CELEX: 32020R1224
Language: en
Date: 2019-10-16 00:00:00
Title: 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 (Text with EEA relevance)

3.9.2020   
               
               
                  EN
               
               
                  Official Journal of the European Union
               
               
                  L 289/1
               
            
         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
         (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(3) and 17(2)(a) thereof,
         Whereas:
         
                     (1)
                  
                  
                     The scope of Article 7(3) 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 of the European Parliament and of the Council (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(2)(a) of Regulation (EU) 2017/2402 refers to securitisations making information available via a securitisation repository, which does not include private securitisations. To reflect this distinction, this Regulation has been organised into separate sections specifying the information concerning all securitisations and the information concerning public securitisations only.
                  
               
                     (2)
                  
                  
                     The disclosure of certain information relating to a securitisation is necessary for investors and potential investors so that they may effectively conduct due diligence and a proper risk-assessment of the credit risks of the underlying exposures, the model risk, the legal risk, the operational risk, the counterparty risk, the servicing risk, the liquidity risk, and the concentration risk. The information to be disclosed should also be sufficiently detailed so as to enable the entities listed in Article 17(1) of Regulation (EU) 2017/2402 to effectively monitor the overall functioning of securitisation markets, trends in underlying asset pools, securitisation structures, interconnectedness among counterparties and the effects of securitisation in the broader macro-financial landscape of the Union.
                  
               
                     (3)
                  
                  
                     Securitisations accommodate many types of underlying exposures, such as loans, leases, debts, credits or other cash flow generating receivables. It is therefore appropriate to establish tailored reporting requirements for the underlying exposure types that are the most prominent in the Union, taking into account both outstanding amounts and presence across localities. Specific reporting requirements for ‘esoteric’ underlying exposures that do not conform to the most prominent types should also be established in order to ensure that all types of underlying exposures are disclosed.
                  
               
                     (4)
                  
                  
                     An underlying exposure type may fall within several possible sets of reporting requirements under this Regulation. In line with current market practice, information on a pool of underlying exposures that is comprised entirely of automobile underlying exposures should be reported using the corresponding template on automobile underlying exposures set out in the Annexes to this Regulation, regardless of whether the underlying automobile underlying exposures are loans or leases. Equally, in line with current market practice, information on a pool of underlying exposures where the underlying exposures are entirely leases should be reported using the corresponding template on leasing underlying exposures set out in the Annexes to this Regulation, unless the pool of underlying exposures is comprised entirely of automobile leases in which case the template on automobile underlying exposures set out in the Annexes to this Regulation should be used to report information.
                  
               
                     (5)
                  
                  
                     For reasons of consistency, terms relating to residential and commercial real estate lending which derive from Recommendation ESRB/2016/14 of the European Systemic Risk Board should be applied (3). In line with that Recommendation, a property that has a mixed commercial and residential use should be considered as different properties, where it is feasible to make such a breakdown. Where such a breakdown is not possible, the property should be classified according to its dominant use.
                  
               
                     (6)
                  
                  
                     In order to provide continuity with existing templates for disclosures of certain information, terms relating to micro, small, and medium-sized enterprises which derive from Commission Recommendation (2003/361/EC) (4) should also be applied. Equally, terms relating to automobile, consumer, credit card, and leasing underlying exposures which derive from Commission Delegated Regulation (EU) 2015/3 (5) should be applied.
                  
               
                     (7)
                  
                  
                     The granularity of the information to be disclosed for non-ABCP securitisation underlying exposures should reflect the loan/lease-level depth used in existing disclosure and data collection provisions. For due-diligence, monitoring, and supervisory purposes, disaggregated underlying exposure-level data is valuable for securitisation investors, potential investors, competent authorities and, with regard to public securitisations for the other entities listed in Article 17 of Regulation (EU) 2017/2402. Furthermore, disaggregated underlying exposure-level data is key to restoring public and investor confidence in securitisation markets. As regards ABCP, both the short-term nature of the liabilities and the presence of additional forms of support beyond underlying exposures reduce the need for loan/lease-level data.
                  
               
                     (8)
                  
                  
                     It is less useful for investors, potential investors, competent authorities and, with regard to public securitisations, the other entities listed in Article 17(1) of Regulation (EU) 2017/2402, to continue receiving information on ‘inactive’ exposures. This is because ‘inactive’ exposures, such as loans that have defaulted with no further recoveries expected or loans that have been redeemed, prepaid, cancelled, repurchased or substituted, no longer contribute to the risk profile of the securitisation. It is therefore appropriate that information on the transition of inactive exposures from ‘active’ to ‘inactive’ status is reported for reasons of transparency, but there is no need to report such exposures thereafter.
                  
               
                     (9)
                  
                  
                     It is possible that the reporting requirements under Regulation (EU) 2017/2402 require making available a substantial number and variety of documents and other items. In order to facilitate the tracking of such documentation, a set of item codes should be used by the originator, sponsor, or SSPE when making information available to a securitisation repository.
                  
               
                     (10)
                  
                  
                     In accordance with best practices for reporting requirements and in order to assist investors, potential investors, competent authorities and, with regard to public securitisations, the other entities listed in Article 17(1) of Regulation (EU) 2017/2402 in tracking the relevant information, standardised identifiers should be assigned to the information made available. Furthermore, those standardised identifiers should be unique and permanent so that the evolution of securitisation information may be effectively monitored over time.
                  
               
                     (11)
                  
                  
                     In order to allow investors, potential investors, competent authorities and, with regard to public securitisations, the other entities listed in Article 17(1) of Regulation (EU) 2017/2402 to satisfy their due diligence and other obligations under that Regulation, it is essential that information made available is complete, consistent and up-to-date. A change in the risk characteristics of the underlying exposures or in the aggregated cash flows generated by those underlying exposures or in other information set out in the investor report can materially impact the performance of the securitisation and have a significant effect on the prices of the tranches/bonds of that securitisation. Therefore, inside information or significant event information should be made available, for public securitisations, the moment information on underlying exposures and investor report is made available via a securitisation repository. Furthermore, for public securitisations, inside information or significant event information should include detailed information on the non-ABCP securitisation, the ABCP programme, the ABCP transaction, the tranches/bonds, the accounts, the counterparties and information on features that are relevant for synthetic or Collateralised Loan Obligation securitisations.
                  
               
                     (12)
                  
                  
                     For reasons of transparency, where information cannot be made available or is not applicable, the originator, sponsor, or SSPE should signal and explain, in a standardised manner, the specific reason and circumstances why the data is not reported. A set of ‘No data’ options should therefore be developed for that purpose, reflecting existing practices for disclosures of securitisation information.
                  
               
                     (13)
                  
                  
                     The set of ‘No data’ (‘ND’) options should only be used where information is not available for justifiable reasons, including where a specific reporting item is not applicable due to the heterogeneity of the underlying exposures for a given securitisation. The use of ND options should however in no way constitute a circumvention of reporting requirements. The use of ND options should therefore be objectively verifiable on an ongoing basis, in particular by providing explanations to competent authorities at any time, upon request, of the circumstances that have resulted in the use of the ND values.
                  
               
                     (14)
                  
                  
                     For reasons of accuracy, reported information should be up-to-date. Therefore, information made available should reference a time period that is as close as possible to the date of submission, having due regard to the operational steps to be undertaken by the originator, sponsor, or SSPE to organise and submit the required information.
                  
               
                     (15)
                  
                  
                     The provisions in this Regulation are closely linked, since they deal with the information about a securitisation that the originator, sponsor or SSPE of that securitisation are to make available 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 the regulatory technical standards in a single Regulation.
                  
               
                     (16)
                  
                  
                     This Regulation is based on the draft regulatory technical standards submitted by European Securities and Markets Authority (ESMA) to the Commission.
                  
               
                     (17)
                  
                  
                     ESMA has conducted open public consultation on the draft regulatory 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 (6),
                  
               HAS ADOPTED THIS REGULATION:
         
            Article 1
            Definitions
            For the purposes of this Regulation, the following definitions shall apply:
            
                        (1)
                     
                     
                        ‘reporting entity’ means the entity designated in accordance with the first subparagraph of Article 7(2) of Regulation (EU) 2017/2402;
                     
                  
                        (2)
                     
                     
                        ‘data cut-off date’ means the reference date of the information being reported in accordance with this Regulation;
                     
                  
                        (3)
                     
                     
                        ‘active underlying exposure’ means an underlying exposure which, at the data cut-off date, may be expected to generate cash inflows or outflows in the future;
                     
                  
                        (4)
                     
                     
                        ‘inactive underlying exposure’ means an underlying exposure that has defaulted with no further recoveries expected or that has been redeemed, prepaid, cancelled, repurchased or substituted;
                     
                  
                        (5)
                     
                     
                        ‘debt service coverage ratio’ means the annual rental income generated by commercial real estate that is wholly or partially financed by debt, net of taxes and net of any operational expenses to maintain the property’s value, relative to the annual combined interest and principal repayment on a borrower’s total debt over a given period on the loan secured by the property;
                     
                  
                        (6)
                     
                     
                        ‘interest coverage ratio’ means the gross annual rental income, before operational expenses and taxes, accruing from a buy-to-let property or the net annual rental income accruing from a commercial real estate property or set of properties relative to the annual interest cost of the loan secured by the property or set of properties.
                     
                  
         
            SECTION 1
         
         
            
               Information to be made available for all securitisations
            
         
         
            Article 2
            Information on underlying exposures
            
               1.   The information to be made available for a non-ABCP securitisation pursuant to Article 7(1)(a) of Regulation (EU) 2017/2402 is specified in:
               
                           (a)
                        
                        
                           Annex II for loans to private households secured by residential real estate, regardless of the purpose of those loans;
                        
                     
                           (b)
                        
                        
                           Annex III for loans for the purposes of acquiring commercial real estate or secured by commercial real estate;
                        
                     
                           (c)
                        
                        
                           Annex IV for corporate underlying exposures, including underlying exposures to micro, small- and medium-sized enterprises;
                        
                     
                           (d)
                        
                        
                           Annex V for automobile underlying exposures, including both loans and leases to legal or natural persons backed by automobiles;
                        
                     
                           (e)
                        
                        
                           Annex VI for consumer underlying exposures;
                        
                     
                           (f)
                        
                        
                           Annex VII for credit card underlying exposures;
                        
                     
                           (g)
                        
                        
                           Annex VIII for leasing underlying exposures;
                        
                     
                           (h)
                        
                        
                           Annex IX for underlying exposures that do not fall within any of the categories set out in points (a) to (g).
                        
                     For the purposes of point (a), residential real estate means any immovable property, available for dwelling purposes (including buy-to-let housing or property), acquired, built or renovated by a private household and that is not qualified as commercial real estate.
               For the purposes of point (b), commercial real estate means any income-producing real estate, either existing or under development, and excludes social housing and property owned by end-users.
            
            
               2.   Where a non-ABCP securitisation includes more than one of the types of underlying exposures listed in paragraph 1, the reporting entity for that securitisation shall make available the information specified in the applicable Annex for each underlying exposure type.
            
            
               3.   The reporting entity for a non-performing exposure securitisation shall make available the information specified in:
               
                           (a)
                        
                        
                           the Annexes referred to in points (a) to (h) of paragraph 1, as relevant to the underlying exposure type;
                        
                     
                           (b)
                        
                        
                           Annex X.
                        
                     For the purposes of this paragraph, a ‘non-performing exposure securitisation’ shall be considered to be a non-ABCP securitisation the majority of whose active underlying exposures, measured in terms of outstanding principal balance as at the data cut-off date, are one of the following:
               
                           (a)
                        
                        
                           non-performing exposures as referred to in paragraphs 213 to 239 of Annex V, Part 2, to Commission Implementing Regulation (EU) No 680/2014 (7);
                        
                     
                           (b)
                        
                        
                           credit-impaired financial assets as defined in Appendix A to International Financial Reporting Standard 9 in Commission Regulation (EC) No 1126/2008 (8) or financial assets accounted for as credit impaired under national rules applying the Generally Accepted Accounting Principles (GAAP) based on Council Directive 86/635/EEC (9).
                        
                     
            
               4.   The reporting entity for an ABCP transaction shall make available the information specified in Annex XI.
            
            
               5.   For the purposes of this Article, the information to be made available pursuant to paragraphs 1 to 4 shall be on:
               
                           (a)
                        
                        
                           active underlying exposures as at the data cut-off date;
                        
                     
                           (b)
                        
                        
                           inactive underlying exposures that were active underlying exposures at the immediately-preceding data cut-off date.
                        
                     
         
         
            Article 3
            Information on investor reports
            
               1.   The reporting entity for a non-ABCP securitisation shall make available the information on investor reports specified in Annex XII.
            
            
               2.   The reporting entity for an ABCP securitisation shall make available the information on investor reports specified in Annex XIII.
            
         
         
            Article 4
            Information granularity
            
               1.   The reporting entity shall make available the information specified in Annexes II to X and XII on the following:
               
                           (a)
                        
                        
                           underlying exposures, in relation to each individual underlying exposure;
                        
                     
                           (b)
                        
                        
                           collaterals, where any of the following conditions is met and in respect of each item of collateral securing each underlying exposure:
                           
                                       (i)
                                    
                                    
                                       the underlying exposure is secured by a guarantee;
                                    
                                 
                                       (ii)
                                    
                                    
                                       the underlying exposure is secured by physical or financial collateral;
                                    
                                 
                                       (iii)
                                    
                                    
                                       the lender may unilaterally create security over the underlying exposure without the need for any further approval from the obligor or guarantor;
                                    
                                 
                     
                           (c)
                        
                        
                           tenants, for each of the three largest tenants occupying a commercial real estate property, measured as the total annual rent payable by each tenant occupying the property;
                        
                     
                           (d)
                        
                        
                           historical collections, for each underlying exposure and for each month in the period from the data cut-off date up to 36 months prior to that date;
                        
                     
                           (e)
                        
                        
                           cashflows, for each inflow or outflow item in the securitisation, as set out in the applicable priority of receipts or payments as at the data cut-off date;
                        
                     
                           (f)
                        
                        
                           tests/events/triggers, for each test/event/trigger that triggers changes in the priority of payments or the replacement of any counterparties.
                        
                     For the purposes of points (a) and (d), securitised loan parts shall be treated as individual underlying exposures.
               For the purposes of point (b), each property acting as security for loans referred to in points (a) and (b) of Article 2(1) shall be treated as a single item of collateral.
            
            
               2.   The reporting entity shall make available the information specified in Annexes XI and XIII on the following:
               
                           (a)
                        
                        
                           ABCP transactions, for as many ABCP transactions that exist in the ABCP programme as at the data cut-off date;
                        
                     
                           (b)
                        
                        
                           each ABCP programme that is funding the ABCP transactions for which information is made available pursuant to point (a), as at the data cut-off date;
                        
                     
                           (c)
                        
                        
                           tests/events/triggers, for each test/event/trigger in the ABCP securitisation that triggers changes in the priority of payments or the replacement of any counterparties;
                        
                     
                           (d)
                        
                        
                           underlying exposures, for each ABCP transaction on which information is made available pursuant to point (a) and for each exposure type that is present in that ABCP transaction as at the data cut-off date, in accordance with the list in field IVAL5 in Annex XI.
                        
                     
         
         
            SECTION 2
         
         
            
               Information to be made available for securitisations for which a prospectus has to be drawn up (public securitisations)
            
         
         
            Article 5
            Item codes
            Reporting entities shall assign item codes to the information made available to securitisation repositories. For this purpose, reporting entities shall assign the item code specified in Table 3 of Annex I that best corresponds to that information.
         
         
            Article 6
            Inside information
            
               1.   The reporting entity for a non-ABCP securitisation shall make available the inside information specified in Annex XIV.
            
            
               2.   The reporting entity for an ABCP securitisation shall make available the inside information specified in Annex XV.
            
         
         
            Article 7
            Information on significant events
            
               1.   The reporting entity for a non-ABCP securitisation shall make available the information on significant events specified in Annex XIV.
            
            
               2.   The reporting entity for an ABCP securitisation shall make available the information on significant events specified in Annex XV.
            
         
         
            Article 8
            Information granularity
            
               1.   The reporting entity shall make available the information specified in Annex XIV on the following:
               
                           (a)
                        
                        
                           the tranches/bonds in the securitisation, for each tranche issuance in the securitisation or other instrument to which an International Securities Identification Number has been assigned and for each subordinated loan in the securitisation;
                        
                     
                           (b)
                        
                        
                           accounts, for each account in the securitisation;
                        
                     
                           (c)
                        
                        
                           counterparties, for each counterparty in the securitisation;
                        
                     
                           (d)
                        
                        
                           where the securitisation is a synthetic non-ABCP securitisation:
                           
                                       (i)
                                    
                                    
                                       synthetic coverage, for as many protection arrangements as exist in the securitisation;
                                    
                                 
                                       (ii)
                                    
                                    
                                       issuer collateral, for each individual collateral asset held by the SSPE on behalf of investors that exists for the given protection arrangement;
                                    
                                 
                     
                           (e)
                        
                        
                           where the securitisation is a Collateralised Loan Obligation (CLO) non-ABCP securitisation:
                           
                                       (i)
                                    
                                    
                                       the CLO manager, for each CLO manager in the securitisation;
                                    
                                 
                                       (ii)
                                    
                                    
                                       the CLO securitisation.
                                    
                                 
                     For the purposes of point (d)(ii), each asset for which an International Securities Identification Number exists shall be treated as an individual collateral asset, cash collateral of the same currency shall be aggregated and treated as an individual collateral asset, and cash collateral of different currencies shall be reported as separate collateral assets.
            
            
               2.   The reporting entity shall make available the information specified in Annex XV on the following:
               
                           (a)
                        
                        
                           ABCP transactions, for as many ABCP transactions that exist in the ABCP programme as at the data cut-off date;
                        
                     
                           (b)
                        
                        
                           ABCP programmes, for as many ABCP programmes that, at the data cut-off date, are funding the ABCP transactions on which information is made available pursuant to point (a);
                        
                     
                           (c)
                        
                        
                           the tranches/bonds in the ABCP programme, for each tranche or commercial paper issuance in the ABCP programme or other instrument to which an International Securities Identification Number has been assigned and for each subordinated loan in the ABCP programme;
                        
                     
                           (d)
                        
                        
                           accounts, for each account in the ABCP securitisation;
                        
                     
                           (e)
                        
                        
                           counterparties, for each counterparty in the ABCP securitisation.
                        
                     
         
         
            SECTION 3
         
         
            
               Common provisions
            
         
         
            Article 9
            Information completeness and consistency
            
               1.   The information made available pursuant to this Regulation shall be complete and consistent.
            
            
               2.   Where the reporting entity identifies factual errors in any information that it has made available pursuant to this Regulation, it shall make available, without undue delay, a corrected report of all information about the securitisation required under this Regulation.
            
            
               3.   Where permitted in the corresponding Annex, the reporting entity may report one of the following ‘No Data Option’ (‘ND’) values corresponding to the reason justifying the unavailability of the information to be made available:
               
                           (a)
                        
                        
                           value ‘ND1’, where the required information has not been collected because it was not required by the lending or underwriting criteria at the time of origination of the underlying exposure;
                        
                     
                           (b)
                        
                        
                           value ‘ND2’, where the required information has been collected at the time of origination of the underlying exposure but is not loaded into the reporting system of the reporting entity at the data cut-off date;
                        
                     
                           (c)
                        
                        
                           value ‘ND3’, where the required information has been collected at the time of origination of the underlying exposure but is loaded into a separate system from the reporting system of the reporting entity at the data cut-off date;
                        
                     
                           (d)
                        
                        
                           value ‘ND4-YYYY-MM-DD’, where the required information has been collected but it will only be possible to make it available at a date taking place after the data cut-off date. ‘YYYY-MM-DD’ shall respectively refer to the numerical year, month, and day corresponding to the future date at which the required information will be made available;
                        
                     
                           (e)
                        
                        
                           value ‘ND5’, where the required information is not applicable to the item being reported.
                        
                     For the purposes of this paragraph, the report of any ND values shall not be used to circumvent the requirements in this Regulation.
               Upon request by competent authorities, the reporting entity shall provide details of the circumstances that justify the use of those ND values.
            
         
         
            Article 10
            Information timeliness
            
               1.   Where a securitisation is not an ABCP securitisation, the information made available pursuant to this Regulation shall not have a data cut-off date later than two calendar months prior to the submission date.
            
            
               2.   Where a securitisation is an ABCP securitisation:
               
                           (a)
                        
                        
                           the information specified in Annex XI and in the ‘transaction information section’ in Annexes XIII and XV shall not have a data cut-off date later than two calendar months prior to the submission date;
                        
                     
                           (b)
                        
                        
                           the information specified in all sections of Annexes XIII and XV other than the ‘transaction information section’ shall not have a data cut-off date later than one calendar month prior to the submission date.
                        
                     
         
         
            Article 11
            Unique identifiers
            
               1.   Each securitisation shall be assigned a unique identifier composed of the following elements, in sequential order:
               
                           (a)
                        
                        
                           the Legal Entity Identifier of the reporting entity;
                        
                     
                           (b)
                        
                        
                           the letter ‘A’ where the securitisation is an ABCP securitisation or the letter ‘N’ where the securitisation is a non-ABCP securitisation;
                        
                     
                           (c)
                        
                        
                           the four-digit year corresponding to:
                           
                                       (i)
                                    
                                    
                                       the year in which the first securities of the securitisation were issued, where the securitisation is a non-ABCP securitisation;
                                    
                                 
                                       (ii)
                                    
                                    
                                       the year in which the first securities within the ABCP programme were issued, where the securitisation is an ABCP securitisation;
                                    
                                 
                     
                           (d)
                        
                        
                           the number 01 or, where there is more than one securitisation with the same identifier as referred to in points (a), (b) and (c), a two-digit sequential number corresponding to the order in which information about each securitisation is made available. The order of simultaneous securitisations shall be discretionary.
                        
                     
            
               2.   Each ABCP transaction in an ABCP programme shall be assigned a unique identifier composed of the following elements, in sequential order:
               
                           (a)
                        
                        
                           the Legal Entity Identifier of the reporting entity;
                        
                     
                           (b)
                        
                        
                           the letter ‘T’;
                        
                     
                           (c)
                        
                        
                           the four-digit year corresponding to the first closing date of the ABCP transaction;
                        
                     
                           (d)
                        
                        
                           the number 01 or, where there is more than one ABCP transaction with the same identifier as referred to in points (a), (b) and (c) of this paragraph, a two-digit sequential number corresponding to the order of the first closing date of each ABCP transaction. The order of simultaneous ABCP transactions shall be discretionary.
                        
                     
            
               3.   Unique identifiers shall not be amended by the reporting entity.
            
         
         
            Article 12
            Classifications reporting
            
               1.   The information relating to the European System of Accounts (ESA) 2010 classification referred to in Regulation (EU) No 549/2013 of the European Parliament and of the Council (10) shall be made available using the codes set out in Table 1 of Annex I.
            
            
               2.   The information relating to the Servicer Watchlist classifications shall be made available using the codes set out in Table 2 of Annex I.
            
         
         
            Article 13
            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, 16 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)  Recommendation of the European Systemic Risk Board of 31 October 2016 on closing real estate data gaps (ESRB/2016/14) (OJ C 31, 31.1.2017, p. 1).
         
            (4)  Commission Recommendation of 6 May 2003 concerning the definition of micro, small and medium-sized enterprises (2003/361/EC) (OJ L 124, 20.5.2003, p. 36).
         
            (5)  Commission Delegated Regulation (EU) 2015/3 of 30 September 2014 supplementing Regulation (EC) No 1060/2009 of the European Parliament and of the Council with regard to regulatory technical standards on disclosure requirements for structured finance instruments (OJ L 2, 6.1.2015, p. 57).
         
            (6)  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).
         
            (7)  Commission Implementing Regulation (EU) No 680/2014 of 16 April 2014 laying down implementing technical standards with regard to supervisory reporting of institutions according to Regulation (EU) No 575/2013 of the European Parliament and of the Council (OJ L 191, 28.6.2014, p. 1).
         
            (8)  Commission Regulation (EC) No 1126/2008 of 3 November 2008 adopting certain international accounting standards in accordance with Regulation (EC) No 1606/2002 of the European Parliament and of the Council (OJ L 320, 29.11.2008, p. 1).
         
            (9)  Council Directive 86/635/EEC of 8 December 1986 on the annual accounts and consolidated accounts of banks and other financial institutions (OJ L 372, 31.12.1986, p. 1).
         
            (10)  Regulation (EU) No 549/2013 of the European Parliament and of the Council of 21 May 2013 on the European system of national and regional accounts in the European Union (OJ L 174, 26.6.2013, p. 1).
      
      
         
            ANNEX I
            
               Table 1: European System of Accounts Secure Codes
            
            
                        
                           Sectors
                        
                     
                     
                        
                           Sub-sectors
                        
                     
                     
                        
                           ESA Code
                        
                     
                  
                        
                           Non-financial corporations
                        
                     
                     
                        Public non-financial corporations
                     
                     
                        S.11001
                     
                  
                        National private non-financial corporations
                     
                     
                        S.11002
                     
                  
                        Foreign controlled non-financial corporations
                     
                     
                        S.11003
                     
                  
                        
                           Monetary financial institutions (MFIs)
                        
                     
                     
                        Central bank
                     
                     
                        S.121
                     
                  
                        Public deposit-taking corporations except the central bank
                     
                     
                        S.12201
                     
                  
                        National private deposit-taking corporations except the central bank
                     
                     
                        S.12202
                     
                  
                        Foreign controlled deposit-taking corporations except the central bank
                     
                     
                        S.12203
                     
                  
                        Public money market funds (MMFs)
                     
                     
                        S.12301
                     
                  
                        National private money market funds (MMFs)
                     
                     
                        S.12302
                     
                  
                        Foreign controlled money market funds (MMFs)
                     
                     
                        S.12303
                     
                  
                        
                           Financial corporations except MFIs and Insurance corporations and pension funds (ICPFs)
                        
                     
                     
                        Public non-MMF investment funds
                     
                     
                        S.12401
                     
                  
                        National private non-MMF investment funds
                     
                     
                        S.12402
                     
                  
                        Foreign controlled non-MMF investment funds
                     
                     
                        S.12403
                     
                  
                        Public other financial intermediaries, except insurance corporations and pension funds
                     
                     
                        S.12501
                     
                  
                        National private other financial intermediaries, except insurance corporations and pension funds
                     
                     
                        S.12502
                     
                  
                        Foreign controlled other financial intermediaries, except insurance corporations and pension funds
                     
                     
                        S.12503
                     
                  
                        Public financial auxiliaries
                     
                     
                        S.12601
                     
                  
                        National private financial auxiliaries
                     
                     
                        S.12602
                     
                  
                        Foreign controlled financial auxiliaries
                     
                     
                        S.12603
                     
                  
                        Public captive financial institutions and money lenders
                     
                     
                        S.12701
                     
                  
                        National private captive financial institutions and money lenders
                     
                     
                        S.12702
                     
                  
                        Foreign controlled captive financial institutions and money lenders
                     
                     
                        S.12703
                     
                  
                        
                           ICPFs
                        
                     
                     
                        Public insurance corporations
                     
                     
                        S.12801
                     
                  
                        National private insurance corporations
                     
                     
                        S.12802
                     
                  
                        Foreign controlled insurance corporations
                     
                     
                        S.12803
                     
                  
                        Public pension funds
                     
                     
                        S.12901
                     
                  
                        National private pension funds
                     
                     
                        S.12902
                     
                  
                        Foreign controlled pension funds
                     
                     
                        S.12903
                     
                  
                        
                           Other
                        
                     
                     
                        General government
                     
                     
                        S.13
                     
                  
                        Central government (excluding social security funds)
                     
                     
                        S.1311
                     
                  
                        State government (excluding social security funds)
                     
                     
                        S.1312
                     
                  
                        Local government (excluding social security funds)
                     
                     
                        S.1313
                     
                  
                        Social security funds
                     
                     
                        S.1314
                     
                  
                        Households
                     
                     
                        S.14
                     
                  
                        Employers and own-account workers
                     
                     
                        S.141+S.142
                     
                  
                        Employees
                     
                     
                        S.143
                     
                  
                        Recipients of property and transfer income
                     
                     
                        S.144
                     
                  
                        Recipients of property income
                     
                     
                        S.1441
                     
                  
                        Recipients of pensions
                     
                     
                        S.1442
                     
                  
                        Recipients of other transfers
                     
                     
                        S.1443
                     
                  
                        Non-profit institutions serving households
                     
                     
                        S.15
                     
                  
                        Member States of the European Union
                     
                     
                        S.211
                     
                  
                        Institutions and bodies of the European Union
                     
                     
                        S.212
                     
                  
                        Non-member countries and international organisations non-resident in the European Union
                     
                     
                        S.22
                     
                  
               Table 2: Servicer Watchlist Codes
            
            
                        
                           Servicer Watchlist Code
                        
                     
                     
                        
                           Meaning
                        
                     
                     
                        
                           Inclusion Threshold
                        
                     
                     
                        
                           Release Threshold
                        
                     
                  
                        1A
                     
                     
                        Delinquent P&I payment
                     
                     
                        2 payments behind
                     
                     
                        Arrears cleared and loan is current. Remain on Watchlist for 2 quarters/periods
                     
                  
                        1B
                     
                     
                        Delinquent insurance renewal or forced placed coverage
                     
                     
                        30 days overdue
                     
                     
                        Receipt of proof of satisfactory insurance
                     
                  
                        1C
                     
                     
                        Interest Coverage Ratio below dividend trap.
                     
                     
                        Interest Coverage Ratio < required loan covenant (cash trap or default level);
                        Interest Coverage Ratio < 1.00 on a loan by loan basis
                     
                     
                        Interest Coverage Ratio above threshold
                     
                  
                        1D
                     
                     
                        Debt Service Coverage Ratio absolute level
                     
                     
                        Debt Service Coverage Ratio < 1.00;
                        Debt Service Coverage Ratio < 1.20 for healthcare and lodging;
                        or on a loan by loan basis
                     
                     
                        Debt Service Coverage Ratio above threshold
                     
                  
                        1E
                     
                     
                        Debt Service Coverage Ratio decreases from ‘Securitisation Date’
                     
                     
                        Debt Service Coverage Ratio < 80 % of the ‘Securitisation Date’ Debt Service Coverage Ratio
                     
                     
                        Debt Service Coverage Ratio above threshold. Remain on Watchlist for 2 quarters/periods
                     
                  
                        1F
                     
                     
                        Defaulted, matured, or discovery of previous undisclosed subordinate lien including mezzanine loan.
                     
                     
                        When notice received by servicer
                     
                     
                        Default has been cured or subordinate debt approved by servicer
                     
                  
                        1G
                     
                     
                        Any unplanned draw on a letter of credit, debt service reserve, or working capital to pay debt service
                     
                     
                        Any occurrence on a loan by loan basis.
                     
                     
                        After funds or Letter of Credit replaced if required by the documents otherwise after two Interest Payment Dates with no further draws
                     
                  
                        2A
                     
                     
                        Absolute required repairs reserved for at closing, or otherwise disclosed to servicer, but not completed by due date
                     
                     
                        If required repair is not completed with 60 days following the due date (including extensions approved by the Servicer) and it is the lesser of 10 % of the unpaid principal balance or €250,000
                     
                     
                        Satisfactory verification that repairs have been completed
                     
                  
                        2B
                     
                     
                        Any required spending plan deficiencies (i.e.: capex, FF&E)
                     
                     
                        Any knowledge of deficiency that adversely affects the performance or value of property; on a loan by loan basis/material (> 5 % of loan outstanding balance)
                     
                     
                        When plan deficiencies are cured
                     
                  
                        2C
                     
                     
                        Occurrence of any trigger event in the mortgage loan documents. (e.g. required loan pay down, posting of additional reserves, minimum thresholds breached, etc.)
                     
                     
                        Any occurrence
                     
                     
                        Cure of the event that required action under the mortgage documents
                     
                  
                        2D
                     
                     
                        Verification of financial performance. Unsatisfactory or non-delivery of tenancy schedules or operating statements, etc.
                     
                     
                        Any occurrence for 6 months or greater
                     
                     
                        Cure of the event that required action under the mortgage documents
                     
                  
                        2E
                     
                     
                        Operating licence or franchise agreement default
                     
                     
                        When notice received by servicer
                     
                     
                        New franchise or licence in place, or default under franchise or licence has been cured — Relationship agreement
                     
                  
                        2F
                     
                     
                        Borrower/owner/sponsor bankruptcy or similar event (e.g. insolvency arrangement/proceedings, bankruptcy, receivership, liquidation, company voluntary arrangement (CVA)/individual voluntary arrangement (IVA)), becomes the subject of winding up order bankruptcy petition or other.
                     
                     
                        When notice received by servicer
                     
                     
                        Retain on Watchlist until Interest Payment Date following cure.
                     
                  
                        3A(i)
                     
                     
                        Inspection reveals poor condition
                     
                     
                        Any occurrence on a loan by loan basis/material 5 % > of net rental income (NRI)
                     
                     
                        In Servicer’s discretion that property deficiencies cured or access allowed and inspection completed
                     
                  
                        3A(ii)
                     
                     
                        Inspection reveals poor accessibility
                     
                     
                        Any occurrence on a loan by loan basis/material 5 % > of net rental income (NRI)
                     
                     
                        In Servicer’s discretion that property deficiencies cured or access allowed and inspection completed
                     
                  
                        3B
                     
                     
                        Inspection reveals harmful environmental issue
                     
                     
                        Any occurrence
                     
                     
                        In Servicer’s discretion that property deficiencies cured
                     
                  
                        3C
                     
                     
                        Properties affected by major casualty or compulsory purchase proceeding affecting future cash flows, value/blight/caution.
                     
                     
                        When servicer becomes aware of issue and it affects > 10 % of value or €500,000
                     
                     
                        In Servicer’s discretion that all necessary repairs have been completed satisfactorily or that condemnation proceedings have been completed and the asset can perform satisfactorily
                     
                  
                        4A
                     
                     
                        Overall property portfolio occupancy decrease
                     
                     
                        20 % less than ‘Securitisation Date’ level; on a loan by loan basis
                     
                     
                        When condition no longer exists
                     
                  
                        4B
                     
                     
                        Any 1 tenant or combination of TOP 3 TENANTS (based on gross rental) with leases > 30 % expiring within the next 12 months.
                     
                     
                        Only applies to office, industrial and retail.
                     
                     
                        When condition no longer exists or Servicer’s discretion.
                     
                  
                        4C
                     
                     
                        Major tenant lease or leases that are in default, terminated or are dark (Not occupied, but rent being paid)
                     
                     
                        > 30 % Net Rental Income
                     
                     
                        When condition no longer exists, or Servicer’s discretion.
                     
                  
                        5A
                     
                     
                        Pending loan maturity
                     
                     
                        < 180 days until maturity
                     
                     
                        Loan is paid off.
                     
                  
               Table 3: Item types and codes
            
            
                        
                           Item type
                        
                     
                     
                        
                           Article(s) of Regulation (EU) 2017/2402
                        
                     
                     
                        
                           Item code
                        
                     
                  
                        Underlying exposures or underlying receivables or credit claims
                     
                     
                        7(1)(a)
                     
                     
                        1
                     
                  
                        Investor report
                     
                     
                        7(1)(e)
                     
                     
                        2
                     
                  
                        Final offering document; prospectus; closing transaction documents, excluding legal opinions
                     
                     
                        7(1)(b)(i)
                     
                     
                        3
                     
                  
                        Asset sale agreement; assignment; novation or transfer agreement; any relevant declaration of trust
                     
                     
                        7(1)(b)(ii)
                     
                     
                        4
                     
                  
                        Derivatives and guarantees agreements; any relevant documents on collateralisation arrangements where the exposures being securitised remain exposures of the originator
                     
                     
                        7(1)(b)(iii)
                     
                     
                        5
                     
                  
                        Servicing; back-up servicing; administration and cash management agreements
                     
                     
                        7(1)(b)(iv)
                     
                     
                        6
                     
                  
                        Trust deed; security deed; agency agreement; account bank agreement; guaranteed investment contract; incorporated terms or master trust framework or master definitions agreement or such legal documentation with equivalent legal value
                     
                     
                        7(1)(b)(v)
                     
                     
                        7
                     
                  
                        Inter-creditor agreements; derivatives documentation; subordinated loan agreements; start-up loan agreements and liquidity facility agreements
                     
                     
                        7(1)(b)(vi)
                     
                     
                        8
                     
                  
                        Any other underlying documentation that is essential for the understanding of the transaction
                     
                     
                        7(1)(b)
                     
                     
                        9
                     
                  
                        Simple, transparent and standardised notification pursuant to Article 27 of Regulation (EU) 2017/2402
                     
                     
                        7(1)(d)
                     
                     
                        10
                     
                  
                        Inside information relating to the securitisation that the originator, sponsor or SSPE is obliged to make public in accordance with Article 17 of Regulation (EU) No 596/2014 of the European Parliament and of the Council (1)
                        
                     
                     
                        7(1)(f)
                     
                     
                        11
                     
                  
                        A significant event, such as:
                        
                                    (i)
                                 
                                 
                                    a material breach of the obligations provided for in the documents made available in accordance with Article 7(1)(b) of Regulation (EU) 2017/2402, including any remedy, waiver or consent subsequently provided in relation to such a breach;
                                 
                              
                                    (ii)
                                 
                                 
                                    a change in the structural features that can materially impact the performance of the securitisation;
                                 
                              
                                    (iii)
                                 
                                 
                                    a change in the risk characteristics of the securitisation or of the underlying exposures that can materially impact the performance of the securitisation;
                                 
                              
                                    (iv)
                                 
                                 
                                    in the case of STS securitisations, where the securitisation ceases to meet the STS requirements or where competent authorities have taken remedial or administrative actions;
                                 
                              
                                    (v)
                                 
                                 
                                    any material amendment to transaction documents.
                                 
                              
                     
                        7(1)(g)
                     
                     
                        12
                     
                  
               (1)  Regulation (EU) No 596/2014 of the European Parliament and of the Council of 16 April 2014 on market abuse (market abuse regulation) and repealing Directive 2003/6/EC of the European Parliament and of the Council and Commission Directives 2003/124/EC, 2003/125/EC and 2004/72/EC (OJ L 173, 12.6.2014, p. 1).
         
      
      
         
            ANNEX II
            
               UNDERLYING EXPOSURES INFORMATION — RESIDENTIAL REAL ESTATE (RRE)
            
            
                        Field code
                     
                     
                        Field name
                     
                     
                        Content to report
                     
                     
                        ND1-ND4 allowed?
                     
                     
                        ND5 allowed?
                     
                  
                        Underlying exposures information section
                     
                  
                        RREL1
                     
                     
                        Unique Identifier
                     
                     
                        The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Commission Delegated Regulation (EU) 2020/1224 (1).
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        RREL2
                     
                     
                        Original Underlying Exposure Identifier
                     
                     
                        Unique underlying exposure identifier. The identifier must be different from any external identification number to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        RREL3
                     
                     
                        New Underlying Exposure Identifier
                     
                     
                        If the original identifier in field RREL2 cannot be maintained in this field, enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in RREL2. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        RREL4
                     
                     
                        Original Obligor Identifier
                     
                     
                        Original unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        RREL5
                     
                     
                        New Obligor Identifier
                     
                     
                        If the original identifier in field RREL4 cannot be maintained in this field, enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in RREL4. The reporting entitymust not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        RREL6
                     
                     
                        Data Cut-Off Date
                     
                     
                        The data cut-off date for this data submission.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        RREL7
                     
                     
                        Pool Addition Date
                     
                     
                        The date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available, enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREL8
                     
                     
                        Date Of Repurchase
                     
                     
                        Date on which the underlying exposure was repurchased from the pool.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREL9
                     
                     
                        Redemption Date
                     
                     
                        Date on which account redeemed or (for defaulted underlying exposures) the date on which the recovery process was completed.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREL10
                     
                     
                        Resident
                     
                     
                        Is the primary obligor a resident of the country in which the collateral and underlying exposure reside?
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        RREL11
                     
                     
                        Geographic Region — Obligor
                     
                     
                        The geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        RREL12
                     
                     
                        Geographic Region Classification
                     
                     
                        Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        RREL13
                     
                     
                        Employment Status
                     
                     
                        Employment status of the primary obligor:
                        
                                     
                                 
                                 
                                    Employed — Private Sector (EMRS)
                                 
                              
                                     
                                 
                                 
                                    Employed — Public Sector (EMBL)
                                 
                              
                                     
                                 
                                 
                                    Employed — Sector Unknown (EMUK)
                                 
                              
                                     
                                 
                                 
                                    Unemployed (UNEM)
                                 
                              
                                     
                                 
                                 
                                    Self-employed (SFEM)
                                 
                              
                                     
                                 
                                 
                                    No Employment, Obligor is Legal Entity (NOEM)
                                 
                              
                                     
                                 
                                 
                                    Student (STNT)
                                 
                              
                                     
                                 
                                 
                                    Pensioner (PNNR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        RREL14
                     
                     
                        Credit Impaired Obligor
                     
                     
                        Confirm that, pursuant to Article 20(11) of Regulation (EU) 2017/2402, at the time that this underlying exposure was selected for transfer to the SSPE, the exposure was neither in default within the meaning of Article 178(1) of Regulation (EU) No 575/2013 nor constituted an exposure to a credit-impaired debtor or guarantor, who, to the best of the originator’s or original lender’s knowledge:
                        
                                    (a)
                                 
                                 
                                    has been declared insolvent or had a court grant his creditors a final non-appealable right of enforcement or material damages as a result of a missed payment within three years prior to the date of origination or has undergone a debt restructuring process with regard to his non-performing exposures within three years prior to the date of transfer or assignment of the underlying exposures to the SSPE, except if:
                                    
                                                (i)
                                             
                                             
                                                a restructured underlying exposure has not presented new arrears since the date of the restructuring, which must have taken place at least one year prior to the date of transfer or assignment of the underlying exposures to the SSPE; and
                                             
                                          
                                                (ii)
                                             
                                             
                                                the information provided by the originator, sponsor and SSPE in accordance with points (a) and (e)(i) of the first subparagraph of Article 7(1) explicitly sets out the proportion of restructured underlying exposures, the time and details of the restructuring as well as their performance since the date of the restructuring;
                                             
                                          
                              
                                    (b)
                                 
                                 
                                    was, at the time of origination, where applicable, on a public credit registry of persons with adverse credit history or, where there is no such public credit registry, another credit registry that is available to the originator or original lender; or
                                 
                              
                                    (c)
                                 
                                 
                                    has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher than for comparable exposures held by the originator which are not securitised.
                                 
                              Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREL15
                     
                     
                        Customer Type
                     
                     
                        Customer type at origination:
                        
                                     
                                 
                                 
                                    New customer and not an employee/affiliated with the originator’s group (CNEO)
                                 
                              
                                     
                                 
                                 
                                    New customer and an employee/affiliated with the originator’s group (CEMO)
                                 
                              
                                     
                                 
                                 
                                    New customer and employee/affiliation not recorded (CNRO)
                                 
                              
                                     
                                 
                                 
                                    Existing customer and not an employee/affiliated with the originator’s group (ENEO)
                                 
                              
                                     
                                 
                                 
                                    Existing customer and an employee/affiliated with the originator’s group (EEMO)
                                 
                              
                                     
                                 
                                 
                                    Existing customer and employee/affiliation not recorded (ENRO)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        RREL16
                     
                     
                        Primary Income
                     
                     
                        Primary obligor annual income used to underwrite the underlying exposure at the time of origination. Where the primary obligor is a legal person/entity, enter that obligor’s annual revenue.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        RREL17
                     
                     
                        Primary Income Type
                     
                     
                        Indicate what income in RREL16 is displayed:
                        
                                     
                                 
                                 
                                    Gross annual income (GRAN)
                                 
                              
                                     
                                 
                                 
                                    Net annual income (net of tax and social security) (NITS)
                                 
                              
                                     
                                 
                                 
                                    Net annual income (net of tax only) (NITX)
                                 
                              
                                     
                                 
                                 
                                    Net annual income (net of social security only) (NTIN)
                                 
                              
                                     
                                 
                                 
                                    Estimated net annual income (net of tax and social security) (ENIS)
                                 
                              
                                     
                                 
                                 
                                    Estimated net annual income (net of tax only) (EITX)
                                 
                              
                                     
                                 
                                 
                                    Estimated net annual income (net of social security only) (EISS)
                                 
                              
                                     
                                 
                                 
                                    Disposable Income (DSPL)
                                 
                              
                                     
                                 
                                 
                                    Borrower is legal entity (CORP)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        RREL18
                     
                     
                        Primary Income Currency
                     
                     
                        Currency in which the primary obligor’s income or revenue is paid.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        RREL19
                     
                     
                        Primary Income Verification
                     
                     
                        Primary Income Verification:
                        
                                     
                                 
                                 
                                    Self-certified no Checks (SCRT)
                                 
                              
                                     
                                 
                                 
                                    Self-certified with Affordability Confirmation (SCNF)
                                 
                              
                                     
                                 
                                 
                                    Verified (VRFD)
                                 
                              
                                     
                                 
                                 
                                    Non-Verified Income or Fast Track (NVRF)
                                 
                              
                                     
                                 
                                 
                                    Credit Bureau Information or Scoring (SCRG)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        RREL20
                     
                     
                        Secondary Income
                     
                     
                        Secondary obligor annual income used to underwrite the underlying exposure at the time of origination. Where the secondary obligory is a legal person/entity, enter that obligor’s annual revenue. When there are more than two obligors in this underlying exposure, indicate total annual combined income across all obligors in this field.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL21
                     
                     
                        Secondary Income Verification
                     
                     
                        Income verification for secondary income:
                        
                                     
                                 
                                 
                                    Self-certified no Checks (SCRT)
                                 
                              
                                     
                                 
                                 
                                    Self-certified with Affordability Confirmation (SCNF)
                                 
                              
                                     
                                 
                                 
                                    Verified (VRFD)
                                 
                              
                                     
                                 
                                 
                                    Non-Verified Income or Fast Track (NVRF)
                                 
                              
                                     
                                 
                                 
                                    Credit Bureau Information or Scoring (SCRG)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL22
                     
                     
                        Special Scheme
                     
                     
                        If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL23
                     
                     
                        Origination Date
                     
                     
                        Date of original underlying exposure advance.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        RREL24
                     
                     
                        Maturity Date
                     
                     
                        The date of maturity of the underlying exposure or expiry of the lease.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREL25
                     
                     
                        Original Term
                     
                     
                        Original contractual term (number of months) at the origination date.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL26
                     
                     
                        Origination Channel
                     
                     
                        Origination channel of the underlying exposure:
                        
                                     
                                 
                                 
                                    Office or Branch Network (BRAN)
                                 
                              
                                     
                                 
                                 
                                    Central or Direct (DRCT)
                                 
                              
                                     
                                 
                                 
                                    Broker (BROK)
                                 
                              
                                     
                                 
                                 
                                    Internet (WEBI)
                                 
                              
                                     
                                 
                                 
                                    Package (TPAC)
                                 
                              
                                     
                                 
                                 
                                    Third Party Channel but Underwriting Performed Entirely by the Originator (TPTC)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL27
                     
                     
                        Purpose
                     
                     
                        The reason for the obligor taking out the loan:
                        
                                     
                                 
                                 
                                    Purchase (PURC)
                                 
                              
                                     
                                 
                                 
                                    Remortgage (RMRT)
                                 
                              
                                     
                                 
                                 
                                    Renovation (RENV)
                                 
                              
                                     
                                 
                                 
                                    Equity Release (EQRE)
                                 
                              
                                     
                                 
                                 
                                    Construction (CNST)
                                 
                              
                                     
                                 
                                 
                                    Debt Consolidation (DCON)
                                 
                              
                                     
                                 
                                 
                                    Remortgage with Equity Release (RMEQ)
                                 
                              
                                     
                                 
                                 
                                    Business Funding (BSFN)
                                 
                              
                                     
                                 
                                 
                                    Combination Mortgage (CMRT)
                                 
                              
                                     
                                 
                                 
                                    Investment Mortgage (IMRT)
                                 
                              
                                     
                                 
                                 
                                    Right to Buy (RGBY)
                                 
                              
                                     
                                 
                                 
                                    Government Sponsored Loan (GSPL)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        RREL28
                     
                     
                        Currency Denomination
                     
                     
                        The underlying exposure currency denomination.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        RREL29
                     
                     
                        Original Principal Balance
                     
                     
                        Original underlying exposure balance (inclusive of fees).
                        This is referring to the balance of the underlying exposure at the underlying exposure origination date, not the date of the underlying exposure’s sale to the SSPE or the closing date of the securitisation.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL30
                     
                     
                        Current Principal Balance
                     
                     
                        Amount of underlying exposure outstanding as of the data cut-off date. This includes any amounts that are secured by the mortgage and will be classed as principal in the securitisation. For example, if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. It excludes any interest arrears or penalty amounts.
                        Current balance includes the principal arrears. However, savings amount is to be deducted if a subparticipation exists. (i.e. underlying exposure balance = underlying exposure +/- subparticipation; +/- 0 if no subparticipation).
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREL31
                     
                     
                        Prior Principal Balances
                     
                     
                        Total balances ranking prior to this underlying exposure (including those held with other lenders). If there are no prior balances, enter 0.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL32
                     
                     
                        Pari Passu Underlying Exposures
                     
                     
                        Total value of underlying exposures to this obligor ranking pari passu with this underlying exposure (regardless of whether or not they are included in this pool). If there are no balances ranking pari passu, enter 0.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL33
                     
                     
                        Total Credit Limit
                     
                     
                        For underlying exposures with flexible re-draw facilities (including revolving characteristics) or where the maximum underlying exposure amount hasn’t been withdrawn in full – the maximum underlying exposure amount that could potentially be outstanding.
                        This field is only to be populated for underlying exposures that have flexible or further drawing characteristics.
                        This is not intended to capture instances where the obligor may renegotiate an increased underlying exposure balance but rather where there is currently the contractual ability for the obligor to do this and for the lender to provide the additional funding.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREL34
                     
                     
                        Purchase Price
                     
                     
                        Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREL35
                     
                     
                        Amortisation Type
                     
                     
                        Type of amortisation of the underlying exposure including principal and interest.
                        French — i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX)
                        German — i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest. (DEXX)
                        Fixed amortisation schedule — i.e. Amortisation in which the principal amount repaid in each instalment is the same. (FIXE)
                        Bullet — i.e. Amortisation in which the full principal amount is repaid in the last instalment. (BLLT)
                        Other (OTHR)
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        RREL36
                     
                     
                        Principal Grace Period End Date
                     
                     
                        If applicable as at the data cut-off date, indicate the principal grace period end date.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREL37
                     
                     
                        Scheduled Principal Payment Frequency
                     
                     
                        Frequency of principal payments due, i.e. period between payments:
                        
                                     
                                 
                                 
                                    Monthly (MNTH)
                                 
                              
                                     
