR/index reset date). YES YES
RREL52 Revision Margin 2 The margin for the underlying exposure at the 2nd revision date. This refers only to contractual changes in the margin (e.g. from +50bps to +100bps) or the underlying index (e.g. from 3M EUIBOR to 1M EURIBOR) used for the interest calculation. This field does not refer to the date on which the index is reset periodically (e.g. resetting 1M EURIBOR each month).The full revised margin must be entered in this field, not the change in the margin. YES YES
RREL53 Interest Revision Date 2 Date of 2nd interest rate change (e.g. discount margin changes, fixed period ends, underlying exposure re-fixed etc. this is not the next LIBOR/EURIBOR/index reset date). YES YES
RREL54 Revision Margin 3 The margin for the underlying exposure at the 3rd revision date. This refers only to contractual changes in the margin (e.g. from +50bps to +100bps) or the underlying index (e.g. from 3M EUIBOR to 1M EURIBOR) used for the interest calculation. This field does not refer to the date on which the index is reset periodically (e.g. resetting 1M EURIBOR each month).The full revised margin must be entered in this field, not the change in the margin. YES YES
RREL55 Interest Revision Date 3 Date of 3rd interest rate change (e.g. discount margin changes, fixed period ends, underlying exposure re-fixed etc. this is not the next LIBOR/EURIBOR/index reset date). YES YES
RREL56 Revised Interest Rate Index Next interest rate index.MuniAAA (MAAA)FutureSWAP (FUSW)LIBID (LIBI)LIBOR (LIBO)SWAP (SWAP)Treasury (TREA)Euribor (EURI)Pfandbriefe (PFAN)EONIA (EONA)EONIASwaps (EONS)EURODOLLAR (EUUS)EuroSwiss (EUCH)TIBOR (TIBO)ISDAFIX (ISDA)GCFRepo (GCFR)STIBOR (STBO)BBSW (BBSW)JIBAR (JIBA)BUBOR (BUBO)CDOR (CDOR)CIBOR (CIBO)MOSPRIM (MOSP)NIBOR (NIBO)PRIBOR (PRBO)TELBOR (TLBO)WIBOR (WIBO)Bank of England Base Rate (BOER)European Central Bank Base Rate (ECBR)Lender’s Own Rate (LDOR)Other (OTHR) YES YES
RREL57 Revised Interest Rate Index Tenor Tenor of the next interest rate index:
 Overnight (OVNG)
 IntraDay (INDA)
 1 day (DAIL)
 1 week (WEEK)
 2 week (TOWK)
 1 month (MNTH)
 2 month (TOMN)
 3 month (QUTR)
 4 month (FOMN)
 6 month (SEMI)
 12 month (YEAR)
 On Demand (ONDE)
 Other (OTHR) YES YES
RREL58 Number Of Payments Before Securitisation Enter the number of payments made prior to the exposure being transferred to the securitisation. YES NO
RREL59 Percentage Of Prepayments Allowed Per Year Percentage amount of pre-payments allowed under the product per year. This is for underlying exposures that allow a certain threshold of pre-payments (i.e. 10 %) before charges are incurred. YES YES
RREL60 Prepayment Lock-Out End Date The date after which the lender allows prepayment of the underlying exposure. YES YES
RREL61 Prepayment Fee Amount collected from the obligor as the fee/penalty due for making prepayments as required under the terms of the underlying exposure agreement. This is not intended to include any amounts paid as a ‘break cost’ to make up interest payments up to the underlying exposure Payment Date. This includes amounts collected that have not been securitised.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
RREL62 Prepayment Fee End Date The date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid. YES YES
RREL63 Prepayment Date The latest date on which an unscheduled principal payment was received. YES YES
RREL64 Cumulative Prepayments Total prepayments collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination dateInclude the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
RREL65 Date Of Restructuring Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.In the event of multiple dates, all dates must be provided in accordance with the XML schema. YES YES
RREL66 Date Last In Arrears Date the underlying exposure was last in arrears. YES YES
RREL67 Arrears Balance Current balance of arrears, which is defined as:
 Total payments due to date
 PLUS any amounts capitalised
 PLUS any fees applied to the account
 LESS total payments received to date.If no arrears then enter 0.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
RREL68 Number Of Days In Arrears Number of days this underlying exposure is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date. NO NO
RREL69 Account Status Current status of the underlying exposure that has been securitised:
 Performing (PERF)
 Restructured — No Arrears (RNAR)
 Restructured — Arrears (RARR)
 Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT)
 Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT)
 Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR)
 Defaulted only under another definition of default being met (DADB)
 Arrears (ARRE)
 Repurchased by Seller – Breach of Representations and Warranties (REBR)
 Repurchased by Seller – Defaulted (REDF)
 Repurchased by Seller – Restructured (RERE)
 Repurchased by Seller – Special Servicing (RESS)
 Repurchased by Seller – Other Reason (REOT)
 Redeemed (RDMD)
 Other (OTHR)Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance. NO NO
RREL70 Reason for Default or Foreclosure If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason:
 In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX)
 In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX)
 In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD) YES YES
RREL71 Default Amount Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
RREL72 Default Date The date of default. NO YES
RREL73 Allocated Losses The allocated losses to date, net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect most recent situation as at the data cut-off date, i.e. as recoveries are collected and the work out process progresses.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
RREL74 Cumulative Recoveries Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
RREL75 Litigation Flag to indicate litigation proceedings underway (if account has recovered and is no longer being actively litigated this is to be re-set to N). NO YES
RREL76 Recourse Is there recourse (full or limited) to the obligor’s assets beyond the proceeds of any collateral for this underlying exposure? YES YES
RREL77 Deposit Amount The sum of all obligor amounts held by the originator or seller that are potentially off-settable against the underlying exposure balance, excluding the benefit of any national deposit compensation scheme. To prevent double-counting, this is to be capped at the lower of (1) the deposit amount, and (2) the maximum potential off-settable amount at the obligor-level (i.e. not underlying exposure-level) within the pool.Use the same currency denomination as that used for this underlying exposure.If an obligor has more than one underlying exposure outstanding in the pool, then this field is to be completed for each underlying exposure and it is up to the discretion of the reporting entity to decide to allocate the deposit amount across each of the underlying exposure, subject to the above-mentioned cap and so long as the total entries for this field across the multiple underlying exposures adds up to the accurate amount. For example, if Obligor A has deposit balance of €100, and two underlying exposures outstanding in the pool of: underlying exposure 1 €60 and underlying exposure 2 €75. This field could be completed as either underlying exposure 1 - €60 and underlying exposure 2 - €40, or underlying exposure 1 - €25 and underlying exposure 2 €75 (i.e. the relative entries for this field in each underlying exposure is capped at €60 for underlying exposure 1 and at €75 for underlying exposure 2 and the sum of the values across underlying exposure 1 and underlying exposure 2 must equal €100).Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
RREL78 Insurance Or Investment Provider Name of the insurance or investment provider (i.e. for life insurance or investment underlying exposures). YES YES
RREL79 Original Lender Name Give the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. YES YES
RREL80 Original Lender Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender.Where no Legal Entity Identifier is available, enter ND5. YES YES
RREL81 Original Lender Establishment Country Country where the original lender is established. YES YES
RREL82 Originator Name Give the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. NO NO
RREL83 Originator Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator. NO NO
RREL84 Originator Establishment Country Country where the underlying exposure originator is established. NO NO
Collateral-level information section
RREC1 Unique Identifier Report the same unique identifier here as the one entered into field RREL1. NO NO
RREC2 Underlying Exposure Identifier Unique identifier for each underlying exposure. This must match field RREL3. NO NO
RREC3 Original Collateral Identifier The original unique identifier assigned to the collateral. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. NO NO
RREC4 New Collateral Identifier If the original identifier in field RREC2 cannot be maintained in this field enter the new identifier here. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. If there has been no change in the identifier, enter the same identifier as in RREC2. The reporting entity must not amend this unique identifier. NO NO
RREC5 Collateral Type The primary (in terms of value) type of asset securing the debt. Where there is a guarantee backed by physical or financial collateral, look through the guarantee to any collateral that may be supporting that guarantee.
 Automobile (CARX)
 Industrial Vehicle (INDV)
 Commercial Truck (CMTR)
 Rail Vehicle (RALV)
 Nautical Commercial Vehicle (NACM)
 Nautical Leisure Vehicle (NALV)
 Aeroplane (AERO)
 Machine Tool (MCHT)
 Industrial Equipment (INDE)
 Office Equipment (OFEQ)
 IT Equipment (ITEQ)
 Medical Equipment (MDEQ)
 Energy Related Equipment (ENEQ)
 Commercial Building (CBLD)
 Residential Building (RBLD)
 Industrial Building (IBLD)
 Other Vehicle (OTHV)
 Other Equipment (OTHE)
 Other Real Estate (OTRE)
 Other goods or inventory (OTGI)
 Securities (SECU)
 Guarantee (GUAR)
 Other Financial Asset (OTFA)
 Mixed Categories Due to Security Over All Assets of the Obligor (MIXD)
 Other (OTHR) NO NO
RREC6 Geographic Region — Collateral The geographic region (NUTS3 classification) where the physical collateral is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’. YES YES
RREC7 Occupancy Type Type of property occupancy:
 Owner Occupied i.e. owned by a private household with the purpose of providing shelter to its owner (FOWN)
 Partially Owner Occupied (A property which is partly rented) (POWN)
 Non-Owner Occupied or Buy-To-Let (TLET)
 Holiday or Second Home (HOLD)
 Other (OTHR)If the collateral being reported is not property collateral, enter ND5. YES YES
RREC8 Lien Highest lien position held by the originator in relation to the collateral.If the collateral being reported is not property collateral, enter ND5. YES YES
RREC9 Property Type Property type:
 Residential (House, detached or semi-detached) (RHOS)
 Residential (Flat or Apartment) (RFLT)
 Residential (Bungalow) (RBGL)
 Residential (Terraced House) (RTHS)
 Multifamily House (properties with more than four units securing one underlying exposure) (MULF)
 Partial Commercial use (property is used as a residence as well as for commercial use where less than 50 % of its value derived from commercial use, e.g. doctor’s surgery and house) (PCMM)
 Commercial or Business Use (BIZZ)
 Land Only (LAND)
 Other (OTHR)If the collateral being reported is not property collateral, enter ND5. NO YES
RREC10 Energy Performance Certificate Value The energy performance certificate value of the collateral at the time of origination:
 A (EPCA)
 B (EPCB)
 C (EPCC)
 D (EPCD)
 E (EPCE)
 F (EPCF)
 G (EPCG)
 Other (OTHR) YES YES
RREC11 Energy Performance Certificate Provider Name Enter the full legal name of the energy performance certificate provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. YES YES
RREC12 Current Loan-To-Value Current loan to Value ratio (LTV). For non-first lien loans this is the combined or total LTV. Where the current loan balance is negative, enter 0.If the collateral being reported is not property collateral, enter ND5. YES YES
RREC13 Current Valuation Amount The most recent valuation of the collateral as assessed by an independent external or internal appraiser. If such assessment is not available, the current value of the collateral can be estimated using a real estate value index sufficiently granular with respect to geographical location and type of collateral; if such real estate value index is also not available, a real estate price index sufficiently granular with respect to geographical location and type of collateral can be used after application of a suitably chosen mark-down to account for the depreciation of the collateral.If the collateral being reported is not property collateral, enter the most recent valuation of the collateral as assessed by an independent external or internal appraiser or, if not available, by the originator.If the collateral being reported is a guarantee, enter the amount of underlying exposure guaranteed by this collateral item to the benefit of the originator.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
RREC14 Current Valuation Method The method of calculating the most recent value of the collateral, as provided in RREC13:
 Full, internal and external inspection (FIEI)
 Full, only external inspection (FOEI)
 Drive-by (DRVB)
 Automated Value Model (AUVM)
 Indexed (IDXD)
 Desktop (DKTP)
 Managing Agent or Estate Agent (MAEA)
 Tax Authority (TXAT)
 Other (OTHR) YES NO
RREC15 Current Valuation Date The date of the most recent valuation, as provided in RREC13. YES YES
RREC16 Original Loan-To-Value Originator’s original underwritten loan To Value ratio (LTV). For non-first lien loans, this is the combined or total LTV.If the collateral being reported is not property collateral, enter ND5. YES YES
RREC17 Original Valuation Amount The original valuation of the collateral used when the underlying exposure was originated (i.e. before securitisation).Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES NO
RREC18 Original Valuation Method The method of calculating the value of the collateral at the time of underlying exposure origination, as provided in RREC17:
 Full, internal and external inspection (FIEI)
 Full, only external inspection (FOEI)
 Drive-by (DRVB)
 Automated Valuation Model (AUVM)
 Indexed (IDXD)
 Desktop (DKTP)
 Managing Agent/Estate Agent (MAEA)
 Tax Authority (TXAT)
 Other (OTHR) YES NO
RREC19 Original Valuation Date The date of original valuation of the collateral, as provided in RREC17. YES NO
RREC20 Date Of Sale The date of sale of the foreclosed collateral. YES YES
RREC21 Sale Price Price achieved on sale of collateral in case of foreclosure.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
RREC22 Collateral Currency This is the currency in which the valuation amount provided in RREC13 is denominated. NO YES
RREC23 Guarantor Type Guarantor Type:
 No Guarantor (NGUA)
 Individual — Family Relation (FAML)
 Individual — Other (IOTH)
 Government (GOVE)
 Bank (BANK)
 Insurance Product (INSU)
 Nationale Hypotheek Garantie Guarantee Scheme (NHGX)
 Fonds de Garantie de l’Accession Sociale (FGAS)
 Caution (CATN)
 Other (OTHR) YES NO

