
SECTION 1
Article 1 

1. The information referred to in paragraphs 1 and 2 of Article 2 of Commission Delegated Regulation (EU) 2020/1224 shall be made available using the following templates:
(a) the template set out in Annex II to this Regulation for loans to private households secured by residential real estate, regardless of the purpose of those loans;
(b) the template set out in Annex III to this Regulation for loans for the purposes of acquiring commercial real estate or secured by commercial real estate;
(c) the template set out in Annex IV to this Regulation for corporate underlying exposures, including underlying exposures to micro, small- and medium-sized enterprises;
(d) the template set out in Annex V to this Regulation for automobile underlying exposures, including loans and leases to legal or natural persons that are backed by automobiles;
(e) the template set out in Annex VI to this Regulation for consumer underlying exposures;
(f) the template set out in Annex VII to this Regulation for credit card underlying exposures;
(g) the template set out in Annex VIII to this Regulation for leasing underlying exposures;
(h) the template set out in Annex IX to this Regulation for underlying exposures that do not fall within any of the categories set out in points (a) to (g).
2. The information referred to in Article 2(3) of Delegated Regulation (EU) 2020/1224 shall be made available using the following templates:
(a) the templates set out in paragraph 1 of this Article, as relevant to the underlying exposure type;
(b) the template set out in Annex X for non-performing exposure securitisations as referred to in the second subparagraph of Article 2(3) of Delegated Regulation (EU) 2020/1224.
3. The information referred to in Article 2(4) of Delegated Regulation (EU) 2020/1224 shall be made available using the template set out in Annex XI.
Article 2 

1. The information referred to in Article 3(1) of Delegated Regulation (EU) 2020/1224 shall be made available using the template set out in Annex XII.
2. The information referred to in Article 3(2) of Delegated Regulation (EU) 2020/1224 shall be made available using the template set out in Annex XIII.
SECTION 2
Article 3 

1. The information referred to in Article 6(1) of Delegated Regulation (EU) 2020/1224 shall be made available using the template set out in Annex XIV.
2. The information referred to in Article 6(2) of Delegated Regulation (EU) 2020/1224 shall be made available using the template set out in Annex XV.
Article 4 

1. The information referred to in Article 7(1) of Delegated Regulation (EU) 2020/1224 shall be made available using the template set out in Annex XIV.
2. The information referred to in Article 7(2) of Delegated Regulation (EU) 2020/1224 shall be made available using the template set out in Annex XV.
SECTION 3
Article 5 

1. The format of the information provided in the templates set out in Annexes I to XV shall conform to the corresponding format set out in Table 1 of Annex I
2. The information shall be made available in an electronic and machine-readable form via common XML templates.
Article 6 
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, 29 October 2019.
For the Commission
The President
Jean-Claude JUNCKER
ANNEX I

SYMBOL DATA TYPE DEFINITION
{ALPHANUM-n} Up to n alphanumeric characters Free text field. To be entered in ASCII format in capital letters (no accented characters).
{COUNTRYCODE_2} 2 alphanumeric characters 2 letter country code, as defined by ISO 3166-1 alpha-2 country code. To be entered in ASCII format (no accented characters).
{CURRENCYCODE_3} 3 alphanumeric characters 3 letter currency code, as defined by ISO 4217 currency codes. To be entered in ASCII format (no accented characters).
{YEAR} ISO 8601 year format Years to be formatted as follows: YYYY
{DATEFORMAT} ISO 8601 date format Dates to be formatted as follows: YYYY-MM-DD
{MONETARY} 0-18 digits, of which up to 5 may be fractional digits A number of monetary units specified in a currency, where the unit of currency is explicit and compliant with ISO 4217.
{NUMERIC} 0-18 digits, of which up to 5 may be fractional digits Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it is to be represented by a dot.
{INTEGER-n} Integer number of up to n Numerical field for both positive and negative integer values.
{Y/N} 1 alphanumeric character ‘true’- Y‘false’ - N
{ISIN} 12 alphanumeric characters ISIN code, as defined in ISO 6166
{LEI} 20 alphanumeric characters Legal entity identifier, as specified in ISO 17442
{LIST}  As set out in the specific field description
{NUTS} 5 alphanumeric characters Refers to the Nomenclature of Territorial Units for Statistics maintained by Eurostat. Information must be made available at the NUTS3 level. http://ec.europa.eu/eurostat/web/nuts/
{NACE} 7 alphanumeric characters Refers to the statistical classification of economic activities in the European Union, maintained on the website cited in this definition box and as set out in Regulation (EC) No 1893/2006 of the European Parliament and of the Council.The most detailed level of classification must be made available for each economic activity (i.e. the full code – 6 or 7 character level, including decimals). http://ec.europa.eu/competition/mergers/cases/index/nace_all.html
{PERCENTAGE} 0-11 digits, of which up to 10 may be fractional digits. Rate expressed as a percentage, i.e., in hundredths, e.g. 0.7 is 7/10 of a percent, and 7.0 is 7%.
{TELEPHONE} A "+" followed by the country code (from 1 to 3 characters) then a "-" and finally, any combination of numbers, "(",")", "+" and "-" (up to 30 characters). The collection of information which identifies a specific phone number as defined by telecom services.
{ESA} 7 alphanumeric characters The European System of Accounts (2010) sector, using the codes set out in Table 1 of Annex I to Commission Delegated Regulation (EU) 2020/1224. http://ec.europa.eu/eurostat/cache/metadata/Annexes/nasa_10_f_esms_an1.pdf
{WATCHLIST} 2 alphanumeric characters The servicer watchlist code as set out in Table 2 of Annex I to Delegated Regulation (EU) 2020/1224


ANNEX II

FIELD CODE FIELD NAME FORMAT
Underlying exposures information section
RREL1 Unique Identifier {ALPHANUM-28}
RREL2 Original Underlying Exposure Identifier {ALPHANUM-1000}
RREL3 New Underlying Exposure Identifier {ALPHANUM-1000}
RREL4 Original Obligor Identifier {ALPHANUM-1000}
RREL5 New Obligor Identifier {ALPHANUM-1000}
RREL6 Data Cut-Off Date {DATEFORMAT}
RREL7 Pool Addition Date {DATEFORMAT}
RREL8 Date Of Repurchase {DATEFORMAT}
RREL9 Redemption Date {DATEFORMAT}
RREL10 Resident {Y/N}
RREL11 Geographic Region — Obligor {NUTS}
RREL12 Geographic Region Classification {YEAR}
RREL13 Employment Status {LIST}
RREL14 Credit Impaired Obligor {Y/N}
RREL15 Customer Type {LIST}
RREL16 Primary Income {MONETARY}
RREL17 Primary Income Type {LIST}
RREL18 Primary Income Currency {CURRENCYCODE_3}
RREL19 Primary Income Verification {LIST}
RREL20 Secondary Income {MONETARY}
RREL21 Secondary Income Verification {LIST}
RREL22 Special Scheme {ALPHANUM-10000}
RREL23 Origination Date {DATEFORMAT}
RREL24 Maturity Date {DATEFORMAT}
RREL25 Original Term {INTEGER-9999}
RREL26 Origination Channel {LIST}
RREL27 Purpose {LIST}
RREL28 Currency Denomination {CURRENCYCODE_3}
RREL29 Original Principal Balance {MONETARY}
RREL30 Current Principal Balance {MONETARY}
RREL31 Prior Principal Balances {MONETARY}
RREL32 Pari Passu Underlying Exposures {MONETARY}
RREL33 Total Credit Limit {MONETARY}
RREL34 Purchase Price {PERCENTAGE}
RREL35 Amortisation Type {LIST}
RREL36 Principal Grace Period End Date {DATEFORMAT}
RREL37 Scheduled Principal Payment Frequency {LIST}
RREL38 Scheduled Interest Payment Frequency {LIST}
RREL39 Payment Due {MONETARY}
RREL40 Debt To Income Ratio {PERCENTAGE}
RREL41 Balloon Amount {MONETARY}
RREL42 Interest Rate Type {LIST}
RREL43 Current Interest Rate {PERCENTAGE}
RREL44 Current Interest Rate Index {LIST}
RREL45 Current Interest Rate Index Tenor {LIST}
RREL46 Current Interest Rate Margin {PERCENTAGE}
RREL47 Interest Rate Reset Interval {INTEGER-9999}
RREL48 Interest Rate Cap {PERCENTAGE}
RREL49 Interest Rate Floor {PERCENTAGE}
RREL50 Revision Margin 1 {PERCENTAGE}
RREL51 Interest Revision Date 1 {DATEFORMAT}
RREL52 Revision Margin 2 {PERCENTAGE}
RREL53 Interest Revision Date 2 {DATEFORMAT}
RREL54 Revision Margin 3 {PERCENTAGE}
RREL55 Interest Revision Date 3 {DATEFORMAT}
RREL56 Revised Interest Rate Index {LIST}
RREL57 Revised Interest Rate Index Tenor {LIST}
RREL58 Number Of Payments Before Securitisation {INTEGER-9999}
RREL59 Percentage Of Prepayments Allowed Per Year {PERCENTAGE}
RREL60 Prepayment Lock-Out End Date {DATEFORMAT}
RREL61 Prepayment Fee {MONETARY}
RREL62 Prepayment Fee End Date {DATEFORMAT}
RREL63 Prepayment Date {DATEFORMAT}
RREL64 Cumulative Prepayments {MONETARY}
RREL65 Date Of Restructuring {DATEFORMAT}
RREL66 Date Last In Arrears {DATEFORMAT}
RREL67 Arrears Balance {MONETARY}
RREL68 Number Of Days In Arrears {INTEGER-9999}
RREL69 Account Status {LIST}
RREL70 Reason for Default or Foreclosure {LIST}
RREL71 Default Amount {MONETARY}
RREL72 Default Date {DATEFORMAT}
RREL73 Allocated Losses {MONETARY}
RREL74 Cumulative Recoveries {MONETARY}
RREL75 Litigation {Y/N}
RREL76 Recourse {Y/N}
RREL77 Deposit Amount {MONETARY}
RREL78 Insurance Or Investment Provider {ALPHANUM-1000}
RREL79 Original Lender Name {ALPHANUM-100}
RREL80 Original Lender Legal Entity Identifier {LEI}
RREL81 Original Lender Establishment Country {COUNTRYCODE_2}
RREL82 Originator Name {ALPHANUM-100}
RREL83 Originator Legal Entity Identifier {LEI}
RREL84 Originator Establishment Country {COUNTRYCODE_2}
Collateral-level information section
RREC1 Unique Identifier {ALPHANUM-28}
RREC2 Underlying Exposure Identifier {ALPHANUM-1000}
RREC3 Original Collateral Identifier {ALPHANUM-1000}
RREC4 New Collateral Identifier {ALPHANUM-1000}
RREC5 Collateral Type {LIST}
RREC6 Geographic Region — Collateral {NUTS}
RREC7 Occupancy Type {LIST}
RREC8 Lien {INTEGER-9999}
RREC9 Property Type {LIST}
RREC10 Energy Performance Certificate Value {LIST}
RREC11 Energy Performance Certificate Provider Name {ALPHANUM-100}
RREC12 Current Loan-To-Value {PERCENTAGE}
RREC13 Current Valuation Amount {MONETARY}
RREC14 Current Valuation Method {LIST}
RREC15 Current Valuation Date {DATEFORMAT}
RREC16 Original Loan-To-Value {PERCENTAGE}
RREC17 Original Valuation Amount {MONETARY}
RREC18 Original Valuation Method {LIST}
RREC19 Original Valuation Date {DATEFORMAT}
RREC20 Date Of Sale {DATEFORMAT}
RREC21 Sale Price {MONETARY}
RREC22 Collateral Currency {CURRENCYCODE_3}
RREC23 Guarantor Type {LIST}
ANNEX III