                                 
                                 
                                    Quarterly (QUTR)
                                 
                              
                                     
                                 
                                 
                                    Semi Annual (SEMI)
                                 
                              
                                     
                                 
                                 
                                    Annual (YEAR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREL38
                     
                     
                        Scheduled Interest Payment Frequency
                     
                     
                        Frequency of interest payments due, i.e. period between payments:
                        
                                     
                                 
                                 
                                    Monthly (MNTH)
                                 
                              
                                     
                                 
                                 
                                    Quarterly (QUTR)
                                 
                              
                                     
                                 
                                 
                                    Semi Annual (SEMI)
                                 
                              
                                     
                                 
                                 
                                    Annual (YEAR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREL39
                     
                     
                        Payment Due
                     
                     
                        This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREL40
                     
                     
                        Debt To Income Ratio
                     
                     
                        Debt defined as the amount of underlying exposure outstanding as of data cut-off date, this includes any amounts that are secured by the mortgage and will be classed as principal in the securitisation. For example if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. Excluding any interest arrears or penalty amounts.
                        Income defined as combined income, sum of primary and secondary income fields (field numbers RREL16 and RREL20) and any other income.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL41
                     
                     
                        Balloon Amount
                     
                     
                        Total amount of (securitised) principal repayment to be paid at the maturity date of the underlying exposure.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL42
                     
                     
                        Interest Rate Type
                     
                     
                        Interest rate type:
                        
                                     
                                 
                                 
                                    Floating rate underlying exposure (for life) (FLIF)
                                 
                              
                                     
                                 
                                 
                                    Floating rate underlying exposure linked to one index that will revert to another index in the future (FINX)
                                 
                              
                                     
                                 
                                 
                                    Fixed rate underlying exposure (for life) (FXRL)
                                 
                              
                                     
                                 
                                 
                                    Fixed with future periodic resets (FXPR)
                                 
                              
                                     
                                 
                                 
                                    Fixed rate underlying exposure with compulsory future switch to floating (FLCF)
                                 
                              
                                     
                                 
                                 
                                    Floating rate underlying exposure with floor (FLFL)
                                 
                              
                                     
                                 
                                 
                                    Floating rate underlying exposure with cap (CAPP)
                                 
                              
                                     
                                 
                                 
                                    Floating rate underlying exposure with both floor and cap (FLCA)
                                 
                              
                                     
                                 
                                 
                                    Discount (DISC)
                                 
                              
                                     
                                 
                                 
                                    Switch Optionality (SWIC)
                                 
                              
                                     
                                 
                                 
                                    Obligor Swapped (OBLS)
                                 
                              
                                     
                                 
                                 
                                    Modular (MODE)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREL43
                     
                     
                        Current Interest Rate
                     
                     
                        Gross rate per annum used to calculate the current period scheduled interest on the securitised underlying exposure. Rates calculated on a period-by-period basis must be annualised.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREL44
                     
                     
                        Current Interest Rate Index
                     
                     
                        The base reference interest index currently applicable (the reference rate off which the interest rate is set):
                        
                                     
                                 
                                 
                                    MuniAAA (MAAA)
                                 
                              
                                     
                                 
                                 
                                    FutureSWAP (FUSW)
                                 
                              
                                     
                                 
                                 
                                    LIBID (LIBI)
                                 
                              
                                     
                                 
                                 
                                    LIBOR (LIBO)
                                 
                              
                                     
                                 
                                 
                                    SWAP (SWAP)
                                 
                              
                                     
                                 
                                 
                                    Treasury (TREA)
                                 
                              
                                     
                                 
                                 
                                    Euribor (EURI)
                                 
                              
                                     
                                 
                                 
                                    Pfandbriefe (PFAN)
                                 
                              
                                     
                                 
                                 
                                    EONIA (EONA)
                                 
                              
                                     
                                 
                                 
                                    EONIASwaps (EONS)
                                 
                              
                                     
                                 
                                 
                                    EURODOLLAR (EUUS)
                                 
                              
                                     
                                 
                                 
                                    EuroSwiss (EUCH)
                                 
                              
                                     
                                 
                                 
                                    TIBOR (TIBO)
                                 
                              
                                     
                                 
                                 
                                    ISDAFIX (ISDA)
                                 
                              
                                     
                                 
                                 
                                    GCFRepo (GCFR)
                                 
                              
                                     
                                 
                                 
                                    STIBOR (STBO)
                                 
                              
                                     
                                 
                                 
                                    BBSW (BBSW)
                                 
                              
                                     
                                 
                                 
                                    JIBAR (JIBA)
                                 
                              
                                     
                                 
                                 
                                    BUBOR (BUBO)
                                 
                              
                                     
                                 
                                 
                                    CDOR (CDOR)
                                 
                              
                                     
                                 
                                 
                                    CIBOR (CIBO)
                                 
                              
                                     
                                 
                                 
                                    MOSPRIM (MOSP)
                                 
                              
                                     
                                 
                                 
                                    NIBOR (NIBO)
                                 
                              
                                     
                                 
                                 
                                    PRIBOR (PRBO)
                                 
                              
                                     
                                 
                                 
                                    TELBOR (TLBO)
                                 
                              
                                     
                                 
                                 
                                    WIBOR (WIBO)
                                 
                              
                                     
                                 
                                 
                                    Bank of England Base Rate (BOER)
                                 
                              
                                     
                                 
                                 
                                    European Central Bank Base Rate (ECBR)
                                 
                              
                                     
                                 
                                 
                                    Lender’s Own Rate (LDOR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREL45
                     
                     
                        Current Interest Rate Index Tenor
                     
                     
                        Tenor of the current interest rate index:
                        
                                     
                                 
                                 
                                    Overnight (OVNG)
                                 
                              
                                     
                                 
                                 
                                    IntraDay (INDA)
                                 
                              
                                     
                                 
                                 
                                    1 day (DAIL)
                                 
                              
                                     
                                 
                                 
                                    1 week (WEEK)
                                 
                              
                                     
                                 
                                 
                                    2 week (TOWK)
                                 
                              
                                     
                                 
                                 
                                    1 month (MNTH)
                                 
                              
                                     
                                 
                                 
                                    2 month (TOMN)
                                 
                              
                                     
                                 
                                 
                                    3 month (QUTR)
                                 
                              
                                     
                                 
                                 
                                    4 month (FOMN)
                                 
                              
                                     
                                 
                                 
                                    6 month (SEMI)
                                 
                              
                                     
                                 
                                 
                                    12 month (YEAR)
                                 
                              
                                     
                                 
                                 
                                    On Demand (ONDE)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREL46
                     
                     
                        Current Interest Rate Margin
                     
                     
                        Current interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREL47
                     
                     
                        Interest Rate Reset Interval
                     
                     
                        Number of months between each interest rate reset date on the underlying exposure.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREL48
                     
                     
                        Interest Rate Cap
                     
                     
                        Maximum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREL49
                     
                     
                        Interest Rate Floor
                     
                     
                        Minimum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREL50
                     
                     
                        Revision Margin 1
                     
                     
                        The margin for the underlying exposure at the 1st revision date. This refers only to contractual changes in the margin (e.g. from +50bps to +100bps) or the underlying index (e.g. from 3M EUIBOR to 1M EURIBOR) used for the interest calculation. This field does not refer to the date on which the index is reset periodically (e.g. resetting 1M EURIBOR each month).
                        The full revised margin must be entered in this field, not the change in the margin.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL51
                     
                     
                        Interest Revision Date 1
                     
                     
                        Date interest rate next changes (e.g. discount margin changes, fixed period ends, underlying exposure re-fixed etc. this is not the next LIBOR/EURIBOR/index reset date).
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL52
                     
                     
                        Revision Margin 2
                     
                     
                        The margin for the underlying exposure at the 2nd revision date. This refers only to contractual changes in the margin (e.g. from +50bps to +100bps) or the underlying index (e.g. from 3M EUIBOR to 1M EURIBOR) used for the interest calculation. This field does not refer to the date on which the index is reset periodically (e.g. resetting 1M EURIBOR each month).
                        The full revised margin must be entered in this field, not the change in the margin.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL53
                     
                     
                        Interest Revision Date 2
                     
                     
                        Date of 2nd interest rate change (e.g. discount margin changes, fixed period ends, underlying exposure re-fixed etc. this is not the next LIBOR/EURIBOR/index reset date).
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL54
                     
                     
                        Revision Margin 3
                     
                     
                        The margin for the underlying exposure at the 3rd revision date. This refers only to contractual changes in the margin (e.g. from +50bps to +100bps) or the underlying index (e.g. from 3M EUIBOR to 1M EURIBOR) used for the interest calculation. This field does not refer to the date on which the index is reset periodically (e.g. resetting 1M EURIBOR each month).
                        The full revised margin must be entered in this field, not the change in the margin.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL55
                     
                     
                        Interest Revision Date 3
                     
                     
                        Date of 3rd interest rate change (e.g. discount margin changes, fixed period ends, underlying exposure re-fixed etc. this is not the next LIBOR/EURIBOR/index reset date).
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL56
                     
                     
                        Revised Interest Rate Index
                     
                     
                        Next interest rate index.
                        MuniAAA (MAAA)
                        FutureSWAP (FUSW)
                        LIBID (LIBI)
                        LIBOR (LIBO)
                        SWAP (SWAP)
                        Treasury (TREA)
                        Euribor (EURI)
                        Pfandbriefe (PFAN)
                        EONIA (EONA)
                        EONIASwaps (EONS)
                        EURODOLLAR (EUUS)
                        EuroSwiss (EUCH)
                        TIBOR (TIBO)
                        ISDAFIX (ISDA)
                        GCFRepo (GCFR)
                        STIBOR (STBO)
                        BBSW (BBSW)
                        JIBAR (JIBA)
                        BUBOR (BUBO)
                        CDOR (CDOR)
                        CIBOR (CIBO)
                        MOSPRIM (MOSP)
                        NIBOR (NIBO)
                        PRIBOR (PRBO)
                        TELBOR (TLBO)
                        WIBOR (WIBO)
                        Bank of England Base Rate (BOER)
                        European Central Bank Base Rate (ECBR)
                        Lender’s Own Rate (LDOR)
                        Other (OTHR)
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL57
                     
                     
                        Revised Interest Rate Index Tenor
                     
                     
                        Tenor of the next interest rate index:
                        
                                     
                                 
                                 
                                    Overnight (OVNG)
                                 
                              
                                     
                                 
                                 
                                    IntraDay (INDA)
                                 
                              
                                     
                                 
                                 
                                    1 day (DAIL)
                                 
                              
                                     
                                 
                                 
                                    1 week (WEEK)
                                 
                              
                                     
                                 
                                 
                                    2 week (TOWK)
                                 
                              
                                     
                                 
                                 
                                    1 month (MNTH)
                                 
                              
                                     
                                 
                                 
                                    2 month (TOMN)
                                 
                              
                                     
                                 
                                 
                                    3 month (QUTR)
                                 
                              
                                     
                                 
                                 
                                    4 month (FOMN)
                                 
                              
                                     
                                 
                                 
                                    6 month (SEMI)
                                 
                              
                                     
                                 
                                 
                                    12 month (YEAR)
                                 
                              
                                     
                                 
                                 
                                    On Demand (ONDE)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL58
                     
                     
                        Number Of Payments Before Securitisation
                     
                     
                        Enter the number of payments made prior to the exposure being transferred to the securitisation.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        RREL59
                     
                     
                        Percentage Of Prepayments Allowed Per Year
                     
                     
                        Percentage amount of pre-payments allowed under the product per year. This is for underlying exposures that allow a certain threshold of pre-payments (i.e. 10 %) before charges are incurred.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL60
                     
                     
                        Prepayment Lock-Out End Date
                     
                     
                        The date after which the lender allows prepayment of the underlying exposure.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL61
                     
                     
                        Prepayment Fee
                     
                     
                        Amount collected from the obligor as the fee/penalty due for making prepayments as required under the terms of the underlying exposure agreement. This is not intended to include any amounts paid as a ‘break cost’ to make up interest payments up to the underlying exposure Payment Date. This includes amounts collected that have not been securitised.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREL62
                     
                     
                        Prepayment Fee End Date
                     
                     
                        The date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL63
                     
                     
                        Prepayment Date
                     
                     
                        The latest date on which an unscheduled principal payment was received.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL64
                     
                     
                        Cumulative Prepayments
                     
                     
                        Total prepayments collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination date
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL65
                     
                     
                        Date Of Restructuring
                     
                     
                        Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.
                        In the event of multiple dates, all dates must be provided in accordance with the XML schema.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL66
                     
                     
                        Date Last In Arrears
                     
                     
                        Date the underlying exposure was last in arrears.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL67
                     
                     
                        Arrears Balance
                     
                     
                        Current balance of arrears, which is defined as:
                        
                                     
                                 
                                 
                                    Total payments due to date
                                 
                              
                                     
                                 
                                 
                                    PLUS any amounts capitalised
                                 
                              
                                     
                                 
                                 
                                    PLUS any fees applied to the account
                                 
                              
                                     
                                 
                                 
                                    LESS total payments received to date.
                                 
                              If no arrears then enter 0.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        RREL68
                     
                     
                        Number Of Days In Arrears
                     
                     
                        Number of days this underlying exposure is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        RREL69
                     
                     
                        Account Status
                     
                     
                        Current status of the underlying exposure that has been securitised:
                        
                                     
                                 
                                 
                                    Performing (PERF)
                                 
                              
                                     
                                 
                                 
                                    Restructured — No Arrears (RNAR)
                                 
                              
                                     
                                 
                                 
                                    Restructured — Arrears (RARR)
                                 
                              
                                     
                                 
                                 
                                    Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT)
                                 
                              
                                     
                                 
                                 
                                    Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT)
                                 
                              
                                     
                                 
                                 
                                    Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR)
                                 
                              
                                     
                                 
                                 
                                    Defaulted only under another definition of default being met (DADB)
                                 
                              
                                     
                                 
                                 
                                    Arrears (ARRE)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Breach of Representations and Warranties (REBR)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Defaulted (REDF)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Restructured (RERE)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Special Servicing (RESS)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Other Reason (REOT)
                                 
                              
                                     
                                 
                                 
                                    Redeemed (RDMD)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        RREL70
                     
                     
                        Reason for Default or Foreclosure
                     
                     
                        If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason:
                        
                                     
                                 
                                 
                                    In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX)
                                 
                              
                                     
                                 
                                 
                                    In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX)
                                 
                              
                                     
                                 
                                 
                                    In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL71
                     
                     
                        Default Amount
                     
                     
                        Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREL72
                     
                     
                        Default Date
                     
                     
                        The date of default.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREL73
                     
                     
                        Allocated Losses
                     
                     
                        The allocated losses to date, net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect most recent situation as at the data cut-off date, i.e. as recoveries are collected and the work out process progresses.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREL74
                     
                     
                        Cumulative Recoveries
                     
                     
                        Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREL75
                     
                     
                        Litigation
                     
                     
                        Flag to indicate litigation proceedings underway (if account has recovered and is no longer being actively litigated this is to be re-set to N).
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREL76
                     
                     
                        Recourse
                     
                     
                        Is there recourse (full or limited) to the obligor’s assets beyond the proceeds of any collateral for this underlying exposure?
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL77
                     
                     
                        Deposit Amount
                     
                     
                        The sum of all obligor amounts held by the originator or seller that are potentially off-settable against the underlying exposure balance, excluding the benefit of any national deposit compensation scheme. To prevent double-counting, this is to be capped at the lower of (1) the deposit amount, and (2) the maximum potential off-settable amount at the obligor-level (i.e. not underlying exposure-level) within the pool.
                        Use the same currency denomination as that used for this underlying exposure.
                        If an obligor has more than one underlying exposure outstanding in the pool, then this field is to be completed for each underlying exposure and it is up to the discretion of the reporting entity to decide to allocate the deposit amount across each of the underlying exposure, subject to the above-mentioned cap and so long as the total entries for this field across the multiple underlying exposures adds up to the accurate amount. For example, if Obligor A has deposit balance of €100, and two underlying exposures outstanding in the pool of: underlying exposure 1 €60 and underlying exposure 2 €75. This field could be completed as either underlying exposure 1 - €60 and underlying exposure 2 - €40, or underlying exposure 1 - €25 and underlying exposure 2 €75 (i.e. the relative entries for this field in each underlying exposure is capped at €60 for underlying exposure 1 and at €75 for underlying exposure 2 and the sum of the values across underlying exposure 1 and underlying exposure 2 must equal €100).
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREL78
                     
                     
                        Insurance Or Investment Provider
                     
                     
                        Name of the insurance or investment provider (i.e. for life insurance or investment underlying exposures).
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL79
                     
                     
                        Original Lender Name
                     
                     
                        Give the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL80
                     
                     
                        Original Lender Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender.
                        Where no Legal Entity Identifier is available, enter ND5.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL81
                     
                     
                        Original Lender Establishment Country
                     
                     
                        Country where the original lender is established.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREL82
                     
                     
                        Originator Name
                     
                     
                        Give the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        RREL83
                     
                     
                        Originator Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        RREL84
                     
                     
                        Originator Establishment Country
                     
                     
                        Country where the underlying exposure originator is established.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        Collateral-level information section
                     
                  
                        RREC1
                     
                     
                        Unique Identifier
                     
                     
                        Report the same unique identifier here as the one entered into field RREL1.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        RREC2
                     
                     
                        Underlying Exposure Identifier
                     
                     
                        Unique identifier for each underlying exposure. This must match field RREL3.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        RREC3
                     
                     
                        Original Collateral Identifier
                     
                     
                        The original unique identifier assigned to the collateral. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        RREC4
                     
                     
                        New Collateral Identifier
                     
                     
                        If the original identifier in field RREC2 cannot be maintained in this field enter the new identifier here. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. If there has been no change in the identifier, enter the same identifier as in RREC2. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        RREC5
                     
                     
                        Collateral Type
                     
                     
                        The primary (in terms of value) type of asset securing the debt. Where there is a guarantee backed by physical or financial collateral, look through the guarantee to any collateral that may be supporting that guarantee.
                        
                                     
                                 
                                 
                                    Automobile (CARX)
                                 
                              
                                     
                                 
                                 
                                    Industrial Vehicle (INDV)
                                 
                              
                                     
                                 
                                 
                                    Commercial Truck (CMTR)
                                 
                              
                                     
                                 
                                 
                                    Rail Vehicle (RALV)
                                 
                              
                                     
                                 
                                 
                                    Nautical Commercial Vehicle (NACM)
                                 
                              
                                     
                                 
                                 
                                    Nautical Leisure Vehicle (NALV)
                                 
                              
                                     
                                 
                                 
                                    Aeroplane (AERO)
                                 
                              
                                     
                                 
                                 
                                    Machine Tool (MCHT)
                                 
                              
                                     
                                 
                                 
                                    Industrial Equipment (INDE)
                                 
                              
                                     
                                 
                                 
                                    Office Equipment (OFEQ)
                                 
                              
                                     
                                 
                                 
                                    IT Equipment (ITEQ)
                                 
                              
                                     
                                 
                                 
                                    Medical Equipment (MDEQ)
                                 
                              
                                     
                                 
                                 
                                    Energy Related Equipment (ENEQ)
                                 
                              
                                     
                                 
                                 
                                    Commercial Building (CBLD)
                                 
                              
                                     
                                 
                                 
                                    Residential Building (RBLD)
                                 
                              
                                     
                                 
                                 
                                    Industrial Building (IBLD)
                                 
                              
                                     
                                 
                                 
                                    Other Vehicle (OTHV)
                                 
                              
                                     
                                 
                                 
                                    Other Equipment (OTHE)
                                 
                              
                                     
                                 
                                 
                                    Other Real Estate (OTRE)
                                 
                              
                                     
                                 
                                 
                                    Other goods or inventory (OTGI)
                                 
                              
                                     
                                 
                                 
                                    Securities (SECU)
                                 
                              
                                     
                                 
                                 
                                    Guarantee (GUAR)
                                 
                              
                                     
                                 
                                 
                                    Other Financial Asset (OTFA)
                                 
                              
                                     
                                 
                                 
                                    Mixed Categories Due to Security Over All Assets of the Obligor (MIXD)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        NO
                     
                  
                        RREC6
                     
                     
                        Geographic Region — Collateral
                     
                     
                        The geographic region (NUTS3 classification) where the physical collateral is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREC7
                     
                     
                        Occupancy Type
                     
                     
                        Type of property occupancy:
                        
                                     
                                 
                                 
                                    Owner Occupied i.e. owned by a private household with the purpose of providing shelter to its owner (FOWN)
                                 
                              
                                     
                                 
                                 
                                    Partially Owner Occupied (A property which is partly rented) (POWN)
                                 
                              
                                     
                                 
                                 
                                    Non-Owner Occupied or Buy-To-Let (TLET)
                                 
                              
                                     
                                 
                                 
                                    Holiday or Second Home (HOLD)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              If the collateral being reported is not property collateral, enter ND5.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREC8
                     
                     
                        Lien
                     
                     
                        Highest lien position held by the originator in relation to the collateral.
                        If the collateral being reported is not property collateral, enter ND5.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREC9
                     
                     
                        Property Type
                     
                     
                        Property type:
                        
                                     
                                 
                                 
                                    Residential (House, detached or semi-detached) (RHOS)
                                 
                              
                                     
                                 
                                 
                                    Residential (Flat or Apartment) (RFLT)
                                 
                              
                                     
                                 
                                 
                                    Residential (Bungalow) (RBGL)
                                 
                              
                                     
                                 
                                 
                                    Residential (Terraced House) (RTHS)
                                 
                              
                                     
                                 
                                 
                                    Multifamily House (properties with more than four units securing one underlying exposure) (MULF)
                                 
                              
                                     
                                 
                                 
                                    Partial Commercial use (property is used as a residence as well as for commercial use where less than 50 % of its value derived from commercial use, e.g. doctor’s surgery and house) (PCMM)
                                 
                              
                                     
                                 
                                 
                                    Commercial or Business Use (BIZZ)
                                 
                              
                                     
                                 
                                 
                                    Land Only (LAND)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              If the collateral being reported is not property collateral, enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREC10
                     
                     
                        Energy Performance Certificate Value
                     
                     
                        The energy performance certificate value of the collateral at the time of origination:
                        
                                     
                                 
                                 
                                    A (EPCA)
                                 
                              
                                     
                                 
                                 
                                    B (EPCB)
                                 
                              
                                     
                                 
                                 
                                    C (EPCC)
                                 
                              
                                     
                                 
                                 
                                    D (EPCD)
                                 
                              
                                     
                                 
                                 
                                    E (EPCE)
                                 
                              
                                     
                                 
                                 
                                    F (EPCF)
                                 
                              
                                     
                                 
                                 
                                    G (EPCG)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREC11
                     
                     
                        Energy Performance Certificate Provider Name
                     
                     
                        Enter the full legal name of the energy performance certificate provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREC12
                     
                     
                        Current Loan-To-Value
                     
                     
                        Current loan to Value ratio (LTV). For non-first lien loans this is the combined or total LTV. Where the current loan balance is negative, enter 0.
                        If the collateral being reported is not property collateral, enter ND5.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREC13
                     
                     
                        Current Valuation Amount
                     
                     
                        The most recent valuation of the collateral as assessed by an independent external or internal appraiser. If such assessment is not available, the current value of the collateral can be estimated using a real estate value index sufficiently granular with respect to geographical location and type of collateral; if such real estate value index is also not available, a real estate price index sufficiently granular with respect to geographical location and type of collateral can be used after application of a suitably chosen mark-down to account for the depreciation of the collateral.
                        If the collateral being reported is not property collateral, enter the most recent valuation of the collateral as assessed by an independent external or internal appraiser or, if not available, by the originator.
                        If the collateral being reported is a guarantee, enter the amount of underlying exposure guaranteed by this collateral item to the benefit of the originator.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREC14
                     
                     
                        Current Valuation Method
                     
                     
                        The method of calculating the most recent value of the collateral, as provided in RREC13:
                        
                                     
                                 
                                 
                                    Full, internal and external inspection (FIEI)
                                 
                              
                                     
                                 
                                 
                                    Full, only external inspection (FOEI)
                                 
                              
                                     
                                 
                                 
                                    Drive-by (DRVB)
                                 
                              
                                     
                                 
                                 
                                    Automated Value Model (AUVM)
                                 
                              
                                     
                                 
                                 
                                    Indexed (IDXD)
                                 
                              
                                     
                                 
                                 
                                    Desktop (DKTP)
                                 
                              
                                     
                                 
                                 
                                    Managing Agent or Estate Agent (MAEA)
                                 
                              
                                     
                                 
                                 
                                    Tax Authority (TXAT)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        RREC15
                     
                     
                        Current Valuation Date
                     
                     
                        The date of the most recent valuation, as provided in RREC13.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREC16
                     
                     
                        Original Loan-To-Value
                     
                     
                        Originator’s original underwritten loan To Value ratio (LTV). For non-first lien loans, this is the combined or total LTV.
                        If the collateral being reported is not property collateral, enter ND5.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREC17
                     
                     
                        Original Valuation Amount
                     
                     
                        The original valuation of the collateral used when the underlying exposure was originated (i.e. before securitisation).
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        RREC18
                     
                     
                        Original Valuation Method
                     
                     
                        The method of calculating the value of the collateral at the time of underlying exposure origination, as provided in RREC17:
                        
                                     
                                 
                                 
                                    Full, internal and external inspection (FIEI)
                                 
                              
                                     
                                 
                                 
                                    Full, only external inspection (FOEI)
                                 
                              
                                     
                                 
                                 
                                    Drive-by (DRVB)
                                 
                              
                                     
                                 
                                 
                                    Automated Valuation Model (AUVM)
                                 
                              
                                     
                                 
                                 
                                    Indexed (IDXD)
                                 
                              
                                     
                                 
                                 
                                    Desktop (DKTP)
                                 
                              
                                     
                                 
                                 
                                    Managing Agent/Estate Agent (MAEA)
                                 
                              
                                     
                                 
                                 
                                    Tax Authority (TXAT)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        RREC19
                     
                     
                        Original Valuation Date
                     
                     
                        The date of original valuation of the collateral, as provided in RREC17.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        RREC20
                     
                     
                        Date Of Sale
                     
                     
                        The date of sale of the foreclosed collateral.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        RREC21
                     
                     
                        Sale Price
                     
                     
                        Price achieved on sale of collateral in case of foreclosure.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREC22
                     
                     
                        Collateral Currency
                     
                     
                        This is the currency in which the valuation amount provided in RREC13 is denominated.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        RREC23
                     
                     
                        Guarantor Type
                     
                     
                        Guarantor Type:
                        
                                     
                                 
                                 
                                    No Guarantor (NGUA)
                                 
                              
                                     
                                 
                                 
                                    Individual — Family Relation (FAML)
                                 
                              
                                     
                                 
                                 
                                    Individual — Other (IOTH)
                                 
                              
                                     
                                 
                                 
                                    Government (GOVE)
                                 
                              
                                     
                                 
                                 
                                    Bank (BANK)
                                 
                              
                                     
                                 
                                 
                                    Insurance Product (INSU)
                                 
                              
                                     
                                 
                                 
                                    Nationale Hypotheek Garantie Guarantee Scheme (NHGX)
                                 
                              
                                     
                                 
                                 
                                    Fonds de Garantie de l’Accession Sociale (FGAS)
                                 
                              
                                     
                                 
                                 
                                    Caution (CATN)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
               (1)  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 (OJ L 289, 3.9.2020, p. 1).
         
      
      
         
            ANNEX III
            
               UNDERLYING EXPOSURES INFORMATION — COMMERCIAL REAL ESTATE (CRE)
            
            
                        Field code
                     
                     
                        Field name
                     
                     
                        Content to report
                     
                     
                        ND1-ND4 allowed?
                     
                     
                        ND5 allowed?
                     
                  
                        Underlying exposures information section
                     
                  
                        CREL1
                     
                     
                        Unique Identifier
                     
                     
                        The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CREL2
                     
                     
                        Original Obligor Identifier
                     
                     
                        Original unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CREL3
                     
                     
                        New Obligor Identifier
                     
                     
                        If the original identifier in field CREL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CREL2. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CREL4
                     
                     
                        Original Underlying Exposure Identifier
                     
                     
                        Unique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CREL5
                     
                     
                        New Underlying Exposure Identifier
                     
                     
                        If the original identifier in field CREL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CREL4. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CREL6
                     
                     
                        Data Cut-Off Date
                     
                     
                        The data cut-off date for this data submission.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CREL7
                     
                     
                        Pool Addition Date
                     
                     
                        The date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL8
                     
                     
                        Date Of Restructuring
                     
                     
                        Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.
                        In the event of multiple dates, all dates must be provided in accordance with the XML schema.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREL9
                     
                     
                        Date Of Repurchase
                     
                     
                        Date on which the underlying exposure was repurchased from the pool.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL10
                     
                     
                        Date Of Substitution
                     
                     
                        If underlying exposure was substituted for another underlying exposure after the Securitisation Date, the date of such substitution.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL11
                     
                     
                        Redemption Date
                     
                     
                        Date on which account redeemed or (for defaulted underlying exposures) the date on which the recovery process was completed.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL12
                     
                     
                        Geographic Region — Obligor
                     
                     
                        The geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL13
                     
                     
                        Geographic Region Classification
                     
                     
                        Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL14
                     
                     
                        Special Scheme
                     
                     
                        If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREL15
                     
                     
                        Origination Date
                     
                     
                        Date of original underlying exposure advance.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL16
                     
                     
                        Start Date Of Amortisation
                     
                     
                        The date on which amortisation will commence on the securitised underlying exposure (this can be a date prior to the securitisation date).
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREL17
                     
                     
                        Maturity Date At Securitisation Date
                     
                     
                        The maturity date of the underlying exposure as defined in the underlying exposure agreement. This would not take into account any extended maturity date on which may be allowed under the underlying exposure agreement.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL18
                     
                     
                        Maturity Date
                     
                     
                        The date of maturity of the underlying exposure or expiry of the lease.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL19
                     
                     
                        Original Term
                     
                     
                        Original contractual term (number of months) at the origination date.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREL20
                     
                     
                        Duration Of Extension Option
                     
                     
                        Duration in months of any maturity extension option available to the underlying exposure. In the event of multiple maturity extensions available, enter the duration of the option that has the shortest extension period for the underlying exposure.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL21
                     
                     
                        Nature Of Extension Option
                     
                     
                        Reference thresholds involved for the possibility of triggering/exercising the extension option referred to in field CREL20:
                        
                                     
                                 
                                 
                                    Minimum Interest Coverage Ratio (MICR)
                                 
                              
                                     
                                 
                                 
                                    Minimum Debt Service Coverage Ratio (MDSC)
                                 
                              
                                     
                                 
                                 
                                    Maximum Loan-To-Value (MLTV)
                                 
                              
                                     
                                 
                                 
                                    Multiple Conditions (MLTC)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL22
                     
                     
                        Currency Denomination
                     
                     
                        The underlying exposure currency denomination.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CREL23
                     
                     
                        Current Principal Balance
                     
                     
                        Outstanding principal balance of the securitised underlying exposure. This includes any amounts that are secured by the mortgage and will be classed as principal in the securitisation. For example if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. It excludes any interest arrears or penalty amounts.
                        Current balance includes the principal arrears. However, savings amount are to be deducted if a subparticipation exists. (i.e. underlying exposure balance = underlying exposure +/- subparticipation; +/- 0 if no subparticipation).
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL24
                     
                     
                        Original Principal Balance
                     
                     
                        Original underlying exposure balance (inclusive of fees).
                        This is referring to the balance of the underlying exposure at the underlying exposure origination date, not the date of the underlying exposure’s sale to the SSPE or the closing date of the securitisation.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREL25
                     
                     
                        Original Principal Balance At Securitisation Date
                     
                     
                        Original Principal Balance of the securitised underlying exposure at the Securitisation Date as identified in the Offering Circular.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL26
                     
                     
                        Committed Undrawn Facility Underlying Exposure Balance
                     
                     
                        The total whole underlying exposure remaining facility/Undrawn balance at the end of the period. The total whole underlying exposure remaining facility at the end of the Interest Payment date on which the obligor can still draw upon.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CREL27
                     
                     
                        Total Other Amounts Outstanding
                     
                     
                        Cumulative outstanding amounts on loan (e.g. insurance premium, ground rents, cap ex) that have been expended by SSPE/Servicer. The cumulative amount of any property protection advances or other sums that have been advanced by the Servicer or SSPE and not yet reimbursed by the obligor.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL28
                     
                     
                        Purchase Price
                     
                     
                        Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL29
                     
                     
                        Latest Utilisation Date
                     
                     
                        Date of the most recent utilisation/drawdown of the underlying exposure facility agreement.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL30
                     
                     
                        Purpose
                     
                     
                        Underlying exposure purpose — In the event of multiple purposes, report the option that best describes the arrangement:
                        
                                     
                                 
                                 
                                    Acquisition for investment (ACQI)
                                 
                              
                                     
                                 
                                 
                                    Acquisition for Liquidation (ACQL)
                                 
                              
                                     
                                 
                                 
                                    Refinancing (RFIN)
                                 
                              
                                     
                                 
                                 
                                    Construction (CNST)
                                 
                              
                                     
                                 
                                 
                                    Redevelopment (RDVL)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL31
                     
                     
                        Structure
                     
                     
                        Underlying Exposure Structure:
                        
                                     
                                 
                                 
                                    Whole loan — not split into subordinated debt items/notes (LOAN)
                                 
                              
                                     
                                 
                                 
                                    Participated mortgage underlying exposure with pari passu debt outside the issuance vehicle (PMLP)
                                 
                              
                                     
                                 
                                 
                                    Participated mortgage underlying exposure with subordinate debt outside the issuance vehicle (PMLS)
                                 
                              
                                     
                                 
                                 
                                    A Loan; as part of an A/B participation structure (AABP)
                                 
                              
                                     
                                 
                                 
                                    B Loan; as part of an A/B participation structure (BABP)
                                 
                              
                                     
                                 
                                 
                                    A Loan; as part of an A/B/C participation structure (AABC)
                                 
                              
                                     
                                 
                                 
                                    B Loan; as part of an A/B/C participation structure (BABC)
                                 
                              
                                     
                                 
                                 
                                    C Loan; as part of an A/B/C participation structure (CABC)
                                 
                              
                                     
                                 
                                 
                                    Structural mezzanine financing (MZZD)
                                 
                              
                                     
                                 
                                 
                                    Subordinate debt with separate loan documentation outside the issuance vehicle (SOBD)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL32
                     
                     
                        Waterfall A-B Pre Enforcement Scheduled Interest Payments
                     
                     
                        Waterfall pre-enforcement schedule for interest payments:
                        
                                     
                                 
                                 
                                    Sequential (SQNL)
                                 
                              
                                     
                                 
                                 
                                    B loan first (BLLF)
                                 
                              
                                     
                                 
                                 
                                    Pro-Rata (PRAT)
                                 
                              
                                     
                                 
                                 
                                    Modified Pro-Rata (MPRT)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL33
                     
                     
                        Waterfall A-B Pre Enforcement Scheduled Principal Payments
                     
                     
                        Waterfall pre-enforcement schedule for principal payments:
                        
                                     
                                 
                                 
                                    Sequential (SQNL)
                                 
                              
                                     
                                 
                                 
                                    B loan first (BLLF)
                                 
                              
                                     
                                 
                                 
                                    Pro-Rata (PRAT)
                                 
                              
                                     
                                 
                                 
                                    Modified Pro-Rata (MPRT)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL34
                     
                     
                        Principal Payment Allocation To Senior Loan
                     
                     
                        Insert % of all periodical scheduled principal payments that go to the senior loan (e.g. A loan), if there are multiple loans in the lending arrangement (for example, if field CREL31 is completed with values PMLS, AABP, BABP, AABC, BABC, or CABC).
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL35
                     
                     
                        Waterfall Type
                     
                     
                        Type of waterfall governing the overall lending arrangement:
                        
                                     
                                 
                                 
                                    Interest A, principal A, interest B, principal B (IPIP)
                                 
                              
                                     
                                 
                                 
                                    Interest A, interest B, principal A, principal B (IIPP)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL36
                     
                     
                        Defaulted Underlying Exposure Purchase Price
                     
                     
                        If the subordinated loan holder (e.g. B loan holder) can purchase the senior loan in an event of default, enter the purchase price as per the applicable co-lender/intercreditor agreement.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL37
                     
                     
                        Cure Payments Possible?
                     
                     
                        Can the subordinated loan holder (e.g. B loan holder) make cure payments in lieu of the mortgage obligor? Select from the list below:
                        
                                     
                                 
                                 
                                    No possibility to make cure payment (NCPP)
                                 
                              
                                     
                                 
                                 
                                    Cure payment can be made up to a fixed number limit over the lifetime of the underlying exposure (FNLP)
                                 
                              
                                     
                                 
                                 
                                    Cure payment can be made without limit over the lifetime of the underlying exposure (NLCP)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL38
                     
                     
                        Restrictions On Sale Of Subordinated Loan?
                     
                     
                        Are there any restrictions on the ability of the subordinated loan holder (e.g. B loan holder) to sell off the loan to a third party?
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL39
                     
                     
                        Subordinated Loan Holder Affiliated To Obligor?
                     
                     
                        Is there a non-disenfranchised subordinated loan holder (e.g. B loan holder) affiliated (i.e. part of the same financial group) to the commercial mortgage obligor?
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL40
                     
                     
                        Subordinated Loan Holder Control Of Workout Process
                     
                     
                        Can the subordinated loan holder (e.g. B loan holder) exercise control over the decision to and process to enforce and sell the loan collateral?
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL41
                     
                     
                        Do Non-Payments On Prior Ranking Claims Constitute A Default Of The Underlying Exposure?
                     
                     
                        Do Non-payments on Prior Ranking Claims Constitute a Default of the underlying exposure?
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL42
                     
                     
                        Do Non-Payments On Equal Ranking Underlying Exposures Constitute Default Of Property?
                     
                     
                        Do Non-payments on Equal Ranking underlying exposures Constitute Default of Property?
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL43
                     
                     
                        Noteholder Consent
                     
                     
                        Is Noteholder consent needed in any restructuring? Restructuring includes changes in the securitised underlying exposure’s payment terms (including interest rate, fees, penalties, maturity, repayment schedule, and/or other generally-accepted measures of payment terms)
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL44
                     
                     
                        Noteholder Meeting Scheduled
                     
                     
                        What date is the next noteholder meeting scheduled for?
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL45
                     
                     
                        Syndicated
                     
                     
                        Is the underlying exposure syndicated?
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL46
                     
                     
                        Participation Of SSPE
                     
                     
                        Method used by the SSPE to acquire ownership in the syndicated underlying exposure:
                        
                                     
                                 
                                 
                                    Assignment (ASGN)
                                 
                              
                                     
                                 
                                 
                                    Novation (NOVA)
                                 
                              
                                     
                                 
                                 
                                    Equitable Assignment (EQTB)
                                 
                              
                                     
                                 
                                 
                                    Funded Participation (pari passu interest) (PARI)
                                 
                              
                                     
                                 
                                 
                                    Junior Participation Interest (JUNP)
                                 
                              
                                     
                                 
                                 
                                    Legal Assignment (LGAS)
                                 
                              
                                     
                                 
                                 
                                    Notified Assignment (NOTA)
                                 
                              
                                     
                                 
                                 
                                    Sub Participation (SUBP)
                                 
                              
                                     
                                 
                                 
                                    Risk Participation (RSKP)
                                 
                              
                                     
                                 
                                 
                                    Sale Event (SALE)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL47
                     
                     
                        Consequence For Breach Of Financial Covenant
                     
                     
                        The consequence for the financial covenant breach:
                        
                                     
                                 
                                 
                                    Event of Default (EDFT)
                                 
                              
                                     
                                 
                                 
                                    Additional Amortisation (AAMR)
                                 
                              
                                     
                                 
                                 
                                    Cash Trap Reserve (CTRS)
                                 
                              
                                     
                                 
                                 
                                    Terminate Property Manager (TPRM)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL48
                     
                     
                        Financial Information Non-Submission Penalties
                     
                     
                        Are there are monetary penalties for obligor’s failure to submit required financial information (Op. Statement, Schedule, etc.) as per underlying exposure documents?
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL49
                     
                     
                        Recourse
                     
                     
                        Is there recourse (full or limited) to the obligor’s assets beyond the proceeds of any collateral for this underlying exposure?
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREL50
                     
                     
                        Recourse - 3rd Party
                     
                     
                        Is there recourse (full or limited) to another party (e.g. guarantor) in the event the obligor defaults on an obligation under the underlying exposure agreement?
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREL51
                     
                     
                        Servicing Standard
                     
                     
                        Does the servicer of this securitised underlying exposure also service the whole underlying exposure or only one/several components of the whole underlying exposure (e.g. A or B component; or one of the pari-passu components)?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CREL52
                     
                     
                        Amounts Held In Escrow
                     
                     
                        Total balance of the legally charged reserve accounts as at the data cut-off date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL53
                     
                     
                        Collection Of Escrows
                     
                     
                        Enter Y if any payments are held in reserve accounts to cover ground lease payments, insurance or taxes only (not maintenance, improvements, capex etc.) as required under the underlying exposure agreement.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL54
                     
                     
                        Collection Of Other Reserves
                     
                     
                        Are any amounts other than ground rents taxes or insurance held in reserve accounts as required under the terms of the underlying exposure agreement for tenant improvements, leasing commissions and similar items in respect of the related property or for purpose of providing additional collateral for such underlying exposure?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CREL55
                     
                     
                        Trigger For Escrow To Be Held
                     
                     
                        Type of trigger event leading to amounts to be paid into escrow:
                        
                                     
                                 
                                 
                                    No Trigger (NONE)
                                 
                              
                                     
                                 
                                 
                                    Loan to Value Trigger (LVTX)
                                 
                              
                                     
                                 
                                 
                                    Interest Coverage Trigger (ICVR)
                                 
                              
                                     
                                 
                                 
                                    Debt Service Coverage Trigger (DSCT)
                                 
                              
                                     
                                 
                                 
                                    Net Operating Income Trigger (NOIT)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL56
                     
                     
                        Target Escrow Amounts/Reserves
                     
                     
                        Target escrow amounts/reserves.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL57
                     
                     
                        Escrow Account Release Conditions
                     
                     
                        Release conditions of the escrow account. If multiple conditions, each condition must be provided in accordande with the XML schema.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL58
                     
                     
                        Conditions Of Drawing Cash Reserve
                     
                     
                        When the Cash Reserve can be used:
                        
                                     
                                 
                                 
                                    Financial Covenant Breach (FICB)
                                 
                              
                                     
                                 
                                 
                                    Trigger Event (TREV)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL59
                     
                     
                        Escrow Account Currency
                     
                     
                        Escrow account currency denomination.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL60
                     
                     
                        Escrow Payments Currency
                     
                     
                        Currency of the Escrow payments. Fields CREL52 and CREL56.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL61
                     
                     
                        Total Reserve Balance
                     
                     
                        Total balance of the reserve accounts at the underlying exposure level at the underlying exposure Payment Date. Includes Maintenance, Repairs & Environmental, etc. (excludes Tax & Insurance reserves Includes LC’s for reserves. to be completed if field CREL54 (‘Collection of Other Reserves’) is equal to ‘Y’ = Yes.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL62
                     
                     
                        Reserve Balance Currency
                     
                     
                        Reserve account currency denomination.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL63
                     
                     
                        Escrow Trigger Event Occurred
                     
                     
                        Enter Y if an event has occurred which has caused reserve amounts to be established. Enter N if payments are built up as a normal condition of the underlying exposure agreement.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CREL64
                     
                     
                        Amounts Added To Escrows In Current Period
                     
                     
                        Amount that has been added to any escrows or reserves between the previous data cut-off date and the data cut-off date of this data submission.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL65
                     
                     
                        Revenue
                     
                     
                        Total revenues from all sources for the period covered by the most recent financial operating statement (i.e. year to date or trailing 12 months) for all the properties. May be normalised if required by the applicable servicing agreement.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL66
                     
                     
                        Operating Expenses At Securitisation Date
                     
                     
                        Total underwritten operating expenses for all the properties as described in the Offering Circular. These may include real estate taxes, insurance, management, utilities, maintenance and repairs and direct property costs to the landlord; capital expenditures and leasing commissions are excluded. If multiple properties exist, total the operating expenses of the underlying properties.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL67
                     
                     
                        Capital Expenditures At Securitisation Date
                     
                     
                        Anticipated capex over the life of the securitised underlying exposure at Securitisation Date (as opposed to repairs and maintenance) if identified in the Offering Circular.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL68
                     
                     
                        Financial Statement Currency
                     
                     
                        The currency used in the initial financial reporting of fields CREL65 — CREL66.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL69
                     
                     
                        Obligor Reporting Breach
                     
                     
                        Is obligor in breach of its obligation to deliver reports to underlying exposure servicer or lender? Y = Yes or N = No.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL70
                     
                     
                        Debt Service Coverage Ratio Method
                     
                     
                        Define the calculation of the Debt Service Coverage Ratio financial covenant requirement, the inferred method of calculation. If the calculation method differs between the whole loan and the A-loan, then enter the A-loan method.
                        Current Period (CRRP)
                        Projection - 6 month forward calculation (PRSF)
                        Projection - 12 month forward calculation (PRTF)
                        Combo 6 — Current period and a 6 month forward calculation (CMSF)
                        Combo 12 — Current period and a 6 month forward calculation (CMTF)
                        Historical - 6 month forward calculation (HISF)
                        Historical - 12 month forward calculation (HITF)
                        Modified — Includes a reserve injection or a percentage rental income probability calculation (MODI)
                        Multiple Period — Consecutive period calculation (MLTP)
                        Other (OTHR)
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL71
                     
                     
                        Debt Service Coverage Ratio Indicator At Securitisation Date
                     
                     
                        How the Debt Service Coverage Ratio is calculated or applied when an underlying exposure relates to multiple properties:
                        
                                     
                                 
                                 
                                    Partial — Not all properties received financials, servicer to leave empty (PRTL)
                                 
                              
                                     
                                 
                                 
                                    Average — Not all properties received financials, servicer allocates debt service only to properties where financials are received (AVER)
                                 
                              
                                     
                                 
                                 
                                    Full — All statements collected for all properties (FULL)
                                 
                              
                                     
                                 
                                 
                                    Worst Case — Not all properties received financials, servicer allocates 100 % of debt service to all properties where financials are received (WCAS)
                                 
                              
                                     
                                 
                                 
                                    None Collected — No financials were received (NCOT)
                                 
                              
                                     
                                 
                                 
                                    Consolidated — All properties reported on one ‘rolled up’ financial from the obligor (COND)
                                 
                              
                                     
                                 
                                 
                                    Whole loan based on loan agreements (WLAG)
                                 
                              
                                     
                                 
                                 
                                    Whole loan based on other method (WLOT)
                                 
                              
                                     
                                 
                                 
                                    Trust Note based on loan agreement (TNAG)
                                 
                              
                                     
                                 
                                 
                                    Trust Note based on other method (TNOT)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL72
                     
                     
                        Most Recent Debt Service Coverage Ratio Indicator
                     
                     
                        How the Debt Service Coverage Ratio is calculated or applied when an underlying exposure relates to multiple properties:
                        
                                     
                                 
                                 
                                    Partial — Not all properties received financials, servicer to leave empty (PRTL)
                                 
                              
                                     
                                 
                                 
                                    Average — Not all properties received financials, servicer allocates debt service only to properties where financials are received (AVER)
                                 
                              
                                     
                                 
                                 
                                    Full — All statements collected for all properties (FULL)
                                 
                              
                                     
                                 
                                 
                                    Worst Case — Not all properties received financials, servicer allocates 100 % of debt service to all properties where financials are received (WCAS)
                                 
                              
                                     
                                 
                                 
                                    None Collected — No financials were received (NCOT)
                                 
                              
                                     
                                 
                                 
                                    Consolidated — All properties reported on one ‘rolled up’ financial from the obligor (COND)
                                 
                              
                                     
                                 
                                 
                                    Whole loan based on loan agreements (WLAG)
                                 
                              
                                     
                                 
                                 
                                    Whole loan based on other method (WLOT)
                                 
                              
                                     
                                 
                                 
                                    Trust Note based on loan agreement (TNAG)
                                 
                              
                                     
                                 
                                 
                                    Trust Note based on other method (TNOT)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL73
                     
                     
                        Debt Service Coverage Ratio At The Securitisation Date
                     
                     
                        The Debt Service Coverage Ratio calculation for the securitised underlying exposure, at the Securitisation Date, based on the underlying exposure documentation.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL74
                     
                     
                        Current Debt Service Coverage Ratio
                     
                     
                        Current Debt Service Coverage Ratio calculation for the securitised underlying exposure, based on the underlying exposure documentation.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL75
                     
                     
                        Original Loan-To-Value
                     
                     
                        The Loan to Value ratio (LTV) for the entire lending arrangement (i.e. not just reflecting the securitised loan amount), as at the Securitisation Date.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL76
                     
                     
                        Current Loan-To-Value
                     
                     
                        Current Loan to Value ratio (LTV) for the entire lending arrangement (i.e. not just reflecting the securitised loan amount).
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL77
                     
                     
                        Interest Coverage Ratio At The Securitisation Date
                     
                     
                        The Interest Coverage Ratio calculation for the securitised underlying exposure, at the Securitisation Date.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL78
                     
                     
                        Current Interest Coverage Ratio
                     
                     
                        Current Interest Coverage Ratio calculation for the securitised underlying exposure.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL79
                     
                     
                        Interest Coverage Ratio Method
                     
                     
                        Define the calculation of the Interest Coverage Ratio financial covenant requirement at the level of the securitised underlying exposure (or the whole underlying exposure level if not specified for any specific underlying exposure arrangements within the overall lending arrangement), the inferred method of calculation:
                        
                                     
                                 
                                 
                                    Current Period (CRRP)
                                 
                              
                                     
                                 
                                 
                                    Projection - 6 month forward calculation (PRSF)
                                 
                              
                                     
                                 
                                 
                                    Projection - 12 month forward calculation (PRTF)
                                 
                              
                                     
                                 
                                 
                                    Combo 6 — Current period and a 6 month forward calculation (CMSF)
                                 
                              
                                     
                                 
                                 
                                    Combo 12 — Current period and a 6 month forward calculation (CMTF)
                                 
                              
                                     
                                 
                                 
                                    Historical - 6 month forward calculation (HISF)
                                 
                              
                                     
                                 
                                 
                                    Historical - 12 month forward calculation (HITF)
                                 
                              
                                     
                                 
                                 
                                    Modified — Includes a reserve injection or a percentage rental income probability calculation (MODI)
                                 
                              
                                     
                                 
                                 
                                    Multiple Period — Consecutive period calculation (MLTP)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL80
                     
                     
                        Number Of Properties At Securitisation Date
                     
                     
                        The number of properties that serve as security for the underlying exposure at the Securitisation Date.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL81
                     
