CELEX: 32020R1225
Language: en
Date: 2019-10-29 00:00:00
Title: Commission Implementing Regulation (EU) 2020/1225 of 29 October 2019 laying down implementing technical standards with regard to the format and standardised templates for making available the information and details of a securitisation by the originator, sponsor and SSPE (Text with EEA relevance)

3.9.2020   
               
               
                  EN
               
               
                  Official Journal of the European Union
               
               
                  L 289/217
               
            
         COMMISSION IMPLEMENTING REGULATION (EU) 2020/1225
         of 29 October 2019
         laying down implementing technical standards with regard to the format and standardised templates for making available the information and details of a securitisation by the originator, sponsor and SSPE
         (Text with EEA relevance)
         THE EUROPEAN COMMISSION,
         Having regard to the Treaty on the Functioning of the European Union,
         Having regard to Regulation (EU) 2017/2402 of the European Parliament and of the Council of 12 December 2017 laying down a general framework for securitisation and creating a specific framework for simple, transparent and standardised securitisation, and amending Directives 2009/65/EC, 2009/138/EC and 2011/61/EU and Regulations (EC) No 1060/2009 and (EU) No 648/2012 (1), and in particular Articles 7(4) and 17(3) thereof,
         Whereas:
         
                     (1)
                  
                  
                     The scope of Article 7(4) of Regulation (EU) 2017/2402 refers to all securitisations, including securitisations where a prospectus has to be drawn up pursuant to Regulation (EU) 2017/1129 (2) (commonly referred to as ‘public’ securitisations) and securitisations where a prospectus does not have to be drawn up (commonly referred to as ‘private’ securitisations). Article 17(3) of Regulation (EU) 2017/2402 refers to securitisations making information available via a securitisation repository, which does not include private securitisations.
                  
               
                     (2)
                  
                  
                     Securitisations are complex and heterogeneous. To allow for efficient data collection and assessment by investors, potential investors, competent authorities and, for public securitisations, the other entities listed in Article 17(1) of Regulation (EU) 2017/2402, the information referred to in points (a) and (e) of Article 7(1) and point (a) of Article 17(2) of Regulation (EU) 2017/2402 should be made available in a harmonised format. In addition, where the information is to be made available via a securitisation repository, a harmonised format also facilitates seamless aggregation and comparison across repositories.
                  
               
                     (3)
                  
                  
                     Costs for market participants should be minimised. The reporting format for securitisations should therefore be similar, to the extent feasible, to the format prescribed for the reporting of derivatives contracts under Article 9 of Regulation (EU) No 648/2012 of the European Parliament and of the Council (3) and the reporting of the details of securities financing transactions (SFTs) under Article 4 of Regulation (EU) 2015/2365 of the European Parliament and of the Council (4). Furthermore, where information is made available via a securitisation repository, the reporting format should also take into account solutions developed by existing securitisation data collectors. Therefore, it is appropriate to require the use of the XML format, which is commonly employed for reporting information on loans and other similar underlying exposures, also in the context of reporting securitisations.
                  
               
                     (4)
                  
                  
                     The provisions in this Regulation are closely linked, since they determine the format and templates whereby the originator, sponsor or SSPE of a securitisation are to make available information about that securitisation to various parties as required under Regulation (EU) 2017/2402. To ensure coherence between those provisions, which should enter into force at the same time, and to facilitate a comprehensive view and efficient access to all the relevant information of a securitisation, it is necessary to include these implementing technical standards in a single Regulation.
                  
               
                     (5)
                  
                  
                     This Regulation is based on the draft implementing technical standards submitted by the European Securities and Markets Authority (ESMA) to the Commission.
                  