FIELD CODE FIELD NAME FORMAT
Underlying exposures information section
CREL1 Unique Identifier {ALPHANUM-28}
CREL2 Original Obligor Identifier {ALPHANUM-1000}
CREL3 New Obligor Identifier {ALPHANUM-1000}
CREL4 Original Underlying Exposure Identifier {ALPHANUM-1000}
CREL5 New Underlying Exposure Identifier {ALPHANUM-1000}
CREL6 Data Cut-Off Date {DATEFORMAT}
CREL7 Pool Addition Date {DATEFORMAT}
CREL8 Date Of Restructuring {DATEFORMAT}
CREL9 Date Of Repurchase {DATEFORMAT}
CREL10 Date Of Substitution {DATEFORMAT}
CREL11 Redemption Date {DATEFORMAT}
CREL12 Geographic Region — Obligor {NUTS}
CREL13 Geographic Region Classification {YEAR}
CREL14 Special Scheme {ALPHANUM-10000}
CREL15 Origination Date {DATEFORMAT}
CREL16 Start Date Of Amortisation {DATEFORMAT}
CREL17 Maturity Date At Securitisation Date {DATEFORMAT}
CREL18 Maturity Date {DATEFORMAT}
CREL19 Original Term {INTEGER-9999}
CREL20 Duration Of Extension Option {INTEGER-9999}
CREL21 Nature Of Extension Option {LIST}
CREL22 Currency Denomination {CURRENCYCODE_3}
CREL23 Current Principal Balance {MONETARY}
CREL24 Original Principal Balance {MONETARY}
CREL25 Original Principal Balance At Securitisation Date {MONETARY}
CREL26 Committed Undrawn Facility Underlying Exposure Balance {MONETARY}
CREL27 Total Other Amounts Outstanding {MONETARY}
CREL28 Purchase Price {PERCENTAGE}
CREL29 Latest Utilisation Date {DATEFORMAT}
CREL30 Purpose {LIST}
CREL31 Structure {LIST}
CREL32 Waterfall A-B Pre Enforcement Scheduled Interest Payments {LIST}
CREL33 Waterfall A-B Pre Enforcement Scheduled Principal Payments {LIST}
CREL34 Principal Payment Allocation To Senior Loan {PERCENTAGE}
CREL35 Waterfall Type {LIST}
CREL36 Defaulted Underlying Exposure Purchase Price {PERCENTAGE}
CREL37 Cure Payments Possible? {LIST}
CREL38 Restrictions On Sale Of Subordinated Loan? {Y/N}
CREL39 Subordinated Loan Holder Affiliated To Obligor? {Y/N}
CREL40 Subordinated Loan Holder Control Of Workout Process {Y/N}
CREL41 Do Non-Payments On Prior Ranking Claims Constitute A Default Of The Underlying Exposure? {Y/N}
CREL42 Do Non-Payments On Equal Ranking Underlying Exposures Constitute Default Of Property? {Y/N}
CREL43 Noteholder Consent {Y/N}
CREL44 Noteholder Meeting Scheduled {DATEFORMAT}
CREL45 Syndicated {Y/N}
CREL46 Participation Of SSPE {LIST}
CREL47 Consequence For Breach Of Financial Covenant {LIST}
CREL48 Financial Information Non-Submission Penalties {Y/N}
CREL49 Recourse {Y/N}
CREL50 Recourse - 3rd Party {Y/N}
CREL51 Servicing Standard {Y/N}
CREL52 Amounts Held In Escrow {MONETARY}
CREL53 Collection Of Escrows {Y/N}
CREL54 Collection Of Other Reserves {Y/N}
CREL55 Trigger For Escrow To Be Held {LIST}
CREL56 Target Escrow Amounts/Reserves {MONETARY}
CREL57 Escrow Account Release Conditions {ALPHANUM-1000}
CREL58 Conditions Of Drawing Cash Reserve {LIST}
CREL59 Escrow Account Currency {CURRENCYCODE_3}
CREL60 Escrow Payments Currency {CURRENCYCODE_3}
CREL61 Total Reserve Balance {MONETARY}
CREL62 Reserve Balance Currency {CURRENCYCODE_3}
CREL63 Escrow Trigger Event Occurred {Y/N}
CREL64 Amounts Added To Escrows In Current Period {MONETARY}
CREL65 Revenue {MONETARY}
CREL66 Operating Expenses At Securitisation Date {MONETARY}
CREL67 Capital Expenditures At Securitisation Date {MONETARY}
CREL68 Financial Statement Currency {CURRENCYCODE_3}
CREL69 Obligor Reporting Breach {Y/N}
CREL70 Debt Service Coverage Ratio Method {LIST}
CREL71 Debt Service Coverage Ratio Indicator At Securitisation Date {LIST}
CREL72 Most Recent Debt Service Coverage Ratio Indicator {LIST}
CREL73 Debt Service Coverage Ratio At The Securitisation Date {PERCENTAGE}
CREL74 Current Debt Service Coverage Ratio {PERCENTAGE}
CREL75 Original Loan-To-Value {PERCENTAGE}
CREL76 Current Loan-To-Value {PERCENTAGE}
CREL77 Interest Coverage Ratio At The Securitisation Date {PERCENTAGE}
CREL78 Current Interest Coverage Ratio {PERCENTAGE}
CREL79 Interest Coverage Ratio Method {LIST}
CREL80 Number Of Properties At Securitisation Date {INTEGER-9999}
CREL81 Number Of Properties At Data Cut-Off Date {INTEGER-9999}
CREL82 Properties Collateralised To The Underlying Exposure {ALPHANUM-1000}
CREL83 Property Portfolio Value At Securitisation Date {MONETARY}
CREL84 Property Portfolio Valuation Currency At Securitisation Date {CURRENCYCODE_3}
CREL85 Status Of Properties {LIST}
CREL86 Valuation Date At Securitisation Date {DATEFORMAT}
CREL87 Amortisation Type {LIST}
CREL88 Principal Grace Period End Date {DATEFORMAT}
CREL89 Grace Days Allowed {INTEGER-9999}
CREL90 Scheduled Principal Payment Frequency {LIST}
CREL91 Scheduled Interest Payment Frequency {LIST}
CREL92 Number Of Payments Before Securitisation {INTEGER-9999}
CREL93 Prepayment Terms Description {ALPHANUM-100}
CREL94 Prepayment Lock-Out End Date {DATEFORMAT}
CREL95 Yield Maintenance End Date {DATEFORMAT}
CREL96 Prepayment Fee {MONETARY}
CREL97 Prepayment Fee End Date {DATEFORMAT}
CREL98 Unscheduled Principal Collections {MONETARY}
CREL99 Liquidation/Prepayment Date {DATEFORMAT}
CREL100 Liquidation/Prepayment Code {LIST}
CREL101 Prepayment Interest Excess/Shortfall {MONETARY}
CREL102 Payment Date {DATEFORMAT}
CREL103 Next Payment Adjustment Date {DATEFORMAT}
CREL104 Next Payment Date {DATEFORMAT}
CREL105 Payment Due {MONETARY}
CREL106 Original Interest Rate {PERCENTAGE}
CREL107 Interest Rate At The Securitisation Date {PERCENTAGE}
CREL108 First Payment Adjustment Date {DATEFORMAT}
CREL109 Interest Rate Type {LIST}
CREL110 Current Interest Rate {PERCENTAGE}
CREL111 Current Interest Rate Index {LIST}
CREL112 Current Interest Rate Index Tenor {LIST}
CREL113 Current Interest Rate Margin {PERCENTAGE}
CREL114 Interest Rate Reset Interval {INTEGER-9999}
CREL115 Current Index Rate {PERCENTAGE}
CREL116 Index Determination Date {DATEFORMAT}
CREL117 Rounding Increment {PERCENTAGE}
CREL118 Interest Rate Cap {PERCENTAGE}
CREL119 Interest Rate Floor {PERCENTAGE}
CREL120 Current Default Interest Rate {PERCENTAGE}
CREL121 Accrual Of Interest Allowed {Y/N}
CREL122 Day Count Convention {LIST}
CREL123 Total Scheduled Principal & Interest Due {MONETARY}
CREL124 Total Scheduled Principal & Interest Paid {MONETARY}
CREL125 Negative Amortisation {MONETARY}
CREL126 Deferred Interest {MONETARY}
CREL127 Total Shortfalls In Principal & Interest Outstanding {MONETARY}
CREL128 Date Last In Arrears {DATEFORMAT}
CREL129 Arrears Balance {MONETARY}
CREL130 Number Of Days In Arrears {INTEGER-9999}
CREL131 Reason for Default or Foreclosure {LIST}
CREL132 Default Amount {MONETARY}
CREL133 Default Date {DATEFORMAT}
CREL134 Interest In Arrears {Y/N}
CREL135 Actual Default Interest {MONETARY}
CREL136 Account Status {LIST}
CREL137 Allocated Losses {MONETARY}
CREL138 Net Proceeds Received On Liquidation {MONETARY}
CREL139 Liquidation Expense {MONETARY}
CREL140 Expected Timing Of Recoveries {INTEGER-9999}
CREL141 Cumulative Recoveries {MONETARY}
CREL142 Enforcement Start Date {DATEFORMAT}
CREL143 Workout Strategy Code {LIST}
CREL144 Modification {LIST}
CREL145 Special Servicing Status {Y/N}
CREL146 Most Recent Special Servicer Transfer Date {DATEFORMAT}
CREL147 Most Recent Primary Servicer Return Date {DATEFORMAT}
CREL148 Non Recoverability Determined {Y/N}
CREL149 Covenant Breach/Trigger {LIST}
CREL150 Date Of Breach {DATEFORMAT}
CREL151 Date Of Breach Cure {DATEFORMAT}
CREL152 Servicer Watchlist Code {WATCHLIST}
CREL153 Servicer Watchlist Date {DATEFORMAT}
CREL154 Interest Rate Swap Provider {ALPHANUM-1000}
CREL155 Interest Rate Swap Provider Legal Entity Identifier {LEI}
CREL156 Interest Rate Swap Maturity Date {DATEFORMAT}
CREL157 Interest Rate Swap Notional {MONETARY}
CREL158 Currency Swap Provider {ALPHANUM-1000}
CREL159 Currency Swap Provider Legal Entity Identifier {LEI}
CREL160 Currency Swap Maturity Date {DATEFORMAT}
CREL161 Currency Swap Notional {MONETARY}
CREL162 Exchange Rate For Swap {PERCENTAGE}
CREL163 Other Swap Provider {ALPHANUM-1000}
CREL164 Other Swap Provider Legal Entity Identifier {LEI}
CREL165 Obligor Must Pay Breakage On Swap {LIST}
CREL166 Full Or Partial Termination Event Of Swap For Current Period {LIST}
CREL167 Net Periodic Payment Made By Swap Provider {MONETARY}
CREL168 Breakage Costs Due To Underlying Exposure Swap Provider {MONETARY}
CREL169 Shortfall In Payment Of Breakage Costs On Swap {MONETARY}
CREL170 Breakage Costs Due From Swap Counterparty {MONETARY}
CREL171 Next Swap Reset Date {DATEFORMAT}
CREL172 Sponsor {ALPHANUM-100}
CREL173 Agent Bank Of Syndication Legal Entity Identifier {LEI}
CREL174 Servicer Legal Entity Identifier {LEI}
CREL175 Servicer Name {ALPHANUM-100}
CREL176 Originator Name {ALPHANUM-100}
CREL177 Originator Legal Entity Identifier {LEI}
CREL178 Originator Establishment Country {COUNTRYCODE_2}
CREL179 Original Lender Name {ALPHANUM-100}
CREL180 Original Lender Legal Entity Identifier {LEI}
CREL181 Original Lender Establishment Country {COUNTRYCODE_2}
Collateral-level information section
CREC1 Unique Identifier {ALPHANUM-28}
CREC2 Underlying Exposure Identifier {ALPHANUM-1000}
CREC3 Original Collateral Identifier {ALPHANUM-1000}
CREC4 New Collateral Identifier {ALPHANUM-1000}
CREC5 Collateral Type {LIST}
CREC6 Property Name {ALPHANUM-100}
CREC7 Property Address {ALPHANUM-1000}
CREC8 Geographic Region — Collateral {NUTS}
CREC9 Property Post Code {ALPHANUM-100}
CREC10 Lien {INTEGER-9999}
CREC11 Property Status {LIST}
CREC12 Property Type {LIST}
CREC13 Property Form Of Title {LIST}
CREC14 Current Valuation Date {DATEFORMAT}
CREC15 Current Valuation Amount {MONETARY}
CREC16 Current Valuation Method {LIST}
CREC17 Current Valuation Basis {LIST}
CREC18 Original Valuation Method {LIST}
CREC19 Collateral Securitisation Date {DATEFORMAT}
CREC20 Allocated Percentage Of Underlying Exposure At Securitisation Date {PERCENTAGE}
CREC21 Current Allocated Underlying Exposure Percentage {PERCENTAGE}
CREC22 Valuation At Securitisation {MONETARY}
CREC23 Name Of Valuer At Securitisation {ALPHANUM-100}
CREC24 Date Of Valuation At Securitisation {DATEFORMAT}
CREC25 Year Built {YEAR}
CREC26 Year Last Renovated {YEAR}
CREC27 Number Of Units {INTEGER-999999999}
CREC28 Net Square Metres {INTEGER-999999999}
CREC29 Commercial Area {INTEGER-999999999}
CREC30 Residential Area {INTEGER-999999999}
CREC31 Net Internal Floor Area Validated {Y/N}
CREC32 Occupancy As Of Date {DATEFORMAT}
CREC33 Economic Occupancy At Securitisation {PERCENTAGE}
CREC34 Physical Occupancy At Securitisation {PERCENTAGE}
CREC35 Vacant Possession Value At Securitisation Date {MONETARY}
CREC36 Date Of Financials At Securitisation {DATEFORMAT}
CREC37 Net Operating Income At Securitisation {MONETARY}
CREC38 Most Recent Financials As Of Start Date {DATEFORMAT}
CREC39 Most Recent Financials As Of End Date {DATEFORMAT}
CREC40 Most Recent Revenue {MONETARY}
CREC41 Most Recent Operating Expenses {MONETARY}
CREC42 Most Recent Capital Expenditure {MONETARY}
CREC43 Ground Rent Payable {MONETARY}
CREC44 Weighted Average Lease Terms {INTEGER-9999}
CREC45 Property Leasehold Expiry {DATEFORMAT}
CREC46 Contractual Annual Rental Income {MONETARY}
CREC47 Income Expiring 1-12 Months {PERCENTAGE}
CREC48 Income Expiring 13-24 Months {PERCENTAGE}
CREC49 Income Expiring 25-36 Months {PERCENTAGE}
CREC50 Income Expiring 37-48 Months {PERCENTAGE}
CREC51 Income Expiring 49+ Months {PERCENTAGE}
Tenant-level information section
CRET1 Unique Identifier {ALPHANUM-28}
CRET2 Underlying Exposure Identifier {ALPHANUM-1000}
CRET3 Collateral Identifier {ALPHANUM-1000}
CRET4 Tenant Identifier {ALPHANUM-1000}
CRET5 Tenant Name {ALPHANUM-100}
CRET6 NACE Industry Code {NACE}
CRET7 Date Of Lease Expiration {DATEFORMAT}
CRET8 Rent Payable {MONETARY}
CRET9 Rent Currency {CURRENCYCODE_3}
ANNEX IV