                     
                        Number Of Properties At Data Cut-Off Date
                     
                     
                        The number of properties that serve as security for the underlying exposure.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL82
                     
                     
                        Properties Collateralised To The Underlying Exposure
                     
                     
                        Enter the unique collateral identifiers (CREC4) of the properties that serve as security for the underlying exposure at the data cut-off date. If multiple properties enter all of the identifiers as set out in the XML schema.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CREL83
                     
                     
                        Property Portfolio Value At Securitisation Date
                     
                     
                        The valuation of the properties securing the underlying exposure at the Securitisation Date as described in the Offering Circular. If multiple properties then sum the value of the properties.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL84
                     
                     
                        Property Portfolio Valuation Currency At Securitisation Date
                     
                     
                        The currency of the valuation in CREL83.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL85
                     
                     
                        Status Of Properties
                     
                     
                        Status of properties. Where multiple situations from the list below exist, choose the situation which best represents the overall set of properties.
                        Lasting Power of Attorney (LPOA)
                        Receivership (RCVR)
                        In Foreclosure (FCLS)
                        Real Estate Owned (REOW)
                        Defeased (DFSD)
                        Partial Release (PRLS)
                        Released (RLSD)
                        Same as at Securitisation Date (SCDT)
                        In special servicing (SSRV)
                        Other (OTHR)
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL86
                     
                     
                        Valuation Date At Securitisation Date
                     
                     
                        The date the valuation was prepared for the values disclosed in the Offering Circular. For multiple properties, if several dates, take the most recent date.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL87
                     
                     
                        Amortisation Type
                     
                     
                        Type of amortisation of the underlying exposure including principal and interest.
                        French — i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX)
                        German — i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest. (DEXX)
                        Fixed amortisation schedule — i.e. Amortisation in which the principal amount repaid in each instalment is the same. (FIXE)
                        Bullet — i.e. Amortisation in which the full principal amount is repaid in the last instalment. (BLLT)
                        Other (OTHR)
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL88
                     
                     
                        Principal Grace Period End Date
                     
                     
                        If applicable as at the data cut-off date, indicate the principal grace period end date.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL89
                     
                     
                        Grace Days Allowed
                     
                     
                        The number of days after a payment is due in which the lender will not consider the missed payment to be an Event of Default. This refers to missed payments due to non-technical reasons (i.e. missed payments not due to systems failures for example).
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL90
                     
                     
                        Scheduled Principal Payment Frequency
                     
                     
                        Frequency of principal payments due, i.e. period between payments:
                        
                                     
                                 
                                 
                                    Monthly (MNTH)
                                 
                              
                                     
                                 
                                 
                                    Quarterly (QUTR)
                                 
                              
                                     
                                 
                                 
                                    Semi Annual (SEMI)
                                 
                              
                                     
                                 
                                 
                                    Annual (YEAR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL91
                     
                     
                        Scheduled Interest Payment Frequency
                     
                     
                        Frequency of interest payments due, i.e. period between payments:
                        
                                     
                                 
                                 
                                    Monthly (MNTH)
                                 
                              
                                     
                                 
                                 
                                    Quarterly (QUTR)
                                 
                              
                                     
                                 
                                 
                                    Semi Annual (SEMI)
                                 
                              
                                     
                                 
                                 
                                    Annual (YEAR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL92
                     
                     
                        Number Of Payments Before Securitisation
                     
                     
                        Enter the number of payments made prior to the exposure being transferred to the securitisation.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL93
                     
                     
                        Prepayment Terms Description
                     
                     
                        Must reflect the information in offering circular. For instance, if the prepayment terms are the payment of a 1 % fee in year one, 0,5 % in year two and 0,25 % in year three of the loan this may be shown in the offering circular as: 1 %(12), 0,5 %(24), 0,25 %(36).
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREL94
                     
                     
                        Prepayment Lock-Out End Date
                     
                     
                        The date after which the lender allows prepayment of the underlying exposure.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREL95
                     
                     
                        Yield Maintenance End Date
                     
                     
                        Date after which underlying exposure can be prepaid without yield maintenance.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL96
                     
                     
                        Prepayment Fee
                     
                     
                        Amount collected from the obligor as the fee/penalty due for making prepayments as required under the terms of the underlying exposure agreement. This is not intended to include any amounts paid as a ‘break cost’ to make up interest payments up to the underlying exposure Payment Date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL97
                     
                     
                        Prepayment Fee End Date
                     
                     
                        The date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREL98
                     
                     
                        Unscheduled Principal Collections
                     
                     
                        Unscheduled payments of principal received in the most recent collection period. Other principal payments received during the interest period that will be used to pay down the underlying exposure. This may relate to sales proceeds, voluntary prepayments, or liquidation amounts.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL99
                     
                     
                        Liquidation/Prepayment Date
                     
                     
                        The most recent date on which an unscheduled principal payment was received or liquidation proceeds are received.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL100
                     
                     
                        Liquidation/Prepayment Code
                     
                     
                        Code assigned to any unscheduled principal payments or liquidation proceeds received during the collection period:
                        
                                     
                                 
                                 
                                    Partial Liquidation (Curtailment) (PTLQ)
                                 
                              
                                     
                                 
                                 
                                    Payoff Prior to Maturity (PTPY)
                                 
                              
                                     
                                 
                                 
                                    Liquidation or Disposition (LQDP)
                                 
                              
                                     
                                 
                                 
                                    Repurchase or Substitution (RPSB)
                                 
                              
                                     
                                 
                                 
                                    Full Payoff at Maturity (FLPY)
                                 
                              
                                     
                                 
                                 
                                    Discounted Payoff (DPOX)
                                 
                              
                                     
                                 
                                 
                                    Payoff with Penalty (PYPN)
                                 
                              
                                     
                                 
                                 
                                    Payoff with Yield Maintenance (YLMT)
                                 
                              
                                     
                                 
                                 
                                    Curtailment with Penalty (CTPL)
                                 
                              
                                     
                                 
                                 
                                    Curtailment with Yield Maintenance (CTYL)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL101
                     
                     
                        Prepayment Interest Excess/Shortfall
                     
                     
                        Shortfall or excess of actual interest payment from the scheduled interest payment that is not related to an underlying exposure default. Results from a prepayment received on a date other than a scheduled payment due date: Shortfall – The difference by which the amount of interest paid is less than the scheduled interest that was due on the underlying exposure Payment Date, (this would only apply if there is a shortfall after the obligor has paid any break costs). Excess – Interest collected in excess of the accrued interest due for the underlying exposure interest accrual period. A negative number represents a shortfall and excess is represented as a positive number.
                        Refers to the entire lending arrangement (i.e. not just reflecting the securitised underlying exposure amount)
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL102
                     
                     
                        Payment Date
                     
                     
                        The most recent date principal and interest is paid to the SSPE as at the data cut-off date, this would normally be the interest payment date of the underlying exposure.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL103
                     
                     
                        Next Payment Adjustment Date
                     
                     
                        For adjustable rate underlying exposures, the next date on which the amount of scheduled principal and/or interest is due to change. For fixed rate underlying exposures, enter the next payment date.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL104
                     
                     
                        Next Payment Date
                     
                     
                        Date of next underlying exposure payment.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL105
                     
                     
                        Payment Due
                     
                     
                        This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL106
                     
                     
                        Original Interest Rate
                     
                     
                        Underlying exposure all-in interest rate at the date of origination of the securitised underlying exposure.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL107
                     
                     
                        Interest Rate At The Securitisation Date
                     
                     
                        The total interest rate (e.g. EURIBOR + Margin) that is being used to calculate interest due on the securitised underlying exposure for the first Interest Payment Date after the Securitisation Date.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL108
                     
                     
                        First Payment Adjustment Date
                     
                     
                        For adjustable rate underlying exposures, the first date on which the amount of scheduled principal and/or interest is due to change. For fixed rate underlying exposures, enter the first date on which the amount of scheduled principal or interest is due (not the first date after securitisation on which it could change).
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREL109
                     
                     
                        Interest Rate Type
                     
                     
                        Interest rate type:
                        
                                     
                                 
                                 
                                    Floating rate underlying exposure (for life) (FLIF)
                                 
                              
                                     
                                 
                                 
                                    Floating rate underlying exposure linked to one index that will revert to another index in the future (FINX)
                                 
                              
                                     
                                 
                                 
                                    Fixed rate underlying exposure (for life) (FXRL)
                                 
                              
                                     
                                 
                                 
                                    Fixed with future periodic resets (FXPR)
                                 
                              
                                     
                                 
                                 
                                    Fixed rate underlying exposure with compulsory future switch to floating (FLCF)
                                 
                              
                                     
                                 
                                 
                                    Floating rate underlying exposure with floor (FLFL)
                                 
                              
                                     
                                 
                                 
                                    Floating rate underlying exposure with cap (CAPP)
                                 
                              
                                     
                                 
                                 
                                    Floating rate underlying exposure with both floor and cap (FLCA)
                                 
                              
                                     
                                 
                                 
                                    Discount (DISC)
                                 
                              
                                     
                                 
                                 
                                    Switch Optionality (SWIC)
                                 
                              
                                     
                                 
                                 
                                    Obligor Swapped (OBLS)
                                 
                              
                                     
                                 
                                 
                                    Modular (MODE)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL110
                     
                     
                        Current Interest Rate
                     
                     
                        Gross rate per annum used to calculate the current period scheduled interest on the securitised underlying exposure. Rates calculated on a period-by-period basis must be annualised.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL111
                     
                     
                        Current Interest Rate Index
                     
                     
                        The base reference interest index currently applicable (the reference rate off which the interest rate is set):
                        
                                     
                                 
                                 
                                    MuniAAA (MAAA)
                                 
                              
                                     
                                 
                                 
                                    FutureSWAP (FUSW)
                                 
                              
                                     
                                 
                                 
                                    LIBID (LIBI)
                                 
                              
                                     
                                 
                                 
                                    LIBOR (LIBO)
                                 
                              
                                     
                                 
                                 
                                    SWAP (SWAP)
                                 
                              
                                     
                                 
                                 
                                    Treasury (TREA)
                                 
                              
                                     
                                 
                                 
                                    Euribor (EURI)
                                 
                              
                                     
                                 
                                 
                                    Pfandbriefe (PFAN)
                                 
                              
                                     
                                 
                                 
                                    EONIA (EONA)
                                 
                              
                                     
                                 
                                 
                                    EONIASwaps (EONS)
                                 
                              
                                     
                                 
                                 
                                    EURODOLLAR (EUUS)
                                 
                              
                                     
                                 
                                 
                                    EuroSwiss (EUCH)
                                 
                              
                                     
                                 
                                 
                                    TIBOR (TIBO)
                                 
                              
                                     
                                 
                                 
                                    ISDAFIX (ISDA)
                                 
                              
                                     
                                 
                                 
                                    GCFRepo (GCFR)
                                 
                              
                                     
                                 
                                 
                                    STIBOR (STBO)
                                 
                              
                                     
                                 
                                 
                                    BBSW (BBSW)
                                 
                              
                                     
                                 
                                 
                                    JIBAR (JIBA)
                                 
                              
                                     
                                 
                                 
                                    BUBOR (BUBO)
                                 
                              
                                     
                                 
                                 
                                    CDOR (CDOR)
                                 
                              
                                     
                                 
                                 
                                    CIBOR (CIBO)
                                 
                              
                                     
                                 
                                 
                                    MOSPRIM (MOSP)
                                 
                              
                                     
                                 
                                 
                                    NIBOR (NIBO)
                                 
                              
                                     
                                 
                                 
                                    PRIBOR (PRBO)
                                 
                              
                                     
                                 
                                 
                                    TELBOR (TLBO)
                                 
                              
                                     
                                 
                                 
                                    WIBOR (WIBO)
                                 
                              
                                     
                                 
                                 
                                    Bank of England Base Rate (BOER)
                                 
                              
                                     
                                 
                                 
                                    European Central Bank Base Rate (ECBR)
                                 
                              
                                     
                                 
                                 
                                    Lender’s Own Rate (LDOR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL112
                     
                     
                        Current Interest Rate Index Tenor
                     
                     
                        Tenor of the current interest rate index:
                        
                                     
                                 
                                 
                                    Overnight (OVNG)
                                 
                              
                                     
                                 
                                 
                                    IntraDay (INDA)
                                 
                              
                                     
                                 
                                 
                                    1 day (DAIL)
                                 
                              
                                     
                                 
                                 
                                    1 week (WEEK)
                                 
                              
                                     
                                 
                                 
                                    2 week (TOWK)
                                 
                              
                                     
                                 
                                 
                                    1 month (MNTH)
                                 
                              
                                     
                                 
                                 
                                    2 month (TOMN)
                                 
                              
                                     
                                 
                                 
                                    3 month (QUTR)
                                 
                              
                                     
                                 
                                 
                                    4 month (FOMN)
                                 
                              
                                     
                                 
                                 
                                    6 month (SEMI)
                                 
                              
                                     
                                 
                                 
                                    12 month (YEAR)
                                 
                              
                                     
                                 
                                 
                                    On Demand (ONDE)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL113
                     
                     
                        Current Interest Rate Margin
                     
                     
                        Current interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL114
                     
                     
                        Interest Rate Reset Interval
                     
                     
                        Number of months between each interest rate reset date on the underlying exposure.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL115
                     
                     
                        Current Index Rate
                     
                     
                        The index rate used to determine the current securitised underlying exposure interest rate. The interest rate (before margin) used to calculate the interest paid on the securitised underlying exposure payment date in field CREL102.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL116
                     
                     
                        Index Determination Date
                     
                     
                        If the underlying exposure Agreement states specific dates for the index to be set, enter the next index determination date.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL117
                     
                     
                        Rounding Increment
                     
                     
                        The incremental percentage by which an index rate is to be rounded in determining the interest rate as set out in the underlying exposure agreement.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL118
                     
                     
                        Interest Rate Cap
                     
                     
                        Maximum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL119
                     
                     
                        Interest Rate Floor
                     
                     
                        Minimum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL120
                     
                     
                        Current Default Interest Rate
                     
                     
                        Interest rate used to calculate the default interest paid on the securitised underlying exposure payment date in field CREL102.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL121
                     
                     
                        Accrual Of Interest Allowed
                     
                     
                        Do the documents describing the terms and conditions of the underlying exposure allow for interest to be accrued and capitalised?
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL122
                     
                     
                        Day Count Convention
                     
                     
                        The ‘days’ convention used to calculate interest:
                        
                                     
                                 
                                 
                                    30/360 (A011)
                                 
                              
                                     
                                 
                                 
                                    Actual/365 (A005)
                                 
                              
                                     
                                 
                                 
                                    Actual/360 (A004)
                                 
                              
                                     
                                 
                                 
                                    Actual/Actual ICMA (A006)
                                 
                              
                                     
                                 
                                 
                                    Actual/Actual ISDA (A008)
                                 
                              
                                     
                                 
                                 
                                    Actual/Actual AFB (A010)
                                 
                              
                                     
                                 
                                 
                                    Actual/366 (A009)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL123
                     
                     
                        Total Scheduled Principal & Interest Due
                     
                     
                        Scheduled principal & interest payment due on the securitised underlying exposure on the most recent payment date, as at the data cut-off date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CREL124
                     
                     
                        Total Scheduled Principal & Interest Paid
                     
                     
                        Scheduled Principal & Interest payment paid on the securitised underlying exposure on the most recent payment date, as at the data cut-off date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CREL125
                     
                     
                        Negative Amortisation
                     
                     
                        Negative amortisation/deferred interest/capitalised interest without penalty. Negative amortisation occurs when interest accrued during a payment period is greater than the scheduled payment and the excess amount is added to the outstanding underlying exposure balance. Refers to the entire lending arrangement (i.e. not just reflecting the securitised underlying exposure amount)
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL126
                     
                     
                        Deferred Interest
                     
                     
                        Deferred interest on the whole loan (i.e. including the securitised loan and any other loan belonging to the lending arrangement with the obligor). Deferred interest is the amount by which the interest an obligor is required to pay on a mortgage loan, less than the amount of interest accrued on the outstanding principal balance.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL127
                     
                     
                        Total Shortfalls In Principal & Interest Outstanding
                     
                     
                        Cumulative outstanding principal and interest amounts due on the entire lending arrangement (i.e. not just the securitised underlying exposure) as at the data cut-off date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL128
                     
                     
                        Date Last In Arrears
                     
                     
                        Date the obligor was last in arrears.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREL129
                     
                     
                        Arrears Balance
                     
                     
                        Current balance of arrears, which is defined as:
                        
                                     
                                 
                                 
                                    Total payments due to date
                                 
                              
                                     
                                 
                                 
                                    PLUS any amounts capitalised
                                 
                              
                                     
                                 
                                 
                                    PLUS any fees applied to the account
                                 
                              
                                     
                                 
                                 
                                    LESS total payments received to date.
                                 
                              If no arrears then enter 0.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CREL130
                     
                     
                        Number Of Days In Arrears
                     
                     
                        Number of days this underlying exposure is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CREL131
                     
                     
                        Reason for Default or Foreclosure
                     
                     
                        If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason:
                        
                                     
                                 
                                 
                                    In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX)
                                 
                              
                                     
                                 
                                 
                                    In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX)
                                 
                              
                                     
                                 
                                 
                                    In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREL132
                     
                     
                        Default Amount
                     
                     
                        Total gross default amount before the application of sale proceeds and recoveries and inclusive of any capitalised fees/penalties/etc. If not in default, enter 0.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL133
                     
                     
                        Default Date
                     
                     
                        The date of default.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL134
                     
                     
                        Interest In Arrears
                     
                     
                        Is the interest that accrues on the underlying exposure paid in arrears?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CREL135
                     
                     
                        Actual Default Interest
                     
                     
                        Actual default interest paid between the previous data cut-off date and the data cut-off date of this data submission. Total amount of default interest paid by the obligor during the interest period or on the underlying exposure payment date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL136
                     
                     
                        Account Status
                     
                     
                        Current status of the underlying exposure that has been securitised:
                        
                                     
                                 
                                 
                                    Performing (PERF)
                                 
                              
                                     
                                 
                                 
                                    Restructured — No Arrears (RNAR)
                                 
                              
                                     
                                 
                                 
                                    Restructured — Arrears (RARR)
                                 
                              
                                     
                                 
                                 
                                    Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT)
                                 
                              
                                     
                                 
                                 
                                    Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT)
                                 
                              
                                     
                                 
                                 
                                    Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR)
                                 
                              
                                     
                                 
                                 
                                    Defaulted only under another definition of default being met (DADB)
                                 
                              
                                     
                                 
                                 
                                    Arrears (ARRE)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Breach of Representations and Warranties (REBR)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Defaulted (REDF)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Restructured (RERE)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Special Servicing (RESS)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Other Reason (REOT)
                                 
                              
                                     
                                 
                                 
                                    Redeemed (RDMD)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CREL137
                     
                     
                        Allocated Losses
                     
                     
                        The allocated losses to date, net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect most recent situation as at the data cut-off date, i.e. as recoveries are collected and the work out process progresses.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL138
                     
                     
                        Net Proceeds Received On Liquidation
                     
                     
                        Net proceeds received on liquidation used to determine loss to the SSPE per the Securitisation Documents. The amount of the net proceeds of sale received, this will determine whether there is a loss or shortfall on the underlying exposure.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL139
                     
                     
                        Liquidation Expense
                     
                     
                        Expenses associated with the liquidation to be netted from the other assets of issuer to determine loss per the Securitisation Documents. Amount of any liquidation expenses that will be paid out of the net sales proceeds to determine whether there will be any loss.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL140
                     
                     
                        Expected Timing Of Recoveries
                     
                     
                        The underlying exposure servicer’s expected recovery timing in months.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL141
                     
                     
                        Cumulative Recoveries
                     
                     
                        Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL142
                     
                     
                        Enforcement Start Date
                     
                     
                        The date on which foreclosure or administration proceedings or alternative enforcement procedures were initiated against or agreed by the obligor.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL143
                     
                     
                        Workout Strategy Code
                     
                     
                        Work-out strategy:
                        
                                     
                                 
                                 
                                    Modification (MODI)
                                 
                              
                                     
                                 
                                 
                                    Enforcement (ENFR)
                                 
                              
                                     
                                 
                                 
                                    Receivership (RCVR)
                                 
                              
                                     
                                 
                                 
                                    Insolvency (NSOL)
                                 
                              
                                     
                                 
                                 
                                    Extension (XTSN)
                                 
                              
                                     
                                 
                                 
                                    Loan Sale (LLES)
                                 
                              
                                     
                                 
                                 
                                    Discounted Pay Off (DPFF)
                                 
                              
                                     
                                 
                                 
                                    Property in Possession (PPOS)
                                 
                              
                                     
                                 
                                 
                                    Resolved (RSLV)
                                 
                              
                                     
                                 
                                 
                                    Pending Return to Servicer (PRTS)
                                 
                              
                                     
                                 
                                 
                                    Deed in Lieu of Foreclosure (DLFR)
                                 
                              
                                     
                                 
                                 
                                    Full Pay Off (FPOF)
                                 
                              
                                     
                                 
                                 
                                    Representations and Warranties (REWR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL144
                     
                     
                        Modification
                     
                     
                        Type of modification:
                        
                                     
                                 
                                 
                                    Maturity Date Extension (MEXT)
                                 
                              
                                     
                                 
                                 
                                    Amortisation Change (AMMC)
                                 
                              
                                     
                                 
                                 
                                    Principal Write-off (PWOF)
                                 
                              
                                     
                                 
                                 
                                    Temporary Rate Reduction (TMRR)
                                 
                              
                                     
                                 
                                 
                                    Capitalisation of Interest (CINT)
                                 
                              
                                     
                                 
                                 
                                    Capitalisation of Costs Advanced (e.g. insurance, ground rent) (CPCA)
                                 
                              
                                     
                                 
                                 
                                    Combination (COMB)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL145
                     
                     
                        Special Servicing Status
                     
                     
                        As of the underlying exposure Payment Date is the underlying exposure currently being specially serviced?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CREL146
                     
                     
                        Most Recent Special Servicer Transfer Date
                     
                     
                        The date an underlying exposure was transferred to the special Servicer following a servicing transfer event. Note: If the underlying exposure has had multiple transfers, this is the last date transferred to special servicing.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL147
                     
                     
                        Most Recent Primary Servicer Return Date
                     
                     
                        The date an underlying exposure becomes a ‘corrected mortgage underlying exposure’, which is the date the underlying exposure was returned to the master/primary Servicer from the special Servicer. Note: If the underlying exposure has had multiple transfers, this is the last date returned to the master/primary Servicer from special servicing.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL148
                     
                     
                        Non Recoverability Determined
                     
                     
                        Indicator (Yes/No) as to whether the Servicer or Special Servicer has determined that there will be a shortfall in recovering any advances it has made and the outstanding underlying exposure balance and any other amounts owing on the underlying exposure from proceeds upon sale or liquidation of the property or underlying exposure.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREL149
                     
                     
                        Covenant Breach/Trigger
                     
                     
                        Type of Covenant Breach/Trigger:
                        
                                     
                                 
                                 
                                    Interest Coverage Ratio (ICRX)
                                 
                              
                                     
                                 
                                 
                                    Debt Service Coverage Ratio (DSCR)
                                 
                              
                                     
                                 
                                 
                                    Loan-to-Value (LLTV)
                                 
                              
                                     
                                 
                                 
                                    Interest Coverage Ratio or Debt Service Coverage Ratio (ICDS)
                                 
                              
                                     
                                 
                                 
                                    Interest Coverage Ratio or Debt Service Coverage Ratio or Loan-to-Value (ICDL)
                                 
                              
                                     
                                 
                                 
                                    Property Level Breach (PROP)
                                 
                              
                                     
                                 
                                 
                                    Obligor Level Breach (OBLG)
                                 
                              
                                     
                                 
                                 
                                    Tenant or Vacancy Level Breach (TENT)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL150
                     
                     
                        Date Of Breach
                     
                     
                        The date on which any breach of the underlying exposure terms and conditions occurred. If multiple breaches, the date of the earliest breach.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREL151
                     
                     
                        Date Of Breach Cure
                     
                     
                        The date on which any breach reported in field CREL150 cured. If multiple breaches, the date which the last breach cured.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL152
                     
                     
                        Servicer Watchlist Code
                     
                     
                        If the underlying exposure has been entered onto the servicer watchlist, enter the most appropriate corresponding code from Table 2 in Annex I of this Regulation. If multiple criteria are applicable, list the most detrimental code.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL153
                     
                     
                        Servicer Watchlist Date
                     
                     
                        Determination date on which an underlying exposure was placed on the Watchlist. If underlying exposure came off the Watchlist in a prior period and is now coming back on, use the new entry date.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL154
                     
                     
                        Interest Rate Swap Provider
                     
                     
                        If there is an interest rate swap on the underlying exposure, provide the full legal name of the interest rate swap provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL155
                     
                     
                        Interest Rate Swap Provider Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure interest rate swap provider.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL156
                     
                     
                        Interest Rate Swap Maturity Date
                     
                     
                        Date of maturity for the interest rate underlying exposure level swap.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL157
                     
                     
                        Interest Rate Swap Notional
                     
                     
                        Interest rate underlying exposure level swap notional amount
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL158
                     
                     
                        Currency Swap Provider
                     
                     
                        If there is an exchange rate swap on the underlying exposure, provide the full legal name of the exchange rate swap provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL159
                     
                     
                        Currency Swap Provider Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure currency swap provider.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL160
                     
                     
                        Currency Swap Maturity Date
                     
                     
                        Date of maturity for the currency underlying exposure level swap.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL161
                     
                     
                        Currency Swap Notional
                     
                     
                        Currency underlying exposure level swap notional amount
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL162
                     
                     
                        Exchange Rate For Swap
                     
                     
                        The exchange rate that has been set for a currency underlying exposure level swap.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL163
                     
                     
                        Other Swap Provider
                     
                     
                        The full legal name of the swap provider for the underlying exposure, where the swap is neither an interest rate nor currency swap. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL164
                     
                     
                        Other Swap Provider Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure ‘other’ swap provider.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL165
                     
                     
                        Obligor Must Pay Breakage On Swap
                     
                     
                        Extent to which the obligor is obligated to pay breakage costs to the underlying exposure swap provider. In the event of multiple swaps, enter the most appropriate value.
                        Total Indemnification from obligor (TOTL)
                        Partial Indemnification from obligor (PINO)
                        No Indemnification from obligor (NOPE)
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREL166
                     
                     
                        Full Or Partial Termination Event Of Swap For Current Period
                     
                     
                        If underlying exposure swap has been terminated between the previous data cut-off date and the data cut-off date of the current report submission, identify reason. In the event of multiple swaps, enter the most appropriate value.
                        Swap Terminated due to Ratings Downgrade of Underlying Exposure Swap Provider (RTDW)
                        Swap Terminated due to Payment Default to Underlying Exposure Swap Provider (PYMD)
                        Swap Terminated due to Other Type of Default by Underlying Exposure Swap Counterparty (CNTD)
                        Swap Terminated due to Full or Partial Prepayment by Obligor (PRPY)
                        Swap Terminated due to Other Type of Default by Obligor (OBGD)
                        Other (OTHR)
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL167
                     
                     
                        Net Periodic Payment Made By Swap Provider
                     
                     
                        Net amount of payment made by the swap counterparty securitised underlying exposure, on the underlying exposure Payment Date as required by the swap contract. This does not include any breakage or termination payments. In the event of multiple swaps, enter the sum across all swaps.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL168
                     
                     
                        Breakage Costs Due To Underlying Exposure Swap Provider
                     
                     
                        Amount of any payment due from the obligor to the swap counterparty for partial of full termination of the swap. In the event of multiple swaps, enter the most appropriate value.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL169
                     
                     
                        Shortfall In Payment Of Breakage Costs On Swap
                     
                     
                        Amount of any shortfall, if any, of breakage costs resulting from the full or partial termination of the swap, paid by the obligor. In the event of multiple swaps, enter the sum across all swaps.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL170
                     
                     
                        Breakage Costs Due From Swap Counterparty
                     
                     
                        Amount of any gains paid by the swap counterparty to the obligor on full or partial termination. In the event of multiple swaps, enter the most appropriate value.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL171
                     
                     
                        Next Swap Reset Date
                     
                     
                        Date of next reset date on the underlying exposure level swap. In the event of multiple swaps, enter the most appropriate value.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL172
                     
                     
                        Sponsor
                     
                     
                        The name of the underlying exposure sponsor.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL173
                     
                     
                        Agent Bank Of Syndication Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the agent bank of syndication, i.e. the entity acting as an interface between the obligor and the lending parties involved in the syndicated underlying exposure.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL174
                     
                     
                        Servicer Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure servicer.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL175
                     
                     
                        Servicer Name
                     
                     
                        Give the full legal name of the underlying exposure servicer. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREL176
                     
                     
                        Originator Name
                     
                     
                        Give the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CREL177
                     
                     
                        Originator Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CREL178
                     
                     
                        Originator Establishment Country
                     
                     
                        Country where the underlying exposure originator is established.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CREL179
                     
                     
                        Original Lender Name
                     
                     
                        Give the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREL180
                     
                     
                        Original Lender Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender.
                        Where no Legal Entity Identifier is available, enter ND5.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREL181
                     
                     
                        Original Lender Establishment Country
                     
                     
                        Country where the original lender is established.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        Collateral-level information section
                     
                  
                        CREC1
                     
                     
                        Unique Identifier
                     
                     
                        Report the same unique identifier here as the one entered into field CREL1.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CREC2
                     
                     
                        Underlying Exposure Identifier
                     
                     
                        Unique underlying exposure identifier. This must match the identifier in field CREL5. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CREC3
                     
                     
                        Original Collateral Identifier
                     
                     
                        The original unique identifier assigned to the collateral. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CREC4
                     
                     
                        New Collateral Identifier
                     
                     
                        If the original identifier in field CREC3 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CREC3. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CREC5
                     
                     
                        Collateral Type
                     
                     
                        The primary (in terms of value) type of asset securing the debt. Where there is a guarantee backed by physical or financial collateral, look through the guarantee to any collateral that may be supporting that guarantee.
                        Automobile (CARX)
                        Industrial Vehicle (INDV)
                        Commercial Truck (CMTR)
                        Rail Vehicle (RALV)
                        Nautical Commercial Vehicle (NACM)
                        Nautical Leisure Vehicle (NALV)
                        Aeroplane (AERO)
                        Machine Tool (MCHT)
                        Industrial Equipment (INDE)
                        Office Equipment (OFEQ)
                        IT Equipment (ITEQ)
                        Medical Equipment (MDEQ)
                        Energy Related Equipment (ENEQ)
                        Commercial Building (CBLD)
                        Residential Building (RBLD)
                        Industrial Building (IBLD)
                        Other Vehicle (OTHV)
                        Other Equipment (OTHE)
                        Other Real Estate (OTRE)
                        Other goods or inventory (OTGI)
                        Securities (SECU)
                        Guarantee (GUAR)
                        Other Financial Asset (OTFA)
                        Mixed Categories Due to Security Over All Assets of the Obligor (MIXD)
                        Other (OTHR)
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CREC6
                     
                     
                        Property Name
                     
                     
                        The name of the property that serves as security for the underlying exposure.
                        If the collateral being reported is not property collateral, enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREC7
                     
                     
                        Property Address
                     
                     
                        The address of the property that serves as security for the underlying exposure.
                        If the collateral being reported is not property collateral, enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREC8
                     
                     
                        Geographic Region — Collateral
                     
                     
                        The geographic region (NUTS3 classification) where the physical collateral is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREC9
                     
                     
                        Property Post Code
                     
                     
                        The primary property full postal code.
                        If the collateral being reported is not property collateral, enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREC10
                     
                     
                        Lien
                     
                     
                        Highest lien position held by the originator in relation to the collateral.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREC11
                     
                     
                        Property Status
                     
                     
                        Status of property:
                        
                                     
                                 
                                 
                                    Lasting Power of Attorney (LPOA)
                                 
                              
                                     
                                 
                                 
                                    Receivership (RCVR)
                                 
                              
                                     
                                 
                                 
                                    In Foreclosure (FCLS)
                                 
                              
                                     
                                 
                                 
                                    Real Estate Owned (REOW)
                                 
                              
                                     
                                 
                                 
                                    Defeased (DFSD)
                                 
                              
                                     
                                 
                                 
                                    Partial Release (PRLS)
                                 
                              
                                     
                                 
                                 
                                    Released (RLSD)
                                 
                              
                                     
                                 
                                 
                                    Same as at Securitisation Date (SCDT)
                                 
                              
                                     
                                 
                                 
                                    In Special Servicing (SSRV)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              If the collateral being reported is not property collateral, enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREC12
                     
                     
                        Property Type
                     
                     
                        Property type:
                        
                                     
                                 
                                 
                                    Caravan Park (CRVP)
                                 
                              
                                     
                                 
                                 
                                    Car Park (CARP)
                                 
                              
                                     
                                 
                                 
                                    Health Care (HEAL)
                                 
                              
                                     
                                 
                                 
                                    Hospitality or Hotel (HOTL)
                                 
                              
                                     
                                 
                                 
                                    Industrial (IDSR)
                                 
                              
                                     
                                 
                                 
                                    Land Only (LAND)
                                 
                              
                                     
                                 
                                 
                                    Leisure (LEIS)
                                 
                              
                                     
                                 
                                 
                                    Multifamily (MULF)
                                 
                              
                                     
                                 
                                 
                                    Mixed Use (MIXD)
                                 
                              
                                     
                                 
                                 
                                    Office (OFFC)
                                 
                              
                                     
                                 
                                 
                                    Pub (PUBX)
                                 
                              
                                     
                                 
                                 
                                    Retail (RETL)
                                 
                              
                                     
                                 
                                 
                                    Self Storage (SSTR)
                                 
                              
                                     
                                 
                                 
                                    Warehouse (WARE)
                                 
                              
                                     
                                 
                                 
                                    Various (VARI)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              If the collateral being reported is not property collateral, enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREC13
                     
                     
                        Property Form Of Title
                     
                     
                        The relevant form of property title. A lease on land only, in which the obligor usually owns a building or is required to build as specified in the lease. Such leases are usually long-term net leases; the obligor’s rights and obligations continue until the lease expires or is terminated through default:
                        
                                     
                                 
                                 
                                    Leasehold (LESH)
                                 
                              
                                     
                                 
                                 
                                    Freehold (FREE)
                                 
                              
                                     
                                 
                                 
                                    Mixed (MIXD)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              If the collateral being reported is not property collateral, enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREC14
                     
                     
                        Current Valuation Date
                     
                     
                        The date of the most recent valuation.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREC15
                     
                     
                        Current Valuation Amount
                     
                     
                        The most recent valuation of the property as assessed by an independent external or internal appraiser; if such assessment is not available, the current value of the property can be estimated using a real estate value index sufficiently granular with respect to geographical location and type of property; if such real estate value index is also not available, a real estate price index sufficiently granular with respect to geographical location and type of property can be used after application of a suitably chosen mark-down to account for the depreciation of the property.
                        If the collateral being reported is not property collateral, enter the most recent valuation of the collateral as assessed by an independent external or internal appraiser or, if not available, by the originator.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREC16
                     
                     
                        Current Valuation Method
                     
                     
                        The most recent method of calculating the value of the collateral provided in field CREC15.
                        Full, internal and external inspection (FALL)
                        Full, only external inspection (FEXT)
                        Drive-by (DRVB)
                        Automated Valuation Model (AUVM)
                        Indexed (IDXD)
                        Desktop (DKTP)
                        Managing Agent/Estate Agent (MAEA)
                        Tax Authority (TXAT)
                        Other (OTHR)
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREC17
                     
                     
                        Current Valuation Basis
                     
                     
                        The most recent Valuation Basis:
                        
                                     
                                 
                                 
                                    Open Market (OPEN)
                                 
                              
                                     
                                 
                                 
                                    Vacant Possession (VCNT)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREC18
                     
                     
                        Original Valuation Method
                     
                     
                        The method of calculating the value of the collateral at the time of underlying exposure origination:
                        
                                     
                                 
                                 
                                    Full, internal and external inspection (FALL)
                                 
                              
                                     
                                 
                                 
                                    Full, only external inspection (FEXT)
                                 
                              
                                     
                                 
                                 
                                    Drive-by (DRVB)
                                 
                              
                                     
                                 
                                 
                                    Automated Valuation Model (AUVM)
                                 
                              
                                     
                                 
                                 
                                    Indexed (IDXD)
                                 
                              
                                     
                                 
                                 
                                    Desktop (DKTP)
                                 
                              
                                     
                                 
                                 
                                    Managing Agent/Estate Agent (MAEA)
                                 
                              
                                     
                                 
                                 
                                    Tax Authority (TXAT)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREC19
                     
                     
                        Collateral Securitisation Date
                     
                     
                        Date the property/collateral was contributed as security for the underlying exposure. If this property/collateral has been substituted, enter the date of the substitution. If the property/collateral was part of the original securitisation, this will be the Securitisation Date.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CREC20
                     
                     
                        Allocated Percentage Of Underlying Exposure At Securitisation Date
                     
                     
                        Allocated underlying exposure % attributable to property/collateral at Securitisation Date where there is more than one property/collateral item securing the underlying exposure. This may be set out in the underlying exposure Agreement, otherwise assign by valuation or Net Operating Income.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREC21
                     
                     
                        Current Allocated Underlying Exposure Percentage
                     
                     
                        Allocated underlying exposure % attributable to the collateral at the underlying exposure payment date. Where there is more than one collateral item securing the underlying exposure, the sum of all percentages is equal to 100 %. This may be set out in the underlying exposure agreement, otherwise assign by valuation (Net Operating Income).
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREC22
                     
                     
                        Valuation At Securitisation
                     
                     
                        The valuation of the property/collateral securing the underlying exposure at Securitisation Date as described in the Offering Circular.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREC23
                     
                     
                        Name Of Valuer At Securitisation
                     
                     
                        Name of valuation firm who performed the property/collateral valuation at the Date of Securitisation.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREC24
                     
                     
                        Date Of Valuation At Securitisation
                     
                     
                        The date the valuation was prepared for the values disclosed in the Offering Circular.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREC25
                     
                     
                        Year Built
                     
                     
                        Year the property was built per the valuation report or underlying exposure document.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREC26
                     
                     
                        Year Last Renovated
                     
                     
                        Year that last major renovation/new construction was completed on the property per the valuation report or underlying exposure document.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREC27
                     
                     
                        Number Of Units
                     
                     
                        For property type Multifamily enter number of units, for Hospitality/Hotel/Healthcare — beds, for Caravan Parks — units, Lodging = rooms, Self Storage = units.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREC28
                     
                     
                        Net Square Metres
                     
                     
                        The total net rentable area of the property in square metres that serve as security for the underlying exposure per the most recent valuation report.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREC29
                     
                     
                        Commercial Area
                     
                     
                        The total net Commercial rentable area of the property in square metres that serves as security for the underlying exposure per the most recent valuation report.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREC30
                     
                     
                        Residential Area
                     
                     
                        The total net Residential rentable area of the property in square metres that serves as security for the loan per the most recent valuation report.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREC31
                     
                     
                        Net Internal Floor Area Validated
                     
                     
                        Has the valuer (of the most recent valuation) verified the net internal floor area of the property?
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREC32
                     
                     
                        Occupancy As Of Date
                     
                     
                        Date of most recently received rent roll/tenancy schedule. For hospitality (hotels), and health care properties use average occupancy for the period for which the financial statements are reported.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREC33
                     
                     
                        Economic Occupancy At Securitisation
                     
                     
                        The percentage of rentable space with signed leases in place at Securitisation Date if disclosed in Offering Circular (tenants may not be in occupation but are paying rent).
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREC34
                     
                     
                        Physical Occupancy At Securitisation
                     
                     
                        At securitisation, the available percentage of rentable space actually occupied (i.e. where tenants are actually in occupation and not vacated), if disclosed in Offering Circular. To be derived from a rent roll or other document indicating occupancy consistent with most recent financial year information.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREC35
                     
                     
                        Vacant Possession Value At Securitisation Date
                     
                     
                        Vacant possession value at Date of Securitisation.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREC36
                     
                     
                        Date Of Financials At Securitisation
                     
                     
                        The end date of the financials for the information used in the Offering Circular (e.g. year to date, annual, quarterly or trailing 12 months).
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREC37
                     
                     
                        Net Operating Income At Securitisation
                     
                     
                        Revenue less Operating Expenses at Securitisation Date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREC38
                     
                     
                        Most Recent Financials As Of Start Date
                     
                     
                        The first day of the period covered in the most recent financial operating statement available (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months).
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREC39
                     
                     
                        Most Recent Financials As Of End Date
                     
                     
                        The end date of the financials used for the most recent financial operating statement (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months).
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREC40
                     
                     
                        Most Recent Revenue
                     
                     
                        Total revenues for the period covered by the most recent financial operating statement (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months) for the property.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREC41
                     
                     
                        Most Recent Operating Expenses
                     
                     
                        Total operating expenses for the period covered by the most recent financial operating statement (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months) for the property. These may include real estate taxes, insurance, management, utilities, maintenance and repairs and direct property costs to the landlord; capital expenditures and leasing commissions are excluded.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREC42
                     
                     
                        Most Recent Capital Expenditure
                     
                     
                        Total Capital Expenditure (as opposed to repairs and maintenance) for the period covered by the most recent financial operating statement e.g. Monthly, Quarterly, Year to Date or Trailing 12 months) for the property.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREC43
                     
                     
                        Ground Rent Payable
                     
                     
                        If property is leasehold, provide the current annual leasehold rent payable to the lessor.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREC44
                     
                     
                        Weighted Average Lease Terms
                     
                     
                        Weighted average lease terms in years, using as weights the latest-available outstanding value of the lease.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREC45
                     
                     
                        Property Leasehold Expiry
                     
                     
                        Provide the earliest date the leasehold interest expires.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREC46
                     
                     
                        Contractual Annual Rental Income
                     
                     
                        The contractual annual rental income derived from the most recent obligor tenancy schedule.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CREC47
                     
                     
                        Income Expiring 1-12 Months
                     
                     
                        Percentage of income expiring in 1 to 12 months.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREC48
                     
                     
                        Income Expiring 13-24 Months
                     
                     
                        Percentage of income expiring in 13 to 24 months.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREC49
                     
                     
                        Income Expiring 25-36 Months
                     
                     
                        Percentage of income expiring in 25 to 36 months.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREC50
                     
                     
                        Income Expiring 37-48 Months
                     
                     
                        Percentage of income expiring in 37 to 48 months.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CREC51
                     
                     
                        Income Expiring 49+ Months
                     
                     
                        Percentage of income expiring in 49 or more months.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        Tenant-level information section
                     
                  
                        CRET1
                     
                     
                        Unique Identifier
                     
                     
                        Report the same unique identifier here as the one entered into field CREL1.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CRET2
                     
                     
                        Underlying Exposure Identifier
                     
                     
                        Unique underlying exposure identifier. This must match the identifier in field CREL5. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CRET3
                     
                     
                        Collateral Identifier
                     
                     
                        Unique identifier for the collateral. This field must match CREC4, to allow mapping.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CRET4
                     
                     
                        Tenant Identifier
                     
                     
                        Unique identifier for the tenant. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CRET5
                     
                     
                        Tenant Name
                     
                     
                        Name of current tenant. If tenant is a natural person, then this field must be entered with the same entry as field CRET4.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CRET6
                     
                     
                        NACE Industry Code
                     
                     
                        Tenant industry NACE Code, as set out in Regulation (EC) No 1893/2006 of the European Parliament and of the Council. (1)
                        
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRET7
                     
                     
                        Date Of Lease Expiration
                     
                     
                        Expiration date of lease of current tenant.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRET8
                     
                     
                        Rent Payable
                     
                     
                        Annual Rent payable by current tenant.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRET9
                     
                     
                        Rent Currency
                     
                     
                        Rent currency denomination.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
               (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).
         
      
      
         
            ANNEX IV
            
               UNDERLYING EXPOSURES INFORMATION — CORPORATE
            
            
                        Field code
                     
                     
                        Field name
                     
                     
                        Content to report
                     
                     
                        ND1-ND4 allowed?
                     
                     
                        ND5 allowed?
                     
                  
                        Underlying exposures information section
                     
                  
                        CRPL1
                     
                     
                        Unique Identifier
                     
                     
                        The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CRPL2
                     
                     
                        Original Underlying Exposure Identifier
                     
                     
                        Unique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CRPL3
                     
                     
                        New Underlying Exposure Identifier
                     
                     
                        If the original identifier in field CRPL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CRPL2. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CRPL4
                     
                     
                        Original Obligor Identifier
                     
                     
                        Original unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CRPL5
                     
                     
                        New Obligor Identifier
                     
                     
                        If the original identifier in field CRPL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CRPL4. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CRPL6
                     
                     
                        Data Cut-Off Date
                     
                     
                        The data cut-off date for this data submission.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CRPL7
                     
                     
                        Pool Addition Date
                     
                     
                        The date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL8
                     
                     
                        Date Of Repurchase
                     
                     
                        Date on which the underlying exposure was repurchased from the pool.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL9
                     
                     
                        Redemption Date
                     
                     
                        Date on which account redeemed or (for defaulted underlying exposures) the date on which the recovery process was completed.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL10
                     
                     
                        Geographic Region — Obligor
                     
                     
                        The geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CRPL11
                     
                     
                        Geographic Region Classification
                     
                     
                        Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CRPL12
                     
                     
                        Credit Impaired Obligor
                     
                     
                        Confirm that, pursuant to Article 20(11) of Regulation (EU) 2017/2402, at the time that this underlying exposure was selected for transfer to the SSPE, the exposure was neither in default within the meaning of Article 178(1) of Regulation (EU) No 575/2013 nor constituted an exposure to a credit-impaired debtor or guarantor, who, to the best of the originator’s or original lender’s knowledge:
                        
                                    (a)
                                 
                                 
                                    has been declared insolvent or had a court grant his creditors a final non-appealable right of enforcement or material damages as a result of a missed payment within three years prior to the date of origination or has undergone a debt restructuring process with regard to his non-performing exposures within three years prior to the date of transfer or assignment of the underlying exposures to the SSPE, except if:
                                    
                                                (i)
                                             
                                             
                                                a restructured underlying exposure has not presented new arrears since the date of the restructuring, which must have taken place at least one year prior to the date of transfer or assignment of the underlying exposures to the SSPE; and
                                             
                                          
                                                (ii)
                                             
                                             
                                                the information provided by the originator, sponsor and SSPE in accordance with points (a) and (e)(i) of the first subparagraph of Article 7(1) explicitly sets out the proportion of restructured underlying exposures, the time and details of the restructuring as well as their performance since the date of the restructuring;
                                             
                                          
                              
                                    (b)
                                 
                                 
                                    was, at the time of origination, where applicable, on a public credit registry of persons with adverse credit history or, where there is no such public credit registry, another credit registry that is available to the originator or original lender; or
                                 
                              
                                    (c)
                                 
                                 
                                    has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher than for comparable exposures held by the originator which are not securitised.
                                 
                              Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL13
                     
                     
                        Customer Type
                     
                     
                        Customer type at origination:
                        
                                     
                                 
                                 
                                    New customer and not an employee/affiliated with the originator’s group (CNEO)
                                 
                              
                                     
                                 
                                 
                                    New customer and an employee/affiliated with the originator’s group (CEMO)
                                 
                              
                                     
                                 
                                 
                                    New customer and employee/affiliation not recorded (CNRO)
                                 
                              
                                     
                                 
                                 
                                    Existing customer and not an employee/affiliated with the originator’s group (ENEO)
                                 
                              
                                     
                                 
                                 
                                    Existing customer and an employee/affiliated with the originator’s group (EEMO)
                                 
                              
                                     
                                 
                                 
                                    Existing customer and employee/affiliation not recorded (ENRO)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        CRPL14
                     
                     
                        NACE Industry Code
                     
                     
                        Obligor industry NACE Code, as set out in Regulation (EC) No 1893/2006.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL15
                     
                     
                        Obligor Basel III Segment
                     
                     
                        Obligor Basel III Segment:
                        
                                     
                                 
                                 
                                    Corporate (CORP)
                                 
                              
                                     
                                 
                                 
                                    Small and Medium Enterprise Treated as Corporate (SMEX)
                                 
                              
                                     
                                 
                                 
                                    Retail (RETL)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL16
                     
                     
                        Enterprise Size
                     
                     
                        Classification of enterprises by size, in accordance with the Annex to Commission Recommendation 2003/361/EC:
                        
                                     
                                 
                                 
                                    Micro Enterprise (MICE) - employs fewer than 10 persons and whose annual turnover and/or annual balance sheet total does not exceed EUR 2 million
                                 
                              
                                     
                                 
                                 
                                    Small Enterprise (SMAE) - employs fewer than 50 persons and whose annual turnover and/or annual balance sheet total does not exceed EUR 10 million
                                 
                              
                                     
                                 
                                 
                                    Medium Enterprise (MEDE) - employs fewer than 250 persons and which has an annual turnover not exceeding EUR 50 million, and/or an annual balance sheet total not exceeding EUR 43 million
                                 
                              
                                     
                                 
                                 
                                    Large Enterprise (LARE) - an enterprise that is neither a micro, small, or medium enterprise.
                                 