               
                     (6)
                  
                  
                     ESMA has conducted an open public consultation on the draft implementing technical standards on which this Regulation is based, analysed the potential related costs and benefits and requested the opinion of the Securities and Markets Stakeholder Group established by Article 37 of Regulation (EU) No 1095/2010 of the European Parliament and of the Council (5),
                  
               HAS ADOPTED THIS REGULATION:
         SECTION 1
         
            TEMPLATES FOR ALL SECURITISATIONS
         
         
            Article 1
            Underlying exposures templates
            
               1.   The information referred to in paragraphs 1 and 2 of Article 2 of Commission Delegated Regulation (EU) 2020/1224 (6) 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
            Investor report templates
            
               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
         
            TEMPLATES FOR SECURITISATIONS FOR WHICH A PROSPECTUS HAS TO BE DRAWN UP (PUBLIC SECURITISATIONS)
         
         
            Article 3
            Inside information templates
            
               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
            Significant event templates
            
               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
         
            COMMON PROVISIONS
         
         
            Article 5
            Format of information
            
               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
            Entry into force
            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
            
         
         
            (1)  OJ L 347, 28.12.2017, p. 35.
         
            (2)  Regulation (EU) 2017/1129 of the European Parliament and of the Council of 14 June 2017 on the prospectus to be published when securities are offered to the public or admitted to trading on a regulated market, and repealing Directive 2003/71/EC (OJ L 168, 30.6.2017, p. 12).
         
            (3)  Regulation (EU) No 648/2012 of the European Parliament and of the Council of 4 July 2012 on OTC derivatives, central counterparties and trade repositories (OJ L 201, 27.7.2012, p. 1).
         
            (4)  Regulation (EU) 2015/2365 of the European Parliament and of the Council of 25 November 2015 on transparency of securities financing transactions and of reuse and amending Regulation (EU) No 648/2012 (OJ L 337, 23.12.2015, p. 1).
         
            (5)  Regulation (EU) No 1095/2010 of the European Parliament and of the Council of 24 November 2010 establishing a European Supervisory Authority (European Securities and Markets Authority), amending Decision No 716/2009/EC and repealing Commission Decision 2009/77/EC (OJ L 331, 15.12.2010, p. 84).
         
            (6)  Commission Delegated Regulation (EU) 2020/1224 of 16 October 2019 supplementing Regulation (EU) 2017/2402 of the European Parliament and of the Council with regard to regulatory technical standards specifying the information and the details of a securitisation to be made available by the originator, sponsor and SSPE (See page 1 of this Official Journal).
      
      
         
            ANNEX I
            Field formats
            
                        
                           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 (1).
                        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 (2). 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
                     
                  
               (1)  Regulation (EC) No 1893/2006 of the European Parliament and of the Council of 20 December 2006 establishing the statistical classification of economic activities NACE Revision 2 and amending Council Regulation (EEC) No 3037/90 as well as certain EC Regulations on specific statistical domains (OJ L 393, 30.12.2006, p. 1).
            
               (2)  Commission Delegated Regulation (EU) 2020/1224 of 16 October 2019 supplementing Regulation (EU) 2017/2402 of the European Parliament and of the Council with regard to regulatory technical standards specifying the information and the details of a securitisation to be made available by the originator, sponsor and SSPE (See page 1 of this Official Journal).
         
      
      
         
            ANNEX II
            Underlying exposures template — Residential real estate (RRE)
            
                        
                           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
            Underlying exposures template — Commercial real estate (CRE)
            
                        
                           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
            Underlying exposures template — Corporate
            
                        
                           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
            Underlying exposures template — Automobile
            
                        
                           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
            Underlying exposures template — Consumer
            
                        
                           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
            Underlying exposures template — Credit card
            
                        
                           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
            Underlying exposures template — Leasing
            
                        
                           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
            Underlying exposures template — Esoteric
            
                        
                           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
            Underlying exposures template — Add-on for non-performing exposures
            
                        
                           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
            Underlying exposures template — Asset-backed commercial paper
            
                        
                           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
            Investor report template — Non-asset backed commercial paper securitisation
            
                        
                           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
            Investor report template — Asset backed commercial paper securitisation
            
                        
                           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
            Inside information or significant event template — Non-asset backed commercial paper securitisation
            
                        
                           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
            Inside information or significant event template — Asset backed commercial paper securitisation
            
                        
                           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}