FIELD CODE FIELD NAME FORMAT
Underlying exposures information section
CRPL1 Unique Identifier {ALPHANUM-28}
CRPL2 Original Underlying Exposure Identifier {ALPHANUM-1000}
CRPL3 New Underlying Exposure Identifier {ALPHANUM-1000}
CRPL4 Original Obligor Identifier {ALPHANUM-1000}
CRPL5 New Obligor Identifier {ALPHANUM-1000}
CRPL6 Data Cut-Off Date {DATEFORMAT}
CRPL7 Pool Addition Date {DATEFORMAT}
CRPL8 Date Of Repurchase {DATEFORMAT}
CRPL9 Redemption Date {DATEFORMAT}
CRPL10 Geographic Region — Obligor {NUTS}
CRPL11 Geographic Region Classification {YEAR}
CRPL12 Credit Impaired Obligor {Y/N}
CRPL13 Customer Type {LIST}
CRPL14 NACE Industry Code {NACE}
CRPL15 Obligor Basel III Segment {LIST}
CRPL16 Enterprise Size {LIST}
CRPL17 Revenue {MONETARY}
CRPL18 Total Debt {MONETARY}
CRPL19 EBITDA {MONETARY}
CRPL20 Enterprise Value {MONETARY}
CRPL21 Free Cashflow {MONETARY}
CRPL22 Date Of Financials {DATEFORMAT}
CRPL23 Financial Statement Currency {CURRENCYCODE_3}
CRPL24 Debt Type {LIST}
CRPL25 Securitised Receivables {LIST}
CRPL26 International Securities Identification Number {ISIN}
CRPL27 Seniority {LIST}
CRPL28 Syndicated {Y/N}
CRPL29 Leveraged Transaction {Y/N}
CRPL30 Managed by CLO {Y/N}
CRPL31 Payment in Kind {Y/N}
CRPL32 Special Scheme {ALPHANUM-10000}
CRPL33 Origination Date {DATEFORMAT}
CRPL34 Maturity Date {DATEFORMAT}
CRPL35 Origination Channel {LIST}
CRPL36 Purpose {LIST}
CRPL37 Currency Denomination {CURRENCYCODE_3}
CRPL38 Original Principal Balance {MONETARY}
CRPL39 Current Principal Balance {MONETARY}
CRPL40 Prior Principal Balances {MONETARY}
CRPL41 Market Value {MONETARY}
CRPL42 Total Credit Limit {MONETARY}
CRPL43 Purchase Price {PERCENTAGE}
CRPL44 Put Date {DATEFORMAT}
CRPL45 Put Strike {MONETARY}
CRPL46 Amortisation Type {LIST}
CRPL47 Principal Grace Period End Date {DATEFORMAT}
CRPL48 Scheduled Principal Payment Frequency {LIST}
CRPL49 Scheduled Interest Payment Frequency {LIST}
CRPL50 Payment Due {MONETARY}
CRPL51 Balloon Amount {MONETARY}
CRPL52 Interest Rate Type {LIST}
CRPL53 Current Interest Rate {PERCENTAGE}
CRPL54 Current Interest Rate Index {LIST}
CRPL55 Current Interest Rate Index Tenor {LIST}
CRPL56 Current Interest Rate Margin {PERCENTAGE}
CRPL57 Interest Rate Reset Interval {INTEGER-9999}
CRPL58 Interest Rate Cap {PERCENTAGE}
CRPL59 Interest Rate Floor {PERCENTAGE}
CRPL60 Revision Margin 1 {PERCENTAGE}
CRPL61 Interest Revision Date 1 {DATEFORMAT}
CRPL62 Revision Margin 2 {PERCENTAGE}
CRPL63 Interest Revision Date 2 {DATEFORMAT}
CRPL64 Revision Margin 3 {PERCENTAGE}
CRPL65 Interest Revision Date 3 {DATEFORMAT}
CRPL66 Revised Interest Rate Index {LIST}
CRPL67 Revised Interest Rate Index Tenor {LIST}
CRPL68 Number Of Payments Before Securitisation {INTEGER-9999}
CRPL69 Percentage Of Prepayments Allowed Per Year {PERCENTAGE}
CRPL70 Prepayment Lock-Out End Date {DATEFORMAT}
CRPL71 Prepayment Fee {MONETARY}
CRPL72 Prepayment Fee End Date {DATEFORMAT}
CRPL73 Prepayment Date {DATEFORMAT}
CRPL74 Cumulative Prepayments {MONETARY}
CRPL75 Date Of Restructuring {DATEFORMAT}
CRPL76 Date Last In Arrears {DATEFORMAT}
CRPL77 Arrears Balance {MONETARY}
CRPL78 Number Of Days In Arrears {INTEGER-9999}
CRPL79 Account Status {LIST}
CRPL80 Reason for Default or Foreclosure {LIST}
CRPL81 Default Amount {MONETARY}
CRPL82 Default Date {DATEFORMAT}
CRPL83 Allocated Losses {MONETARY}
CRPL84 Cumulative Recoveries {MONETARY}
CRPL85 Recovery Source {LIST}
CRPL86 Recourse {Y/N}
CRPL87 Deposit Amount {MONETARY}
CRPL88 Interest Rate Swap Notional {MONETARY}
CRPL89 Interest Rate Swap Provider Legal Entity Identifier {LEI}
CRPL90 Interest Rate Swap Provider {ALPHANUM-1000}
CRPL91 Interest Rate Swap Maturity Date {DATEFORMAT}
CRPL92 Currency Swap Notional {MONETARY}
CRPL93 Currency Swap Provider Legal Entity Identifier {LEI}
CRPL94 Currency Swap Provider {ALPHANUM-1000}
CRPL95 Currency Swap Maturity Date {DATEFORMAT}
CRPL96 Original Lender Name {ALPHANUM-100}
CRPL97 Original Lender Legal Entity Identifier {LEI}
CRPL98 Original Lender Establishment Country {COUNTRYCODE_2}
CRPL99 Originator Name {ALPHANUM-100}
CRPL100 Originator Legal Entity Identifier {LEI}
CRPL101 Originator Establishment Country {COUNTRYCODE_2}
Collateral-level information section
CRPC1 Unique Identifier {ALPHANUM-28}
CRPC2 Underlying Exposure Identifier {ALPHANUM-1000}
CRPC3 Original Collateral Identifier {ALPHANUM-1000}
CRPC4 New Collateral Identifier {ALPHANUM-1000}
CRPC5 Geographic Region — Collateral {NUTS}
CRPC6 Security Type {LIST}
CRPC7 Charge Type {LIST}
CRPC8 Lien {INTEGER-9999}
CRPC9 Collateral Type {LIST}
CRPC10 Current Valuation Amount {MONETARY}
CRPC11 Current Valuation Method {LIST}
CRPC12 Current Valuation Date {DATEFORMAT}
CRPC13 Original Valuation Amount {MONETARY}
CRPC14 Original Valuation Method {LIST}
CRPC15 Original Valuation Date {DATEFORMAT}
CRPC16 Date Of Sale {DATEFORMAT}
CRPC17 Sale Price {MONETARY}
CRPC18 Collateral Currency {CURRENCYCODE_3}
CRPC19 Guarantor Country {COUNTRYCODE_2}
CRPC20 Guarantor ESA Subsector {ESA}
ANNEX V