                              
                                     
                                 
                                 
                                    Natural Person (NATP)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        CRPL17
                     
                     
                        Revenue
                     
                     
                        Annual sales volume net of all discounts and sales taxes of the obligor in accordance with Recommendation 2003/361/EC. Equivalent to the concept of ‘total annual sales’ in Article 153(4) of Regulation (EU) No 575/2013.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CRPL18
                     
                     
                        Total Debt
                     
                     
                        Total gross debt of the obligor, including the financing provided in the present underlying exposure.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CRPL19
                     
                     
                        EBITDA
                     
                     
                        Recurring earnings from continuing operations plus interest, taxes, depreciation, and amortisation.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CRPL20
                     
                     
                        Enterprise Value
                     
                     
                        Enterprise value i.e. market capitalisation plus debt, minority interest and preferred shares, minus total cash and cash equivalents.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CRPL21
                     
                     
                        Free Cashflow
                     
                     
                        Net income plus non-cash charges plus interest x (1 — tax rate) plus long-term investments less investments in working capital. Non-cash charges include depreciation, amortisation, depletion, stock-based compensation and asset impairments.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CRPL22
                     
                     
                        Date Of Financials
                     
                     
                        The date of the financial information (e.g. EBITDA) on the obligor of this underlying exposure.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL23
                     
                     
                        Financial Statement Currency
                     
                     
                        The reporting currency of the financial statements.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CRPL24
                     
                     
                        Debt Type
                     
                     
                        Debt Type:
                        
                                     
                                 
                                 
                                    Loan or Lease (LOLE)
                                 
                              
                                     
                                 
                                 
                                    Guarantee (DGAR)
                                 
                              
                                     
                                 
                                 
                                    Promissory Notes (PRMS)
                                 
                              
                                     
                                 
                                 
                                    Participation Rights (PRTR)
                                 
                              
                                     
                                 
                                 
                                    Overdraft (ODFT)
                                 
                              
                                     
                                 
                                 
                                    Letter of Credit (LCRE)
                                 
                              
                                     
                                 
                                 
                                    Working Capital Facility (WCFC)
                                 
                              
                                     
                                 
                                 
                                    Equity (EQUI)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        NO
                     
                  
                        CRPL25
                     
                     
                        Securitised Receivables
                     
                     
                        What receivables associated with this underlying exposure have been securitised:
                        
                                     
                                 
                                 
                                    Principal and Interest (PRIN)
                                 
                              
                                     
                                 
                                 
                                    Principal Only (PRPL)
                                 
                              
                                     
                                 
                                 
                                    Interest Only (INTR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        NO
                     
                  
                        CRPL26
                     
                     
                        International Securities Identification Number
                     
                     
                        The ISIN code assigned to this underlying exposure, where applicable.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL27
                     
                     
                        Seniority
                     
                     
                        Debt Instrument Seniority:
                        
                                     
                                 
                                 
                                    Senior Debt (SNDB)
                                 
                              
                                     
                                 
                                 
                                    Mezzanine Debt (MZZD)
                                 
                              
                                     
                                 
                                 
                                    Junior Debt (JUND)
                                 
                              
                                     
                                 
                                 
                                    Subordinated Debt (SBOD)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL28
                     
                     
                        Syndicated
                     
                     
                        Is the underlying exposure syndicated?
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CRPL29
                     
                     
                        Leveraged Transaction
                     
                     
                        Is the underlying exposure a leveraged transaction, as defined in https://www.bankingsupervision.europa.eu/ecb/pub/pdf/ssm.leveraged_transactions_guidance_201705.en.pdf
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CRPL30
                     
                     
                        Managed by CLO
                     
                     
                        Is the underlying exposure also being managed by the CLO manager?
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL31
                     
                     
                        Payment in Kind
                     
                     
                        Underlying exposure currently paying in kind? (i.e. interest is paid in the form of capitalised principal)
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CRPL32
                     
                     
                        Special Scheme
                     
                     
                        If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL33
                     
                     
                        Origination Date
                     
                     
                        Date of original underlying exposure advance.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CRPL34
                     
                     
                        Maturity Date
                     
                     
                        The date of maturity of the underlying exposure or expiry of the lease.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL35
                     
                     
                        Origination Channel
                     
                     
                        Origination channel of the underlying exposure:
                        
                                     
                                 
                                 
                                    Office or Branch Network (BRAN)
                                 
                              
                                     
                                 
                                 
                                    Broker (BROK)
                                 
                              
                                     
                                 
                                 
                                    Internet (WEBI)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL36
                     
                     
                        Purpose
                     
                     
                        underlying exposure Purpose:
                        
                                     
                                 
                                 
                                    Overdraft or Working Capital (OVRD)
                                 
                              
                                     
                                 
                                 
                                    New Plant and Equipment Investment (EQPI)
                                 
                              
                                     
                                 
                                 
                                    New Information Technology Investment (INFT)
                                 
                              
                                     
                                 
                                 
                                    Refurbishment of Existing Plant, Equipment, or Technology (RFBR)
                                 
                              
                                     
                                 
                                 
                                    Merger and Acquisition (MGAQ)
                                 
                              
                                     
                                 
                                 
                                    Other Expansionary Purpose (OEXP)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        CRPL37
                     
                     
                        Currency Denomination
                     
                     
                        The underlying exposure currency denomination.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CRPL38
                     
                     
                        Original Principal Balance
                     
                     
                        Original underlying exposure balance (inclusive of fees).
                        This is referring to the balance of the underlying exposure at the underlying exposure origination date, not the date of the underlying exposure’s sale to the SSPE or the closing date of the securitisation.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL39
                     
                     
                        Current Principal Balance
                     
                     
                        Amount of underlying exposure outstanding as of the data cut-off date. This includes any amounts that are classed as principal in the securitisation. For example, if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. Excluding any interest arrears or penalty amounts.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL40
                     
                     
                        Prior Principal Balances
                     
                     
                        Total balances ranking prior to this underlying exposure (including those held with other lenders). If there are no prior balances, enter 0.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL41
                     
                     
                        Market Value
                     
                     
                        For Collateralised Loan Obligation securitisations, enter the market value of the security.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL42
                     
                     
                        Total Credit Limit
                     
                     
                        For underlying exposures with flexible re-draw facilities (including revolving characteristics) or where the maximum underlying exposure amount hasn’t been withdrawn in full – the maximum underlying exposure amount that could potentially be outstanding.
                        This field is only to be populated for underlying exposures that have flexible or further drawing characteristics.
                        This is not intended to capture instances where the obligor may renegotiate an increased underlying exposure balance but rather where there is currently the contractual ability for the obligor to do this and for the lender to provide the additional funding.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL43
                     
                     
                        Purchase Price
                     
                     
                        Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL44
                     
                     
                        Put Date
                     
                     
                        If there exists an option to sell back the underlying exposure, enter the date at which the option can be exercised. If the date is unknown (e.g. the option is an American option), enter the equivalent of 31 December 2099.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL45
                     
                     
                        Put Strike
                     
                     
                        If there exists an option to sell back the underlying exposure, enter the strike (exercise) price. If the strike price is moveable (e.g. the option is a lookback option), enter the best estimate of the strike price as at the data cut-off date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL46
                     
                     
                        Amortisation Type
                     
                     
                        Type of amortisation of the underlying exposure including principal and interest.
                        French — i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX)
                        German — i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest. (DEXX)
                        Fixed amortisation schedule — i.e. Amortisation in which the principal amount repaid in each instalment is the same. (FIXE)
                        Bullet — i.e. Amortisation in which the full principal amount is repaid in the last instalment. (BLLT)
                        Other (OTHR)
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CRPL47
                     
                     
                        Principal Grace Period End Date
                     
                     
                        If applicable as at the data cut-off date, indicate the principal grace period end date.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL48
                     
                     
                        Scheduled Principal Payment Frequency
                     
                     
                        Frequency of principal payments due, i.e. period between payments:
                        
                                     
                                 
                                 
                                    Monthly (MNTH)
                                 
                              
                                     
                                 
                                 
                                    Quarterly (QUTR)
                                 
                              
                                     
                                 
                                 
                                    Semi Annual (SEMI)
                                 
                              
                                     
                                 
                                 
                                    Annual (YEAR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL49
                     
                     
                        Scheduled Interest Payment Frequency
                     
                     
                        Frequency of interest payments due, i.e. period between payments:
                        
                                     
                                 
                                 
                                    Monthly (MNTH)
                                 
                              
                                     
                                 
                                 
                                    Quarterly (QUTR)
                                 
                              
                                     
                                 
                                 
                                    Semi Annual (SEMI)
                                 
                              
                                     
                                 
                                 
                                    Annual (YEAR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL50
                     
                     
                        Payment Due
                     
                     
                        This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL51
                     
                     
                        Balloon Amount
                     
                     
                        Total amount of (securitised) principal repayment to be paid at the maturity date of the underlying exposure.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL52
                     
                     
                        Interest Rate Type
                     
                     
                        Interest rate type:
                        
                                     
                                 
                                 
                                    Floating rate underlying exposure (for life) (FLIF)
                                 
                              
                                     
                                 
                                 
                                    Floating rate underlying exposure linked to one index that will revert to another index in the future (FINX)
                                 
                              
                                     
                                 
                                 
                                    Fixed rate underlying exposure (for life) (FXRL)
                                 
                              
                                     
                                 
                                 
                                    Fixed with future periodic resets (FXPR)
                                 
                              
                                     
                                 
                                 
                                    Fixed rate underlying exposure with compulsory future switch to floating (FLCF)
                                 
                              
                                     
                                 
                                 
                                    Floating rate underlying exposure with floor (FLFL)
                                 
                              
                                     
                                 
                                 
                                    Floating rate underlying exposure with cap (CAPP)
                                 
                              
                                     
                                 
                                 
                                    Floating rate underlying exposure with both floor and cap (FLCA)
                                 
                              
                                     
                                 
                                 
                                    Discount (DISC)
                                 
                              
                                     
                                 
                                 
                                    Switch Optionality (SWIC)
                                 
                              
                                     
                                 
                                 
                                    Obligor Swapped (OBLS)
                                 
                              
                                     
                                 
                                 
                                    Modular (MODE)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL53
                     
                     
                        Current Interest Rate
                     
                     
                        Gross rate per annum used to calculate the current period scheduled interest on the securitised underlying exposure. Rates calculated on a period-by-period basis must be annualised.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL54
                     
                     
                        Current Interest Rate Index
                     
                     
                        The base reference interest index currently applicable (the reference rate off which the interest rate is set):
                        
                                     
                                 
                                 
                                    MuniAAA (MAAA)
                                 
                              
                                     
                                 
                                 
                                    FutureSWAP (FUSW)
                                 
                              
                                     
                                 
                                 
                                    LIBID (LIBI)
                                 
                              
                                     
                                 
                                 
                                    LIBOR (LIBO)
                                 
                              
                                     
                                 
                                 
                                    SWAP (SWAP)
                                 
                              
                                     
                                 
                                 
                                    Treasury (TREA)
                                 
                              
                                     
                                 
                                 
                                    Euribor (EURI)
                                 
                              
                                     
                                 
                                 
                                    Pfandbriefe (PFAN)
                                 
                              
                                     
                                 
                                 
                                    EONIA (EONA)
                                 
                              
                                     
                                 
                                 
                                    EONIASwaps (EONS)
                                 
                              
                                     
                                 
                                 
                                    EURODOLLAR (EUUS)
                                 
                              
                                     
                                 
                                 
                                    EuroSwiss (EUCH)
                                 
                              
                                     
                                 
                                 
                                    TIBOR (TIBO)
                                 
                              
                                     
                                 
                                 
                                    ISDAFIX (ISDA)
                                 
                              
                                     
                                 
                                 
                                    GCFRepo (GCFR)
                                 
                              
                                     
                                 
                                 
                                    STIBOR (STBO)
                                 
                              
                                     
                                 
                                 
                                    BBSW (BBSW)
                                 
                              
                                     
                                 
                                 
                                    JIBAR (JIBA)
                                 
                              
                                     
                                 
                                 
                                    BUBOR (BUBO)
                                 
                              
                                     
                                 
                                 
                                    CDOR (CDOR)
                                 
                              
                                     
                                 
                                 
                                    CIBOR (CIBO)
                                 
                              
                                     
                                 
                                 
                                    MOSPRIM (MOSP)
                                 
                              
                                     
                                 
                                 
                                    NIBOR (NIBO)
                                 
                              
                                     
                                 
                                 
                                    PRIBOR (PRBO)
                                 
                              
                                     
                                 
                                 
                                    TELBOR (TLBO)
                                 
                              
                                     
                                 
                                 
                                    WIBOR (WIBO)
                                 
                              
                                     
                                 
                                 
                                    Bank of England Base Rate (BOER)
                                 
                              
                                     
                                 
                                 
                                    European Central Bank Base Rate (ECBR)
                                 
                              
                                     
                                 
                                 
                                    Lender’s Own Rate (LDOR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL55
                     
                     
                        Current Interest Rate Index Tenor
                     
                     
                        Tenor of the current interest rate index:
                        
                                     
                                 
                                 
                                    Overnight (OVNG)
                                 
                              
                                     
                                 
                                 
                                    IntraDay (INDA)
                                 
                              
                                     
                                 
                                 
                                    1 day (DAIL)
                                 
                              
                                     
                                 
                                 
                                    1 week (WEEK)
                                 
                              
                                     
                                 
                                 
                                    2 week (TOWK)
                                 
                              
                                     
                                 
                                 
                                    1 month (MNTH)
                                 
                              
                                     
                                 
                                 
                                    2 month (TOMN)
                                 
                              
                                     
                                 
                                 
                                    3 month (QUTR)
                                 
                              
                                     
                                 
                                 
                                    4 month (FOMN)
                                 
                              
                                     
                                 
                                 
                                    6 month (SEMI)
                                 
                              
                                     
                                 
                                 
                                    12 month (YEAR)
                                 
                              
                                     
                                 
                                 
                                    On Demand (ONDE)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL56
                     
                     
                        Current Interest Rate Margin
                     
                     
                        Current interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL57
                     
                     
                        Interest Rate Reset Interval
                     
                     
                        Number of months between each interest rate reset date on the underlying exposure.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL58
                     
                     
                        Interest Rate Cap
                     
                     
                        Maximum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL59
                     
                     
                        Interest Rate Floor
                     
                     
                        Minimum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL60
                     
                     
                        Revision Margin 1
                     
                     
                        The margin for the underlying exposure at the 1st revision date. This refers only to contractual changes in the margin (e.g. from +50bps to +100bps) or the underlying index (e.g. from 3M EUIBOR to 1M EURIBOR) used for the interest calculation. This field does not refer to the date on which the index is reset periodically (e.g. resetting 1M EURIBOR each month).
                        The full revised margin must be entered in this field, not the change in the margin.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL61
                     
                     
                        Interest Revision Date 1
                     
                     
                        Date interest rate next changes (e.g. discount margin changes, fixed period ends, underlying exposure re-fixed etc. this is not the next LIBOR/EURIBOR/index reset date).
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL62
                     
                     
                        Revision Margin 2
                     
                     
                        The margin for the underlying exposure at the 2nd revision date. This refers only to contractual changes in the margin (e.g. from +50bps to +100bps) or the underlying index (e.g. from 3M EUIBOR to 1M EURIBOR) used for the interest calculation. This field does not refer to the date on which the index is reset periodically (e.g. resetting 1M EURIBOR each month).
                        The full revised margin must be entered in this field, not the change in the margin.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL63
                     
                     
                        Interest Revision Date 2
                     
                     
                        Date of 2nd interest rate change (e.g. discount margin changes, fixed period ends, underlying exposure re-fixed etc. this is not the next LIBOR/EURIBOR/index reset date).
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL64
                     
                     
                        Revision Margin 3
                     
                     
                        The margin for the underlying exposure at the 3rd revision date. This refers only to contractual changes in the margin (e.g. from +50bps to +100bps) or the underlying index (e.g. from 3M EUIBOR to 1M EURIBOR) used for the interest calculation. This field does not refer to the date on which the index is reset periodically (e.g. resetting 1M EURIBOR each month).
                        The full revised margin must be entered in this field, not the change in the margin.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL65
                     
                     
                        Interest Revision Date 3
                     
                     
                        Date of 3rd interest rate change (e.g. discount margin changes, fixed period ends, underlying exposure re-fixed etc. this is not the next LIBOR/EURIBOR/index reset date).
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL66
                     
                     
                        Revised Interest Rate Index
                     
                     
                        Next interest rate index.
                        MuniAAA (MAAA)
                        FutureSWAP (FUSW)
                        LIBID (LIBI)
                        LIBOR (LIBO)
                        SWAP (SWAP)
                        Treasury (TREA)
                        Euribor (EURI)
                        Pfandbriefe (PFAN)
                        EONIA (EONA)
                        EONIASwaps (EONS)
                        EURODOLLAR (EUUS)
                        EuroSwiss (EUCH)
                        TIBOR (TIBO)
                        ISDAFIX (ISDA)
                        GCFRepo (GCFR)
                        STIBOR (STBO)
                        BBSW (BBSW)
                        JIBAR (JIBA)
                        BUBOR (BUBO)
                        CDOR (CDOR)
                        CIBOR (CIBO)
                        MOSPRIM (MOSP)
                        NIBOR (NIBO)
                        PRIBOR (PRBO)
                        TELBOR (TLBO)
                        WIBOR (WIBO)
                        Bank of England Base Rate (BOER)
                        European Central Bank Base Rate (ECBR)
                        Lender’s Own Rate (LDOR)
                        Other (OTHR)
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL67
                     
                     
                        Revised Interest Rate Index Tenor
                     
                     
                        Tenor of the next interest rate index:
                        
                                     
                                 
                                 
                                    Overnight (OVNG)
                                 
                              
                                     
                                 
                                 
                                    IntraDay (INDA)
                                 
                              
                                     
                                 
                                 
                                    1 day (DAIL)
                                 
                              
                                     
                                 
                                 
                                    1 week (WEEK)
                                 
                              
                                     
                                 
                                 
                                    2 week (TOWK)
                                 
                              
                                     
                                 
                                 
                                    1 month (MNTH)
                                 
                              
                                     
                                 
                                 
                                    2 month (TOMN)
                                 
                              
                                     
                                 
                                 
                                    3 month (QUTR)
                                 
                              
                                     
                                 
                                 
                                    4 month (FOMN)
                                 
                              
                                     
                                 
                                 
                                    6 month (SEMI)
                                 
                              
                                     
                                 
                                 
                                    12 month (YEAR)
                                 
                              
                                     
                                 
                                 
                                    On Demand (ONDE)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL68
                     
                     
                        Number Of Payments Before Securitisation
                     
                     
                        Enter the number of payments made prior to the exposure being transferred to the securitisation.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CRPL69
                     
                     
                        Percentage Of Prepayments Allowed Per Year
                     
                     
                        Percentage amount of pre-payments allowed under the product per year. This is for underlying exposures that allow a certain threshold of pre-payments (i.e. 10 %) before charges are incurred.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL70
                     
                     
                        Prepayment Lock-Out End Date
                     
                     
                        The date after which the lender allows prepayment of the underlying exposure.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL71
                     
                     
                        Prepayment Fee
                     
                     
                        Amount collected from the obligor as the fee/penalty due for making prepayments as required under the terms of the underlying exposure agreement. This is not intended to include any amounts paid as a ‘break cost’ to make up interest payments up to the underlying exposure Payment Date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL72
                     
                     
                        Prepayment Fee End Date
                     
                     
                        The date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL73
                     
                     
                        Prepayment Date
                     
                     
                        The latest date on which an unscheduled principal payment was received.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL74
                     
                     
                        Cumulative Prepayments
                     
                     
                        Total prepayments collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination date
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL75
                     
                     
                        Date Of Restructuring
                     
                     
                        Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.
                        In the event of multiple dates, all dates must be provided in accordance with the XML schema.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL76
                     
                     
                        Date Last In Arrears
                     
                     
                        Date the obligor was last in arrears.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL77
                     
                     
                        Arrears Balance
                     
                     
                        Current balance of arrears, which is defined as:
                        
                                     
                                 
                                 
                                    Total payments due to date
                                 
                              
                                     
                                 
                                 
                                    PLUS any amounts capitalised
                                 
                              
                                     
                                 
                                 
                                    PLUS any fees applied to the account
                                 
                              
                                     
                                 
                                 
                                    LESS total payments received to date.
                                 
                              If no arrears then enter 0.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CRPL78
                     
                     
                        Number Of Days In Arrears
                     
                     
                        Number of days this underlying exposure is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CRPL79
                     
                     
                        Account Status
                     
                     
                        Current status of the underlying exposure that has been securitised:
                        
                                     
                                 
                                 
                                    Performing (PERF)
                                 
                              
                                     
                                 
                                 
                                    Restructured — No Arrears (RNAR)
                                 
                              
                                     
                                 
                                 
                                    Restructured — Arrears (RARR)
                                 
                              
                                     
                                 
                                 
                                    Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT)
                                 
                              
                                     
                                 
                                 
                                    Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT)
                                 
                              
                                     
                                 
                                 
                                    Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR)
                                 
                              
                                     
                                 
                                 
                                    Defaulted only under another definition of default being met (DADB)
                                 
                              
                                     
                                 
                                 
                                    Arrears (ARRE)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Breach of Representations and Warranties (REBR)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Defaulted (REDF)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Restructured (RERE)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Special Servicing (RESS)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Other Reason (REOT)
                                 
                              
                                     
                                 
                                 
                                    Redeemed (RDMD)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CRPL80
                     
                     
                        Reason for Default or Foreclosure
                     
                     
                        If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason:
                        
                                     
                                 
                                 
                                    In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX)
                                 
                              
                                     
                                 
                                 
                                    In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX)
                                 
                              
                                     
                                 
                                 
                                    In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL81
                     
                     
                        Default Amount
                     
                     
                        Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL82
                     
                     
                        Default Date
                     
                     
                        The date of default.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL83
                     
                     
                        Allocated Losses
                     
                     
                        The allocated losses to date, net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect most recent situation as at the data cut-off date, i.e. as recoveries are collected and the work out process progresses.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL84
                     
                     
                        Cumulative Recoveries
                     
                     
                        Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL85
                     
                     
                        Recovery Source
                     
                     
                        The source of the recoveries:
                        
                                     
                                 
                                 
                                    Liquidation of Collateral (LCOL)
                                 
                              
                                     
                                 
                                 
                                    Enforcement of Guarantees (EGAR)
                                 
                              
                                     
                                 
                                 
                                    Additional Lending (ALEN)
                                 
                              
                                     
                                 
                                 
                                    Cash Recoveries (CASR)
                                 
                              
                                     
                                 
                                 
                                    Mixed (MIXD)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL86
                     
                     
                        Recourse
                     
                     
                        Is there recourse (full or limited) to the obligor’s assets beyond the proceeds of any collateral for this underlying exposure?
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL87
                     
                     
                        Deposit Amount
                     
                     
                        The sum of all obligor amounts held by the originator or seller that are potentially off-settable against the underlying exposure balance, excluding the benefit of any national deposit compensation scheme. To prevent double-counting, this is capped at the lower of (1) the deposit amount, and (2) the maximum potential off-settable amount at the obligor-level (i.e. not underlying exposure-level) within the pool.
                        Use the same currency denomination as that used for this underlying exposure.
                        If an obligor has more than one underlying exposure outstanding in the pool, then this field is to be completed for each underlying exposure, and it is up to the discretion of the reporting entity to decide to allocate the deposit amount across each of the underlying exposure, subject to the above-mentioned cap and so long as the total entries for this field across the multiple underlying exposures adds up to the accurate amount. For example, if Obligor A has deposit balance of €100, and two underlying exposures outstanding in the pool of: underlying exposure 1 €60 and underlying exposure 2 €75. This field could be completed as either underlying exposure 1 - €60 and underlying exposure 2 - €40, or underlying exposure 1 - €25 and underlying exposure 2 €75 (i.e. the relative entries for this field in each underlying exposure is capped at €60 for underlying exposure 1 and at €75 for underlying exposure 2 and the sum of the values across underlying exposure 1 and underlying exposure 2 must equal €100).
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL88
                     
                     
                        Interest Rate Swap Notional
                     
                     
                        If there is an interest rate swap on the underlying exposure, enter the notional amount.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL89
                     
                     
                        Interest Rate Swap Provider Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure interest rate swap provider.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL90
                     
                     
                        Interest Rate Swap Provider
                     
                     
                        If there is an interest rate swap on the underlying exposure, provide the full legal name of the interest rate swap provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL91
                     
                     
                        Interest Rate Swap Maturity Date
                     
                     
                        If there is an interest rate swap on the underlying exposure, enter the maturity date of the swap.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL92
                     
                     
                        Currency Swap Notional
                     
                     
                        If there is an exchange rate swap on the underlying exposure, enter the notional amount.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL93
                     
                     
                        Currency Swap Provider Legal Entity Identifier
                     
                     
                        If there is an exchange rate swap on the underlying exposure, provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the swap provider.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL94
                     
                     
                        Currency Swap Provider
                     
                     
                        If there is an exchange rate swap on the underlying exposure, provide the full legal name of the exchange rate swap provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL95
                     
                     
                        Currency Swap Maturity Date
                     
                     
                        If there is an exchange rate swap on the underlying exposure, enter the maturity date of the swap.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPL96
                     
                     
                        Original Lender Name
                     
                     
                        Give the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL97
                     
                     
                        Original Lender Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender.
                        Where no Legal Entity Identifier is available, enter ND5.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL98
                     
                     
                        Original Lender Establishment Country
                     
                     
                        Country where the original lender is established.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPL99
                     
                     
                        Originator Name
                     
                     
                        Give the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CRPL100
                     
                     
                        Originator Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CRPL101
                     
                     
                        Originator Establishment Country
                     
                     
                        Country where the underlying exposure originator is established.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        Collateral-level information section
                     
                  
                        CRPC1
                     
                     
                        Unique Identifier
                     
                     
                        Report the same unique identifier here as the one entered into field CRPL1.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CRPC2
                     
                     
                        Underlying Exposure Identifier
                     
                     
                        Unique underlying exposure identifier. This must match the identifier in field CRPL3. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CRPC3
                     
                     
                        Original Collateral Identifier
                     
                     
                        The original unique identifier assigned to the collateral or guarantee. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CRPC4
                     
                     
                        New Collateral Identifier
                     
                     
                        If the original identifier in field CRPC3 cannot be maintained in this field enter the new identifier here. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. If there has been no change in the identifier, enter the same identifier as field CRPC3. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CRPC5
                     
                     
                        Geographic Region — Collateral
                     
                     
                        The geographic region (NUTS3 classification) where the collateral is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPC6
                     
                     
                        Security Type
                     
                     
                        The type of security:
                        
                                     
                                 
                                 
                                    Collateral (COLL)
                                 
                              
                                     
                                 
                                 
                                    Guarantee backed by further collateral (GCOL)
                                 
                              
                                     
                                 
                                 
                                    Guarantee not backed by further collateral (GNCO)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        NO
                     
                  
                        CRPC7
                     
                     
                        Charge Type
                     
                     
                        Type of security over the collateral. Where there is a guarantee, this field refers to any security for any collateral that is supporting that guarantee. ‘No charge but an irrevocable power of attorney or similar’ refers to when the originator or original lender, as applicable, is irrevocably and unconditionally authorised to unilaterally create a charge over the collateral at any time in the future, without the need for any further approval from the obligor or guarantor:
                        
                                     
                                 
                                 
                                    Fixed charge (FXCH)
                                 
                              
                                     
                                 
                                 
                                    Floating charge (FLCH)
                                 
                              
                                     
                                 
                                 
                                    No charge (NOCG)
                                 
                              
                                     
                                 
                                 
                                    No charge but an irrevocable power of attorney or similar (ATRN)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPC8
                     
                     
                        Lien
                     
                     
                        Highest lien position held by the originator in relation to the collateral.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPC9
                     
                     
                        Collateral Type
                     
                     
                        The primary (in terms of value) type of asset securing the debt. Where there is a guarantee backed by physical or financial collateral, look through the guarantee to any collateral that may be supporting that guarantee.
                        Automobile (CARX)
                        Industrial Vehicle (INDV)
                        Commercial Truck (CMTR)
                        Rail Vehicle (RALV)
                        Nautical Commercial Vehicle (NACM)
                        Nautical Leisure Vehicle (NALV)
                        Aeroplane (AERO)
                        Machine Tool (MCHT)
                        Industrial Equipment (INDE)
                        Office Equipment (OFEQ)
                        IT Equipment (ITEQ)
                        Medical Equipment (MDEQ)
                        Energy Related Equipment (ENEQ)
                        Commercial Building (CBLD)
                        Residential Building (RBLD)
                        Industrial Building (IBLD)
                        Other Vehicle (OTHV)
                        Other Equipment (OTHE)
                        Other Real Estate (OTRE)
                        Other goods or inventory (OTGI)
                        Securities (SECU)
                        Guarantee (GUAR)
                        Other Financial Asset (OTFA)
                        Mixed Categories Due to Security Over All Assets of the Obligor (MIXD)
                        Other (OTHR)
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CRPC10
                     
                     
                        Current Valuation Amount
                     
                     
                        The most recent valuation of the collateral. Where there is a guarantee backed by physical or financial collateral, look through the guarantee to the collateral that is supporting that guarantee.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPC11
                     
                     
                        Current Valuation Method
                     
                     
                        The method of calculating the most recent value of the collateral, as provided in field CRPC10.
                        Full Appraisal (FAPR)
                        Drive-by (DRVB)
                        Automated Value Model (AUVM)
                        Indexed (IDXD)
                        Desktop (DKTP)
                        Managing Agent or Estate Agent (MAEA)
                        Purchase Price (PPRI)
                        Haircut (HCUT)
                        Mark to Market (MTTM)
                        Obligor’s valuation (OBLV)
                        Other (OTHR)
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPC12
                     
                     
                        Current Valuation Date
                     
                     
                        The date of the most recent valuation of the collateral as provided in field CRPC10.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPC13
                     
                     
                        Original Valuation Amount
                     
                     
                        The original valuation of the collateral as of the initial underlying exposure origination date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPC14
                     
                     
                        Original Valuation Method
                     
                     
                        The method of calculating the value of the collateral at the time of underlying exposure origination, as provided in field CRPC13.
                        Full Appraisal (FAPR)
                        Drive-by (DRVB)
                        Automated Value Model (AUVM)
                        Indexed (IDXD)
                        Desktop (DKTP)
                        Managing Agent or Estate Agent (MAEA)
                        Purchase Price (PPRI)
                        Haircut (HCUT)
                        Mark to market (MTTM)
                        Obligor’s valuation (OBLV)
                        Other (OTHR)
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPC15
                     
                     
                        Original Valuation Date
                     
                     
                        The date of the original valuation of the physical or financial collateral provided in field CRPC13.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CRPC16
                     
                     
                        Date Of Sale
                     
                     
                        The date of sale of the collateral.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPC17
                     
                     
                        Sale Price
                     
                     
                        Price achieved on sale of collateral in case of foreclosure.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPC18
                     
                     
                        Collateral Currency
                     
                     
                        This is the currency in which the valuation amount provided in CRPC10 is denominated.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPC19
                     
                     
                        Guarantor Country
                     
                     
                        The jurisdiction where the guarantor is established.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CRPC20
                     
                     
                        Guarantor ESA Subsector
                     
                     
                        The ESA 2010 classification of the guarantor according to Regulation (EU) No 549/2013 of the European Parliament and of the Council (‘ESA 2010’) (1). This entry must be provided at the sub-sector level. Use one of the values available in Table 1 of Annex I to this Regulation.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
               (1)  Regulation (EU) No 549/2013 of the European Parliament and of the Council of 21 May 2013 on the European system of national and regional accounts in the European Union (OJ L 174, 26.6.2013, p. 1).
         
      
      
         
            ANNEX V
            
               UNDERLYING EXPOSURES INFORMATION — AUTOMOBILE
            
            
                        Field code
                     
                     
                        Field name
                     
                     
                        Content to report
                     
                     
                        ND1-ND4 allowed?
                     
                     
                        ND5 allowed?
                     
                  
                        Underlying exposures information section
                     
                  
                        AUTL1
                     
                     
                        Unique Identifier
                     
                     
                        The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        AUTL2
                     
                     
                        Original Underlying Exposure Identifier
                     
                     
                        Unique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        AUTL3
                     
                     
                        New Underlying Exposure Identifier
                     
                     
                        If the original identifier in field AUTL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in AUTL2. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        AUTL4
                     
                     
                        Original Obligor Identifier
                     
                     
                        Original unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        AUTL5
                     
                     
                        New Obligor Identifier
                     
                     
                        If the original identifier in field AUTL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in AUTL4. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        AUTL6
                     
                     
                        Data Cut-Off Date
                     
                     
                        The data cut-off date for this data submission.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        AUTL7
                     
                     
                        Pool Addition Date
                     
                     
                        The date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL8
                     
                     
                        Date Of Repurchase
                     
                     
                        Date on which the underlying exposure was repurchased from the pool.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL9
                     
                     
                        Redemption Date
                     
                     
                        Date on which account redeemed or (for defaulted underlying exposures) the date on which the recovery process was completed.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL10
                     
                     
                        Geographic Region — Obligor
                     
                     
                        The geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        AUTL11
                     
                     
                        Geographic Region Classification
                     
                     
                        Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        AUTL12
                     
                     
                        Employment Status
                     
                     
                        Employment status of the primary obligor:
                        
                                     
                                 
                                 
                                    Employed — Private Sector (EMRS)
                                 
                              
                                     
                                 
                                 
                                    Employed — Public Sector (EMBL)
                                 
                              
                                     
                                 
                                 
                                    Employed — Sector Unknown (EMUK)
                                 
                              
                                     
                                 
                                 
                                    Unemployed (UNEM)
                                 
                              
                                     
                                 
                                 
                                    Self-employed (SFEM)
                                 
                              
                                     
                                 
                                 
                                    No Employment, Obligor is Legal Entity (NOEM)
                                 
                              
                                     
                                 
                                 
                                    Student (STNT)
                                 
                              
                                     
                                 
                                 
                                    Pensioner (PNNR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        AUTL13
                     
                     
                        Credit Impaired Obligor
                     
                     
                        Confirm that, pursuant to Article 20(11) of Regulation (EU) 2017/2402, at the time that this underlying exposure was selected for transfer to the SSPE, the exposure was neither in default within the meaning of Article 178(1) of Regulation (EU) No 575/2013 nor constituted an exposure to a credit-impaired debtor or guarantor, who, to the best of the originator’s or original lender’s knowledge:
                        
                                    (a)
                                 
                                 
                                    has been declared insolvent or had a court grant his creditors a final non-appealable right of enforcement or material damages as a result of a missed payment within three years prior to the date of origination or has undergone a debt restructuring process with regard to his non-performing exposures within three years prior to the date of transfer or assignment of the underlying exposures to the SSPE, except if:
                                    
                                                (i)
                                             
                                             
                                                a restructured underlying exposure has not presented new arrears since the date of the restructuring, which must have taken place at least one year prior to the date of transfer or assignment of the underlying exposures to the SSPE; and
                                             
                                          
                                                (ii)
                                             
                                             
                                                the information provided by the originator, sponsor and SSPE in accordance with points (a) and (e)(i) of the first subparagraph of Article 7(1) explicitly sets out the proportion of restructured underlying exposures, the time and details of the restructuring as well as their performance since the date of the restructuring;
                                             
                                          
                              
                                    (b)
                                 
                                 
                                    was, at the time of origination, where applicable, on a public credit registry of persons with adverse credit history or, where there is no such public credit registry, another credit registry that is available to the originator or original lender; or
                                 
                              
                                    (c)
                                 
                                 
                                    has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher than for comparable exposures held by the originator which are not securitised.
                                 
                              Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL14
                     
                     
                        Obligor Legal Type
                     
                     
                        Legal form of customer:
                        
                                     
                                 
                                 
                                    Public Company (PUBL)
                                 
                              
                                     
                                 
                                 
                                    Limited Company (LLCO)
                                 
                              
                                     
                                 
                                 
                                    Partnership (PNTR)
                                 
                              
                                     
                                 
                                 
                                    Individual (INDV)
                                 
                              
                                     
                                 
                                 
                                    Government Entity (GOVT)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        AUTL15
                     
                     
                        Customer Type
                     
                     
                        Customer type at origination:
                        
                                     
                                 
                                 
                                    New customer and not an employee/affiliated with the originator’s group (CNEO)
                                 
                              
                                     
                                 
                                 
                                    New customer and an employee/affiliated with the originator’s group (CEMO)
                                 
                              
                                     
                                 
                                 
                                    New customer and employee/affiliation not recorded (CNRO)
                                 
                              
                                     
                                 
                                 
                                    Existing customer and not an employee/affiliated with the originator’s group (ENEO)
                                 
                              
                                     
                                 
                                 
                                    Existing customer and an employee/affiliated with the originator’s group (EEMO)
                                 
                              
                                     
                                 
                                 
                                    Existing customer and employee/affiliation not recorded (ENRO)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        AUTL16
                     
                     
                        Primary Income
                     
                     
                        Primary obligor annual income used to underwrite the underlying exposure at the time of origination. Where the primary obligor is a legal person/entity, enter that obligor’s annual revenue.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        AUTL17
                     
                     
                        Primary Income Type
                     
                     
                        Indicate what income in AUTL16 is displayed:
                        
                                     
                                 
                                 
                                    Gross annual income (GRAN)
                                 
                              
                                     
                                 
                                 
                                    Net annual income (net of tax and social security) (NITS)
                                 
                              
                                     
                                 
                                 
                                    Net annual income (net of tax only) (NITX)
                                 
                              
                                     
                                 
                                 
                                    Net annual income (net of social security only) (NTIN)
                                 
                              
                                     
                                 
                                 
                                    Estimated net annual income (net of tax and social security) (ENIS)
                                 
                              
                                     
                                 
                                 
                                    Estimated net annual income (net of tax only) (EITX)
                                 
                              
                                     
                                 
                                 
                                    Estimated net annual income (net of social security only) (EISS)
                                 
                              
                                     
                                 
                                 
                                    Disposable Income (DSPL)
                                 
                              
                                     
                                 
                                 
                                    Borrower is legal entity (CORP)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        AUTL18
                     
                     
                        Primary Income Currency
                     
                     
                        Currency in which the primary obligor’s income is paid. Where the primary obligor is a legal person/entity, enter the currency of the revenue provided in field AUTL20.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        AUTL19
                     
                     
                        Primary Income Verification
                     
                     
                        Primary Income Verification:
                        
                                     
                                 
                                 
                                    Self-certified no Checks (SCRT)
                                 
                              
                                     
                                 
                                 
                                    Self-certified with Affordability Confirmation (SCNF)
                                 
                              
                                     
                                 
                                 
                                    Verified (VRFD)
                                 
                              
                                     
                                 
                                 
                                    Non-Verified Income or Fast Track (NVRF)
                                 
                              
                                     
                                 
                                 
                                    Credit Bureau Information or Scoring (SCRG)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        AUTL20
                     
                     
                        Revenue
                     
                     
                        Annual sales volume net of all discounts and sales taxes of the obligor in accordance with Recommendation 2003/361/EC. Equivalent to the concept of ‘total annual sales’ in Article 153(4) of Regulation (EU) No 575/2013.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        AUTL21
                     
                     
                        Financial Statement Currency
                     
                     
                        The reporting currency of the financial statements.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        AUTL22
                     
                     
                        Special Scheme
                     
                     
                        If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        AUTL23
                     
                     
                        Product Type
                     
                     
                        The classification of the lease, per lessor’s definitions:
                        
                                     
                                 
                                 
                                    (Personal) Contract Purchase (PPUR)
                                 
                              
                                     
                                 
                                 
                                    (Personal) Contract Hire (PHIR)
                                 
                              
                                     
                                 
                                 
                                    Hire Purchase (HIRP)
                                 
                              
                                     
                                 
                                 
                                    Lease Purchase (LEAP)
                                 
                              
                                     
                                 
                                 
                                    Finance Lease (FNLS)
                                 
                              
                                     
                                 
                                 
                                    Operating Lease (OPLS)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL24
                     
                     
                        Origination Date
                     
                     
                        Date of original underlying exposure advance.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        AUTL25
                     
                     
                        Maturity Date
                     
                     
                        The date of maturity of the underlying exposure or expiry of the lease.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL26
                     
                     
                        Original Term
                     
                     
                        Original contractual term (number of months) at the origination date.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        AUTL27
                     
                     
                        Origination Channel
                     
                     
                        Origination channel of the underlying exposure:
                        
                                     
                                 
                                 
                                    Automobile dealer (ADLR)
                                 
                              
                                     
                                 
                                 
                                    Broker (BROK)
                                 
                              
                                     
                                 
                                 
                                    Direct (DIRE)
                                 
                              
                                     
                                 
                                 
                                    Indirect (IDRT)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        AUTL28
                     
                     
                        Currency Denomination
                     
                     
                        The underlying exposure currency denomination.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        AUTL29
                     
                     
                        Original Principal Balance
                     
                     
                        Obligor’s underlying exposure principal balance or discounted lease balance (inclusive of capitalised fees) at origination.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        AUTL30
                     
                     
                        Current Principal Balance
                     
                     
                        Obligor’s underlying exposure (or discounted lease) balance outstanding as of the data cut-off date. This includes any amounts that are secured against the vehicle. For example, if fees have been added to the balance and are part of the principal in the securitisation these are to be added. Exclude any interest arrears or penalty amounts.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL31
                     
                     
                        Purchase Price
                     
                     
                        Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL32
                     
                     
                        Amortisation Type
                     
                     
                        Type of amortisation of the underlying exposure including principal and interest.
                        French – i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX)
                        German – i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest. (DEXX)
                        Fixed amortisation schedule – i.e. Amortisation in which the principal amount repaid in each instalment is the same. (FIXE)
                        Bullet – i.e. Amortisation in which the full principal amount is repaid in the last instalment. (BLLT)
                        Other (OTHR)
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        AUTL33
                     
                     
                        Principal Grace Period End Date
                     
                     
                        If applicable as at the data cut-off date, indicate the principal grace period end date.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL34
                     
                     
                        Scheduled Principal Payment Frequency
                     
                     
                        Frequency of principal payments due, i.e. period between payments:
                        
                                     
                                 
                                 
                                    Monthly (MNTH)
                                 
                              
                                     
                                 
                                 
                                    Quarterly (QUTR)
                                 
                              
                                     
                                 
                                 
                                    Semi Annual (SEMI)
                                 
                              
                                     
                                 
                                 
                                    Annual (YEAR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL35
                     
                     
                        Scheduled Interest Payment Frequency
                     
                     
                        Frequency of interest payments due, i.e. period between payments:
                        
                                     
                                 
                                 
                                    Monthly (MNTH)
                                 
                              
                                     
                                 
                                 
                                    Quarterly (QUTR)
                                 
                              
                                     
                                 
                                 
                                    Semi Annual (SEMI)
                                 
                              
                                     
                                 
                                 
                                    Annual (YEAR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL36
                     
                     
                        Payment Method
                     
                     
                        Usual method of payment (can be based upon last payment received):
                        
                                     
                                 
                                 
                                    Direct Debit (CDTX)
                                 
                              
                                     
                                 
                                 
                                    Standing Order (SORD)
                                 
                              
                                     
                                 
                                 
                                    Cheque (CHKX)
                                 
                              
                                     
                                 
                                 
                                    Cash (CASH)
                                 
                              
                                     
                                 
                                 
                                    Bank Transfer (neither direct debit nor standing order) (BTRA)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        AUTL37
                     
                     
                        Payment Due
                     
                     
                        This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL38
                     
                     
                        Balloon Amount
                     
                     
                        Total amount of (securitised) principal repayment to be paid at the maturity date of the underlying exposure.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        AUTL39
                     
                     
                        Down Payment Amount
                     
                     
                        Amount of deposit/down payment on origination of underlying exposure (this includes the value of traded-in vehicles etc.)
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        AUTL40
                     
                     
                        Current Interest Rate
                     
                     
                        Total gross current interest or discount rate applicable to the underlying exposure. Rates calculated on a period-by-period basis must be annualised.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL41
                     
                     
                        Current Interest Rate Index
                     
                     
                        The base reference interest index currently applicable (the reference rate off which the interest rate is set):
                        
                                     
                                 
                                 
                                    MuniAAA (MAAA)
                                 
                              
                                     
                                 
                                 
                                    FutureSWAP (FUSW)
                                 
                              
                                     
                                 
                                 
                                    LIBID (LIBI)
                                 
                              
                                     
                                 
                                 
                                    LIBOR (LIBO)
                                 
                              
                                     
                                 
                                 
                                    SWAP (SWAP)
                                 
                              
                                     
                                 
                                 
                                    Treasury (TREA)
                                 
                              
                                     
                                 
                                 
                                    Euribor (EURI)
                                 
                              
                                     
                                 
                                 
                                    Pfandbriefe (PFAN)
                                 
                              
                                     
                                 
                                 
                                    EONIA (EONA)
                                 
                              
                                     
                                 
                                 
                                    EONIASwaps (EONS)
                                 
                              
                                     
                                 
                                 
                                    EURODOLLAR (EUUS)
                                 
                              
                                     
                                 
                                 
                                    EuroSwiss (EUCH)
                                 
                              
                                     
                                 
                                 
                                    TIBOR (TIBO)
                                 
                              
                                     
                                 
                                 
                                    ISDAFIX (ISDA)
                                 
                              
                                     
                                 
                                 
                                    GCFRepo (GCFR)
                                 
                              
                                     
                                 
                                 
                                    STIBOR (STBO)
                                 
                              
                                     
                                 
                                 
                                    BBSW (BBSW)
                                 
                              
                                     
                                 
                                 
                                    JIBAR (JIBA)
                                 
                              
                                     
                                 
                                 
                                    BUBOR (BUBO)
                                 
                              
                                     
                                 
                                 
                                    CDOR (CDOR)
                                 
                              
                                     
                                 
                                 
                                    CIBOR (CIBO)
                                 
                              
                                     
                                 
                                 
                                    MOSPRIM (MOSP)
                                 
                              
                                     
                                 
                                 
                                    NIBOR (NIBO)
                                 
                              
                                     
                                 
                                 
                                    PRIBOR (PRBO)
                                 
                              
                                     
                                 
                                 
                                    TELBOR (TLBO)
                                 
                              
                                     
                                 
                                 
                                    WIBOR (WIBO)
                                 
                              
                                     
                                 
                                 
                                    Bank of England Base Rate (BOER)
                                 
                              
                                     
                                 
                                 
                                    European Central Bank Base Rate (ECBR)
                                 
                              
                                     
                                 
                                 
                                    Lender’s Own Rate (LDOR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL42
                     
                     
                        Current Interest Rate Index Tenor
                     
                     
                        Tenor of the current interest rate index:
                        
                                     
                                 
                                 
                                    Overnight (OVNG)
                                 
                              
                                     
                                 
                                 
                                    IntraDay (INDA)
                                 
                              
                                     
                                 
                                 
                                    1 day (DAIL)
                                 
                              
                                     
                                 
                                 
                                    1 week (WEEK)
                                 
                              
                                     
                                 
                                 
                                    2 week (TOWK)
                                 
                              
                                     
                                 
                                 
                                    1 month (MNTH)
                                 
                              
                                     
                                 
                                 
                                    2 month (TOMN)
                                 
                              
                                     
                                 
                                 
                                    3 month (QUTR)
                                 
                              
                                     
                                 
                                 
                                    4 month (FOMN)
                                 
                              
                                     
                                 
                                 
                                    6 month (SEMI)
                                 
                              
                                     
                                 
                                 
                                    12 month (YEAR)
                                 
                              
                                     
                                 
                                 
                                    On Demand (ONDE)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL43
                     
                     
                        Current Interest Rate Margin
                     
                     
                        Current interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL44
                     
                     
                        Interest Rate Reset Interval
                     
                     
                        Number of months between each interest rate reset date on the underlying exposure.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL45
                     
                     
                        Interest Rate Cap
                     
                     
                        Maximum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL46
                     
                     
                        Interest Rate Floor
                     
                     
                        Minimum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL47
                     
                     
                        Number Of Payments Before Securitisation
                     
                     
                        Enter the number of payments made prior to the exposure being transferred to the securitisation.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        AUTL48
                     
                     
                        Percentage Of Prepayments Allowed Per Year
                     
                     
                        Percentage amount of pre-payments allowed under the product per year. This is for underlying exposures that allow a certain threshold of pre-payments (i.e. 10 %) before charges are incurred.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        AUTL49
                     
                     
                        Prepayment Fee
                     
                     
                        Amount collected from the obligor as the fee/penalty due for making prepayments as required under the terms of the underlying exposure agreement. This is not intended to include any amounts paid as a ‘break cost’ to make up interest payments up to the underlying exposure Payment Date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL50
                     
                     
                        Prepayment Fee End Date
                     
                     
                        The date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        AUTL51
                     
                     
                        Prepayment Date
                     
                     
                        The latest date on which an unscheduled principal payment was received.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        AUTL52
                     
                     
                        Cumulative Prepayments
                     
                     
                        Total prepayments collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination date
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        AUTL53
                     
                     
                        Manufacturer
                     
                     
                        Brand name of the vehicle manufacturer
                        E.g. enter ‘Skoda’, not ‘Volkswagen’.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        AUTL54
                     
                     
                        Model
                     
                     
                        Name of the car model.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        AUTL55
                     
                     
                        Year Of Registration
                     
                     
                        Year the car was registered.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        AUTL56
                     
                     
                        New Or Used
                     
                     
                        Condition of vehicle at point of underlying exposure origination:
                        
                                     
                                 
                                 
                                    New (NEWX)
                                 
                              
                                     
                                 
                                 
                                    Used (USED)
                                 
                              
                                     
                                 
                                 
                                    Demo (DEMO)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        AUTL57
                     
                     
                        Energy Performance Certificate Value
                     
                     
                        The energy performance certificate value of the collateral at the time of origination:
                        
                                     
                                 
                                 
                                    A (EPCA)
                                 
                              
                                     
                                 
                                 
                                    B (EPCB)
                                 
                              
                                     
                                 
                                 
                                    C (EPCC)
                                 
                              
                                     
                                 
                                 
                                    D (EPCD)
                                 
                              
                                     
                                 
                                 
                                    E (EPCE)
                                 
                              
                                     
                                 
                                 
                                    F (EPCF)
                                 
                              
                                     
                                 
                                 
                                    G (EPCG)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        AUTL58
                     
                     
                        Energy Performance Certificate Provider Name
                     
                     
                        Enter the full legal name of the energy performance certificate provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        AUTL59
                     
                     
                        Original Loan-To-Value
                     
                     
                        The ratio of the underlying exposure balance at origination relative to the automobile value at origination.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        AUTL60
                     
                     
                        Original Valuation Amount
                     
                     
                        List price of the vehicle at date of underlying exposure origination. For a non-new car, enter the trade value or the sale price of the car.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        AUTL61
                     
                     
                        Original Residual Value Of Vehicle
                     
                     
                        The estimated residual value of the asset at the date of lease origination.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        AUTL62
                     
                     
                        Option To Buy Price
                     
                     
                        The amount the obligor has to pay at the end of the lease or underlying exposure in order to take ownership of the vehicle, other than the payment referred to in AUTL63.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL63
                     
                     
                        Securitised Residual Value
                     
                     
                        Residual value amount which has been securitised only.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL64
                     
                     
                        Updated Residual Value Of Vehicle
                     
                     
                        If the residual value has been securitised, enter the most recent estimated residual value of vehicle at end of contract. If no update has been performed, enter the original estimated residual value.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL65
                     
                     
                        Date Of Updated Residual Valuation Of Vehicle
                     
                     
                        If the residual value has been securitised, enter the date on which the most recent updated estimation of the residual value of the vehicle was calculated. If no update has been performed, enter the date of the original valuation.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL66
                     
                     
                        Date Of Restructuring
                     
                     
                        Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.
                        In the event of multiple dates, all dates must be provided in accordance with the XML schema.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        AUTL67
                     
                     
                        Date Last In Arrears
                     
                     
                        Date the obligor was last in arrears.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        AUTL68
                     
                     
                        Arrears Balance
                     
                     
                        Current balance of arrears, which is defined as:
                        
                                     
                                 
                                 
                                    Total payments due to date
                                 
                              
                                     
                                 
                                 
                                    PLUS any amounts capitalised
                                 
                              
                                     
                                 
                                 
                                    PLUS any fees applied to the account
                                 
                              
                                     
                                 
                                 
                                    LESS total payments received to date.
                                 