ANNEX III

Field code Field name Content to report ND1-ND4 allowed? ND5 allowed?
Underlying exposures information section
CREL1 Unique Identifier The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224 NO NO
CREL2 Original Obligor Identifier Original unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. NO NO
CREL3 New Obligor Identifier If the original identifier in field CREL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CREL2. The reporting entity must not amend this unique identifier. NO NO
CREL4 Original Underlying Exposure Identifier Unique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. NO NO
CREL5 New Underlying Exposure Identifier If the original identifier in field CREL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CREL4. The reporting entity must not amend this unique identifier. NO NO
CREL6 Data Cut-Off Date The data cut-off date for this data submission. NO NO
CREL7 Pool Addition Date The date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure. NO YES
CREL8 Date Of Restructuring Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.In the event of multiple dates, all dates must be provided in accordance with the XML schema. YES YES
CREL9 Date Of Repurchase Date on which the underlying exposure was repurchased from the pool. NO YES
CREL10 Date Of Substitution If underlying exposure was substituted for another underlying exposure after the Securitisation Date, the date of such substitution. NO YES
CREL11 Redemption Date Date on which account redeemed or (for defaulted underlying exposures) the date on which the recovery process was completed. NO YES
CREL12 Geographic Region — Obligor The geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’. YES NO
CREL13 Geographic Region Classification Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed. YES NO
CREL14 Special Scheme If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here. YES YES
CREL15 Origination Date Date of original underlying exposure advance. YES NO
CREL16 Start Date Of Amortisation The date on which amortisation will commence on the securitised underlying exposure (this can be a date prior to the securitisation date). YES YES
CREL17 Maturity Date At Securitisation Date The maturity date of the underlying exposure as defined in the underlying exposure agreement. This would not take into account any extended maturity date on which may be allowed under the underlying exposure agreement. NO YES
CREL18 Maturity Date The date of maturity of the underlying exposure or expiry of the lease. NO YES
CREL19 Original Term Original contractual term (number of months) at the origination date. YES YES
CREL20 Duration Of Extension Option Duration in months of any maturity extension option available to the underlying exposure. In the event of multiple maturity extensions available, enter the duration of the option that has the shortest extension period for the underlying exposure. NO YES
CREL21 Nature Of Extension Option Reference thresholds involved for the possibility of triggering/exercising the extension option referred to in field CREL20:
 Minimum Interest Coverage Ratio (MICR)
 Minimum Debt Service Coverage Ratio (MDSC)
 Maximum Loan-To-Value (MLTV)
 Multiple Conditions (MLTC)
 Other (OTHR) NO YES
CREL22 Currency Denomination The underlying exposure currency denomination. NO NO
CREL23 Current Principal Balance Outstanding principal balance of the securitised underlying exposure. This includes any amounts that are secured by the mortgage and will be classed as principal in the securitisation. For example if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. It excludes any interest arrears or penalty amounts.Current balance includes the principal arrears. However, savings amount are to be deducted if a subparticipation exists. (i.e. underlying exposure balance = underlying exposure +/- subparticipation; +/- 0 if no subparticipation).Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREL24 Original Principal Balance Original underlying exposure balance (inclusive of fees).This is referring to the balance of the underlying exposure at the underlying exposure origination date, not the date of the underlying exposure’s sale to the SSPE or the closing date of the securitisation.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
CREL25 Original Principal Balance At Securitisation Date Original Principal Balance of the securitised underlying exposure at the Securitisation Date as identified in the Offering Circular.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES NO
CREL26 Committed Undrawn Facility Underlying Exposure Balance The total whole underlying exposure remaining facility/Undrawn balance at the end of the period. The total whole underlying exposure remaining facility at the end of the Interest Payment date on which the obligor can still draw upon.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
CREL27 Total Other Amounts Outstanding Cumulative outstanding amounts on loan (e.g. insurance premium, ground rents, cap ex) that have been expended by SSPE/Servicer. The cumulative amount of any property protection advances or other sums that have been advanced by the Servicer or SSPE and not yet reimbursed by the obligor.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREL28 Purchase Price Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied. NO YES
CREL29 Latest Utilisation Date Date of the most recent utilisation/drawdown of the underlying exposure facility agreement. NO YES
CREL30 Purpose Underlying exposure purpose — In the event of multiple purposes, report the option that best describes the arrangement:
 Acquisition for investment (ACQI)
 Acquisition for Liquidation (ACQL)
 Refinancing (RFIN)
 Construction (CNST)
 Redevelopment (RDVL)
 Other (OTHR) YES NO
CREL31 Structure Underlying Exposure Structure:
 Whole loan — not split into subordinated debt items/notes (LOAN)
 Participated mortgage underlying exposure with pari passu debt outside the issuance vehicle (PMLP)
 Participated mortgage underlying exposure with subordinate debt outside the issuance vehicle (PMLS)
 A Loan; as part of an A/B participation structure (AABP)
 B Loan; as part of an A/B participation structure (BABP)
 A Loan; as part of an A/B/C participation structure (AABC)
 B Loan; as part of an A/B/C participation structure (BABC)
 C Loan; as part of an A/B/C participation structure (CABC)
 Structural mezzanine financing (MZZD)
 Subordinate debt with separate loan documentation outside the issuance vehicle (SOBD)
 Other (OTHR) YES NO
CREL32 Waterfall A-B Pre Enforcement Scheduled Interest Payments Waterfall pre-enforcement schedule for interest payments:
 Sequential (SQNL)
 B loan first (BLLF)
 Pro-Rata (PRAT)
 Modified Pro-Rata (MPRT)
 Other (OTHR) NO YES
CREL33 Waterfall A-B Pre Enforcement Scheduled Principal Payments Waterfall pre-enforcement schedule for principal payments:
 Sequential (SQNL)
 B loan first (BLLF)
 Pro-Rata (PRAT)
 Modified Pro-Rata (MPRT)
 Other (OTHR) NO YES
CREL34 Principal Payment Allocation To Senior Loan Insert % of all periodical scheduled principal payments that go to the senior loan (e.g. A loan), if there are multiple loans in the lending arrangement (for example, if field CREL31 is completed with values PMLS, AABP, BABP, AABC, BABC, or CABC). NO YES
CREL35 Waterfall Type Type of waterfall governing the overall lending arrangement:
 Interest A, principal A, interest B, principal B (IPIP)
 Interest A, interest B, principal A, principal B (IIPP)
 Other (OTHR) NO YES
CREL36 Defaulted Underlying Exposure Purchase Price If the subordinated loan holder (e.g. B loan holder) can purchase the senior loan in an event of default, enter the purchase price as per the applicable co-lender/intercreditor agreement. NO YES
CREL37 Cure Payments Possible? Can the subordinated loan holder (e.g. B loan holder) make cure payments in lieu of the mortgage obligor? Select from the list below:
 No possibility to make cure payment (NCPP)
 Cure payment can be made up to a fixed number limit over the lifetime of the underlying exposure (FNLP)
 Cure payment can be made without limit over the lifetime of the underlying exposure (NLCP)
 Other (OTHR) YES NO
CREL38 Restrictions On Sale Of Subordinated Loan? Are there any restrictions on the ability of the subordinated loan holder (e.g. B loan holder) to sell off the loan to a third party? NO YES
CREL39 Subordinated Loan Holder Affiliated To Obligor? Is there a non-disenfranchised subordinated loan holder (e.g. B loan holder) affiliated (i.e. part of the same financial group) to the commercial mortgage obligor? NO YES
CREL40 Subordinated Loan Holder Control Of Workout Process Can the subordinated loan holder (e.g. B loan holder) exercise control over the decision to and process to enforce and sell the loan collateral? NO YES
CREL41 Do Non-Payments On Prior Ranking Claims Constitute A Default Of The Underlying Exposure? Do Non-payments on Prior Ranking Claims Constitute a Default of the underlying exposure? NO YES
CREL42 Do Non-Payments On Equal Ranking Underlying Exposures Constitute Default Of Property? Do Non-payments on Equal Ranking underlying exposures Constitute Default of Property? NO YES
CREL43 Noteholder Consent Is Noteholder consent needed in any restructuring? Restructuring includes changes in the securitised underlying exposure’s payment terms (including interest rate, fees, penalties, maturity, repayment schedule, and/or other generally-accepted measures of payment terms) YES NO
CREL44 Noteholder Meeting Scheduled What date is the next noteholder meeting scheduled for? NO YES
CREL45 Syndicated Is the underlying exposure syndicated? YES NO
CREL46 Participation Of SSPE Method used by the SSPE to acquire ownership in the syndicated underlying exposure:
 Assignment (ASGN)
 Novation (NOVA)
 Equitable Assignment (EQTB)
 Funded Participation (pari passu interest) (PARI)
 Junior Participation Interest (JUNP)
 Legal Assignment (LGAS)
 Notified Assignment (NOTA)
 Sub Participation (SUBP)
 Risk Participation (RSKP)
 Sale Event (SALE)
 Other (OTHR) NO YES
CREL47 Consequence For Breach Of Financial Covenant The consequence for the financial covenant breach:
 Event of Default (EDFT)
 Additional Amortisation (AAMR)
 Cash Trap Reserve (CTRS)
 Terminate Property Manager (TPRM)
 Other (OTHR) NO YES
CREL48 Financial Information Non-Submission Penalties Are there are monetary penalties for obligor’s failure to submit required financial information (Op. Statement, Schedule, etc.) as per underlying exposure documents? YES NO
CREL49 Recourse Is there recourse (full or limited) to the obligor’s assets beyond the proceeds of any collateral for this underlying exposure? YES YES
CREL50 Recourse - 3rd Party Is there recourse (full or limited) to another party (e.g. guarantor) in the event the obligor defaults on an obligation under the underlying exposure agreement? YES YES
CREL51 Servicing Standard Does the servicer of this securitised underlying exposure also service the whole underlying exposure or only one/several components of the whole underlying exposure (e.g. A or B component; or one of the pari-passu components)? NO NO
CREL52 Amounts Held In Escrow Total balance of the legally charged reserve accounts as at the data cut-off date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREL53 Collection Of Escrows Enter Y if any payments are held in reserve accounts to cover ground lease payments, insurance or taxes only (not maintenance, improvements, capex etc.) as required under the underlying exposure agreement. YES NO
CREL54 Collection Of Other Reserves Are any amounts other than ground rents taxes or insurance held in reserve accounts as required under the terms of the underlying exposure agreement for tenant improvements, leasing commissions and similar items in respect of the related property or for purpose of providing additional collateral for such underlying exposure? NO NO
CREL55 Trigger For Escrow To Be Held Type of trigger event leading to amounts to be paid into escrow:
 No Trigger (NONE)
 Loan to Value Trigger (LVTX)
 Interest Coverage Trigger (ICVR)
 Debt Service Coverage Trigger (DSCT)
 Net Operating Income Trigger (NOIT)
 Other (OTHR) YES NO
CREL56 Target Escrow Amounts/Reserves Target escrow amounts/reserves.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREL57 Escrow Account Release Conditions Release conditions of the escrow account. If multiple conditions, each condition must be provided in accordande with the XML schema. NO YES
CREL58 Conditions Of Drawing Cash Reserve When the Cash Reserve can be used:
 Financial Covenant Breach (FICB)
 Trigger Event (TREV)
 Other (OTHR) NO YES
CREL59 Escrow Account Currency Escrow account currency denomination. NO YES
CREL60 Escrow Payments Currency Currency of the Escrow payments. Fields CREL52 and CREL56. NO YES
CREL61 Total Reserve Balance Total balance of the reserve accounts at the underlying exposure level at the underlying exposure Payment Date. Includes Maintenance, Repairs & Environmental, etc. (excludes Tax & Insurance reserves Includes LC’s for reserves. to be completed if field CREL54 (‘Collection of Other Reserves’) is equal to ‘Y’ = Yes.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREL62 Reserve Balance Currency Reserve account currency denomination. NO YES
CREL63 Escrow Trigger Event Occurred Enter Y if an event has occurred which has caused reserve amounts to be established. Enter N if payments are built up as a normal condition of the underlying exposure agreement. NO NO
CREL64 Amounts Added To Escrows In Current Period Amount that has been added to any escrows or reserves between the previous data cut-off date and the data cut-off date of this data submission.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREL65 Revenue Total revenues from all sources for the period covered by the most recent financial operating statement (i.e. year to date or trailing 12 months) for all the properties. May be normalised if required by the applicable servicing agreement.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES NO
CREL66 Operating Expenses At Securitisation Date Total underwritten operating expenses for all the properties as described in the Offering Circular. These may include real estate taxes, insurance, management, utilities, maintenance and repairs and direct property costs to the landlord; capital expenditures and leasing commissions are excluded. If multiple properties exist, total the operating expenses of the underlying properties.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREL67 Capital Expenditures At Securitisation Date Anticipated capex over the life of the securitised underlying exposure at Securitisation Date (as opposed to repairs and maintenance) if identified in the Offering Circular.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREL68 Financial Statement Currency The currency used in the initial financial reporting of fields CREL65 — CREL66. YES NO
CREL69 Obligor Reporting Breach Is obligor in breach of its obligation to deliver reports to underlying exposure servicer or lender? Y = Yes or N = No. YES NO
CREL70 Debt Service Coverage Ratio Method Define the calculation of the Debt Service Coverage Ratio financial covenant requirement, the inferred method of calculation. If the calculation method differs between the whole loan and the A-loan, then enter the A-loan method.Current Period (CRRP)Projection - 6 month forward calculation (PRSF)Projection - 12 month forward calculation (PRTF)Combo 6 — Current period and a 6 month forward calculation (CMSF)Combo 12 — Current period and a 6 month forward calculation (CMTF)Historical - 6 month forward calculation (HISF)Historical - 12 month forward calculation (HITF)Modified — Includes a reserve injection or a percentage rental income probability calculation (MODI)Multiple Period — Consecutive period calculation (MLTP)Other (OTHR) YES NO
CREL71 Debt Service Coverage Ratio Indicator At Securitisation Date How the Debt Service Coverage Ratio is calculated or applied when an underlying exposure relates to multiple properties:
 Partial — Not all properties received financials, servicer to leave empty (PRTL)
 Average — Not all properties received financials, servicer allocates debt service only to properties where financials are received (AVER)
 Full — All statements collected for all properties (FULL)
 Worst Case — Not all properties received financials, servicer allocates 100 % of debt service to all properties where financials are received (WCAS)
 None Collected — No financials were received (NCOT)
 Consolidated — All properties reported on one ‘rolled up’ financial from the obligor (COND)
 Whole loan based on loan agreements (WLAG)
 Whole loan based on other method (WLOT)
 Trust Note based on loan agreement (TNAG)
 Trust Note based on other method (TNOT)
 Other (OTHR) NO YES
CREL72 Most Recent Debt Service Coverage Ratio Indicator How the Debt Service Coverage Ratio is calculated or applied when an underlying exposure relates to multiple properties:
 Partial — Not all properties received financials, servicer to leave empty (PRTL)
 Average — Not all properties received financials, servicer allocates debt service only to properties where financials are received (AVER)
 Full — All statements collected for all properties (FULL)
 Worst Case — Not all properties received financials, servicer allocates 100 % of debt service to all properties where financials are received (WCAS)
 None Collected — No financials were received (NCOT)
 Consolidated — All properties reported on one ‘rolled up’ financial from the obligor (COND)
 Whole loan based on loan agreements (WLAG)
 Whole loan based on other method (WLOT)
 Trust Note based on loan agreement (TNAG)
 Trust Note based on other method (TNOT)
 Other (OTHR) NO YES
CREL73 Debt Service Coverage Ratio At The Securitisation Date The Debt Service Coverage Ratio calculation for the securitised underlying exposure, at the Securitisation Date, based on the underlying exposure documentation. YES NO
CREL74 Current Debt Service Coverage Ratio Current Debt Service Coverage Ratio calculation for the securitised underlying exposure, based on the underlying exposure documentation. YES NO
CREL75 Original Loan-To-Value The Loan to Value ratio (LTV) for the entire lending arrangement (i.e. not just reflecting the securitised loan amount), as at the Securitisation Date. YES NO
CREL76 Current Loan-To-Value Current Loan to Value ratio (LTV) for the entire lending arrangement (i.e. not just reflecting the securitised loan amount). YES NO
CREL77 Interest Coverage Ratio At The Securitisation Date The Interest Coverage Ratio calculation for the securitised underlying exposure, at the Securitisation Date. YES NO
CREL78 Current Interest Coverage Ratio Current Interest Coverage Ratio calculation for the securitised underlying exposure. YES NO
CREL79 Interest Coverage Ratio Method Define the calculation of the Interest Coverage Ratio financial covenant requirement at the level of the securitised underlying exposure (or the whole underlying exposure level if not specified for any specific underlying exposure arrangements within the overall lending arrangement), the inferred method of calculation:
 Current Period (CRRP)
 Projection - 6 month forward calculation (PRSF)
 Projection - 12 month forward calculation (PRTF)
 Combo 6 — Current period and a 6 month forward calculation (CMSF)
 Combo 12 — Current period and a 6 month forward calculation (CMTF)
 Historical - 6 month forward calculation (HISF)
 Historical - 12 month forward calculation (HITF)
 Modified — Includes a reserve injection or a percentage rental income probability calculation (MODI)
 Multiple Period — Consecutive period calculation (MLTP)
 Other (OTHR) NO YES
CREL80 Number Of Properties At Securitisation Date The number of properties that serve as security for the underlying exposure at the Securitisation Date. NO YES
CREL81 Number Of Properties At Data Cut-Off Date The number of properties that serve as security for the underlying exposure. YES NO
CREL82 Properties Collateralised To The Underlying Exposure Enter the unique collateral identifiers (CREC4) of the properties that serve as security for the underlying exposure at the data cut-off date. If multiple properties enter all of the identifiers as set out in the XML schema. NO NO
CREL83 Property Portfolio Value At Securitisation Date The valuation of the properties securing the underlying exposure at the Securitisation Date as described in the Offering Circular. If multiple properties then sum the value of the properties.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREL84 Property Portfolio Valuation Currency At Securitisation Date The currency of the valuation in CREL83. NO YES
CREL85 Status Of Properties Status of properties. Where multiple situations from the list below exist, choose the situation which best represents the overall set of properties.Lasting Power of Attorney (LPOA)Receivership (RCVR)In Foreclosure (FCLS)Real Estate Owned (REOW)Defeased (DFSD)Partial Release (PRLS)Released (RLSD)Same as at Securitisation Date (SCDT)In special servicing (SSRV)Other (OTHR) NO YES
CREL86 Valuation Date At Securitisation Date The date the valuation was prepared for the values disclosed in the Offering Circular. For multiple properties, if several dates, take the most recent date. NO YES
CREL87 Amortisation Type Type of amortisation of the underlying exposure including principal and interest.French — i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX)German — i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest. (DEXX)Fixed amortisation schedule — i.e. Amortisation in which the principal amount repaid in each instalment is the same. (FIXE)Bullet — i.e. Amortisation in which the full principal amount is repaid in the last instalment. (BLLT)Other (OTHR) YES NO
CREL88 Principal Grace Period End Date If applicable as at the data cut-off date, indicate the principal grace period end date. NO YES
CREL89 Grace Days Allowed The number of days after a payment is due in which the lender will not consider the missed payment to be an Event of Default. This refers to missed payments due to non-technical reasons (i.e. missed payments not due to systems failures for example). NO YES
CREL90 Scheduled Principal Payment Frequency Frequency of principal payments due, i.e. period between payments:
 Monthly (MNTH)
 Quarterly (QUTR)
 Semi Annual (SEMI)
 Annual (YEAR)
 Other (OTHR) NO YES
CREL91 Scheduled Interest Payment Frequency Frequency of interest payments due, i.e. period between payments:
 Monthly (MNTH)
 Quarterly (QUTR)
 Semi Annual (SEMI)
 Annual (YEAR)
 Other (OTHR) NO YES
CREL92 Number Of Payments Before Securitisation Enter the number of payments made prior to the exposure being transferred to the securitisation. YES NO
CREL93 Prepayment Terms Description Must reflect the information in offering circular. For instance, if the prepayment terms are the payment of a 1 % fee in year one, 0,5 % in year two and 0,25 % in year three of the loan this may be shown in the offering circular as: 1 %(12), 0,5 %(24), 0,25 %(36). YES YES
CREL94 Prepayment Lock-Out End Date The date after which the lender allows prepayment of the underlying exposure. YES YES
CREL95 Yield Maintenance End Date Date after which underlying exposure can be prepaid without yield maintenance. NO YES
CREL96 Prepayment Fee Amount collected from the obligor as the fee/penalty due for making prepayments as required under the terms of the underlying exposure agreement. This is not intended to include any amounts paid as a ‘break cost’ to make up interest payments up to the underlying exposure Payment Date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREL97 Prepayment Fee End Date The date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid. YES YES
CREL98 Unscheduled Principal Collections Unscheduled payments of principal received in the most recent collection period. Other principal payments received during the interest period that will be used to pay down the underlying exposure. This may relate to sales proceeds, voluntary prepayments, or liquidation amounts.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREL99 Liquidation/Prepayment Date The most recent date on which an unscheduled principal payment was received or liquidation proceeds are received. NO YES
CREL100 Liquidation/Prepayment Code Code assigned to any unscheduled principal payments or liquidation proceeds received during the collection period:
 Partial Liquidation (Curtailment) (PTLQ)
 Payoff Prior to Maturity (PTPY)
 Liquidation or Disposition (LQDP)
 Repurchase or Substitution (RPSB)
 Full Payoff at Maturity (FLPY)
 Discounted Payoff (DPOX)
 Payoff with Penalty (PYPN)
 Payoff with Yield Maintenance (YLMT)
 Curtailment with Penalty (CTPL)
 Curtailment with Yield Maintenance (CTYL)
 Other (OTHR) NO YES
CREL101 Prepayment Interest Excess/Shortfall Shortfall or excess of actual interest payment from the scheduled interest payment that is not related to an underlying exposure default. Results from a prepayment received on a date other than a scheduled payment due date: Shortfall – The difference by which the amount of interest paid is less than the scheduled interest that was due on the underlying exposure Payment Date, (this would only apply if there is a shortfall after the obligor has paid any break costs). Excess – Interest collected in excess of the accrued interest due for the underlying exposure interest accrual period. A negative number represents a shortfall and excess is represented as a positive number.Refers to the entire lending arrangement (i.e. not just reflecting the securitised underlying exposure amount)Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREL102 Payment Date The most recent date principal and interest is paid to the SSPE as at the data cut-off date, this would normally be the interest payment date of the underlying exposure. NO YES
CREL103 Next Payment Adjustment Date For adjustable rate underlying exposures, the next date on which the amount of scheduled principal and/or interest is due to change. For fixed rate underlying exposures, enter the next payment date. NO YES
CREL104 Next Payment Date Date of next underlying exposure payment. NO YES
CREL105 Payment Due This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREL106 Original Interest Rate Underlying exposure all-in interest rate at the date of origination of the securitised underlying exposure. YES NO
CREL107 Interest Rate At The Securitisation Date The total interest rate (e.g. EURIBOR + Margin) that is being used to calculate interest due on the securitised underlying exposure for the first Interest Payment Date after the Securitisation Date. YES NO
CREL108 First Payment Adjustment Date For adjustable rate underlying exposures, the first date on which the amount of scheduled principal and/or interest is due to change. For fixed rate underlying exposures, enter the first date on which the amount of scheduled principal or interest is due (not the first date after securitisation on which it could change). YES YES
CREL109 Interest Rate Type Interest rate type:
 Floating rate underlying exposure (for life) (FLIF)
 Floating rate underlying exposure linked to one index that will revert to another index in the future (FINX)
 Fixed rate underlying exposure (for life) (FXRL)
 Fixed with future periodic resets (FXPR)
 Fixed rate underlying exposure with compulsory future switch to floating (FLCF)
 Floating rate underlying exposure with floor (FLFL)
 Floating rate underlying exposure with cap (CAPP)
 Floating rate underlying exposure with both floor and cap (FLCA)
 Discount (DISC)
 Switch Optionality (SWIC)
 Obligor Swapped (OBLS)
 Modular (MODE)
 Other (OTHR) NO YES
CREL110 Current Interest Rate Gross rate per annum used to calculate the current period scheduled interest on the securitised underlying exposure. Rates calculated on a period-by-period basis must be annualised. NO YES
CREL111 Current Interest Rate Index The base reference interest index currently applicable (the reference rate off which the interest rate is set):
 MuniAAA (MAAA)
 FutureSWAP (FUSW)
 LIBID (LIBI)
 LIBOR (LIBO)
 SWAP (SWAP)
 Treasury (TREA)
 Euribor (EURI)
 Pfandbriefe (PFAN)
 EONIA (EONA)
 EONIASwaps (EONS)
 EURODOLLAR (EUUS)
 EuroSwiss (EUCH)
 TIBOR (TIBO)
 ISDAFIX (ISDA)
 GCFRepo (GCFR)
 STIBOR (STBO)
 BBSW (BBSW)
 JIBAR (JIBA)
 BUBOR (BUBO)
 CDOR (CDOR)
 CIBOR (CIBO)
 MOSPRIM (MOSP)
 NIBOR (NIBO)
 PRIBOR (PRBO)
 TELBOR (TLBO)
 WIBOR (WIBO)
 Bank of England Base Rate (BOER)
 European Central Bank Base Rate (ECBR)
 Lender’s Own Rate (LDOR)
 Other (OTHR) NO YES
CREL112 Current Interest Rate Index Tenor Tenor of the current interest rate index:
 Overnight (OVNG)
 IntraDay (INDA)
 1 day (DAIL)
 1 week (WEEK)
 2 week (TOWK)
 1 month (MNTH)
 2 month (TOMN)
 3 month (QUTR)
 4 month (FOMN)
 6 month (SEMI)
 12 month (YEAR)
 On Demand (ONDE)
 Other (OTHR) NO YES
CREL113 Current Interest Rate Margin Current interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate. NO YES
CREL114 Interest Rate Reset Interval Number of months between each interest rate reset date on the underlying exposure. NO YES
CREL115 Current Index Rate The index rate used to determine the current securitised underlying exposure interest rate. The interest rate (before margin) used to calculate the interest paid on the securitised underlying exposure payment date in field CREL102. NO YES
CREL116 Index Determination Date If the underlying exposure Agreement states specific dates for the index to be set, enter the next index determination date. NO YES
CREL117 Rounding Increment The incremental percentage by which an index rate is to be rounded in determining the interest rate as set out in the underlying exposure agreement. NO YES
CREL118 Interest Rate Cap Maximum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement. NO YES
CREL119 Interest Rate Floor Minimum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement. NO YES
CREL120 Current Default Interest Rate Interest rate used to calculate the default interest paid on the securitised underlying exposure payment date in field CREL102. NO YES
CREL121 Accrual Of Interest Allowed Do the documents describing the terms and conditions of the underlying exposure allow for interest to be accrued and capitalised? YES NO
CREL122 Day Count Convention The ‘days’ convention used to calculate interest:
 30/360 (A011)
 Actual/365 (A005)
 Actual/360 (A004)
 Actual/Actual ICMA (A006)
 Actual/Actual ISDA (A008)
 Actual/Actual AFB (A010)
 Actual/366 (A009)
 Other (OTHR) NO YES
CREL123 Total Scheduled Principal & Interest Due Scheduled principal & interest payment due on the securitised underlying exposure on the most recent payment date, as at the data cut-off date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
CREL124 Total Scheduled Principal & Interest Paid Scheduled Principal & Interest payment paid on the securitised underlying exposure on the most recent payment date, as at the data cut-off date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
CREL125 Negative Amortisation Negative amortisation/deferred interest/capitalised interest without penalty. Negative amortisation occurs when interest accrued during a payment period is greater than the scheduled payment and the excess amount is added to the outstanding underlying exposure balance. Refers to the entire lending arrangement (i.e. not just reflecting the securitised underlying exposure amount)Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES NO
CREL126 Deferred Interest Deferred interest on the whole loan (i.e. including the securitised loan and any other loan belonging to the lending arrangement with the obligor). Deferred interest is the amount by which the interest an obligor is required to pay on a mortgage loan, less than the amount of interest accrued on the outstanding principal balance.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES NO
CREL127 Total Shortfalls In Principal & Interest Outstanding Cumulative outstanding principal and interest amounts due on the entire lending arrangement (i.e. not just the securitised underlying exposure) as at the data cut-off date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREL128 Date Last In Arrears Date the obligor was last in arrears. YES YES
CREL129 Arrears Balance Current balance of arrears, which is defined as:
 Total payments due to date
 PLUS any amounts capitalised
 PLUS any fees applied to the account
 LESS total payments received to date.If no arrears then enter 0.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
CREL130 Number Of Days In Arrears Number of days this underlying exposure is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date. NO NO
CREL131 Reason for Default or Foreclosure If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason:
 In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX)
 In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX)
 In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD) YES YES
CREL132 Default Amount Total gross default amount before the application of sale proceeds and recoveries and inclusive of any capitalised fees/penalties/etc. If not in default, enter 0.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREL133 Default Date The date of default. NO YES
CREL134 Interest In Arrears Is the interest that accrues on the underlying exposure paid in arrears? NO NO
CREL135 Actual Default Interest Actual default interest paid between the previous data cut-off date and the data cut-off date of this data submission. Total amount of default interest paid by the obligor during the interest period or on the underlying exposure payment date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREL136 Account Status Current status of the underlying exposure that has been securitised:
 Performing (PERF)
 Restructured — No Arrears (RNAR)
 Restructured — Arrears (RARR)
 Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT)
 Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT)
 Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR)
 Defaulted only under another definition of default being met (DADB)
 Arrears (ARRE)
 Repurchased by Seller – Breach of Representations and Warranties (REBR)
 Repurchased by Seller – Defaulted (REDF)
 Repurchased by Seller – Restructured (RERE)
 Repurchased by Seller – Special Servicing (RESS)
 Repurchased by Seller – Other Reason (REOT)
 Redeemed (RDMD)
 Other (OTHR)Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance. NO NO
CREL137 Allocated Losses The allocated losses to date, net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect most recent situation as at the data cut-off date, i.e. as recoveries are collected and the work out process progresses.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREL138 Net Proceeds Received On Liquidation Net proceeds received on liquidation used to determine loss to the SSPE per the Securitisation Documents. The amount of the net proceeds of sale received, this will determine whether there is a loss or shortfall on the underlying exposure.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREL139 Liquidation Expense Expenses associated with the liquidation to be netted from the other assets of issuer to determine loss per the Securitisation Documents. Amount of any liquidation expenses that will be paid out of the net sales proceeds to determine whether there will be any loss.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREL140 Expected Timing Of Recoveries The underlying exposure servicer’s expected recovery timing in months. NO YES
CREL141 Cumulative Recoveries Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREL142 Enforcement Start Date The date on which foreclosure or administration proceedings or alternative enforcement procedures were initiated against or agreed by the obligor. NO YES
CREL143 Workout Strategy Code Work-out strategy:
 Modification (MODI)
 Enforcement (ENFR)
 Receivership (RCVR)
 Insolvency (NSOL)
 Extension (XTSN)
 Loan Sale (LLES)
 Discounted Pay Off (DPFF)
 Property in Possession (PPOS)
 Resolved (RSLV)
 Pending Return to Servicer (PRTS)
 Deed in Lieu of Foreclosure (DLFR)
 Full Pay Off (FPOF)
 Representations and Warranties (REWR)
 Other (OTHR) NO YES
CREL144 Modification Type of modification:
 Maturity Date Extension (MEXT)
 Amortisation Change (AMMC)
 Principal Write-off (PWOF)
 Temporary Rate Reduction (TMRR)
 Capitalisation of Interest (CINT)
 Capitalisation of Costs Advanced (e.g. insurance, ground rent) (CPCA)
 Combination (COMB)
 Other (OTHR) NO YES
CREL145 Special Servicing Status As of the underlying exposure Payment Date is the underlying exposure currently being specially serviced? NO NO
CREL146 Most Recent Special Servicer Transfer Date The date an underlying exposure was transferred to the special Servicer following a servicing transfer event. Note: If the underlying exposure has had multiple transfers, this is the last date transferred to special servicing. NO YES
CREL147 Most Recent Primary Servicer Return Date The date an underlying exposure becomes a ‘corrected mortgage underlying exposure’, which is the date the underlying exposure was returned to the master/primary Servicer from the special Servicer. Note: If the underlying exposure has had multiple transfers, this is the last date returned to the master/primary Servicer from special servicing. NO YES
CREL148 Non Recoverability Determined Indicator (Yes/No) as to whether the Servicer or Special Servicer has determined that there will be a shortfall in recovering any advances it has made and the outstanding underlying exposure balance and any other amounts owing on the underlying exposure from proceeds upon sale or liquidation of the property or underlying exposure. YES YES
CREL149 Covenant Breach/Trigger Type of Covenant Breach/Trigger:
 Interest Coverage Ratio (ICRX)
 Debt Service Coverage Ratio (DSCR)
 Loan-to-Value (LLTV)
 Interest Coverage Ratio or Debt Service Coverage Ratio (ICDS)
 Interest Coverage Ratio or Debt Service Coverage Ratio or Loan-to-Value (ICDL)
 Property Level Breach (PROP)
 Obligor Level Breach (OBLG)
 Tenant or Vacancy Level Breach (TENT)
 Other (OTHR) NO YES
CREL150 Date Of Breach The date on which any breach of the underlying exposure terms and conditions occurred. If multiple breaches, the date of the earliest breach. YES YES
CREL151 Date Of Breach Cure The date on which any breach reported in field CREL150 cured. If multiple breaches, the date which the last breach cured. NO YES
CREL152 Servicer Watchlist Code If the underlying exposure has been entered onto the servicer watchlist, enter the most appropriate corresponding code from Table 2 in Annex I of this Regulation. If multiple criteria are applicable, list the most detrimental code. NO YES
CREL153 Servicer Watchlist Date Determination date on which an underlying exposure was placed on the Watchlist. If underlying exposure came off the Watchlist in a prior period and is now coming back on, use the new entry date. NO YES
CREL154 Interest Rate Swap Provider If there is an interest rate swap on the underlying exposure, provide the full legal name of the interest rate swap provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. NO YES
CREL155 Interest Rate Swap Provider Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure interest rate swap provider. NO YES
CREL156 Interest Rate Swap Maturity Date Date of maturity for the interest rate underlying exposure level swap. NO YES
CREL157 Interest Rate Swap Notional Interest rate underlying exposure level swap notional amountInclude the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREL158 Currency Swap Provider If there is an exchange rate swap on the underlying exposure, provide the full legal name of the exchange rate swap provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. NO YES
CREL159 Currency Swap Provider Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure currency swap provider. NO YES
CREL160 Currency Swap Maturity Date Date of maturity for the currency underlying exposure level swap. NO YES
CREL161 Currency Swap Notional Currency underlying exposure level swap notional amountInclude the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREL162 Exchange Rate For Swap The exchange rate that has been set for a currency underlying exposure level swap. NO YES
CREL163 Other Swap Provider The full legal name of the swap provider for the underlying exposure, where the swap is neither an interest rate nor currency swap. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. NO YES
CREL164 Other Swap Provider Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure ‘other’ swap provider. NO YES
CREL165 Obligor Must Pay Breakage On Swap Extent to which the obligor is obligated to pay breakage costs to the underlying exposure swap provider. In the event of multiple swaps, enter the most appropriate value.Total Indemnification from obligor (TOTL)Partial Indemnification from obligor (PINO)No Indemnification from obligor (NOPE) YES NO
CREL166 Full Or Partial Termination Event Of Swap For Current Period If underlying exposure swap has been terminated between the previous data cut-off date and the data cut-off date of the current report submission, identify reason. In the event of multiple swaps, enter the most appropriate value.Swap Terminated due to Ratings Downgrade of Underlying Exposure Swap Provider (RTDW)Swap Terminated due to Payment Default to Underlying Exposure Swap Provider (PYMD)Swap Terminated due to Other Type of Default by Underlying Exposure Swap Counterparty (CNTD)Swap Terminated due to Full or Partial Prepayment by Obligor (PRPY)Swap Terminated due to Other Type of Default by Obligor (OBGD)Other (OTHR) NO YES
CREL167 Net Periodic Payment Made By Swap Provider Net amount of payment made by the swap counterparty securitised underlying exposure, on the underlying exposure Payment Date as required by the swap contract. This does not include any breakage or termination payments. In the event of multiple swaps, enter the sum across all swaps.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREL168 Breakage Costs Due To Underlying Exposure Swap Provider Amount of any payment due from the obligor to the swap counterparty for partial of full termination of the swap. In the event of multiple swaps, enter the most appropriate value.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREL169 Shortfall In Payment Of Breakage Costs On Swap Amount of any shortfall, if any, of breakage costs resulting from the full or partial termination of the swap, paid by the obligor. In the event of multiple swaps, enter the sum across all swaps.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREL170 Breakage Costs Due From Swap Counterparty Amount of any gains paid by the swap counterparty to the obligor on full or partial termination. In the event of multiple swaps, enter the most appropriate value.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREL171 Next Swap Reset Date Date of next reset date on the underlying exposure level swap. In the event of multiple swaps, enter the most appropriate value. NO YES
CREL172 Sponsor The name of the underlying exposure sponsor. NO YES
CREL173 Agent Bank Of Syndication Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the agent bank of syndication, i.e. the entity acting as an interface between the obligor and the lending parties involved in the syndicated underlying exposure. NO YES
CREL174 Servicer Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure servicer. NO YES
CREL175 Servicer Name Give the full legal name of the underlying exposure servicer. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. NO YES
CREL176 Originator Name Give the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. NO NO
CREL177 Originator Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator. NO NO
CREL178 Originator Establishment Country Country where the underlying exposure originator is established. NO NO
CREL179 Original Lender Name Give the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. YES YES
CREL180 Original Lender Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender.Where no Legal Entity Identifier is available, enter ND5. YES YES
CREL181 Original Lender Establishment Country Country where the original lender is established. YES YES
Collateral-level information section
CREC1 Unique Identifier Report the same unique identifier here as the one entered into field CREL1. NO NO
CREC2 Underlying Exposure Identifier Unique underlying exposure identifier. This must match the identifier in field CREL5. The reporting entity must not amend this unique identifier. NO NO
CREC3 Original Collateral Identifier The original unique identifier assigned to the collateral. The reporting entity must not amend this unique identifier. NO NO
CREC4 New Collateral Identifier If the original identifier in field CREC3 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CREC3. The reporting entity must not amend this unique identifier. NO NO
CREC5 Collateral Type The primary (in terms of value) type of asset securing the debt. Where there is a guarantee backed by physical or financial collateral, look through the guarantee to any collateral that may be supporting that guarantee.Automobile (CARX)Industrial Vehicle (INDV)Commercial Truck (CMTR)Rail Vehicle (RALV)Nautical Commercial Vehicle (NACM)Nautical Leisure Vehicle (NALV)Aeroplane (AERO)Machine Tool (MCHT)Industrial Equipment (INDE)Office Equipment (OFEQ)IT Equipment (ITEQ)Medical Equipment (MDEQ)Energy Related Equipment (ENEQ)Commercial Building (CBLD)Residential Building (RBLD)Industrial Building (IBLD)Other Vehicle (OTHV)Other Equipment (OTHE)Other Real Estate (OTRE)Other goods or inventory (OTGI)Securities (SECU)Guarantee (GUAR)Other Financial Asset (OTFA)Mixed Categories Due to Security Over All Assets of the Obligor (MIXD)Other (OTHR) NO NO
CREC6 Property Name The name of the property that serves as security for the underlying exposure.If the collateral being reported is not property collateral, enter ND5. NO YES
CREC7 Property Address The address of the property that serves as security for the underlying exposure.If the collateral being reported is not property collateral, enter ND5. NO YES
CREC8 Geographic Region — Collateral The geographic region (NUTS3 classification) where the physical collateral is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’. YES YES
CREC9 Property Post Code The primary property full postal code.If the collateral being reported is not property collateral, enter ND5. NO YES
CREC10 Lien Highest lien position held by the originator in relation to the collateral. YES YES
CREC11 Property Status Status of property:
 Lasting Power of Attorney (LPOA)
 Receivership (RCVR)
 In Foreclosure (FCLS)
 Real Estate Owned (REOW)
 Defeased (DFSD)
 Partial Release (PRLS)
 Released (RLSD)
 Same as at Securitisation Date (SCDT)
 In Special Servicing (SSRV)
 Other (OTHR)If the collateral being reported is not property collateral, enter ND5. NO YES
CREC12 Property Type Property type:
 Caravan Park (CRVP)
 Car Park (CARP)
 Health Care (HEAL)
 Hospitality or Hotel (HOTL)
 Industrial (IDSR)
 Land Only (LAND)
 Leisure (LEIS)
 Multifamily (MULF)
 Mixed Use (MIXD)
 Office (OFFC)
 Pub (PUBX)
 Retail (RETL)
 Self Storage (SSTR)
 Warehouse (WARE)
 Various (VARI)
 Other (OTHR)If the collateral being reported is not property collateral, enter ND5. NO YES
CREC13 Property Form Of Title The relevant form of property title. A lease on land only, in which the obligor usually owns a building or is required to build as specified in the lease. Such leases are usually long-term net leases; the obligor’s rights and obligations continue until the lease expires or is terminated through default:
 Leasehold (LESH)
 Freehold (FREE)
 Mixed (MIXD)
 Other (OTHR)If the collateral being reported is not property collateral, enter ND5. NO YES
CREC14 Current Valuation Date The date of the most recent valuation. YES YES
CREC15 Current Valuation Amount The most recent valuation of the property as assessed by an independent external or internal appraiser; if such assessment is not available, the current value of the property can be estimated using a real estate value index sufficiently granular with respect to geographical location and type of property; if such real estate value index is also not available, a real estate price index sufficiently granular with respect to geographical location and type of property can be used after application of a suitably chosen mark-down to account for the depreciation of the property.If the collateral being reported is not property collateral, enter the most recent valuation of the collateral as assessed by an independent external or internal appraiser or, if not available, by the originator.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
CREC16 Current Valuation Method The most recent method of calculating the value of the collateral provided in field CREC15.Full, internal and external inspection (FALL)Full, only external inspection (FEXT)Drive-by (DRVB)Automated Valuation Model (AUVM)Indexed (IDXD)Desktop (DKTP)Managing Agent/Estate Agent (MAEA)Tax Authority (TXAT)Other (OTHR) YES NO
CREC17 Current Valuation Basis The most recent Valuation Basis:
 Open Market (OPEN)
 Vacant Possession (VCNT)
 Other (OTHR) YES NO
CREC18 Original Valuation Method The method of calculating the value of the collateral at the time of underlying exposure origination:
 Full, internal and external inspection (FALL)
 Full, only external inspection (FEXT)
 Drive-by (DRVB)
 Automated Valuation Model (AUVM)
 Indexed (IDXD)
 Desktop (DKTP)
 Managing Agent/Estate Agent (MAEA)
 Tax Authority (TXAT)
 Other (OTHR) YES NO
CREC19 Collateral Securitisation Date Date the property/collateral was contributed as security for the underlying exposure. If this property/collateral has been substituted, enter the date of the substitution. If the property/collateral was part of the original securitisation, this will be the Securitisation Date. YES NO
CREC20 Allocated Percentage Of Underlying Exposure At Securitisation Date Allocated underlying exposure % attributable to property/collateral at Securitisation Date where there is more than one property/collateral item securing the underlying exposure. This may be set out in the underlying exposure Agreement, otherwise assign by valuation or Net Operating Income. YES YES
CREC21 Current Allocated Underlying Exposure Percentage Allocated underlying exposure % attributable to the collateral at the underlying exposure payment date. Where there is more than one collateral item securing the underlying exposure, the sum of all percentages is equal to 100 %. This may be set out in the underlying exposure agreement, otherwise assign by valuation (Net Operating Income). NO YES
CREC22 Valuation At Securitisation The valuation of the property/collateral securing the underlying exposure at Securitisation Date as described in the Offering Circular.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREC23 Name Of Valuer At Securitisation Name of valuation firm who performed the property/collateral valuation at the Date of Securitisation. NO YES
CREC24 Date Of Valuation At Securitisation The date the valuation was prepared for the values disclosed in the Offering Circular. NO YES
CREC25 Year Built Year the property was built per the valuation report or underlying exposure document. YES YES
CREC26 Year Last Renovated Year that last major renovation/new construction was completed on the property per the valuation report or underlying exposure document. YES YES
CREC27 Number Of Units For property type Multifamily enter number of units, for Hospitality/Hotel/Healthcare — beds, for Caravan Parks — units, Lodging = rooms, Self Storage = units. NO YES
CREC28 Net Square Metres The total net rentable area of the property in square metres that serve as security for the underlying exposure per the most recent valuation report. NO YES
CREC29 Commercial Area The total net Commercial rentable area of the property in square metres that serves as security for the underlying exposure per the most recent valuation report. NO YES
CREC30 Residential Area The total net Residential rentable area of the property in square metres that serves as security for the loan per the most recent valuation report. NO YES
CREC31 Net Internal Floor Area Validated Has the valuer (of the most recent valuation) verified the net internal floor area of the property? YES YES
CREC32 Occupancy As Of Date Date of most recently received rent roll/tenancy schedule. For hospitality (hotels), and health care properties use average occupancy for the period for which the financial statements are reported. NO YES
CREC33 Economic Occupancy At Securitisation The percentage of rentable space with signed leases in place at Securitisation Date if disclosed in Offering Circular (tenants may not be in occupation but are paying rent). NO YES
CREC34 Physical Occupancy At Securitisation At securitisation, the available percentage of rentable space actually occupied (i.e. where tenants are actually in occupation and not vacated), if disclosed in Offering Circular. To be derived from a rent roll or other document indicating occupancy consistent with most recent financial year information. NO YES
CREC35 Vacant Possession Value At Securitisation Date Vacant possession value at Date of Securitisation.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREC36 Date Of Financials At Securitisation The end date of the financials for the information used in the Offering Circular (e.g. year to date, annual, quarterly or trailing 12 months). YES YES
CREC37 Net Operating Income At Securitisation Revenue less Operating Expenses at Securitisation Date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
CREC38 Most Recent Financials As Of Start Date The first day of the period covered in the most recent financial operating statement available (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months). YES YES
CREC39 Most Recent Financials As Of End Date The end date of the financials used for the most recent financial operating statement (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months). YES YES
CREC40 Most Recent Revenue Total revenues for the period covered by the most recent financial operating statement (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months) for the property.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
CREC41 Most Recent Operating Expenses Total operating expenses for the period covered by the most recent financial operating statement (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months) for the property. These may include real estate taxes, insurance, management, utilities, maintenance and repairs and direct property costs to the landlord; capital expenditures and leasing commissions are excluded.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
CREC42 Most Recent Capital Expenditure Total Capital Expenditure (as opposed to repairs and maintenance) for the period covered by the most recent financial operating statement e.g. Monthly, Quarterly, Year to Date or Trailing 12 months) for the property.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
CREC43 Ground Rent Payable If property is leasehold, provide the current annual leasehold rent payable to the lessor.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREC44 Weighted Average Lease Terms Weighted average lease terms in years, using as weights the latest-available outstanding value of the lease. NO YES
CREC45 Property Leasehold Expiry Provide the earliest date the leasehold interest expires. NO YES
CREC46 Contractual Annual Rental Income The contractual annual rental income derived from the most recent obligor tenancy schedule.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CREC47 Income Expiring 1-12 Months Percentage of income expiring in 1 to 12 months. YES YES
CREC48 Income Expiring 13-24 Months Percentage of income expiring in 13 to 24 months. YES YES
CREC49 Income Expiring 25-36 Months Percentage of income expiring in 25 to 36 months. YES YES
CREC50 Income Expiring 37-48 Months Percentage of income expiring in 37 to 48 months. YES YES
CREC51 Income Expiring 49+ Months Percentage of income expiring in 49 or more months. YES YES
Tenant-level information section
CRET1 Unique Identifier Report the same unique identifier here as the one entered into field CREL1. NO NO
CRET2 Underlying Exposure Identifier Unique underlying exposure identifier. This must match the identifier in field CREL5. The reporting entity must not amend this unique identifier. NO NO
CRET3 Collateral Identifier Unique identifier for the collateral. This field must match CREC4, to allow mapping. NO NO
CRET4 Tenant Identifier Unique identifier for the tenant. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. NO NO
CRET5 Tenant Name Name of current tenant. If tenant is a natural person, then this field must be entered with the same entry as field CRET4. YES NO
CRET6 NACE Industry Code Tenant industry NACE Code, as set out in Regulation (EC) No 1893/2006 of the European Parliament and of the Council. YES YES
CRET7 Date Of Lease Expiration Expiration date of lease of current tenant. NO YES
CRET8 Rent Payable Annual Rent payable by current tenant.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CRET9 Rent Currency Rent currency denomination. NO YES

ANNEX IV

Field code Field name Content to report ND1-ND4 allowed? ND5 allowed?
Underlying exposures information section
CRPL1 Unique Identifier The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224. NO NO
CRPL2 Original Underlying Exposure Identifier Unique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. NO NO
CRPL3 New Underlying Exposure Identifier If the original identifier in field CRPL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CRPL2. The reporting entity must not amend this unique identifier. NO NO
CRPL4 Original Obligor Identifier Original unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. NO NO
CRPL5 New Obligor Identifier If the original identifier in field CRPL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CRPL4. The reporting entity must not amend this unique identifier. NO NO
CRPL6 Data Cut-Off Date The data cut-off date for this data submission. NO NO
CRPL7 Pool Addition Date The date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure. NO YES
CRPL8 Date Of Repurchase Date on which the underlying exposure was repurchased from the pool. NO YES
CRPL9 Redemption Date Date on which account redeemed or (for defaulted underlying exposures) the date on which the recovery process was completed. NO YES
CRPL10 Geographic Region — Obligor The geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’. YES NO
CRPL11 Geographic Region Classification Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed. YES NO
CRPL12 Credit Impaired Obligor Confirm that, pursuant to Article 20(11) of Regulation (EU) 2017/2402, at the time that this underlying exposure was selected for transfer to the SSPE, the exposure was neither in default within the meaning of Article 178(1) of Regulation (EU) No 575/2013 nor constituted an exposure to a credit-impaired debtor or guarantor, who, to the best of the originator’s or original lender’s knowledge:
((a)) has been declared insolvent or had a court grant his creditors a final non-appealable right of enforcement or material damages as a result of a missed payment within three years prior to the date of origination or has undergone a debt restructuring process with regard to his non-performing exposures within three years prior to the date of transfer or assignment of the underlying exposures to the SSPE, except if:

((i)) a restructured underlying exposure has not presented new arrears since the date of the restructuring, which must have taken place at least one year prior to the date of transfer or assignment of the underlying exposures to the SSPE; and
((ii)) the information provided by the originator, sponsor and SSPE in accordance with points (a) and (e)(i) of the first subparagraph of Article 7(1) explicitly sets out the proportion of restructured underlying exposures, the time and details of the restructuring as well as their performance since the date of the restructuring;
((b)) was, at the time of origination, where applicable, on a public credit registry of persons with adverse credit history or, where there is no such public credit registry, another credit registry that is available to the originator or original lender; or
((c)) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher than for comparable exposures held by the originator which are not securitised.Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. NO YES
CRPL13 Customer Type Customer type at origination:
 New customer and not an employee/affiliated with the originator’s group (CNEO)
 New customer and an employee/affiliated with the originator’s group (CEMO)
 New customer and employee/affiliation not recorded (CNRO)
 Existing customer and not an employee/affiliated with the originator’s group (ENEO)
 Existing customer and an employee/affiliated with the originator’s group (EEMO)
 Existing customer and employee/affiliation not recorded (ENRO)
 Other (OTHR) YES NO
CRPL14 NACE Industry Code Obligor industry NACE Code, as set out in Regulation (EC) No 1893/2006. YES YES
CRPL15 Obligor Basel III Segment Obligor Basel III Segment:
 Corporate (CORP)
 Small and Medium Enterprise Treated as Corporate (SMEX)
 Retail (RETL)
 Other (OTHR) YES YES
CRPL16 Enterprise Size Classification of enterprises by size, in accordance with the Annex to Commission Recommendation 2003/361/EC:
 Micro Enterprise (MICE) - employs fewer than 10 persons and whose annual turnover and/or annual balance sheet total does not exceed EUR 2 million
 Small Enterprise (SMAE) - employs fewer than 50 persons and whose annual turnover and/or annual balance sheet total does not exceed EUR 10 million
 Medium Enterprise (MEDE) - employs fewer than 250 persons and which has an annual turnover not exceeding EUR 50 million, and/or an annual balance sheet total not exceeding EUR 43 million
 Large Enterprise (LARE) - an enterprise that is neither a micro, small, or medium enterprise.
 Natural Person (NATP)
 Other (OTHR) YES NO
CRPL17 Revenue Annual sales volume net of all discounts and sales taxes of the obligor in accordance with Recommendation 2003/361/EC. Equivalent to the concept of ‘total annual sales’ in Article 153(4) of Regulation (EU) No 575/2013.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES NO
CRPL18 Total Debt Total gross debt of the obligor, including the financing provided in the present underlying exposure.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES NO
CRPL19 EBITDA Recurring earnings from continuing operations plus interest, taxes, depreciation, and amortisation.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES NO
CRPL20 Enterprise Value Enterprise value i.e. market capitalisation plus debt, minority interest and preferred shares, minus total cash and cash equivalents.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES NO
CRPL21 Free Cashflow Net income plus non-cash charges plus interest x (1 — tax rate) plus long-term investments less investments in working capital. Non-cash charges include depreciation, amortisation, depletion, stock-based compensation and asset impairments.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES NO
CRPL22 Date Of Financials The date of the financial information (e.g. EBITDA) on the obligor of this underlying exposure. YES YES
CRPL23 Financial Statement Currency The reporting currency of the financial statements. YES NO
CRPL24 Debt Type Debt Type:
 Loan or Lease (LOLE)
 Guarantee (DGAR)
 Promissory Notes (PRMS)
 Participation Rights (PRTR)
 Overdraft (ODFT)
 Letter of Credit (LCRE)
 Working Capital Facility (WCFC)
 Equity (EQUI)
 Other (OTHR) NO NO
CRPL25 Securitised Receivables What receivables associated with this underlying exposure have been securitised:
 Principal and Interest (PRIN)
 Principal Only (PRPL)
 Interest Only (INTR)
 Other (OTHR) NO NO
CRPL26 International Securities Identification Number The ISIN code assigned to this underlying exposure, where applicable. NO YES
CRPL27 Seniority Debt Instrument Seniority:
 Senior Debt (SNDB)
 Mezzanine Debt (MZZD)
 Junior Debt (JUND)
 Subordinated Debt (SBOD)
 Other (OTHR) NO YES
CRPL28 Syndicated Is the underlying exposure syndicated? YES NO
CRPL29 Leveraged Transaction Is the underlying exposure a leveraged transaction, as defined in https://www.bankingsupervision.europa.eu/ecb/pub/pdf/ssm.leveraged_transactions_guidance_201705.en.pdf NO NO
CRPL30 Managed by CLO Is the underlying exposure also being managed by the CLO manager? NO YES
CRPL31 Payment in Kind Underlying exposure currently paying in kind? (i.e. interest is paid in the form of capitalised principal) YES NO
CRPL32 Special Scheme If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here. YES YES
CRPL33 Origination Date Date of original underlying exposure advance. YES NO
CRPL34 Maturity Date The date of maturity of the underlying exposure or expiry of the lease. NO YES
CRPL35 Origination Channel Origination channel of the underlying exposure:
 Office or Branch Network (BRAN)
 Broker (BROK)
 Internet (WEBI)
 Other (OTHR) YES YES
CRPL36 Purpose underlying exposure Purpose:
 Overdraft or Working Capital (OVRD)
 New Plant and Equipment Investment (EQPI)
 New Information Technology Investment (INFT)
 Refurbishment of Existing Plant, Equipment, or Technology (RFBR)
 Merger and Acquisition (MGAQ)
 Other Expansionary Purpose (OEXP)
 Other (OTHR) YES NO
CRPL37 Currency Denomination The underlying exposure currency denomination. NO NO
CRPL38 Original Principal Balance Original underlying exposure balance (inclusive of fees).This is referring to the balance of the underlying exposure at the underlying exposure origination date, not the date of the underlying exposure’s sale to the SSPE or the closing date of the securitisation.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
CRPL39 Current Principal Balance Amount of underlying exposure outstanding as of the data cut-off date. This includes any amounts that are classed as principal in the securitisation. For example, if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. Excluding any interest arrears or penalty amounts.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CRPL40 Prior Principal Balances Total balances ranking prior to this underlying exposure (including those held with other lenders). If there are no prior balances, enter 0.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
CRPL41 Market Value For Collateralised Loan Obligation securitisations, enter the market value of the security.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CRPL42 Total Credit Limit For underlying exposures with flexible re-draw facilities (including revolving characteristics) or where the maximum underlying exposure amount hasn’t been withdrawn in full – the maximum underlying exposure amount that could potentially be outstanding.This field is only to be populated for underlying exposures that have flexible or further drawing characteristics.This is not intended to capture instances where the obligor may renegotiate an increased underlying exposure balance but rather where there is currently the contractual ability for the obligor to do this and for the lender to provide the additional funding.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CRPL43 Purchase Price Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied. NO YES
CRPL44 Put Date If there exists an option to sell back the underlying exposure, enter the date at which the option can be exercised. If the date is unknown (e.g. the option is an American option), enter the equivalent of 31 December 2099. NO YES
CRPL45 Put Strike If there exists an option to sell back the underlying exposure, enter the strike (exercise) price. If the strike price is moveable (e.g. the option is a lookback option), enter the best estimate of the strike price as at the data cut-off date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CRPL46 Amortisation Type Type of amortisation of the underlying exposure including principal and interest.French — i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX)German — i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest. (DEXX)Fixed amortisation schedule — i.e. Amortisation in which the principal amount repaid in each instalment is the same. (FIXE)Bullet — i.e. Amortisation in which the full principal amount is repaid in the last instalment. (BLLT)Other (OTHR) YES NO
CRPL47 Principal Grace Period End Date If applicable as at the data cut-off date, indicate the principal grace period end date. YES YES
CRPL48 Scheduled Principal Payment Frequency Frequency of principal payments due, i.e. period between payments:
 Monthly (MNTH)
 Quarterly (QUTR)
 Semi Annual (SEMI)
 Annual (YEAR)
 Other (OTHR) NO YES
CRPL49 Scheduled Interest Payment Frequency Frequency of interest payments due, i.e. period between payments:
 Monthly (MNTH)
 Quarterly (QUTR)
 Semi Annual (SEMI)
 Annual (YEAR)
 Other (OTHR) NO YES
CRPL50 Payment Due This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CRPL51 Balloon Amount Total amount of (securitised) principal repayment to be paid at the maturity date of the underlying exposure.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
CRPL52 Interest Rate Type Interest rate type:
 Floating rate underlying exposure (for life) (FLIF)
 Floating rate underlying exposure linked to one index that will revert to another index in the future (FINX)
 Fixed rate underlying exposure (for life) (FXRL)
 Fixed with future periodic resets (FXPR)
 Fixed rate underlying exposure with compulsory future switch to floating (FLCF)
 Floating rate underlying exposure with floor (FLFL)
 Floating rate underlying exposure with cap (CAPP)
 Floating rate underlying exposure with both floor and cap (FLCA)
 Discount (DISC)
 Switch Optionality (SWIC)
 Obligor Swapped (OBLS)
 Modular (MODE)
 Other (OTHR) NO YES
CRPL53 Current Interest Rate Gross rate per annum used to calculate the current period scheduled interest on the securitised underlying exposure. Rates calculated on a period-by-period basis must be annualised. NO YES
CRPL54 Current Interest Rate Index The base reference interest index currently applicable (the reference rate off which the interest rate is set):
 MuniAAA (MAAA)
 FutureSWAP (FUSW)
 LIBID (LIBI)
 LIBOR (LIBO)
 SWAP (SWAP)
 Treasury (TREA)
 Euribor (EURI)
 Pfandbriefe (PFAN)
 EONIA (EONA)
 EONIASwaps (EONS)
 EURODOLLAR (EUUS)
 EuroSwiss (EUCH)
 TIBOR (TIBO)
 ISDAFIX (ISDA)
 GCFRepo (GCFR)
 STIBOR (STBO)
 BBSW (BBSW)
 JIBAR (JIBA)
 BUBOR (BUBO)
 CDOR (CDOR)
 CIBOR (CIBO)
 MOSPRIM (MOSP)
 NIBOR (NIBO)
 PRIBOR (PRBO)
 TELBOR (TLBO)
 WIBOR (WIBO)
 Bank of England Base Rate (BOER)
 European Central Bank Base Rate (ECBR)
 Lender’s Own Rate (LDOR)
 Other (OTHR) NO YES
CRPL55 Current Interest Rate Index Tenor Tenor of the current interest rate index:
 Overnight (OVNG)
 IntraDay (INDA)
 1 day (DAIL)
 1 week (WEEK)
 2 week (TOWK)
 1 month (MNTH)
 2 month (TOMN)
 3 month (QUTR)
 4 month (FOMN)
 6 month (SEMI)
 12 month (YEAR)
 On Demand (ONDE)
 Other (OTHR) NO YES
CRPL56 Current Interest Rate Margin Current interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate. NO YES
CRPL57 Interest Rate Reset Interval Number of months between each interest rate reset date on the underlying exposure. NO YES
CRPL58 Interest Rate Cap Maximum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement. NO YES
CRPL59 Interest Rate Floor Minimum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement. NO YES
CRPL60 Revision Margin 1 The margin for the underlying exposure at the 1st revision date. This refers only to contractual changes in the margin (e.g. from +50bps to +100bps) or the underlying index (e.g. from 3M EUIBOR to 1M EURIBOR) used for the interest calculation. This field does not refer to the date on which the index is reset periodically (e.g. resetting 1M EURIBOR each month).The full revised margin must be entered in this field, not the change in the margin. YES YES
CRPL61 Interest Revision Date 1 Date interest rate next changes (e.g. discount margin changes, fixed period ends, underlying exposure re-fixed etc. this is not the next LIBOR/EURIBOR/index reset date). YES YES
CRPL62 Revision Margin 2 The margin for the underlying exposure at the 2nd revision date. This refers only to contractual changes in the margin (e.g. from +50bps to +100bps) or the underlying index (e.g. from 3M EUIBOR to 1M EURIBOR) used for the interest calculation. This field does not refer to the date on which the index is reset periodically (e.g. resetting 1M EURIBOR each month).The full revised margin must be entered in this field, not the change in the margin. YES YES
CRPL63 Interest Revision Date 2 Date of 2nd interest rate change (e.g. discount margin changes, fixed period ends, underlying exposure re-fixed etc. this is not the next LIBOR/EURIBOR/index reset date). YES YES
CRPL64 Revision Margin 3 The margin for the underlying exposure at the 3rd revision date. This refers only to contractual changes in the margin (e.g. from +50bps to +100bps) or the underlying index (e.g. from 3M EUIBOR to 1M EURIBOR) used for the interest calculation. This field does not refer to the date on which the index is reset periodically (e.g. resetting 1M EURIBOR each month).The full revised margin must be entered in this field, not the change in the margin. YES YES
CRPL65 Interest Revision Date 3 Date of 3rd interest rate change (e.g. discount margin changes, fixed period ends, underlying exposure re-fixed etc. this is not the next LIBOR/EURIBOR/index reset date). YES YES
CRPL66 Revised Interest Rate Index Next interest rate index.MuniAAA (MAAA)FutureSWAP (FUSW)LIBID (LIBI)LIBOR (LIBO)SWAP (SWAP)Treasury (TREA)Euribor (EURI)Pfandbriefe (PFAN)EONIA (EONA)EONIASwaps (EONS)EURODOLLAR (EUUS)EuroSwiss (EUCH)TIBOR (TIBO)ISDAFIX (ISDA)GCFRepo (GCFR)STIBOR (STBO)BBSW (BBSW)JIBAR (JIBA)BUBOR (BUBO)CDOR (CDOR)CIBOR (CIBO)MOSPRIM (MOSP)NIBOR (NIBO)PRIBOR (PRBO)TELBOR (TLBO)WIBOR (WIBO)Bank of England Base Rate (BOER)European Central Bank Base Rate (ECBR)Lender’s Own Rate (LDOR)Other (OTHR) YES YES
CRPL67 Revised Interest Rate Index Tenor Tenor of the next interest rate index:
 Overnight (OVNG)
 IntraDay (INDA)
 1 day (DAIL)
 1 week (WEEK)
 2 week (TOWK)
 1 month (MNTH)
 2 month (TOMN)
 3 month (QUTR)
 4 month (FOMN)
 6 month (SEMI)
 12 month (YEAR)
 On Demand (ONDE)
 Other (OTHR) YES YES
CRPL68 Number Of Payments Before Securitisation Enter the number of payments made prior to the exposure being transferred to the securitisation. YES NO
CRPL69 Percentage Of Prepayments Allowed Per Year Percentage amount of pre-payments allowed under the product per year. This is for underlying exposures that allow a certain threshold of pre-payments (i.e. 10 %) before charges are incurred. YES YES
CRPL70 Prepayment Lock-Out End Date The date after which the lender allows prepayment of the underlying exposure. YES YES
CRPL71 Prepayment Fee Amount collected from the obligor as the fee/penalty due for making prepayments as required under the terms of the underlying exposure agreement. This is not intended to include any amounts paid as a ‘break cost’ to make up interest payments up to the underlying exposure Payment Date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CRPL72 Prepayment Fee End Date The date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid. YES YES
CRPL73 Prepayment Date The latest date on which an unscheduled principal payment was received. YES YES
CRPL74 Cumulative Prepayments Total prepayments collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination dateInclude the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
CRPL75 Date Of Restructuring Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.In the event of multiple dates, all dates must be provided in accordance with the XML schema. YES YES
CRPL76 Date Last In Arrears Date the obligor was last in arrears. YES YES
CRPL77 Arrears Balance Current balance of arrears, which is defined as:
 Total payments due to date
 PLUS any amounts capitalised
 PLUS any fees applied to the account
 LESS total payments received to date.If no arrears then enter 0.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
CRPL78 Number Of Days In Arrears Number of days this underlying exposure is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date. NO NO
CRPL79 Account Status Current status of the underlying exposure that has been securitised:
 Performing (PERF)
 Restructured — No Arrears (RNAR)
 Restructured — Arrears (RARR)
 Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT)
 Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT)
 Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR)
 Defaulted only under another definition of default being met (DADB)
 Arrears (ARRE)
 Repurchased by Seller – Breach of Representations and Warranties (REBR)
 Repurchased by Seller – Defaulted (REDF)
 Repurchased by Seller – Restructured (RERE)
 Repurchased by Seller – Special Servicing (RESS)
 Repurchased by Seller – Other Reason (REOT)
 Redeemed (RDMD)
 Other (OTHR)Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance. NO NO
CRPL80 Reason for Default or Foreclosure If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason:
 In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX)
 In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX)
 In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD) YES YES
CRPL81 Default Amount Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CRPL82 Default Date The date of default. NO YES
CRPL83 Allocated Losses The allocated losses to date, net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect most recent situation as at the data cut-off date, i.e. as recoveries are collected and the work out process progresses.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CRPL84 Cumulative Recoveries Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CRPL85 Recovery Source The source of the recoveries:
 Liquidation of Collateral (LCOL)
 Enforcement of Guarantees (EGAR)
 Additional Lending (ALEN)
 Cash Recoveries (CASR)
 Mixed (MIXD)
 Other (OTHR) NO YES
CRPL86 Recourse Is there recourse (full or limited) to the obligor’s assets beyond the proceeds of any collateral for this underlying exposure? YES YES
CRPL87 Deposit Amount The sum of all obligor amounts held by the originator or seller that are potentially off-settable against the underlying exposure balance, excluding the benefit of any national deposit compensation scheme. To prevent double-counting, this is capped at the lower of (1) the deposit amount, and (2) the maximum potential off-settable amount at the obligor-level (i.e. not underlying exposure-level) within the pool.Use the same currency denomination as that used for this underlying exposure.If an obligor has more than one underlying exposure outstanding in the pool, then this field is to be completed for each underlying exposure, and it is up to the discretion of the reporting entity to decide to allocate the deposit amount across each of the underlying exposure, subject to the above-mentioned cap and so long as the total entries for this field across the multiple underlying exposures adds up to the accurate amount. For example, if Obligor A has deposit balance of €100, and two underlying exposures outstanding in the pool of: underlying exposure 1 €60 and underlying exposure 2 €75. This field could be completed as either underlying exposure 1 - €60 and underlying exposure 2 - €40, or underlying exposure 1 - €25 and underlying exposure 2 €75 (i.e. the relative entries for this field in each underlying exposure is capped at €60 for underlying exposure 1 and at €75 for underlying exposure 2 and the sum of the values across underlying exposure 1 and underlying exposure 2 must equal €100).Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CRPL88 Interest Rate Swap Notional If there is an interest rate swap on the underlying exposure, enter the notional amount.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CRPL89 Interest Rate Swap Provider Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure interest rate swap provider. NO YES
CRPL90 Interest Rate Swap Provider If there is an interest rate swap on the underlying exposure, provide the full legal name of the interest rate swap provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. NO YES
CRPL91 Interest Rate Swap Maturity Date If there is an interest rate swap on the underlying exposure, enter the maturity date of the swap. NO YES
CRPL92 Currency Swap Notional If there is an exchange rate swap on the underlying exposure, enter the notional amount.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CRPL93 Currency Swap Provider Legal Entity Identifier If there is an exchange rate swap on the underlying exposure, provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the swap provider. NO YES
CRPL94 Currency Swap Provider If there is an exchange rate swap on the underlying exposure, provide the full legal name of the exchange rate swap provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. NO YES
CRPL95 Currency Swap Maturity Date If there is an exchange rate swap on the underlying exposure, enter the maturity date of the swap. NO YES
CRPL96 Original Lender Name Give the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. YES YES
CRPL97 Original Lender Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender.Where no Legal Entity Identifier is available, enter ND5. YES YES
CRPL98 Original Lender Establishment Country Country where the original lender is established. YES YES
CRPL99 Originator Name Give the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. NO NO
CRPL100 Originator Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator. NO NO
CRPL101 Originator Establishment Country Country where the underlying exposure originator is established. NO NO
Collateral-level information section
CRPC1 Unique Identifier Report the same unique identifier here as the one entered into field CRPL1. NO NO
CRPC2 Underlying Exposure Identifier Unique underlying exposure identifier. This must match the identifier in field CRPL3. The reporting entity must not amend this unique identifier. NO NO
CRPC3 Original Collateral Identifier The original unique identifier assigned to the collateral or guarantee. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. NO NO
CRPC4 New Collateral Identifier If the original identifier in field CRPC3 cannot be maintained in this field enter the new identifier here. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. If there has been no change in the identifier, enter the same identifier as field CRPC3. The reporting entity must not amend this unique identifier. NO NO
CRPC5 Geographic Region — Collateral The geographic region (NUTS3 classification) where the collateral is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’. YES YES
CRPC6 Security Type The type of security:
 Collateral (COLL)
 Guarantee backed by further collateral (GCOL)
 Guarantee not backed by further collateral (GNCO)
 Other (OTHR) NO NO
CRPC7 Charge Type Type of security over the collateral. Where there is a guarantee, this field refers to any security for any collateral that is supporting that guarantee. ‘No charge but an irrevocable power of attorney or similar’ refers to when the originator or original lender, as applicable, is irrevocably and unconditionally authorised to unilaterally create a charge over the collateral at any time in the future, without the need for any further approval from the obligor or guarantor:
 Fixed charge (FXCH)
 Floating charge (FLCH)
 No charge (NOCG)
 No charge but an irrevocable power of attorney or similar (ATRN)
 Other (OTHR) NO YES
CRPC8 Lien Highest lien position held by the originator in relation to the collateral. YES YES
CRPC9 Collateral Type The primary (in terms of value) type of asset securing the debt. Where there is a guarantee backed by physical or financial collateral, look through the guarantee to any collateral that may be supporting that guarantee.Automobile (CARX)Industrial Vehicle (INDV)Commercial Truck (CMTR)Rail Vehicle (RALV)Nautical Commercial Vehicle (NACM)Nautical Leisure Vehicle (NALV)Aeroplane (AERO)Machine Tool (MCHT)Industrial Equipment (INDE)Office Equipment (OFEQ)IT Equipment (ITEQ)Medical Equipment (MDEQ)Energy Related Equipment (ENEQ)Commercial Building (CBLD)Residential Building (RBLD)Industrial Building (IBLD)Other Vehicle (OTHV)Other Equipment (OTHE)Other Real Estate (OTRE)Other goods or inventory (OTGI)Securities (SECU)Guarantee (GUAR)Other Financial Asset (OTFA)Mixed Categories Due to Security Over All Assets of the Obligor (MIXD)Other (OTHR) NO NO
CRPC10 Current Valuation Amount The most recent valuation of the collateral. Where there is a guarantee backed by physical or financial collateral, look through the guarantee to the collateral that is supporting that guarantee.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
CRPC11 Current Valuation Method The method of calculating the most recent value of the collateral, as provided in field CRPC10.Full Appraisal (FAPR)Drive-by (DRVB)Automated Value Model (AUVM)Indexed (IDXD)Desktop (DKTP)Managing Agent or Estate Agent (MAEA)Purchase Price (PPRI)Haircut (HCUT)Mark to Market (MTTM)Obligor’s valuation (OBLV)Other (OTHR) YES YES
CRPC12 Current Valuation Date The date of the most recent valuation of the collateral as provided in field CRPC10. YES YES
CRPC13 Original Valuation Amount The original valuation of the collateral as of the initial underlying exposure origination date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
CRPC14 Original Valuation Method The method of calculating the value of the collateral at the time of underlying exposure origination, as provided in field CRPC13.Full Appraisal (FAPR)Drive-by (DRVB)Automated Value Model (AUVM)Indexed (IDXD)Desktop (DKTP)Managing Agent or Estate Agent (MAEA)Purchase Price (PPRI)Haircut (HCUT)Mark to market (MTTM)Obligor’s valuation (OBLV)Other (OTHR) YES YES
CRPC15 Original Valuation Date The date of the original valuation of the physical or financial collateral provided in field CRPC13. YES YES
CRPC16 Date Of Sale The date of sale of the collateral. NO YES
CRPC17 Sale Price Price achieved on sale of collateral in case of foreclosure.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CRPC18 Collateral Currency This is the currency in which the valuation amount provided in CRPC10 is denominated. NO YES
CRPC19 Guarantor Country The jurisdiction where the guarantor is established. NO YES
CRPC20 Guarantor ESA Subsector The ESA 2010 classification of the guarantor according to Regulation (EU) No 549/2013 of the European Parliament and of the Council (‘ESA 2010’). This entry must be provided at the sub-sector level. Use one of the values available in Table 1 of Annex I to this Regulation. NO YES

ANNEX V

Field code Field name Content to report ND1-ND4 allowed? ND5 allowed?
Underlying exposures information section
AUTL1 Unique Identifier The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224. NO NO
AUTL2 Original Underlying Exposure Identifier Unique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. NO NO
AUTL3 New Underlying Exposure Identifier If the original identifier in field AUTL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in AUTL2. The reporting entity must not amend this unique identifier. NO NO
AUTL4 Original Obligor Identifier Original unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. NO NO
AUTL5 New Obligor Identifier If the original identifier in field AUTL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in AUTL4. The reporting entity must not amend this unique identifier. NO NO
AUTL6 Data Cut-Off Date The data cut-off date for this data submission. NO NO
AUTL7 Pool Addition Date The date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure. NO YES
AUTL8 Date Of Repurchase Date on which the underlying exposure was repurchased from the pool. NO YES
AUTL9 Redemption Date Date on which account redeemed or (for defaulted underlying exposures) the date on which the recovery process was completed. NO YES
AUTL10 Geographic Region — Obligor The geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’. YES NO
AUTL11 Geographic Region Classification Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed. YES NO
AUTL12 Employment Status Employment status of the primary obligor:
 Employed — Private Sector (EMRS)
 Employed — Public Sector (EMBL)
 Employed — Sector Unknown (EMUK)
 Unemployed (UNEM)
 Self-employed (SFEM)
 No Employment, Obligor is Legal Entity (NOEM)
 Student (STNT)
 Pensioner (PNNR)
 Other (OTHR) YES NO
AUTL13 Credit Impaired Obligor Confirm that, pursuant to Article 20(11) of Regulation (EU) 2017/2402, at the time that this underlying exposure was selected for transfer to the SSPE, the exposure was neither in default within the meaning of Article 178(1) of Regulation (EU) No 575/2013 nor constituted an exposure to a credit-impaired debtor or guarantor, who, to the best of the originator’s or original lender’s knowledge:
((a)) has been declared insolvent or had a court grant his creditors a final non-appealable right of enforcement or material damages as a result of a missed payment within three years prior to the date of origination or has undergone a debt restructuring process with regard to his non-performing exposures within three years prior to the date of transfer or assignment of the underlying exposures to the SSPE, except if:

((i)) a restructured underlying exposure has not presented new arrears since the date of the restructuring, which must have taken place at least one year prior to the date of transfer or assignment of the underlying exposures to the SSPE; and
((ii)) the information provided by the originator, sponsor and SSPE in accordance with points (a) and (e)(i) of the first subparagraph of Article 7(1) explicitly sets out the proportion of restructured underlying exposures, the time and details of the restructuring as well as their performance since the date of the restructuring;
((b)) was, at the time of origination, where applicable, on a public credit registry of persons with adverse credit history or, where there is no such public credit registry, another credit registry that is available to the originator or original lender; or
((c)) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher than for comparable exposures held by the originator which are not securitised.Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. NO YES
AUTL14 Obligor Legal Type Legal form of customer:
 Public Company (PUBL)
 Limited Company (LLCO)
 Partnership (PNTR)
 Individual (INDV)
 Government Entity (GOVT)
 Other (OTHR) YES NO
AUTL15 Customer Type Customer type at origination:
 New customer and not an employee/affiliated with the originator’s group (CNEO)
 New customer and an employee/affiliated with the originator’s group (CEMO)
 New customer and employee/affiliation not recorded (CNRO)
 Existing customer and not an employee/affiliated with the originator’s group (ENEO)
 Existing customer and an employee/affiliated with the originator’s group (EEMO)
 Existing customer and employee/affiliation not recorded (ENRO)
 Other (OTHR) YES NO
AUTL16 Primary Income Primary obligor annual income used to underwrite the underlying exposure at the time of origination. Where the primary obligor is a legal person/entity, enter that obligor’s annual revenue.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
AUTL17 Primary Income Type Indicate what income in AUTL16 is displayed:
 Gross annual income (GRAN)
 Net annual income (net of tax and social security) (NITS)
 Net annual income (net of tax only) (NITX)
 Net annual income (net of social security only) (NTIN)
 Estimated net annual income (net of tax and social security) (ENIS)
 Estimated net annual income (net of tax only) (EITX)
 Estimated net annual income (net of social security only) (EISS)
 Disposable Income (DSPL)
 Borrower is legal entity (CORP)
 Other (OTHR) YES NO
AUTL18 Primary Income Currency Currency in which the primary obligor’s income is paid. Where the primary obligor is a legal person/entity, enter the currency of the revenue provided in field AUTL20. YES YES
AUTL19 Primary Income Verification Primary Income Verification:
 Self-certified no Checks (SCRT)
 Self-certified with Affordability Confirmation (SCNF)
 Verified (VRFD)
 Non-Verified Income or Fast Track (NVRF)
 Credit Bureau Information or Scoring (SCRG)
 Other (OTHR) YES NO
AUTL20 Revenue Annual sales volume net of all discounts and sales taxes of the obligor in accordance with Recommendation 2003/361/EC. Equivalent to the concept of ‘total annual sales’ in Article 153(4) of Regulation (EU) No 575/2013.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
AUTL21 Financial Statement Currency The reporting currency of the financial statements. YES YES
AUTL22 Special Scheme If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here. YES YES
AUTL23 Product Type The classification of the lease, per lessor’s definitions:
 (Personal) Contract Purchase (PPUR)
 (Personal) Contract Hire (PHIR)
 Hire Purchase (HIRP)
 Lease Purchase (LEAP)
 Finance Lease (FNLS)
 Operating Lease (OPLS)
 Other (OTHR) NO YES
AUTL24 Origination Date Date of original underlying exposure advance. YES NO
AUTL25 Maturity Date The date of maturity of the underlying exposure or expiry of the lease. NO YES
AUTL26 Original Term Original contractual term (number of months) at the origination date. YES YES
AUTL27 Origination Channel Origination channel of the underlying exposure:
 Automobile dealer (ADLR)
 Broker (BROK)
 Direct (DIRE)
 Indirect (IDRT)
 Other (OTHR) YES YES
AUTL28 Currency Denomination The underlying exposure currency denomination. NO NO
AUTL29 Original Principal Balance Obligor’s underlying exposure principal balance or discounted lease balance (inclusive of capitalised fees) at origination.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
AUTL30 Current Principal Balance Obligor’s underlying exposure (or discounted lease) balance outstanding as of the data cut-off date. This includes any amounts that are secured against the vehicle. For example, if fees have been added to the balance and are part of the principal in the securitisation these are to be added. Exclude any interest arrears or penalty amounts.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
AUTL31 Purchase Price Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied. NO YES
AUTL32 Amortisation Type Type of amortisation of the underlying exposure including principal and interest.French – i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX)German – i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest. (DEXX)Fixed amortisation schedule – i.e. Amortisation in which the principal amount repaid in each instalment is the same. (FIXE)Bullet – i.e. Amortisation in which the full principal amount is repaid in the last instalment. (BLLT)Other (OTHR) YES NO
AUTL33 Principal Grace Period End Date If applicable as at the data cut-off date, indicate the principal grace period end date. NO YES
AUTL34 Scheduled Principal Payment Frequency Frequency of principal payments due, i.e. period between payments:
 Monthly (MNTH)
 Quarterly (QUTR)
 Semi Annual (SEMI)
 Annual (YEAR)
 Other (OTHR) NO YES
AUTL35 Scheduled Interest Payment Frequency Frequency of interest payments due, i.e. period between payments:
 Monthly (MNTH)
 Quarterly (QUTR)
 Semi Annual (SEMI)
 Annual (YEAR)
 Other (OTHR) NO YES
AUTL36 Payment Method Usual method of payment (can be based upon last payment received):
 Direct Debit (CDTX)
 Standing Order (SORD)
 Cheque (CHKX)
 Cash (CASH)
 Bank Transfer (neither direct debit nor standing order) (BTRA)
 Other (OTHR) YES NO
AUTL37 Payment Due This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
AUTL38 Balloon Amount Total amount of (securitised) principal repayment to be paid at the maturity date of the underlying exposure.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
AUTL39 Down Payment Amount Amount of deposit/down payment on origination of underlying exposure (this includes the value of traded-in vehicles etc.)Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
AUTL40 Current Interest Rate Total gross current interest or discount rate applicable to the underlying exposure. Rates calculated on a period-by-period basis must be annualised. NO YES
AUTL41 Current Interest Rate Index The base reference interest index currently applicable (the reference rate off which the interest rate is set):
 MuniAAA (MAAA)
 FutureSWAP (FUSW)
 LIBID (LIBI)
 LIBOR (LIBO)
 SWAP (SWAP)
 Treasury (TREA)
 Euribor (EURI)
 Pfandbriefe (PFAN)
 EONIA (EONA)
 EONIASwaps (EONS)
 EURODOLLAR (EUUS)
 EuroSwiss (EUCH)
 TIBOR (TIBO)
 ISDAFIX (ISDA)
 GCFRepo (GCFR)
 STIBOR (STBO)
 BBSW (BBSW)
 JIBAR (JIBA)
 BUBOR (BUBO)
 CDOR (CDOR)
 CIBOR (CIBO)
 MOSPRIM (MOSP)
 NIBOR (NIBO)
 PRIBOR (PRBO)
 TELBOR (TLBO)
 WIBOR (WIBO)
 Bank of England Base Rate (BOER)
 European Central Bank Base Rate (ECBR)
 Lender’s Own Rate (LDOR)
 Other (OTHR) NO YES
AUTL42 Current Interest Rate Index Tenor Tenor of the current interest rate index:
 Overnight (OVNG)
 IntraDay (INDA)
 1 day (DAIL)
 1 week (WEEK)
 2 week (TOWK)
 1 month (MNTH)
 2 month (TOMN)
 3 month (QUTR)
 4 month (FOMN)
 6 month (SEMI)
 12 month (YEAR)
 On Demand (ONDE)
 Other (OTHR) NO YES
AUTL43 Current Interest Rate Margin Current interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate. NO YES
AUTL44 Interest Rate Reset Interval Number of months between each interest rate reset date on the underlying exposure. NO YES
AUTL45 Interest Rate Cap Maximum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement. NO YES
AUTL46 Interest Rate Floor Minimum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement. NO YES
AUTL47 Number Of Payments Before Securitisation Enter the number of payments made prior to the exposure being transferred to the securitisation. YES NO
AUTL48 Percentage Of Prepayments Allowed Per Year Percentage amount of pre-payments allowed under the product per year. This is for underlying exposures that allow a certain threshold of pre-payments (i.e. 10 %) before charges are incurred. YES YES
AUTL49 Prepayment Fee Amount collected from the obligor as the fee/penalty due for making prepayments as required under the terms of the underlying exposure agreement. This is not intended to include any amounts paid as a ‘break cost’ to make up interest payments up to the underlying exposure Payment Date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
AUTL50 Prepayment Fee End Date The date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid. YES YES
AUTL51 Prepayment Date The latest date on which an unscheduled principal payment was received. YES YES
AUTL52 Cumulative Prepayments Total prepayments collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination dateInclude the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
AUTL53 Manufacturer Brand name of the vehicle manufacturerE.g. enter ‘Skoda’, not ‘Volkswagen’. YES NO
AUTL54 Model Name of the car model. YES NO
AUTL55 Year Of Registration Year the car was registered. YES YES
AUTL56 New Or Used Condition of vehicle at point of underlying exposure origination:
 New (NEWX)
 Used (USED)
 Demo (DEMO)
 Other (OTHR) YES NO
AUTL57 Energy Performance Certificate Value The energy performance certificate value of the collateral at the time of origination:
 A (EPCA)
 B (EPCB)
 C (EPCC)
 D (EPCD)
 E (EPCE)
 F (EPCF)
 G (EPCG)
 Other (OTHR) YES YES
AUTL58 Energy Performance Certificate Provider Name Enter the full legal name of the energy performance certificate provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. YES YES
AUTL59 Original Loan-To-Value The ratio of the underlying exposure balance at origination relative to the automobile value at origination. YES NO
AUTL60 Original Valuation Amount List price of the vehicle at date of underlying exposure origination. For a non-new car, enter the trade value or the sale price of the car.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES NO
AUTL61 Original Residual Value Of Vehicle The estimated residual value of the asset at the date of lease origination.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
AUTL62 Option To Buy Price The amount the obligor has to pay at the end of the lease or underlying exposure in order to take ownership of the vehicle, other than the payment referred to in AUTL63.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
AUTL63 Securitised Residual Value Residual value amount which has been securitised only.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
AUTL64 Updated Residual Value Of Vehicle If the residual value has been securitised, enter the most recent estimated residual value of vehicle at end of contract. If no update has been performed, enter the original estimated residual value.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
AUTL65 Date Of Updated Residual Valuation Of Vehicle If the residual value has been securitised, enter the date on which the most recent updated estimation of the residual value of the vehicle was calculated. If no update has been performed, enter the date of the original valuation. NO YES
AUTL66 Date Of Restructuring Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.In the event of multiple dates, all dates must be provided in accordance with the XML schema. YES YES
AUTL67 Date Last In Arrears Date the obligor was last in arrears. YES YES
AUTL68 Arrears Balance Current balance of arrears, which is defined as:
 Total payments due to date
 PLUS any amounts capitalised
 PLUS any fees applied to the account
 LESS total payments received to date.If no arrears then enter 0.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
AUTL69 Number Of Days In Arrears Number of days this underlying exposure is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date. NO NO
AUTL70 Account Status Current status of the underlying exposure that has been securitised:
 Performing (PERF)
 Restructured – No Arrears (RNAR)
 Restructured – Arrears (RARR)
 Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT)
 Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT)
 Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR)
 Defaulted only under another definition of default being met (DADB)
 Arrears (ARRE)
 Repurchased by Seller – Breach of Representations and Warranties (REBR)
 Repurchased by Seller – Defaulted (REDF)
 Repurchased by Seller – Restructured (RERE)
 Repurchased by Seller – Special Servicing (RESS)
 Repurchased by Seller – Other Reason (REOT)
 Redeemed (RDMD)
 Other (OTHR)Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance. NO NO
AUTL71 Reason for Default or Foreclosure If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason:
 In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX)
 In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX)
 In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD) YES YES
AUTL72 Default Amount Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
AUTL73 Default Date The date of default. NO YES
AUTL74 Allocated Losses The allocated losses to date, net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect most recent situation as at the data cut-off date, i.e. as recoveries are collected and the work out process progresses.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
AUTL75 Residual Value Losses Residual value loss arising on turn-in of vehicle. If the residual value has not been securitised, enter ND5.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
AUTL76 Cumulative Recoveries Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
AUTL77 Sale Price Price achieved on sale of vehicle in case of foreclosure.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
AUTL78 Deposit Amount The sum of all obligor amounts held by the originator or seller that are potentially off-settable against the underlying exposure balance, excluding the benefit of any national deposit compensation scheme. To prevent double-counting, this is to be capped at the lower of (1) the deposit amount, and (2) the maximum potential off-settable amount at the obligor-level (i.e. not underlying exposure-level) within the pool.Use the same currency denomination as that used for this underlying exposure.If an obligor has more than one underlying exposure outstanding in the pool, then this field is to be completed for each underlying exposure, and it is up to the discretion of the reporting entity to decide to allocate the deposit amount across each of the underlying exposure, subject to the above-mentioned cap and so long as the total entries for this field across the multiple underlying exposures adds up to the accurate amount. For example, if Obligor A has deposit balance of €100, and two underlying exposures outstanding in the pool of: underlying exposure 1 €60 and underlying exposure 2 €75. This field could be completed as either underlying exposure 1 - €60 and underlying exposure 2 - €40, or underlying exposure 1 - €25 and underlying exposure 2 €75 (i.e. the relative entries for this field in each underlying exposure is capped at €60 for underlying exposure 1 and at €75 for underlying exposure 2 and the sum of the values across underlying exposure 1 and underlying exposure 2 must equal €100).Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
AUTL79 Original Lender Name Give the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. YES YES
AUTL80 Original Lender Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender.Where no Legal Entity Identifier is available, enter ND5. YES YES
AUTL81 Original Lender Establishment Country Country where the original lender is established. YES YES
AUTL82 Originator Name Give the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. NO NO
AUTL83 Originator Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator. NO NO
AUTL84 Originator Establishment Country Country where the underlying exposure originator is established. NO NO
ANNEX VI