FIELD CODE FIELD NAME FORMAT
Underlying exposures information section
AUTL1 Unique Identifier {ALPHANUM-28}
AUTL2 Original Underlying Exposure Identifier {ALPHANUM-1000}
AUTL3 New Underlying Exposure Identifier {ALPHANUM-1000}
AUTL4 Original Obligor Identifier {ALPHANUM-1000}
AUTL5 New Obligor Identifier {ALPHANUM-1000}
AUTL6 Data Cut-Off Date {DATEFORMAT}
AUTL7 Pool Addition Date {DATEFORMAT}
AUTL8 Date Of Repurchase {DATEFORMAT}
AUTL9 Redemption Date {DATEFORMAT}
AUTL10 Geographic Region — Obligor {NUTS}
AUTL11 Geographic Region Classification {YEAR}
AUTL12 Employment Status {LIST}
AUTL13 Credit Impaired Obligor {Y/N}
AUTL14 Obligor Legal Type {LIST}
AUTL15 Customer Type {LIST}
AUTL16 Primary Income {MONETARY}
AUTL17 Primary Income Type {LIST}
AUTL18 Primary Income Currency {CURRENCYCODE_3}
AUTL19 Primary Income Verification {LIST}
AUTL20 Revenue {MONETARY}
AUTL21 Financial Statement Currency {CURRENCYCODE_3}
AUTL22 Special Scheme {ALPHANUM-10000}
AUTL23 Product Type {LIST}
AUTL24 Origination Date {DATEFORMAT}
AUTL25 Maturity Date {DATEFORMAT}
AUTL26 Original Term {INTEGER-9999}
AUTL27 Origination Channel {LIST}
AUTL28 Currency Denomination {CURRENCYCODE_3}
AUTL29 Original Principal Balance {MONETARY}
AUTL30 Current Principal Balance {MONETARY}
AUTL31 Purchase Price {PERCENTAGE}
AUTL32 Amortisation Type {LIST}
AUTL33 Principal Grace Period End Date {DATEFORMAT}
AUTL34 Scheduled Principal Payment Frequency {LIST}
AUTL35 Scheduled Interest Payment Frequency {LIST}
AUTL36 Payment Method {LIST}
AUTL37 Payment Due {MONETARY}
AUTL38 Balloon Amount {MONETARY}
AUTL39 Down Payment Amount {MONETARY}
AUTL40 Current Interest Rate {PERCENTAGE}
AUTL41 Current Interest Rate Index {LIST}
AUTL42 Current Interest Rate Index Tenor {LIST}
AUTL43 Current Interest Rate Margin {PERCENTAGE}
AUTL44 Interest Rate Reset Interval {INTEGER-9999}
AUTL45 Interest Rate Cap {PERCENTAGE}
AUTL46 Interest Rate Floor {PERCENTAGE}
AUTL47 Number Of Payments Before Securitisation {INTEGER-9999}
AUTL48 Percentage Of Prepayments Allowed Per Year {PERCENTAGE}
AUTL49 Prepayment Fee {MONETARY}
AUTL50 Prepayment Fee End Date {DATEFORMAT}
AUTL51 Prepayment Date {DATEFORMAT}
AUTL52 Cumulative Prepayments {MONETARY}
AUTL53 Manufacturer {ALPHANUM-100}
AUTL54 Model {ALPHANUM-100}
AUTL55 Year Of Registration {YEAR}
AUTL56 New Or Used {LIST}
AUTL57 Energy Performance Certificate Value {LIST}
AUTL58 Energy Performance Certificate Provider Name {ALPHANUM-100}
AUTL59 Original Loan-To-Value {PERCENTAGE}
AUTL60 Original Valuation Amount {MONETARY}
AUTL61 Original Residual Value Of Vehicle {MONETARY}
AUTL62 Option To Buy Price {MONETARY}
AUTL63 Securitised Residual Value {MONETARY}
AUTL64 Updated Residual Value Of Vehicle {MONETARY}
AUTL65 Date Of Updated Residual Valuation Of Vehicle {DATEFORMAT}
AUTL66 Date Of Restructuring {DATEFORMAT}
AUTL67 Date Last In Arrears {DATEFORMAT}
AUTL68 Arrears Balance {MONETARY}
AUTL69 Number Of Days In Arrears {INTEGER-9999}
AUTL70 Account Status {LIST}
AUTL71 Reason for Default or Foreclosure {LIST}
AUTL72 Default Amount {MONETARY}
AUTL73 Default Date {DATEFORMAT}
AUTL74 Allocated Losses {MONETARY}
AUTL75 Residual Value Losses {MONETARY}
AUTL76 Cumulative Recoveries {MONETARY}
AUTL77 Sale Price {MONETARY}
AUTL78 Deposit Amount {MONETARY}
AUTL79 Original Lender Name {ALPHANUM-100}
AUTL80 Original Lender Legal Entity Identifier {LEI}
AUTL81 Original Lender Establishment Country {COUNTRYCODE_2}
AUTL82 Originator Name {ALPHANUM-100}
AUTL83 Originator Legal Entity Identifier {LEI}
AUTL84 Originator Establishment Country {COUNTRYCODE_2}
ANNEX VI

FIELD CODE FIELD NAME FORMAT
Underlying exposures information section
CMRL1 Unique Identifier {ALPHANUM-28}
CMRL2 Original Underlying Exposure Identifier {ALPHANUM-1000}
CMRL3 New Underlying Exposure Identifier {ALPHANUM-1000}
CMRL4 Original Obligor Identifier {ALPHANUM-1000}
CMRL5 New Obligor Identifier {ALPHANUM-1000}
CMRL6 Data Cut-Off Date {DATEFORMAT}
CMRL7 Pool Addition Date {DATEFORMAT}
CMRL8 Date Of Repurchase {DATEFORMAT}
CMRL9 Redemption Date {DATEFORMAT}
CMRL10 Geographic Region — Obligor {NUTS}
CMRL11 Geographic Region Classification {YEAR}
CMRL12 Employment Status {LIST}
CMRL13 Credit Impaired Obligor {Y/N}
CMRL14 Customer Type {LIST}
CMRL15 Primary Income {MONETARY}
CMRL16 Primary Income Type {LIST}
CMRL17 Primary Income Currency {CURRENCYCODE_3}
CMRL18 Primary Income Verification {LIST}
CMRL19 Secured By Salary/Pension Assignment {Y/N}
CMRL20 Special Scheme {ALPHANUM-10000}
CMRL21 Origination Date {DATEFORMAT}
CMRL22 Maturity Date {DATEFORMAT}
CMRL23 Original Term {INTEGER-9999}
CMRL24 Origination Channel {LIST}
CMRL25 Purpose {LIST}
CMRL26 Currency Denomination {CURRENCYCODE_3}
CMRL27 Original Principal Balance {MONETARY}
CMRL28 Current Principal Balance {MONETARY}
CMRL29 Total Credit Limit {MONETARY}
CMRL30 Revolving End Date {DATEFORMAT}
CMRL31 Purchase Price {PERCENTAGE}
CMRL32 Amortisation Type {LIST}
CMRL33 Principal Grace Period End Date {DATEFORMAT}
CMRL34 Scheduled Principal Payment Frequency {LIST}
CMRL35 Scheduled Interest Payment Frequency {LIST}
CMRL36 Payment Due {MONETARY}
CMRL37 Current Interest Rate {PERCENTAGE}
CMRL38 Current Interest Rate Index {LIST}
CMRL39 Current Interest Rate Index Tenor {LIST}
CMRL40 Current Interest Rate Margin {PERCENTAGE}
CMRL41 Interest Rate Reset Interval {INTEGER-9999}
CMRL42 Interest Rate Cap {PERCENTAGE}
CMRL43 Interest Rate Floor {PERCENTAGE}
CMRL44 Number Of Payments Before Securitisation {INTEGER-9999}
CMRL45 Percentage Of Prepayments Allowed Per Year {PERCENTAGE}
CMRL46 Prepayment Lock-Out End Date {DATEFORMAT}
CMRL47 Prepayment Fee {MONETARY}
CMRL48 Prepayment Fee End Date {DATEFORMAT}
CMRL49 Prepayment Date {DATEFORMAT}
CMRL50 Cumulative Prepayments {MONETARY}
CMRL51 Date Of Restructuring {DATEFORMAT}
CMRL52 Date Last In Arrears {DATEFORMAT}
CMRL53 Arrears Balance {MONETARY}
CMRL54 Number Of Days In Arrears {INTEGER-9999}
CMRL55 Account Status {LIST}
CMRL56 Reason for Default or Foreclosure {LIST}
CMRL57 Default Amount {MONETARY}
CMRL58 Default Date {DATEFORMAT}
CMRL59 Allocated Losses {MONETARY}
CMRL60 Cumulative Recoveries {MONETARY}
CMRL61 Deposit Amount {MONETARY}
CMRL62 Original Lender Name {ALPHANUM-100}
CMRL63 Original Lender Legal Entity Identifier {LEI}
CMRL64 Original Lender Establishment Country {COUNTRYCODE_2}
CMRL65 Originator Name {ALPHANUM-100}
CMRL66 Originator Legal Entity Identifier {LEI}
CMRL67 Originator Establishment Country {COUNTRYCODE_2}
CMRL68 Energy Performance Certificate Value {LIST}
CMRL69 Energy Performance Certificate Provider Name {ALPHANUM-100}
ANNEX VII