                              If no arrears then enter 0.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        AUTL69
                     
                     
                        Number Of Days In Arrears
                     
                     
                        Number of days this underlying exposure is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        AUTL70
                     
                     
                        Account Status
                     
                     
                        Current status of the underlying exposure that has been securitised:
                        
                                     
                                 
                                 
                                    Performing (PERF)
                                 
                              
                                     
                                 
                                 
                                    Restructured – No Arrears (RNAR)
                                 
                              
                                     
                                 
                                 
                                    Restructured – Arrears (RARR)
                                 
                              
                                     
                                 
                                 
                                    Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT)
                                 
                              
                                     
                                 
                                 
                                    Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT)
                                 
                              
                                     
                                 
                                 
                                    Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR)
                                 
                              
                                     
                                 
                                 
                                    Defaulted only under another definition of default being met (DADB)
                                 
                              
                                     
                                 
                                 
                                    Arrears (ARRE)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Breach of Representations and Warranties (REBR)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Defaulted (REDF)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Restructured (RERE)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Special Servicing (RESS)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Other Reason (REOT)
                                 
                              
                                     
                                 
                                 
                                    Redeemed (RDMD)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        AUTL71
                     
                     
                        Reason for Default or Foreclosure
                     
                     
                        If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason:
                        
                                     
                                 
                                 
                                    In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX)
                                 
                              
                                     
                                 
                                 
                                    In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX)
                                 
                              
                                     
                                 
                                 
                                    In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        AUTL72
                     
                     
                        Default Amount
                     
                     
                        Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL73
                     
                     
                        Default Date
                     
                     
                        The date of default.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL74
                     
                     
                        Allocated Losses
                     
                     
                        The allocated losses to date, net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect most recent situation as at the data cut-off date, i.e. as recoveries are collected and the work out process progresses.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL75
                     
                     
                        Residual Value Losses
                     
                     
                        Residual value loss arising on turn-in of vehicle. If the residual value has not been securitised, enter ND5.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        AUTL76
                     
                     
                        Cumulative Recoveries
                     
                     
                        Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL77
                     
                     
                        Sale Price
                     
                     
                        Price achieved on sale of vehicle in case of foreclosure.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL78
                     
                     
                        Deposit Amount
                     
                     
                        The sum of all obligor amounts held by the originator or seller that are potentially off-settable against the underlying exposure balance, excluding the benefit of any national deposit compensation scheme. To prevent double-counting, this is to be capped at the lower of (1) the deposit amount, and (2) the maximum potential off-settable amount at the obligor-level (i.e. not underlying exposure-level) within the pool.
                        Use the same currency denomination as that used for this underlying exposure.
                        If an obligor has more than one underlying exposure outstanding in the pool, then this field is to be completed for each underlying exposure, and it is up to the discretion of the reporting entity to decide to allocate the deposit amount across each of the underlying exposure, subject to the above-mentioned cap and so long as the total entries for this field across the multiple underlying exposures adds up to the accurate amount. For example, if Obligor A has deposit balance of €100, and two underlying exposures outstanding in the pool of: underlying exposure 1 €60 and underlying exposure 2 €75. This field could be completed as either underlying exposure 1 - €60 and underlying exposure 2 - €40, or underlying exposure 1 - €25 and underlying exposure 2 €75 (i.e. the relative entries for this field in each underlying exposure is capped at €60 for underlying exposure 1 and at €75 for underlying exposure 2 and the sum of the values across underlying exposure 1 and underlying exposure 2 must equal €100).
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        AUTL79
                     
                     
                        Original Lender Name
                     
                     
                        Give the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        AUTL80
                     
                     
                        Original Lender Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender.
                        Where no Legal Entity Identifier is available, enter ND5.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        AUTL81
                     
                     
                        Original Lender Establishment Country
                     
                     
                        Country where the original lender is established.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        AUTL82
                     
                     
                        Originator Name
                     
                     
                        Give the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        AUTL83
                     
                     
                        Originator Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        AUTL84
                     
                     
                        Originator Establishment Country
                     
                     
                        Country where the underlying exposure originator is established.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
      
      
         
            ANNEX VI
            
               UNDERLYING EXPOSURES INFORMATION — CONSUMER
            
            
                        Field code
                     
                     
                        Field name
                     
                     
                        Content to report
                     
                     
                        ND1-ND4 allowed?
                     
                     
                        ND5 allowed?
                     
                  
                        Underlying exposures information section
                     
                  
                        CMRL1
                     
                     
                        Unique Identifier
                     
                     
                        The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CMRL2
                     
                     
                        Original Underlying Exposure Identifier
                     
                     
                        Unique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CMRL3
                     
                     
                        New Underlying Exposure Identifier
                     
                     
                        If the original identifier in field CMRL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CMRL2. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CMRL4
                     
                     
                        Original Obligor Identifier
                     
                     
                        Original unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CMRL5
                     
                     
                        New Obligor Identifier
                     
                     
                        If the original identifier in field CMRL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CMRL4. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CMRL6
                     
                     
                        Data Cut-Off Date
                     
                     
                        The data cut-off date for this data submission.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CMRL7
                     
                     
                        Pool Addition Date
                     
                     
                        The date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CMRL8
                     
                     
                        Date Of Repurchase
                     
                     
                        Date on which the underlying exposure was repurchased from the pool.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CMRL9
                     
                     
                        Redemption Date
                     
                     
                        Date on which account redeemed or (for defaulted underlying exposures) the date on which the recovery process was completed.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CMRL10
                     
                     
                        Geographic Region – Obligor
                     
                     
                        The geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CMRL11
                     
                     
                        Geographic Region Classification
                     
                     
                        Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CMRL12
                     
                     
                        Employment Status
                     
                     
                        Employment status of the primary obligor:
                        
                                     
                                 
                                 
                                    Employed – Private Sector (EMRS)
                                 
                              
                                     
                                 
                                 
                                    Employed – Public Sector (EMBL)
                                 
                              
                                     
                                 
                                 
                                    Employed – Sector Unknown (EMUK)
                                 
                              
                                     
                                 
                                 
                                    Unemployed (UNEM)
                                 
                              
                                     
                                 
                                 
                                    Self-employed (SFEM)
                                 
                              
                                     
                                 
                                 
                                    No Employment, Obligor is Legal Entity (NOEM)
                                 
                              
                                     
                                 
                                 
                                    Student (STNT)
                                 
                              
                                     
                                 
                                 
                                    Pensioner (PNNR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        CMRL13
                     
                     
                        Credit Impaired Obligor
                     
                     
                        Confirm that, pursuant to Article 20(11) of Regulation (EU) 2017/2402, at the time that this underlying exposure was selected for transfer to the SSPE, the exposure was neither in default within the meaning of Article 178(1) of Regulation (EU) No 575/2013 nor constituted an exposure to a credit-impaired debtor or guarantor, who, to the best of the originator’s or original lender’s knowledge:
                        
                                    (a)
                                 
                                 
                                    has been declared insolvent or had a court grant his creditors a final non-appealable right of enforcement or material damages as a result of a missed payment within three years prior to the date of origination or has undergone a debt restructuring process with regard to his non-performing exposures within three years prior to the date of transfer or assignment of the underlying exposures to the SSPE, except if:
                                    
                                                (i)
                                             
                                             
                                                a restructured underlying exposure has not presented new arrears since the date of the restructuring, which must have taken place at least one year prior to the date of transfer or assignment of the underlying exposures to the SSPE; and
                                             
                                          
                                                (ii)
                                             
                                             
                                                the information provided by the originator, sponsor and SSPE in accordance with points (a) and e(i) of the first subparagraph of Article 7(1) explicitly sets out the proportion of restructured underlying exposures, the time and details of the restructuring as well as their performance since the date of the restructuring;
                                             
                                          
                              
                                    (b)
                                 
                                 
                                    was, at the time of origination, where applicable, on a public credit registry of persons with adverse credit history or, where there is no such public credit registry, another credit registry that is available to the originator or original lender; or
                                 
                              
                                    (c)
                                 
                                 
                                    has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher than for comparable exposures held by the originator which are not securitised.
                                 
                              Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CMRL14
                     
                     
                        Customer Type
                     
                     
                        Customer type at origination:
                        
                                     
                                 
                                 
                                    New customer and not an employee/affiliated with the originator’s group (CNEO)
                                 
                              
                                     
                                 
                                 
                                    New customer and an employee/affiliated with the originator’s group (CEMO)
                                 
                              
                                     
                                 
                                 
                                    New customer and employee/affiliation not recorded (CNRO)
                                 
                              
                                     
                                 
                                 
                                    Existing customer and not an employee/affiliated with the originator’s group (ENEO)
                                 
                              
                                     
                                 
                                 
                                    Existing customer and an employee/affiliated with the originator’s group (EEMO)
                                 
                              
                                     
                                 
                                 
                                    Existing customer and employee/affiliation not recorded (ENRO)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        CMRL15
                     
                     
                        Primary Income
                     
                     
                        Primary obligor annual income used to underwrite the underlying exposure at the time of origination. Where the primary obligor is a legal person/entity, enter that obligor’s annual revenue.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CMRL16
                     
                     
                        Primary Income Type
                     
                     
                        Indicate what income in CMRL15 is displayed:
                        
                                     
                                 
                                 
                                    Gross annual income (GRAN)
                                 
                              
                                     
                                 
                                 
                                    Net annual income (net of tax and social security) (NITS)
                                 
                              
                                     
                                 
                                 
                                    Net annual income (net of tax only) (NITX)
                                 
                              
                                     
                                 
                                 
                                    Net annual income (net of social security only) (NTIN)
                                 
                              
                                     
                                 
                                 
                                    Estimated net annual income (net of tax and social security) (ENIS)
                                 
                              
                                     
                                 
                                 
                                    Estimated net annual income (net of tax only) (EITX)
                                 
                              
                                     
                                 
                                 
                                    Estimated net annual income (net of social security only) (EISS)
                                 
                              
                                     
                                 
                                 
                                    Disposable Income (DSPL)
                                 
                              
                                     
                                 
                                 
                                    Borrower is legal entity (CORP)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        CMRL17
                     
                     
                        Primary Income Currency
                     
                     
                        Currency in which the primary o’ligor’s income or revenue is paid.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CMRL18
                     
                     
                        Primary Income Verification
                     
                     
                        Primary Income Verification:
                        
                                     
                                 
                                 
                                    Self-certified no Checks (SCRT)
                                 
                              
                                     
                                 
                                 
                                    Self-certified with Affordability Confirmation (SCNF)
                                 
                              
                                     
                                 
                                 
                                    Verified (VRFD)
                                 
                              
                                     
                                 
                                 
                                    Non-Verified Income or Fast Track (NVRF)
                                 
                              
                                     
                                 
                                 
                                    Credit Bureau Information or Scoring (SCRG)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        CMRL19
                     
                     
                        Secured By Salary/Pension Assignment
                     
                     
                        Does the personal underlying exposure fall under the category of pension-backed underlying exposures/salary-backed underlying exposures (i.e. cessione del quinto)?
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CMRL20
                     
                     
                        Special Scheme
                     
                     
                        If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CMRL21
                     
                     
                        Origination Date
                     
                     
                        Date of original underlying exposure advance.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CMRL22
                     
                     
                        Maturity Date
                     
                     
                        The date of maturity of the underlying exposure or expiry of the lease.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CMRL23
                     
                     
                        Original Term
                     
                     
                        Original contractual term (number of months) at the origination date.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CMRL24
                     
                     
                        Origination Channel
                     
                     
                        Channel of Origination:
                        
                                     
                                 
                                 
                                    Internet (WEBI)
                                 
                              
                                     
                                 
                                 
                                    Branch (BRCH)
                                 
                              
                                     
                                 
                                 
                                    Telesale (TLSL)
                                 
                              
                                     
                                 
                                 
                                    Stand (STND)
                                 
                              
                                     
                                 
                                 
                                    Post (POST)
                                 
                              
                                     
                                 
                                 
                                    White Label (WLBL)
                                 
                              
                                     
                                 
                                 
                                    Magazine (MGZN)
                                 
                              
                                     
                                 
                                 
                                    Automobile Dealer (ADLR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        CMRL25
                     
                     
                        Purpose
                     
                     
                        Loan Purpose:
                        
                                     
                                 
                                 
                                    Tuition (TUIT)
                                 
                              
                                     
                                 
                                 
                                    Living Expenses (LEXP)
                                 
                              
                                     
                                 
                                 
                                    Medical (MDCL)
                                 
                              
                                     
                                 
                                 
                                    Home Improvement (HIMP)
                                 
                              
                                     
                                 
                                 
                                    Appliance or Furniture (APFR)
                                 
                              
                                     
                                 
                                 
                                    Travel (TRVL)
                                 
                              
                                     
                                 
                                 
                                    Debt Consolidation (DCON)
                                 
                              
                                     
                                 
                                 
                                    New Car (NCAR)
                                 
                              
                                     
                                 
                                 
                                    Used Car (UCAR)
                                 
                              
                                     
                                 
                                 
                                    Other Vehicle (OTHV)
                                 
                              
                                     
                                 
                                 
                                    Equipment (EQUP)
                                 
                              
                                     
                                 
                                 
                                    Property (PROP)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        CMRL26
                     
                     
                        Currency Denomination
                     
                     
                        The underlying exposure currency denomination.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CMRL27
                     
                     
                        Original Principal Balance
                     
                     
                        Original underlying exposure principal balance (inclusive of capitalised fees) at origination. This is referring to the balance of the underlying exposure at the underlying exposure origination date, not the date of the underlying exposure’s sale to the SSPE or the closing date of the securitisation.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CMRL28
                     
                     
                        Current Principal Balance
                     
                     
                        Amount of underlying exposure outstanding as of the data cut-off date. This includes any amounts that are classed as principal in the securitisation. For example, if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these must be added. Excluding any interest arrears or penalty amounts.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CMRL29
                     
                     
                        Total Credit Limit
                     
                     
                        For underlying exposures with flexible re-draw facilities (including revolving characteristics) or where the maximum underlying exposure amount hasn’t been withdrawn in full – the maximum underlying exposure amount that could potentially be outstanding.
                        This field is only to be populated for underlying exposures that have flexible or further drawing characteristics.
                        This is not intended to capture instances where the obligor may renegotiate an increased underlying exposure balance but rather where there is currently the contractual ability for the obligor to do this and for the lender to provide the additional funding.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CMRL30
                     
                     
                        Revolving End Date
                     
                     
                        For underlying exposures with flexible re-draw/revolving characteristics – the date when the flexible features are expected to expire i.e. when the revolving period will end.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CMRL31
                     
                     
                        Purchase Price
                     
                     
                        Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CMRL32
                     
                     
                        Amortisation Type
                     
                     
                        Type of amortisation of the underlying exposure including principal and interest.
                        French — i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX)
                        German — i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest. (DEXX)
                        Fixed amortisation schedule — i.e. Amortisation in which the principal amount repaid in each instalment is the same. (FIXE)
                        Bullet — i.e. Amortisation in which the full principal amount is repaid in the last instalment. (BLLT)
                        Other (OTHR)
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CMRL33
                     
                     
                        Principal Grace Period End Date
                     
                     
                        If applicable as at the data cut-off date, indicate the principal grace period end date.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CMRL34
                     
                     
                        Scheduled Principal Payment Frequency
                     
                     
                        Frequency of principal payments due, i.e. period between payments:
                        
                                     
                                 
                                 
                                    Monthly (MNTH)
                                 
                              
                                     
                                 
                                 
                                    Quarterly (QUTR)
                                 
                              
                                     
                                 
                                 
                                    Semi Annual (SEMI)
                                 
                              
                                     
                                 
                                 
                                    Annual (YEAR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CMRL35
                     
                     
                        Scheduled Interest Payment Frequency
                     
                     
                        Frequency of interest payments due, i.e. period between payments:
                        
                                     
                                 
                                 
                                    Monthly (MNTH)
                                 
                              
                                     
                                 
                                 
                                    Quarterly (QUTR)
                                 
                              
                                     
                                 
                                 
                                    Semi Annual (SEMI)
                                 
                              
                                     
                                 
                                 
                                    Annual (YEAR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CMRL36
                     
                     
                        Payment Due
                     
                     
                        This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CMRL37
                     
                     
                        Current Interest Rate
                     
                     
                        Gross rate per annum used to calculate the current period scheduled interest on the securitised underlying exposure. Rates calculated on a period-by-period basis must be annualised.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CMRL38
                     
                     
                        Current Interest Rate Index
                     
                     
                        The base reference interest index currently applicable (the reference rate off which the interest rate is set):
                        
                                     
                                 
                                 
                                    MuniAAA (MAAA)
                                 
                              
                                     
                                 
                                 
                                    FutureSWAP (FUSW)
                                 
                              
                                     
                                 
                                 
                                    LIBID (LIBI)
                                 
                              
                                     
                                 
                                 
                                    LIBOR (LIBO)
                                 
                              
                                     
                                 
                                 
                                    SWAP (SWAP)
                                 
                              
                                     
                                 
                                 
                                    Treasury (TREA)
                                 
                              
                                     
                                 
                                 
                                    Euribor (EURI)
                                 
                              
                                     
                                 
                                 
                                    Pfandbriefe (PFAN)
                                 
                              
                                     
                                 
                                 
                                    EONIA (EONA)
                                 
                              
                                     
                                 
                                 
                                    EONIASwaps (EONS)
                                 
                              
                                     
                                 
                                 
                                    EURODOLLAR (EUUS)
                                 
                              
                                     
                                 
                                 
                                    EuroSwiss (EUCH)
                                 
                              
                                     
                                 
                                 
                                    TIBOR (TIBO)
                                 
                              
                                     
                                 
                                 
                                    ISDAFIX (ISDA)
                                 
                              
                                     
                                 
                                 
                                    GCFRepo (GCFR)
                                 
                              
                                     
                                 
                                 
                                    STIBOR (STBO)
                                 
                              
                                     
                                 
                                 
                                    BBSW (BBSW)
                                 
                              
                                     
                                 
                                 
                                    JIBAR (JIBA)
                                 
                              
                                     
                                 
                                 
                                    BUBOR (BUBO)
                                 
                              
                                     
                                 
                                 
                                    CDOR (CDOR)
                                 
                              
                                     
                                 
                                 
                                    CIBOR (CIBO)
                                 
                              
                                     
                                 
                                 
                                    MOSPRIM (MOSP)
                                 
                              
                                     
                                 
                                 
                                    NIBOR (NIBO)
                                 
                              
                                     
                                 
                                 
                                    PRIBOR (PRBO)
                                 
                              
                                     
                                 
                                 
                                    TELBOR (TLBO)
                                 
                              
                                     
                                 
                                 
                                    WIBOR (WIBO)
                                 
                              
                                     
                                 
                                 
                                    Bank of England Base Rate (BOER)
                                 
                              
                                     
                                 
                                 
                                    European Central Bank Base Rate (ECBR)
                                 
                              
                                     
                                 
                                 
                                    Lender’s Own Rate (LDOR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CMRL39
                     
                     
                        Current Interest Rate Index Tenor
                     
                     
                        Tenor of the current interest rate index:
                        
                                     
                                 
                                 
                                    Overnight (OVNG)
                                 
                              
                                     
                                 
                                 
                                    IntraDay (INDA)
                                 
                              
                                     
                                 
                                 
                                    1 day (DAIL)
                                 
                              
                                     
                                 
                                 
                                    1 week (WEEK)
                                 
                              
                                     
                                 
                                 
                                    2 week (TOWK)
                                 
                              
                                     
                                 
                                 
                                    1 month (MNTH)
                                 
                              
                                     
                                 
                                 
                                    2 month (TOMN)
                                 
                              
                                     
                                 
                                 
                                    3 month (QUTR)
                                 
                              
                                     
                                 
                                 
                                    4 month (FOMN)
                                 
                              
                                     
                                 
                                 
                                    6 month (SEMI)
                                 
                              
                                     
                                 
                                 
                                    12 month (YEAR)
                                 
                              
                                     
                                 
                                 
                                    On Demand (ONDE)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CMRL40
                     
                     
                        Current Interest Rate Margin
                     
                     
                        Current interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CMRL41
                     
                     
                        Interest Rate Reset Interval
                     
                     
                        Number of months between each interest rate reset date on the underlying exposure.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CMRL42
                     
                     
                        Interest Rate Cap
                     
                     
                        Maximum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CMRL43
                     
                     
                        Interest Rate Floor
                     
                     
                        Minimum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CMRL44
                     
                     
                        Number Of Payments Before Securitisation
                     
                     
                        Enter the number of payments made prior to the exposure being transferred to the securitisation.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CMRL45
                     
                     
                        Percentage Of Prepayments Allowed Per Year
                     
                     
                        Percentage amount of pre-payments allowed under the product per year. This is for underlying exposures that allow a certain threshold of pre-payments (i.e. 10 %) before charges are incurred.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CMRL46
                     
                     
                        Prepayment Lock-Out End Date
                     
                     
                        The date after which the lender allows prepayment of the underlying exposure.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CMRL47
                     
                     
                        Prepayment Fee
                     
                     
                        Amount collected from the obligor as the fee/penalty due for making prepayments as required under the terms of the underlying exposure agreement. This is not intended to include any amounts paid as a ‘break cost’ to make up interest payments up to the underlying exposure Payment Date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CMRL48
                     
                     
                        Prepayment Fee End Date
                     
                     
                        The date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CMRL49
                     
                     
                        Prepayment Date
                     
                     
                        The latest date on which an unscheduled principal payment was received.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CMRL50
                     
                     
                        Cumulative Prepayments
                     
                     
                        Total prepayments collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination date
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CMRL51
                     
                     
                        Date Of Restructuring
                     
                     
                        Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.
                        In the event of multiple dates, all dates must be provided in accordance with the XML schema.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CMRL52
                     
                     
                        Date Last In Arrears
                     
                     
                        Date the obligor was last in arrears.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CMRL53
                     
                     
                        Arrears Balance
                     
                     
                        Current balance of arrears, which is defined as:
                        
                                     
                                 
                                 
                                    Total payments due to date
                                 
                              
                                     
                                 
                                 
                                    PLUS any amounts capitalised
                                 
                              
                                     
                                 
                                 
                                    PLUS any fees applied to the account
                                 
                              
                                     
                                 
                                 
                                    LESS total payments received to date.
                                 
                              If no arrears then enter 0.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CMRL54
                     
                     
                        Number Of Days In Arrears
                     
                     
                        Number of days this underlying exposure is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CMRL55
                     
                     
                        Account Status
                     
                     
                        Current status of the underlying exposure that has been securitised:
                        
                                     
                                 
                                 
                                    Performing (PERF)
                                 
                              
                                     
                                 
                                 
                                    Restructured — No Arrears (RNAR)
                                 
                              
                                     
                                 
                                 
                                    Restructured — Arrears (RARR)
                                 
                              
                                     
                                 
                                 
                                    Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT)
                                 
                              
                                     
                                 
                                 
                                    Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT)
                                 
                              
                                     
                                 
                                 
                                    Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR)
                                 
                              
                                     
                                 
                                 
                                    Defaulted only under another definition of default being met (DADB)
                                 
                              
                                     
                                 
                                 
                                    Arrears (ARRE)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Breach of Representations and Warranties (REBR)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Defaulted (REDF)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Restructured (RERE)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Special Servicing (RESS)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Other Reason (REOT)
                                 
                              
                                     
                                 
                                 
                                    Redeemed (RDMD)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CMRL56
                     
                     
                        Reason for Default or Foreclosure
                     
                     
                        If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason:
                        
                                     
                                 
                                 
                                    In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX)
                                 
                              
                                     
                                 
                                 
                                    In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX)
                                 
                              
                                     
                                 
                                 
                                    In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        CMRL57
                     
                     
                        Default Amount
                     
                     
                        Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CMRL58
                     
                     
                        Default Date
                     
                     
                        The date of default.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CMRL59
                     
                     
                        Allocated Losses
                     
                     
                        The allocated losses to date, net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect most recent situation as at the data cut-off date, i.e. as recoveries are collected and the work out process progresses.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CMRL60
                     
                     
                        Cumulative Recoveries
                     
                     
                        Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CMRL61
                     
                     
                        Deposit Amount
                     
                     
                        The sum of all obligor amounts held by the originator or seller that are potentially off-settable against the underlying exposure balance, excluding the benefit of any national deposit compensation scheme. To prevent double-counting, this is to be capped at the lower of (1) the deposit amount, and (2) the maximum potential off-settable amount at the obligor-level (i.e. not underlying exposure-level) within the pool.
                        Use the same currency denomination as that used for this underlying exposure.
                        If an obligor has more than one underlying exposure outstanding in the pool, then this field is to be completed for each underlying exposure, and it is up to the discretion of the reporting entity to decide to allocate the deposit amount across each of the underlying exposure, subject to the above-mentioned cap and so long as the total entries for this field across the multiple underlying exposures adds up to the accurate amount. For example, if Obligor A has deposit balance of €100, and two underlying exposures outstanding in the pool of: underlying exposure 1 €60 and underlying exposure 2 €75. This field could be completed as either underlying exposure 1 - €60 and underlying exposure 2 - €40, or underlying exposure 1 - €25 and underlying exposure 2 €75 (i.e. the relative entries for this field in each underlying exposure is capped at €60 for underlying exposure 1 and at €75 for underlying exposure 2 and the sum of the values across underlying exposure 1 and underlying exposure 2 must equal €100).
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CMRL62
                     
                     
                        Original Lender Name
                     
                     
                        Give the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CMRL63
                     
                     
                        Original Lender Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender.
                        Where no Legal Entity Identifier is available, enter ND5.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CMRL64
                     
                     
                        Original Lender Establishment Country
                     
                     
                        Country where the original lender is established.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CMRL65
                     
                     
                        Originator Name
                     
                     
                        Give the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CMRL66
                     
                     
                        Originator Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CMRL67
                     
                     
                        Originator Establishment Country
                     
                     
                        Country where the underlying exposure originator is established.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CMRL68
                     
                     
                        Energy Performance Certificate Value
                     
                     
                        The energy performance certificate value of the collateral at the time of origination:
                        
                                     
                                 
                                 
                                    A (EPCA)
                                 
                              
                                     
                                 
                                 
                                    B (EPCB)
                                 
                              
                                     
                                 
                                 
                                    C (EPCC)
                                 
                              
                                     
                                 
                                 
                                    D (EPCD)
                                 
                              
                                     
                                 
                                 
                                    E (EPCE)
                                 
                              
                                     
                                 
                                 
                                    F (EPCF)
                                 
                              
                                     
                                 
                                 
                                    G (EPCG)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        CMRL69
                     
                     
                        Energy Performance Certificate Provider Name
                     
                     
                        Enter the full legal name of the energy performance certificate provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
      
      
         
            ANNEX VII
            
               UNDERLYING EXPOSURES INFORMATION — CREDIT CARD
            
            
                        Field code
                     
                     
                        Field name
                     
                     
                        Content to report
                     
                     
                        ND1-ND4 allowed?
                     
                     
                        ND5 allowed?
                     
                  
                        Underlying exposures information section
                     
                  
                        CCDL1
                     
                     
                        Unique Identifier
                     
                     
                        The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CCDL2
                     
                     
                        Original Underlying Exposure Identifier
                     
                     
                        Unique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CCDL3
                     
                     
                        New Underlying Exposure Identifier
                     
                     
                        If the original identifier in field CCDL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CCDL2. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CCDL4
                     
                     
                        Original Obligor Identifier
                     
                     
                        Original unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CCDL5
                     
                     
                        New Obligor Identifier
                     
                     
                        If the original identifier in field CCDL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CCDL4. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CCDL6
                     
                     
                        Data Cut-Off Date
                     
                     
                        The data cut-off date for this data submission.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CCDL7
                     
                     
                        Pool Addition Date
                     
                     
                        The date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CCDL8
                     
                     
                        Date Of Repurchase
                     
                     
                        Date on which the underlying exposure was repurchased from the pool.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CCDL9
                     
                     
                        Geographic Region — Obligor
                     
                     
                        The geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CCDL10
                     
                     
                        Geographic Region Classification
                     
                     
                        Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CCDL11
                     
                     
                        Employment Status
                     
                     
                        Employment status of the primary obligor:
                        
                                     
                                 
                                 
                                    Employed — Private Sector (EMRS)
                                 
                              
                                     
                                 
                                 
                                    Employed — Public Sector (EMBL)
                                 
                              
                                     
                                 
                                 
                                    Employed — Sector Unknown (EMUK)
                                 
                              
                                     
                                 
                                 
                                    Unemployed (UNEM)
                                 
                              
                                     
                                 
                                 
                                    Self-employed (SFEM)
                                 
                              
                                     
                                 
                                 
                                    No Employment, Obligor is Legal Entity (NOEM)
                                 
                              
                                     
                                 
                                 
                                    Student (STNT)
                                 
                              
                                     
                                 
                                 
                                    Pensioner (PNNR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        CCDL12
                     
                     
                        Credit Impaired Obligor
                     
                     
                        Confirm that, pursuant to Article 20(11) of Regulation (EU) 2017/2402, at the time that this underlying exposure was selected for transfer to the SSPE, the exposure was neither in default within the meaning of Article 178(1) of Regulation (EU) No 575/2013 nor constituted an exposure to a credit-impaired debtor or guarantor, who, to the best of the originator’s or original lender’s knowledge:
                        
                                    (a)
                                 
                                 
                                    has been declared insolvent or had a court grant his creditors a final non-appealable right of enforcement or material damages as a result of a missed payment within three years prior to the date of origination or has undergone a debt restructuring process with regard to his non-performing exposures within three years prior to the date of transfer or assignment of the underlying exposures to the SSPE, except if:
                                    
                                                (i)
                                             
                                             
                                                a restructured underlying exposure has not presented new arrears since the date of the restructuring, which must have taken place at least one year prior to the date of transfer or assignment of the underlying exposures to the SSPE; and
                                             
                                          
                                                (ii)
                                             
                                             
                                                the information provided by the originator, sponsor and SSPE in accordance with points (a) and (e)(i) of the first subparagraph of Article 7(1) explicitly sets out the proportion of restructured underlying exposures, the time and details of the restructuring as well as their performance since the date of the restructuring;
                                             
                                          
                              
                                    (b)
                                 
                                 
                                    was, at the time of origination, where applicable, on a public credit registry of persons with adverse credit history or, where there is no such public credit registry, another credit registry that is available to the originator or original lender; or
                                 
                              
                                    (c)
                                 
                                 
                                    has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher than for comparable exposures held by the originator which are not securitised.
                                 
                              Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CCDL13
                     
                     
                        Customer Type
                     
                     
                        Customer type at origination:
                        
                                     
                                 
                                 
                                    New customer and not an employee/affiliated with the originator’s group (CNEO)
                                 
                              
                                     
                                 
                                 
                                    New customer and an employee/affiliated with the originator’s group (CEMO)
                                 
                              
                                     
                                 
                                 
                                    New customer and employee/affiliation not recorded (CNRO)
                                 
                              
                                     
                                 
                                 
                                    Existing customer and not an employee/affiliated with the originator’s group (ENEO)
                                 
                              
                                     
                                 
                                 
                                    Existing customer and an employee/affiliated with the originator’s group (EEMO)
                                 
                              
                                     
                                 
                                 
                                    Existing customer and employee/affiliation not recorded (ENRO)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        CCDL14
                     
                     
                        Primary Income
                     
                     
                        Primary obligor annual income used to underwrite the underlying exposure at the time of origination. Where the primary obligor is a legal person/entity, enter that obligor’s annual revenue.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CCDL15
                     
                     
                        Primary Income Type
                     
                     
                        Indicate what income in CCDL14 is displayed:
                        
                                     
                                 
                                 
                                    Gross annual income (GRAN)
                                 
                              
                                     
                                 
                                 
                                    Net annual income (net of tax and social security) (NITS)
                                 
                              
                                     
                                 
                                 
                                    Net annual income (net of tax only) (NITX)
                                 
                              
                                     
                                 
                                 
                                    Net annual income (net of social security only) (NTIN)
                                 
                              
                                     
                                 
                                 
                                    Estimated net annual income (net of tax and social security) (ENIS)
                                 
                              
                                     
                                 
                                 
                                    Estimated net annual income (net of tax only) (EITX)
                                 
                              
                                     
                                 
                                 
                                    Estimated net annual income (net of social security only) (EISS)
                                 
                              
                                     
                                 
                                 
                                    Disposable Income (DSPL)
                                 
                              
                                     
                                 
                                 
                                    Borrower is legal entity (CORP)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        CCDL16
                     
                     
                        Primary Income Currency
                     
                     
                        Currency in which the primary obligor’s income or revenue is paid.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CCDL17
                     
                     
                        Primary Income Verification
                     
                     
                        Primary Income Verification:
                        
                                     
                                 
                                 
                                    Self-certified no Checks (SCRT)
                                 
                              
                                     
                                 
                                 
                                    Self-certified with Affordability Confirmation (SCNF)
                                 
                              
                                     
                                 
                                 
                                    Verified (VRFD)
                                 
                              
                                     
                                 
                                 
                                    Non-Verified Income or Fast Track (NVRF)
                                 
                              
                                     
                                 
                                 
                                    Credit Bureau Information or Scoring (SCRG)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        CCDL18
                     
                     
                        Special Scheme
                     
                     
                        If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CCDL19
                     
                     
                        Origination Date
                     
                     
                        The date on which the account was opened.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CCDL20
                     
                     
                        Origination Channel
                     
                     
                        Channel of Origination:
                        
                                     
                                 
                                 
                                    Internet (WEBI)
                                 
                              
                                     
                                 
                                 
                                    Branch (BRCH)
                                 
                              
                                     
                                 
                                 
                                    Telesale (TLSL)
                                 
                              
                                     
                                 
                                 
                                    Stand (STND)
                                 
                              
                                     
                                 
                                 
                                    Post (POST)
                                 
                              
                                     
                                 
                                 
                                    White Label (WLBL)
                                 
                              
                                     
                                 
                                 
                                    Magazine (MGZN)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        CCDL21
                     
                     
                        Currency Denomination
                     
                     
                        The underlying exposure currency denomination.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CCDL22
                     
                     
                        Current Principal Balance
                     
                     
                        Enter the total current amount owed by the obligor (including all fees and interest) on the account.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CCDL23
                     
                     
                        Total Credit Limit
                     
                     
                        For underlying exposures with flexible re-draw facilities (including revolving characteristics) or where the maximum underlying exposure amount hasn’t been withdrawn in full – the maximum underlying exposure amount that could potentially be outstanding.
                        This field is only to be populated for underlying exposures that have flexible or further drawing characteristics.
                        This is not intended to capture instances where the obligor may renegotiate an increased underlying exposure balance but rather where there is currently the contractual ability for the obligor to do this and for the lender to provide the additional funding.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CCDL24
                     
                     
                        Purchase Price
                     
                     
                        Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CCDL25
                     
                     
                        Principal Grace Period End Date
                     
                     
                        If applicable as at the data cut-off date, indicate the principal grace period end date.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CCDL26
                     
                     
                        Scheduled Principal Payment Frequency
                     
                     
                        Frequency of principal payments due, i.e. period between payments:
                        
                                     
                                 
                                 
                                    Monthly (MNTH)
                                 
                              
                                     
                                 
                                 
                                    Quarterly (QUTR)
                                 
                              
                                     
                                 
                                 
                                    Semi Annual (SEMI)
                                 
                              
                                     
                                 
                                 
                                    Annual (YEAR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CCDL27
                     
                     
                        Scheduled Interest Payment Frequency
                     
                     
                        Frequency of interest payments due, i.e. period between payments:
                        
                                     
                                 
                                 
                                    Monthly (MNTH)
                                 
                              
                                     
                                 
                                 
                                    Quarterly (QUTR)
                                 
                              
                                     
                                 
                                 
                                    Semi Annual (SEMI)
                                 
                              
                                     
                                 
                                 
                                    Annual (YEAR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CCDL28
                     
                     
                        Payment Due
                     
                     
                        The next minimum scheduled payment due from the obligor.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CCDL29
                     
                     
                        Current Interest Rate
                     
                     
                        Total weighted average annualised yield including all fees applicable at last billing date (i.e. this is billed, not cash yield).
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CCDL30
                     
                     
                        Current Interest Rate Index
                     
                     
                        The base reference interest index currently applicable (the reference rate off which the interest rate is set):
                        
                                     
                                 
                                 
                                    MuniAAA (MAAA)
                                 
                              
                                     
                                 
                                 
                                    FutureSWAP (FUSW)
                                 
                              
                                     
                                 
                                 
                                    LIBID (LIBI)
                                 
                              
                                     
                                 
                                 
                                    LIBOR (LIBO)
                                 
                              
                                     
                                 
                                 
                                    SWAP (SWAP)
                                 
                              
                                     
                                 
                                 
                                    Treasury (TREA)
                                 
                              
                                     
                                 
                                 
                                    Euribor (EURI)
                                 
                              
                                     
                                 
                                 
                                    Pfandbriefe (PFAN)
                                 
                              
                                     
                                 
                                 
                                    EONIA (EONA)
                                 
                              
                                     
                                 
                                 
                                    EONIASwaps (EONS)
                                 
                              
                                     
                                 
                                 
                                    EURODOLLAR (EUUS)
                                 
                              
                                     
                                 
                                 
                                    EuroSwiss (EUCH)
                                 
                              
                                     
                                 
                                 
                                    TIBOR (TIBO)
                                 
                              
                                     
                                 
                                 
                                    ISDAFIX (ISDA)
                                 
                              
                                     
                                 
                                 
                                    GCFRepo (GCFR)
                                 
                              
                                     
                                 
                                 
                                    STIBOR (STBO)
                                 
                              
                                     
                                 
                                 
                                    BBSW (BBSW)
                                 
                              
                                     
                                 
                                 
                                    JIBAR (JIBA)
                                 
                              
                                     
                                 
                                 
                                    BUBOR (BUBO)
                                 
                              
                                     
                                 
                                 
                                    CDOR (CDOR)
                                 
                              
                                     
                                 
                                 
                                    CIBOR (CIBO)
                                 
                              
                                     
                                 
                                 
                                    MOSPRIM (MOSP)
                                 
                              
                                     
                                 
                                 
                                    NIBOR (NIBO)
                                 
                              
                                     
                                 
                                 
                                    PRIBOR (PRBO)
                                 
                              
                                     
                                 
                                 
                                    TELBOR (TLBO)
                                 
                              
                                     
                                 
                                 
                                    WIBOR (WIBO)
                                 
                              
                                     
                                 
                                 
                                    Bank of England Base Rate (BOER)
                                 
                              
                                     
                                 
                                 
                                    European Central Bank Base Rate (ECBR)
                                 
                              
                                     
                                 
                                 
                                    Lender’s Own Rate (LDOR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CCDL31
                     
                     
                        Current Interest Rate Index Tenor
                     
                     
                        Tenor of the current interest rate index:
                        
                                     
                                 
                                 
                                    Overnight (OVNG)
                                 
                              
                                     
                                 
                                 
                                    IntraDay (INDA)
                                 
                              
                                     
                                 
                                 
                                    1 day (DAIL)
                                 
                              
                                     
                                 
                                 
                                    1 week (WEEK)
                                 
                              
                                     
                                 
                                 
                                    2 week (TOWK)
                                 
                              
                                     
                                 
                                 
                                    1 month (MNTH)
                                 
                              
                                     
                                 
                                 
                                    2 month (TOMN)
                                 
                              
                                     
                                 
                                 
                                    3 month (QUTR)
                                 
                              
                                     
                                 
                                 
                                    4 month (FOMN)
                                 
                              
                                     
                                 
                                 
                                    6 month (SEMI)
                                 
                              
                                     
                                 
                                 
                                    12 month (YEAR)
                                 
                              
                                     
                                 
                                 
                                    On Demand (ONDE)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        CCDL32
                     
                     
                        Number Of Payments Before Securitisation
                     
                     
                        Enter the number of payments made prior to the exposure being transferred to the securitisation.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        CCDL33
                     
                     
                        Date Of Restructuring
                     
                     
                        Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.
                        In the event of multiple dates, all dates must be provided in accordance with the XML schema.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CCDL34
                     
                     
                        Date Last In Arrears
                     
                     
                        Date the account was last in arrears.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CCDL35
                     
                     
                        Number Of Days In Arrears
                     
                     
                        Number of days the account is in arrears as of the data cut-off date. If the account is not in arrears enter 0.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CCDL36
                     
                     
                        Arrears Balance
                     
                     
                        Current balance of arrears, which is defined as:
                        
                                     
                                 
                                 
                                    Total payments due to date
                                 
                              
                                     
                                 
                                 
                                    PLUS any amounts capitalised
                                 
                              
                                     
                                 
                                 
                                    PLUS any fees applied to the account
                                 
                              
                                     
                                 
                                 
                                    LESS total payments received to date.
                                 
                              If no arrears then enter 0.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CCDL37
                     
                     
                        Account Status
                     
                     
                        Current status of the underlying exposure that has been securitised:
                        
                                     
                                 
                                 
                                    Performing (PERF)
                                 
                              
                                     
                                 
                                 
                                    Restructured — No Arrears (RNAR)
                                 
                              
                                     
                                 
                                 
                                    Restructured — Arrears (RARR)
                                 
                              
                                     
                                 
                                 
                                    Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT)
                                 
                              
                                     
                                 
                                 
                                    Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT)
                                 
                              
                                     
                                 
                                 
                                    Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR)
                                 
                              
                                     
                                 
                                 
                                    Defaulted only under another definition of default being met (DADB)
                                 
                              
                                     
                                 
                                 
                                    Arrears (ARRE)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Breach of Representations and Warranties (REBR)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Defaulted (REDF)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Restructured (RERE)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Special Servicing (RESS)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Other Reason (REOT)
                                 
                              
                                     
                                 
                                 
                                    Redeemed (RDMD)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CCDL38
                     
                     
                        Reason for Default or Foreclosure
                     
                     
                        If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason:
                        
                                     
                                 
                                 
                                    In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX)
                                 
                              
                                     
                                 
                                 
                                    In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX)
                                 
                              
                                     
                                 
                                 
                                    In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        CCDL39
                     
                     
                        Default Amount
                     
                     
                        Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CCDL40
                     
                     
                        Default Date
                     
                     
                        The date of default.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CCDL41
                     
                     
                        Cumulative Recoveries
                     
                     
                        Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CCDL42
                     
                     
                        Original Lender Name
                     
                     
                        Give the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CCDL43
                     
                     
                        Original Lender Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender.
                        Where no Legal Entity Identifier is available, enter ND5.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CCDL44
                     
                     
                        Original Lender Establishment Country
                     
                     
                        Country where the original lender is established.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        CCDL45
                     
                     
                        Originator Name
                     
                     
                        Give the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CCDL46
                     
                     
                        Originator Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CCDL47
                     
                     
                        Originator Establishment Country
                     
                     
                        Country where the underlying exposure originator is established.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
      
      
         
            ANNEX VIII
            
               UNDERLYING EXPOSURES INFORMATION — LEASING
            
            
                        Field code
                     
                     
                        Field name
                     
                     
                        Content to report
                     
                     
                        ND1-ND4 allowed?
                     
                     
                        ND5 allowed?
                     
                  
                        Underlying exposures information section
                     
                  
                        LESL1
                     
                     
                        Unique Identifier
                     
                     
                        The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        LESL2
                     
                     
                        Original Underlying Exposure Identifier
                     
                     
                        Unique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        LESL3
                     
                     
                        New Underlying Exposure Identifier
                     
                     
                        If the original identifier in field LESL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in LESL2. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        LESL4
                     
                     
                        Original Obligor Identifier
                     
                     
                        Original unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        LESL5
                     
                     
                        New Obligor Identifier
                     
                     
                        If the original identifier in field LESL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in LESL4. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        LESL6
                     
                     
                        Data Cut-Off Date
                     
                     
                        The data cut-off date for this data submission.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        LESL7
                     
                     
                        Pool Addition Date
                     
                     
                        The date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        LESL8
                     
                     
                        Date Of Repurchase
                     
                     
                        Date on which the underlying exposure was repurchased from the pool.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        LESL9
                     
                     
                        Redemption Date
                     
                     
                        Date on which account redeemed or (for defaulted underlying exposures) the date on which the recovery process was completed.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        LESL10
                     
                     
                        Geographic Region — Obligor
                     
                     
                        The geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        LESL11
                     
                     
                        Geographic Region Classification
                     
                     
                        Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        LESL12
                     
                     
                        Credit Impaired Obligor
                     
                     
                        Confirm that, pursuant to Article 20(11) of Regulation (EU) 2017/2402, at the time that this underlying exposure was selected for transfer to the SSPE, the exposure was neither in default within the meaning of Article 178(1) of Regulation (EU) No 575/2013 nor constituted an exposure to a credit-impaired debtor or guarantor, who, to the best of the originator’s or original lender’s knowledge:
                        
                                    (a)
                                 
                                 
                                    has been declared insolvent or had a court grant his creditors a final non-appealable right of enforcement or material damages as a result of a missed payment within three years prior to the date of origination or has undergone a debt restructuring process with regard to his non-performing exposures within three years prior to the date of transfer or assignment of the underlying exposures to the SSPE, except if:
                                    
                                                (i)
                                             
                                             
                                                a restructured underlying exposure has not presented new arrears since the date of the restructuring, which must have taken place at least one year prior to the date of transfer or assignment of the underlying exposures to the SSPE; and
                                             
                                          
                                                (ii)
                                             
                                             
                                                the information provided by the originator, sponsor and SSPE in accordance with points (a) and (e)(i) of the first subparagraph of Article 7(1) explicitly sets out the proportion of restructured underlying exposures, the time and details of the restructuring as well as their performance since the date of the restructuring;
                                             
                                          
                              
                                    (b)
                                 
                                 
                                    was, at the time of origination, where applicable, on a public credit registry of persons with adverse credit history or, where there is no such public credit registry, another credit registry that is available to the originator or original lender; or
                                 
                              
                                    (c)
                                 
                                 
                                    has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher than for comparable exposures held by the originator which are not securitised.
                                 
                              Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        LESL13
                     
                     
                        Obligor Basel III Segment
                     
                     
                        Obligor Basel III Segment:
                        
                                     
                                 
                                 
                                    Corporate (CORP)
                                 
                              
                                     
                                 
                                 
                                    Small and Medium Enterprise Treated as Corporate (SMEX)
                                 
                              
                                     
                                 
                                 
                                    Retail (RETL)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        LESL14
                     
                     
                        Customer Type
                     
                     
                        Customer type at origination:
                        
                                     
                                 
                                 
                                    New customer and not an employee/affiliated with the originator’s group (CNEO)
                                 
                              
                                     
                                 
                                 
                                    New customer and an employee/affiliated with the originator’s group (CEMO)
                                 
                              
                                     
                                 
                                 
                                    New customer and employee/affiliation not recorded (CNRO)
                                 
                              
                                     
                                 
                                 
                                    Existing customer and not an employee/affiliated with the originator’s group (ENEO)
                                 
                              
                                     
                                 
                                 
                                    Existing customer and an employee/affiliated with the originator’s group (EEMO)
                                 
                              
                                     
                                 
                                 
                                    Existing customer and employee/affiliation not recorded (ENRO)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        LESL15
                     
                     
                        NACE Industry Code
                     
                     
                        Lessee industry NACE Code, as set out in Regulation (EC) No 1893/2006.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        LESL16
                     
                     
                        Enterprise Size
                     
                     
                        Classification of enterprises by size, in accordance with the Annex to Commission Recommendation 2003/361/EC:
                        
                                     
                                 
                                 
                                    Micro Enterprise (MICE) - employs fewer than 10 persons and whose annual turnover and/or annual balance sheet total does not exceed EUR 2 million
                                 
                              
                                     
                                 
                                 
                                    Small Enterprise (SMAE) - employs fewer than 50 persons and whose annual turnover and/or annual balance sheet total does not exceed EUR 10 million
                                 
                              
                                     
                                 
                                 
                                    Medium Enterprise (MEDE) - employs fewer than 250 persons and which has an annual turnover not exceeding EUR 50 million, and/or an annual balance sheet total not exceeding EUR 43 million
                                 
                              
                                     
                                 
                                 
                                    Large Enterprise (LARE) – an enterprise that is neither a micro, small, or medium enterprise.
                                 