Field code Field name Content to report ND1-ND4 allowed? ND5 allowed?
Underlying exposures information section
CMRL1 Unique Identifier The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224. NO NO
CMRL2 Original Underlying Exposure Identifier Unique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. NO NO
CMRL3 New Underlying Exposure Identifier If the original identifier in field CMRL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CMRL2. The reporting entity must not amend this unique identifier. NO NO
CMRL4 Original Obligor Identifier Original unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. NO NO
CMRL5 New Obligor Identifier If the original identifier in field CMRL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CMRL4. The reporting entity must not amend this unique identifier. NO NO
CMRL6 Data Cut-Off Date The data cut-off date for this data submission. NO NO
CMRL7 Pool Addition Date The date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure. NO YES
CMRL8 Date Of Repurchase Date on which the underlying exposure was repurchased from the pool. NO YES
CMRL9 Redemption Date Date on which account redeemed or (for defaulted underlying exposures) the date on which the recovery process was completed. NO YES
CMRL10 Geographic Region – Obligor The geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’. YES NO
CMRL11 Geographic Region Classification Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed. YES NO
CMRL12 Employment Status Employment status of the primary obligor:
 Employed – Private Sector (EMRS)
 Employed – Public Sector (EMBL)
 Employed – Sector Unknown (EMUK)
 Unemployed (UNEM)
 Self-employed (SFEM)
 No Employment, Obligor is Legal Entity (NOEM)
 Student (STNT)
 Pensioner (PNNR)
 Other (OTHR) YES NO
CMRL13 Credit Impaired Obligor Confirm that, pursuant to Article 20(11) of Regulation (EU) 2017/2402, at the time that this underlying exposure was selected for transfer to the SSPE, the exposure was neither in default within the meaning of Article 178(1) of Regulation (EU) No 575/2013 nor constituted an exposure to a credit-impaired debtor or guarantor, who, to the best of the originator’s or original lender’s knowledge:
((a)) has been declared insolvent or had a court grant his creditors a final non-appealable right of enforcement or material damages as a result of a missed payment within three years prior to the date of origination or has undergone a debt restructuring process with regard to his non-performing exposures within three years prior to the date of transfer or assignment of the underlying exposures to the SSPE, except if:

((i)) a restructured underlying exposure has not presented new arrears since the date of the restructuring, which must have taken place at least one year prior to the date of transfer or assignment of the underlying exposures to the SSPE; and
((ii)) the information provided by the originator, sponsor and SSPE in accordance with points (a) and e(i) of the first subparagraph of Article 7(1) explicitly sets out the proportion of restructured underlying exposures, the time and details of the restructuring as well as their performance since the date of the restructuring;
((b)) was, at the time of origination, where applicable, on a public credit registry of persons with adverse credit history or, where there is no such public credit registry, another credit registry that is available to the originator or original lender; or
((c)) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher than for comparable exposures held by the originator which are not securitised.Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. NO YES
CMRL14 Customer Type Customer type at origination:
 New customer and not an employee/affiliated with the originator’s group (CNEO)
 New customer and an employee/affiliated with the originator’s group (CEMO)
 New customer and employee/affiliation not recorded (CNRO)
 Existing customer and not an employee/affiliated with the originator’s group (ENEO)
 Existing customer and an employee/affiliated with the originator’s group (EEMO)
 Existing customer and employee/affiliation not recorded (ENRO)
 Other (OTHR) YES NO
CMRL15 Primary Income Primary obligor annual income used to underwrite the underlying exposure at the time of origination. Where the primary obligor is a legal person/entity, enter that obligor’s annual revenue.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES NO
CMRL16 Primary Income Type Indicate what income in CMRL15 is displayed:
 Gross annual income (GRAN)
 Net annual income (net of tax and social security) (NITS)
 Net annual income (net of tax only) (NITX)
 Net annual income (net of social security only) (NTIN)
 Estimated net annual income (net of tax and social security) (ENIS)
 Estimated net annual income (net of tax only) (EITX)
 Estimated net annual income (net of social security only) (EISS)
 Disposable Income (DSPL)
 Borrower is legal entity (CORP)
 Other (OTHR) YES NO
CMRL17 Primary Income Currency Currency in which the primary o’ligor’s income or revenue is paid. YES NO
CMRL18 Primary Income Verification Primary Income Verification:
 Self-certified no Checks (SCRT)
 Self-certified with Affordability Confirmation (SCNF)
 Verified (VRFD)
 Non-Verified Income or Fast Track (NVRF)
 Credit Bureau Information or Scoring (SCRG)
 Other (OTHR) YES NO
CMRL19 Secured By Salary/Pension Assignment Does the personal underlying exposure fall under the category of pension-backed underlying exposures/salary-backed underlying exposures (i.e. cessione del quinto)? YES NO
CMRL20 Special Scheme If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here. YES YES
CMRL21 Origination Date Date of original underlying exposure advance. YES NO
CMRL22 Maturity Date The date of maturity of the underlying exposure or expiry of the lease. NO YES
CMRL23 Original Term Original contractual term (number of months) at the origination date. YES YES
CMRL24 Origination Channel Channel of Origination:
 Internet (WEBI)
 Branch (BRCH)
 Telesale (TLSL)
 Stand (STND)
 Post (POST)
 White Label (WLBL)
 Magazine (MGZN)
 Automobile Dealer (ADLR)
 Other (OTHR) YES YES
CMRL25 Purpose Loan Purpose:
 Tuition (TUIT)
 Living Expenses (LEXP)
 Medical (MDCL)
 Home Improvement (HIMP)
 Appliance or Furniture (APFR)
 Travel (TRVL)
 Debt Consolidation (DCON)
 New Car (NCAR)
 Used Car (UCAR)
 Other Vehicle (OTHV)
 Equipment (EQUP)
 Property (PROP)
 Other (OTHR) YES NO
CMRL26 Currency Denomination The underlying exposure currency denomination. NO NO
CMRL27 Original Principal Balance Original underlying exposure principal balance (inclusive of capitalised fees) at origination. This is referring to the balance of the underlying exposure at the underlying exposure origination date, not the date of the underlying exposure’s sale to the SSPE or the closing date of the securitisation.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
CMRL28 Current Principal Balance Amount of underlying exposure outstanding as of the data cut-off date. This includes any amounts that are classed as principal in the securitisation. For example, if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these must be added. Excluding any interest arrears or penalty amounts.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CMRL29 Total Credit Limit For underlying exposures with flexible re-draw facilities (including revolving characteristics) or where the maximum underlying exposure amount hasn’t been withdrawn in full – the maximum underlying exposure amount that could potentially be outstanding.This field is only to be populated for underlying exposures that have flexible or further drawing characteristics.This is not intended to capture instances where the obligor may renegotiate an increased underlying exposure balance but rather where there is currently the contractual ability for the obligor to do this and for the lender to provide the additional funding.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CMRL30 Revolving End Date For underlying exposures with flexible re-draw/revolving characteristics – the date when the flexible features are expected to expire i.e. when the revolving period will end. NO YES
CMRL31 Purchase Price Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied. NO YES
CMRL32 Amortisation Type Type of amortisation of the underlying exposure including principal and interest.French — i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX)German — i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest. (DEXX)Fixed amortisation schedule — i.e. Amortisation in which the principal amount repaid in each instalment is the same. (FIXE)Bullet — i.e. Amortisation in which the full principal amount is repaid in the last instalment. (BLLT)Other (OTHR) YES NO
CMRL33 Principal Grace Period End Date If applicable as at the data cut-off date, indicate the principal grace period end date. NO YES
CMRL34 Scheduled Principal Payment Frequency Frequency of principal payments due, i.e. period between payments:
 Monthly (MNTH)
 Quarterly (QUTR)
 Semi Annual (SEMI)
 Annual (YEAR)
 Other (OTHR) NO YES
CMRL35 Scheduled Interest Payment Frequency Frequency of interest payments due, i.e. period between payments:
 Monthly (MNTH)
 Quarterly (QUTR)
 Semi Annual (SEMI)
 Annual (YEAR)
 Other (OTHR) NO YES
CMRL36 Payment Due This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CMRL37 Current Interest Rate Gross rate per annum used to calculate the current period scheduled interest on the securitised underlying exposure. Rates calculated on a period-by-period basis must be annualised. NO YES
CMRL38 Current Interest Rate Index The base reference interest index currently applicable (the reference rate off which the interest rate is set):
 MuniAAA (MAAA)
 FutureSWAP (FUSW)
 LIBID (LIBI)
 LIBOR (LIBO)
 SWAP (SWAP)
 Treasury (TREA)
 Euribor (EURI)
 Pfandbriefe (PFAN)
 EONIA (EONA)
 EONIASwaps (EONS)
 EURODOLLAR (EUUS)
 EuroSwiss (EUCH)
 TIBOR (TIBO)
 ISDAFIX (ISDA)
 GCFRepo (GCFR)
 STIBOR (STBO)
 BBSW (BBSW)
 JIBAR (JIBA)
 BUBOR (BUBO)
 CDOR (CDOR)
 CIBOR (CIBO)
 MOSPRIM (MOSP)
 NIBOR (NIBO)
 PRIBOR (PRBO)
 TELBOR (TLBO)
 WIBOR (WIBO)
 Bank of England Base Rate (BOER)
 European Central Bank Base Rate (ECBR)
 Lender’s Own Rate (LDOR)
 Other (OTHR) NO YES
CMRL39 Current Interest Rate Index Tenor Tenor of the current interest rate index:
 Overnight (OVNG)
 IntraDay (INDA)
 1 day (DAIL)
 1 week (WEEK)
 2 week (TOWK)
 1 month (MNTH)
 2 month (TOMN)
 3 month (QUTR)
 4 month (FOMN)
 6 month (SEMI)
 12 month (YEAR)
 On Demand (ONDE)
 Other (OTHR) NO YES
CMRL40 Current Interest Rate Margin Current interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate. NO YES
CMRL41 Interest Rate Reset Interval Number of months between each interest rate reset date on the underlying exposure. NO YES
CMRL42 Interest Rate Cap Maximum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement. NO YES
CMRL43 Interest Rate Floor Minimum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement. NO YES
CMRL44 Number Of Payments Before Securitisation Enter the number of payments made prior to the exposure being transferred to the securitisation. YES NO
CMRL45 Percentage Of Prepayments Allowed Per Year Percentage amount of pre-payments allowed under the product per year. This is for underlying exposures that allow a certain threshold of pre-payments (i.e. 10 %) before charges are incurred. YES YES
CMRL46 Prepayment Lock-Out End Date The date after which the lender allows prepayment of the underlying exposure. YES YES
CMRL47 Prepayment Fee Amount collected from the obligor as the fee/penalty due for making prepayments as required under the terms of the underlying exposure agreement. This is not intended to include any amounts paid as a ‘break cost’ to make up interest payments up to the underlying exposure Payment Date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CMRL48 Prepayment Fee End Date The date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid. YES YES
CMRL49 Prepayment Date The latest date on which an unscheduled principal payment was received. YES YES
CMRL50 Cumulative Prepayments Total prepayments collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination dateInclude the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
CMRL51 Date Of Restructuring Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.In the event of multiple dates, all dates must be provided in accordance with the XML schema. YES YES
CMRL52 Date Last In Arrears Date the obligor was last in arrears. YES YES
CMRL53 Arrears Balance Current balance of arrears, which is defined as:
 Total payments due to date
 PLUS any amounts capitalised
 PLUS any fees applied to the account
 LESS total payments received to date.If no arrears then enter 0.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
CMRL54 Number Of Days In Arrears Number of days this underlying exposure is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date. NO NO
CMRL55 Account Status Current status of the underlying exposure that has been securitised:
 Performing (PERF)
 Restructured — No Arrears (RNAR)
 Restructured — Arrears (RARR)
 Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT)
 Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT)
 Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR)
 Defaulted only under another definition of default being met (DADB)
 Arrears (ARRE)
 Repurchased by Seller – Breach of Representations and Warranties (REBR)
 Repurchased by Seller – Defaulted (REDF)
 Repurchased by Seller – Restructured (RERE)
 Repurchased by Seller – Special Servicing (RESS)
 Repurchased by Seller – Other Reason (REOT)
 Redeemed (RDMD)
 Other (OTHR)Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance. NO NO
CMRL56 Reason for Default or Foreclosure If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason:
 In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX)
 In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX)
 In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD) YES YES
CMRL57 Default Amount Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CMRL58 Default Date The date of default. NO YES
CMRL59 Allocated Losses The allocated losses to date, net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect most recent situation as at the data cut-off date, i.e. as recoveries are collected and the work out process progresses.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CMRL60 Cumulative Recoveries Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CMRL61 Deposit Amount The sum of all obligor amounts held by the originator or seller that are potentially off-settable against the underlying exposure balance, excluding the benefit of any national deposit compensation scheme. To prevent double-counting, this is to be capped at the lower of (1) the deposit amount, and (2) the maximum potential off-settable amount at the obligor-level (i.e. not underlying exposure-level) within the pool.Use the same currency denomination as that used for this underlying exposure.If an obligor has more than one underlying exposure outstanding in the pool, then this field is to be completed for each underlying exposure, and it is up to the discretion of the reporting entity to decide to allocate the deposit amount across each of the underlying exposure, subject to the above-mentioned cap and so long as the total entries for this field across the multiple underlying exposures adds up to the accurate amount. For example, if Obligor A has deposit balance of €100, and two underlying exposures outstanding in the pool of: underlying exposure 1 €60 and underlying exposure 2 €75. This field could be completed as either underlying exposure 1 - €60 and underlying exposure 2 - €40, or underlying exposure 1 - €25 and underlying exposure 2 €75 (i.e. the relative entries for this field in each underlying exposure is capped at €60 for underlying exposure 1 and at €75 for underlying exposure 2 and the sum of the values across underlying exposure 1 and underlying exposure 2 must equal €100).Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CMRL62 Original Lender Name Give the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. YES YES
CMRL63 Original Lender Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender.Where no Legal Entity Identifier is available, enter ND5. YES YES
CMRL64 Original Lender Establishment Country Country where the original lender is established. YES YES
CMRL65 Originator Name Give the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. NO NO
CMRL66 Originator Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator. NO NO
CMRL67 Originator Establishment Country Country where the underlying exposure originator is established. NO NO
CMRL68 Energy Performance Certificate Value The energy performance certificate value of the collateral at the time of origination:
 A (EPCA)
 B (EPCB)
 C (EPCC)
 D (EPCD)
 E (EPCE)
 F (EPCF)
 G (EPCG)
 Other (OTHR) YES YES
CMRL69 Energy Performance Certificate Provider Name Enter the full legal name of the energy performance certificate provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. YES YES
ANNEX VII

Field code Field name Content to report ND1-ND4 allowed? ND5 allowed?
Underlying exposures information section
CCDL1 Unique Identifier The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224. NO NO
CCDL2 Original Underlying Exposure Identifier Unique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. NO NO
CCDL3 New Underlying Exposure Identifier If the original identifier in field CCDL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CCDL2. The reporting entity must not amend this unique identifier. NO NO
CCDL4 Original Obligor Identifier Original unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. NO NO
CCDL5 New Obligor Identifier If the original identifier in field CCDL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CCDL4. The reporting entity must not amend this unique identifier. NO NO
CCDL6 Data Cut-Off Date The data cut-off date for this data submission. NO NO
CCDL7 Pool Addition Date The date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure. NO YES
CCDL8 Date Of Repurchase Date on which the underlying exposure was repurchased from the pool. NO YES
CCDL9 Geographic Region — Obligor The geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’. YES NO
CCDL10 Geographic Region Classification Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed. YES NO
CCDL11 Employment Status Employment status of the primary obligor:
 Employed — Private Sector (EMRS)
 Employed — Public Sector (EMBL)
 Employed — Sector Unknown (EMUK)
 Unemployed (UNEM)
 Self-employed (SFEM)
 No Employment, Obligor is Legal Entity (NOEM)
 Student (STNT)
 Pensioner (PNNR)
 Other (OTHR) YES NO
CCDL12 Credit Impaired Obligor Confirm that, pursuant to Article 20(11) of Regulation (EU) 2017/2402, at the time that this underlying exposure was selected for transfer to the SSPE, the exposure was neither in default within the meaning of Article 178(1) of Regulation (EU) No 575/2013 nor constituted an exposure to a credit-impaired debtor or guarantor, who, to the best of the originator’s or original lender’s knowledge:
((a)) has been declared insolvent or had a court grant his creditors a final non-appealable right of enforcement or material damages as a result of a missed payment within three years prior to the date of origination or has undergone a debt restructuring process with regard to his non-performing exposures within three years prior to the date of transfer or assignment of the underlying exposures to the SSPE, except if:

((i)) a restructured underlying exposure has not presented new arrears since the date of the restructuring, which must have taken place at least one year prior to the date of transfer or assignment of the underlying exposures to the SSPE; and
((ii)) the information provided by the originator, sponsor and SSPE in accordance with points (a) and (e)(i) of the first subparagraph of Article 7(1) explicitly sets out the proportion of restructured underlying exposures, the time and details of the restructuring as well as their performance since the date of the restructuring;
((b)) was, at the time of origination, where applicable, on a public credit registry of persons with adverse credit history or, where there is no such public credit registry, another credit registry that is available to the originator or original lender; or
((c)) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher than for comparable exposures held by the originator which are not securitised.Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. NO YES
CCDL13 Customer Type Customer type at origination:
 New customer and not an employee/affiliated with the originator’s group (CNEO)
 New customer and an employee/affiliated with the originator’s group (CEMO)
 New customer and employee/affiliation not recorded (CNRO)
 Existing customer and not an employee/affiliated with the originator’s group (ENEO)
 Existing customer and an employee/affiliated with the originator’s group (EEMO)
 Existing customer and employee/affiliation not recorded (ENRO)
 Other (OTHR) YES NO
CCDL14 Primary Income Primary obligor annual income used to underwrite the underlying exposure at the time of origination. Where the primary obligor is a legal person/entity, enter that obligor’s annual revenue.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES NO
CCDL15 Primary Income Type Indicate what income in CCDL14 is displayed:
 Gross annual income (GRAN)
 Net annual income (net of tax and social security) (NITS)
 Net annual income (net of tax only) (NITX)
 Net annual income (net of social security only) (NTIN)
 Estimated net annual income (net of tax and social security) (ENIS)
 Estimated net annual income (net of tax only) (EITX)
 Estimated net annual income (net of social security only) (EISS)
 Disposable Income (DSPL)
 Borrower is legal entity (CORP)
 Other (OTHR) YES NO
CCDL16 Primary Income Currency Currency in which the primary obligor’s income or revenue is paid. YES NO
CCDL17 Primary Income Verification Primary Income Verification:
 Self-certified no Checks (SCRT)
 Self-certified with Affordability Confirmation (SCNF)
 Verified (VRFD)
 Non-Verified Income or Fast Track (NVRF)
 Credit Bureau Information or Scoring (SCRG)
 Other (OTHR) YES NO
CCDL18 Special Scheme If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here. YES YES
CCDL19 Origination Date The date on which the account was opened. YES NO
CCDL20 Origination Channel Channel of Origination:
 Internet (WEBI)
 Branch (BRCH)
 Telesale (TLSL)
 Stand (STND)
 Post (POST)
 White Label (WLBL)
 Magazine (MGZN)
 Other (OTHR) YES YES
CCDL21 Currency Denomination The underlying exposure currency denomination. NO NO
CCDL22 Current Principal Balance Enter the total current amount owed by the obligor (including all fees and interest) on the account.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CCDL23 Total Credit Limit For underlying exposures with flexible re-draw facilities (including revolving characteristics) or where the maximum underlying exposure amount hasn’t been withdrawn in full – the maximum underlying exposure amount that could potentially be outstanding.This field is only to be populated for underlying exposures that have flexible or further drawing characteristics.This is not intended to capture instances where the obligor may renegotiate an increased underlying exposure balance but rather where there is currently the contractual ability for the obligor to do this and for the lender to provide the additional funding.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CCDL24 Purchase Price Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied. NO YES
CCDL25 Principal Grace Period End Date If applicable as at the data cut-off date, indicate the principal grace period end date. NO YES
CCDL26 Scheduled Principal Payment Frequency Frequency of principal payments due, i.e. period between payments:
 Monthly (MNTH)
 Quarterly (QUTR)
 Semi Annual (SEMI)
 Annual (YEAR)
 Other (OTHR) NO YES
CCDL27 Scheduled Interest Payment Frequency Frequency of interest payments due, i.e. period between payments:
 Monthly (MNTH)
 Quarterly (QUTR)
 Semi Annual (SEMI)
 Annual (YEAR)
 Other (OTHR) NO YES
CCDL28 Payment Due The next minimum scheduled payment due from the obligor.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CCDL29 Current Interest Rate Total weighted average annualised yield including all fees applicable at last billing date (i.e. this is billed, not cash yield). NO YES
CCDL30 Current Interest Rate Index The base reference interest index currently applicable (the reference rate off which the interest rate is set):
 MuniAAA (MAAA)
 FutureSWAP (FUSW)
 LIBID (LIBI)
 LIBOR (LIBO)
 SWAP (SWAP)
 Treasury (TREA)
 Euribor (EURI)
 Pfandbriefe (PFAN)
 EONIA (EONA)
 EONIASwaps (EONS)
 EURODOLLAR (EUUS)
 EuroSwiss (EUCH)
 TIBOR (TIBO)
 ISDAFIX (ISDA)
 GCFRepo (GCFR)
 STIBOR (STBO)
 BBSW (BBSW)
 JIBAR (JIBA)
 BUBOR (BUBO)
 CDOR (CDOR)
 CIBOR (CIBO)
 MOSPRIM (MOSP)
 NIBOR (NIBO)
 PRIBOR (PRBO)
 TELBOR (TLBO)
 WIBOR (WIBO)
 Bank of England Base Rate (BOER)
 European Central Bank Base Rate (ECBR)
 Lender’s Own Rate (LDOR)
 Other (OTHR) NO YES
CCDL31 Current Interest Rate Index Tenor Tenor of the current interest rate index:
 Overnight (OVNG)
 IntraDay (INDA)
 1 day (DAIL)
 1 week (WEEK)
 2 week (TOWK)
 1 month (MNTH)
 2 month (TOMN)
 3 month (QUTR)
 4 month (FOMN)
 6 month (SEMI)
 12 month (YEAR)
 On Demand (ONDE)
 Other (OTHR) NO YES
CCDL32 Number Of Payments Before Securitisation Enter the number of payments made prior to the exposure being transferred to the securitisation. YES NO
CCDL33 Date Of Restructuring Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.In the event of multiple dates, all dates must be provided in accordance with the XML schema. YES YES
CCDL34 Date Last In Arrears Date the account was last in arrears. YES YES
CCDL35 Number Of Days In Arrears Number of days the account is in arrears as of the data cut-off date. If the account is not in arrears enter 0. NO NO
CCDL36 Arrears Balance Current balance of arrears, which is defined as:
 Total payments due to date
 PLUS any amounts capitalised
 PLUS any fees applied to the account
 LESS total payments received to date.If no arrears then enter 0.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
CCDL37 Account Status Current status of the underlying exposure that has been securitised:
 Performing (PERF)
 Restructured — No Arrears (RNAR)
 Restructured — Arrears (RARR)
 Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT)
 Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT)
 Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR)
 Defaulted only under another definition of default being met (DADB)
 Arrears (ARRE)
 Repurchased by Seller – Breach of Representations and Warranties (REBR)
 Repurchased by Seller – Defaulted (REDF)
 Repurchased by Seller – Restructured (RERE)
 Repurchased by Seller – Special Servicing (RESS)
 Repurchased by Seller – Other Reason (REOT)
 Redeemed (RDMD)
 Other (OTHR)Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance. NO NO
CCDL38 Reason for Default or Foreclosure If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason:
 In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX)
 In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX)
 In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD) YES YES
CCDL39 Default Amount Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CCDL40 Default Date The date of default. NO YES
CCDL41 Cumulative Recoveries Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
CCDL42 Original Lender Name Give the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. YES YES
CCDL43 Original Lender Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender.Where no Legal Entity Identifier is available, enter ND5. YES YES
CCDL44 Original Lender Establishment Country Country where the original lender is established. YES YES
CCDL45 Originator Name Give the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. NO NO
CCDL46 Originator Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator. NO NO
CCDL47 Originator Establishment Country Country where the underlying exposure originator is established. NO NO
ANNEX VIII

Field code Field name Content to report ND1-ND4 allowed? ND5 allowed?
Underlying exposures information section
LESL1 Unique Identifier The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224. NO NO
LESL2 Original Underlying Exposure Identifier Unique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. NO NO
LESL3 New Underlying Exposure Identifier If the original identifier in field LESL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in LESL2. The reporting entity must not amend this unique identifier. NO NO
LESL4 Original Obligor Identifier Original unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. NO NO
LESL5 New Obligor Identifier If the original identifier in field LESL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in LESL4. The reporting entity must not amend this unique identifier. NO NO
LESL6 Data Cut-Off Date The data cut-off date for this data submission. NO NO
LESL7 Pool Addition Date The date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure. NO YES
LESL8 Date Of Repurchase Date on which the underlying exposure was repurchased from the pool. NO YES
LESL9 Redemption Date Date on which account redeemed or (for defaulted underlying exposures) the date on which the recovery process was completed. NO YES
LESL10 Geographic Region — Obligor The geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’. YES NO
LESL11 Geographic Region Classification Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed. YES NO
LESL12 Credit Impaired Obligor Confirm that, pursuant to Article 20(11) of Regulation (EU) 2017/2402, at the time that this underlying exposure was selected for transfer to the SSPE, the exposure was neither in default within the meaning of Article 178(1) of Regulation (EU) No 575/2013 nor constituted an exposure to a credit-impaired debtor or guarantor, who, to the best of the originator’s or original lender’s knowledge:
((a)) has been declared insolvent or had a court grant his creditors a final non-appealable right of enforcement or material damages as a result of a missed payment within three years prior to the date of origination or has undergone a debt restructuring process with regard to his non-performing exposures within three years prior to the date of transfer or assignment of the underlying exposures to the SSPE, except if:

((i)) a restructured underlying exposure has not presented new arrears since the date of the restructuring, which must have taken place at least one year prior to the date of transfer or assignment of the underlying exposures to the SSPE; and
((ii)) the information provided by the originator, sponsor and SSPE in accordance with points (a) and (e)(i) of the first subparagraph of Article 7(1) explicitly sets out the proportion of restructured underlying exposures, the time and details of the restructuring as well as their performance since the date of the restructuring;
((b)) was, at the time of origination, where applicable, on a public credit registry of persons with adverse credit history or, where there is no such public credit registry, another credit registry that is available to the originator or original lender; or
((c)) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher than for comparable exposures held by the originator which are not securitised.Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. NO YES
LESL13 Obligor Basel III Segment Obligor Basel III Segment:
 Corporate (CORP)
 Small and Medium Enterprise Treated as Corporate (SMEX)
 Retail (RETL)
 Other (OTHR) YES YES
LESL14 Customer Type Customer type at origination:
 New customer and not an employee/affiliated with the originator’s group (CNEO)
 New customer and an employee/affiliated with the originator’s group (CEMO)
 New customer and employee/affiliation not recorded (CNRO)
 Existing customer and not an employee/affiliated with the originator’s group (ENEO)
 Existing customer and an employee/affiliated with the originator’s group (EEMO)
 Existing customer and employee/affiliation not recorded (ENRO)
 Other (OTHR) YES NO
LESL15 NACE Industry Code Lessee industry NACE Code, as set out in Regulation (EC) No 1893/2006. YES YES
LESL16 Enterprise Size Classification of enterprises by size, in accordance with the Annex to Commission Recommendation 2003/361/EC:
 Micro Enterprise (MICE) - employs fewer than 10 persons and whose annual turnover and/or annual balance sheet total does not exceed EUR 2 million
 Small Enterprise (SMAE) - employs fewer than 50 persons and whose annual turnover and/or annual balance sheet total does not exceed EUR 10 million
 Medium Enterprise (MEDE) - employs fewer than 250 persons and which has an annual turnover not exceeding EUR 50 million, and/or an annual balance sheet total not exceeding EUR 43 million
 Large Enterprise (LARE) – an enterprise that is neither a micro, small, or medium enterprise.
 Natural Person (NATP)
 Other (OTHR) YES YES
LESL17 Revenue Annual sales volume net of all discounts and sales taxes of the obligor in accordance with Recommendation 2003/361/EC. Equivalent to the concept of ‘total annual sales’ in Article 153(4) of Regulation (EU) No 575/2013.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
LESL18 Financial Statement Currency The reporting currency of the financial statements. YES YES
LESL19 Product Type The classification of the underlying exposure, per lessor’s definitions:
 (Personal) Contract Purchase (PPUR)
 (Personal) Contract Hire (PHIR)
 Hire Purchase (HIRP)
 Lease Purchase (LEAP)
 Finance Lease (FNLS)
 Operating Lease (OPLS)
 Other (OTHR) NO YES
LESL20 Syndicated Is the underlying exposure syndicated? YES NO
LESL21 Special Scheme If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here. YES YES
LESL22 Origination Date Date of original lease advance. YES NO
LESL23 Maturity Date The date of maturity of the underlying exposure or expiry of the lease. NO YES
LESL24 Original Term Original contractual term (number of months) at the origination date. YES YES
LESL25 Origination Channel Origination channel of the underlying exposure:
 Office or Branch Network (BRAN)
 Broker (BROK)
 Internet (WEBI)
 Other (OTHR) YES YES
LESL26 Currency Denomination The underlying exposure currency denomination. NO NO
LESL27 Original Principal Balance Original Principal (or discounted) lease balance (inclusive of capitalised fees) at origination. This is referring to the balance of the lease at the origination date, not the date of the underlying exposure’s sale to the SSPE or the closing date of the securitisation.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
LESL28 Current Principal Balance Obligor’s lease or discounted lease balance outstanding as of the data cut-off date. This includes any amounts that are secured against the asset. For example, if fees have been added to the balance and are part of the principal in the securitisation these are to be added. Exclude any interest arrears or penalty amounts.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
LESL29 Purchase Price Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied. NO YES
LESL30 Securitised Residual Value Residual value amount which has been securitised only.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
LESL31 Amortisation Type Type of amortisation of the underlying exposure including principal and interest.French — i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX)German — i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest. (DEXX)Fixed amortisation schedule — i.e. Amortisation in which the principal amount repaid in each instalment is the same. (FIXE)Bullet — i.e. Amortisation in which the full principal amount is repaid in the last instalment. (BLLT)Other (OTHR) YES NO
LESL32 Principal Grace Period End Date If applicable as at the data cut-off date, indicate the principal grace period end date. NO YES
LESL33 Scheduled Principal Payment Frequency Frequency of principal payments due, i.e. period between payments:
 Monthly (MNTH)
 Quarterly (QUTR)
 Semi Annual (SEMI)
 Annual (YEAR)
 Other (OTHR) NO YES
LESL34 Scheduled Interest Payment Frequency Frequency of interest payments due, i.e. period between payments:
 Monthly (MNTH)
 Quarterly (QUTR)
 Semi Annual (SEMI)
 Annual (YEAR)
 Other (OTHR) NO YES
LESL35 Payment Due This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
LESL36 Current Interest Rate Total gross current interest rate or discount rate applicable to the underlying exposure. Rates calculated on a period-by-period basis must be annualised. NO YES
LESL37 Current Interest Rate Index The base reference interest index currently applicable (the reference rate off which the interest rate is set):
 MuniAAA (MAAA)
 FutureSWAP (FUSW)
 LIBID (LIBI)
 LIBOR (LIBO)
 SWAP (SWAP)
 Treasury (TREA)
 Euribor (EURI)
 Pfandbriefe (PFAN)
 EONIA (EONA)
 EONIASwaps (EONS)
 EURODOLLAR (EUUS)
 EuroSwiss (EUCH)
 TIBOR (TIBO)
 ISDAFIX (ISDA)
 GCFRepo (GCFR)
 STIBOR (STBO)
 BBSW (BBSW)
 JIBAR (JIBA)
 BUBOR (BUBO)
 CDOR (CDOR)
 CIBOR (CIBO)
 MOSPRIM (MOSP)
 NIBOR (NIBO)
 PRIBOR (PRBO)
 TELBOR (TLBO)
 WIBOR (WIBO)
 Bank of England Base Rate (BOER)
 European Central Bank Base Rate (ECBR)
 Lender’s Own Rate (LDOR)
 Other (OTHR) NO YES
LESL38 Current Interest Rate Index Tenor Tenor of the current interest rate index:
 Overnight (OVNG)
 IntraDay (INDA)
 1 day (DAIL)
 1 week (WEEK)
 2 week (TOWK)
 1 month (MNTH)
 2 month (TOMN)
 3 month (QUTR)
 4 month (FOMN)
 6 month (SEMI)
 12 month (YEAR)
 On Demand (ONDE)
 Other (OTHR) NO YES
LESL39 Current Interest Rate Margin Current interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate. NO YES
LESL40 Interest Rate Reset Interval Number of months between each interest rate reset date on the underlying exposure. NO YES
LESL41 Interest Rate Cap Maximum rate that the obligor must pay on a floating rate lease as required under the terms of the underlying exposure agreement. NO YES
LESL42 Interest Rate Floor Minimum rate that the obligor must pay on a floating rate lease as required under the terms of the lease agreement. NO YES
LESL43 Number Of Payments Before Securitisation Enter the number of payments made prior to the exposure being transferred to the securitisation. YES NO
LESL44 Percentage Of Prepayments Allowed Per Year Percentage amount of pre-payments allowed under the product per year. This is for underlying exposures that allow a certain threshold of pre-payments (i.e. 10 %) before charges are incurred. YES YES
LESL45 Prepayment Lock-Out End Date The date after which the lender allows prepayment of the underlying exposure. YES YES
LESL46 Prepayment Fee Amount collected from the obligor as the fee/penalty due for making prepayments as required under the terms of the underlying exposure agreement. This is not intended to include any amounts paid as a ‘break cost’ to make up interest payments up to the lease Payment Date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
LESL47 Prepayment Fee End Date The date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid. YES YES
LESL48 Prepayment Date The latest date on which an unscheduled principal payment was received. YES YES
LESL49 Cumulative Prepayments Total prepayments collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination dateInclude the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
LESL50 Option To Buy Price The amount the lessee has to pay at the end of the lease in order to take ownership of the asset, other than the payment referred to in LESL30.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
LESL51 Down Payment Amount Amount of deposit/down payment on origination of the underlying exposure (this includes the value of traded-in equipment etc.).Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
LESL52 Current Residual Value Of Asset Most recent forecast residual value of the asset at the end of the lease term. If no update has been performed, enter the original estimated residual value.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
LESL53 Date Of Restructuring Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.In the event of multiple dates, all dates must be provided in accordance with the XML schema. YES YES
LESL54 Date Last In Arrears Date the obligor was last in arrears. YES YES
LESL55 Arrears Balance Current balance of arrears, which is defined as:
 Total payments due to date
 PLUS any amounts capitalised
 PLUS any fees applied to the account
 LESS total payments received to date.If no arrears then enter 0.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
LESL56 Number Of Days In Arrears Number of days this underlying exposure is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date. NO NO
LESL57 Account Status Current status of the underlying exposure that has been securitised:
 Performing (PERF)
 Restructured — No Arrears (RNAR)
 Restructured — Arrears (RARR)
 Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT)
 Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT)
 Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR)
 Defaulted only under another definition of default being met (DADB)
 Arrears (ARRE)
 Repurchased by Seller – Breach of Representations and Warranties (REBR)
 Repurchased by Seller – Defaulted (REDF)
 Repurchased by Seller – Restructured (RERE)
 Repurchased by Seller – Special Servicing (RESS)
 Repurchased by Seller – Other Reason (REOT)
 Redeemed (RDMD)
 Other (OTHR)Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance. NO NO
LESL58 Reason for Default or Foreclosure If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason:
 In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX)
 In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX)
 In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD) YES YES
LESL59 Default Amount Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
LESL60 Default Date The date of default. NO YES
LESL61 Allocated Losses The allocated losses to date, net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect most recent situation as at the data cut-off date, i.e. as recoveries are collected and the work out process progresses.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
LESL62 Cumulative Recoveries Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
LESL63 Recovery Source The source of the recoveries:
 Liquidation of Collateral (LCOL)
 Enforcement of Guarantees (EGAR)
 Additional Lending (ALEN)
 Cash Recoveries (CASR)
 Mixed (MIXD)
 Other (OTHR) NO YES
LESL64 Deposit Amount The sum of all obligor amounts held by the originator or seller that are potentially off-settable against the underlying exposure balance, excluding the benefit of any national deposit compensation scheme. To prevent double-counting, this is to be capped at the lower of (1) the deposit amount, and (2) the maximum potential off-settable amount at the obligor-level (i.e. not underlying exposure-level) within the pool.Use the same currency denomination as that used for this underlying exposure.If an obligor has more than one underlying exposure outstanding in the pool, then this field is to be completed for each underlying exposure, and it is up to the discretion of the reporting entity to decide to allocate the deposit amount across each of the underlying exposure, subject to the above-mentioned cap and so long as the total entries for this field across the multiple underlying exposures adds up to the accurate amount. For example, if Obligor A has deposit balance of €100, and two underlying exposures outstanding in the pool of: underlying exposure 1 €60 and underlying exposure 2 €75. This field could be completed as either underlying exposure 1 - €60 and underlying exposure 2 - €40, or underlying exposure 1 - €25 and underlying exposure 2 €75 (i.e. the relative entries for this field in each underlying exposure is capped at €60 for underlying exposure 1 and at €75 for underlying exposure 2 and the sum of the values across underlying exposure 1 and underlying exposure 2 must equal €100).Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
LESL65 Geographic Region — Collateral The geographic region (NUTS3 classification) where the asset is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’. YES YES
LESL66 Manufacturer Name of the asset manufacturer. YES NO
LESL67 Model Name of the asset/model. YES NO
LESL68 Year Of Manufacture/Construction Year of manufacture. YES YES
LESL69 New Or Used Condition of asset at point of underlying exposure origination:
 New (NEWX)
 Used (USED)
 Demo (DEMO)
 Other (OTHR) YES NO
LESL70 Original Residual Value Of Asset The estimated residual value of the asset at the date of underlying exposure origination.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
LESL71 Collateral Type The primary (in terms of value) type of asset securing the underlying exposure:
 Automobile (CARX)
 Industrial Vehicle (INDV)
 Commercial Truck (CMTR)
 Rail Vehicle (RALV)
 Nautical Commercial Vehicle (NACM)
 Nautical Leisure Vehicle (NALV)
 Aeroplane (AERO)
 Machine Tool (MCHT)
 Industrial Equipment (INDE)
 Office Equipment (OFEQ)
 Medical Equipment (MDEQ)
 Energy Related Equipment (ENEQ)
 Commercial Building (CBLD)
 Residential Building (RBLD)
 Industrial Building (IBLD)
 Other Vehicle (OTHV)
 Other Equipment (OTHE)
 Other Real Estate (OTRE)
 Other goods or inventory (OTGI)
 Security (SECU)
 Guarantee (GUAR)
 Other Financial Asset (OTFA)
 IT Equipment (ITEQ)
 Mixed Categories Due to Security Over All Assets of the Obligor (MIXD)
 Other (OTHR) NO NO
LESL72 Original Valuation Amount Valuation of asset at underlying exposure origination.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES NO
LESL73 Original Valuation Method The method of calculating the value of the asset at the time of underlying exposure origination:
 Full Appraisal (FAPR)
 Drive-by (DRVB)
 Automated Value Model (AUVM)
 Indexed (IDXD)
 Desktop (DKTP)
 Managing Agent or Estate Agent (MAEA)
 Purchase Price (PPRI)
 Haircut (HCUT)
 Other (OTHR) YES NO
LESL74 Original Valuation Date Date of asset valuation at origination. YES NO
LESL75 Current Valuation Amount Latest asset valuation. If no revaluation has occurred since origination, enter original valuation.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
LESL76 Current Valuation Method The method of calculating the most recent value of the asset. If no revaluation has occurred since origination, enter original valuation type:
 Full Appraisal (FAPR)
 Drive-by (DRVB)
 Automated Value Model (AUVM)
 Indexed (IDXD)
 Desktop (DKTP)
 Managing Agent or Estate Agent (MAEA)
 Purchase Price (PPRI)
 Haircut (HCUT)
 Other (OTHR) YES NO
LESL77 Current Valuation Date Date of latest asset valuation. If no revaluation has occurred since origination, enter original valuation date. YES YES
LESL78 Number Of Leased Objects The number of individual assets covered by this underlying exposure. YES NO
LESL79 Original Lender Name Give the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. YES YES
LESL80 Original Lender Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender.Where no Legal Entity Identifier is available, enter ND5. YES YES
LESL81 Original Lender Establishment Country Country where the original lender is established. YES YES
LESL82 Originator Name Give the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. NO NO
LESL83 Originator Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator. NO NO
LESL84 Originator Establishment Country Country where the underlying exposure originator is established. NO NO
ANNEX IX

Field code Field name Content to report ND1-ND4 allowed? ND5 allowed?
Underlying exposures information section
ESTL1 Unique Identifier The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224. NO NO
ESTL2 Original Underlying Exposure Identifier Unique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. NO NO
ESTL3 New Underlying Exposure Identifier If the original identifier in field ESTL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in ESTL2. The reporting entity must not amend this unique identifier. NO NO
ESTL4 Original Obligor Identifier Original unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. NO NO
ESTL5 New Obligor Identifier If the original identifier in field ESTL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in ESTL4. The reporting entity must not amend this unique identifier. NO NO
ESTL6 Data Cut-Off Date The data cut-off date for this data submission. NO NO
ESTL7 Pool Addition Date The date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure. NO YES
ESTL8 Date Of Repurchase Date on which the underlying exposure was repurchased from the pool. NO YES
ESTL9 Redemption Date Date on which account redeemed or (for defaulted underlying exposures) the date on which the recovery process was completed. NO YES
ESTL10 Description Describe in a few words the underlying exposure (e.g. ‘Electricity Tariff Receivables’, ‘Future Flow’). All underlying exposures of this type in the data submission must use identical language. NO NO
ESTL11 Geographic Region — Obligor The geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’. YES YES
ESTL12 Geographic Region Classification Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed. YES YES
ESTL13 Employment Status Employment status of the primary obligor:
 Employed — Private Sector (EMRS)
 Employed — Public Sector (EMBL)
 Employed — Sector Unknown (EMUK)
 Unemployed (UNEM)
 Self-employed (SFEM)
 No Employment, Obligor is Legal Entity (NOEM)
 Student (STNT)
 Pensioner (PNNR)
 Other (OTHR) YES YES
ESTL14 Credit Impaired Obligor Confirm that, pursuant to Article 20(11) of Regulation (EU) 2017/2402, at the time that this underlying exposure was selected for transfer to the SSPE, the exposure was neither in default within the meaning of Article 178(1) of Regulation (EU) No 575/2013 nor constituted an exposure to a credit-impaired debtor or guarantor, who, to the best of the originator’s or original lender’s knowledge:
((a)) has been declared insolvent or had a court grant his creditors a final non-appealable right of enforcement or material damages as a result of a missed payment within three years prior to the date of origination or has undergone a debt restructuring process with regard to his non-performing exposures within three years prior to the date of transfer or assignment of the underlying exposures to the SSPE, except if:

((i)) a restructured underlying exposure has not presented new arrears since the date of the restructuring, which must have taken place at least one year prior to the date of transfer or assignment of the underlying exposures to the SSPE; and
((ii)) the information provided by the originator, sponsor and SSPE in accordance with points (a) and (e)(i) of the first subparagraph of Article 7(1) explicitly sets out the proportion of restructured underlying exposures, the time and details of the restructuring as well as their performance since the date of the restructuring;
((b)) was, at the time of origination, where applicable, on a public credit registry of persons with adverse credit history or, where there is no such public credit registry, another credit registry that is available to the originator or original lender; or
((c)) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher than for comparable exposures held by the originator which are not securitised.Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. YES YES
ESTL15 Obligor Legal Type Legal form of customer:
 Public Company (PUBL)
 Limited Company (LLCO)
 Partnership (PNTR)
 Individual (INDV)
 Government Entity (GOVT)
 Other (OTHR) YES YES
ESTL16 NACE Industry Code Obligor industry NACE Code, as set out in Regulation (EC) No 1893/2006. YES YES
ESTL17 Primary Income Primary obligor annual income used to underwrite the underlying exposure at the time of origination. Where the primary obligor is a legal person/entity, enter in that obligor’s annual revenue.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
ESTL18 Primary Income Type Indicate what income in ESTL17 is displayed:
 Gross annual income (GRAN)
 Net annual income (net of tax and social security) (NITS)
 Net annual income (net of tax only) (NITX)
 Net annual income (net of social security only) (NTIN)
 Estimated net annual income (net of tax and social security) (ENIS)
 Estimated net annual income (net of tax only) (EITX)
 Estimated net annual income (net of social security only) (EISS)
 Disposable Income (DSPL)
 Borrower is legal entity (CORP)
 Other (OTHR) YES YES
ESTL19 Primary Income Currency Currency in which the primary obligor’s income or revenue is paid. YES YES
ESTL20 Primary Income Verification Primary Income Verification:
 Self-certified no Checks (SCRT)
 Self-certified with Affordability Confirmation (SCNF)
 Verified (VRFD)
 Non-Verified Income or Fast Track (NVRF)
 Credit Bureau Information or Scoring (SCRG)
 Other (OTHR) YES YES
ESTL21 Revenue Annual sales volume net of all discounts and sales taxes of the obligor in accordance with Recommendation 2003/361/EC. Equivalent to the concept of ‘total annual sales’ in Article 153(4) of Regulation (EU) No 575/2013.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
ESTL22 Financial Statement Currency The reporting currency of the financial statements. YES YES
ESTL23 International Securities Identification Number The ISIN code assigned to this underlying exposure, where applicable. YES YES
ESTL24 Origination Date Date of original underlying exposure advance. YES YES
ESTL25 Maturity Date The date of maturity of the underlying exposure or expiry of the lease. YES YES
ESTL26 Currency Denomination The underlying exposure currency denomination. NO YES
ESTL27 Original Principal Balance Original underlying exposure principal balance (inclusive of capitalised fees) at origination. This is referring to the balance of the underlying exposure at the underlying exposure origination date, not the date of the underlying exposure’s sale to the SSPE or the closing date of the securitisation.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
ESTL28 Current Principal Balance Amount of underlying exposure outstanding as of the data cut-off date. This includes any amounts that are classed as principal in the securitisation. For example, if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. Excluding any interest arrears or penalty amounts.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
ESTL29 Total Credit Limit For underlying exposures with flexible re-draw facilities (including revolving characteristics) or where the maximum underlying exposure amount hasn’t been withdrawn in full – the maximum underlying exposure amount that could potentially be outstanding.This field is only to be populated for underlying exposures that have flexible or further drawing characteristics.This is not intended to capture instances where the obligor may renegotiate an increased underlying exposure balance but rather where there is currently the contractual ability for the obligor to do this and for the lender to provide the additional funding.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
ESTL30 Purchase Price Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied. NO YES
ESTL31 Amortisation Type Type of amortisation of the underlying exposure including principal and interest.French — i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX)German — i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest. (DEXX)Fixed amortisation schedule — i.e. Amortisation in which the principal amount repaid in each instalment is the same. (FIXE)Bullet — i.e. Amortisation in which the full principal amount is repaid in the last instalment. (BLLT)Other (OTHR) YES NO
ESTL32 Principal Grace Period End Date If applicable as at the data cut-off date, indicate the principal grace period end date. YES YES
ESTL33 Scheduled Principal Payment Frequency Frequency of principal payments due, i.e. period between payments:
 Monthly (MNTH)
 Quarterly (QUTR)
 Semi Annual (SEMI)
 Annual (YEAR)
 Other (OTHR) YES YES
ESTL34 Scheduled Interest Payment Frequency Frequency of interest payments due, i.e. period between payments:
 Monthly (MNTH)
 Quarterly (QUTR)
 Semi Annual (SEMI)
 Annual (YEAR)
 Other (OTHR) YES YES
ESTL35 Payment Due This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
ESTL36 Debt To Income Ratio Debt defined as the amount of underlying exposure outstanding as of data cut-off date, This includes any amounts that are secured by the mortgage and will be classed as principal in the securitisation. For example, if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. Excluding any interest arrears or penalty amounts.Income defined as in field code ESTL17, plus any other relevant income (e.g. secondary income). YES YES
ESTL37 Balloon Amount Total amount of (securitised) principal repayment to be paid at the maturity date of the underlying exposure.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
ESTL38 Interest Rate Reset Interval Number of months between each interest rate reset date on the underlying exposure. YES YES
ESTL39 Current Interest Rate Current interest rate. YES YES
ESTL40 Current Interest Rate Index The base reference interest index currently applicable (the reference rate off which the interest rate is set):
 MuniAAA (MAAA)
 FutureSWAP (FUSW)
 LIBID (LIBI)
 LIBOR (LIBO)
 SWAP (SWAP)
 Treasury (TREA)
 Euribor (EURI)
 Pfandbriefe (PFAN)
 EONIA (EONA)
 EONIASwaps (EONS)
 EURODOLLAR (EUUS)
 EuroSwiss (EUCH)
 TIBOR (TIBO)
 ISDAFIX (ISDA)
 GCFRepo (GCFR)
 STIBOR (STBO)
 BBSW (BBSW)
 JIBAR (JIBA)
 BUBOR (BUBO)
 CDOR (CDOR)
 CIBOR (CIBO)
 MOSPRIM (MOSP)
 NIBOR (NIBO)
 PRIBOR (PRBO)
 TELBOR (TLBO)
 WIBOR (WIBO)
 Bank of England Base Rate (BOER)
 European Central Bank Base Rate (ECBR)
 Lender’s Own Rate (LDOR)
 Other (OTHR) YES YES
ESTL41 Current Interest Rate Index Tenor Tenor of the current interest rate index:
 Overnight (OVNG)
 IntraDay (INDA)
 1 day (DAIL)
 1 week (WEEK)
 2 week (TOWK)
 1 month (MNTH)
 2 month (TOMN)
 3 month (QUTR)
 4 month (FOMN)
 6 month (SEMI)
 12 month (YEAR)
 On Demand (ONDE)
 Other (OTHR) YES YES
ESTL42 Current Interest Rate Margin Current interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate. YES YES
ESTL43 Interest Rate Cap Maximum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement. YES YES
ESTL44 Interest Rate Floor Minimum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement. YES YES
ESTL45 Number Of Payments Before Securitisation Enter the number of payments made prior to the exposure being transferred to the securitisation. YES YES
ESTL46 Percentage Of Prepayments Allowed Per Year Percentage amount of pre-payments allowed under the product per year. This is for underlying exposures that allow a certain threshold of pre-payments (i.e. 10 %) before charges are incurred. YES YES
ESTL47 Prepayment Lock-Out End Date The date after which the lender allows prepayment of the underlying exposure. YES YES
ESTL48 Prepayment Fee Amount collected from the obligor as the fee/penalty due for making prepayments as required under the terms of the underlying exposure agreement. This is not intended to include any amounts paid as a ‘break cost’ to make up interest payments up to the underlying exposure Payment Date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
ESTL49 Prepayment Fee End Date The date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid. YES YES
ESTL50 Prepayment Date The latest date on which an unscheduled principal payment was received. YES YES
ESTL51 Cumulative Prepayments Total prepayments collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination dateInclude the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
ESTL52 Date Last In Arrears Date the obligor was last in arrears. YES YES
ESTL53 Arrears Balance Current balance of arrears, which is defined as:
 Total payments due to date
 PLUS any amounts capitalised
 PLUS any fees applied to the account
 LESS total payments received to date.If no arrears then enter 0.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
ESTL54 Number Of Days In Arrears Number of days this underlying exposure is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date. YES YES
ESTL55 Account Status Current status of the underlying exposure that has been securitised:
 Performing (PERF)
 Restructured — No Arrears (RNAR)
 Restructured — Arrears (RARR)
 Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT)
 Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT)
 Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR)
 Defaulted only under another definition of default being met (DADB)
 Arrears (ARRE)
 Repurchased by Seller – Breach of Representations and Warranties (REBR)
 Repurchased by Seller – Defaulted (REDF)
 Repurchased by Seller – Restructured (RERE)
 Repurchased by Seller – Special Servicing (RESS)
 Repurchased by Seller – Other Reason (REOT)
 Redeemed (RDMD)
 Other (OTHR)Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance. NO NO
ESTL56 Reason for Default or Foreclosure If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason:
 In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX)
 In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX)
 In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD) YES YES
ESTL57 Default Amount Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
ESTL58 Default Date The date of default. YES YES
ESTL59 Allocated Losses The allocated losses to date, net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect most recent situation as at the data cut-off date, i.e. as recoveries are collected and the work out process progresses.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
ESTL60 Cumulative Recoveries Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
ESTL61 Originator Name Give the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. NO NO
ESTL62 Originator Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator. NO NO
ESTL63 Originator Establishment Country Country where the underlying exposure originator is established. NO NO
ESTL64 Original Lender Name Give the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. YES YES
ESTL65 Original Lender Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender.Where no Legal Entity Identifier is available, enter ND5. YES YES
ESTL66 Original Lender Establishment Country Country where the original lender is established. YES YES
Collateral-level information section
ESTC1 Unique Identifier Report the same unique identifier here as the one entered into field ESTL1. NO NO
ESTC2 Underlying Exposure Identifier Unique underlying exposure identifier. This must match the identifier in field ESTL3. The reporting entity must not amend this unique identifier. NO NO
ESTC3 Original Collateral Identifier The original unique identifier assigned to the collateral or guarantee. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. NO NO
ESTC4 New Collateral Identifier If the original identifier in field ESTC3 cannot be maintained in this field enter the new identifier here. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. If there has been no change in the identifier, enter the same identifier as in ESTC3. The reporting entity must not amend this unique identifier. NO NO
ESTC5 Geographic Region — Collateral The geographic region (NUTS3 classification) where the collateral is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’. YES YES
ESTC6 Security Type The type of security:
 Collateral (COLL)
 Guarantee backed by further collateral (GCOL)
 Guarantee not backed by further collateral (GNCO)
 Other (OTHR) NO NO
ESTC7 Charge Type Type of security over the collateral. Where there is a guarantee, this field refers to any security for any collateral that is supporting that guarantee. ‘No charge but an irrevocable power of attorney or similar’ refers to when the originator or original lender, as applicable, is irrevocably and unconditionally authorised to unilaterally create a charge over the collateral at any time in the future, without the need for any further approval from the obligor or guarantor:
 Fixed charge (FXCH)
 Floating charge (FLCH)
 No charge (NOCG)
 No charge but an irrevocable power of attorney or similar (ATRN)
 Other (OTHR) YES YES
ESTC8 Lien Highest lien position held by the originator in relation to the collateral. YES YES
ESTC9 Collateral Type The primary (in terms of value) type of asset securing the debt. Where there is a guarantee backed by physical or financial collateral, look through the guarantee to any collateral that may be supporting that guarantee.Automobile (CARX)Industrial Vehicle (INDV)Commercial Truck (CMTR)Rail Vehicle (RALV)Nautical Commercial Vehicle (NACM)Nautical Leisure Vehicle (NALV)Aeroplane (AERO)Machine Tool (MCHT)Industrial Equipment (INDE)Office Equipment (OFEQ)IT Equipment (ITEQ)Medical Equipment (MDEQ)Energy Related Equipment (ENEQ)Commercial Building (CBLD)Residential Building (RBLD)Industrial Building (IBLD)Other Vehicle (OTHV)Other Equipment (OTHE)Other Real Estate (OTRE)Other goods or inventory (OTGI)Securities (SECU)Guarantee (GUAR)Other Financial Asset (OTFA)Mixed Categories Due to Security Over All Assets of the Obligor (MIXD)Other (OTHR) NO NO
ESTC10 Current Valuation Amount The most recent valuation of the collateral. Where there is a guarantee backed by physical or financial collateral, look through the guarantee to the collateral that is supporting that guarantee.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
ESTC11 Current Valuation Method The method of calculating the most recent value of the collateral, as provided in field ESTC10.Full Appraisal (FAPR)Drive-by (DRVB)Automated Value Model (AUVM)Indexed (IDXD)Desktop (DKTP)Managing Agent or Estate Agent (MAEA)Purchase Price (PPRI)Haircut (HCUT)Mark to Market (MTTM)Obligor’s valuation (OBLV)Other (OTHR) YES YES
ESTC12 Current Valuation Date The date of the most recent valuation of the collateral as provided in field ESTC10. YES YES
ESTC13 Current Loan-To-Value Current loan to Value ratio (LTV). For non-first lien loans this is to be the combined or total LTV. Where the current loan balance is negative, enter 0. YES YES
ESTC14 Original Valuation Amount The original valuation of the collateral as of the initial underlying exposure origination date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
ESTC15 Original Valuation Method The method of calculating the value of the collateral provided in field ESTC14 at the time of underlying exposure origination:
 Full Appraisal (FAPR)
 Drive-by (DRVB)
 Automated Value Model (AUVM)
 Indexed (IDXD)
 Desktop (DKTP)
 Managing Agent or Estate Agent (MAEA)
 Purchase Price (PPRI)
 Haircut (HCUT)
 Mark to market (MTTM)
 Obligor’s valuation (OBLV)
 Other (OTHR) YES YES
ESTC16 Original Valuation Date The date of the original valuation of the physical or financial collateral provided in field ESTC14. YES YES
ESTC17 Original Loan-To-Value Originator’s original underwritten loan To Value ratio (LTV). For non-first lien loans, this is the combined or total LTV. YES YES
ESTC18 Date Of Sale The date of sale of the collateral. NO YES
ESTC19 Sale Price Price achieved on sale of collateral in case of foreclosure.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
ESTC20 Collateral Currency This is the currency in which the valuation amount provided in ESTC10 is denominated. NO YES
ANNEX X