FIELD CODE FIELD NAME FORMAT
Underlying exposures information section
CCDL1 Unique Identifier {ALPHANUM-28}
CCDL2 Original Underlying Exposure Identifier {ALPHANUM-1000}
CCDL3 New Underlying Exposure Identifier {ALPHANUM-1000}
CCDL4 Original Obligor Identifier {ALPHANUM-1000}
CCDL5 New Obligor Identifier {ALPHANUM-1000}
CCDL6 Data Cut-Off Date {DATEFORMAT}
CCDL7 Pool Addition Date {DATEFORMAT}
CCDL8 Date Of Repurchase {DATEFORMAT}
CCDL9 Geographic Region — Obligor {NUTS}
CCDL10 Geographic Region Classification {YEAR}
CCDL11 Employment Status {LIST}
CCDL12 Credit Impaired Obligor {Y/N}
CCDL13 Customer Type {LIST}
CCDL14 Primary Income {MONETARY}
CCDL15 Primary Income Type {LIST}
CCDL16 Primary Income Currency {CURRENCYCODE_3}
CCDL17 Primary Income Verification {LIST}
CCDL18 Special Scheme {ALPHANUM-10000}
CCDL19 Origination Date {DATEFORMAT}
CCDL20 Origination Channel {LIST}
CCDL21 Currency Denomination {CURRENCYCODE_3}
CCDL22 Current Principal Balance {MONETARY}
CCDL23 Total Credit Limit {MONETARY}
CCDL24 Purchase Price {PERCENTAGE}
CCDL25 Principal Grace Period End Date {DATEFORMAT}
CCDL26 Scheduled Principal Payment Frequency {LIST}
CCDL27 Scheduled Interest Payment Frequency {LIST}
CCDL28 Payment Due {MONETARY}
CCDL29 Current Interest Rate {PERCENTAGE}
CCDL30 Current Interest Rate Index {LIST}
CCDL31 Current Interest Rate Index Tenor {LIST}
CCDL32 Number Of Payments Before Securitisation {INTEGER-9999}
CCDL33 Date Of Restructuring {DATEFORMAT}
CCDL34 Date Last In Arrears {DATEFORMAT}
CCDL35 Number Of Days In Arrears {INTEGER-9999}
CCDL36 Arrears Balance {MONETARY}
CCDL37 Account Status {LIST}
CCDL38 Reason for Default or Foreclosure {LIST}
CCDL39 Default Amount {MONETARY}
CCDL40 Default Date {DATEFORMAT}
CCDL41 Cumulative Recoveries {MONETARY}
CCDL42 Original Lender Name {ALPHANUM-100}
CCDL43 Original Lender Legal Entity Identifier {LEI}
CCDL44 Original Lender Establishment Country {COUNTRYCODE_2}
CCDL45 Originator Name {ALPHANUM-100}
CCDL46 Originator Legal Entity Identifier {LEI}
CCDL47 Originator Establishment Country {COUNTRYCODE_2}
ANNEX VIII

FIELD CODE FIELD NAME FORMAT
Underlying exposures information section
LESL1 Unique Identifier {ALPHANUM-28}
LESL2 Original Underlying Exposure Identifier {ALPHANUM-1000}
LESL3 New Underlying Exposure Identifier {ALPHANUM-1000}
LESL4 Original Obligor Identifier {ALPHANUM-1000}
LESL5 New Obligor Identifier {ALPHANUM-1000}
LESL6 Data Cut-Off Date {DATEFORMAT}
LESL7 Pool Addition Date {DATEFORMAT}
LESL8 Date Of Repurchase {DATEFORMAT}
LESL9 Redemption Date {DATEFORMAT}
LESL10 Geographic Region — Obligor {NUTS}
LESL11 Geographic Region Classification {YEAR}
LESL12 Credit Impaired Obligor {Y/N}
LESL13 Obligor Basel III Segment {LIST}
LESL14 Customer Type {LIST}
LESL15 NACE Industry Code {NACE}
LESL16 Enterprise Size {LIST}
LESL17 Revenue {MONETARY}
LESL18 Financial Statement Currency {CURRENCYCODE_3}
LESL19 Product Type {LIST}
LESL20 Syndicated {Y/N}
LESL21 Special Scheme {ALPHANUM-10000}
LESL22 Origination Date {DATEFORMAT}
LESL23 Maturity Date {DATEFORMAT}
LESL24 Original Term {INTEGER-9999}
LESL25 Origination Channel {LIST}
LESL26 Currency Denomination {CURRENCYCODE_3}
LESL27 Original Principal Balance {MONETARY}
LESL28 Current Principal Balance {MONETARY}
LESL29 Purchase Price {PERCENTAGE}
LESL30 Securitised Residual Value {MONETARY}
LESL31 Amortisation Type {LIST}
LESL32 Principal Grace Period End Date {DATEFORMAT}
LESL33 Scheduled Principal Payment Frequency {LIST}
LESL34 Scheduled Interest Payment Frequency {LIST}
LESL35 Payment Due {MONETARY}
LESL36 Current Interest Rate {PERCENTAGE}
LESL37 Current Interest Rate Index {LIST}
LESL38 Current Interest Rate Index Tenor {LIST}
LESL39 Current Interest Rate Margin {PERCENTAGE}
LESL40 Interest Rate Reset Interval {INTEGER-9999}
LESL41 Interest Rate Cap {PERCENTAGE}
LESL42 Interest Rate Floor {PERCENTAGE}
LESL43 Number Of Payments Before Securitisation {INTEGER-9999}
LESL44 Percentage Of Prepayments Allowed Per Year {PERCENTAGE}
LESL45 Prepayment Lock-Out End Date {DATEFORMAT}
LESL46 Prepayment Fee {MONETARY}
LESL47 Prepayment Fee End Date {DATEFORMAT}
LESL48 Prepayment Date {DATEFORMAT}
LESL49 Cumulative Prepayments {MONETARY}
LESL50 Option To Buy Price {MONETARY}
LESL51 Down Payment Amount {MONETARY}
LESL52 Current Residual Value Of Asset {MONETARY}
LESL53 Date Of Restructuring {DATEFORMAT}
LESL54 Date Last In Arrears {DATEFORMAT}
LESL55 Arrears Balance {MONETARY}
LESL56 Number Of Days In Arrears {INTEGER-9999}
LESL57 Account Status {LIST}
LESL58 Reason for Default or Foreclosure {LIST}
LESL59 Default Amount {MONETARY}
LESL60 Default Date {DATEFORMAT}
LESL61 Allocated Losses {MONETARY}
LESL62 Cumulative Recoveries {MONETARY}
LESL63 Recovery Source {LIST}
LESL64 Deposit Amount {MONETARY}
LESL65 Geographic Region — Collateral {NUTS}
LESL66 Manufacturer {ALPHANUM-100}
LESL67 Model {ALPHANUM-100}
LESL68 Year Of Manufacture/Construction {YEAR}
LESL69 New Or Used {LIST}
LESL70 Original Residual Value Of Asset {MONETARY}
LESL71 Collateral Type {LIST}
LESL72 Original Valuation Amount {MONETARY}
LESL73 Original Valuation Method {LIST}
LESL74 Original Valuation Date {DATEFORMAT}
LESL75 Current Valuation Amount {MONETARY}
LESL76 Current Valuation Method {LIST}
LESL77 Current Valuation Date {DATEFORMAT}
LESL78 Number Of Leased Objects {INTEGER-9999}
LESL79 Original Lender Name {ALPHANUM-100}
LESL80 Original Lender Legal Entity Identifier {LEI}
LESL81 Original Lender Establishment Country {COUNTRYCODE_2}
LESL82 Originator Name {ALPHANUM-100}
LESL83 Originator Legal Entity Identifier {LEI}
LESL84 Originator Establishment Country {COUNTRYCODE_2}
ANNEX IX

FIELD CODE FIELD NAME FORMAT
Underlying exposures information section
ESTL1 Unique Identifier {ALPHANUM-28}
ESTL2 Original Underlying Exposure Identifier {ALPHANUM-1000}
ESTL3 New Underlying Exposure Identifier {ALPHANUM-1000}
ESTL4 Original Obligor Identifier {ALPHANUM-1000}
ESTL5 New Obligor Identifier {ALPHANUM-1000}
ESTL6 Data Cut-Off Date {DATEFORMAT}
ESTL7 Pool Addition Date {DATEFORMAT}
ESTL8 Date Of Repurchase {DATEFORMAT}
ESTL9 Redemption Date {DATEFORMAT}
ESTL10 Description {ALPHANUM-1000}
ESTL11 Geographic Region — Obligor {NUTS}
ESTL12 Geographic Region Classification {YEAR}
ESTL13 Employment Status {LIST}
ESTL14 Credit Impaired Obligor {Y/N}
ESTL15 Obligor Legal Type {LIST}
ESTL16 NACE Industry Code {NACE}
ESTL17 Primary Income {MONETARY}
ESTL18 Primary Income Type {LIST}
ESTL19 Primary Income Currency {CURRENCYCODE_3}
ESTL20 Primary Income Verification {LIST}
ESTL21 Revenue {MONETARY}
ESTL22 Financial Statement Currency {CURRENCYCODE_3}
ESTL23 International Securities Identification Number {ISIN}
ESTL24 Origination Date {DATEFORMAT}
ESTL25 Maturity Date {DATEFORMAT}
ESTL26 Currency Denomination {CURRENCYCODE_3}
ESTL27 Original Principal Balance {MONETARY}
ESTL28 Current Principal Balance {MONETARY}
ESTL29 Total Credit Limit {MONETARY}
ESTL30 Purchase Price {PERCENTAGE}
ESTL31 Amortisation Type {LIST}
ESTL32 Principal Grace Period End Date {DATEFORMAT}
ESTL33 Scheduled Principal Payment Frequency {LIST}
ESTL34 Scheduled Interest Payment Frequency {LIST}
ESTL35 Payment Due {MONETARY}
ESTL36 Debt To Income Ratio {PERCENTAGE}
ESTL37 Balloon Amount {MONETARY}
ESTL38 Interest Rate Reset Interval {INTEGER-9999}
ESTL39 Current Interest Rate {PERCENTAGE}
ESTL40 Current Interest Rate Index {LIST}
ESTL41 Current Interest Rate Index Tenor {LIST}
ESTL42 Current Interest Rate Margin {PERCENTAGE}
ESTL43 Interest Rate Cap {PERCENTAGE}
ESTL44 Interest Rate Floor {PERCENTAGE}
ESTL45 Number Of Payments Before Securitisation {INTEGER-9999}
ESTL46 Percentage Of Prepayments Allowed Per Year {PERCENTAGE}
ESTL47 Prepayment Lock-Out End Date {DATEFORMAT}
ESTL48 Prepayment Fee {MONETARY}
ESTL49 Prepayment Fee End Date {DATEFORMAT}
ESTL50 Prepayment Date {DATEFORMAT}
ESTL51 Cumulative Prepayments {MONETARY}
ESTL52 Date Last In Arrears {DATEFORMAT}
ESTL53 Arrears Balance {MONETARY}
ESTL54 Number Of Days In Arrears {INTEGER-9999}
ESTL55 Account Status {LIST}
ESTL56 Reason for Default or Foreclosure {LIST}
ESTL57 Default Amount {MONETARY}
ESTL58 Default Date {DATEFORMAT}
ESTL59 Allocated Losses {MONETARY}
ESTL60 Cumulative Recoveries {MONETARY}
ESTL61 Originator Name {ALPHANUM-100}
ESTL62 Originator Legal Entity Identifier {LEI}
ESTL63 Originator Establishment Country {COUNTRYCODE_2}
ESTL64 Original Lender Name {ALPHANUM-100}
ESTL65 Original Lender Legal Entity Identifier {LEI}
ESTL66 Original Lender Establishment Country {COUNTRYCODE_2}
Collateral-level information section
ESTC1 Unique Identifier {ALPHANUM-28}
ESTC2 Underlying Exposure Identifier {ALPHANUM-1000}
ESTC3 Original Collateral Identifier {ALPHANUM-1000}
ESTC4 New Collateral Identifier {ALPHANUM-1000}
ESTC5 Geographic Region — Collateral {NUTS}
ESTC6 Security Type {LIST}
ESTC7 Charge Type {LIST}
ESTC8 Lien {INTEGER-9999}
ESTC9 Collateral Type {LIST}
ESTC10 Current Valuation Amount {MONETARY}
ESTC11 Current Valuation Method {LIST}
ESTC12 Current Valuation Date {DATEFORMAT}
ESTC13 Current Loan-To-Value {PERCENTAGE}
ESTC14 Original Valuation Amount {MONETARY}
ESTC15 Original Valuation Method {LIST}
ESTC16 Original Valuation Date {DATEFORMAT}
ESTC17 Original Loan-To-Value {PERCENTAGE}
ESTC18 Date Of Sale {DATEFORMAT}
ESTC19 Sale Price {MONETARY}
ESTC20 Collateral Currency {CURRENCYCODE_3}
ANNEX X