                              
                                     
                                 
                                 
                                    Natural Person (NATP)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        LESL17
                     
                     
                        Revenue
                     
                     
                        Annual sales volume net of all discounts and sales taxes of the obligor in accordance with Recommendation 2003/361/EC. Equivalent to the concept of ‘total annual sales’ in Article 153(4) of Regulation (EU) No 575/2013.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        LESL18
                     
                     
                        Financial Statement Currency
                     
                     
                        The reporting currency of the financial statements.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        LESL19
                     
                     
                        Product Type
                     
                     
                        The classification of the underlying exposure, per lessor’s definitions:
                        
                                     
                                 
                                 
                                    (Personal) Contract Purchase (PPUR)
                                 
                              
                                     
                                 
                                 
                                    (Personal) Contract Hire (PHIR)
                                 
                              
                                     
                                 
                                 
                                    Hire Purchase (HIRP)
                                 
                              
                                     
                                 
                                 
                                    Lease Purchase (LEAP)
                                 
                              
                                     
                                 
                                 
                                    Finance Lease (FNLS)
                                 
                              
                                     
                                 
                                 
                                    Operating Lease (OPLS)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        LESL20
                     
                     
                        Syndicated
                     
                     
                        Is the underlying exposure syndicated?
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        LESL21
                     
                     
                        Special Scheme
                     
                     
                        If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        LESL22
                     
                     
                        Origination Date
                     
                     
                        Date of original lease advance.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        LESL23
                     
                     
                        Maturity Date
                     
                     
                        The date of maturity of the underlying exposure or expiry of the lease.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        LESL24
                     
                     
                        Original Term
                     
                     
                        Original contractual term (number of months) at the origination date.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        LESL25
                     
                     
                        Origination Channel
                     
                     
                        Origination channel of the underlying exposure:
                        
                                     
                                 
                                 
                                    Office or Branch Network (BRAN)
                                 
                              
                                     
                                 
                                 
                                    Broker (BROK)
                                 
                              
                                     
                                 
                                 
                                    Internet (WEBI)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        LESL26
                     
                     
                        Currency Denomination
                     
                     
                        The underlying exposure currency denomination.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        LESL27
                     
                     
                        Original Principal Balance
                     
                     
                        Original Principal (or discounted) lease balance (inclusive of capitalised fees) at origination. This is referring to the balance of the lease at the origination date, not the date of the underlying exposure’s sale to the SSPE or the closing date of the securitisation.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        LESL28
                     
                     
                        Current Principal Balance
                     
                     
                        Obligor’s lease or discounted lease balance outstanding as of the data cut-off date. This includes any amounts that are secured against the asset. For example, if fees have been added to the balance and are part of the principal in the securitisation these are to be added. Exclude any interest arrears or penalty amounts.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        LESL29
                     
                     
                        Purchase Price
                     
                     
                        Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        LESL30
                     
                     
                        Securitised Residual Value
                     
                     
                        Residual value amount which has been securitised only.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        LESL31
                     
                     
                        Amortisation Type
                     
                     
                        Type of amortisation of the underlying exposure including principal and interest.
                        French — i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX)
                        German — i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest. (DEXX)
                        Fixed amortisation schedule — i.e. Amortisation in which the principal amount repaid in each instalment is the same. (FIXE)
                        Bullet — i.e. Amortisation in which the full principal amount is repaid in the last instalment. (BLLT)
                        Other (OTHR)
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        LESL32
                     
                     
                        Principal Grace Period End Date
                     
                     
                        If applicable as at the data cut-off date, indicate the principal grace period end date.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        LESL33
                     
                     
                        Scheduled Principal Payment Frequency
                     
                     
                        Frequency of principal payments due, i.e. period between payments:
                        
                                     
                                 
                                 
                                    Monthly (MNTH)
                                 
                              
                                     
                                 
                                 
                                    Quarterly (QUTR)
                                 
                              
                                     
                                 
                                 
                                    Semi Annual (SEMI)
                                 
                              
                                     
                                 
                                 
                                    Annual (YEAR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        LESL34
                     
                     
                        Scheduled Interest Payment Frequency
                     
                     
                        Frequency of interest payments due, i.e. period between payments:
                        
                                     
                                 
                                 
                                    Monthly (MNTH)
                                 
                              
                                     
                                 
                                 
                                    Quarterly (QUTR)
                                 
                              
                                     
                                 
                                 
                                    Semi Annual (SEMI)
                                 
                              
                                     
                                 
                                 
                                    Annual (YEAR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        LESL35
                     
                     
                        Payment Due
                     
                     
                        This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        LESL36
                     
                     
                        Current Interest Rate
                     
                     
                        Total gross current interest rate or discount rate applicable to the underlying exposure. Rates calculated on a period-by-period basis must be annualised.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        LESL37
                     
                     
                        Current Interest Rate Index
                     
                     
                        The base reference interest index currently applicable (the reference rate off which the interest rate is set):
                        
                                     
                                 
                                 
                                    MuniAAA (MAAA)
                                 
                              
                                     
                                 
                                 
                                    FutureSWAP (FUSW)
                                 
                              
                                     
                                 
                                 
                                    LIBID (LIBI)
                                 
                              
                                     
                                 
                                 
                                    LIBOR (LIBO)
                                 
                              
                                     
                                 
                                 
                                    SWAP (SWAP)
                                 
                              
                                     
                                 
                                 
                                    Treasury (TREA)
                                 
                              
                                     
                                 
                                 
                                    Euribor (EURI)
                                 
                              
                                     
                                 
                                 
                                    Pfandbriefe (PFAN)
                                 
                              
                                     
                                 
                                 
                                    EONIA (EONA)
                                 
                              
                                     
                                 
                                 
                                    EONIASwaps (EONS)
                                 
                              
                                     
                                 
                                 
                                    EURODOLLAR (EUUS)
                                 
                              
                                     
                                 
                                 
                                    EuroSwiss (EUCH)
                                 
                              
                                     
                                 
                                 
                                    TIBOR (TIBO)
                                 
                              
                                     
                                 
                                 
                                    ISDAFIX (ISDA)
                                 
                              
                                     
                                 
                                 
                                    GCFRepo (GCFR)
                                 
                              
                                     
                                 
                                 
                                    STIBOR (STBO)
                                 
                              
                                     
                                 
                                 
                                    BBSW (BBSW)
                                 
                              
                                     
                                 
                                 
                                    JIBAR (JIBA)
                                 
                              
                                     
                                 
                                 
                                    BUBOR (BUBO)
                                 
                              
                                     
                                 
                                 
                                    CDOR (CDOR)
                                 
                              
                                     
                                 
                                 
                                    CIBOR (CIBO)
                                 
                              
                                     
                                 
                                 
                                    MOSPRIM (MOSP)
                                 
                              
                                     
                                 
                                 
                                    NIBOR (NIBO)
                                 
                              
                                     
                                 
                                 
                                    PRIBOR (PRBO)
                                 
                              
                                     
                                 
                                 
                                    TELBOR (TLBO)
                                 
                              
                                     
                                 
                                 
                                    WIBOR (WIBO)
                                 
                              
                                     
                                 
                                 
                                    Bank of England Base Rate (BOER)
                                 
                              
                                     
                                 
                                 
                                    European Central Bank Base Rate (ECBR)
                                 
                              
                                     
                                 
                                 
                                    Lender’s Own Rate (LDOR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        LESL38
                     
                     
                        Current Interest Rate Index Tenor
                     
                     
                        Tenor of the current interest rate index:
                        
                                     
                                 
                                 
                                    Overnight (OVNG)
                                 
                              
                                     
                                 
                                 
                                    IntraDay (INDA)
                                 
                              
                                     
                                 
                                 
                                    1 day (DAIL)
                                 
                              
                                     
                                 
                                 
                                    1 week (WEEK)
                                 
                              
                                     
                                 
                                 
                                    2 week (TOWK)
                                 
                              
                                     
                                 
                                 
                                    1 month (MNTH)
                                 
                              
                                     
                                 
                                 
                                    2 month (TOMN)
                                 
                              
                                     
                                 
                                 
                                    3 month (QUTR)
                                 
                              
                                     
                                 
                                 
                                    4 month (FOMN)
                                 
                              
                                     
                                 
                                 
                                    6 month (SEMI)
                                 
                              
                                     
                                 
                                 
                                    12 month (YEAR)
                                 
                              
                                     
                                 
                                 
                                    On Demand (ONDE)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        LESL39
                     
                     
                        Current Interest Rate Margin
                     
                     
                        Current interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        LESL40
                     
                     
                        Interest Rate Reset Interval
                     
                     
                        Number of months between each interest rate reset date on the underlying exposure.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        LESL41
                     
                     
                        Interest Rate Cap
                     
                     
                        Maximum rate that the obligor must pay on a floating rate lease as required under the terms of the underlying exposure agreement.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        LESL42
                     
                     
                        Interest Rate Floor
                     
                     
                        Minimum rate that the obligor must pay on a floating rate lease as required under the terms of the lease agreement.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        LESL43
                     
                     
                        Number Of Payments Before Securitisation
                     
                     
                        Enter the number of payments made prior to the exposure being transferred to the securitisation.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        LESL44
                     
                     
                        Percentage Of Prepayments Allowed Per Year
                     
                     
                        Percentage amount of pre-payments allowed under the product per year. This is for underlying exposures that allow a certain threshold of pre-payments (i.e. 10 %) before charges are incurred.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        LESL45
                     
                     
                        Prepayment Lock-Out End Date
                     
                     
                        The date after which the lender allows prepayment of the underlying exposure.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        LESL46
                     
                     
                        Prepayment Fee
                     
                     
                        Amount collected from the obligor as the fee/penalty due for making prepayments as required under the terms of the underlying exposure agreement. This is not intended to include any amounts paid as a ‘break cost’ to make up interest payments up to the lease Payment Date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        LESL47
                     
                     
                        Prepayment Fee End Date
                     
                     
                        The date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        LESL48
                     
                     
                        Prepayment Date
                     
                     
                        The latest date on which an unscheduled principal payment was received.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        LESL49
                     
                     
                        Cumulative Prepayments
                     
                     
                        Total prepayments collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination date
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        LESL50
                     
                     
                        Option To Buy Price
                     
                     
                        The amount the lessee has to pay at the end of the lease in order to take ownership of the asset, other than the payment referred to in LESL30.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        LESL51
                     
                     
                        Down Payment Amount
                     
                     
                        Amount of deposit/down payment on origination of the underlying exposure (this includes the value of traded-in equipment etc.).
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        LESL52
                     
                     
                        Current Residual Value Of Asset
                     
                     
                        Most recent forecast residual value of the asset at the end of the lease term. If no update has been performed, enter the original estimated residual value.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        LESL53
                     
                     
                        Date Of Restructuring
                     
                     
                        Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.
                        In the event of multiple dates, all dates must be provided in accordance with the XML schema.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        LESL54
                     
                     
                        Date Last In Arrears
                     
                     
                        Date the obligor was last in arrears.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        LESL55
                     
                     
                        Arrears Balance
                     
                     
                        Current balance of arrears, which is defined as:
                        
                                     
                                 
                                 
                                    Total payments due to date
                                 
                              
                                     
                                 
                                 
                                    PLUS any amounts capitalised
                                 
                              
                                     
                                 
                                 
                                    PLUS any fees applied to the account
                                 
                              
                                     
                                 
                                 
                                    LESS total payments received to date.
                                 
                              If no arrears then enter 0.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        LESL56
                     
                     
                        Number Of Days In Arrears
                     
                     
                        Number of days this underlying exposure is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        LESL57
                     
                     
                        Account Status
                     
                     
                        Current status of the underlying exposure that has been securitised:
                        
                                     
                                 
                                 
                                    Performing (PERF)
                                 
                              
                                     
                                 
                                 
                                    Restructured — No Arrears (RNAR)
                                 
                              
                                     
                                 
                                 
                                    Restructured — Arrears (RARR)
                                 
                              
                                     
                                 
                                 
                                    Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT)
                                 
                              
                                     
                                 
                                 
                                    Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT)
                                 
                              
                                     
                                 
                                 
                                    Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR)
                                 
                              
                                     
                                 
                                 
                                    Defaulted only under another definition of default being met (DADB)
                                 
                              
                                     
                                 
                                 
                                    Arrears (ARRE)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Breach of Representations and Warranties (REBR)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Defaulted (REDF)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Restructured (RERE)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Special Servicing (RESS)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Other Reason (REOT)
                                 
                              
                                     
                                 
                                 
                                    Redeemed (RDMD)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        LESL58
                     
                     
                        Reason for Default or Foreclosure
                     
                     
                        If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason:
                        
                                     
                                 
                                 
                                    In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX)
                                 
                              
                                     
                                 
                                 
                                    In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX)
                                 
                              
                                     
                                 
                                 
                                    In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        LESL59
                     
                     
                        Default Amount
                     
                     
                        Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        LESL60
                     
                     
                        Default Date
                     
                     
                        The date of default.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        LESL61
                     
                     
                        Allocated Losses
                     
                     
                        The allocated losses to date, net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect most recent situation as at the data cut-off date, i.e. as recoveries are collected and the work out process progresses.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        LESL62
                     
                     
                        Cumulative Recoveries
                     
                     
                        Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        LESL63
                     
                     
                        Recovery Source
                     
                     
                        The source of the recoveries:
                        
                                     
                                 
                                 
                                    Liquidation of Collateral (LCOL)
                                 
                              
                                     
                                 
                                 
                                    Enforcement of Guarantees (EGAR)
                                 
                              
                                     
                                 
                                 
                                    Additional Lending (ALEN)
                                 
                              
                                     
                                 
                                 
                                    Cash Recoveries (CASR)
                                 
                              
                                     
                                 
                                 
                                    Mixed (MIXD)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        LESL64
                     
                     
                        Deposit Amount
                     
                     
                        The sum of all obligor amounts held by the originator or seller that are potentially off-settable against the underlying exposure balance, excluding the benefit of any national deposit compensation scheme. To prevent double-counting, this is to be capped at the lower of (1) the deposit amount, and (2) the maximum potential off-settable amount at the obligor-level (i.e. not underlying exposure-level) within the pool.
                        Use the same currency denomination as that used for this underlying exposure.
                        If an obligor has more than one underlying exposure outstanding in the pool, then this field is to be completed for each underlying exposure, and it is up to the discretion of the reporting entity to decide to allocate the deposit amount across each of the underlying exposure, subject to the above-mentioned cap and so long as the total entries for this field across the multiple underlying exposures adds up to the accurate amount. For example, if Obligor A has deposit balance of €100, and two underlying exposures outstanding in the pool of: underlying exposure 1 €60 and underlying exposure 2 €75. This field could be completed as either underlying exposure 1 - €60 and underlying exposure 2 - €40, or underlying exposure 1 - €25 and underlying exposure 2 €75 (i.e. the relative entries for this field in each underlying exposure is capped at €60 for underlying exposure 1 and at €75 for underlying exposure 2 and the sum of the values across underlying exposure 1 and underlying exposure 2 must equal €100).
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        LESL65
                     
                     
                        Geographic Region — Collateral
                     
                     
                        The geographic region (NUTS3 classification) where the asset is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        LESL66
                     
                     
                        Manufacturer
                     
                     
                        Name of the asset manufacturer.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        LESL67
                     
                     
                        Model
                     
                     
                        Name of the asset/model.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        LESL68
                     
                     
                        Year Of Manufacture/Construction
                     
                     
                        Year of manufacture.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        LESL69
                     
                     
                        New Or Used
                     
                     
                        Condition of asset at point of underlying exposure origination:
                        
                                     
                                 
                                 
                                    New (NEWX)
                                 
                              
                                     
                                 
                                 
                                    Used (USED)
                                 
                              
                                     
                                 
                                 
                                    Demo (DEMO)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        LESL70
                     
                     
                        Original Residual Value Of Asset
                     
                     
                        The estimated residual value of the asset at the date of underlying exposure origination.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        LESL71
                     
                     
                        Collateral Type
                     
                     
                        The primary (in terms of value) type of asset securing the underlying exposure:
                        
                                     
                                 
                                 
                                    Automobile (CARX)
                                 
                              
                                     
                                 
                                 
                                    Industrial Vehicle (INDV)
                                 
                              
                                     
                                 
                                 
                                    Commercial Truck (CMTR)
                                 
                              
                                     
                                 
                                 
                                    Rail Vehicle (RALV)
                                 
                              
                                     
                                 
                                 
                                    Nautical Commercial Vehicle (NACM)
                                 
                              
                                     
                                 
                                 
                                    Nautical Leisure Vehicle (NALV)
                                 
                              
                                     
                                 
                                 
                                    Aeroplane (AERO)
                                 
                              
                                     
                                 
                                 
                                    Machine Tool (MCHT)
                                 
                              
                                     
                                 
                                 
                                    Industrial Equipment (INDE)
                                 
                              
                                     
                                 
                                 
                                    Office Equipment (OFEQ)
                                 
                              
                                     
                                 
                                 
                                    Medical Equipment (MDEQ)
                                 
                              
                                     
                                 
                                 
                                    Energy Related Equipment (ENEQ)
                                 
                              
                                     
                                 
                                 
                                    Commercial Building (CBLD)
                                 
                              
                                     
                                 
                                 
                                    Residential Building (RBLD)
                                 
                              
                                     
                                 
                                 
                                    Industrial Building (IBLD)
                                 
                              
                                     
                                 
                                 
                                    Other Vehicle (OTHV)
                                 
                              
                                     
                                 
                                 
                                    Other Equipment (OTHE)
                                 
                              
                                     
                                 
                                 
                                    Other Real Estate (OTRE)
                                 
                              
                                     
                                 
                                 
                                    Other goods or inventory (OTGI)
                                 
                              
                                     
                                 
                                 
                                    Security (SECU)
                                 
                              
                                     
                                 
                                 
                                    Guarantee (GUAR)
                                 
                              
                                     
                                 
                                 
                                    Other Financial Asset (OTFA)
                                 
                              
                                     
                                 
                                 
                                    IT Equipment (ITEQ)
                                 
                              
                                     
                                 
                                 
                                    Mixed Categories Due to Security Over All Assets of the Obligor (MIXD)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        NO
                     
                  
                        LESL72
                     
                     
                        Original Valuation Amount
                     
                     
                        Valuation of asset at underlying exposure origination.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        LESL73
                     
                     
                        Original Valuation Method
                     
                     
                        The method of calculating the value of the asset at the time of underlying exposure origination:
                        
                                     
                                 
                                 
                                    Full Appraisal (FAPR)
                                 
                              
                                     
                                 
                                 
                                    Drive-by (DRVB)
                                 
                              
                                     
                                 
                                 
                                    Automated Value Model (AUVM)
                                 
                              
                                     
                                 
                                 
                                    Indexed (IDXD)
                                 
                              
                                     
                                 
                                 
                                    Desktop (DKTP)
                                 
                              
                                     
                                 
                                 
                                    Managing Agent or Estate Agent (MAEA)
                                 
                              
                                     
                                 
                                 
                                    Purchase Price (PPRI)
                                 
                              
                                     
                                 
                                 
                                    Haircut (HCUT)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        LESL74
                     
                     
                        Original Valuation Date
                     
                     
                        Date of asset valuation at origination.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        LESL75
                     
                     
                        Current Valuation Amount
                     
                     
                        Latest asset valuation. If no revaluation has occurred since origination, enter original valuation.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        LESL76
                     
                     
                        Current Valuation Method
                     
                     
                        The method of calculating the most recent value of the asset. If no revaluation has occurred since origination, enter original valuation type:
                        
                                     
                                 
                                 
                                    Full Appraisal (FAPR)
                                 
                              
                                     
                                 
                                 
                                    Drive-by (DRVB)
                                 
                              
                                     
                                 
                                 
                                    Automated Value Model (AUVM)
                                 
                              
                                     
                                 
                                 
                                    Indexed (IDXD)
                                 
                              
                                     
                                 
                                 
                                    Desktop (DKTP)
                                 
                              
                                     
                                 
                                 
                                    Managing Agent or Estate Agent (MAEA)
                                 
                              
                                     
                                 
                                 
                                    Purchase Price (PPRI)
                                 
                              
                                     
                                 
                                 
                                    Haircut (HCUT)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        NO
                     
                  
                        LESL77
                     
                     
                        Current Valuation Date
                     
                     
                        Date of latest asset valuation. If no revaluation has occurred since origination, enter original valuation date.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        LESL78
                     
                     
                        Number Of Leased Objects
                     
                     
                        The number of individual assets covered by this underlying exposure.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        LESL79
                     
                     
                        Original Lender Name
                     
                     
                        Give the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        LESL80
                     
                     
                        Original Lender Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender.
                        Where no Legal Entity Identifier is available, enter ND5.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        LESL81
                     
                     
                        Original Lender Establishment Country
                     
                     
                        Country where the original lender is established.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        LESL82
                     
                     
                        Originator Name
                     
                     
                        Give the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        LESL83
                     
                     
                        Originator Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        LESL84
                     
                     
                        Originator Establishment Country
                     
                     
                        Country where the underlying exposure originator is established.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
      
      
         
            ANNEX IX
            
               UNDERLYING EXPOSURES INFORMATION — ESOTERIC
            
            
                        Field code
                     
                     
                        Field name
                     
                     
                        Content to report
                     
                     
                        ND1-ND4 allowed?
                     
                     
                        ND5 allowed?
                     
                  
                        Underlying exposures information section
                     
                  
                        ESTL1
                     
                     
                        Unique Identifier
                     
                     
                        The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        ESTL2
                     
                     
                        Original Underlying Exposure Identifier
                     
                     
                        Unique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        ESTL3
                     
                     
                        New Underlying Exposure Identifier
                     
                     
                        If the original identifier in field ESTL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in ESTL2. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        ESTL4
                     
                     
                        Original Obligor Identifier
                     
                     
                        Original unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        ESTL5
                     
                     
                        New Obligor Identifier
                     
                     
                        If the original identifier in field ESTL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in ESTL4. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        ESTL6
                     
                     
                        Data Cut-Off Date
                     
                     
                        The data cut-off date for this data submission.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        ESTL7
                     
                     
                        Pool Addition Date
                     
                     
                        The date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        ESTL8
                     
                     
                        Date Of Repurchase
                     
                     
                        Date on which the underlying exposure was repurchased from the pool.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        ESTL9
                     
                     
                        Redemption Date
                     
                     
                        Date on which account redeemed or (for defaulted underlying exposures) the date on which the recovery process was completed.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        ESTL10
                     
                     
                        Description
                     
                     
                        Describe in a few words the underlying exposure (e.g. ‘Electricity Tariff Receivables’, ‘Future Flow’). All underlying exposures of this type in the data submission must use identical language.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        ESTL11
                     
                     
                        Geographic Region — Obligor
                     
                     
                        The geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL12
                     
                     
                        Geographic Region Classification
                     
                     
                        Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL13
                     
                     
                        Employment Status
                     
                     
                        Employment status of the primary obligor:
                        
                                     
                                 
                                 
                                    Employed — Private Sector (EMRS)
                                 
                              
                                     
                                 
                                 
                                    Employed — Public Sector (EMBL)
                                 
                              
                                     
                                 
                                 
                                    Employed — Sector Unknown (EMUK)
                                 
                              
                                     
                                 
                                 
                                    Unemployed (UNEM)
                                 
                              
                                     
                                 
                                 
                                    Self-employed (SFEM)
                                 
                              
                                     
                                 
                                 
                                    No Employment, Obligor is Legal Entity (NOEM)
                                 
                              
                                     
                                 
                                 
                                    Student (STNT)
                                 
                              
                                     
                                 
                                 
                                    Pensioner (PNNR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL14
                     
                     
                        Credit Impaired Obligor
                     
                     
                        Confirm that, pursuant to Article 20(11) of Regulation (EU) 2017/2402, at the time that this underlying exposure was selected for transfer to the SSPE, the exposure was neither in default within the meaning of Article 178(1) of Regulation (EU) No 575/2013 nor constituted an exposure to a credit-impaired debtor or guarantor, who, to the best of the originator’s or original lender’s knowledge:
                        
                                    (a)
                                 
                                 
                                    has been declared insolvent or had a court grant his creditors a final non-appealable right of enforcement or material damages as a result of a missed payment within three years prior to the date of origination or has undergone a debt restructuring process with regard to his non-performing exposures within three years prior to the date of transfer or assignment of the underlying exposures to the SSPE, except if:
                                    
                                                (i)
                                             
                                             
                                                a restructured underlying exposure has not presented new arrears since the date of the restructuring, which must have taken place at least one year prior to the date of transfer or assignment of the underlying exposures to the SSPE; and
                                             
                                          
                                                (ii)
                                             
                                             
                                                the information provided by the originator, sponsor and SSPE in accordance with points (a) and (e)(i) of the first subparagraph of Article 7(1) explicitly sets out the proportion of restructured underlying exposures, the time and details of the restructuring as well as their performance since the date of the restructuring;
                                             
                                          
                              
                                    (b)
                                 
                                 
                                    was, at the time of origination, where applicable, on a public credit registry of persons with adverse credit history or, where there is no such public credit registry, another credit registry that is available to the originator or original lender; or
                                 
                              
                                    (c)
                                 
                                 
                                    has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher than for comparable exposures held by the originator which are not securitised.
                                 
                              Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL15
                     
                     
                        Obligor Legal Type
                     
                     
                        Legal form of customer:
                        
                                     
                                 
                                 
                                    Public Company (PUBL)
                                 
                              
                                     
                                 
                                 
                                    Limited Company (LLCO)
                                 
                              
                                     
                                 
                                 
                                    Partnership (PNTR)
                                 
                              
                                     
                                 
                                 
                                    Individual (INDV)
                                 
                              
                                     
                                 
                                 
                                    Government Entity (GOVT)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL16
                     
                     
                        NACE Industry Code
                     
                     
                        Obligor industry NACE Code, as set out in Regulation (EC) No 1893/2006.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL17
                     
                     
                        Primary Income
                     
                     
                        Primary obligor annual income used to underwrite the underlying exposure at the time of origination. Where the primary obligor is a legal person/entity, enter in that obligor’s annual revenue.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL18
                     
                     
                        Primary Income Type
                     
                     
                        Indicate what income in ESTL17 is displayed:
                        
                                     
                                 
                                 
                                    Gross annual income (GRAN)
                                 
                              
                                     
                                 
                                 
                                    Net annual income (net of tax and social security) (NITS)
                                 
                              
                                     
                                 
                                 
                                    Net annual income (net of tax only) (NITX)
                                 
                              
                                     
                                 
                                 
                                    Net annual income (net of social security only) (NTIN)
                                 
                              
                                     
                                 
                                 
                                    Estimated net annual income (net of tax and social security) (ENIS)
                                 
                              
                                     
                                 
                                 
                                    Estimated net annual income (net of tax only) (EITX)
                                 
                              
                                     
                                 
                                 
                                    Estimated net annual income (net of social security only) (EISS)
                                 
                              
                                     
                                 
                                 
                                    Disposable Income (DSPL)
                                 
                              
                                     
                                 
                                 
                                    Borrower is legal entity (CORP)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL19
                     
                     
                        Primary Income Currency
                     
                     
                        Currency in which the primary obligor’s income or revenue is paid.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL20
                     
                     
                        Primary Income Verification
                     
                     
                        Primary Income Verification:
                        
                                     
                                 
                                 
                                    Self-certified no Checks (SCRT)
                                 
                              
                                     
                                 
                                 
                                    Self-certified with Affordability Confirmation (SCNF)
                                 
                              
                                     
                                 
                                 
                                    Verified (VRFD)
                                 
                              
                                     
                                 
                                 
                                    Non-Verified Income or Fast Track (NVRF)
                                 
                              
                                     
                                 
                                 
                                    Credit Bureau Information or Scoring (SCRG)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL21
                     
                     
                        Revenue
                     
                     
                        Annual sales volume net of all discounts and sales taxes of the obligor in accordance with Recommendation 2003/361/EC. Equivalent to the concept of ‘total annual sales’ in Article 153(4) of Regulation (EU) No 575/2013.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL22
                     
                     
                        Financial Statement Currency
                     
                     
                        The reporting currency of the financial statements.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL23
                     
                     
                        International Securities Identification Number
                     
                     
                        The ISIN code assigned to this underlying exposure, where applicable.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL24
                     
                     
                        Origination Date
                     
                     
                        Date of original underlying exposure advance.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL25
                     
                     
                        Maturity Date
                     
                     
                        The date of maturity of the underlying exposure or expiry of the lease.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL26
                     
                     
                        Currency Denomination
                     
                     
                        The underlying exposure currency denomination.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        ESTL27
                     
                     
                        Original Principal Balance
                     
                     
                        Original underlying exposure principal balance (inclusive of capitalised fees) at origination. This is referring to the balance of the underlying exposure at the underlying exposure origination date, not the date of the underlying exposure’s sale to the SSPE or the closing date of the securitisation.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL28
                     
                     
                        Current Principal Balance
                     
                     
                        Amount of underlying exposure outstanding as of the data cut-off date. This includes any amounts that are classed as principal in the securitisation. For example, if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. Excluding any interest arrears or penalty amounts.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL29
                     
                     
                        Total Credit Limit
                     
                     
                        For underlying exposures with flexible re-draw facilities (including revolving characteristics) or where the maximum underlying exposure amount hasn’t been withdrawn in full – the maximum underlying exposure amount that could potentially be outstanding.
                        This field is only to be populated for underlying exposures that have flexible or further drawing characteristics.
                        This is not intended to capture instances where the obligor may renegotiate an increased underlying exposure balance but rather where there is currently the contractual ability for the obligor to do this and for the lender to provide the additional funding.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL30
                     
                     
                        Purchase Price
                     
                     
                        Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        ESTL31
                     
                     
                        Amortisation Type
                     
                     
                        Type of amortisation of the underlying exposure including principal and interest.
                        French — i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX)
                        German — i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest. (DEXX)
                        Fixed amortisation schedule — i.e. Amortisation in which the principal amount repaid in each instalment is the same. (FIXE)
                        Bullet — i.e. Amortisation in which the full principal amount is repaid in the last instalment. (BLLT)
                        Other (OTHR)
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        ESTL32
                     
                     
                        Principal Grace Period End Date
                     
                     
                        If applicable as at the data cut-off date, indicate the principal grace period end date.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL33
                     
                     
                        Scheduled Principal Payment Frequency
                     
                     
                        Frequency of principal payments due, i.e. period between payments:
                        
                                     
                                 
                                 
                                    Monthly (MNTH)
                                 
                              
                                     
                                 
                                 
                                    Quarterly (QUTR)
                                 
                              
                                     
                                 
                                 
                                    Semi Annual (SEMI)
                                 
                              
                                     
                                 
                                 
                                    Annual (YEAR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL34
                     
                     
                        Scheduled Interest Payment Frequency
                     
                     
                        Frequency of interest payments due, i.e. period between payments:
                        
                                     
                                 
                                 
                                    Monthly (MNTH)
                                 
                              
                                     
                                 
                                 
                                    Quarterly (QUTR)
                                 
                              
                                     
                                 
                                 
                                    Semi Annual (SEMI)
                                 
                              
                                     
                                 
                                 
                                    Annual (YEAR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL35
                     
                     
                        Payment Due
                     
                     
                        This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL36
                     
                     
                        Debt To Income Ratio
                     
                     
                        Debt defined as the amount of underlying exposure outstanding as of data cut-off date, This includes any amounts that are secured by the mortgage and will be classed as principal in the securitisation. For example, if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. Excluding any interest arrears or penalty amounts.
                        Income defined as in field code ESTL17, plus any other relevant income (e.g. secondary income).
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL37
                     
                     
                        Balloon Amount
                     
                     
                        Total amount of (securitised) principal repayment to be paid at the maturity date of the underlying exposure.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL38
                     
                     
                        Interest Rate Reset Interval
                     
                     
                        Number of months between each interest rate reset date on the underlying exposure.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL39
                     
                     
                        Current Interest Rate
                     
                     
                        Current interest rate.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL40
                     
                     
                        Current Interest Rate Index
                     
                     
                        The base reference interest index currently applicable (the reference rate off which the interest rate is set):
                        
                                     
                                 
                                 
                                    MuniAAA (MAAA)
                                 
                              
                                     
                                 
                                 
                                    FutureSWAP (FUSW)
                                 
                              
                                     
                                 
                                 
                                    LIBID (LIBI)
                                 
                              
                                     
                                 
                                 
                                    LIBOR (LIBO)
                                 
                              
                                     
                                 
                                 
                                    SWAP (SWAP)
                                 
                              
                                     
                                 
                                 
                                    Treasury (TREA)
                                 
                              
                                     
                                 
                                 
                                    Euribor (EURI)
                                 
                              
                                     
                                 
                                 
                                    Pfandbriefe (PFAN)
                                 
                              
                                     
                                 
                                 
                                    EONIA (EONA)
                                 
                              
                                     
                                 
                                 
                                    EONIASwaps (EONS)
                                 
                              
                                     
                                 
                                 
                                    EURODOLLAR (EUUS)
                                 
                              
                                     
                                 
                                 
                                    EuroSwiss (EUCH)
                                 
                              
                                     
                                 
                                 
                                    TIBOR (TIBO)
                                 
                              
                                     
                                 
                                 
                                    ISDAFIX (ISDA)
                                 
                              
                                     
                                 
                                 
                                    GCFRepo (GCFR)
                                 
                              
                                     
                                 
                                 
                                    STIBOR (STBO)
                                 
                              
                                     
                                 
                                 
                                    BBSW (BBSW)
                                 
                              
                                     
                                 
                                 
                                    JIBAR (JIBA)
                                 
                              
                                     
                                 
                                 
                                    BUBOR (BUBO)
                                 
                              
                                     
                                 
                                 
                                    CDOR (CDOR)
                                 
                              
                                     
                                 
                                 
                                    CIBOR (CIBO)
                                 
                              
                                     
                                 
                                 
                                    MOSPRIM (MOSP)
                                 
                              
                                     
                                 
                                 
                                    NIBOR (NIBO)
                                 
                              
                                     
                                 
                                 
                                    PRIBOR (PRBO)
                                 
                              
                                     
                                 
                                 
                                    TELBOR (TLBO)
                                 
                              
                                     
                                 
                                 
                                    WIBOR (WIBO)
                                 
                              
                                     
                                 
                                 
                                    Bank of England Base Rate (BOER)
                                 
                              
                                     
                                 
                                 
                                    European Central Bank Base Rate (ECBR)
                                 
                              
                                     
                                 
                                 
                                    Lender’s Own Rate (LDOR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL41
                     
                     
                        Current Interest Rate Index Tenor
                     
                     
                        Tenor of the current interest rate index:
                        
                                     
                                 
                                 
                                    Overnight (OVNG)
                                 
                              
                                     
                                 
                                 
                                    IntraDay (INDA)
                                 
                              
                                     
                                 
                                 
                                    1 day (DAIL)
                                 
                              
                                     
                                 
                                 
                                    1 week (WEEK)
                                 
                              
                                     
                                 
                                 
                                    2 week (TOWK)
                                 
                              
                                     
                                 
                                 
                                    1 month (MNTH)
                                 
                              
                                     
                                 
                                 
                                    2 month (TOMN)
                                 
                              
                                     
                                 
                                 
                                    3 month (QUTR)
                                 
                              
                                     
                                 
                                 
                                    4 month (FOMN)
                                 
                              
                                     
                                 
                                 
                                    6 month (SEMI)
                                 
                              
                                     
                                 
                                 
                                    12 month (YEAR)
                                 
                              
                                     
                                 
                                 
                                    On Demand (ONDE)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL42
                     
                     
                        Current Interest Rate Margin
                     
                     
                        Current interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL43
                     
                     
                        Interest Rate Cap
                     
                     
                        Maximum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL44
                     
                     
                        Interest Rate Floor
                     
                     
                        Minimum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL45
                     
                     
                        Number Of Payments Before Securitisation
                     
                     
                        Enter the number of payments made prior to the exposure being transferred to the securitisation.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL46
                     
                     
                        Percentage Of Prepayments Allowed Per Year
                     
                     
                        Percentage amount of pre-payments allowed under the product per year. This is for underlying exposures that allow a certain threshold of pre-payments (i.e. 10 %) before charges are incurred.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL47
                     
                     
                        Prepayment Lock-Out End Date
                     
                     
                        The date after which the lender allows prepayment of the underlying exposure.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL48
                     
                     
                        Prepayment Fee
                     
                     
                        Amount collected from the obligor as the fee/penalty due for making prepayments as required under the terms of the underlying exposure agreement. This is not intended to include any amounts paid as a ‘break cost’ to make up interest payments up to the underlying exposure Payment Date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL49
                     
                     
                        Prepayment Fee End Date
                     
                     
                        The date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL50
                     
                     
                        Prepayment Date
                     
                     
                        The latest date on which an unscheduled principal payment was received.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL51
                     
                     
                        Cumulative Prepayments
                     
                     
                        Total prepayments collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination date
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL52
                     
                     
                        Date Last In Arrears
                     
                     
                        Date the obligor was last in arrears.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL53
                     
                     
                        Arrears Balance
                     
                     
                        Current balance of arrears, which is defined as:
                        
                                     
                                 
                                 
                                    Total payments due to date
                                 
                              
                                     
                                 
                                 
                                    PLUS any amounts capitalised
                                 
                              
                                     
                                 
                                 
                                    PLUS any fees applied to the account
                                 
                              
                                     
                                 
                                 
                                    LESS total payments received to date.
                                 
                              If no arrears then enter 0.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL54
                     
                     
                        Number Of Days In Arrears
                     
                     
                        Number of days this underlying exposure is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL55
                     
                     
                        Account Status
                     
                     
                        Current status of the underlying exposure that has been securitised:
                        
                                     
                                 
                                 
                                    Performing (PERF)
                                 
                              
                                     
                                 
                                 
                                    Restructured — No Arrears (RNAR)
                                 
                              
                                     
                                 
                                 
                                    Restructured — Arrears (RARR)
                                 
                              
                                     
                                 
                                 
                                    Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT)
                                 
                              
                                     
                                 
                                 
                                    Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT)
                                 
                              
                                     
                                 
                                 
                                    Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR)
                                 
                              
                                     
                                 
                                 
                                    Defaulted only under another definition of default being met (DADB)
                                 
                              
                                     
                                 
                                 
                                    Arrears (ARRE)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Breach of Representations and Warranties (REBR)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Defaulted (REDF)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Restructured (RERE)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Special Servicing (RESS)
                                 
                              
                                     
                                 
                                 
                                    Repurchased by Seller – Other Reason (REOT)
                                 
                              
                                     
                                 
                                 
                                    Redeemed (RDMD)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        ESTL56
                     
                     
                        Reason for Default or Foreclosure
                     
                     
                        If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason:
                        
                                     
                                 
                                 
                                    In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX)
                                 
                              
                                     
                                 
                                 
                                    In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX)
                                 
                              
                                     
                                 
                                 
                                    In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL57
                     
                     
                        Default Amount
                     
                     
                        Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL58
                     
                     
                        Default Date
                     
                     
                        The date of default.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL59
                     
                     
                        Allocated Losses
                     
                     
                        The allocated losses to date, net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect most recent situation as at the data cut-off date, i.e. as recoveries are collected and the work out process progresses.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL60
                     
                     
                        Cumulative Recoveries
                     
                     
                        Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL61
                     
                     
                        Originator Name
                     
                     
                        Give the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        ESTL62
                     
                     
                        Originator Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        ESTL63
                     
                     
                        Originator Establishment Country
                     
                     
                        Country where the underlying exposure originator is established.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        ESTL64
                     
                     
                        Original Lender Name
                     
                     
                        Give the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL65
                     
                     
                        Original Lender Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender.
                        Where no Legal Entity Identifier is available, enter ND5.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTL66
                     
                     
                        Original Lender Establishment Country
                     
                     
                        Country where the original lender is established.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        Collateral-level information section
                     
                  
                        ESTC1
                     
                     
                        Unique Identifier
                     
                     
                        Report the same unique identifier here as the one entered into field ESTL1.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        ESTC2
                     
                     
                        Underlying Exposure Identifier
                     
                     
                        Unique underlying exposure identifier. This must match the identifier in field ESTL3. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        ESTC3
                     
                     
                        Original Collateral Identifier
                     
                     
                        The original unique identifier assigned to the collateral or guarantee. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        ESTC4
                     
                     
                        New Collateral Identifier
                     
                     
                        If the original identifier in field ESTC3 cannot be maintained in this field enter the new identifier here. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. If there has been no change in the identifier, enter the same identifier as in ESTC3. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        ESTC5
                     
                     
                        Geographic Region — Collateral
                     
                     
                        The geographic region (NUTS3 classification) where the collateral is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTC6
                     
                     
                        Security Type
                     
                     
                        The type of security:
                        
                                     
                                 
                                 
                                    Collateral (COLL)
                                 
                              
                                     
                                 
                                 
                                    Guarantee backed by further collateral (GCOL)
                                 
                              
                                     
                                 
                                 
                                    Guarantee not backed by further collateral (GNCO)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        NO
                     
                  
                        ESTC7
                     
                     
                        Charge Type
                     
                     
                        Type of security over the collateral. Where there is a guarantee, this field refers to any security for any collateral that is supporting that guarantee. ‘No charge but an irrevocable power of attorney or similar’ refers to when the originator or original lender, as applicable, is irrevocably and unconditionally authorised to unilaterally create a charge over the collateral at any time in the future, without the need for any further approval from the obligor or guarantor:
                        
                                     
                                 
                                 
                                    Fixed charge (FXCH)
                                 
                              
                                     
                                 
                                 
                                    Floating charge (FLCH)
                                 
                              
                                     
                                 
                                 
                                    No charge (NOCG)
                                 
                              
                                     
                                 
                                 
                                    No charge but an irrevocable power of attorney or similar (ATRN)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTC8
                     
                     
                        Lien
                     
                     
                        Highest lien position held by the originator in relation to the collateral.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTC9
                     
                     
                        Collateral Type
                     
                     
                        The primary (in terms of value) type of asset securing the debt. Where there is a guarantee backed by physical or financial collateral, look through the guarantee to any collateral that may be supporting that guarantee.
                        Automobile (CARX)
                        Industrial Vehicle (INDV)
                        Commercial Truck (CMTR)
                        Rail Vehicle (RALV)
                        Nautical Commercial Vehicle (NACM)
                        Nautical Leisure Vehicle (NALV)
                        Aeroplane (AERO)
                        Machine Tool (MCHT)
                        Industrial Equipment (INDE)
                        Office Equipment (OFEQ)
                        IT Equipment (ITEQ)
                        Medical Equipment (MDEQ)
                        Energy Related Equipment (ENEQ)
                        Commercial Building (CBLD)
                        Residential Building (RBLD)
                        Industrial Building (IBLD)
                        Other Vehicle (OTHV)
                        Other Equipment (OTHE)
                        Other Real Estate (OTRE)
                        Other goods or inventory (OTGI)
                        Securities (SECU)
                        Guarantee (GUAR)
                        Other Financial Asset (OTFA)
                        Mixed Categories Due to Security Over All Assets of the Obligor (MIXD)
                        Other (OTHR)
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        ESTC10
                     
                     
                        Current Valuation Amount
                     
                     
                        The most recent valuation of the collateral. Where there is a guarantee backed by physical or financial collateral, look through the guarantee to the collateral that is supporting that guarantee.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTC11
                     
                     
                        Current Valuation Method
                     
                     
                        The method of calculating the most recent value of the collateral, as provided in field ESTC10.
                        Full Appraisal (FAPR)
                        Drive-by (DRVB)
                        Automated Value Model (AUVM)
                        Indexed (IDXD)
                        Desktop (DKTP)
                        Managing Agent or Estate Agent (MAEA)
                        Purchase Price (PPRI)
                        Haircut (HCUT)
                        Mark to Market (MTTM)
                        Obligor’s valuation (OBLV)
                        Other (OTHR)
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTC12
                     
                     
                        Current Valuation Date
                     
                     
                        The date of the most recent valuation of the collateral as provided in field ESTC10.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTC13
                     
                     
                        Current Loan-To-Value
                     
                     
                        Current loan to Value ratio (LTV). For non-first lien loans this is to be the combined or total LTV. Where the current loan balance is negative, enter 0.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTC14
                     
                     
                        Original Valuation Amount
                     
                     
                        The original valuation of the collateral as of the initial underlying exposure origination date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTC15
                     
                     
                        Original Valuation Method
                     
                     
                        The method of calculating the value of the collateral provided in field ESTC14 at the time of underlying exposure origination:
                        
                                     
                                 
                                 
                                    Full Appraisal (FAPR)
                                 
                              
                                     
                                 
                                 
                                    Drive-by (DRVB)
                                 
                              
                                     
                                 
                                 
                                    Automated Value Model (AUVM)
                                 
                              
                                     
                                 
                                 
                                    Indexed (IDXD)
                                 
                              
                                     
                                 
                                 
                                    Desktop (DKTP)
                                 
                              
                                     
                                 
                                 
                                    Managing Agent or Estate Agent (MAEA)
                                 
                              
                                     
                                 
                                 
                                    Purchase Price (PPRI)
                                 
                              
                                     
                                 
                                 
                                    Haircut (HCUT)
                                 
                              
                                     
                                 
                                 
                                    Mark to market (MTTM)
                                 
                              
                                     
                                 
                                 
                                    Obligor’s valuation (OBLV)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTC16
                     
                     
                        Original Valuation Date
                     
                     
                        The date of the original valuation of the physical or financial collateral provided in field ESTC14.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTC17
                     
                     
                        Original Loan-To-Value
                     
                     
                        Originator’s original underwritten loan To Value ratio (LTV). For non-first lien loans, this is the combined or total LTV.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        ESTC18
                     
                     
                        Date Of Sale
                     
                     
                        The date of sale of the collateral.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        ESTC19
                     
                     
                        Sale Price
                     
                     
                        Price achieved on sale of collateral in case of foreclosure.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        ESTC20
                     
                     
                        Collateral Currency
                     
                     
                        This is the currency in which the valuation amount provided in ESTC10 is denominated.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
      
      
         
            ANNEX X
            
               UNDERLYING EXPOSURES INFORMATION – ADD-ON FOR NON-PERFORMING EXPOSURES
            
            
                        Field code
                     
                     
                        Field name
                     
                     
                        Content to report
                     
                     
                        ND1-ND4 allowed?
                     
                     
                        ND5 allowed?
                     
                  
                        Underlying exposures information section
                     
                  
                        NPEL1
                     
                     
                        Unique Identifier
                     
                     
                        The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224. This entry must match the unique identifier field in the accompanying underlying exposures template being completed for this specific underlying exposure.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        NPEL2
                     
                     
                        Original Underlying Exposure Identifier
                     
                     
                        Unique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. This entry must match the original underlying exposure identifier field in the accompanying underlying exposures template (Annexes II-IX to this Regulation) being completed for this specific underlying exposure.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        NPEL3
                     
                     
                        New Underlying Exposure Identifier
                     
                     
                        If the original identifier in field NPEL2 cannot be maintained in this field, enter the new identifier here (and this new identifier must match the new underlying exposure identifier field in the accompanying underlying exposures template (Annexes II-IX to this Regulation) being completed for this specific underlying exposure). If there has been no change in the identifier, enter the same identifier as in NPEL2. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        NPEL4
                     
                     
                        Original Obligor Identifier
                     
                     
                        Original unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. This entry must match the original obligor identifier field in the accompanying underlying exposures template (Annexes II-IX to this Regulation) being completed for this specific underlying exposure.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        NPEL5
                     
                     
                        New Obligor Identifier
                     
                     
                        If the original identifier in field NPEL4 cannot be maintained in this field, enter the new identifier here (and this new identifier must match the new obligor identifier field in the accompanying underlying exposures template (Annexes II-IX to this Regulation) being completed for this specific underlying exposure). If there has been no change in the identifier, enter the same identifier as in NPEL4. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        NPEL6
                     
                     
                        Data Cut-Off Date
                     
                     
                        The data cut-off date for this data submission.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        NPEL7
                     
                     
                        In Receivership
                     
                     
                        Indicator as to whether the obligor is in Receivership
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL8
                     
                     
                        Date of Last Contact
                     
                     
                        Date of last direct contact with the obligor
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL9
                     
                     
                        Deceased
                     
                     
                        Indicator as to whether the obligor has passed away
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL10
                     
                     
                        Legal status
                     
                     
                        The type of legal status of the obligor.
                        Listed Corporate is a Corporate entity whose shares are quoted and traded on a Stock Exchange (LCRP)
                        Unlisted Corporate is a Corporate entity whose shares are not quoted and traded on a stock exchange, however an unlisted corporate may have an unlimited number of shareholders to raise capital for any commercial venture (UCRP)
                        Listed Fund is a fund whose shares are quoted and traded on a Stock exchange (LFND)
                        Unlisted Fund is a fund whose shares are not quoted and traded on a Stock exchange (UFND)
                        Partnership is where the Sponsor constitutes a group of individuals who form a legal partnership, where profits and liabilities are shared (PSHP)
                        Private Individual (INDV)
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL11
                     
                     
                        Legal Procedure Type
                     
                     
                        Type of the insolvency process the obligor is currently in:
                        
                                     
                                 
                                 
                                    Corporate Restructuring Procedure, which also includes funds (CPRR)
                                 
                              
                                     
                                 
                                 
                                    Corporate Insolvency Procedure, which also includes funds (CPRI)
                                 
                              
                                     
                                 
                                 
                                    Private Individual Obligor Debt Compromise Procedure (PRCM)
                                 
                              
                                     
                                 
                                 
                                    Private Individual Obligor Insolvency Procedure (PRIP)
                                 
                              
                                     
                                 
                                 
                                    Partnership Restructuring Procedure (PRTR)
                                 
                              
                                     
                                 
                                 
                                    Partnership Insolvency Procedure (PRIS)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL12
                     
                     
                        Legal Procedure Name
                     
                     
                        Name of the legal procedure which provides an indication of how advanced the relevant procedure has become, depending on the country where the obligor is located.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL13
                     
                     
                        Legal Procedures Completed
                     
                     
                        Description of the legal procedures completed for the obligor.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL14
                     
                     
                        Date of Entering Into Current Legal Procedure
                     
                     
                        Date on which the obligor entered into their current legal procedure.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL15
                     
                     
                        Date of Insolvency Practitioner Appointment
                     
                     
                        Date on which the insolvency practitioner was appointed.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL16
                     
                     
                        Number of Current Judgements
                     
                     
                        Number of outstanding Court Enforcement Orders against the obligor.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL17
                     
                     
                        Number of Discharged Judgements
                     
                     
                        Number of discharged Court Enforcement Orders against the obligor
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL18
                     
                     
                        Date of External Demand Issuance
                     
                     
                        Date on which a demand notice was sent by solicitors who act on behalf of the Institution
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL19
                     
                     
                        Date when Reservation of Rights Letter Was Issued
                     
                     
                        Date on which the Reservation of Rights Letter was issued by the Institution
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL20
                     
                     
                        Court Jurisdiction
                     
                     
                        Location of the court where the case is being heard
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL21
                     
                     
                        Date of Obtaining Order for Possession
                     
                     
                        Date on which the Order for Possession is granted by the court
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL22
                     
                     
                        Comments on Other Litigation Related Process
                     
                     
                        Further comments/details if there are other litigation processes in place
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL23
                     
                     
                        Governing Law
                     
                     
                        Jurisdiction governing the underlying exposure agreement. This does not necessarily correspond to the country where the underlying exposure was originated.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL24
                     
                     
                        Bespoke Repayment Description
                     
                     
                        Description of the bespoke repayment profile when ‘Other’ is selected in field ‘Amortisation Type’
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL25
                     
                     
                        Start Date of Interest Only Period
                     
                     
                        Date on which the current interest repayment only period starts.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL26
                     
                     
                        End Date of Interest Only Period
                     
                     
                        Date on which the interest repayment only period ends.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL27
                     
                     
                        Start Date of Current Fixed Interest Period
                     
                     
                        Date on which the current fixed interest period started.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL28
                     
                     
                        End Date of Current Fixed Interest Period
                     
                     
                        Date on which the current fixed interest period ends.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL29
                     
                     
                        Current Reversion Interest Rate
                     
                     
                        Current level of reversion interest rate according to the underlying exposure Agreement.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL30
                     
                     
                        Last Payment Date
                     
                     
                        Date on which the last payment was made
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL31
                     
                     
                        Syndicated Portion
                     
                     
                        Percentage of the portion held by the Institution when ‘Yes’ is selected in the field named ‘Syndicated’ in the applicable Annex for the non-performing exposure.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL32
                     
                     
                        MARP Entry
                     
                     
                        Date on which underlying exposure entered current MARP status
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL33
                     
                     
                        MARP Status
                     
                     
                        The status of the current Mortgage Arrears Resolution Process:
                        
                                     
                                 
                                 
                                    Not in MARP (NMRP)
                                 
                              
                                     
                                 
                                 
                                    Exited MARP (EMRP)
                                 
                              
                                     
                                 
                                 
                                    Provision 23, 31 days in arrears (MP23)
                                 
                              
                                     
                                 
                                 
                                    Provision 24, Financial difficulty (MP24)
                                 
                              
                                     
                                 
                                 
                                    Provision 28, Not cooperating warning (MP28)
                                 
                              
                                     
                                 
                                 
                                    Provision 29, Not cooperating (MP29)
                                 
                              
                                     
                                 
                                 
                                    Provision 42, Restructure offer (MP42)
                                 
                              
                                     
                                 
                                 
                                    Provision 45, Restructure declined by seller (MP45)
                                 
                              
                                     
                                 
                                 
                                    Provision 47, Restructure declined by borrower (MP47)
                                 
                              
                                     
                                 
                                 
                                    Self-Cure (MPSC)
                                 
                              
                                     
                                 
                                 
                                    Alternative Repayment Arrangement (MPAR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL34
                     
                     
                        External Collections Level
                     
                     
                        Indicator as to whether the external collections have been prepared on an obligor level or on an underlying exposure Level
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL35
                     
                     
                        Repayment Plan
                     
                     
                        Indicator as to whether a repayment plan has been agreed with the external collection agency
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL36
                     
                     
                        Forbearance Level
                     
                     
                        Indicator as to whether forbearance has been prepared on an obligor level or an underlying exposure level
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL37
                     
                     
                        Date of First Forbearance
                     
                     
                        Date on which the first forbearance happened
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL38
                     
                     
                        Number of Historical Forbearance
                     
                     
                        Number of forbearance(s) that happened in the past
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL39
                     
                     
                        Principal Forgiveness
                     
                     
                        Amount of the principal that was forgiven as part of current forbearance, including principal forgiveness agreed by external collection agencies
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL40
                     
                     
                        Date of Principal Forgiveness
                     
                     
                        Date on which the principal forgiveness happened
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL41
                     
                     
                        End Date of Forbearance
                     
                     
                        Date on which the current forbearance arrangement ends
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEL42
                     
                     
                        Repayment Amount Under Forbearance
                     
                     
                        Periodic repayment amount that the Institution and obligor agreed under the current forbearance terms
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        Collateral-level information section
                     
                  
                        NPEC1
                     
                     
                        Unique Identifier
                     
                     
                        Report the same unique identifier here as the one entered into field NPEL1.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        NPEC2
                     
                     
                        Underlying Exposure Identifier
                     
                     
                        Unique underlying exposure identifier. This must match the identifier in field NPEL3. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        NPEC3
                     
                     
                        Original Collateral Identifier
                     
                     
                        The original unique identifier assigned to the collateral or guarantee. Where the underlying exposure type requires Annexes II, III, IV, or IX to be completed, this field must match the original collateral identifier field in the respective template being completed for this specific collateral item (i.e. this field must match the identifier entered into fields RREC3, CREC3, CRPC3, and ESTC3, as applicable).
                        The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        NPEC4
                     
                     
                        New Collateral Identifier
                     
                     
                        If the original identifier in field NPEC3 cannot be maintained in this field enter the new identifier here. Where the underlying exposure type requires Annexes II, III, IV, or IX to be completed, this new identifier must match the new collateral identifier field in the respective template being completed for this specific collateral item (i.e. this field must match the identifier entered into fields RREC4, CREC4, CRPC4, and ESTC4, as applicable).
                        If there has been no change in the identifier, enter the same identifier as in NPEC3. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        NPEC5
                     
                     
                        VAT Payable
                     
                     
                        Amount of VAT payable on the disposal of the Unit
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEC6
                     
                     
                        Percentage Complete
                     
                     
                        The percentage of development completed since construction started.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEC7
                     
                     
                        Enforcement Status
                     
                     
                        Status of the enforcement process that the Collateral is currently in as at cut-off date, e.g. if it is in receivership
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEC8
                     
                     
                        Enforcement Status Third Parties
                     
                     
                        Have any other secured creditors have taken steps to enforce security over the asset?
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEC9
                     
                     
                        Mortgage Amount Assigned
                     
                     
                        Total amount of the mortgage assigned to the property collateral.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEC10
                     
                     
                        Higher Ranking Underlying Exposure
                     
                     
                        Amount of higher ranking/lien underlying exposures secured against the collateral that is not held by the Institution and does not form a part of the Portfolio.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEC11
                     
                     
                        Enforcement Description
                     
                     
                        Comments or description of the stage of enforcement
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEC12
                     
                     
                        Court Appraisal Amount
                     
                     
                        Court appraisal amount of the Property/Collateral
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEC13
                     
                     
                        Date of Court Appraisal
                     
                     
                        Date on which the court appraisal happened
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEC14
                     
                     
                        On Market Price
                     
                     
                        Price of the Property/Collateral for which it is on the market
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEC15
                     
                     
                        Offer Price
                     
                     
                        The highest price offered by potential buyers
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEC16
                     
                     
                        Prepare Property for Sale Date
                     
                     
                        Prepare property/collateral for sale date
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEC17
                     
                     
                        Property on Market Date
                     
                     
                        Collateral on market date, i.e. the date when the collateral is advertised and marketed for sale.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEC18
                     
                     
                        On Market Offer Date
                     
                     
                        On market offer date
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEC19
                     
                     
                        Sale Agreed Date
                     
                     
                        Sale agreed date
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEC20
                     
                     
                        Contracted Date
                     
                     
                        Contracted date
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEC21
                     
                     
                        First Auction Date
                     
                     
                        Date on which the first auction has been performed in order to sell the Property/Collateral
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEC22
                     
                     
                        Court Auction Reserve Price for First Auction
                     
                     
                        Court set reserve price for first auction, i.e. minimum price required by the court
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEC23
                     
                     
                        Next Auction Date
                     
                     
                        Date on which the next intended auction has been performed in order to sell the Property/Collateral
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEC24
                     
                     
                        Court Auction Reserve Price for Next Auction
                     
                     
                        Court set reserve price for next auction, i.e. minimum price required by the court
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEC25
                     
                     
                        Last Auction Date
                     
                     
                        Date on which the last auction was performed in order to sell the Property/Collateral
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEC26
                     
                     
                        Court Auction Reserve Price for Last Auction
                     
                     
                        Court set reserve price for last auction, i.e. minimum price required by the court
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEC27
                     
                     
                        Number of Failed Auctions
                     
                     
                        Number of failed previous auctions for the Property/Collateral
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        Historical collections information section
                     
                  
                        NPEH1
                     
                     
                        Unique Identifier
                     
                     
                        Report the same unique identifier here as the one entered into field NPEL1.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        NPEH2
                     
                     
                        Underlying Exposure Identifier
                     
                     
                        Unique underlying exposure identifier. This must match the identifier in field NPEL3. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        NPEH[3-38]
                     
                     
                        Legal Unpaid Balance at month n
                     
                     
                        History of total legal unpaid balance in the thirty-six months previous to the data cut-off date, each monthly amount reported in a separate field. Start with the most recent month in field NPEH3 and end with the oldest month in NPEH38.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEH[39-74]
                     
                     
                        History of Past-Due Balances at month n
                     
                     
                        History of total past-due balance in the thirty-six months previous to the data cut-off date, each monthly amount reported in a separate field. Start with the most recent month in field NPEH39 and end with the oldest month in NPEH74.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEH[75-110]
                     
                     
                        History of Repayments — Not from collateral sales at month n
                     
                     
                        Repayment made by the obligor in the thirty-six months previous to the data cut-off date, excluding collateral sales, including collections by external collection agencies, each monthly amount reported in a separate field. Start with the most recent month in field NPEH75 and end with the oldest month in NPEH110.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        NPEH[111-146]
                     
                     
                        History of Repayments — From collateral sales at month n
                     
                     
                        Repayment made by the collateral disposal in the thirty-six months previous to the data cut-off date, each monthly amount reported in a separate field. Start with the most recent month in field NPEH111 and end with the oldest month in NPEH146.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
      
      
         
            ANNEX XI
            
               UNDERLYING EXPOSURES INFORMATION — ASSET-BACKED COMMERCIAL PAPER
            
            
                        Field code
                     
                     
                        Field name
                     
                     
                        Content to report
                     
                     
                        ND1-ND4 allowed?
                     