Field code Field name Content to report ND1-ND4 allowed? ND5 allowed?
Underlying exposures information section
NPEL1 Unique Identifier The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224. This entry must match the unique identifier field in the accompanying underlying exposures template being completed for this specific underlying exposure. NO NO
NPEL2 Original Underlying Exposure Identifier Unique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. This entry must match the original underlying exposure identifier field in the accompanying underlying exposures template (Annexes II-IX to this Regulation) being completed for this specific underlying exposure. NO NO
NPEL3 New Underlying Exposure Identifier If the original identifier in field NPEL2 cannot be maintained in this field, enter the new identifier here (and this new identifier must match the new underlying exposure identifier field in the accompanying underlying exposures template (Annexes II-IX to this Regulation) being completed for this specific underlying exposure). If there has been no change in the identifier, enter the same identifier as in NPEL2. The reporting entity must not amend this unique identifier. NO NO
NPEL4 Original Obligor Identifier Original unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. This entry must match the original obligor identifier field in the accompanying underlying exposures template (Annexes II-IX to this Regulation) being completed for this specific underlying exposure. NO NO
NPEL5 New Obligor Identifier If the original identifier in field NPEL4 cannot be maintained in this field, enter the new identifier here (and this new identifier must match the new obligor identifier field in the accompanying underlying exposures template (Annexes II-IX to this Regulation) being completed for this specific underlying exposure). If there has been no change in the identifier, enter the same identifier as in NPEL4. The reporting entity must not amend this unique identifier. NO NO
NPEL6 Data Cut-Off Date The data cut-off date for this data submission. NO NO
NPEL7 In Receivership Indicator as to whether the obligor is in Receivership YES YES
NPEL8 Date of Last Contact Date of last direct contact with the obligor YES YES
NPEL9 Deceased Indicator as to whether the obligor has passed away YES YES
NPEL10 Legal status The type of legal status of the obligor.Listed Corporate is a Corporate entity whose shares are quoted and traded on a Stock Exchange (LCRP)Unlisted Corporate is a Corporate entity whose shares are not quoted and traded on a stock exchange, however an unlisted corporate may have an unlimited number of shareholders to raise capital for any commercial venture (UCRP)Listed Fund is a fund whose shares are quoted and traded on a Stock exchange (LFND)Unlisted Fund is a fund whose shares are not quoted and traded on a Stock exchange (UFND)Partnership is where the Sponsor constitutes a group of individuals who form a legal partnership, where profits and liabilities are shared (PSHP)Private Individual (INDV) YES YES
NPEL11 Legal Procedure Type Type of the insolvency process the obligor is currently in:
 Corporate Restructuring Procedure, which also includes funds (CPRR)
 Corporate Insolvency Procedure, which also includes funds (CPRI)
 Private Individual Obligor Debt Compromise Procedure (PRCM)
 Private Individual Obligor Insolvency Procedure (PRIP)
 Partnership Restructuring Procedure (PRTR)
 Partnership Insolvency Procedure (PRIS)
 Other (OTHR) YES YES
NPEL12 Legal Procedure Name Name of the legal procedure which provides an indication of how advanced the relevant procedure has become, depending on the country where the obligor is located. YES YES
NPEL13 Legal Procedures Completed Description of the legal procedures completed for the obligor. YES YES
NPEL14 Date of Entering Into Current Legal Procedure Date on which the obligor entered into their current legal procedure. YES YES
NPEL15 Date of Insolvency Practitioner Appointment Date on which the insolvency practitioner was appointed. YES YES
NPEL16 Number of Current Judgements Number of outstanding Court Enforcement Orders against the obligor. YES YES
NPEL17 Number of Discharged Judgements Number of discharged Court Enforcement Orders against the obligor YES YES
NPEL18 Date of External Demand Issuance Date on which a demand notice was sent by solicitors who act on behalf of the Institution YES YES
NPEL19 Date when Reservation of Rights Letter Was Issued Date on which the Reservation of Rights Letter was issued by the Institution YES YES
NPEL20 Court Jurisdiction Location of the court where the case is being heard YES YES
NPEL21 Date of Obtaining Order for Possession Date on which the Order for Possession is granted by the court YES YES
NPEL22 Comments on Other Litigation Related Process Further comments/details if there are other litigation processes in place YES YES
NPEL23 Governing Law Jurisdiction governing the underlying exposure agreement. This does not necessarily correspond to the country where the underlying exposure was originated. YES YES
NPEL24 Bespoke Repayment Description Description of the bespoke repayment profile when ‘Other’ is selected in field ‘Amortisation Type’ YES YES
NPEL25 Start Date of Interest Only Period Date on which the current interest repayment only period starts. YES YES
NPEL26 End Date of Interest Only Period Date on which the interest repayment only period ends. YES YES
NPEL27 Start Date of Current Fixed Interest Period Date on which the current fixed interest period started. YES YES
NPEL28 End Date of Current Fixed Interest Period Date on which the current fixed interest period ends. YES YES
NPEL29 Current Reversion Interest Rate Current level of reversion interest rate according to the underlying exposure Agreement. YES YES
NPEL30 Last Payment Date Date on which the last payment was made YES YES
NPEL31 Syndicated Portion Percentage of the portion held by the Institution when ‘Yes’ is selected in the field named ‘Syndicated’ in the applicable Annex for the non-performing exposure. YES YES
NPEL32 MARP Entry Date on which underlying exposure entered current MARP status YES YES
NPEL33 MARP Status The status of the current Mortgage Arrears Resolution Process:
 Not in MARP (NMRP)
 Exited MARP (EMRP)
 Provision 23, 31 days in arrears (MP23)
 Provision 24, Financial difficulty (MP24)
 Provision 28, Not cooperating warning (MP28)
 Provision 29, Not cooperating (MP29)
 Provision 42, Restructure offer (MP42)
 Provision 45, Restructure declined by seller (MP45)
 Provision 47, Restructure declined by borrower (MP47)
 Self-Cure (MPSC)
 Alternative Repayment Arrangement (MPAR)
 Other (OTHR) YES YES
NPEL34 External Collections Level Indicator as to whether the external collections have been prepared on an obligor level or on an underlying exposure Level YES YES
NPEL35 Repayment Plan Indicator as to whether a repayment plan has been agreed with the external collection agency YES YES
NPEL36 Forbearance Level Indicator as to whether forbearance has been prepared on an obligor level or an underlying exposure level YES YES
NPEL37 Date of First Forbearance Date on which the first forbearance happened YES YES
NPEL38 Number of Historical Forbearance Number of forbearance(s) that happened in the past YES YES
NPEL39 Principal Forgiveness Amount of the principal that was forgiven as part of current forbearance, including principal forgiveness agreed by external collection agenciesInclude the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
NPEL40 Date of Principal Forgiveness Date on which the principal forgiveness happened YES YES
NPEL41 End Date of Forbearance Date on which the current forbearance arrangement ends YES YES
NPEL42 Repayment Amount Under Forbearance Periodic repayment amount that the Institution and obligor agreed under the current forbearance termsInclude the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
Collateral-level information section
NPEC1 Unique Identifier Report the same unique identifier here as the one entered into field NPEL1. NO NO
NPEC2 Underlying Exposure Identifier Unique underlying exposure identifier. This must match the identifier in field NPEL3. The reporting entity must not amend this unique identifier. NO NO
NPEC3 Original Collateral Identifier The original unique identifier assigned to the collateral or guarantee. Where the underlying exposure type requires Annexes II, III, IV, or IX to be completed, this field must match the original collateral identifier field in the respective template being completed for this specific collateral item (i.e. this field must match the identifier entered into fields RREC3, CREC3, CRPC3, and ESTC3, as applicable).The reporting entity must not amend this unique identifier. NO NO
NPEC4 New Collateral Identifier If the original identifier in field NPEC3 cannot be maintained in this field enter the new identifier here. Where the underlying exposure type requires Annexes II, III, IV, or IX to be completed, this new identifier must match the new collateral identifier field in the respective template being completed for this specific collateral item (i.e. this field must match the identifier entered into fields RREC4, CREC4, CRPC4, and ESTC4, as applicable).If there has been no change in the identifier, enter the same identifier as in NPEC3. The reporting entity must not amend this unique identifier. NO NO
NPEC5 VAT Payable Amount of VAT payable on the disposal of the Unit YES YES
NPEC6 Percentage Complete The percentage of development completed since construction started. YES YES
NPEC7 Enforcement Status Status of the enforcement process that the Collateral is currently in as at cut-off date, e.g. if it is in receivership YES YES
NPEC8 Enforcement Status Third Parties Have any other secured creditors have taken steps to enforce security over the asset? YES YES
NPEC9 Mortgage Amount Assigned Total amount of the mortgage assigned to the property collateral.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
NPEC10 Higher Ranking Underlying Exposure Amount of higher ranking/lien underlying exposures secured against the collateral that is not held by the Institution and does not form a part of the Portfolio.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
NPEC11 Enforcement Description Comments or description of the stage of enforcement YES YES
NPEC12 Court Appraisal Amount Court appraisal amount of the Property/CollateralInclude the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
NPEC13 Date of Court Appraisal Date on which the court appraisal happened YES YES
NPEC14 On Market Price Price of the Property/Collateral for which it is on the marketInclude the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
NPEC15 Offer Price The highest price offered by potential buyersInclude the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
NPEC16 Prepare Property for Sale Date Prepare property/collateral for sale date YES YES
NPEC17 Property on Market Date Collateral on market date, i.e. the date when the collateral is advertised and marketed for sale. YES YES
NPEC18 On Market Offer Date On market offer date YES YES
NPEC19 Sale Agreed Date Sale agreed date YES YES
NPEC20 Contracted Date Contracted date YES YES
NPEC21 First Auction Date Date on which the first auction has been performed in order to sell the Property/Collateral YES YES
NPEC22 Court Auction Reserve Price for First Auction Court set reserve price for first auction, i.e. minimum price required by the courtInclude the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
NPEC23 Next Auction Date Date on which the next intended auction has been performed in order to sell the Property/Collateral YES YES
NPEC24 Court Auction Reserve Price for Next Auction Court set reserve price for next auction, i.e. minimum price required by the courtInclude the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
NPEC25 Last Auction Date Date on which the last auction was performed in order to sell the Property/Collateral YES YES
NPEC26 Court Auction Reserve Price for Last Auction Court set reserve price for last auction, i.e. minimum price required by the courtInclude the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
NPEC27 Number of Failed Auctions Number of failed previous auctions for the Property/Collateral YES YES
Historical collections information section
NPEH1 Unique Identifier Report the same unique identifier here as the one entered into field NPEL1. NO NO
NPEH2 Underlying Exposure Identifier Unique underlying exposure identifier. This must match the identifier in field NPEL3. The reporting entity must not amend this unique identifier. NO NO
NPEH[3-38] Legal Unpaid Balance at month n History of total legal unpaid balance in the thirty-six months previous to the data cut-off date, each monthly amount reported in a separate field. Start with the most recent month in field NPEH3 and end with the oldest month in NPEH38.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
NPEH[39-74] History of Past-Due Balances at month n History of total past-due balance in the thirty-six months previous to the data cut-off date, each monthly amount reported in a separate field. Start with the most recent month in field NPEH39 and end with the oldest month in NPEH74.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
NPEH[75-110] History of Repayments — Not from collateral sales at month n Repayment made by the obligor in the thirty-six months previous to the data cut-off date, excluding collateral sales, including collections by external collection agencies, each monthly amount reported in a separate field. Start with the most recent month in field NPEH75 and end with the oldest month in NPEH110.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
NPEH[111-146] History of Repayments — From collateral sales at month n Repayment made by the collateral disposal in the thirty-six months previous to the data cut-off date, each monthly amount reported in a separate field. Start with the most recent month in field NPEH111 and end with the oldest month in NPEH146.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
ANNEX XI

Field code Field name Content to report ND1-ND4 allowed? ND5 allowed?
Underlying exposures information section
IVAL1 Unique Identifier — ABCP Programme The unique identifier assigned by the reporting entity to this ABCP programme in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224. NO NO
IVAL2 Unique Identifier — ABCP Transaction The unique identifier assigned by the reporting entity to this ABCP transaction in accordance with Article 11(2) of Delegated Regulation (EU) 2020/1224. NO NO
IVAL3 Original Underlying Exposure Identifier Unique underlying exposure type identifier. The reporting entity must not amend this unique identifier. NO NO
IVAL4 New Underlying Exposure Identifier If the original identifier in field IVAL3 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in IVAL3. The reporting entity must not amend this unique identifier. NO NO
IVAL5 Underlying Exposure Type Select the type of underlying exposure that exists in this transaction:
 Trade Receivables (TREC)
 Automobile Loans or Leases (ALOL)
 Consumer loans (CONL)
 Equipment Leases (EQPL)
 Floorplan financed (FLRF)
 Insurance Premia (INSU)
 Credit-Card Receivables (CCRR)
 Residential Mortgages (RMRT)
 Commercial Mortgages (CMRT)
 Small and Medium Enterprise Loans (SMEL)
 Non Small and Medium Enterprise Corporate Loans (NSML)
 Future Flow (FUTR)
 Leverage Fund (LVRG)
 Collateralised Bond Obligation (CBOB)
 Collateralised Loan Obligation (CLOB)
 Other (OTHR) NO NO
IVAL6 Data Cut-Off Date The data cut-off date for this data submission. NO NO
IVAL7 Geographic Region — Largest Exposure Concentration 1 The geographic region where the largest amount of underlying exposures (by current value of exposures as at the data cut-off date) of this type are located, in terms of the location of the collateral (for secured underlying exposures) or obligor (for unsecured underlying exposures). Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’. YES YES
IVAL8 Geographic Region — Largest Exposure Concentration 2 The geographic region where the second-largest amount of underlying exposures (by current value of exposures as at the data cut-off date) of this type are located, in terms of the location of the collateral (for secured underlying exposures) or obligor (for unsecured underlying exposures). Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’. YES YES
IVAL9 Geographic Region — Largest Exposure Concentration 3 The geographic region where the third-largest amount of underlying exposures (by current value of exposures as at the data cut-off date) of this type are located, in terms of the location of the collateral (for secured underlying exposures) or obligor (for unsecured underlying exposures). Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’. YES YES
IVAL10 Geographic Region Classification Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed. YES YES
IVAL11 Current Principal Balance The total outstanding principal balance as of the data cut-off date for this exposure type. This includes any amounts that are classed as principal in the securitisation. For example, if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. Excluding any interest arrears or penalty amounts.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
IVAL12 Number Of Underlying Exposures Number of underlying exposures of this exposure type being securitised. YES NO
IVAL13 EUR Exposures The total outstanding principal balance of exposures of this type that are denominated in EUR as at the data cut-off date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
IVAL14 GBP Exposures The total outstanding principal balance of exposures of this type that are denominated in GBP as at the data cut-off date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
IVAL15 USD Exposures The total outstanding principal balance of exposures of this type that are denominated in USD as at the data cut-off date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
IVAL16 Other Exposures The total outstanding principal balance of exposures of this type that are denominated in currencies different to EUR, GBP, and USD as at the data cut-off date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
IVAL17 Maximum Residual Maturity The longest residual maturity in months, as at the data cut-off date, of any exposure of this exposure type. YES YES
IVAL18 Average Residual Maturity The average residual maturity in months, as at the data cut-off date and weighted by the current balance as at the data cut-off date, of all exposures of this exposure type. YES YES
IVAL19 Current Loan-To-Value Weighted average, using the current balances of all exposures of this type as at the data cut-off date, current loan to value (LTV) ratio. For non-first lien loans, this is the combined or total LTV. YES YES
IVAL20 Debt To Income Ratio Weighted average, using the current balances of all exposures of this type as at the data cut-off date, obligor debt to income ratio. Debt defined as the total outstanding principal balance of underlying exposure outstanding as of data cut-off date. This includes any amounts classified as principal in the securitisation. For example, if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. Excluding any interest arrears or penalty amounts.Income defined as combined income, sum of primary and (where applicable) secondary income. YES YES
IVAL21 Amortisation Type The total outstanding principal balance of exposures of this type where the amortisation is either bullet, balloon, or some other arrangement besides French, German, or a fixed amortisation schedule. For the purposes of this field:
— French Amortisation is defined as amortisation in which the total amount — principal plus interest — repaid in each instalment is the same;
— German Amortisation is defined as amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest;
— Fixed Amortisation Schedule is defined as amortisation in which the principal amount repaid in each instalment is the same;
— Bullet Amortisation is defined as amortisation in which the full principal amount is repaid in the last instalment;
— Balloon Amortisation is defined as amortisation consisting of partial principal repayments followed by a larger final principal amount; and
— Other Amortisation is defined as any other amortisation type not captured by any of the categories listed above.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
IVAL22 Scheduled Principal Payment Frequency Above One Month The total outstanding principal balance of exposures of this type where the frequency of principal payments due, i.e. period between payments, is greater than one month (e.g. quarterly, semi-annual, annual, bullet, zero-coupon, other).Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
IVAL23 Scheduled Interest Payment Frequency Above One Month The total outstanding principal balance of exposures of this type where the frequency of interest payments due, i.e. period between payments, is greater than one month (e.g. quarterly, semi-annual, annual, bullet, zero-coupon, other).Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
IVAL24 Floating Rate Receivables The total outstanding principal balance of exposures of this type, as at the data cut-off date, where the interest rate is generally understood as ‘floating’. ‘Floating’ refers to a rate indexed to any of the following: LIBOR (any currency and tenor), EURIBOR (any currency and tenor), any central bank base rate (BoE, ECB, etc.), the originator’s standard variable rate, or any similar arrangement.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
IVAL25 Financed Amount Amount of underlying exposures purchased from the originator in this transaction that have been financed by commercial paper, between the previous data cut-off date and the data cut-off date of the present data submission.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
IVAL26 Dilutions Total reductions in principal underlying exposures of this type during the period.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
IVAL27 Repurchased Exposures The total outstanding principal balance of exposures of this type that have been repurchased (i.e. removed from the pool of underlying exposures by being bought back) by the originator/sponsor between the immediately previous data cut-off date and the current data cut-off date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
IVAL28 Defaulted Or Credit-Impaired Exposures At Securitisation Pursuant to Article 24(9) of Regulation (EU) 2017/2402, enter the total outstanding principal balance of exposures of this type that, at the time of securitisation, were either defaulted exposures or exposures to a credit-impaired debtor or guarantor in the meaning set out in that same Article.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
IVAL29 Defaulted Exposures The total outstanding principal balance of exposures of this type in default as at the cut-off date, using the definition of default specified in the securitisation documentationInclude the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
IVAL30 Defaulted Exposures CRR The total outstanding principal balance of exposures of this type in default as at the cut-off date, using the definition of default specified in Article 178 of Regulation (EU) No 575/2013.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
IVAL31 Gross Charge Offs In The Period Face value of gross principal charge-offs (i.e. before recoveries) for the period. Charge-off is as per securitisation definition, or alternatively per lender’s usual practice.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
IVAL32 Arrears 1-29 Days The percentage of exposures of this type in arrears on principal and/or interest payments due for a period between 1 and 29 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date. YES YES
IVAL33 Arrears 30-59 Days The percentage of exposures of this type in arrears on principal and/or interest payments due for a period between 30 and 59 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date. YES YES
IVAL34 Arrears 60-89 Days The percentage of exposures of this type in arrears on principal and/or interest payments due for a period between 60 and 89 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date. YES YES
IVAL35 Arrears 90-119 Days The percentage of exposures of this type in arrears on principal and/or interest payments due for a period between 90 and 119 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date. YES YES
IVAL36 Arrears 120-149 Days The percentage of exposures of this type in arrears on principal and/or interest payments due for a period between 120 and 149 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date. YES YES
IVAL37 Arrears 150-179 Days The percentage of exposures of this type in arrears on principal and/or interest payments due for a period between 150 and 179 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date. YES YES
IVAL38 Arrears 180+ Days The percentage of exposures of this type in arrears on principal and/or interest payments due for a period for 180 days or more as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date. YES YES
IVAL39 Restructured Exposures Enter the proportion of exposures of this type that have at any time been restructured by the originator/sponsor, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402.Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.Calculate the proportion as the total current balance of these exposures divided by total current balance of exposures of this type, as at the data cut-off date. YES YES
IVAL40 Restructured Exposures (0-1 years before transfer) Enter the total outstanding principal balance of exposures of this type that have been restructured by the originator/sponsor at any time starting from, and less than 1 year before, the date of transfer or assignment to the SSPE, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402.Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
IVAL41 Restructured Exposures (1-3 years before transfer) Enter the total outstanding principal balance of exposures of this type that have been restructured by the originator/sponsor at any time starting from 1 and less than 3 years before the date of transfer or assignment to the SSPE, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402.Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
IVAL42 Restructured Exposures (> 3 years before transfer) Enter the total outstanding principal balance of exposures of this type that have been restructured by the originator/sponsor at any time starting from 3 years before the date of transfer or assignment to the SSPE, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402.Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
IVAL43 Restructured Exposures (Interest Rate) Enter the total outstanding principal balance of exposures of this type whose interest rate has been restructured by the originator/sponsor, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402.Restructuring of interest rate refers to any changes made to the interest rate-related contractual terms of the underlying exposure agreement due to forbearance, including changes of interest rate basis or margins, fees, penalties, and/or other generally-accepted measures of interest rate-related restructuring due to forbearance.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
IVAL44 Restructured Exposures (Repayment Schedule) Enter the total outstanding principal balance of exposures of this type whose repayment schedule has been restructured by the originator/sponsor, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402.Restructuring of repayment schedule refers to any changes made to the repayment schedule-related contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, repayment timing, and/or other generally-accepted repayment schedule-related measures of restructuring due to forbearance.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
IVAL45 Restructured Exposures (Maturity) Enter the total outstanding principal balance of exposures of this type whose maturity profile has been restructured by the originator/sponsor, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402.Restructuring of maturity profile refers to any changes made to the maturity-related contractual terms of the underlying exposure agreement due to forbearance, including maturity extensions and/or other generally-accepted measures of maturity-related restructuring due to forbearance.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
IVAL46 Restructured Exposures (0-1 years before transfer and No New Arrears) Enter the total outstanding principal balance of exposures of this type that have been restructured by the originator/sponsor 1 year or earlier than the date of transfer or assignment to the SSPE AND have not at any time been in arrears (either regarding principal or interest payments) since the date of restructuring, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402.Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
IVAL47 Restructured Exposures (No New Arrears) Enter the total outstanding principal balance of exposures of this type that have been restructured by the originator/sponsor at any time AND have not at any time been in arrears (either regarding principal or interest payments) since the date of restructuring, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402.Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
IVAL48 Restructured Exposures (New Arrears) Enter the total outstanding principal balance of exposures of this type that have been restructured by the originator/sponsor at any time AND have at any time been in arrears (either regarding principal or interest payments) since the date of restructuring, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402.Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
IVAL49 Restructured Exposures (Other) Enter the total outstanding principal balance of exposures of this type that have been restructured by the originator/sponsor, excluding restructurings already captured under fields IVAL43, IVAL44, and IVAL45, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
ANNEX XII

Field code Field name Content to report ND1-ND4 allowed? ND5 allowed?
Securitisation information section
IVSS1 Unique Identifier The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224. NO NO
IVSS2 Data Cut-Off Date The data cut-off date for this data submission. This must match the data cut-off date in the applicable underlying exposure templates submitted. NO NO
IVSS3 Securitisation Name Enter the name of the securitisation NO NO
IVSS4 Reporting Entity Name The full legal name of the entity designated as per Article 7(2) of Regulation (EU) 2017/2402; this name must match the name entered in for that entity in field SESP3 in the counterparty information section. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. NO NO
IVSS5 Reporting Entity Contact Person First and Last name of the contact person(s) responsible for preparing this securitisation data submission and to whom questions on this data submission must be addressed. NO NO
IVSS6 Reporting Entity Contact Telephone Direct telephone number(s) of the contact person(s) responsible for preparing this securitisation data submission and to whom questions on this data submission must be addressed. NO NO
IVSS7 Reporting Entity Contact Emails Direct email address(es) of the contact person(s) responsible for preparing this securitisation data submission and to whom questions on this data submission must be addressed. NO NO
IVSS8 Risk Retention Method Method for complying with risk retention requirements in the EU (e.g. Article 6 of Regulation (EU) 2017/2402, or until entry into force, Article 405 of Regulation (EU) No 575/2013):
 Vertical slice — i.e. Article 6(3)(a) (VSLC)
 Seller’s share — i.e. Article 6(3)(b) (SLLS)
 Randomly-selected exposures kept on balance sheet — i.e. Article 6(3)(c) (RSEX)
 First loss tranche — i.e. Article 6(3)(d) (FLTR)
 First loss exposure in each asset — i.e. Article 6(3)(e) (FLEX)
 No compliance with risk retention requirements (NCOM)
 Other (OTHR) NO NO
IVSS9 Risk Retention Holder Which entity is retaining the material net economic interest, as specified in Article 6 of Regulation (EU) 2017/2402, or until its entry into force, Article 405 of Regulation (EU) No 575/2013):
 Originator (ORIG)
 Sponsor (SPON)
 Original Lender (OLND)
 Seller (SELL)
 No Compliance with Risk Retention Requirement (NCOM)
 Other (OTHR) NO NO
IVSS10 Underlying Exposure Type Enter the type of underlying exposures of the securitisation. If multiple types from the list below are present, enter ‘Mixed’ (with the exception of securitisations whose underlying exposures consist exclusively of a combination of consumer loans and automobile loans or leases--for these securitisations the value corresponding to ‘Consumer loans’ must be entered):
 Automobile Loan or Lease (ALOL)
 Consumer Loan (CONL)
 Commercial Mortgage (CMRT)
 Credit-Card Receivable (CCRR)
 Lease (LEAS)
 Residential Mortgage (RMRT)
 Mixed (MIXD)
 Small and Medium Enterprise (SMEL)
 Non Small and Medium Enterprise Corporate (NSML)
 Other (OTHR) NO NO
IVSS11 Risk Transfer Method In accordance with Article 242(13) and (14) of Regulation (EU) No 575/2013, the securitisation risk transfer method is ‘traditional’ (i.e. ‘true sale’). NO NO
IVSS12 Trigger Measurements/Ratios Has any underlying exposure-related trigger event occurred? These include any delinquency, dilution, default, loss, stop-substitution, stop-revolving, or similar exposure-related events which impact the securitisation, as at the data cut-off date. This also includes if there is a debit balance on any PDL or an asset deficiency. NO NO
IVSS13 Revolving/Ramp-Up Period End-Date Enter the date at which the securitisation’s revolving or ramp-up period is scheduled to cease. Enter the securitisation maturity date if there is a revolving period with no scheduled end date. NO YES
IVSS14 Principal Recoveries In The Period Gross principal recoveries received during the period.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
IVSS15 Interest Recoveries In The Period Gross interest recoveries received during the period.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
IVSS16 Principal Collections In The Period Collections treated as principal in the period.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
IVSS17 Interest Collections In The Period Collections treated as revenue in the period.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
IVSS18 Drawings Under Liquidity Facility If the securitisation has a liquidity facility confirm whether or not there has been a drawing under the liquidity facility in the period ending on the last interest payment date. NO YES
IVSS19 Securitisation Excess Spread The amount of funds left over after application of all currently-applicable stages of the waterfall, commonly referred to as ‘excess spread’.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
IVSS20 Excess Spread Trapping Mechanism Excess spread is currently trapped in the securitisation (e.g. accumulated in a separate reserve account) NO NO
IVSS21 Current Overcollateralisation Current overcollateralisation of the securitisation, calculated as the ratio of (the sum of the outstanding principal balance of all underlying exposures, excluding underlying exposures classified as defaulted, as at the data cut-off date) to (the sum of the outstanding principal balance of all tranches/bonds as at the data cut-off date). NO NO
IVSS22 Annualised Constant Prepayment Rate The annualised Constant Prepayment Rate (CPR) of the underlying exposures based upon the most recent periodic CPR. Periodic CPR is equal to the [(total unscheduled principal received at the end of the most recent collection period)/(the total principal balance at the start of the collection period)]. The Periodic CPR is then annualised as follows:
 100*(1-((1-Periodic CPR)^number of collection periods in a year))
 ‘Periodic CPR’ refers to the CPR during the last collection period i.e. for a securitisation with quarterly paying bonds this will usually be the prior three month period. NO NO
IVSS23 Dilutions Total reductions in principal exposures during the period.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
IVSS24 Gross Charge Offs In The Period Total amount of gross principal charge-offs (i.e. before recoveries) for the period. Charge-off is as per securitisation definition, or alternatively per lender’s usual practice.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
IVSS25 Repurchased Exposures The total outstanding principal amount of underlying exposures that have been repurchased by the originator/sponsor between the immediately previous data cut-off date and the current data cut-off date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
IVSS26 Restructured Exposures The total outstanding principal amount of underlying exposures that have been restructured by the originator/sponsor between the immediately previous data cut-off date and the current data cut-off date. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
IVSS27 Annualised Constant Default Rate The annualised Constant Default Rate (CDR) for the underlying exposures based on the periodic CDR. Periodic CDR is equal to the [(total current balance of underlying exposures classified as defaulted during the period)/(total current balance of non-defaulted underlying exposures at the beginning of the period)]. This value is then annualised as follows:
 100*(1-((1-Periodic CDR)^number of collection periods in a year))
 ‘Periodic CDR’ refers to the CDR during the last collection period, i.e. for a securitisation with quarterly paying bonds this will usually be the prior three month period. NO NO
IVSS28 Defaulted Exposures The total outstanding principal amount as at the data cut-off date of exposures in default as at the cut-off date, using the definition of default specified in the securitisation documentationInclude the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
IVSS29 Defaulted Exposures CRR The total outstanding principal amount as at the data cut-off date of exposures in default as at the cut-off date, using the definition of default specified in Article 178 of Regulation (EU) No 575/2013.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
IVSS30 Risk Weight Approach Indicate which risk weight approach was used by the originator to produce the risk weight attached to the underlying exposures, in accordance with Regulation (EU) No 575/2013:Standardised Approach (STND)Foundation Internal Ratings-Based (FIRB)Advanced Internal Ratings-Based (ADIR) NO YES
IVSS31 Obligor Probability Of Default in Range [0,00 %,0,10 %) The total outstanding amount of underlying exposures whose one-year-ahead probability of default has been assessed as in the range 0,00 % <= x < 0,10 %. This estimate can either come from the originator or the relevant national central bank.Where there is no regulatory requirement to calculate Probability of Default, enter ND5. NO YES
IVSS32 Obligor Probability Of Default in Range [0,10 %,0,25 %) The total outstanding amount of underlying exposures whose one-year-ahead probability of default has been assessed as in the range 0,10 % <= x < 0,25 %. This estimate can either come from the originator or the relevant national central bank.Where there is no regulatory requirement to calculate Probability of Default, enter ND5. NO YES
IVSS33 Obligor Probability Of Default in Range [0,25 %,1,00 %) The total outstanding amount of underlying exposures whose one-year-ahead probability of default has been assessed as in the range 0,25 % <= x < 1,00 %. This estimate can either come from the originator or the relevant national central bank.Where there is no regulatory requirement to calculate Probability of Default, enter ND5. NO YES
IVSS34 Obligor Probability Of Default in Range [1,00 %,7,50 %) The total outstanding amount of underlying exposures whose one-year-ahead probability of default has been assessed as in the range 1,00 % <= x < 7,50 %. This estimate can either come from the originator or the relevant national central bank.Where there is no regulatory requirement to calculate Probability of Default, enter ND5. NO YES
IVSS35 Obligor Probability Of Default in Range [7,50 %,20,00 %) The total outstanding amount of underlying exposures whose one-year-ahead probability of default has been assessed as in the range 7,50 % <= x < 20,00 %. This estimate can either come from the originator or the relevant national central bank.Where there is no regulatory requirement to calculate Probability of Default, enter ND5. NO YES
IVSS36 Obligor Probability Of Default in Range [20,00 %,100,00 %] The total outstanding amount of underlying exposures whose one-year-ahead probability of default has been assessed as in the range 20,00 % <= x <= 100,00 %. This estimate can either come from the originator or the relevant national central bank.Where there is no regulatory requirement to calculate Probability of Default, enter ND5. NO YES
IVSS37 Internal Loss Given Default Estimate The originator’s latest Loss Given Default estimate for the underlying exposure in a downturn scenario, weighted using the total outstanding principal balance of the underlying exposures as at the data cut-off date.Where there is no regulatory requirement to calculate Loss Given Default, enter ND5. NO YES
IVSS38 Arrears 1-29 Days The percentage of exposures of this type in arrears on principal and/or interest payments due for a period between 1 and 29 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date. NO NO
IVSS39 Arrears 30-59 Days The percentage of exposures in arrears on principal and/or interest payments due for a period between 30 and 59 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures in this category of arrears, relative to the total outstanding principal amount of all exposures as at the data cut-off date. NO NO
IVSS40 Arrears 60-89 Days The percentage of exposures in arrears on principal and/or interest payments due for a period between 60 and 89 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures in this category of arrears, relative to the total outstanding principal amount of all exposures as at the data cut-off date. NO NO
IVSS41 Arrears 90-119 Days The percentage of exposures in arrears on principal and/or interest payments due for a period between 90 and 119 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures in this category of arrears, relative to the total outstanding principal amount of all exposures as at the data cut-off date. NO NO
IVSS42 Arrears 120-149 Days The percentage of exposures in arrears on principal and/or interest payments due for a period between 120 and 149 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures in this category of arrears, relative to the total outstanding principal amount of all exposures as at the data cut-off date. NO NO
IVSS43 Arrears 150-179 Days The percentage of exposures in arrears on principal and/or interest payments due for a period between 150 and 179 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures in this category of arrears, relative to the total outstanding principal amount of all exposures as at the data cut-off date. NO NO
IVSS44 Arrears 180+ Days The percentage of exposures in arrears on principal and/or interest payments due for a period for 180 days or more as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures in this category of arrears, relative to the total outstanding principal amount of all exposures as at the data cut-off date. NO NO
Tests/Events/Triggers information section
IVSR1 Unique Identifier Report the same unique identifier here as the one entered into field IVSS1. NO NO
IVSR2 Original Test/Event/Trigger Identifier The original unique test/event/trigger identifier. The reporting entity must not amend this unique identifier. NO NO
IVSR3 New Test/Event/Trigger Identifier If the original identifier in field IVSR2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in IVSR2. The reporting entity must not amend this unique identifier. NO NO
IVSR4 Description Describe the test/event/trigger, including any formulae. This is a free text field, however the description of the test/event/trigger includes any formulae and key definitions to allow an investor/potential investor to form a reasonable view of the test/event/trigger and any conditions and consequences attached to it. NO NO
IVSR5 Threshold Level Enter the level at which the test is deemed to have been met, the trigger is deemed to have been breached, or at which any other action is deemed to occur, as applicable given the type of test/event/trigger being reported. In the event of non-numerical tests/events/triggers, enter ND5. NO YES
IVSR6 Actual Value Enter the current value of the measure being compared against the threshold level. In the event of non-numerical tests/events/triggers, enter ND5. Where percentages are being entered, these are to be entered in the form of percentage points, e.g. 99.50 for 99,50 %, e.g. 0.006 for 0,006 %. NO YES
IVSR7 Status Is this status of the test/event/trigger set to ‘Breach’ (i.e. the test has not been met or the trigger conditions have been met) at the data cut-off date? NO NO
IVSR8 Cure Period Enter the maximum number of days granted for this test/trigger to be brought back into compliance with the required level. If no time is granted (i.e. there is no Cure Period), enter 0. NO YES
IVSR9 Calculation Frequency Enter the number of calendar days’ interval for calculating the test. Use round numbers, for example 7 for weekly, 30 for monthly, 90 for quarterly, and 365 yearly. NO YES
IVSR10 Consequence for Breach Enter the consequence, as per the securitisation documentation, for this test/event/trigger not being satisfied (i.e. being breached):
 Change in the priority of payments (CHPP)
 Replacement of a counterparty (CHCP)
 Both change in the priority of payments and replacement of a counterparty (BOTH)
 Other consequence (OTHR) NO NO
Cash-flow information section
IVSF1 Unique Identifier Report the same unique identifier here as the one entered into field IVSS1. NO NO
IVSF2 Original Cashflow Item Identifier The original unique cashflow item identifier. The reporting entity must not amend this unique identifier. NO NO
IVSF3 New Cashflow Item Identifier If the original identifier in field IVSF2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in IVSF2. The reporting entity must not amend this unique identifier. NO NO
IVSF4 Cashflow Item List the cashflow item. This field is to be completed in the order of the applicable priority of receipts or payments as at the data cut-off date. That is, each source of cash inflows must be listed in turn, after which sources of cash outflows must be listed. NO NO
IVSF5 Amount Paid During Period What are the funds paid out as per the priority of payments for this item? Enter negative values for funds paid out, positive values for funds received. Note that the ‘Amount Paid During Period’ value entered in a given line (e.g. in line B) plus the ‘Available Funds Post’ value entered in the preceding line (e.g. line A) together equal the ‘Available Funds Post’ value entered in this line (e.g. line B).Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
IVSF6 Available Funds Post What are the funds available to the priority of payments after to the application of the cashflow item? Note that the ‘Amount Paid During Period’ value entered in a given line (e.g. in line B) plus the ‘Available Funds Post’ value entered in the preceding line (e.g. line A) together equal the ‘Available Funds Post’ value entered in this line (e.g. line B).Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
ANNEX XIII