FIELD CODE FIELD NAME FORMAT
Underlying exposures information section
NPEL1 Unique Identifier {ALPHANUM-28}
NPEL2 Original Underlying Exposure Identifier {ALPHANUM-1000}
NPEL3 New Underlying Exposure Identifier {ALPHANUM-1000}
NPEL4 Original Obligor Identifier {ALPHANUM-1000}
NPEL5 New Obligor Identifier {ALPHANUM-1000}
NPEL6 Data Cut-Off Date {DATEFORMAT}
NPEL7 In Receivership {Y/N}
NPEL8 Date of Last Contact {DATEFORMAT}
NPEL9 Deceased {Y/N}
NPEL10 Legal status {LIST}
NPEL11 Legal Procedure Type {LIST}
NPEL12 Legal Procedure Name {ALPHANUM-1000}
NPEL13 Legal Actions Completed {ALPHANUM-1000}
NPEL14 Date of Entering Into Current Legal Process {DATEFORMAT}
NPEL15 Date of Insolvency Practitioner Appointment {DATEFORMAT}
NPEL16 Number of Current Judgements {INTEGER-9999}
NPEL17 Number of Discharged Judgements {INTEGER-9999}
NPEL18 Date of External Demand Issuance {DATEFORMAT}
NPEL19 Date when Reservation of Rights Letter Was Issued {DATEFORMAT}
NPEL20 Court Jurisdiction {COUNTRYCODE_2}
NPEL21 Date of Obtaining Order for Possession {DATEFORMAT}
NPEL22 Comments on Other Litigation Related Process {ALPHANUM-1000}
NPEL23 Governing Law {COUNTRYCODE_2}
NPEL24 Bespoke Repayment Description {ALPHANUM-1000}
NPEL25 Start Date of Interest Only Period {DATEFORMAT}
NPEL26 End Date of Interest Only Period {DATEFORMAT}
NPEL27 Start Date of Current Fixed Interest Period {DATEFORMAT}
NPEL28 End Date of Current Fixed Interest Period {DATEFORMAT}
NPEL29 Current Reversion Interest Rate {PERCENTAGE}
NPEL30 Last Payment Date {DATEFORMAT}
NPEL31 Syndicated Portion {PERCENTAGE}
NPEL32 MARP Entry {DATEFORMAT}
NPEL33 MARP Status {LIST}
NPEL34 External Collections Level {Y/N}
NPEL35 Repayment Plan {Y/N}
NPEL36 Forbearance Level {Y/N}
NPEL37 Date of First Forbearance {DATEFORMAT}
NPEL38 Number of Historical Forbearance {INTEGER-9999}
NPEL39 Principal Forgiveness {MONETARY}
NPEL40 Date of Principal Forgiveness {DATEFORMAT}
NPEL41 End Date of Forbearance {DATEFORMAT}
NPEL42 Repayment Amount Under Forbearance {MONETARY}
Collateral-level information section
NPEC1 Unique Identifier {ALPHANUM-28}
NPEC2 Underlying Exposure Identifier {ALPHANUM-1000}
NPEC3 Original Collateral Identifier {ALPHANUM-1000}
NPEC4 New Collateral Identifier {ALPHANUM-1000}
NPEC5 VAT Payable {PERCENTAGE}
NPEC6 Percentage Complete {PERCENTAGE}
NPEC7 Enforcement Status {Y/N}
NPEC8 Enforcement Status Third Parties {Y/N}
NPEC9 Mortgage Amount Assigned {MONETARY}
NPEC10 Higher Ranking Underlying Exposure {MONETARY}
NPEC11 Enforcement Description {ALPHANUM-1000}
NPEC12 Court Appraisal Amount {MONETARY}
NPEC13 Date of Court Appraisal {DATEFORMAT}
NPEC14 On Market Price {MONETARY}
NPEC15 Offer Price {MONETARY}
NPEC16 Prepare Property for Sale Date {DATEFORMAT}
NPEC17 Property on Market Date {DATEFORMAT}
NPEC18 On Market Offer Date {DATEFORMAT}
NPEC19 Sale Agreed Date {DATEFORMAT}
NPEC20 Contracted Date {DATEFORMAT}
NPEC21 First Auction Date {DATEFORMAT}
NPEC22 Court Auction Reserve Price for First Auction {MONETARY}
NPEC23 Next Auction Date {DATEFORMAT}
NPEC24 Court Auction Reserve Price for Next Auction {MONETARY}
NPEC25 Last Auction Date {DATEFORMAT}
NPEC26 Court Auction Reserve Price for Last Auction {MONETARY}
NPEC27 Number of Failed Auctions {INTEGER-9999}
Historical collections information section
NPEH1 Unique Identifier {ALPHANUM-28}
NPEH2 Underlying Exposure Identifier {ALPHANUM-1000}
NPEH[3-38] Legal Unpaid Balance at month n {MONETARY}
NPEH[39-74] History of Past-Due Balances at month n {MONETARY}
NPEH[75-110] History of Repayments — Not from collateral sales at month n {MONETARY}
NPEH[111-146] History of Repayments — From collateral sales at month n {MONETARY}
ANNEX XI

FIELD CODE FIELD NAME FORMAT
Underlying exposures information section
IVAL1 Unique Identifier — ABCP Programme {ALPHANUM-28}
IVAL2 Unique Identifier — ABCP Transaction {ALPHANUM-36}
IVAL3 Original Underlying Exposure Identifier {ALPHANUM-1000}
IVAL4 New Underlying Exposure Identifier {ALPHANUM-1000}
IVAL5 Underlying Exposure Type {LIST}
IVAL6 Data Cut-Off Date {DATEFORMAT}
IVAL7 Geographic Region — Largest Exposure Concentration 1 {NUTS}
IVAL8 Geographic Region — Largest Exposure Concentration 2 {NUTS}
IVAL9 Geographic Region — Largest Exposure Concentration 3 {NUTS}
IVAL10 Geographic Region Classification {YEAR}
IVAL11 Current Principal Balance {MONETARY}
IVAL12 Number Of Underlying Exposures {INTEGER-999999999}
IVAL13 EUR Exposures {MONETARY}
IVAL14 GBP Exposures {MONETARY}
IVAL15 USD Exposures {MONETARY}
IVAL16 Other Exposures {MONETARY}
IVAL17 Maximum Residual Maturity {INTEGER-9999}
IVAL18 Average Residual Maturity {INTEGER-9999}
IVAL19 Current Loan-To-Value {PERCENTAGE}
IVAL20 Debt To Income Ratio {PERCENTAGE}
IVAL21 Amortisation Type {MONETARY}
IVAL22 Scheduled Principal Payment Frequency Above One Month {MONETARY}
IVAL23 Scheduled Interest Payment Frequency Above One Month {MONETARY}
IVAL24 Floating Rate Receivables {MONETARY}
IVAL25 Financed Amount {MONETARY}
IVAL26 Dilutions {MONETARY}
IVAL27 Repurchased Exposures {MONETARY}
IVAL28 Defaulted Or Credit-Impaired Exposures At Securitisation {MONETARY}
IVAL29 Defaulted Exposures {MONETARY}
IVAL30 Defaulted Exposures CRR {MONETARY}
IVAL31 Gross Charge Offs In The Period {MONETARY}
IVAL32 Arrears 1-29 Days {PERCENTAGE}
IVAL33 Arrears 30-59 Days {PERCENTAGE}
IVAL34 Arrears 60-89 Days {PERCENTAGE}
IVAL35 Arrears 90-119 Days {PERCENTAGE}
IVAL36 Arrears 120-149 Days {PERCENTAGE}
IVAL37 Arrears 150-179 Days {PERCENTAGE}
IVAL38 Arrears 180+ Days {PERCENTAGE}
IVAL39 Restructured Exposures {PERCENTAGE}
IVAL40 Restructured Exposures (0-1 years before transfer) {MONETARY}
IVAL41 Restructured Exposures (1-3 years before transfer) {MONETARY}
IVAL42 Restructured Exposures (> 3 years before transfer) {MONETARY}
IVAL43 Restructured Exposures (Interest Rate) {MONETARY}
IVAL44 Restructured Exposures (Repayment Schedule) {MONETARY}
IVAL45 Restructured Exposures (Maturity) {MONETARY}
IVAL46 Restructured Exposures (0-1 years before transfer and No New Arrears) {MONETARY}
IVAL47 Restructured Exposures (No New Arrears) {MONETARY}
IVAL48 Restructured Exposures (New Arrears) {MONETARY}
IVAL49 Restructured Exposures (Other) {MONETARY}
ANNEX XII

FIELD CODE FIELD NAME FORMAT
Securitisation information section
IVSS1 Unique Identifier {ALPHANUM-28}
IVSS2 Data Cut-Off Date {DATEFORMAT}
IVSS3 Securitisation Name {ALPHANUM-100}
IVSS4 Reporting Entity Name {ALPHANUM-100}
IVSS5 Reporting Entity Contact Person {ALPHANUM-256}
IVSS6 Reporting Entity Contact Telephone {TELEPHONE}
IVSS7 Reporting Entity Contact Emails {ALPHANUM-256}
IVSS8 Risk Retention Method {LIST}
IVSS9 Risk Retention Holder {LIST}
IVSS10 Underlying Exposure Type {LIST}
IVSS11 Risk Transfer Method {Y/N}
IVSS12 Trigger Measurements/Ratios {Y/N}
IVSS13 Revolving/Ramp-Up Period End-Date {DATEFORMAT}
IVSS14 Principal Recoveries In The Period {MONETARY}
IVSS15 Interest Recoveries In The Period {MONETARY}
IVSS16 Principal Collections In The Period {MONETARY}
IVSS17 Interest Collections In The Period {MONETARY}
IVSS18 Drawings Under Liquidity Facility {Y/N}
IVSS19 Securitisation Excess Spread {MONETARY}
IVSS20 Excess Spread Trapping Mechanism {Y/N}
IVSS21 Current Overcollateralisation {PERCENTAGE}
IVSS22 Annualised Constant Prepayment Rate {PERCENTAGE}
IVSS23 Dilutions {MONETARY}
IVSS24 Gross Charge Offs In The Period {MONETARY}
IVSS25 Repurchased Exposures {MONETARY}
IVSS26 Restructured Exposures {MONETARY}
IVSS27 Annualised Constant Default Rate {PERCENTAGE}
IVSS28 Defaulted Exposures {MONETARY}
IVSS29 Defaulted Exposures CRR {MONETARY}
IVSS30 Risk Weight Approach {LIST}
IVSS31 Obligor Probability Of Default in Range [0.00%,0.10%) {PERCENTAGE}
IVSS32 Obligor Probability Of Default in Range [0.10%,0.25%) {PERCENTAGE}
IVSS33 Obligor Probability Of Default in Range [0.25%,1.00%) {PERCENTAGE}
IVSS34 Obligor Probability Of Default in Range [1.00%,7.50%) {PERCENTAGE}
IVSS35 Obligor Probability Of Default in Range [7.50%,20.00%) {PERCENTAGE}
IVSS36 Obligor Probability Of Default in Range [20.00%,100.00%] {PERCENTAGE}
IVSS37 Bank Internal Loss Given Default Estimate {PERCENTAGE}
IVSS38 Arrears 1-29 Days {PERCENTAGE}
IVSS39 Arrears 30-59 Days {PERCENTAGE}
IVSS40 Arrears 60-89 Days {PERCENTAGE}
IVSS41 Arrears 90-119 Days {PERCENTAGE}
IVSS42 Arrears 120-149 Days {PERCENTAGE}
IVSS43 Arrears 150-179 Days {PERCENTAGE}
IVSS44 Arrears 180+ Days {PERCENTAGE}
Tests/Events/Triggers information section
IVSR1 Unique Identifier {ALPHANUM-28}
IVSR2 Original Test/Event/Trigger Identifier {ALPHANUM-1000}
IVSR3 New Test/Event/Trigger Identifier {ALPHANUM-1000}
IVSR4 Description {ALPHANUM-100000}
IVSR5 Threshold Level {NUMERIC}
IVSR6 Actual Value {NUMERIC}
IVSR7 Status {Y/N}
IVSR8 Cure Period {INTEGER-9999}
IVSR9 Calculation Frequency {INTEGER-9999}
IVSR10 Consequence for Breach {LIST}
Cash-flow information section
IVSF1 Unique Identifier {ALPHANUM-28}
IVSF2 Original Cashflow Item Identifier {ALPHANUM-1000}
IVSF3 New Cashflow Item Identifier {ALPHANUM-1000}
IVSF4 Cashflow Item {ALPHANUM-1000}
IVSF5 Amount Paid During Period {MONETARY}
IVSF6 Available Funds Post {MONETARY}
ANNEX XIII