                     
                        ND5 allowed?
                     
                  
                        Underlying exposures information section
                     
                  
                        IVAL1
                     
                     
                        Unique Identifier — ABCP Programme
                     
                     
                        The unique identifier assigned by the reporting entity to this ABCP programme in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVAL2
                     
                     
                        Unique Identifier — ABCP Transaction
                     
                     
                        The unique identifier assigned by the reporting entity to this ABCP transaction in accordance with Article 11(2) of Delegated Regulation (EU) 2020/1224.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVAL3
                     
                     
                        Original Underlying Exposure Identifier
                     
                     
                        Unique underlying exposure type identifier. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVAL4
                     
                     
                        New Underlying Exposure Identifier
                     
                     
                        If the original identifier in field IVAL3 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in IVAL3. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVAL5
                     
                     
                        Underlying Exposure Type
                     
                     
                        Select the type of underlying exposure that exists in this transaction:
                        
                                     
                                 
                                 
                                    Trade Receivables (TREC)
                                 
                              
                                     
                                 
                                 
                                    Automobile Loans or Leases (ALOL)
                                 
                              
                                     
                                 
                                 
                                    Consumer loans (CONL)
                                 
                              
                                     
                                 
                                 
                                    Equipment Leases (EQPL)
                                 
                              
                                     
                                 
                                 
                                    Floorplan financed (FLRF)
                                 
                              
                                     
                                 
                                 
                                    Insurance Premia (INSU)
                                 
                              
                                     
                                 
                                 
                                    Credit-Card Receivables (CCRR)
                                 
                              
                                     
                                 
                                 
                                    Residential Mortgages (RMRT)
                                 
                              
                                     
                                 
                                 
                                    Commercial Mortgages (CMRT)
                                 
                              
                                     
                                 
                                 
                                    Small and Medium Enterprise Loans (SMEL)
                                 
                              
                                     
                                 
                                 
                                    Non Small and Medium Enterprise Corporate Loans (NSML)
                                 
                              
                                     
                                 
                                 
                                    Future Flow (FUTR)
                                 
                              
                                     
                                 
                                 
                                    Leverage Fund (LVRG)
                                 
                              
                                     
                                 
                                 
                                    Collateralised Bond Obligation (CBOB)
                                 
                              
                                     
                                 
                                 
                                    Collateralised Loan Obligation (CLOB)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVAL6
                     
                     
                        Data Cut-Off Date
                     
                     
                        The data cut-off date for this data submission.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVAL7
                     
                     
                        Geographic Region — Largest Exposure Concentration 1
                     
                     
                        The geographic region where the largest amount of underlying exposures (by current value of exposures as at the data cut-off date) of this type are located, in terms of the location of the collateral (for secured underlying exposures) or obligor (for unsecured underlying exposures). Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL8
                     
                     
                        Geographic Region — Largest Exposure Concentration 2
                     
                     
                        The geographic region where the second-largest amount of underlying exposures (by current value of exposures as at the data cut-off date) of this type are located, in terms of the location of the collateral (for secured underlying exposures) or obligor (for unsecured underlying exposures). Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL9
                     
                     
                        Geographic Region — Largest Exposure Concentration 3
                     
                     
                        The geographic region where the third-largest amount of underlying exposures (by current value of exposures as at the data cut-off date) of this type are located, in terms of the location of the collateral (for secured underlying exposures) or obligor (for unsecured underlying exposures). Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL10
                     
                     
                        Geographic Region Classification
                     
                     
                        Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL11
                     
                     
                        Current Principal Balance
                     
                     
                        The total outstanding principal balance as of the data cut-off date for this exposure type. This includes any amounts that are classed as principal in the securitisation. For example, if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. Excluding any interest arrears or penalty amounts.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL12
                     
                     
                        Number Of Underlying Exposures
                     
                     
                        Number of underlying exposures of this exposure type being securitised.
                     
                     
                        YES
                     
                     
                        NO
                     
                  
                        IVAL13
                     
                     
                        EUR Exposures
                     
                     
                        The total outstanding principal balance of exposures of this type that are denominated in EUR as at the data cut-off date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL14
                     
                     
                        GBP Exposures
                     
                     
                        The total outstanding principal balance of exposures of this type that are denominated in GBP as at the data cut-off date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL15
                     
                     
                        USD Exposures
                     
                     
                        The total outstanding principal balance of exposures of this type that are denominated in USD as at the data cut-off date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL16
                     
                     
                        Other Exposures
                     
                     
                        The total outstanding principal balance of exposures of this type that are denominated in currencies different to EUR, GBP, and USD as at the data cut-off date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL17
                     
                     
                        Maximum Residual Maturity
                     
                     
                        The longest residual maturity in months, as at the data cut-off date, of any exposure of this exposure type.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL18
                     
                     
                        Average Residual Maturity
                     
                     
                        The average residual maturity in months, as at the data cut-off date and weighted by the current balance as at the data cut-off date, of all exposures of this exposure type.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL19
                     
                     
                        Current Loan-To-Value
                     
                     
                        Weighted average, using the current balances of all exposures of this type as at the data cut-off date, current loan to value (LTV) ratio. For non-first lien loans, this is the combined or total LTV.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL20
                     
                     
                        Debt To Income Ratio
                     
                     
                        Weighted average, using the current balances of all exposures of this type as at the data cut-off date, obligor debt to income ratio. Debt defined as the total outstanding principal balance of underlying exposure outstanding as of data cut-off date. This includes any amounts classified as principal in the securitisation. For example, if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. Excluding any interest arrears or penalty amounts.
                        Income defined as combined income, sum of primary and (where applicable) secondary income.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL21
                     
                     
                        Amortisation Type
                     
                     
                        The total outstanding principal balance of exposures of this type where the amortisation is either bullet, balloon, or some other arrangement besides French, German, or a fixed amortisation schedule. For the purposes of this field:
                        
                                    —
                                 
                                 
                                    French Amortisation is defined as amortisation in which the total amount — principal plus interest — repaid in each instalment is the same;
                                 
                              
                                    —
                                 
                                 
                                    German Amortisation is defined as amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest;
                                 
                              
                                    —
                                 
                                 
                                    Fixed Amortisation Schedule is defined as amortisation in which the principal amount repaid in each instalment is the same;
                                 
                              
                                    —
                                 
                                 
                                    Bullet Amortisation is defined as amortisation in which the full principal amount is repaid in the last instalment;
                                 
                              
                                    —
                                 
                                 
                                    Balloon Amortisation is defined as amortisation consisting of partial principal repayments followed by a larger final principal amount; and
                                 
                              
                                    —
                                 
                                 
                                    Other Amortisation is defined as any other amortisation type not captured by any of the categories listed above.
                                 
                              Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL22
                     
                     
                        Scheduled Principal Payment Frequency Above One Month
                     
                     
                        The total outstanding principal balance of exposures of this type where the frequency of principal payments due, i.e. period between payments, is greater than one month (e.g. quarterly, semi-annual, annual, bullet, zero-coupon, other).
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL23
                     
                     
                        Scheduled Interest Payment Frequency Above One Month
                     
                     
                        The total outstanding principal balance of exposures of this type where the frequency of interest payments due, i.e. period between payments, is greater than one month (e.g. quarterly, semi-annual, annual, bullet, zero-coupon, other).
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL24
                     
                     
                        Floating Rate Receivables
                     
                     
                        The total outstanding principal balance of exposures of this type, as at the data cut-off date, where the interest rate is generally understood as ‘floating’. ‘Floating’ refers to a rate indexed to any of the following: LIBOR (any currency and tenor), EURIBOR (any currency and tenor), any central bank base rate (BoE, ECB, etc.), the originator’s standard variable rate, or any similar arrangement.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL25
                     
                     
                        Financed Amount
                     
                     
                        Amount of underlying exposures purchased from the originator in this transaction that have been financed by commercial paper, between the previous data cut-off date and the data cut-off date of the present data submission.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL26
                     
                     
                        Dilutions
                     
                     
                        Total reductions in principal underlying exposures of this type during the period.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL27
                     
                     
                        Repurchased Exposures
                     
                     
                        The total outstanding principal balance of exposures of this type that have been repurchased (i.e. removed from the pool of underlying exposures by being bought back) by the originator/sponsor between the immediately previous data cut-off date and the current data cut-off date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL28
                     
                     
                        Defaulted Or Credit-Impaired Exposures At Securitisation
                     
                     
                        Pursuant to Article 24(9) of Regulation (EU) 2017/2402, enter the total outstanding principal balance of exposures of this type that, at the time of securitisation, were either defaulted exposures or exposures to a credit-impaired debtor or guarantor in the meaning set out in that same Article.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL29
                     
                     
                        Defaulted Exposures
                     
                     
                        The total outstanding principal balance of exposures of this type in default as at the cut-off date, using the definition of default specified in the securitisation documentation
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL30
                     
                     
                        Defaulted Exposures CRR
                     
                     
                        The total outstanding principal balance of exposures of this type in default as at the cut-off date, using the definition of default specified in Article 178 of Regulation (EU) No 575/2013.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL31
                     
                     
                        Gross Charge Offs In The Period
                     
                     
                        Face value of gross principal charge-offs (i.e. before recoveries) for the period. Charge-off is as per securitisation definition, or alternatively per lender’s usual practice.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL32
                     
                     
                        Arrears 1-29 Days
                     
                     
                        The percentage of exposures of this type in arrears on principal and/or interest payments due for a period between 1 and 29 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL33
                     
                     
                        Arrears 30-59 Days
                     
                     
                        The percentage of exposures of this type in arrears on principal and/or interest payments due for a period between 30 and 59 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL34
                     
                     
                        Arrears 60-89 Days
                     
                     
                        The percentage of exposures of this type in arrears on principal and/or interest payments due for a period between 60 and 89 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL35
                     
                     
                        Arrears 90-119 Days
                     
                     
                        The percentage of exposures of this type in arrears on principal and/or interest payments due for a period between 90 and 119 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL36
                     
                     
                        Arrears 120-149 Days
                     
                     
                        The percentage of exposures of this type in arrears on principal and/or interest payments due for a period between 120 and 149 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL37
                     
                     
                        Arrears 150-179 Days
                     
                     
                        The percentage of exposures of this type in arrears on principal and/or interest payments due for a period between 150 and 179 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL38
                     
                     
                        Arrears 180+ Days
                     
                     
                        The percentage of exposures of this type in arrears on principal and/or interest payments due for a period for 180 days or more as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL39
                     
                     
                        Restructured Exposures
                     
                     
                        Enter the proportion of exposures of this type that have at any time been restructured by the originator/sponsor, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402.
                        Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.
                        Calculate the proportion as the total current balance of these exposures divided by total current balance of exposures of this type, as at the data cut-off date.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL40
                     
                     
                        Restructured Exposures (0-1 years before transfer)
                     
                     
                        Enter the total outstanding principal balance of exposures of this type that have been restructured by the originator/sponsor at any time starting from, and less than 1 year before, the date of transfer or assignment to the SSPE, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402.
                        Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL41
                     
                     
                        Restructured Exposures (1-3 years before transfer)
                     
                     
                        Enter the total outstanding principal balance of exposures of this type that have been restructured by the originator/sponsor at any time starting from 1 and less than 3 years before the date of transfer or assignment to the SSPE, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402.
                        Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL42
                     
                     
                        Restructured Exposures (> 3 years before transfer)
                     
                     
                        Enter the total outstanding principal balance of exposures of this type that have been restructured by the originator/sponsor at any time starting from 3 years before the date of transfer or assignment to the SSPE, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402.
                        Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL43
                     
                     
                        Restructured Exposures (Interest Rate)
                     
                     
                        Enter the total outstanding principal balance of exposures of this type whose interest rate has been restructured by the originator/sponsor, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402.
                        Restructuring of interest rate refers to any changes made to the interest rate-related contractual terms of the underlying exposure agreement due to forbearance, including changes of interest rate basis or margins, fees, penalties, and/or other generally-accepted measures of interest rate-related restructuring due to forbearance.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL44
                     
                     
                        Restructured Exposures (Repayment Schedule)
                     
                     
                        Enter the total outstanding principal balance of exposures of this type whose repayment schedule has been restructured by the originator/sponsor, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402.
                        Restructuring of repayment schedule refers to any changes made to the repayment schedule-related contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, repayment timing, and/or other generally-accepted repayment schedule-related measures of restructuring due to forbearance.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL45
                     
                     
                        Restructured Exposures (Maturity)
                     
                     
                        Enter the total outstanding principal balance of exposures of this type whose maturity profile has been restructured by the originator/sponsor, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402.
                        Restructuring of maturity profile refers to any changes made to the maturity-related contractual terms of the underlying exposure agreement due to forbearance, including maturity extensions and/or other generally-accepted measures of maturity-related restructuring due to forbearance.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL46
                     
                     
                        Restructured Exposures (0-1 years before transfer and No New Arrears)
                     
                     
                        Enter the total outstanding principal balance of exposures of this type that have been restructured by the originator/sponsor 1 year or earlier than the date of transfer or assignment to the SSPE AND have not at any time been in arrears (either regarding principal or interest payments) since the date of restructuring, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402.
                        Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL47
                     
                     
                        Restructured Exposures (No New Arrears)
                     
                     
                        Enter the total outstanding principal balance of exposures of this type that have been restructured by the originator/sponsor at any time AND have not at any time been in arrears (either regarding principal or interest payments) since the date of restructuring, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402.
                        Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL48
                     
                     
                        Restructured Exposures (New Arrears)
                     
                     
                        Enter the total outstanding principal balance of exposures of this type that have been restructured by the originator/sponsor at any time AND have at any time been in arrears (either regarding principal or interest payments) since the date of restructuring, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402.
                        Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAL49
                     
                     
                        Restructured Exposures (Other)
                     
                     
                        Enter the total outstanding principal balance of exposures of this type that have been restructured by the originator/sponsor, excluding restructurings already captured under fields IVAL43, IVAL44, and IVAL45, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
      
      
         
            ANNEX XII
            
               INVESTOR REPORT INFORMATION — NON-ASSET BACKED COMMERCIAL PAPER SECURITISATION
            
            
                        Field code
                     
                     
                        Field name
                     
                     
                        Content to report
                     
                     
                        ND1-ND4 allowed?
                     
                     
                        ND5 allowed?
                     
                  
                        Securitisation information section
                     
                  
                        IVSS1
                     
                     
                        Unique Identifier
                     
                     
                        The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSS2
                     
                     
                        Data Cut-Off Date
                     
                     
                        The data cut-off date for this data submission. This must match the data cut-off date in the applicable underlying exposure templates submitted.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSS3
                     
                     
                        Securitisation Name
                     
                     
                        Enter the name of the securitisation
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSS4
                     
                     
                        Reporting Entity Name
                     
                     
                        The full legal name of the entity designated as per Article 7(2) of Regulation (EU) 2017/2402; this name must match the name entered in for that entity in field SESP3 in the counterparty information section. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSS5
                     
                     
                        Reporting Entity Contact Person
                     
                     
                        First and Last name of the contact person(s) responsible for preparing this securitisation data submission and to whom questions on this data submission must be addressed.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSS6
                     
                     
                        Reporting Entity Contact Telephone
                     
                     
                        Direct telephone number(s) of the contact person(s) responsible for preparing this securitisation data submission and to whom questions on this data submission must be addressed.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSS7
                     
                     
                        Reporting Entity Contact Emails
                     
                     
                        Direct email address(es) of the contact person(s) responsible for preparing this securitisation data submission and to whom questions on this data submission must be addressed.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSS8
                     
                     
                        Risk Retention Method
                     
                     
                        Method for complying with risk retention requirements in the EU (e.g. Article 6 of Regulation (EU) 2017/2402, or until entry into force, Article 405 of Regulation (EU) No 575/2013):
                        
                                     
                                 
                                 
                                    Vertical slice — i.e. Article 6(3)(a) (VSLC)
                                 
                              
                                     
                                 
                                 
                                    Seller’s share — i.e. Article 6(3)(b) (SLLS)
                                 
                              
                                     
                                 
                                 
                                    Randomly-selected exposures kept on balance sheet — i.e. Article 6(3)(c) (RSEX)
                                 
                              
                                     
                                 
                                 
                                    First loss tranche — i.e. Article 6(3)(d) (FLTR)
                                 
                              
                                     
                                 
                                 
                                    First loss exposure in each asset — i.e. Article 6(3)(e) (FLEX)
                                 
                              
                                     
                                 
                                 
                                    No compliance with risk retention requirements (NCOM)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSS9
                     
                     
                        Risk Retention Holder
                     
                     
                        Which entity is retaining the material net economic interest, as specified in Article 6 of Regulation (EU) 2017/2402, or until its entry into force, Article 405 of Regulation (EU) No 575/2013):
                        
                                     
                                 
                                 
                                    Originator (ORIG)
                                 
                              
                                     
                                 
                                 
                                    Sponsor (SPON)
                                 
                              
                                     
                                 
                                 
                                    Original Lender (OLND)
                                 
                              
                                     
                                 
                                 
                                    Seller (SELL)
                                 
                              
                                     
                                 
                                 
                                    No Compliance with Risk Retention Requirement (NCOM)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSS10
                     
                     
                        Underlying Exposure Type
                     
                     
                        Enter the type of underlying exposures of the securitisation. If multiple types from the list below are present, enter ‘Mixed’ (with the exception of securitisations whose underlying exposures consist exclusively of a combination of consumer loans and automobile loans or leases--for these securitisations the value corresponding to ‘Consumer loans’ must be entered):
                        
                                     
                                 
                                 
                                    Automobile Loan or Lease (ALOL)
                                 
                              
                                     
                                 
                                 
                                    Consumer Loan (CONL)
                                 
                              
                                     
                                 
                                 
                                    Commercial Mortgage (CMRT)
                                 
                              
                                     
                                 
                                 
                                    Credit-Card Receivable (CCRR)
                                 
                              
                                     
                                 
                                 
                                    Lease (LEAS)
                                 
                              
                                     
                                 
                                 
                                    Residential Mortgage (RMRT)
                                 
                              
                                     
                                 
                                 
                                    Mixed (MIXD)
                                 
                              
                                     
                                 
                                 
                                    Small and Medium Enterprise (SMEL)
                                 
                              
                                     
                                 
                                 
                                    Non Small and Medium Enterprise Corporate (NSML)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSS11
                     
                     
                        Risk Transfer Method
                     
                     
                        In accordance with Article 242(13) and (14) of Regulation (EU) No 575/2013, the securitisation risk transfer method is ‘traditional’ (i.e. ‘true sale’).
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSS12
                     
                     
                        Trigger Measurements/Ratios
                     
                     
                        Has any underlying exposure-related trigger event occurred? These include any delinquency, dilution, default, loss, stop-substitution, stop-revolving, or similar exposure-related events which impact the securitisation, as at the data cut-off date. This also includes if there is a debit balance on any PDL or an asset deficiency.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSS13
                     
                     
                        Revolving/Ramp-Up Period End-Date
                     
                     
                        Enter the date at which the securitisation’s revolving or ramp-up period is scheduled to cease. Enter the securitisation maturity date if there is a revolving period with no scheduled end date.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        IVSS14
                     
                     
                        Principal Recoveries In The Period
                     
                     
                        Gross principal recoveries received during the period.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        IVSS15
                     
                     
                        Interest Recoveries In The Period
                     
                     
                        Gross interest recoveries received during the period.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        IVSS16
                     
                     
                        Principal Collections In The Period
                     
                     
                        Collections treated as principal in the period.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        IVSS17
                     
                     
                        Interest Collections In The Period
                     
                     
                        Collections treated as revenue in the period.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        IVSS18
                     
                     
                        Drawings Under Liquidity Facility
                     
                     
                        If the securitisation has a liquidity facility confirm whether or not there has been a drawing under the liquidity facility in the period ending on the last interest payment date.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        IVSS19
                     
                     
                        Securitisation Excess Spread
                     
                     
                        The amount of funds left over after application of all currently-applicable stages of the waterfall, commonly referred to as ‘excess spread’.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSS20
                     
                     
                        Excess Spread Trapping Mechanism
                     
                     
                        Excess spread is currently trapped in the securitisation (e.g. accumulated in a separate reserve account)
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSS21
                     
                     
                        Current Overcollateralisation
                     
                     
                        Current overcollateralisation of the securitisation, calculated as the ratio of (the sum of the outstanding principal balance of all underlying exposures, excluding underlying exposures classified as defaulted, as at the data cut-off date) to (the sum of the outstanding principal balance of all tranches/bonds as at the data cut-off date).
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSS22
                     
                     
                        Annualised Constant Prepayment Rate
                     
                     
                        The annualised Constant Prepayment Rate (CPR) of the underlying exposures based upon the most recent periodic CPR. Periodic CPR is equal to the [(total unscheduled principal received at the end of the most recent collection period)/(the total principal balance at the start of the collection period)]. The Periodic CPR is then annualised as follows:
                        
                                     
                                 
                                 
                                    100*(1-((1-Periodic CPR)^number of collection periods in a year))
                                 
                              
                                     
                                 
                                 
                                    ‘Periodic CPR’ refers to the CPR during the last collection period i.e. for a securitisation with quarterly paying bonds this will usually be the prior three month period.
                                 
                              
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSS23
                     
                     
                        Dilutions
                     
                     
                        Total reductions in principal exposures during the period.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSS24
                     
                     
                        Gross Charge Offs In The Period
                     
                     
                        Total amount of gross principal charge-offs (i.e. before recoveries) for the period. Charge-off is as per securitisation definition, or alternatively per lender’s usual practice.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSS25
                     
                     
                        Repurchased Exposures
                     
                     
                        The total outstanding principal amount of underlying exposures that have been repurchased by the originator/sponsor between the immediately previous data cut-off date and the current data cut-off date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVSS26
                     
                     
                        Restructured Exposures
                     
                     
                        The total outstanding principal amount of underlying exposures that have been restructured by the originator/sponsor between the immediately previous data cut-off date and the current data cut-off date. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSS27
                     
                     
                        Annualised Constant Default Rate
                     
                     
                        The annualised Constant Default Rate (CDR) for the underlying exposures based on the periodic CDR. Periodic CDR is equal to the [(total current balance of underlying exposures classified as defaulted during the period)/(total current balance of non-defaulted underlying exposures at the beginning of the period)]. This value is then annualised as follows:
                        
                                     
                                 
                                 
                                    100*(1-((1-Periodic CDR)^number of collection periods in a year))
                                 
                              
                                     
                                 
                                 
                                    ‘Periodic CDR’ refers to the CDR during the last collection period, i.e. for a securitisation with quarterly paying bonds this will usually be the prior three month period.
                                 
                              
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSS28
                     
                     
                        Defaulted Exposures
                     
                     
                        The total outstanding principal amount as at the data cut-off date of exposures in default as at the cut-off date, using the definition of default specified in the securitisation documentation
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSS29
                     
                     
                        Defaulted Exposures CRR
                     
                     
                        The total outstanding principal amount as at the data cut-off date of exposures in default as at the cut-off date, using the definition of default specified in Article 178 of Regulation (EU) No 575/2013.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVSS30
                     
                     
                        Risk Weight Approach
                     
                     
                        Indicate which risk weight approach was used by the originator to produce the risk weight attached to the underlying exposures, in accordance with Regulation (EU) No 575/2013:
                        Standardised Approach (STND)
                        Foundation Internal Ratings-Based (FIRB)
                        Advanced Internal Ratings-Based (ADIR)
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        IVSS31
                     
                     
                        Obligor Probability Of Default in Range [0,00 %,0,10 %)
                     
                     
                        The total outstanding amount of underlying exposures whose one-year-ahead probability of default has been assessed as in the range 0,00 % <= x < 0,10 %. This estimate can either come from the originator or the relevant national central bank.
                        Where there is no regulatory requirement to calculate Probability of Default, enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        IVSS32
                     
                     
                        Obligor Probability Of Default in Range [0,10 %,0,25 %)
                     
                     
                        The total outstanding amount of underlying exposures whose one-year-ahead probability of default has been assessed as in the range 0,10 % <= x < 0,25 %. This estimate can either come from the originator or the relevant national central bank.
                        Where there is no regulatory requirement to calculate Probability of Default, enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        IVSS33
                     
                     
                        Obligor Probability Of Default in Range [0,25 %,1,00 %)
                     
                     
                        The total outstanding amount of underlying exposures whose one-year-ahead probability of default has been assessed as in the range 0,25 % <= x < 1,00 %. This estimate can either come from the originator or the relevant national central bank.
                        Where there is no regulatory requirement to calculate Probability of Default, enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        IVSS34
                     
                     
                        Obligor Probability Of Default in Range [1,00 %,7,50 %)
                     
                     
                        The total outstanding amount of underlying exposures whose one-year-ahead probability of default has been assessed as in the range 1,00 % <= x < 7,50 %. This estimate can either come from the originator or the relevant national central bank.
                        Where there is no regulatory requirement to calculate Probability of Default, enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        IVSS35
                     
                     
                        Obligor Probability Of Default in Range [7,50 %,20,00 %)
                     
                     
                        The total outstanding amount of underlying exposures whose one-year-ahead probability of default has been assessed as in the range 7,50 % <= x < 20,00 %. This estimate can either come from the originator or the relevant national central bank.
                        Where there is no regulatory requirement to calculate Probability of Default, enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        IVSS36
                     
                     
                        Obligor Probability Of Default in Range [20,00 %,100,00 %]
                     
                     
                        The total outstanding amount of underlying exposures whose one-year-ahead probability of default has been assessed as in the range 20,00 % <= x <= 100,00 %. This estimate can either come from the originator or the relevant national central bank.
                        Where there is no regulatory requirement to calculate Probability of Default, enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        IVSS37
                     
                     
                        Internal Loss Given Default Estimate
                     
                     
                        The originator’s latest Loss Given Default estimate for the underlying exposure in a downturn scenario, weighted using the total outstanding principal balance of the underlying exposures as at the data cut-off date.
                        Where there is no regulatory requirement to calculate Loss Given Default, enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        IVSS38
                     
                     
                        Arrears 1-29 Days
                     
                     
                        The percentage of exposures of this type in arrears on principal and/or interest payments due for a period between 1 and 29 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSS39
                     
                     
                        Arrears 30-59 Days
                     
                     
                        The percentage of exposures in arrears on principal and/or interest payments due for a period between 30 and 59 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures in this category of arrears, relative to the total outstanding principal amount of all exposures as at the data cut-off date.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSS40
                     
                     
                        Arrears 60-89 Days
                     
                     
                        The percentage of exposures in arrears on principal and/or interest payments due for a period between 60 and 89 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures in this category of arrears, relative to the total outstanding principal amount of all exposures as at the data cut-off date.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSS41
                     
                     
                        Arrears 90-119 Days
                     
                     
                        The percentage of exposures in arrears on principal and/or interest payments due for a period between 90 and 119 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures in this category of arrears, relative to the total outstanding principal amount of all exposures as at the data cut-off date.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSS42
                     
                     
                        Arrears 120-149 Days
                     
                     
                        The percentage of exposures in arrears on principal and/or interest payments due for a period between 120 and 149 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures in this category of arrears, relative to the total outstanding principal amount of all exposures as at the data cut-off date.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSS43
                     
                     
                        Arrears 150-179 Days
                     
                     
                        The percentage of exposures in arrears on principal and/or interest payments due for a period between 150 and 179 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures in this category of arrears, relative to the total outstanding principal amount of all exposures as at the data cut-off date.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSS44
                     
                     
                        Arrears 180+ Days
                     
                     
                        The percentage of exposures in arrears on principal and/or interest payments due for a period for 180 days or more as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures in this category of arrears, relative to the total outstanding principal amount of all exposures as at the data cut-off date.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        Tests/Events/Triggers information section
                     
                  
                        IVSR1
                     
                     
                        Unique Identifier
                     
                     
                        Report the same unique identifier here as the one entered into field IVSS1.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSR2
                     
                     
                        Original Test/Event/Trigger Identifier
                     
                     
                        The original unique test/event/trigger identifier. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSR3
                     
                     
                        New Test/Event/Trigger Identifier
                     
                     
                        If the original identifier in field IVSR2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in IVSR2. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSR4
                     
                     
                        Description
                     
                     
                        Describe the test/event/trigger, including any formulae. This is a free text field, however the description of the test/event/trigger includes any formulae and key definitions to allow an investor/potential investor to form a reasonable view of the test/event/trigger and any conditions and consequences attached to it.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSR5
                     
                     
                        Threshold Level
                     
                     
                        Enter the level at which the test is deemed to have been met, the trigger is deemed to have been breached, or at which any other action is deemed to occur, as applicable given the type of test/event/trigger being reported. In the event of non-numerical tests/events/triggers, enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        IVSR6
                     
                     
                        Actual Value
                     
                     
                        Enter the current value of the measure being compared against the threshold level. In the event of non-numerical tests/events/triggers, enter ND5. Where percentages are being entered, these are to be entered in the form of percentage points, e.g. 99.50 for 99,50 %, e.g. 0.006 for 0,006 %.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        IVSR7
                     
                     
                        Status
                     
                     
                        Is this status of the test/event/trigger set to ‘Breach’ (i.e. the test has not been met or the trigger conditions have been met) at the data cut-off date?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSR8
                     
                     
                        Cure Period
                     
                     
                        Enter the maximum number of days granted for this test/trigger to be brought back into compliance with the required level. If no time is granted (i.e. there is no Cure Period), enter 0.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        IVSR9
                     
                     
                        Calculation Frequency
                     
                     
                        Enter the number of calendar days’ interval for calculating the test. Use round numbers, for example 7 for weekly, 30 for monthly, 90 for quarterly, and 365 yearly.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        IVSR10
                     
                     
                        Consequence for Breach
                     
                     
                        Enter the consequence, as per the securitisation documentation, for this test/event/trigger not being satisfied (i.e. being breached):
                        
                                     
                                 
                                 
                                    Change in the priority of payments (CHPP)
                                 
                              
                                     
                                 
                                 
                                    Replacement of a counterparty (CHCP)
                                 
                              
                                     
                                 
                                 
                                    Both change in the priority of payments and replacement of a counterparty (BOTH)
                                 
                              
                                     
                                 
                                 
                                    Other consequence (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        NO
                     
                  
                        Cash-flow information section
                     
                  
                        IVSF1
                     
                     
                        Unique Identifier
                     
                     
                        Report the same unique identifier here as the one entered into field IVSS1.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSF2
                     
                     
                        Original Cashflow Item Identifier
                     
                     
                        The original unique cashflow item identifier. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSF3
                     
                     
                        New Cashflow Item Identifier
                     
                     
                        If the original identifier in field IVSF2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in IVSF2. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSF4
                     
                     
                        Cashflow Item
                     
                     
                        List the cashflow item. This field is to be completed in the order of the applicable priority of receipts or payments as at the data cut-off date. That is, each source of cash inflows must be listed in turn, after which sources of cash outflows must be listed.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSF5
                     
                     
                        Amount Paid During Period
                     
                     
                        What are the funds paid out as per the priority of payments for this item? Enter negative values for funds paid out, positive values for funds received. Note that the ‘Amount Paid During Period’ value entered in a given line (e.g. in line B) plus the ‘Available Funds Post’ value entered in the preceding line (e.g. line A) together equal the ‘Available Funds Post’ value entered in this line (e.g. line B).
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVSF6
                     
                     
                        Available Funds Post
                     
                     
                        What are the funds available to the priority of payments after to the application of the cashflow item? Note that the ‘Amount Paid During Period’ value entered in a given line (e.g. in line B) plus the ‘Available Funds Post’ value entered in the preceding line (e.g. line A) together equal the ‘Available Funds Post’ value entered in this line (e.g. line B).
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
      
      
         
            ANNEX XIII
            
               INVESTOR REPORT INFORMATION — ASSET BACKED COMMERCIAL PAPER SECURITISATION
            
            
                        Field code
                     
                     
                        Field name
                     
                     
                        Content to report
                     
                     
                        ND1-ND4 allowed?
                     
                     
                        ND5 allowed?
                     
                  
                        Programme information section
                     
                  
                        IVAS1
                     
                     
                        Unique Identifier — ABCP Programme
                     
                     
                        The unique identifier assigned by the reporting entity to this ABCP programme in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVAS2
                     
                     
                        Data Cut-Off Date
                     
                     
                        The data cut-off date for this data submission.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVAS3
                     
                     
                        Reporting Entity Name
                     
                     
                        The full Legal name of the entity designated as per Article 7(2) of Regulation (EU) 2017/2402; that name must match the name entered in for that entity in field SEAP3 in the counterparty information section. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVAS4
                     
                     
                        Reporting Entity Contact Person
                     
                     
                        First and Last name of the contact person(s) responsible for preparing this securitisation data submission and to whom questions on this data submission must be addressed.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVAS5
                     
                     
                        Reporting Entity Contact Telephone
                     
                     
                        Direct telephone number(s) of the contact person(s) responsible for preparing this securitisation data submission and to whom questions on this data submission must be addressed.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVAS6
                     
                     
                        Reporting Entity Contact Emails
                     
                     
                        Direct email address(es) of the contact person(s) responsible for preparing this securitisation data submission and to whom questions on this data submission must be addressed.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVAS7
                     
                     
                        Trigger Measurements/Ratios
                     
                     
                        Has any underlying exposure-related trigger event occurred? These include any delinquency, dilution, default, loss, stop-substitution, stop-revolving, or similar exposure-related events which impact the securitisation, as at the data cut-off date. This also includes if there is a debit balance on any Principal Deficiency Ledger or an asset deficiency.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        IVAS8
                     
                     
                        Non-Compliant Exposures
                     
                     
                        Pursuant to Article 26(1) of Regulation (EU) 2017/2402, enter the total value of exposures, using the current balance as at the data cut-off date, not compliant with Article 24(9), 24(10), and 24(11) of Regulation (EU) 2017/2402.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAS9
                     
                     
                        Weighted Average Life
                     
                     
                        Enter the remaining weighted average life of the pool of exposures underlying this ABCP programme, expressed in years.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        IVAS10
                     
                     
                        Risk Retention Method
                     
                     
                        Method for complying with risk retention requirements in the EU (e.g. Article 6 of Regulation (EU) 2017/2402, or until entry into force, Article 405 of Regulation (EU) No 575/2013):
                        
                                     
                                 
                                 
                                    Vertical slice — i.e. Article 6(3)(a) (VSLC)
                                 
                              
                                     
                                 
                                 
                                    Seller’s share — i.e. Article 6(3)(b) (SLLS)
                                 
                              
                                     
                                 
                                 
                                    Randomly-selected exposures kept on balance sheet — i.e. Article 6(3)(c) (RSEX)
                                 
                              
                                     
                                 
                                 
                                    First loss tranche — i.e. Article 6(3)(d) (FLTR)
                                 
                              
                                     
                                 
                                 
                                    First loss exposure in each asset — i.e. Article 6(3)(e) (FLEX)
                                 
                              
                                     
                                 
                                 
                                    No compliance with risk retention requirements (NCOM)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        IVAS11
                     
                     
                        Risk Retention Holder
                     
                     
                        Which entity is retaining the material net economic interest, as specified in Article 6 of Regulation (EU) 2017/2402, or until its entry into force, Article 405 of Regulation (EU) No 575/2013):
                        
                                     
                                 
                                 
                                    Originator (ORIG)
                                 
                              
                                     
                                 
                                 
                                    Sponsor (SPON)
                                 
                              
                                     
                                 
                                 
                                    Original Lender (OLND)
                                 
                              
                                     
                                 
                                 
                                    Seller (SELL)
                                 
                              
                                     
                                 
                                 
                                    No Compliance with Risk Retention Requirement (NCOM)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        Transaction information section
                     
                  
                        IVAN1
                     
                     
                        Unique Identifier — ABCP Programme
                     
                     
                        Report the same unique ABCP programme identifier here as the one entered into field IVAS1.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVAN2
                     
                     
                        Unique Identifier — ABCP Transaction
                     
                     
                        The unique identifier assigned by the reporting entity to this ABCP transaction in accordance with Article 11(2) of Delegated Regulation (EU) 2020/1224.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVAN3
                     
                     
                        Data Cut-Off Date
                     
                     
                        The data cut-off date for this data submission. This must match the data cut-off date in the underlying exposure templates submitted under Annex XI.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVAN4
                     
                     
                        NACE Industry Code
                     
                     
                        Originator industry NACE Code, as set out in Regulation (EC) No 1893/2006.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        IVAN5
                     
                     
                        Risk Retention Method
                     
                     
                        Method for complying with risk retention requirements in the EU (e.g. Article 6 of Regulation (EU) 2017/2402, or until entry into force, Article 405 of Regulation (EU) No 575/2013):
                        
                                     
                                 
                                 
                                    Vertical slice — i.e. Article 6(3)(a) (VSLC)
                                 
                              
                                     
                                 
                                 
                                    Seller’s share — i.e. Article 6(3)(b) (SLLS)
                                 
                              
                                     
                                 
                                 
                                    Randomly-selected exposures kept on balance sheet — i.e. Article 6(3)(c) (RSEX)
                                 
                              
                                     
                                 
                                 
                                    First loss tranche — i.e. Article 6(3)(d) (FLTR)
                                 
                              
                                     
                                 
                                 
                                    First loss exposure in each asset — i.e. Article 6(3)(e) (FLEX)
                                 
                              
                                     
                                 
                                 
                                    No compliance with risk retention requirements (NCOM)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        IVAN6
                     
                     
                        Risk Retention Holder
                     
                     
                        Which entity is retaining the material net economic interest, as specified in Article 6 of Regulation (EU) 2017/2402, or until its entry into force, Article 405 of Regulation (EU) No 575/2013):
                        
                                     
                                 
                                 
                                    Originator (ORIG)
                                 
                              
                                     
                                 
                                 
                                    Sponsor (SPON)
                                 
                              
                                     
                                 
                                 
                                    Original Lender (OLND)
                                 
                              
                                     
                                 
                                 
                                    Seller (SELL)
                                 
                              
                                     
                                 
                                 
                                    No Compliance with Risk Retention Requirement (NCOM)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        IVAN7
                     
                     
                        Weighted Average Life
                     
                     
                        Enter the remaining weighted average life of the pool of exposures underlying this transaction, expressed in years.
                     
                     
                        YES
                     
                     
                        YES
                     
                  
                        Tests/Events/Triggers information section
                     
                  
                        IVAR1
                     
                     
                        Unique Identifier — ABCP Transaction
                     
                     
                        Report the same unique ABCP transaction identifier here as the one entered into field IVAN2.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVAR2
                     
                     
                        Original Test/Event/Trigger Identifier
                     
                     
                        The original unique test/event/trigger identifier. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVAR3
                     
                     
                        New Test/Event/Trigger Identifier
                     
                     
                        If the original identifier in field IVAR2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in IVAR2. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVAR4
                     
                     
                        Description
                     
                     
                        Describe the test/event/trigger, including any formulae. This is a free text field, however the description of the test/event/trigger includes any formulae and key definitions to allow an investor/potential investor to form a reasonable view of the test/event/trigger and any conditions and consequences attached to it.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVAR5
                     
                     
                        Status
                     
                     
                        Has the test been met as at the data cut-off date? In the event of a trigger, is the trigger not being breached?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        IVAR6
                     
                     
                        Consequence for Breach
                     
                     
                        Enter the consequence, as per the securitisation documentation, for this test/event/trigger not being satisfied (i.e. being breached):
                        
                                     
                                 
                                 
                                    Change in the priority of payments (CHPP)
                                 
                              
                                     
                                 
                                 
                                    Replacement of a counterparty (CHCP)
                                 
                              
                                     
                                 
                                 
                                    Both change in the priority of payments and replacement of a counterparty (BOTH)
                                 
                              
                                     
                                 
                                 
                                    Other consequence (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        NO
                     
                  
      
      
         
            ANNEX XIV
            
               INSIDE INFORMATION OR SIGNIFICANT EVENT INFORMATION — NON-ASSET BACKED COMMERCIAL PAPER SECURITISATION
            
            
                        Field code
                     
                     
                        Field name
                     
                     
                        Content to report
                     
                     
                        ND1-ND4 allowed?
                     
                     
                        ND5 allowed?
                     