Field code Field name Content to report ND1-ND4 allowed? ND5 allowed?
Programme information section
IVAS1 Unique Identifier — ABCP Programme The unique identifier assigned by the reporting entity to this ABCP programme in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224. NO NO
IVAS2 Data Cut-Off Date The data cut-off date for this data submission. NO NO
IVAS3 Reporting Entity Name The full Legal name of the entity designated as per Article 7(2) of Regulation (EU) 2017/2402; that name must match the name entered in for that entity in field SEAP3 in the counterparty information section. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. NO NO
IVAS4 Reporting Entity Contact Person First and Last name of the contact person(s) responsible for preparing this securitisation data submission and to whom questions on this data submission must be addressed. NO NO
IVAS5 Reporting Entity Contact Telephone Direct telephone number(s) of the contact person(s) responsible for preparing this securitisation data submission and to whom questions on this data submission must be addressed. NO NO
IVAS6 Reporting Entity Contact Emails Direct email address(es) of the contact person(s) responsible for preparing this securitisation data submission and to whom questions on this data submission must be addressed. NO NO
IVAS7 Trigger Measurements/Ratios Has any underlying exposure-related trigger event occurred? These include any delinquency, dilution, default, loss, stop-substitution, stop-revolving, or similar exposure-related events which impact the securitisation, as at the data cut-off date. This also includes if there is a debit balance on any Principal Deficiency Ledger or an asset deficiency. NO YES
IVAS8 Non-Compliant Exposures Pursuant to Article 26(1) of Regulation (EU) 2017/2402, enter the total value of exposures, using the current balance as at the data cut-off date, not compliant with Article 24(9), 24(10), and 24(11) of Regulation (EU) 2017/2402.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YES YES
IVAS9 Weighted Average Life Enter the remaining weighted average life of the pool of exposures underlying this ABCP programme, expressed in years. YES YES
IVAS10 Risk Retention Method Method for complying with risk retention requirements in the EU (e.g. Article 6 of Regulation (EU) 2017/2402, or until entry into force, Article 405 of Regulation (EU) No 575/2013):
 Vertical slice — i.e. Article 6(3)(a) (VSLC)
 Seller’s share — i.e. Article 6(3)(b) (SLLS)
 Randomly-selected exposures kept on balance sheet — i.e. Article 6(3)(c) (RSEX)
 First loss tranche — i.e. Article 6(3)(d) (FLTR)
 First loss exposure in each asset — i.e. Article 6(3)(e) (FLEX)
 No compliance with risk retention requirements (NCOM)
 Other (OTHR) NO YES
IVAS11 Risk Retention Holder Which entity is retaining the material net economic interest, as specified in Article 6 of Regulation (EU) 2017/2402, or until its entry into force, Article 405 of Regulation (EU) No 575/2013):
 Originator (ORIG)
 Sponsor (SPON)
 Original Lender (OLND)
 Seller (SELL)
 No Compliance with Risk Retention Requirement (NCOM)
 Other (OTHR) NO YES
Transaction information section
IVAN1 Unique Identifier — ABCP Programme Report the same unique ABCP programme identifier here as the one entered into field IVAS1. NO NO
IVAN2 Unique Identifier — ABCP Transaction The unique identifier assigned by the reporting entity to this ABCP transaction in accordance with Article 11(2) of Delegated Regulation (EU) 2020/1224. NO NO
IVAN3 Data Cut-Off Date The data cut-off date for this data submission. This must match the data cut-off date in the underlying exposure templates submitted under Annex XI. NO NO
IVAN4 NACE Industry Code Originator industry NACE Code, as set out in Regulation (EC) No 1893/2006. NO YES
IVAN5 Risk Retention Method Method for complying with risk retention requirements in the EU (e.g. Article 6 of Regulation (EU) 2017/2402, or until entry into force, Article 405 of Regulation (EU) No 575/2013):
 Vertical slice — i.e. Article 6(3)(a) (VSLC)
 Seller’s share — i.e. Article 6(3)(b) (SLLS)
 Randomly-selected exposures kept on balance sheet — i.e. Article 6(3)(c) (RSEX)
 First loss tranche — i.e. Article 6(3)(d) (FLTR)
 First loss exposure in each asset — i.e. Article 6(3)(e) (FLEX)
 No compliance with risk retention requirements (NCOM)
 Other (OTHR) NO YES
IVAN6 Risk Retention Holder Which entity is retaining the material net economic interest, as specified in Article 6 of Regulation (EU) 2017/2402, or until its entry into force, Article 405 of Regulation (EU) No 575/2013):
 Originator (ORIG)
 Sponsor (SPON)
 Original Lender (OLND)
 Seller (SELL)
 No Compliance with Risk Retention Requirement (NCOM)
 Other (OTHR) NO YES
IVAN7 Weighted Average Life Enter the remaining weighted average life of the pool of exposures underlying this transaction, expressed in years. YES YES
Tests/Events/Triggers information section
IVAR1 Unique Identifier — ABCP Transaction Report the same unique ABCP transaction identifier here as the one entered into field IVAN2. NO NO
IVAR2 Original Test/Event/Trigger Identifier The original unique test/event/trigger identifier. The reporting entity must not amend this unique identifier. NO NO
IVAR3 New Test/Event/Trigger Identifier If the original identifier in field IVAR2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in IVAR2. The reporting entity must not amend this unique identifier. NO NO
IVAR4 Description Describe the test/event/trigger, including any formulae. This is a free text field, however the description of the test/event/trigger includes any formulae and key definitions to allow an investor/potential investor to form a reasonable view of the test/event/trigger and any conditions and consequences attached to it. NO NO
IVAR5 Status Has the test been met as at the data cut-off date? In the event of a trigger, is the trigger not being breached? NO NO
IVAR6 Consequence for Breach Enter the consequence, as per the securitisation documentation, for this test/event/trigger not being satisfied (i.e. being breached):
 Change in the priority of payments (CHPP)
 Replacement of a counterparty (CHCP)
 Both change in the priority of payments and replacement of a counterparty (BOTH)
 Other consequence (OTHR) NO NO
ANNEX XIV

Field code Field name Content to report ND1-ND4 allowed? ND5 allowed?
Securitisation information section
SESS1 Unique Identifier The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224. NO NO
SESS2 Data Cut-Off Date The data cut-off date for this data submission. When submitted alongside an underlying exposures and investor report data submission, this must match the data cut-off date in the applicable underlying exposure and investor report templates submitted. NO NO
SESS3 No Longer STS Has the securitisation ceased to meet STS requirements? If the securitisation has never had STS status, then enter ND5. NO YES
SESS4 Remedial Actions Have competent authorities taken any remedial actions relating to this securitisation? If the securitisation is not an STS securitisation, then enter ND5. NO YES
SESS5 Administrative Actions Have competent authorities taken any administrative actions relating to this securitisation? If the securitisation is not an STS securitisation, then enter ND5. NO YES
SESS6 Material Amendment to Transaction Documents Describe any material amendments made to transaction documents, including the name and item code (pursuant to Table 3 in Annex I) of the document as well as a detailed description of the amendments. NO YES
SESS7 Perfection Of Sale Pursuant to Article 20(5) of Regulation (EU) 2017/2402, is the transfer of underlying exposures to the SSPE (i.e. perfection of sale) being performed after the securitisation closing date? NO YES
SESS8 Current Waterfall Type Choose, from the list below, the closest waterfall arrangement currently applicable to the securitisation:
 Turbo Waterfall (TRWT)
 Sequential Waterfall (SQWT)
 Pro-rata Waterfall (PRWT)
 Currently Sequential, with Possibility to Switch to Pro-rata in the Future (SQPR)
 Currently Pro-rata, with Possibility to Switch to Sequential in the Future (PRSQ)
 Other (OTHR) NO NO
SESS9 Master Trust Type If the securitisation has a master trust structure, select the most appropriate description of the structure:
 Each SSPE is independent from other SSPEs with respect to note issuance and cashflow distribution (a.k.a. ‘capitalist structure’) (CSTR)
 Losses are shared across all SSPEs and single classes of notes are issued independently from more senior or junior classes (a.k.a. ‘socialist structure’ or ‘de-linked master trust’) (SSTR)
 Other (OTHR) NO YES
SESS10 SSPE Value If the securitisation has a master trust structure, enter the face value of all underlying exposures (principal and charges) in which the trust or SSPE has a beneficial interest at the data cut-off date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
SESS11 SSPE Principal Value If the securitisation has a master trust structure, enter the face value of all underlying exposures (principal only) in which the trust had a beneficial interest at the data cut-off date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
SESS12 SSPE Number Of Accounts If the securitisation has a master trust structure, enter the number of accounts in which the trust or SSPE has a beneficial interest at the data cut-off date. NO YES
SESS13 Note Principal Balance If the securitisation has a master trust structure, enter the face value of all asset-backed notes, collateralised by the underlying exposures in the trust.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
SESS14 Seller Share If the securitisation has a master trust structure, enter the originator’s interest in the trust, expressed as a percentage. In the event of multiple originators, enter the aggregate interest across all originators. NO YES
SESS15 Funding Share If the securitisation has a master trust structure, enter the SSPE’s interest of this series in the trust at the data cut-off date, expressed as a percentage. NO YES
SESS16 Revenue Allocated To This Series If the securitisation has a master trust structure, enter the revenue amounts allocated to this series from the trust.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
SESS17 Interest Rate Swap Benchmark Describe the type of interest rate swap benchmark on the payer leg of the swap is fixed to:
 MuniAAA (MAAA)
 FutureSWAP (FUSW)
 LIBID (LIBI)
 LIBOR (LIBO)
 SWAP (SWAP)
 Treasury (TREA)
 Euribor (EURI)
 Pfandbriefe (PFAN)
 EONIA (EONA)
 EONIASwaps (EONS)
 EURODOLLAR (EUUS)
 EuroSwiss (EUCH)
 TIBOR (TIBO)
 ISDAFIX (ISDA)
 GCFRepo (GCFR)
 STIBOR (STBO)
 BBSW (BBSW)
 JIBAR (JIBA)
 BUBOR (BUBO)
 CDOR (CDOR)
 CIBOR (CIBO)
 MOSPRIM (MOSP)
 NIBOR (NIBO)
 PRIBOR (PRBO)
 TELBOR (TLBO)
 WIBOR (WIBO)
 Bank of England Base Rate (BOER)
 European Central Bank Base Rate (ECBR)
 Lender’s Own Rate (LDOR)
 Other (OTHR) NO YES
SESS18 Interest Rate Swap Maturity Date Date of maturity for the interest rate swap. NO YES
SESS19 Interest Rate Swap Notional Interest rate swap notional amount as at the data cut-off date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
SESS20 Currency Swap Payer Currency Enter the currency that the payer leg of the swap is paying. NO YES
SESS21 Currency Swap Receiver Currency Enter the currency that the receiver leg of the swap is paying. NO YES
SESS22 Exchange Rate For Currency Swap The exchange rate that has been set for a currency swap. NO YES
SESS23 Currency Swap Maturity Date Date of maturity for the currency swap. NO YES
SESS24 Currency Swap Notional Currency swap notional amount as at the data cut-off date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
Tranche/bond-level information section
SEST1 Unique Identifier Report the same unique identifier here as the one entered into field SESS1. NO NO
SEST2 Original Tranche Identifier The original unique identifier assigned to this instrument. The reporting entity must not amend this unique identifier. NO NO
SEST3 New Tranche Identifier If the original identifier in field SEST2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the value in field SEST2. The reporting entity must not amend this unique identifier. NO NO
SEST4 International Securities Identification Number The ISIN code assigned to this tranche, where applicable. NO YES
SEST5 Tranche Name The designation (typically a letter and/or number) given to this tranche of bonds (or class of securities) which exhibit the same rights, priorities and characteristics as defined in the prospectus i.e. Series 1, Class A1 etc. NO YES
SEST6 Tranche/Bond Type Select the most appropriate option to describe the repayment profile of the instrument:
 Hard bullet (i.e. fixed maturity date) (HBUL)
 Soft bullet (i.e. scheduled maturity date can be extended to the legal maturity date) (SBUL)
 Scheduled amortisation (i.e. repayment of principal on scheduled amortisation dates) (SAMO)
 Controlled amortisation (i.e. repayment of principal begins at a specified period) (CAMM)
 Other (OTHR) NO NO
SEST7 Currency The currency denomination of this instrument. NO NO
SEST8 Original Principal Balance The Original Principal Balance of this tranche at issuanceInclude the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
SEST9 Current Principal Balance The par, or notional, balance of this tranche after the current Principal Payment DateInclude the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
SEST10 Interest Payment Frequency The frequency with which interest is due to be paid on this instrument:
 Monthly (MNTH)
 Quarterly (QUTR)
 Semi Annual (SEMI)
 Annual (YEAR)
 Other (OTHR) NO NO
SEST11 Interest Payment Date The first occurring date, after the data cut-off date being reported, upon which interest payments are scheduled to be distributed to bondholders of this tranche. NO YES
SEST12 Principal Payment Date The first occurring date, after the data cut-off date being reported, upon which principal payments are scheduled to be distributed to bondholders of this tranche. NO YES
SEST13 Current Coupon The coupon on the instrument in basis points. NO NO
SEST14 Current Interest Rate Margin/Spread The coupon spread applied to the reference interest index as defined in the offering document applicable to the specific instrument in basis points. NO YES
SEST15 Coupon Floor The coupon floor of the instrument. NO YES
SEST16 Coupon Cap The coupon cap of the instrument. NO YES
SEST17 Step-Up/Step-Down Coupon Value If any, what is the value of the Step-up/Step-down coupon as per the terms and conditions of the securitisation/programme? NO YES
SEST18 Step-Up/Step-Down Coupon Date If any, what is the date on which the coupon definition is supposed to change as per the terms and conditions of the securitisation/programme? NO YES
SEST19 Business Day Convention Business day convention used for the calculation of interest due:
 Following (FWNG)
 Modified Following (MODF)
 Nearest (NEAR)
 Preceding (PREC)
 Other (OTHR) NO YES
SEST20 Current Interest Rate Index The base reference interest index currently applicable (the reference rate off which the interest rate is set):
 MuniAAA (MAAA)
 FutureSWAP (FUSW)
 LIBID (LIBI)
 LIBOR (LIBO)
 SWAP (SWAP)
 Treasury (TREA)
 Euribor (EURI)
 Pfandbriefe (PFAN)
 EONIA (EONA)
 EONIASwaps (EONS)
 EURODOLLAR (EUUS)
 EuroSwiss (EUCH)
 TIBOR (TIBO)
 ISDAFIX (ISDA)
 GCFRepo (GCFR)
 STIBOR (STBO)
 BBSW (BBSW)
 JIBAR (JIBA)
 BUBOR (BUBO)
 CDOR (CDOR)
 CIBOR (CIBO)
 MOSPRIM (MOSP)
 NIBOR (NIBO)
 PRIBOR (PRBO)
 TELBOR (TLBO)
 WIBOR (WIBO)
 Bank of England Base Rate (BOER)
 European Central Bank Base Rate (ECBR)
 Lender’s Own Rate (LDOR)
 Other (OTHR) NO YES
SEST21 Current Interest Rate Index Tenor Tenor of the current interest rate index:
 Overnight (OVNG)
 IntraDay (INDA)
 1 day (DAIL)
 1 week (WEEK)
 2 week (TOWK)
 1 month (MNTH)
 2 month (TOMN)
 3 month (QUTR)
 4 month (FOMN)
 6 month (SEMI)
 12 month (YEAR)
 On Demand (ONDE)
 Other (OTHR) NO YES
SEST22 Issue Date Date on which this instrument was issued. NO NO
SEST23 Disbursement Date First date starting on which the amount of interest payable on the instrument is calculated. NO YES
SEST24 Legal Maturity The date before which this instrument must be repaid in order not to be in default. NO YES
SEST25 Extension Clause Select the most appropriate option to describe which party has the right to extend the maturity of the instrument, as per the terms and conditions of the securitisation/programme:
 SSPE only (ISUR)
 Noteholder (NHLD)
 Either SSPE or noteholder (ISNH)
 No option (NOPT) NO YES
SEST26 Next Call Date What is the next date on which the instrument can be called as per the terms and conditions of the securitisation/programme? This excludes clean-up arrangements. NO YES
SEST27 Clean-Up Call Threshold What is the clean-up call threshold as per the terms and conditions of the securitisation/programme? NO YES
SEST28 Next Put date What is the next put date as per the terms and conditions of the securitisation/programme? NO YES
SEST29 Day Count Convention The ‘days’ convention used to calculate interest:
 30/360 (A011)
 Actual/365 (A005)
 Actual/360 (A004)
 Actual/Actual ICMA (A006)
 Actual/Actual ISDA (A008)
 Actual/Actual AFB (A010)
 Actual/366 (A009)
 Other (OTHR) NO YES
SEST30 Settlement Convention Usual settlement convention for the tranche:
 T Plus One (TONE)
 T Plus Two (TTWO)
 T Plus Three (TTRE)
 As soon as possible (ASAP)
 At the end of the Contract (ENDC)
 End of Month (MONT)
 Future (FUTU)
 Next Day (NXTD)
 Regular (REGU)
 T Plus Five (TFIV)
 T Plus Four (TFOR)
 When and if issued (WHIF)
 When Distributed (WDIS)
 When Issued (WISS)
 When Issued or Distributed (WHID)
 Other (OTHR) NO YES
SEST31 Current Attachment Point The current tranche attachment point, calculated as per Article 256 of Regulation (EU) No 575/2013, and multiplied by 100. NO NO
SEST32 Original Attachment Point The tranche attachment point at the time of issuance of the tranche notes, calculated as per Article 256 of Regulation (EU) No 575/2013, and multiplied by 100. NO YES
SEST33 Current Credit Enhancement The current tranche credit enhancement, calculated as per the originator/sponsor/SSPE’s definition NO NO
SEST34 Original Credit Enhancement The tranche credit enhancement at the time of issuance of the tranche notes, calculated as per the originator/sponsor/SSPE’s definition NO YES
SEST35 Credit Enhancement Formula Describe/Enter the formula used to calculate the tranche credit enhancement. NO NO
SEST36 Pari-Passu Tranches Enter the ISINs of all tranches (including this one) that, as at the data cut-off date, rank pari-passu with the current tranche according to the securitisation priority of payments as at the data cut-off date. In the event of multiple ISINs, all ISINs must be provided in accordance with the XML schema. NO YES
SEST37 Senior Tranches Enter the ISINs of all tranches that, as at the data cut-off date, rank senior to the current tranche according to the securitisation priority of payments as at the data cut-off date. In the event of multiple ISINs, all ISINs must be provided in accordance with the XML schema. NO YES
SEST38 Outstanding Principal Deficiency Ledger Balance The unpaid Principal Deficiency Ledger balance of the tranche in question.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
SEST39 Guarantor Legal Entity Identifier If the tranche has been guaranteed, provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the guarantor. If not guaranteed, enter ND5. NO YES
SEST40 Guarantor Name Give the full legal name of the guarantor. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. If not guaranteed, enter ND5. NO YES
SEST41 Guarantor ESA Subsector The ESA 2010 classification of the guarantor according to Regulation (EU) No 549/2013 ‘ESA 2010’). This entry must be provided at the sub-sector level. Use one of the values available in Table 1 of Annex I to this Regulation. If not guaranteed, enter ND5. NO YES
SEST42 Protection Type List the type of protection instrument used:
 Credit Default Swap (CDSX)
 Credit-Linked Note (CLKN)
 Total Return Swap (TRES)
 Financial Guarantee (a.k.a. unfunded credit risk mitigation) (FGUA)
 Credit Insurance (CINS)
 Other (OTHR) NO YES
Account-level information section
SESA1 Unique Identifier Report the same unique identifier here as the one entered into field SESS1. NO NO
SESA2 Original Account Identifier The original unique account identifier. The reporting entity must not amend this unique identifier. NO NO
SESA3 New Account Identifier If the original identifier in field SESA2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in SESA2. The reporting entity must not amend this unique identifier. NO NO
SESA4 Account Type The type of account:
 Cash Reserve Account (CARE)
 Commingling Reserve Account (CORE)
 Set-off Reserve Account (SORE)
 Liquidity Facility (LQDF)
 Margin Account (MGAC)
 Other Account (OTHR) NO NO
SESA5 Account Target Balance The amount of funds that would be on deposit in the account in question when it is fully funded pursuant to the securitisation documentation.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
SESA6 Account Actual Balance The balance of funds on deposit in the account in question at the Accrual End Date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
SESA7 Amortising Account Is the account amortising over the lifetime of the securitisation? NO NO
Counterparty-level information section
SESP1 Unique Identifier Report the same unique identifier here as the one entered into field SESS1. NO NO
SESP2 Counterparty Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the counterparty. NO NO
SESP3 Counterparty Name Give the full legal name of the counterparty. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. NO NO
SESP4 Counterparty Type The type of counterparty:
 Account Bank (ABNK)
 Backup Account Bank (BABN)
 Account Bank Facilitator (ABFC)
 Account Bank Guarantor (ABGR)
 Collateral Agent (CAGT)
 Paying Agent (PAYA)
 Calculation Agent (CALC)
 Administration Agent (ADMI)
 Administration Sub-Agent (ADSA)
 Transfer Agent (RANA)
 Verification agent (VERI)
 Security agent (SECU)
 Cash Advance Provider (CAPR)
 Collateral Provider (COLL)
 Guaranteed Investment Contract Provider (GICP)
 Insurance Policy Credit Provider (IPCP)
 Liquidity Facility Provider (LQFP)
 Backup Liquidity Facility Provider (BLQP)
 Savings Mortgage Participant (SVMP)
 Issuer (ISSR)
 Originator (ORIG)
 Seller (SELL)
 Sponsor of the Securitisation Special Purpose Entity (SSSP)
 Servicer (SERV)
 Backup Servicer (BSER)
 Backup Servicer Facilitator (BSRF)
 Special Servicer (SSRV)
 Subscriber (SUBS)
 Interest Rate Swap Provider (IRSP)
 Backup Interest Rate Swap Provider (BIPR)
 Currency Swap Provider (CSPR)
 Backup Currency Swap Provider (BCSP)
 Auditor (AUDT)
 Counsel (CNSL)
 Trustee (TRUS)
 Representative of Noteholders (REPN)
 Underwriter (UNDR)
 Arranger (ARRG)
 Dealer (DEAL)
 Manager (MNGR)
 Letter of Credit Provider (LCPR)
 Multi-Seller Conduit (MSCD)
 Securitisation Special Purpose Entity (SSPE)
 Liquidity or Liquidation Agent (LQAG)
 Equity owner of conduit/SSPE (EQOC)
 Swingline Facility Provider (SWNG)
 Start-up Loan or Lease Provider (SULP)
 Repurchase Agreement Counterparty (RAGC)
 Cash Manager (CASM)
 Collection Account Bank (CACB)
 Collateral Account Bank (COLA)
 Subordinated Loan Provider (SBLP)
 Collateralised Loan Obligation Manager (CLOM)
 Portfolio Advisor (PRTA)
 Substitution Agent (SUBA)
 Other (OTHR) NO NO
SESP5 Counterparty Country Of Establishment Country where the counterparty is established. NO NO
SESP6 Counterparty Rating Threshold If there is a ratings-based threshold specified for the service performed by this counterparty in the securitisation, enter the counterparty rating threshold as at the data cut-off date.In the event of multiple ratings, all ratings are to be provided as per the XML schema. If there is no such ratings-based threshold, enter ND5. NO YES
SESP7 Counterparty Rating If there is a ratings-based threshold specified for the service performed by this counterparty in the securitisation, enter the counterparty rating as at the data cut-off date.In the event of multiple rating thresholds, all rating thresholds are to be provided as per the XML schema. If there is no such ratings-based threshold, enter ND5. NO YES
SESP8 Counterparty Rating Source Legal Entity Identifier If there is a ratings-based threshold specified for the service performed by this counterparty in the securitisation, enter the Legal Entity Identifier of the provider of the counterparty rating (as specified in the Global Legal Entity Foundation (GLEIF) database) as at the data cut-off date.In the event of multiple ratings, all rating provider Legal Entity Identifiers are to be provided as per the XML schema. If there is no such ratings-based threshold, enter ND5. NO YES
SESP9 Counterparty Rating Source Name If there is a ratings-based threshold specified for the service performed by this counterparty in the securitisation, enter the full name of the provider of the counterparty rating as at the data cut-off date. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.In the event of multiple ratings, all rating provider Legal Entity Identifiers are to be provided as per the XML schema. If there is no such ratings-based threshold, enter ND5. NO YES
CLO Securitisation information section
SESC1 Unique Identifier Report the same unique identifier here as the one entered into field SESS1. NO NO
SESC2 Non-Call Period End-Date Enter the date at which any non-call period ends (e.g. when any tranche holders are prohibited from calling for the SSPE to liquidate the portfolio and redeem all tranches, to reset or refinance the tranches, etc.). NO YES
SESC3 CLO Type The CLO type that best describes this transaction:
 Balance Sheet Collateralized Loan Obligation (BCLO)
 Arbitrage Collateralized Loan Obligation (ACLO)
 Other (OTHR) NO YES
SESC4 Current Period The current period status of the CLO:
 Warehouse (WRHS)
 Ramp-up (RMUP)
 Reinvestment (RINV)
 Post-reinvestment (PORI)
 Other (OTHR) NO NO
SESC5 Current Period Start Date Enter the date in which the current period was entered into. NO YES
SESC6 Current Period End Date Enter the date in which the current period will/is expected to cease. NO YES
SESC7 Concentration Limit Enter the concentration limit, in percentage of the portfolio par value, that applies to any counterparty/obligor, as set out in the transaction documentation. In the event of multiple limits, enter the maximum limit (e.g. if there are two limits, depending on the rating, of 10 % and 20 %, then enter 20 %). NO YES
SESC8 Restrictions — Legal Maturity Allowed percentage (vs. portfolio par balance) of exposures with legal final maturity that exceed the shortest legal final maturity of the tranches? (assuming clean-up option is exercised) NO YES
SESC9 Restrictions —Subordinated Exposures Allowed percentage (vs. portfolio par balance) of non first-lien exposures that can be purchased? NO YES
SESC10 Restrictions — Non-Performing Exposures Allowed percentage (vs. portfolio par balance) of non-performing exposures that can be purchased? NO YES
SESC11 Restrictions — PIK Exposures Allowed percentage (vs. portfolio par balance) of pay-in-kind exposures that can be held at any time? NO YES
SESC12 Restrictions — Zero-Coupon Exposures Allowed percentage (vs. portfolio par balance) of zero-coupon exposures that can be held at any time? NO YES
SESC13 Restrictions — Equity Exposures Allowed percentage (vs. portfolio par balance) of equity or debt-convertible-to-equity that can be purchased? NO YES
SESC14 Restrictions —Participation Exposures Allowed percentage (vs. portfolio par balance) of loan participations that can be purchased? NO YES
SESC15 Restrictions —Discretionary Sales Allowed percentage (vs. portfolio par balance) of discretionary sales per year? NO YES
SESC16 Discretionary Sales Actual discretionary sales, year to date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
SESC17 Reinvestments Amount reinvested, year to date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
SESC18 Restrictions — Credit Enhancement Can the CLO manager withdraw or monetise any surplus credit enhancement? NO NO
SESC19 Restrictions — Quotes Can the CLO manager obtain quotes with dealers other than the arranger? NO NO
SESC20 Restrictions — Trades Can the CLO manager obtain trade with dealers other than the arranger? NO NO
SESC21 Restrictions —Issuances Are there restrictions on the additional issuance of notes? NO NO
SESC22 Restrictions —Redemptions Are there restrictions on the origin of funds used to selectively buyback/redeem notes? (e.g. cannot use principal proceeds to effect a redemption; any redemptions must occur in the order of the notes’ payment priority; must maintain or improve OC test ratios after purchase) NO NO
SESC23 Restrictions —Refinancing Are there restrictions when notes can be refinanced? NO NO
SESC24 Restrictions — Note Remuneration Are noteholders able to surrender their notes to the trustee for cancellation without receiving payment in return? NO NO
SESC25 Restrictions — Credit Protection Is the CLO manager able to buy or sell credit protection on underlying assets? NO NO
SESC26 Collateral Liquidation Period Enter the number of calendar days after which collateral must be liquidated. In case of a range or multiple possible periods, enter the minimum number of calendar days. NO YES
SESC27 Collateral Liquidation — Waiver Can some or all noteholders choose to waive the collateral liquidation period? NO NO
CLO Manager information section
SESL1 Unique Identifier Report the same unique identifier here as the one entered into field SESS1. NO NO
SESL2 CLO Manager Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the CLO manager. NO NO
SESL3 Manager Name Give the full legal name of the CLO manager. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. NO NO
SESL4 Establishment Date Date of CLO manager incorporation/establishment NO YES
SESL5 Registration Date Date of registration within the EU as an investment adviser NO YES
SESL6 Employees Total number of employees NO NO
SESL7 Employees — CLOs Total number of employees dedicated to loan trading and management of CLO portfolios NO NO
SESL8 Employees —Workout Total employees dedicated to working out distressed credits NO NO
SESL9 AUM Assets under managementInclude the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
SESL10 AUM — Leveraged Loans Total leveraged loan assets under managementInclude the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
SESL11 AUM — CLOs Total CLO assets under managementInclude the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
SESL12 AUM — EU Total EU assets under managementInclude the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
SESL13 AUM — EU CLOs Total EU CLOs under managementInclude the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
SESL14 Number EU CLOs Number EU CLOs under management NO NO
SESL15 Capital Total capitalInclude the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
SESL16 Capital — Risk Retention Capital for funding risk retentionInclude the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
SESL17 Settlement Time Average time needed, in calendar days, for trade settlement NO NO
SESL18 Pricing Frequency Frequency (in number of days) of pricing/re-pricing portfolios. If there are different frequencies applied, enter the weighted average frequency, using as weights the assets under management of each category, rounded to the nearest day. NO NO
SESL19 Default Rate - 1 year Average annualised default rate on the CLO securitisation-related assets managed by the CLO manager, trailing 1 year. NO NO
SESL20 Default Rate - 5 years Average annualised default rate on the CLO securitisation-related assets managed by the CLO manager, trailing 5 years. NO NO
SESL21 Default Rate - 10 years Average annualised default rate on the CLO securitisation-related assets managed by the CLO manager, trailing 10 years. NO NO
Synthetic coverage information section
SESV1 Unique Identifier Report the same unique identifier here as the one entered into field SESS1. NO NO
SESV2 Protection Instrument Identifier The unique identifier of the protection instrument. The reporting entity must not amend this unique identifier. NO NO
SESV3 Protection Type List the type of protection instrument used:
 Credit Default Swap (CDSX)
 Credit-Linked Note (CLKN)
 Total Return Swap (TRES)
 Financial Guarantee (a.k.a. unfunded credit risk mitigation) (FGUA)
 Credit Insurance (CINS)
 Other (OTHR) NO NO
SESV4 Protection Instrument International Securities Identification Number Enter the ISIN code of the protection instrument, where applicable. NO YES
SESV5 Protection Provider Name Enter the full legal name of the protection provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. NO NO
SESV6 Protection Provider Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the protection provider. NO NO
SESV7 Public Entity With Zero Risk Weight Is the protection provider a public entity classified under Articles 113(4), 117(2), or 118 of Regulation (EU) No 575/2013 (or as otherwise amended)? NO NO
SESV8 Governing Law Jurisdiction governing the protection agreement. NO NO
SESV9 ISDA Master Agreement Basis for protection documentation:
 ISDA Agreement 2002 (ISDA)
 ISDA Agreement 2014 (IS14)
 ISDA Agreement Other (ISOT)
 Rhamenvertrag (DERV)
 Other (OTHR) NO NO
SESV10 Default And Termination Events Where are the protection arrangement events of default and termination events listed?Schedule to the ISDA 2002 (ISDA)Schedule to the ISDA 2014 (IS14)Other — Bespoke (OTHR) NO YES
SESV11 Synthetic Securitisation Type Is this a ‘balance sheet synthetic securitisation’? NO NO
SESV12 Protection Currency Protection currency denomination. NO NO
SESV13 Current Protection Notional Total amount of coverage under the protection agreement, as at the data cut-off date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
SESV14 Maximum Protection Notional Maximum amount of coverage under the protection agreement.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
SESV15 Protection Attachment Point In terms of the pool principal, enter the percentage attachment point at which protection coverage begins. NO YES
SESV16 Protection Detachment Point In terms of the pool principal, enter the percentage detachment point at which protection coverage ends. NO YES
SESV17 International Securities Identification Number Of Notes Covered If protection is provided to cover specific tranches (e.g. a guarantee), enter the ISIN of each tranche covered by the specific protection agreement. In the event of multiple ISINs, all ISINs must be provided in accordance with the XML schema. NO YES
SESV18 Protection Coverage Report the option that best describes the coverage of the protection amount:
 Covers loss of principal only (PRNC)
 Covers loss of principal, loss of accrued interest (PACC)
 Covers loss of principal, loss of accrued interest, interest penalties (PAPE)
 Covers loss of principal, loss of accrued interest, cost of foreclosure (PINF)
 Covers loss of principal, loss of accrued interest, interest penalties, cost of foreclosure (PIPF)
 Other (OTHR) NO YES
SESV19 Protection Termination Date Enter the contractual date at which the protection is scheduled to expire/be terminated. NO YES
SESV20 Materiality Thresholds Are there materiality thresholds before protection payouts can be made? For example, is there a minimum amount of credit deterioration in the cashflow-generating assets necessary before a claim on the protection seller can be made? NO NO
SESV21 Payment Release Conditions The conditions relating to the release of payments made by the protection seller:
 Immediately after a credit event for the full amount of defaulted asset (IFAM)
 Immediately after a credit event for the full amount of defaulted assets net of expected recovery (IFAR)
 After a predetermined period allowed for collection activity (ACOL)
 After a predetermined period allowed for collection activities, for a sum equal to the actual loss minus the expected recovery (APCR)
 After full workout of loss, for the actual loss (AWRK)
 Other (OTHR) NO YES
SESV22 Adjustment Payments Possible Do the terms and conditions of the credit protection agreement provide for the payment of adjustment payments to the protection buyer (e.g. if, after the maturity of the credit protection agreement, there are discrepancies in previously estimated and exchanged amounts)? NO NO
SESV23 Length Of Workout Period If, as regards the timing of payments, a predetermined period is allowed for collection activities to take place and any adjustments to be made to the initial loss settlement, enter the number of days that this period is stipulated to last. NO YES
SESV24 Obligation To Repay Is the protection buyer under any obligation to repay any protection payments previously received (besides at termination of the derivative, or as a result of a credit event trigger, or for breach of warranty in relation to the reference obligations)? NO NO
SESV25 Collateral Substitutable Where collateral is held, can the assets in the collateral portfolio be substituted? This field is expected to be completed for funded synthetic arrangements, or where otherwise applicable (e.g. cash is held as collateral for protection payments). NO NO
SESV26 Collateral Coverage Requirements Where collateral is held, enter the % (in terms of protection notional) coverage requirement, as stipulated in the securitisation documentation. This field is expected to be completed for funded synthetic arrangements, or where otherwise applicable (e.g. cash is held as collateral for protection payments). NO YES
SESV27 Collateral Initial Margin If a repo is used, enter the initial margin required for eligible investments (collateral), as stipulated in the securitisation documentation. This field is expected to be completed for funded synthetic arrangements, or where otherwise applicable (e.g. cash is held as collateral for protection payments).Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
SESV28 Collateral Delivery Deadline If a repo is used, enter the deadline (in days), as per the securitisation documentation, by which collateral must be delivered, in the event it must be released. This field is expected to be completed for funded synthetic arrangements, or where otherwise applicable (e.g. cash is held as collateral for protection payments). NO YES
SESV29 Settlement Compensation to be delivered:
 Cash (CASH)
 Physical settlement (PHYS) NO YES
SESV30 Maximum Maturity Date Permitted If physical settlement, provide the maximum maturity date stipulated in the securitisation documentation for any securities that can be delivered. NO YES
SESV31 Current Index For Payments To Protection Buyer Current interest rate index (the reference rate off of which payments to the protection buyer are set). This field would in particular be expected to be completed in the event of protection arrangements being provided via a swap:
 MuniAAA (MAAA)
 FutureSWAP (FUSW)
 LIBID (LIBI)
 LIBOR (LIBO)
 SWAP (SWAP)
 Treasury (TREA)
 Euribor (EURI)
 Pfandbriefe (PFAN)
 EONIA (EONA)
 EONIASwaps (EONS)
 EURODOLLAR (EUUS)
 EuroSwiss (EUCH)
 TIBOR (TIBO)
 ISDAFIX (ISDA)
 GCFRepo (GCFR)
 STIBOR (STBO)
 BBSW (BBSW)
 JIBAR (JIBA)
 BUBOR (BUBO)
 CDOR (CDOR)
 CIBOR (CIBO)
 MOSPRIM (MOSP)
 NIBOR (NIBO)
 PRIBOR (PRBO)
 TELBOR (TLBO)
 WIBOR (WIBO)
 Bank of England Base Rate (BOER)
 European Central Bank Base Rate (ECBR)
 Lender’s Own Rate (LDOR)
 Other (OTHR) NO YES
SESV32 Current Index For Payments To Protection Buyer Tenor Tenor of the interest rate index used for payments to the protection buyer:
 Overnight (OVNG)
 IntraDay (INDA)
 1 day (DAIL)
 1 week (WEEK)
 2 week (TOWK)
 1 month (MNTH)
 2 month (TOMN)
 3 month (QUTR)
 4 month (FOMN)
 6 month (SEMI)
 12 month (YEAR)
 On Demand (ONDE)
 Other (OTHR) NO YES
SESV33 Payment Reset Frequency — To Protection Buyer Frequency with which payments to the protection buyer are reset according to the credit protection agreement:
 Monthly (MNTH)
 Quarterly (QUTR)
 Semi Annual (SEMI)
 Annual (YEAR)
 Other (OTHR) NO YES
SESV34 Current Interest Rate Margin For Payments To Protection Buyer Current interest rate margin applied on floating-rate payments to the protection buyer over (or, if under, input as a negative) the index rate used as a reference off of which payments to the protection buyer are set. This field would in particular be expected to be completed in the event of protection arrangements being provided via a swap. NO YES
SESV35 Current Interest Rate For Payments To Protection Buyer Current interest rate applied on payments to the protection buyer. This field would in particular be expected to be completed in the event of protection arrangements being provided via a swap. NO YES
SESV36 Current Index For Payments To Protection Seller Current interest rate index (the reference rate off of which payments to the protection seller are set):
 MuniAAA (MAAA)
 FutureSWAP (FUSW)
 LIBID (LIBI)
 LIBOR (LIBO)
 SWAP (SWAP)
 Treasury (TREA)
 Euribor (EURI)
 Pfandbriefe (PFAN)
 EONIA (EONA)
 EONIASwaps (EONS)
 EURODOLLAR (EUUS)
 EuroSwiss (EUCH)
 TIBOR (TIBO)
 ISDAFIX (ISDA)
 GCFRepo (GCFR)
 STIBOR (STBO)
 BBSW (BBSW)
 JIBAR (JIBA)
 BUBOR (BUBO)
 CDOR (CDOR)
 CIBOR (CIBO)
 MOSPRIM (MOSP)
 NIBOR (NIBO)
 PRIBOR (PRBO)
 TELBOR (TLBO)
 WIBOR (WIBO)
 Bank of England Base Rate (BOER)
 European Central Bank Base Rate (ECBR)
 Lender’s Own Rate (LDOR)
 Other (OTHR) NO YES
SESV37 Current Index For Payments To Protection Seller Tenor Tenor of the interest rate index used for payments to the protection seller:
 Overnight (OVNG)
 IntraDay (INDA)
 1 day (DAIL)
 1 week (WEEK)
 2 week (TOWK)
 1 month (MNTH)
 2 month (TOMN)
 3 month (QUTR)
 4 month (FOMN)
 6 month (SEMI)
 12 month (YEAR)
 On Demand (ONDE)
 Other (OTHR) NO YES
SESV38 Payment Reset Frequency — To Protection Seller Frequency with which payments to the protection seller are reset according to the credit protection agreement:
 Monthly (MNTH)
 Quarterly (QUTR)
 Semi Annual (SEMI)
 Annual (YEAR)
 Other (OTHR) NO YES
SESV39 Current Interest Rate Margin For Payments To Protection Seller Current interest rate margin applied on floating-rate payments to the protection seller over (or, if under, input as a negative) the index rate used as a reference off of which payments to the protection buyer are set. This field would in particular be expected to be completed in the event of protection arrangements being provided via a swap. NO YES
SESV40 Current Interest Rate For Payments To Protection Seller Current interest rate applied on payments to the protection seller. NO YES
SESV41 Excess Spread Support Is excess spread used as a credit enhancement to the most junior class of notes? NO NO
SESV42 Excess Spread Definition According to the securitisation documentation, the excess spread definition is best described as Fixed Excess Spread (e.g. amount of available excess spread is predetermined, usually in the form of a fixed percentage) NO NO
SESV43 Current Protection Status The current status of the protection, as at the data cut-off date?Active (ACTI)Cancelled (CANC)Deactivated (DEAC)Expired (EXPI)Inactive (INAC)Withdrawn (WITH)Other (OTHR) NO NO
SESV44 Bankruptcy Is Credit Event Is bankruptcy of the reference credit/obligor included in the protection agreement’s definition of credit events? NO NO
SESV45 Failure To Pay Is Credit Event Is obligor failure to pay after 90 days included in the protection agreement’s definition of credit events? NO NO
SESV46 Restructuring Is Credit Event Is restructuring of the reference credit/obligor included in the protection agreement’s definition of credit events? NO NO
SESV47 Credit Event Has a credit event notice been given? NO NO
SESV48 Cumulative Payments To Protection Buyer Total amount of payments made to the protection buyer by the protection seller, as at the data cut-off date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
SESV49 Cumulative Adjustment Payments To Protection Buyer Total amount of adjustment payments made to the protection buyer by the protection seller, as at the data cut-off date (for example, to compensate for the difference between initial payments for expected losses and subsequent actual losses realised on impaired cashflow-generating assets).Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
SESV50 Cumulative Payments To Protection Seller Total amount of payments made to the protection seller by the protection buyer, as at the data cut-off date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
SESV51 Cumulative Adjustment Payments To Protection Seller Total amount of adjustment payments made to the protection seller by the protection buyer, as at the data cut-off date (for example, to compensate for the difference between initial payments for expected losses and subsequent actual losses realised on impaired cashflow-generating assets).Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
SESV52 Synthetic Excess Spread Ledger Amount Total amount of the synthetic excess spread ledger, as at the data cut-off date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
Issuer collateral information section
SESI1 Unique Identifier Report the same unique identifier here as the one entered into field SESS1. NO NO
SESI2 Protection Instrument Identifier Report the same unique identifier here as the one entered into field SESV2. NO NO
SESI3 Original Collateral Instrument Identifier The original unique identifier assigned to the collateral instrument. The reporting entity must not amend this unique identifier. NO NO
SESI4 New Collateral Identifier If the original identifier in field SESI3 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in SESI3. The reporting entity must not amend this unique identifier. NO NO
SESI5 Collateral Instrument International Securities Identification Number Enter the ISIN code of the collateral instrument, where applicable. NO YES
SESI6 Collateral Instrument Type Type of collateral instrument:
 Cash (CASH)
 Government Bond (GBND)
 Commercial Paper (CPAP)
 Unsecured Bank Debt (UBDT)
 Senior Unsecured Corporate Debt (SUCD)
 Junior Unsecured Corporate Debt (JUCD)
 Covered Bond (CBND)
 Asset-Backed Security (ABSE)
 Other (OTHR) NO NO
SESI7 Collateral Issuer ESA Subsector The ESA 2010 classification of the collateral according to Regulation (EU) No 549/2013 (‘ESA 2010’). This entry must be provided at the sub-sector level. Use one of the values available in Table 1 of Annex I to this Regulation. NO YES
SESI8 Collateral Issuer Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the collateral issuer. NO NO
SESI9 Collateral Issuer Affiliated With Originator? Do the collateral issuer and main securitisation originator share the same ultimate parent? NO NO
SESI10 Current Outstanding Balance Total outstanding principal balance of the collateral item, as at the data cut-off date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
SESI11 Instrument Currency Currency denomination of the instrument. NO NO
SESI12 Maturity Date Maturity date of the collateral item. NO YES
SESI13 Haircut Enter the % haircut (applied to the current outstanding principal balance) to this collateral item, as stipulated in the securitisation documentation. NO YES
SESI14 Current Interest Rate Index The base reference interest index currently applicable (the reference rate off which the interest rate is set):
 MuniAAA (MAAA)
 FutureSWAP (FUSW)
 LIBID (LIBI)
 LIBOR (LIBO)
 SWAP (SWAP)
 Treasury (TREA)
 Euribor (EURI)
 Pfandbriefe (PFAN)
 EONIA (EONA)
 EONIASwaps (EONS)
 EURODOLLAR (EUUS)
 EuroSwiss (EUCH)
 TIBOR (TIBO)
 ISDAFIX (ISDA)
 GCFRepo (GCFR)
 STIBOR (STBO)
 BBSW (BBSW)
 JIBAR (JIBA)
 BUBOR (BUBO)
 CDOR (CDOR)
 CIBOR (CIBO)
 MOSPRIM (MOSP)
 NIBOR (NIBO)
 PRIBOR (PRBO)
 TELBOR (TLBO)
 WIBOR (WIBO)
 Bank of England Base Rate (BOER)
 European Central Bank Base Rate (ECBR)
 Lender’s Own Rate (LDOR)
 Other (OTHR) NO YES
SESI15 Current Interest Rate Index Tenor Tenor of the current interest rate index:
 Overnight (OVNG)
 IntraDay (INDA)
 1 day (DAIL)
 1 week (WEEK)
 2 week (TOWK)
 1 month (MNTH)
 2 month (TOMN)
 3 month (QUTR)
 4 month (FOMN)
 6 month (SEMI)
 12 month (YEAR)
 On Demand (ONDE)
 Other (OTHR) NO YES
SESI16 Current Interest Rate on Cash Deposits Where the collateral instrument type is cash deposits, enter the current interest rate on those deposits. In the event of multiple deposit accounts per currency, enter the weighted average current interest rate, using the current balance of cash deposits in the respective accounts as weights. NO YES
SESI17 Repo Counterparty Name If the collateral item forms part of a repurchase agreement (‘repo’), provide the full legal name of the counterparty to the securitisation. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. NO YES
SESI18 Repo Counterparty Legal Entity Identifier If the collateral item forms part of a repurchase agreement (‘repo’), provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the counterparty where the cash is deposited. NO YES
SESI19 Repo Maturity Date If the collateral item forms part of a repurchase agreement (‘repo’), provide the maturity date of the securitisation. NO YES
Any other information section
SESO1 Unique Identifier The unique identifier entered into field SESS1. NO NO
SESO2 Any Other Information Line Number Enter the line number of the other information NO NO
SESO3 Any Other Information The other information, line by line NO NO
ANNEX XV