FIELD CODE FIELD NAME FORMAT
Programme information section
IVAS1 Unique Identifier — ABCP Programme {ALPHANUM-28}
IVAS2 Data Cut-Off Date {DATEFORMAT}
IVAS3 Reporting Entity Name {ALPHANUM-100}
IVAS4 Reporting Entity Contact Person {ALPHANUM-256}
IVAS5 Reporting Entity Contact Telephone {TELEPHONE}
IVAS6 Reporting Entity Contact Emails {ALPHANUM-256}
IVAS7 Trigger Measurements/Ratios {Y/N}
IVAS8 Non-Compliant Exposures {MONETARY}
IVAS9 Weighted Average Life {INTEGER-9999}
IVAS10 Risk Retention Method {LIST}
IVAS11 Risk Retention Holder {LIST}
Transaction information section
IVAN1 Unique Identifier — ABCP Programme {ALPHANUM-28}
IVAN2 Unique Identifier — ABCP Transaction {ALPHANUM-36}
IVAN3 Data Cut-Off Date {DATEFORMAT}
IVAN4 NACE Industry Code {NACE}
IVAN5 Risk Retention Method {LIST}
IVAN6 Risk Retention Holder {LIST}
IVAN7 Weighted Average Life {INTEGER-9999}
Tests/Events/Triggers information section
IVAR1 Unique Identifier — ABCP Transaction {ALPHANUM-36}
IVAR2 Original Test/Event/Trigger Identifier {ALPHANUM-1000}
IVAR3 New Test/Event/Trigger Identifier {ALPHANUM-1000}
IVAR4 Description {ALPHANUM-100000}
IVAR5 Status {Y/N}
IVAR6 Consequence for Breach {LIST}
ANNEX XIV

FIELD CODE FIELD NAME FORMAT
Securitisation information section
SESS1 Unique Identifier {ALPHANUM-28}
SESS2 Data Cut-Off Date {DATEFORMAT}
SESS3 No Longer STS {Y/N}
SESS4 Remedial Actions {Y/N}
SESS5 Administrative Actions {Y/N}
SESS6 Material Amendment to Transaction Documents {ALPHANUM-1000000}
SESS7 Perfection Of Sale {Y/N}
SESS8 Current Waterfall Type {LIST}
SESS9 Master Trust Type {LIST}
SESS10 SSPE Value {MONETARY}
SESS11 SSPE Principal Value {MONETARY}
SESS12 SSPE Number Of Accounts {INTEGER-999999999}
SESS13 Note Principal Balance {MONETARY}
SESS14 Seller Share {PERCENTAGE}
SESS15 Funding Share {PERCENTAGE}
SESS16 Revenue Allocated To This Series {MONETARY}
SESS17 Interest Rate Swap Benchmark {LIST}
SESS18 Interest Rate Swap Maturity Date {DATEFORMAT}
SESS19 Interest Rate Swap Notional {MONETARY}
SESS20 Currency Swap Payer Currency {CURRENCYCODE_3}
SESS21 Currency Swap Receiver Currency {CURRENCYCODE_3}
SESS22 Exchange Rate For Currency Swap {PERCENTAGE}
SESS23 Currency Swap Maturity Date {DATEFORMAT}
SESS24 Currency Swap Notional {MONETARY}
Tranche/bond-level information section
SEST1 Unique Identifier {ALPHANUM-28}
SEST2 Original Tranche Identifier {ALPHANUM-1000}
SEST3 New Tranche Identifier {ALPHANUM-1000}
SEST4 International Securities Identification Number {ISIN}
SEST5 Tranche Name {ALPHANUM-100}
SEST6 Tranche/Bond Type {LIST}
SEST7 Currency {CURRENCYCODE_3}
SEST8 Original Principal Balance {MONETARY}
SEST9 Current Principal Balance {MONETARY}
SEST10 Interest Payment Frequency {LIST}
SEST11 Interest Payment Date {DATEFORMAT}
SEST12 Principal Payment Date {DATEFORMAT}
SEST13 Current Coupon {PERCENTAGE}
SEST14 Current Interest Rate Margin/Spread {PERCENTAGE}
SEST15 Coupon Floor {PERCENTAGE}
SEST16 Coupon Cap {PERCENTAGE}
SEST17 Step-Up/Step-Down Coupon Value {PERCENTAGE}
SEST18 Step-Up/Step-Down Coupon Date {DATEFORMAT}
SEST19 Business Day Convention {LIST}
SEST20 Current Interest Rate Index {LIST}
SEST21 Current Interest Rate Index Tenor {LIST}
SEST22 Issue Date {DATEFORMAT}
SEST23 Disbursement Date {DATEFORMAT}
SEST24 Legal Maturity {DATEFORMAT}
SEST25 Extension Clause {LIST}
SEST26 Next Call Date {DATEFORMAT}
SEST27 Clean-Up Call Threshold {ALPHANUM-1000}
SEST28 Next Put date {DATEFORMAT}
SEST29 Day Count Convention {LIST}
SEST30 Settlement Convention {LIST}
SEST31 Current Attachment Point {PERCENTAGE}
SEST32 Original Attachment Point {PERCENTAGE}
SEST33 Current Credit Enhancement {PERCENTAGE}
SEST34 Original Credit Enhancement {PERCENTAGE}
SEST35 Credit Enhancement Formula {ALPHANUM-1000}
SEST36 Pari-Passu Tranches {ISIN}
SEST37 Senior Tranches {ISIN}
SEST38 Outstanding Principal Deficiency Ledger Balance {MONETARY}
SEST39 Guarantor Legal Entity Identifier {LEI}
SEST40 Guarantor Name {ALPHANUM-1000}
SEST41 Guarantor ESA Subsector {ESA}
SEST42 Protection Type {LIST}
Account-level information section
SESA1 Unique Identifier {ALPHANUM-28}
SESA2 Original Account Identifier {ALPHANUM-1000}
SESA3 New Account Identifier {ALPHANUM-1000}
SESA4 Account Type {LIST}
SESA5 Account Target Balance {MONETARY}
SESA6 Account Actual Balance {MONETARY}
SESA7 Amortising Account {Y/N}
Counterparty-level information section
SESP1 Unique Identifier {ALPHANUM-28}
SESP2 Counterparty Legal Entity Identifier {LEI}
SESP3 Counterparty Name {ALPHANUM-100}
SESP4 Counterparty Type {LIST}
SESP5 Counterparty Country Of Establishment {COUNTRYCODE_2}
SESP6 Counterparty Rating Threshold {ALPHANUM-100000}
SESP7 Counterparty Rating {ALPHANUM-100000}
SESP8 Counterparty Rating Source Legal Entity Identifier {LEI}
SESP9 Counterparty Rating Source Name {ALPHANUM-100}
CLO Securitisation information section
SESC1 Unique Identifier {ALPHANUM-28}
SESC2 Non-Call Period End-Date {DATEFORMAT}
SESC3 CLO Type {LIST}
SESC4 Current Period {LIST}
SESC5 Current Period Start Date {DATEFORMAT}
SESC6 Current Period End Date {DATEFORMAT}
SESC7 Concentration Limit {PERCENTAGE}
SESC8 Restrictions — Legal Maturity {PERCENTAGE}
SESC9 Restrictions — Subordinated Exposures {PERCENTAGE}
SESC10 Restrictions — Non-Performing Exposures {PERCENTAGE}
SESC11 Restrictions — PIK Exposures {PERCENTAGE}
SESC12 Restrictions — Zero-Coupon Exposures {PERCENTAGE}
SESC13 Restrictions — Equity Exposures {PERCENTAGE}
SESC14 Restrictions — Participation Exposures {PERCENTAGE}
SESC15 Restrictions — Discretionary Sales {PERCENTAGE}
SESC16 Discretionary Sales {MONETARY}
SESC17 Reinvestments {MONETARY}
SESC18 Restrictions — Credit Enhancement {Y/N}
SESC19 Restrictions — Quotes {Y/N}
SESC20 Restrictions — Trades {Y/N}
SESC21 Restrictions — Issuances {Y/N}
SESC22 Restrictions — Redemptions {Y/N}
SESC23 Restrictions — Refinancing {Y/N}
SESC24 Restrictions — Note Remuneration {Y/N}
SESC25 Restrictions — Credit Protection {Y/N}
SESC26 Collateral Liquidation Period {INTEGER-9999}
SESC27 Collateral Liquidation — Waiver {Y/N}
CLO Manager information section
SESL1 Unique Identifier {ALPHANUM-28}
SESL2 CLO Manager Legal Entity Identifier {LEI}
SESL3 Manager Name {ALPHANUM-1000}
SESL4 Establishment Date {DATEFORMAT}
SESL5 Registration Date {DATEFORMAT}
SESL6 Employees {INTEGER-9999}
SESL7 Employees — CLOs {INTEGER-9999}
SESL8 Employees — Workout {INTEGER-9999}
SESL9 AUM {MONETARY}
SESL10 AUM — Leveraged Loans {MONETARY}
SESL11 AUM — CLOs {MONETARY}
SESL12 AUM — EU {MONETARY}
SESL13 AUM — EU CLOs {MONETARY}
SESL14 Number EU CLOs {INTEGER-9999}
SESL15 Capital {MONETARY}
SESL16 Capital — Risk Retention {MONETARY}
SESL17 Settlement Time {INTEGER-9999}
SESL18 Pricing Frequency {INTEGER-9999}
SESL19 Default Rate - 1 year {PERCENTAGE}
SESL20 Default Rate - 5 years {PERCENTAGE}
SESL21 Default Rate - 10 years {PERCENTAGE}
Synthetic coverage information section
SESV1 Unique Identifier {ALPHANUM-28}
SESV2 Protection Instrument Identifier {ALPHANUM-1000}
SESV3 Protection Type {LIST}
SESV4 Protection Instrument International Securities Identification Number {ISIN}
SESV5 Protection Provider Name {ALPHANUM-100}
SESV6 Protection Provider Legal Entity Identifier {LEI}
SESV7 Public Entity With Zero Risk Weight {Y/N}
SESV8 Governing Law {COUNTRYCODE_2}
SESV9 ISDA Master Agreement {LIST}
SESV10 Default And Termination Events {LIST}
SESV11 Synthetic Securitisation Type {Y/N}
SESV12 Protection Currency {CURRENCYCODE_3}
SESV13 Current Protection Notional {MONETARY}
SESV14 Maximum Protection Notional {MONETARY}
SESV15 Protection Attachment Point {PERCENTAGE}
SESV16 Protection Detachment Point {PERCENTAGE}
SESV17 International Securities Identification Number Of Notes Covered {ISIN}
SESV18 Protection Coverage {LIST}
SESV19 Protection Termination Date {DATEFORMAT}
SESV20 Materiality Thresholds {Y/N}
SESV21 Payment Release Conditions {LIST}
SESV22 Adjustment Payments Possible {Y/N}
SESV23 Length Of Workout Period {INTEGER-9999}
SESV24 Obligation To Repay {Y/N}
SESV25 Collateral Substitutable {Y/N}
SESV26 Collateral Coverage Requirements {PERCENTAGE}
SESV27 Collateral Initial Margin {MONETARY}
SESV28 Collateral Delivery Deadline {INTEGER-9999}
SESV29 Settlement {LIST}
SESV30 Maximum Maturity Date Permitted {DATEFORMAT}
SESV31 Current Index For Payments To Protection Buyer {LIST}
SESV32 Current Index For Payments To Protection Buyer Tenor {LIST}
SESV33 Payment Reset Frequency — To Protection Buyer {LIST}
SESV34 Current Interest Rate Margin For Payments To Protection Buyer {PERCENTAGE}
SESV35 Current Interest Rate For Payments To Protection Buyer {PERCENTAGE}
SESV36 Current Index For Payments To Protection Seller {LIST}
SESV37 Current Index For Payments To Protection Seller Tenor {LIST}
SESV38 Payment Reset Frequency — To Protection Seller {LIST}
SESV39 Current Interest Rate Margin For Payments To Protection Seller {PERCENTAGE}
SESV40 Current Interest Rate For Payments To Protection Seller {PERCENTAGE}
SESV41 Excess Spread Support {Y/N}
SESV42 Excess Spread Definition {Y/N}
SESV43 Current Protection Status {LIST}
SESV44 Bankruptcy Is Credit Event {Y/N}
SESV45 Failure To Pay Is Credit Event {Y/N}
SESV46 Restructuring Is Credit Event {Y/N}
SESV47 Credit Event {Y/N}
SESV48 Cumulative Payments To Protection Buyer {MONETARY}
SESV49 Cumulative Adjustment Payments To Protection Buyer {MONETARY}
SESV50 Cumulative Payments To Protection Seller {MONETARY}
SESV51 Cumulative Adjustment Payments To Protection Seller {MONETARY}
SESV52 Synthetic Excess Spread Ledger Amount {MONETARY}
Issuer collateral information section
SESI1 Unique Identifier {ALPHANUM-28}
SESI2 Protection Instrument Identifier {ALPHANUM-1000}
SESI3 Original Collateral Instrument Identifier {ALPHANUM-1000}
SESI4 New Collateral Identifier {ALPHANUM-1000}
SESI5 Collateral Instrument International Securities Identification Number {ISIN}
SESI6 Collateral Instrument Type {LIST}
SESI7 Collateral Issuer ESA Subsector {ESA}
SESI8 Collateral Issuer Legal Entity Identifier {LEI}
SESI9 Collateral Issuer Affiliated With Originator? {Y/N}
SESI10 Current Outstanding Balance {MONETARY}
SESI11 Instrument Currency {CURRENCYCODE_3}
SESI12 Maturity Date {DATEFORMAT}
SESI13 Haircut {PERCENTAGE}
SESI14 Current Interest Rate Index {LIST}
SESI15 Current Interest Rate Index Tenor {LIST}
SESI16 Current Interest Rate on Cash Deposits {PERCENTAGE}
SESI17 Repo Counterparty Name {ALPHANUM-100}
SESI18 Repo Counterparty Legal Entity Identifier {LEI}
SESI19 Repo Maturity Date {DATEFORMAT}
Any other information section
SESO1 Unique Identifier {ALPHANUM-28}
SESO2 Any Other Information Line Number {INTEGER-9999}
SESO3 Any Other Information {ALPHANUM-1000}
ANNEX XV