Field code Field name Content to report ND1-ND4 allowed? ND5 allowed?
Programme information section
SEAS1 Unique Identifier — ABCP Programme The unique identifier assigned by the reporting entity to this ABCP programme in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224. NO NO
SEAS2 Data Cut-Off Date The data cut-off date for this data submission. When submitted alongside an underlying exposures and investor report data submission, this must match the data cut-off date in the applicable underlying exposure and investor report templates submitted. NO NO
SEAS3 No Longer STS Has the ABCP programme ceased to meet STS requirements? If the ABCP programme has never had STS status, then enter ND5. NO YES
SEAS4 Remedial Actions Have competent authorities taken any remedial actions relating to this securitisation? If the securitisation is not an STS securitisation, then enter ND5. NO YES
SEAS5 Administrative Actions Have competent authorities taken any administrative actions relating to this securitisation? If the securitisation is not an STS securitisation, then enter ND5. NO YES
SEAS6 Material Amendment to Transaction Documents Describe any material amendments made to transaction documents, including the name and item code (pursuant to Table 3 in Annex I) of the document as well as a detailed description of the amendments. NO YES
SEAS7 Governing Law Jurisdiction governing the programme. NO NO
SEAS8 Length Of The Liquidity Facility Period during which the programme-level liquidity facility provides coverage to the programme (in days). NO YES
SEAS9 Liquidity Facility Coverage Maximum funding amount (in percentage of the programme underlying exposures) covered by the respective programme-level liquidity facility. NO YES
SEAS10 Liquidity Facility Coverage Interval The maximum number of days’ interval before the programme-level liquidity facility begins to fund the transaction, following any trigger breach generating liquidity facility payouts. NO YES
SEAS11 Liquidity Facility Maturity Date Date at which the programme-level liquidity facility will expire. NO YES
SEAS12 Drawings Under Liquidity Facility If the securitisation has a programme-level liquidity facility confirm whether or not there has been a drawing under the liquidity facility in the period ending on the last interest payment date. NO YES
SEAS13 Total Issuance Total programme issuance outstanding, converted into EUR.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
SEAS14 Maximum Issuance If there is a limit to the amount of issuance of the ABCP programme at any time, enter it here.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
Transaction information section
SEAR1 Unique Identifier — ABCP Programme Report the same unique ABCP programme identifier here as the one entered into field SEAS1. NO NO
SEAR2 Unique Identifier — ABCP Transaction The unique identifier assigned by the reporting entity to this ABCP transaction in accordance with Article 11(2) of Delegated Regulation (EU) 2020/1224. NO NO
SEAR3 Number Of Programmes Funding The Transaction Number of ABCP programmes that are funding this transaction. NO NO
SEAR4 No Longer STS Has the ABCP transaction ceased to meet STS requirements? If the ABCP transaction has never had STS status, then enter ND5. NO YES
SEAR5 Originator A Client Of The Programme Sponsor Have the originator and programme sponsor been, at the time of the transfer of assets, in a client relationship? NO NO
SEAR6 Security Interest Granted Does the relevant SSPE/bankruptcy-remote subsidiary of the originator grant security interest over its assets to the purchaser (SSPE)? NO NO
SEAR7 Revenue Total originator revenues for the period covered by the most recent financial operating statement (i.e. year to date or trailing 12 months).Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
SEAR8 Operating Expenses Total originator operating expenses provided by the most recent financial operating statement (i.e. year to date or trailing 12 months).Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
SEAR9 Current Assets Originator current assets (maturing within the next 12 months or as per the applicable accounting standard), as of the most recent financial operating statement.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
SEAR10 Cash Originator cash holdings, as of the most recent financial operating statement.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
SEAR11 Marketable Securities Originator marketable securities, as of the most recent financial operating statement.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
SEAR12 Accounts Receivable Originator accounts receivable, as of the most recent financial operating statement.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
SEAR13 Current Liabilities Originator current liabilities (due within the next 12 months or as per the applicable accounting standard), as of the most recent financial operating statement.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
SEAR14 Total Debt Originator total debt, as of the most recent financial operating statement.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
SEAR15 Total Equity Originator total equity, as of the most recent financial operating statement.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
SEAR16 Financial Statement Currency The currency used in the financial reporting of fields SEAR7 — SEAR15. NO YES
SEAR17 Sponsor Supports Transaction At what level is the sponsor providing support:
 Transaction Level (TRXN)
 Programme Level (PRGM)
 Other (OTHR) NO YES
SEAR18 Sponsor Support Type Is the sponsor providing full support to this transaction? NO YES
SEAR19 Length Of The Liquidity Facility Period during which the transaction-level liquidity facility provides coverage to the transaction (in days). NO YES
SEAR20 Liquidity Facility Drawn Amount Amount drawn on the liquidity agreement between the previous data cut-off date and the data cut-off date of the present data submission.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
SEAR21 Liquidity Facility Coverage Maximum funding amount (in percentage of the transaction underlying exposures) covered by the respective transaction-level liquidity facility. NO YES
SEAR22 Liquidity Facility Coverage Interval The maximum number of days interval before the liquidity facility begins to fund the transaction, following any trigger breach generating liquidity facility payouts. NO YES
SEAR23 Liquidity Facility Type Type of transaction-level liquidity facility:
 Asset Purchase (ASPR)
 Repurchase Agreement (RPAG)
 Loan Facility (LOFA)
 Participation Agreement (PAGR)
 Other (OTHR) NO YES
SEAR24 Liquidity Facility Repurchase Agreement Maturity Date If the transaction-level liquidity facility uses repurchase agreements, enter the date at which the repurchase agreement will expire. NO YES
SEAR25 Liquidity Facility Currency The currency in which funds from the transaction-level liquidity facility can be drawn. NO YES
SEAR26 Liquidity Facility Maturity Date Date at which the transaction-level liquidity facility will expire. NO YES
SEAR27 Liquidity Facility Provider Name Enter the full legal name of the transaction-level liquidity facility provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. NO YES
SEAR28 Liquidity Facility Provider Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the transaction-level liquidity facility provider. NO YES
SEAR29 Overcollateralisation/Subordinated Interest The percentage of subordinated interest retained in the underlying exposures sold by the seller (alternatively: the discount granted by the seller on the purchase price of the underlying exposures). Where the percentage of subordinated interest varies across the underlying exposures, the minimum OC across all of the underlying exposures are to be provided. NO NO
SEAR30 Transaction Excess Spread The amount of funds left over after application of all currently-applicable payments, costs, fees, etc., commonly referred to as ‘excess spread’.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
SEAR31 Letter Of Credit Provider Name Enter the full legal name of the letter of credit provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. NO YES
SEAR32 Letter Of Credit Provider Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the letter of credit provider for the transaction. NO YES
SEAR33 Letter Of Credit Currency Letter of credit currency denomination. NO YES
SEAR34 Maximum Letter Of Credit Protection Maximum amount of coverage, in percentage of the transaction underlying exposures, under the letter of credit protection agreement. NO YES
SEAR35 Guarantor Name Enter the full legal name of the guarantor--this includes arrangements whereby an institution commits to buy defaulted receivables from the seller. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. NO YES
SEAR36 Guarantor Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the guarantor--this includes arrangements whereby an institution commits to buy defaulted receivables from the seller. NO YES
SEAR37 Maximum Guarantee Coverage Maximum amount of coverage under the guarantee/purchasing agreement.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
SEAR38 Guarantee Currency The currency in which funds from the guarantee are provided. NO YES
SEAR39 Guarantee Maturity Date Date at which the guarantee will expire. NO YES
SEAR40 Receivables Transfer Type How has the transfer of underlying exposures to the purchaser been achieved?True sale (1)Secured loan (2)Other (3) NO NO
SEAR41 Repurchase Agreement Maturity Date Date at which any repurchase agreement governing the transfer of underlying exposures to the purchaser will expire. NO YES
SEAR42 Purchased Amount Amount of underlying exposures purchased from the originator in this transaction between the previous data cut-off date and the data cut-off date of the present data submission.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
SEAR43 Maximum Funding Limit Maximum funding limit that can be provided to the originator under the transaction, as at the data cut-off date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
SEAR44 Interest Rate Swap Benchmark Describe the type of interest rate swap benchmark on the payer leg of the swap is fixed to. In the event of multiple swaps in this transaction, this must reference the type of the most recently-contracted interest rate swap.MuniAAA (MAAA)FutureSWAP (FUSW)LIBID (LIBI)LIBOR (LIBO)SWAP (SWAP)Treasury (TREA)Euribor (EURI)Pfandbriefe (PFAN)EONIA (EONA)EONIASwaps (EONS)EURODOLLAR (EUUS)EuroSwiss (EUCH)TIBOR (TIBO)ISDAFIX (ISDA)GCFRepo (GCFR)STIBOR (STBO)BBSW (BBSW)JIBAR (JIBA)BUBOR (BUBO)CDOR (CDOR)CIBOR (CIBO)MOSPRIM (MOSP)NIBOR (NIBO)PRIBOR (PRBO)TELBOR (TLBO)WIBOR (WIBO)Bank of England Base Rate (BOER)European Central Bank Base Rate (ECBR)Lender’s Own Rate (LDOR)Other (OTHR) NO YES
SEAR45 Interest Rate Swap Maturity Date Date of maturity for the transaction-level interest rate swap.In the event of multiple swaps in this transaction, enter the maturity date of the most recent swap. NO YES
SEAR46 Interest Rate Swap Notional Transaction-level interest rate swap notional amount.In the event of multiple swaps in this transaction, enter the notional of the most recent interest rate swap. NO YES
SEAR47 Currency Swap Payer Currency Enter the currency that the payer leg of the swap is paying. In the event of multiple swaps in this transaction, this must reference the type of the most recently-contracted currency rate swap. NO YES
SEAR48 Currency Swap Receiver Currency Enter the currency that the receiver leg of the swap is paying. In the event of multiple swaps in this transaction, this must reference the type of the most recently-contracted currency rate swap. NO YES
SEAR49 Exchange Rate For Currency Swap The exchange rate that has been set for a transaction-level currency swap.In the event of multiple swaps in this transaction, enter the exchange rate set for the most recent swap. NO YES
SEAR50 Currency Swap Maturity Date Date of maturity for the transaction-level currency swap.In the event of multiple swaps in this transaction, enter the maturity date of the most recently-concluded swap. NO YES
SEAR51 Currency Swap Notional Transaction-level currency swap notional amount.In the event of multiple swaps in this transaction, enter the amount covered by the most recently-contracted swap.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
Tranche/bond-level information section
SEAT1 Unique Identifier — ABCP Programme Report the same unique ABCP programme identifier here as the one entered into field SEAS1. NO NO
SEAT2 Original Bond Identifier The original unique identifier assigned to this instrument. The reporting entity must not amend this unique identifier. NO NO
SEAT3 New Bond Identifier If the original identifier in field SEAT2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the value in field SEAT2. The reporting entity must not amend this unique identifier. NO NO
SEAT4 International Securities Identification Number The ISIN code assigned to this instrument, where applicable. NO YES
SEAT5 Tranche/Bond Type Select the most appropriate option to describe the repayment profile of the instrument:
 Hard bullet (i.e. fixed maturity date) (HBUL)
 Soft bullet (i.e. scheduled maturity date can be extended to the legal maturity date) (SBUL)
 Scheduled amortisation (i.e. repayment of principal on scheduled amortisation dates) (SAMO)
 Controlled amortisation (i.e. repayment of principal begins at a specified period) (CAMM)
 Other (OTHR) NO NO
SEAT6 Issue Date Date on which this instrument was issued. NO NO
SEAT7 Legal Maturity The date before which this instrument must be repaid in order not to be in default. NO YES
SEAT8 Currency The currency denomination of this instrument. NO NO
SEAT9 Current Principal Balance The par, or notional, balance of this instrument after the current Principal Payment DateInclude the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
SEAT10 Current Coupon The coupon on the instrument in basis points. NO NO
SEAT11 Current Interest Rate Index The base reference interest index currently applicable (the reference rate off which the interest rate is set):
 MuniAAA (MAAA)
 FutureSWAP (FUSW)
 LIBID (LIBI)
 LIBOR (LIBO)
 SWAP (SWAP)
 Treasury (TREA)
 Euribor (EURI)
 Pfandbriefe (PFAN)
 EONIA (EONA)
 EONIASwaps (EONS)
 EURODOLLAR (EUUS)
 EuroSwiss (EUCH)
 TIBOR (TIBO)
 ISDAFIX (ISDA)
 GCFRepo (GCFR)
 STIBOR (STBO)
 BBSW (BBSW)
 JIBAR (JIBA)
 BUBOR (BUBO)
 CDOR (CDOR)
 CIBOR (CIBO)
 MOSPRIM (MOSP)
 NIBOR (NIBO)
 PRIBOR (PRBO)
 TELBOR (TLBO)
 WIBOR (WIBO)
 Bank of England Base Rate (BOER)
 European Central Bank Base Rate (ECBR)
 Lender’s Own Rate (LDOR)
 Other (OTHR) NO YES
SEAT12 Current Interest Rate Index Tenor Tenor of the current interest rate index:
 Overnight (OVNG)
 IntraDay (INDA)
 1 day (DAIL)
 1 week (WEEK)
 2 week (TOWK)
 1 month (MNTH)
 2 month (TOMN)
 3 month (QUTR)
 4 month (FOMN)
 6 month (SEMI)
 12 month (YEAR)
 On Demand (ONDE)
 Other (OTHR) NO YES
SEAT13 Interest Payment Frequency The frequency with which interest is due to be paid on this instrument:
 Monthly (MNTH)
 Quarterly (QUTR)
 Semi Annual (SEMI)
 Annual (YEAR)
 Other (OTHR) NO NO
SEAT14 Current Credit Enhancement The current instrument credit enhancement, calculated as per the originator/sponsor/SSPE’s definition NO NO
SEAT15 Credit Enhancement Formula Describe/Enter the formula used to calculate the bond-level credit enhancement. NO YES
Account-level information section
SEAA1 Unique Identifier — ABCP Transaction Report the same unique ABCP transaction identifier here as the one entered into field SEAR2. NO NO
SEAA2 Original Account Identifier The original unique account identifier. The reporting entity must not amend this unique identifier. NO NO
SEAA3 New Account Identifier If the original identifier in field SEAA2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in SEAA2. The reporting entity must not amend this unique identifier. NO NO
SEAA4 Account Type The type of account:
 Cash Reserve Account (CARE)
 Commingling Reserve Account (CORE)
 Set-off Reserve Account (SORE)
 Liquidity Facility (LQDF)
 Margin Account (MGAC)
 Other Account (OTHR) NO NO
SEAA5 Account Target Balance The amount of funds that would be on deposit in the account in question when it is fully funded pursuant to the securitisation documentation.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO YES
SEAA6 Account Actual Balance The balance of funds on deposit in the account in question at the Accrual End Date.Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NO NO
SEAA7 Amortising Account Is the account amortising over the lifetime of the securitisation? NO NO
Counterparty-level information section
SEAP1 Unique Identifier — ABCP Transaction Report the same unique ABCP transaction identifier here as the one entered into field SEAR2. NO NO
SEAP2 Counterparty Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the counterparty. NO NO
SEAP3 Counterparty Name Give the full legal name of the counterparty. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. NO NO
SEAP4 Counterparty Type The type of counterparty:
 Account Bank (ABNK)
 Backup Account Bank (BABN)
 Account Bank Facilitator (ABFC)
 Account Bank Guarantor (ABGR)
 Collateral Agent (CAGT)
 Paying Agent (PAYA)
 Calculation Agent (CALC)
 Administration Agent (ADMI)
 Administration Sub-Agent (ADSA)
 Transfer Agent (RANA)
 Verification agent (VERI)
 Security agent (SECU)
 Cash Advance Provider (CAPR)
 Collateral Provider (COLL)
 Guaranteed Investment Contract Provider (GICP)
 Insurance Policy Credit Provider (IPCP)
 Liquidity Facility Provider (LQFP)
 Backup Liquidity Facility Provider (BLQP)
 Savings Mortgage Participant (SVMP)
 Issuer (ISSR)
 Originator (ORIG)
 Seller (SELL)
 Sponsor of the Securitisation Special Purpose Entity (SSSP)
 Servicer (SERV)
 Backup Servicer (BSER)
 Backup Servicer Facilitator (BSRF)
 Special Servicer (SSRV)
 Subscriber (SUBS)
 Interest Rate Swap Provider (IRSP)
 Backup Interest Rate Swap Provider (BIPR)
 Currency Swap Provider (CSPR)
 Backup Currency Swap Provider (BCSP)
 Auditor (AUDT)
 Counsel (CNSL)
 Trustee (TRUS)
 Representative of Noteholders (REPN)
 Underwriter (UNDR)
 Arranger (ARRG)
 Dealer (DEAL)
 Manager (MNGR)
 Letter of Credit Provider (LCPR)
 Multi-Seller Conduit (MSCD)
 Securitisation Special Purpose Entity (SSPE)
 Liquidity or Liquidation Agent (LQAG)
 Equity owner of conduit/SSPE (EQOC)
 Swingline Facility Provider (SWNG)
 Start-up Loan or Lease Provider (SULP)
 Repurchase Agreement Counterparty (RAGC)
 Cash Manager (CASM)
 Collection Account Bank (CACB)
 Collateral Account Bank (COLA)
 Subordinated Loan Provider (SBLP)
 Collateralised Loan Obligation Manager (CLOM)
 Portfolio Advisor (PRTA)
 Substitution Agent (SUBA)
 Other (OTHR) NO NO
SEAP5 Counterparty Country Of Establishment Country where the counterparty is established. NO NO
SEAP6 Counterparty Rating Threshold If there is a ratings-based threshold specified for the service performed by this counterparty in the securitisation, enter the counterparty rating threshold as at the data cut-off date.In the event of multiple ratings, all ratings are to be provided as per the XML schema. If there is no such ratings-based threshold, enter ND5. NO YES
SEAP7 Counterparty Rating If there is a ratings-based threshold specified for the service performed by this counterparty in the securitisation, enter the counterparty rating as at the data cut-off date.In the event of multiple rating thresholds, all rating thresholds are to be provided as per the XML schema. If there is no such ratings-based threshold, enter ND5. NO YES
SEAP8 Counterparty Rating Source Legal Entity Identifier If there is a ratings-based threshold specified for the service performed by this counterparty in the securitisation, enter the Legal Entity Identifier of the provider of the counterparty rating (as specified in the Global Legal Entity Foundation (GLEIF) database) as at the data cut-off date.In the event of multiple ratings, all rating provider Legal Entity Identifiers are to be provided as per the XML schema. If there is no such ratings-based threshold, enter ND5. NO YES
SEAP9 Counterparty Rating Source Name If there is a ratings-based threshold specified for the service performed by this counterparty in the securitisation, enter the full name of the provider of the counterparty rating as at the data cut-off date. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.In the event of multiple ratings, all rating provider Legal Entity Identifiers are to be provided as per the XML schema. If there is no such ratings-based threshold, enter ND5. NO YES
Any other information section
SEAO1 Unique Identifier The unique identifier entered into field SEAS1. NO NO
SEAO2 Any Other Information Line Number Enter the line number of the other information NO NO
SEAO3 Any Other Information The other information, line by line NO NO