FIELD CODE FIELD NAME FORMAT
Programme information section
SEAS1 Unique Identifier — ABCP Programme {ALPHANUM-28}
SEAS2 Data Cut-Off Date {DATEFORMAT}
SEAS3 No Longer STS {Y/N}
SEAS4 Remedial Actions {Y/N}
SEAS5 Administrative Actions {Y/N}
SEAS6 Material Amendment to Transaction Documents {ALPHANUM-100000}
SEAS7 Governing Law {COUNTRYCODE_2}
SEAS8 Length Of The Liquidity Facility {INTEGER-9999}
SEAS9 Liquidity Facility Coverage {PERCENTAGE}
SEAS10 Liquidity Facility Coverage Interval {INTEGER-9999}
SEAS11 Liquidity Facility Maturity Date {DATEFORMAT}
SEAS12 Drawings Under Liquidity Facility {Y/N}
SEAS13 Total Issuance {MONETARY}
SEAS14 Maximum Issuance {MONETARY}
Transaction information section
SEAR1 Unique Identifier — ABCP Programme {ALPHANUM-28}
SEAR2 Unique Identifier — ABCP Transaction {ALPHANUM-36}
SEAR3 Number Of Programmes Funding The Transaction {INTEGER-9999}
SEAR4 No Longer STS {Y/N}
SEAR5 Originator A Client Of The Programme Sponsor {Y/N}
SEAR6 Security Interest Granted {Y/N}
SEAR7 Revenue {MONETARY}
SEAR8 Operating Expenses {MONETARY}
SEAR9 Current Assets {MONETARY}
SEAR10 Cash {MONETARY}
SEAR11 Marketable Securities {MONETARY}
SEAR12 Accounts Receivable {MONETARY}
SEAR13 Current Liabilities {MONETARY}
SEAR14 Total Debt {MONETARY}
SEAR15 Total Equity {MONETARY}
SEAR16 Financial Statement Currency {CURRENCYCODE_3}
SEAR17 Sponsor Supports Transaction {LIST}
SEAR18 Sponsor Support Type {Y/N}
SEAR19 Length Of The Liquidity Facility {INTEGER-9999}
SEAR20 Liquidity Facility Drawn Amount {MONETARY}
SEAR21 Liquidity Facility Coverage {PERCENTAGE}
SEAR22 Liquidity Facility Coverage Interval {INTEGER-9999}
SEAR23 Liquidity Facility Type {LIST}
SEAR24 Liquidity Facility Repurchase Agreement Maturity Date {DATEFORMAT}
SEAR25 Liquidity Facility Currency {CURRENCYCODE_3}
SEAR26 Liquidity Facility Maturity Date {DATEFORMAT}
SEAR27 Liquidity Facility Provider Name {ALPHANUM-100}
SEAR28 Liquidity Facility Provider Legal Entity Identifier {LEI}
SEAR29 Overcollateralisation/Subordinated Interest {PERCENTAGE}
SEAR30 Transaction Excess Spread {MONETARY}
SEAR31 Letter Of Credit Provider Name {ALPHANUM-100}
SEAR32 Letter Of Credit Provider Legal Entity Identifier {LEI}
SEAR33 Letter Of Credit Currency {CURRENCYCODE_3}
SEAR34 Maximum Letter Of Credit Protection {PERCENTAGE}
SEAR35 Guarantor Name {ALPHANUM-100}
SEAR36 Guarantor Legal Entity Identifier {LEI}
SEAR37 Maximum Guarantee Coverage {MONETARY}
SEAR38 Guarantee Currency {CURRENCYCODE_3}
SEAR39 Guarantee Maturity Date {DATEFORMAT}
SEAR40 Receivables Transfer Type {LIST}
SEAR41 Repurchase Agreement Maturity Date {DATEFORMAT}
SEAR42 Purchased Amount {MONETARY}
SEAR43 Maximum Funding Limit {MONETARY}
SEAR44 Interest Rate Swap Benchmark {LIST}
SEAR45 Interest Rate Swap Maturity Date {DATEFORMAT}
SEAR46 Interest Rate Swap Notional {MONETARY}
SEAR47 Currency Swap Payer Currency {CURRENCYCODE_3}
SEAR48 Currency Swap Receiver Currency {CURRENCYCODE_3}
SEAR49 Exchange Rate For Currency Swap {PERCENTAGE}
SEAR50 Currency Swap Maturity Date {DATEFORMAT}
SEAR51 Currency Swap Notional {MONETARY}
Tranche/bond-level information section
SEAT1 Unique Identifier — ABCP Programme {ALPHANUM-28}
SEAT2 Original Bond Identifier {ALPHANUM-1000}
SEAT3 New Bond Identifier {ALPHANUM-1000}
SEAT4 International Securities Identification Number {ISIN}
SEAT5 Tranche/Bond Type {LIST}
SEAT6 Issue Date {DATEFORMAT}
SEAT7 Legal Maturity {DATEFORMAT}
SEAT8 Currency {CURRENCYCODE_3}
SEAT9 Current Principal Balance {MONETARY}
SEAT10 Current Coupon {PERCENTAGE}
SEAT11 Current Interest Rate Index {LIST}
SEAT12 Current Interest Rate Index Tenor {LIST}
SEAT13 Interest Payment Frequency {LIST}
SEAT14 Current Credit Enhancement {PERCENTAGE}
SEAT15 Credit Enhancement Formula {ALPHANUM-1000}
Account-level information section
SEAA1 Unique Identifier — ABCP Transaction {ALPHANUM-36}
SEAA2 Original Account Identifier {ALPHANUM-1000}
SEAA3 New Account Identifier {ALPHANUM-1000}
SEAA4 Account Type {LIST}
SEAA5 Account Target Balance {MONETARY}
SEAA6 Account Actual Balance {MONETARY}
SEAA7 Amortising Account {Y/N}
Counterparty-level information section
SEAP1 Unique Identifier — ABCP Transaction {ALPHANUM-36}
SEAP2 Counterparty Legal Entity Identifier {LEI}
SEAP3 Counterparty Name {ALPHANUM-100}
SEAP4 Counterparty Type {LIST}
SEAP5 Counterparty Country Of Establishment {COUNTRYCODE_2}
SEAP6 Counterparty Rating Threshold {ALPHANUM-100000}
SEAP7 Counterparty Rating {ALPHANUM-100000}
SEAP8 Counterparty Rating Source Legal Entity Identifier {LEI}
SEAP9 Counterparty Rating Source Name {ALPHANUM-100}
Any other information section
SEAO1 Unique Identifier {ALPHANUM-28}
SEAO2 Any Other Information Line Number {INTEGER-9999}
SEAO3 Any Other Information {ALPHANUM-1000}