                  
                        Securitisation information section
                     
                  
                        SESS1
                     
                     
                        Unique Identifier
                     
                     
                        The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESS2
                     
                     
                        Data Cut-Off Date
                     
                     
                        The data cut-off date for this data submission. When submitted alongside an underlying exposures and investor report data submission, this must match the data cut-off date in the applicable underlying exposure and investor report templates submitted.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESS3
                     
                     
                        No Longer STS
                     
                     
                        Has the securitisation ceased to meet STS requirements? If the securitisation has never had STS status, then enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESS4
                     
                     
                        Remedial Actions
                     
                     
                        Have competent authorities taken any remedial actions relating to this securitisation? If the securitisation is not an STS securitisation, then enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESS5
                     
                     
                        Administrative Actions
                     
                     
                        Have competent authorities taken any administrative actions relating to this securitisation? If the securitisation is not an STS securitisation, then enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESS6
                     
                     
                        Material Amendment to Transaction Documents
                     
                     
                        Describe any material amendments made to transaction documents, including the name and item code (pursuant to Table 3 in Annex I) of the document as well as a detailed description of the amendments.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESS7
                     
                     
                        Perfection Of Sale
                     
                     
                        Pursuant to Article 20(5) of Regulation (EU) 2017/2402, is the transfer of underlying exposures to the SSPE (i.e. perfection of sale) being performed after the securitisation closing date?
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESS8
                     
                     
                        Current Waterfall Type
                     
                     
                        Choose, from the list below, the closest waterfall arrangement currently applicable to the securitisation:
                        
                                     
                                 
                                 
                                    Turbo Waterfall (TRWT)
                                 
                              
                                     
                                 
                                 
                                    Sequential Waterfall (SQWT)
                                 
                              
                                     
                                 
                                 
                                    Pro-rata Waterfall (PRWT)
                                 
                              
                                     
                                 
                                 
                                    Currently Sequential, with Possibility to Switch to Pro-rata in the Future (SQPR)
                                 
                              
                                     
                                 
                                 
                                    Currently Pro-rata, with Possibility to Switch to Sequential in the Future (PRSQ)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESS9
                     
                     
                        Master Trust Type
                     
                     
                        If the securitisation has a master trust structure, select the most appropriate description of the structure:
                        
                                     
                                 
                                 
                                    Each SSPE is independent from other SSPEs with respect to note issuance and cashflow distribution (a.k.a. ‘capitalist structure’) (CSTR)
                                 
                              
                                     
                                 
                                 
                                    Losses are shared across all SSPEs and single classes of notes are issued independently from more senior or junior classes (a.k.a. ‘socialist structure’ or ‘de-linked master trust’) (SSTR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESS10
                     
                     
                        SSPE Value
                     
                     
                        If the securitisation has a master trust structure, enter the face value of all underlying exposures (principal and charges) in which the trust or SSPE has a beneficial interest at the data cut-off date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESS11
                     
                     
                        SSPE Principal Value
                     
                     
                        If the securitisation has a master trust structure, enter the face value of all underlying exposures (principal only) in which the trust had a beneficial interest at the data cut-off date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESS12
                     
                     
                        SSPE Number Of Accounts
                     
                     
                        If the securitisation has a master trust structure, enter the number of accounts in which the trust or SSPE has a beneficial interest at the data cut-off date.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESS13
                     
                     
                        Note Principal Balance
                     
                     
                        If the securitisation has a master trust structure, enter the face value of all asset-backed notes, collateralised by the underlying exposures in the trust.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESS14
                     
                     
                        Seller Share
                     
                     
                        If the securitisation has a master trust structure, enter the originator’s interest in the trust, expressed as a percentage. In the event of multiple originators, enter the aggregate interest across all originators.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESS15
                     
                     
                        Funding Share
                     
                     
                        If the securitisation has a master trust structure, enter the SSPE’s interest of this series in the trust at the data cut-off date, expressed as a percentage.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESS16
                     
                     
                        Revenue Allocated To This Series
                     
                     
                        If the securitisation has a master trust structure, enter the revenue amounts allocated to this series from the trust.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESS17
                     
                     
                        Interest Rate Swap Benchmark
                     
                     
                        Describe the type of interest rate swap benchmark on the payer leg of the swap is fixed to:
                        
                                     
                                 
                                 
                                    MuniAAA (MAAA)
                                 
                              
                                     
                                 
                                 
                                    FutureSWAP (FUSW)
                                 
                              
                                     
                                 
                                 
                                    LIBID (LIBI)
                                 
                              
                                     
                                 
                                 
                                    LIBOR (LIBO)
                                 
                              
                                     
                                 
                                 
                                    SWAP (SWAP)
                                 
                              
                                     
                                 
                                 
                                    Treasury (TREA)
                                 
                              
                                     
                                 
                                 
                                    Euribor (EURI)
                                 
                              
                                     
                                 
                                 
                                    Pfandbriefe (PFAN)
                                 
                              
                                     
                                 
                                 
                                    EONIA (EONA)
                                 
                              
                                     
                                 
                                 
                                    EONIASwaps (EONS)
                                 
                              
                                     
                                 
                                 
                                    EURODOLLAR (EUUS)
                                 
                              
                                     
                                 
                                 
                                    EuroSwiss (EUCH)
                                 
                              
                                     
                                 
                                 
                                    TIBOR (TIBO)
                                 
                              
                                     
                                 
                                 
                                    ISDAFIX (ISDA)
                                 
                              
                                     
                                 
                                 
                                    GCFRepo (GCFR)
                                 
                              
                                     
                                 
                                 
                                    STIBOR (STBO)
                                 
                              
                                     
                                 
                                 
                                    BBSW (BBSW)
                                 
                              
                                     
                                 
                                 
                                    JIBAR (JIBA)
                                 
                              
                                     
                                 
                                 
                                    BUBOR (BUBO)
                                 
                              
                                     
                                 
                                 
                                    CDOR (CDOR)
                                 
                              
                                     
                                 
                                 
                                    CIBOR (CIBO)
                                 
                              
                                     
                                 
                                 
                                    MOSPRIM (MOSP)
                                 
                              
                                     
                                 
                                 
                                    NIBOR (NIBO)
                                 
                              
                                     
                                 
                                 
                                    PRIBOR (PRBO)
                                 
                              
                                     
                                 
                                 
                                    TELBOR (TLBO)
                                 
                              
                                     
                                 
                                 
                                    WIBOR (WIBO)
                                 
                              
                                     
                                 
                                 
                                    Bank of England Base Rate (BOER)
                                 
                              
                                     
                                 
                                 
                                    European Central Bank Base Rate (ECBR)
                                 
                              
                                     
                                 
                                 
                                    Lender’s Own Rate (LDOR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESS18
                     
                     
                        Interest Rate Swap Maturity Date
                     
                     
                        Date of maturity for the interest rate swap.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESS19
                     
                     
                        Interest Rate Swap Notional
                     
                     
                        Interest rate swap notional amount as at the data cut-off date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESS20
                     
                     
                        Currency Swap Payer Currency
                     
                     
                        Enter the currency that the payer leg of the swap is paying.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESS21
                     
                     
                        Currency Swap Receiver Currency
                     
                     
                        Enter the currency that the receiver leg of the swap is paying.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESS22
                     
                     
                        Exchange Rate For Currency Swap
                     
                     
                        The exchange rate that has been set for a currency swap.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESS23
                     
                     
                        Currency Swap Maturity Date
                     
                     
                        Date of maturity for the currency swap.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESS24
                     
                     
                        Currency Swap Notional
                     
                     
                        Currency swap notional amount as at the data cut-off date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        Tranche/bond-level information section
                     
                  
                        SEST1
                     
                     
                        Unique Identifier
                     
                     
                        Report the same unique identifier here as the one entered into field SESS1.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEST2
                     
                     
                        Original Tranche Identifier
                     
                     
                        The original unique identifier assigned to this instrument. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEST3
                     
                     
                        New Tranche Identifier
                     
                     
                        If the original identifier in field SEST2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the value in field SEST2. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEST4
                     
                     
                        International Securities Identification Number
                     
                     
                        The ISIN code assigned to this tranche, where applicable.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEST5
                     
                     
                        Tranche Name
                     
                     
                        The designation (typically a letter and/or number) given to this tranche of bonds (or class of securities) which exhibit the same rights, priorities and characteristics as defined in the prospectus i.e. Series 1, Class A1 etc.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEST6
                     
                     
                        Tranche/Bond Type
                     
                     
                        Select the most appropriate option to describe the repayment profile of the instrument:
                        
                                     
                                 
                                 
                                    Hard bullet (i.e. fixed maturity date) (HBUL)
                                 
                              
                                     
                                 
                                 
                                    Soft bullet (i.e. scheduled maturity date can be extended to the legal maturity date) (SBUL)
                                 
                              
                                     
                                 
                                 
                                    Scheduled amortisation (i.e. repayment of principal on scheduled amortisation dates) (SAMO)
                                 
                              
                                     
                                 
                                 
                                    Controlled amortisation (i.e. repayment of principal begins at a specified period) (CAMM)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEST7
                     
                     
                        Currency
                     
                     
                        The currency denomination of this instrument.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEST8
                     
                     
                        Original Principal Balance
                     
                     
                        The Original Principal Balance of this tranche at issuance
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEST9
                     
                     
                        Current Principal Balance
                     
                     
                        The par, or notional, balance of this tranche after the current Principal Payment Date
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEST10
                     
                     
                        Interest Payment Frequency
                     
                     
                        The frequency with which interest is due to be paid on this instrument:
                        
                                     
                                 
                                 
                                    Monthly (MNTH)
                                 
                              
                                     
                                 
                                 
                                    Quarterly (QUTR)
                                 
                              
                                     
                                 
                                 
                                    Semi Annual (SEMI)
                                 
                              
                                     
                                 
                                 
                                    Annual (YEAR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEST11
                     
                     
                        Interest Payment Date
                     
                     
                        The first occurring date, after the data cut-off date being reported, upon which interest payments are scheduled to be distributed to bondholders of this tranche.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEST12
                     
                     
                        Principal Payment Date
                     
                     
                        The first occurring date, after the data cut-off date being reported, upon which principal payments are scheduled to be distributed to bondholders of this tranche.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEST13
                     
                     
                        Current Coupon
                     
                     
                        The coupon on the instrument in basis points.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEST14
                     
                     
                        Current Interest Rate Margin/Spread
                     
                     
                        The coupon spread applied to the reference interest index as defined in the offering document applicable to the specific instrument in basis points.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEST15
                     
                     
                        Coupon Floor
                     
                     
                        The coupon floor of the instrument.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEST16
                     
                     
                        Coupon Cap
                     
                     
                        The coupon cap of the instrument.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEST17
                     
                     
                        Step-Up/Step-Down Coupon Value
                     
                     
                        If any, what is the value of the Step-up/Step-down coupon as per the terms and conditions of the securitisation/programme?
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEST18
                     
                     
                        Step-Up/Step-Down Coupon Date
                     
                     
                        If any, what is the date on which the coupon definition is supposed to change as per the terms and conditions of the securitisation/programme?
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEST19
                     
                     
                        Business Day Convention
                     
                     
                        Business day convention used for the calculation of interest due:
                        
                                     
                                 
                                 
                                    Following (FWNG)
                                 
                              
                                     
                                 
                                 
                                    Modified Following (MODF)
                                 
                              
                                     
                                 
                                 
                                    Nearest (NEAR)
                                 
                              
                                     
                                 
                                 
                                    Preceding (PREC)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEST20
                     
                     
                        Current Interest Rate Index
                     
                     
                        The base reference interest index currently applicable (the reference rate off which the interest rate is set):
                        
                                     
                                 
                                 
                                    MuniAAA (MAAA)
                                 
                              
                                     
                                 
                                 
                                    FutureSWAP (FUSW)
                                 
                              
                                     
                                 
                                 
                                    LIBID (LIBI)
                                 
                              
                                     
                                 
                                 
                                    LIBOR (LIBO)
                                 
                              
                                     
                                 
                                 
                                    SWAP (SWAP)
                                 
                              
                                     
                                 
                                 
                                    Treasury (TREA)
                                 
                              
                                     
                                 
                                 
                                    Euribor (EURI)
                                 
                              
                                     
                                 
                                 
                                    Pfandbriefe (PFAN)
                                 
                              
                                     
                                 
                                 
                                    EONIA (EONA)
                                 
                              
                                     
                                 
                                 
                                    EONIASwaps (EONS)
                                 
                              
                                     
                                 
                                 
                                    EURODOLLAR (EUUS)
                                 
                              
                                     
                                 
                                 
                                    EuroSwiss (EUCH)
                                 
                              
                                     
                                 
                                 
                                    TIBOR (TIBO)
                                 
                              
                                     
                                 
                                 
                                    ISDAFIX (ISDA)
                                 
                              
                                     
                                 
                                 
                                    GCFRepo (GCFR)
                                 
                              
                                     
                                 
                                 
                                    STIBOR (STBO)
                                 
                              
                                     
                                 
                                 
                                    BBSW (BBSW)
                                 
                              
                                     
                                 
                                 
                                    JIBAR (JIBA)
                                 
                              
                                     
                                 
                                 
                                    BUBOR (BUBO)
                                 
                              
                                     
                                 
                                 
                                    CDOR (CDOR)
                                 
                              
                                     
                                 
                                 
                                    CIBOR (CIBO)
                                 
                              
                                     
                                 
                                 
                                    MOSPRIM (MOSP)
                                 
                              
                                     
                                 
                                 
                                    NIBOR (NIBO)
                                 
                              
                                     
                                 
                                 
                                    PRIBOR (PRBO)
                                 
                              
                                     
                                 
                                 
                                    TELBOR (TLBO)
                                 
                              
                                     
                                 
                                 
                                    WIBOR (WIBO)
                                 
                              
                                     
                                 
                                 
                                    Bank of England Base Rate (BOER)
                                 
                              
                                     
                                 
                                 
                                    European Central Bank Base Rate (ECBR)
                                 
                              
                                     
                                 
                                 
                                    Lender’s Own Rate (LDOR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEST21
                     
                     
                        Current Interest Rate Index Tenor
                     
                     
                        Tenor of the current interest rate index:
                        
                                     
                                 
                                 
                                    Overnight (OVNG)
                                 
                              
                                     
                                 
                                 
                                    IntraDay (INDA)
                                 
                              
                                     
                                 
                                 
                                    1 day (DAIL)
                                 
                              
                                     
                                 
                                 
                                    1 week (WEEK)
                                 
                              
                                     
                                 
                                 
                                    2 week (TOWK)
                                 
                              
                                     
                                 
                                 
                                    1 month (MNTH)
                                 
                              
                                     
                                 
                                 
                                    2 month (TOMN)
                                 
                              
                                     
                                 
                                 
                                    3 month (QUTR)
                                 
                              
                                     
                                 
                                 
                                    4 month (FOMN)
                                 
                              
                                     
                                 
                                 
                                    6 month (SEMI)
                                 
                              
                                     
                                 
                                 
                                    12 month (YEAR)
                                 
                              
                                     
                                 
                                 
                                    On Demand (ONDE)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEST22
                     
                     
                        Issue Date
                     
                     
                        Date on which this instrument was issued.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEST23
                     
                     
                        Disbursement Date
                     
                     
                        First date starting on which the amount of interest payable on the instrument is calculated.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEST24
                     
                     
                        Legal Maturity
                     
                     
                        The date before which this instrument must be repaid in order not to be in default.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEST25
                     
                     
                        Extension Clause
                     
                     
                        Select the most appropriate option to describe which party has the right to extend the maturity of the instrument, as per the terms and conditions of the securitisation/programme:
                        
                                     
                                 
                                 
                                    SSPE only (ISUR)
                                 
                              
                                     
                                 
                                 
                                    Noteholder (NHLD)
                                 
                              
                                     
                                 
                                 
                                    Either SSPE or noteholder (ISNH)
                                 
                              
                                     
                                 
                                 
                                    No option (NOPT)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEST26
                     
                     
                        Next Call Date
                     
                     
                        What is the next date on which the instrument can be called as per the terms and conditions of the securitisation/programme? This excludes clean-up arrangements.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEST27
                     
                     
                        Clean-Up Call Threshold
                     
                     
                        What is the clean-up call threshold as per the terms and conditions of the securitisation/programme?
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEST28
                     
                     
                        Next Put date
                     
                     
                        What is the next put date as per the terms and conditions of the securitisation/programme?
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEST29
                     
                     
                        Day Count Convention
                     
                     
                        The ‘days’ convention used to calculate interest:
                        
                                     
                                 
                                 
                                    30/360 (A011)
                                 
                              
                                     
                                 
                                 
                                    Actual/365 (A005)
                                 
                              
                                     
                                 
                                 
                                    Actual/360 (A004)
                                 
                              
                                     
                                 
                                 
                                    Actual/Actual ICMA (A006)
                                 
                              
                                     
                                 
                                 
                                    Actual/Actual ISDA (A008)
                                 
                              
                                     
                                 
                                 
                                    Actual/Actual AFB (A010)
                                 
                              
                                     
                                 
                                 
                                    Actual/366 (A009)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEST30
                     
                     
                        Settlement Convention
                     
                     
                        Usual settlement convention for the tranche:
                        
                                     
                                 
                                 
                                    T Plus One (TONE)
                                 
                              
                                     
                                 
                                 
                                    T Plus Two (TTWO)
                                 
                              
                                     
                                 
                                 
                                    T Plus Three (TTRE)
                                 
                              
                                     
                                 
                                 
                                    As soon as possible (ASAP)
                                 
                              
                                     
                                 
                                 
                                    At the end of the Contract (ENDC)
                                 
                              
                                     
                                 
                                 
                                    End of Month (MONT)
                                 
                              
                                     
                                 
                                 
                                    Future (FUTU)
                                 
                              
                                     
                                 
                                 
                                    Next Day (NXTD)
                                 
                              
                                     
                                 
                                 
                                    Regular (REGU)
                                 
                              
                                     
                                 
                                 
                                    T Plus Five (TFIV)
                                 
                              
                                     
                                 
                                 
                                    T Plus Four (TFOR)
                                 
                              
                                     
                                 
                                 
                                    When and if issued (WHIF)
                                 
                              
                                     
                                 
                                 
                                    When Distributed (WDIS)
                                 
                              
                                     
                                 
                                 
                                    When Issued (WISS)
                                 
                              
                                     
                                 
                                 
                                    When Issued or Distributed (WHID)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEST31
                     
                     
                        Current Attachment Point
                     
                     
                        The current tranche attachment point, calculated as per Article 256 of Regulation (EU) No 575/2013, and multiplied by 100.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEST32
                     
                     
                        Original Attachment Point
                     
                     
                        The tranche attachment point at the time of issuance of the tranche notes, calculated as per Article 256 of Regulation (EU) No 575/2013, and multiplied by 100.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEST33
                     
                     
                        Current Credit Enhancement
                     
                     
                        The current tranche credit enhancement, calculated as per the originator/sponsor/SSPE’s definition
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEST34
                     
                     
                        Original Credit Enhancement
                     
                     
                        The tranche credit enhancement at the time of issuance of the tranche notes, calculated as per the originator/sponsor/SSPE’s definition
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEST35
                     
                     
                        Credit Enhancement Formula
                     
                     
                        Describe/Enter the formula used to calculate the tranche credit enhancement.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEST36
                     
                     
                        Pari-Passu Tranches
                     
                     
                        Enter the ISINs of all tranches (including this one) that, as at the data cut-off date, rank pari-passu with the current tranche according to the securitisation priority of payments as at the data cut-off date. In the event of multiple ISINs, all ISINs must be provided in accordance with the XML schema.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEST37
                     
                     
                        Senior Tranches
                     
                     
                        Enter the ISINs of all tranches that, as at the data cut-off date, rank senior to the current tranche according to the securitisation priority of payments as at the data cut-off date. In the event of multiple ISINs, all ISINs must be provided in accordance with the XML schema.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEST38
                     
                     
                        Outstanding Principal Deficiency Ledger Balance
                     
                     
                        The unpaid Principal Deficiency Ledger balance of the tranche in question.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEST39
                     
                     
                        Guarantor Legal Entity Identifier
                     
                     
                        If the tranche has been guaranteed, provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the guarantor. If not guaranteed, enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEST40
                     
                     
                        Guarantor Name
                     
                     
                        Give the full legal name of the guarantor. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. If not guaranteed, enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEST41
                     
                     
                        Guarantor ESA Subsector
                     
                     
                        The ESA 2010 classification of the guarantor according to Regulation (EU) No 549/2013 ‘ESA 2010’). This entry must be provided at the sub-sector level. Use one of the values available in Table 1 of Annex I to this Regulation. If not guaranteed, enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEST42
                     
                     
                        Protection Type
                     
                     
                        List the type of protection instrument used:
                        
                                     
                                 
                                 
                                    Credit Default Swap (CDSX)
                                 
                              
                                     
                                 
                                 
                                    Credit-Linked Note (CLKN)
                                 
                              
                                     
                                 
                                 
                                    Total Return Swap (TRES)
                                 
                              
                                     
                                 
                                 
                                    Financial Guarantee (a.k.a. unfunded credit risk mitigation) (FGUA)
                                 
                              
                                     
                                 
                                 
                                    Credit Insurance (CINS)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        Account-level information section
                     
                  
                        SESA1
                     
                     
                        Unique Identifier
                     
                     
                        Report the same unique identifier here as the one entered into field SESS1.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESA2
                     
                     
                        Original Account Identifier
                     
                     
                        The original unique account identifier. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESA3
                     
                     
                        New Account Identifier
                     
                     
                        If the original identifier in field SESA2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in SESA2. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESA4
                     
                     
                        Account Type
                     
                     
                        The type of account:
                        
                                     
                                 
                                 
                                    Cash Reserve Account (CARE)
                                 
                              
                                     
                                 
                                 
                                    Commingling Reserve Account (CORE)
                                 
                              
                                     
                                 
                                 
                                    Set-off Reserve Account (SORE)
                                 
                              
                                     
                                 
                                 
                                    Liquidity Facility (LQDF)
                                 
                              
                                     
                                 
                                 
                                    Margin Account (MGAC)
                                 
                              
                                     
                                 
                                 
                                    Other Account (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESA5
                     
                     
                        Account Target Balance
                     
                     
                        The amount of funds that would be on deposit in the account in question when it is fully funded pursuant to the securitisation documentation.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESA6
                     
                     
                        Account Actual Balance
                     
                     
                        The balance of funds on deposit in the account in question at the Accrual End Date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESA7
                     
                     
                        Amortising Account
                     
                     
                        Is the account amortising over the lifetime of the securitisation?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        Counterparty-level information section
                     
                  
                        SESP1
                     
                     
                        Unique Identifier
                     
                     
                        Report the same unique identifier here as the one entered into field SESS1.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESP2
                     
                     
                        Counterparty Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the counterparty.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESP3
                     
                     
                        Counterparty Name
                     
                     
                        Give the full legal name of the counterparty. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESP4
                     
                     
                        Counterparty Type
                     
                     
                        The type of counterparty:
                        
                                     
                                 
                                 
                                    Account Bank (ABNK)
                                 
                              
                                     
                                 
                                 
                                    Backup Account Bank (BABN)
                                 
                              
                                     
                                 
                                 
                                    Account Bank Facilitator (ABFC)
                                 
                              
                                     
                                 
                                 
                                    Account Bank Guarantor (ABGR)
                                 
                              
                                     
                                 
                                 
                                    Collateral Agent (CAGT)
                                 
                              
                                     
                                 
                                 
                                    Paying Agent (PAYA)
                                 
                              
                                     
                                 
                                 
                                    Calculation Agent (CALC)
                                 
                              
                                     
                                 
                                 
                                    Administration Agent (ADMI)
                                 
                              
                                     
                                 
                                 
                                    Administration Sub-Agent (ADSA)
                                 
                              
                                     
                                 
                                 
                                    Transfer Agent (RANA)
                                 
                              
                                     
                                 
                                 
                                    Verification agent (VERI)
                                 
                              
                                     
                                 
                                 
                                    Security agent (SECU)
                                 
                              
                                     
                                 
                                 
                                    Cash Advance Provider (CAPR)
                                 
                              
                                     
                                 
                                 
                                    Collateral Provider (COLL)
                                 
                              
                                     
                                 
                                 
                                    Guaranteed Investment Contract Provider (GICP)
                                 
                              
                                     
                                 
                                 
                                    Insurance Policy Credit Provider (IPCP)
                                 
                              
                                     
                                 
                                 
                                    Liquidity Facility Provider (LQFP)
                                 
                              
                                     
                                 
                                 
                                    Backup Liquidity Facility Provider (BLQP)
                                 
                              
                                     
                                 
                                 
                                    Savings Mortgage Participant (SVMP)
                                 
                              
                                     
                                 
                                 
                                    Issuer (ISSR)
                                 
                              
                                     
                                 
                                 
                                    Originator (ORIG)
                                 
                              
                                     
                                 
                                 
                                    Seller (SELL)
                                 
                              
                                     
                                 
                                 
                                    Sponsor of the Securitisation Special Purpose Entity (SSSP)
                                 
                              
                                     
                                 
                                 
                                    Servicer (SERV)
                                 
                              
                                     
                                 
                                 
                                    Backup Servicer (BSER)
                                 
                              
                                     
                                 
                                 
                                    Backup Servicer Facilitator (BSRF)
                                 
                              
                                     
                                 
                                 
                                    Special Servicer (SSRV)
                                 
                              
                                     
                                 
                                 
                                    Subscriber (SUBS)
                                 
                              
                                     
                                 
                                 
                                    Interest Rate Swap Provider (IRSP)
                                 
                              
                                     
                                 
                                 
                                    Backup Interest Rate Swap Provider (BIPR)
                                 
                              
                                     
                                 
                                 
                                    Currency Swap Provider (CSPR)
                                 
                              
                                     
                                 
                                 
                                    Backup Currency Swap Provider (BCSP)
                                 
                              
                                     
                                 
                                 
                                    Auditor (AUDT)
                                 
                              
                                     
                                 
                                 
                                    Counsel (CNSL)
                                 
                              
                                     
                                 
                                 
                                    Trustee (TRUS)
                                 
                              
                                     
                                 
                                 
                                    Representative of Noteholders (REPN)
                                 
                              
                                     
                                 
                                 
                                    Underwriter (UNDR)
                                 
                              
                                     
                                 
                                 
                                    Arranger (ARRG)
                                 
                              
                                     
                                 
                                 
                                    Dealer (DEAL)
                                 
                              
                                     
                                 
                                 
                                    Manager (MNGR)
                                 
                              
                                     
                                 
                                 
                                    Letter of Credit Provider (LCPR)
                                 
                              
                                     
                                 
                                 
                                    Multi-Seller Conduit (MSCD)
                                 
                              
                                     
                                 
                                 
                                    Securitisation Special Purpose Entity (SSPE)
                                 
                              
                                     
                                 
                                 
                                    Liquidity or Liquidation Agent (LQAG)
                                 
                              
                                     
                                 
                                 
                                    Equity owner of conduit/SSPE (EQOC)
                                 
                              
                                     
                                 
                                 
                                    Swingline Facility Provider (SWNG)
                                 
                              
                                     
                                 
                                 
                                    Start-up Loan or Lease Provider (SULP)
                                 
                              
                                     
                                 
                                 
                                    Repurchase Agreement Counterparty (RAGC)
                                 
                              
                                     
                                 
                                 
                                    Cash Manager (CASM)
                                 
                              
                                     
                                 
                                 
                                    Collection Account Bank (CACB)
                                 
                              
                                     
                                 
                                 
                                    Collateral Account Bank (COLA)
                                 
                              
                                     
                                 
                                 
                                    Subordinated Loan Provider (SBLP)
                                 
                              
                                     
                                 
                                 
                                    Collateralised Loan Obligation Manager (CLOM)
                                 
                              
                                     
                                 
                                 
                                    Portfolio Advisor (PRTA)
                                 
                              
                                     
                                 
                                 
                                    Substitution Agent (SUBA)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESP5
                     
                     
                        Counterparty Country Of Establishment
                     
                     
                        Country where the counterparty is established.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESP6
                     
                     
                        Counterparty Rating Threshold
                     
                     
                        If there is a ratings-based threshold specified for the service performed by this counterparty in the securitisation, enter the counterparty rating threshold as at the data cut-off date.
                        In the event of multiple ratings, all ratings are to be provided as per the XML schema. If there is no such ratings-based threshold, enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESP7
                     
                     
                        Counterparty Rating
                     
                     
                        If there is a ratings-based threshold specified for the service performed by this counterparty in the securitisation, enter the counterparty rating as at the data cut-off date.
                        In the event of multiple rating thresholds, all rating thresholds are to be provided as per the XML schema. If there is no such ratings-based threshold, enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESP8
                     
                     
                        Counterparty Rating Source Legal Entity Identifier
                     
                     
                        If there is a ratings-based threshold specified for the service performed by this counterparty in the securitisation, enter the Legal Entity Identifier of the provider of the counterparty rating (as specified in the Global Legal Entity Foundation (GLEIF) database) as at the data cut-off date.
                        In the event of multiple ratings, all rating provider Legal Entity Identifiers are to be provided as per the XML schema. If there is no such ratings-based threshold, enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESP9
                     
                     
                        Counterparty Rating Source Name
                     
                     
                        If there is a ratings-based threshold specified for the service performed by this counterparty in the securitisation, enter the full name of the provider of the counterparty rating as at the data cut-off date. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                        In the event of multiple ratings, all rating provider Legal Entity Identifiers are to be provided as per the XML schema. If there is no such ratings-based threshold, enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        CLO Securitisation information section
                     
                  
                        SESC1
                     
                     
                        Unique Identifier
                     
                     
                        Report the same unique identifier here as the one entered into field SESS1.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESC2
                     
                     
                        Non-Call Period End-Date
                     
                     
                        Enter the date at which any non-call period ends (e.g. when any tranche holders are prohibited from calling for the SSPE to liquidate the portfolio and redeem all tranches, to reset or refinance the tranches, etc.).
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESC3
                     
                     
                        CLO Type
                     
                     
                        The CLO type that best describes this transaction:
                        
                                     
                                 
                                 
                                    Balance Sheet Collateralized Loan Obligation (BCLO)
                                 
                              
                                     
                                 
                                 
                                    Arbitrage Collateralized Loan Obligation (ACLO)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESC4
                     
                     
                        Current Period
                     
                     
                        The current period status of the CLO:
                        
                                     
                                 
                                 
                                    Warehouse (WRHS)
                                 
                              
                                     
                                 
                                 
                                    Ramp-up (RMUP)
                                 
                              
                                     
                                 
                                 
                                    Reinvestment (RINV)
                                 
                              
                                     
                                 
                                 
                                    Post-reinvestment (PORI)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESC5
                     
                     
                        Current Period Start Date
                     
                     
                        Enter the date in which the current period was entered into.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESC6
                     
                     
                        Current Period End Date
                     
                     
                        Enter the date in which the current period will/is expected to cease.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESC7
                     
                     
                        Concentration Limit
                     
                     
                        Enter the concentration limit, in percentage of the portfolio par value, that applies to any counterparty/obligor, as set out in the transaction documentation. In the event of multiple limits, enter the maximum limit (e.g. if there are two limits, depending on the rating, of 10 % and 20 %, then enter 20 %).
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESC8
                     
                     
                        Restrictions — Legal Maturity
                     
                     
                        Allowed percentage (vs. portfolio par balance) of exposures with legal final maturity that exceed the shortest legal final maturity of the tranches? (assuming clean-up option is exercised)
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESC9
                     
                     
                        Restrictions —Subordinated Exposures
                     
                     
                        Allowed percentage (vs. portfolio par balance) of non first-lien exposures that can be purchased?
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESC10
                     
                     
                        Restrictions — Non-Performing Exposures
                     
                     
                        Allowed percentage (vs. portfolio par balance) of non-performing exposures that can be purchased?
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESC11
                     
                     
                        Restrictions — PIK Exposures
                     
                     
                        Allowed percentage (vs. portfolio par balance) of pay-in-kind exposures that can be held at any time?
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESC12
                     
                     
                        Restrictions — Zero-Coupon Exposures
                     
                     
                        Allowed percentage (vs. portfolio par balance) of zero-coupon exposures that can be held at any time?
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESC13
                     
                     
                        Restrictions — Equity Exposures
                     
                     
                        Allowed percentage (vs. portfolio par balance) of equity or debt-convertible-to-equity that can be purchased?
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESC14
                     
                     
                        Restrictions —Participation Exposures
                     
                     
                        Allowed percentage (vs. portfolio par balance) of loan participations that can be purchased?
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESC15
                     
                     
                        Restrictions —Discretionary Sales
                     
                     
                        Allowed percentage (vs. portfolio par balance) of discretionary sales per year?
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESC16
                     
                     
                        Discretionary Sales
                     
                     
                        Actual discretionary sales, year to date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESC17
                     
                     
                        Reinvestments
                     
                     
                        Amount reinvested, year to date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESC18
                     
                     
                        Restrictions — Credit Enhancement
                     
                     
                        Can the CLO manager withdraw or monetise any surplus credit enhancement?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESC19
                     
                     
                        Restrictions — Quotes
                     
                     
                        Can the CLO manager obtain quotes with dealers other than the arranger?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESC20
                     
                     
                        Restrictions — Trades
                     
                     
                        Can the CLO manager obtain trade with dealers other than the arranger?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESC21
                     
                     
                        Restrictions —Issuances
                     
                     
                        Are there restrictions on the additional issuance of notes?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESC22
                     
                     
                        Restrictions —Redemptions
                     
                     
                        Are there restrictions on the origin of funds used to selectively buyback/redeem notes? (e.g. cannot use principal proceeds to effect a redemption; any redemptions must occur in the order of the notes’ payment priority; must maintain or improve OC test ratios after purchase)
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESC23
                     
                     
                        Restrictions —Refinancing
                     
                     
                        Are there restrictions when notes can be refinanced?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESC24
                     
                     
                        Restrictions — Note Remuneration
                     
                     
                        Are noteholders able to surrender their notes to the trustee for cancellation without receiving payment in return?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESC25
                     
                     
                        Restrictions — Credit Protection
                     
                     
                        Is the CLO manager able to buy or sell credit protection on underlying assets?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESC26
                     
                     
                        Collateral Liquidation Period
                     
                     
                        Enter the number of calendar days after which collateral must be liquidated. In case of a range or multiple possible periods, enter the minimum number of calendar days.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESC27
                     
                     
                        Collateral Liquidation — Waiver
                     
                     
                        Can some or all noteholders choose to waive the collateral liquidation period?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        CLO Manager information section
                     
                  
                        SESL1
                     
                     
                        Unique Identifier
                     
                     
                        Report the same unique identifier here as the one entered into field SESS1.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESL2
                     
                     
                        CLO Manager Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the CLO manager.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESL3
                     
                     
                        Manager Name
                     
                     
                        Give the full legal name of the CLO manager. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESL4
                     
                     
                        Establishment Date
                     
                     
                        Date of CLO manager incorporation/establishment
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESL5
                     
                     
                        Registration Date
                     
                     
                        Date of registration within the EU as an investment adviser
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESL6
                     
                     
                        Employees
                     
                     
                        Total number of employees
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESL7
                     
                     
                        Employees — CLOs
                     
                     
                        Total number of employees dedicated to loan trading and management of CLO portfolios
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESL8
                     
                     
                        Employees —Workout
                     
                     
                        Total employees dedicated to working out distressed credits
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESL9
                     
                     
                        AUM
                     
                     
                        Assets under management
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESL10
                     
                     
                        AUM — Leveraged Loans
                     
                     
                        Total leveraged loan assets under management
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESL11
                     
                     
                        AUM — CLOs
                     
                     
                        Total CLO assets under management
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESL12
                     
                     
                        AUM — EU
                     
                     
                        Total EU assets under management
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESL13
                     
                     
                        AUM — EU CLOs
                     
                     
                        Total EU CLOs under management
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESL14
                     
                     
                        Number EU CLOs
                     
                     
                        Number EU CLOs under management
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESL15
                     
                     
                        Capital
                     
                     
                        Total capital
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESL16
                     
                     
                        Capital — Risk Retention
                     
                     
                        Capital for funding risk retention
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESL17
                     
                     
                        Settlement Time
                     
                     
                        Average time needed, in calendar days, for trade settlement
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESL18
                     
                     
                        Pricing Frequency
                     
                     
                        Frequency (in number of days) of pricing/re-pricing portfolios. If there are different frequencies applied, enter the weighted average frequency, using as weights the assets under management of each category, rounded to the nearest day.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESL19
                     
                     
                        Default Rate - 1 year
                     
                     
                        Average annualised default rate on the CLO securitisation-related assets managed by the CLO manager, trailing 1 year.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESL20
                     
                     
                        Default Rate - 5 years
                     
                     
                        Average annualised default rate on the CLO securitisation-related assets managed by the CLO manager, trailing 5 years.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESL21
                     
                     
                        Default Rate - 10 years
                     
                     
                        Average annualised default rate on the CLO securitisation-related assets managed by the CLO manager, trailing 10 years.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        Synthetic coverage information section
                     
                  
                        SESV1
                     
                     
                        Unique Identifier
                     
                     
                        Report the same unique identifier here as the one entered into field SESS1.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESV2
                     
                     
                        Protection Instrument Identifier
                     
                     
                        The unique identifier of the protection instrument. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESV3
                     
                     
                        Protection Type
                     
                     
                        List the type of protection instrument used:
                        
                                     
                                 
                                 
                                    Credit Default Swap (CDSX)
                                 
                              
                                     
                                 
                                 
                                    Credit-Linked Note (CLKN)
                                 
                              
                                     
                                 
                                 
                                    Total Return Swap (TRES)
                                 
                              
                                     
                                 
                                 
                                    Financial Guarantee (a.k.a. unfunded credit risk mitigation) (FGUA)
                                 
                              
                                     
                                 
                                 
                                    Credit Insurance (CINS)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESV4
                     
                     
                        Protection Instrument International Securities Identification Number
                     
                     
                        Enter the ISIN code of the protection instrument, where applicable.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESV5
                     
                     
                        Protection Provider Name
                     
                     
                        Enter the full legal name of the protection provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESV6
                     
                     
                        Protection Provider Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the protection provider.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESV7
                     
                     
                        Public Entity With Zero Risk Weight
                     
                     
                        Is the protection provider a public entity classified under Articles 113(4), 117(2), or 118 of Regulation (EU) No 575/2013 (or as otherwise amended)?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESV8
                     
                     
                        Governing Law
                     
                     
                        Jurisdiction governing the protection agreement.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESV9
                     
                     
                        ISDA Master Agreement
                     
                     
                        Basis for protection documentation:
                        
                                     
                                 
                                 
                                    ISDA Agreement 2002 (ISDA)
                                 
                              
                                     
                                 
                                 
                                    ISDA Agreement 2014 (IS14)
                                 
                              
                                     
                                 
                                 
                                    ISDA Agreement Other (ISOT)
                                 
                              
                                     
                                 
                                 
                                    Rhamenvertrag (DERV)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESV10
                     
                     
                        Default And Termination Events
                     
                     
                        Where are the protection arrangement events of default and termination events listed?
                        Schedule to the ISDA 2002 (ISDA)
                        Schedule to the ISDA 2014 (IS14)
                        Other — Bespoke (OTHR)
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESV11
                     
                     
                        Synthetic Securitisation Type
                     
                     
                        Is this a ‘balance sheet synthetic securitisation’?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESV12
                     
                     
                        Protection Currency
                     
                     
                        Protection currency denomination.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESV13
                     
                     
                        Current Protection Notional
                     
                     
                        Total amount of coverage under the protection agreement, as at the data cut-off date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESV14
                     
                     
                        Maximum Protection Notional
                     
                     
                        Maximum amount of coverage under the protection agreement.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESV15
                     
                     
                        Protection Attachment Point
                     
                     
                        In terms of the pool principal, enter the percentage attachment point at which protection coverage begins.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESV16
                     
                     
                        Protection Detachment Point
                     
                     
                        In terms of the pool principal, enter the percentage detachment point at which protection coverage ends.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESV17
                     
                     
                        International Securities Identification Number Of Notes Covered
                     
                     
                        If protection is provided to cover specific tranches (e.g. a guarantee), enter the ISIN of each tranche covered by the specific protection agreement. In the event of multiple ISINs, all ISINs must be provided in accordance with the XML schema.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESV18
                     
                     
                        Protection Coverage
                     
                     
                        Report the option that best describes the coverage of the protection amount:
                        
                                     
                                 
                                 
                                    Covers loss of principal only (PRNC)
                                 
                              
                                     
                                 
                                 
                                    Covers loss of principal, loss of accrued interest (PACC)
                                 
                              
                                     
                                 
                                 
                                    Covers loss of principal, loss of accrued interest, interest penalties (PAPE)
                                 
                              
                                     
                                 
                                 
                                    Covers loss of principal, loss of accrued interest, cost of foreclosure (PINF)
                                 
                              
                                     
                                 
                                 
                                    Covers loss of principal, loss of accrued interest, interest penalties, cost of foreclosure (PIPF)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESV19
                     
                     
                        Protection Termination Date
                     
                     
                        Enter the contractual date at which the protection is scheduled to expire/be terminated.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESV20
                     
                     
                        Materiality Thresholds
                     
                     
                        Are there materiality thresholds before protection payouts can be made? For example, is there a minimum amount of credit deterioration in the cashflow-generating assets necessary before a claim on the protection seller can be made?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESV21
                     
                     
                        Payment Release Conditions
                     
                     
                        The conditions relating to the release of payments made by the protection seller:
                        
                                     
                                 
                                 
                                    Immediately after a credit event for the full amount of defaulted asset (IFAM)
                                 
                              
                                     
                                 
                                 
                                    Immediately after a credit event for the full amount of defaulted assets net of expected recovery (IFAR)
                                 
                              
                                     
                                 
                                 
                                    After a predetermined period allowed for collection activity (ACOL)
                                 
                              
                                     
                                 
                                 
                                    After a predetermined period allowed for collection activities, for a sum equal to the actual loss minus the expected recovery (APCR)
                                 
                              
                                     
                                 
                                 
                                    After full workout of loss, for the actual loss (AWRK)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESV22
                     
                     
                        Adjustment Payments Possible
                     
                     
                        Do the terms and conditions of the credit protection agreement provide for the payment of adjustment payments to the protection buyer (e.g. if, after the maturity of the credit protection agreement, there are discrepancies in previously estimated and exchanged amounts)?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESV23
                     
                     
                        Length Of Workout Period
                     
                     
                        If, as regards the timing of payments, a predetermined period is allowed for collection activities to take place and any adjustments to be made to the initial loss settlement, enter the number of days that this period is stipulated to last.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESV24
                     
                     
                        Obligation To Repay
                     
                     
                        Is the protection buyer under any obligation to repay any protection payments previously received (besides at termination of the derivative, or as a result of a credit event trigger, or for breach of warranty in relation to the reference obligations)?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESV25
                     
                     
                        Collateral Substitutable
                     
                     
                        Where collateral is held, can the assets in the collateral portfolio be substituted? This field is expected to be completed for funded synthetic arrangements, or where otherwise applicable (e.g. cash is held as collateral for protection payments).
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESV26
                     
                     
                        Collateral Coverage Requirements
                     
                     
                        Where collateral is held, enter the % (in terms of protection notional) coverage requirement, as stipulated in the securitisation documentation. This field is expected to be completed for funded synthetic arrangements, or where otherwise applicable (e.g. cash is held as collateral for protection payments).
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESV27
                     
                     
                        Collateral Initial Margin
                     
                     
                        If a repo is used, enter the initial margin required for eligible investments (collateral), as stipulated in the securitisation documentation. This field is expected to be completed for funded synthetic arrangements, or where otherwise applicable (e.g. cash is held as collateral for protection payments).
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESV28
                     
                     
                        Collateral Delivery Deadline
                     
                     
                        If a repo is used, enter the deadline (in days), as per the securitisation documentation, by which collateral must be delivered, in the event it must be released. This field is expected to be completed for funded synthetic arrangements, or where otherwise applicable (e.g. cash is held as collateral for protection payments).
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESV29
                     
                     
                        Settlement
                     
                     
                        Compensation to be delivered:
                        
                                     
                                 
                                 
                                    Cash (CASH)
                                 
                              
                                     
                                 
                                 
                                    Physical settlement (PHYS)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESV30
                     
                     
                        Maximum Maturity Date Permitted
                     
                     
                        If physical settlement, provide the maximum maturity date stipulated in the securitisation documentation for any securities that can be delivered.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESV31
                     
                     
                        Current Index For Payments To Protection Buyer
                     
                     
                        Current interest rate index (the reference rate off of which payments to the protection buyer are set). This field would in particular be expected to be completed in the event of protection arrangements being provided via a swap:
                        
                                     
                                 
                                 
                                    MuniAAA (MAAA)
                                 
                              
                                     
                                 
                                 
                                    FutureSWAP (FUSW)
                                 
                              
                                     
                                 
                                 
                                    LIBID (LIBI)
                                 
                              
                                     
                                 
                                 
                                    LIBOR (LIBO)
                                 
                              
                                     
                                 
                                 
                                    SWAP (SWAP)
                                 
                              
                                     
                                 
                                 
                                    Treasury (TREA)
                                 
                              
                                     
                                 
                                 
                                    Euribor (EURI)
                                 
                              
                                     
                                 
                                 
                                    Pfandbriefe (PFAN)
                                 
                              
                                     
                                 
                                 
                                    EONIA (EONA)
                                 
                              
                                     
                                 
                                 
                                    EONIASwaps (EONS)
                                 
                              
                                     
                                 
                                 
                                    EURODOLLAR (EUUS)
                                 
                              
                                     
                                 
                                 
                                    EuroSwiss (EUCH)
                                 
                              
                                     
                                 
                                 
                                    TIBOR (TIBO)
                                 
                              
                                     
                                 
                                 
                                    ISDAFIX (ISDA)
                                 
                              
                                     
                                 
                                 
                                    GCFRepo (GCFR)
                                 
                              
                                     
                                 
                                 
                                    STIBOR (STBO)
                                 
                              
                                     
                                 
                                 
                                    BBSW (BBSW)
                                 
                              
                                     
                                 
                                 
                                    JIBAR (JIBA)
                                 
                              
                                     
                                 
                                 
                                    BUBOR (BUBO)
                                 
                              
                                     
                                 
                                 
                                    CDOR (CDOR)
                                 
                              
                                     
                                 
                                 
                                    CIBOR (CIBO)
                                 
                              
                                     
                                 
                                 
                                    MOSPRIM (MOSP)
                                 
                              
                                     
                                 
                                 
                                    NIBOR (NIBO)
                                 
                              
                                     
                                 
                                 
                                    PRIBOR (PRBO)
                                 
                              
                                     
                                 
                                 
                                    TELBOR (TLBO)
                                 
                              
                                     
                                 
                                 
                                    WIBOR (WIBO)
                                 
                              
                                     
                                 
                                 
                                    Bank of England Base Rate (BOER)
                                 
                              
                                     
                                 
                                 
                                    European Central Bank Base Rate (ECBR)
                                 
                              
                                     
                                 
                                 
                                    Lender’s Own Rate (LDOR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESV32
                     
                     
                        Current Index For Payments To Protection Buyer Tenor
                     
                     
                        Tenor of the interest rate index used for payments to the protection buyer:
                        
                                     
                                 
                                 
                                    Overnight (OVNG)
                                 
                              
                                     
                                 
                                 
                                    IntraDay (INDA)
                                 
                              
                                     
                                 
                                 
                                    1 day (DAIL)
                                 
                              
                                     
                                 
                                 
                                    1 week (WEEK)
                                 
                              
                                     
                                 
                                 
                                    2 week (TOWK)
                                 
                              
                                     
                                 
                                 
                                    1 month (MNTH)
                                 
                              
                                     
                                 
                                 
                                    2 month (TOMN)
                                 
                              
                                     
                                 
                                 
                                    3 month (QUTR)
                                 
                              
                                     
                                 
                                 
                                    4 month (FOMN)
                                 
                              
                                     
                                 
                                 
                                    6 month (SEMI)
                                 
                              
                                     
                                 
                                 
                                    12 month (YEAR)
                                 
                              
                                     
                                 
                                 
                                    On Demand (ONDE)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESV33
                     
                     
                        Payment Reset Frequency — To Protection Buyer
                     
                     
                        Frequency with which payments to the protection buyer are reset according to the credit protection agreement:
                        
                                     
                                 
                                 
                                    Monthly (MNTH)
                                 
                              
                                     
                                 
                                 
                                    Quarterly (QUTR)
                                 
                              
                                     
                                 
                                 
                                    Semi Annual (SEMI)
                                 
                              
                                     
                                 
                                 
                                    Annual (YEAR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESV34
                     
                     
                        Current Interest Rate Margin For Payments To Protection Buyer
                     
                     
                        Current interest rate margin applied on floating-rate payments to the protection buyer over (or, if under, input as a negative) the index rate used as a reference off of which payments to the protection buyer are set. This field would in particular be expected to be completed in the event of protection arrangements being provided via a swap.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESV35
                     
                     
                        Current Interest Rate For Payments To Protection Buyer
                     
                     
                        Current interest rate applied on payments to the protection buyer. This field would in particular be expected to be completed in the event of protection arrangements being provided via a swap.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESV36
                     
                     
                        Current Index For Payments To Protection Seller
                     
                     
                        Current interest rate index (the reference rate off of which payments to the protection seller are set):
                        
                                     
                                 
                                 
                                    MuniAAA (MAAA)
                                 
                              
                                     
                                 
                                 
                                    FutureSWAP (FUSW)
                                 
                              
                                     
                                 
                                 
                                    LIBID (LIBI)
                                 
                              
                                     
                                 
                                 
                                    LIBOR (LIBO)
                                 
                              
                                     
                                 
                                 
                                    SWAP (SWAP)
                                 
                              
                                     
                                 
                                 
                                    Treasury (TREA)
                                 
                              
                                     
                                 
                                 
                                    Euribor (EURI)
                                 
                              
                                     
                                 
                                 
                                    Pfandbriefe (PFAN)
                                 
                              
                                     
                                 
                                 
                                    EONIA (EONA)
                                 
                              
                                     
                                 
                                 
                                    EONIASwaps (EONS)
                                 
                              
                                     
                                 
                                 
                                    EURODOLLAR (EUUS)
                                 
                              
                                     
                                 
                                 
                                    EuroSwiss (EUCH)
                                 
                              
                                     
                                 
                                 
                                    TIBOR (TIBO)
                                 
                              
                                     
                                 
                                 
                                    ISDAFIX (ISDA)
                                 
                              
                                     
                                 
                                 
                                    GCFRepo (GCFR)
                                 
                              
                                     
                                 
                                 
                                    STIBOR (STBO)
                                 
                              
                                     
                                 
                                 
                                    BBSW (BBSW)
                                 
                              
                                     
                                 
                                 
                                    JIBAR (JIBA)
                                 
                              
                                     
                                 
                                 
                                    BUBOR (BUBO)
                                 
                              
                                     
                                 
                                 
                                    CDOR (CDOR)
                                 
                              
                                     
                                 
                                 
                                    CIBOR (CIBO)
                                 
                              
                                     
                                 
                                 
                                    MOSPRIM (MOSP)
                                 
                              
                                     
                                 
                                 
                                    NIBOR (NIBO)
                                 
                              
                                     
                                 
                                 
                                    PRIBOR (PRBO)
                                 
                              
                                     
                                 
                                 
                                    TELBOR (TLBO)
                                 
                              
                                     
                                 
                                 
                                    WIBOR (WIBO)
                                 
                              
                                     
                                 
                                 
                                    Bank of England Base Rate (BOER)
                                 
                              
                                     
                                 
                                 
                                    European Central Bank Base Rate (ECBR)
                                 
                              
                                     
                                 
                                 
                                    Lender’s Own Rate (LDOR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESV37
                     
                     
                        Current Index For Payments To Protection Seller Tenor
                     
                     
                        Tenor of the interest rate index used for payments to the protection seller:
                        
                                     
                                 
                                 
                                    Overnight (OVNG)
                                 
                              
                                     
                                 
                                 
                                    IntraDay (INDA)
                                 
                              
                                     
                                 
                                 
                                    1 day (DAIL)
                                 
                              
                                     
                                 
                                 
                                    1 week (WEEK)
                                 
                              
                                     
                                 
                                 
                                    2 week (TOWK)
                                 
                              
                                     
                                 
                                 
                                    1 month (MNTH)
                                 
                              
                                     
                                 
                                 
                                    2 month (TOMN)
                                 
                              
                                     
                                 
                                 
                                    3 month (QUTR)
                                 
                              
                                     
                                 
                                 
                                    4 month (FOMN)
                                 
                              
                                     
                                 
                                 
                                    6 month (SEMI)
                                 
                              
                                     
                                 
                                 
                                    12 month (YEAR)
                                 
                              
                                     
                                 
                                 
                                    On Demand (ONDE)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESV38
                     
                     
                        Payment Reset Frequency — To Protection Seller
                     
                     
                        Frequency with which payments to the protection seller are reset according to the credit protection agreement:
                        
                                     
                                 
                                 
                                    Monthly (MNTH)
                                 
                              
                                     
                                 
                                 
                                    Quarterly (QUTR)
                                 
                              
                                     
                                 
                                 
                                    Semi Annual (SEMI)
                                 
                              
                                     
                                 
                                 
                                    Annual (YEAR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESV39
                     
                     
                        Current Interest Rate Margin For Payments To Protection Seller
                     
                     
                        Current interest rate margin applied on floating-rate payments to the protection seller over (or, if under, input as a negative) the index rate used as a reference off of which payments to the protection buyer are set. This field would in particular be expected to be completed in the event of protection arrangements being provided via a swap.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESV40
                     
                     
                        Current Interest Rate For Payments To Protection Seller
                     
                     
                        Current interest rate applied on payments to the protection seller.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESV41
                     
                     
                        Excess Spread Support
                     
                     
                        Is excess spread used as a credit enhancement to the most junior class of notes?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESV42
                     
                     
                        Excess Spread Definition
                     
                     
                        According to the securitisation documentation, the excess spread definition is best described as Fixed Excess Spread (e.g. amount of available excess spread is predetermined, usually in the form of a fixed percentage)
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESV43
                     
                     
                        Current Protection Status
                     
                     
                        The current status of the protection, as at the data cut-off date?
                        Active (ACTI)
                        Cancelled (CANC)
                        Deactivated (DEAC)
                        Expired (EXPI)
                        Inactive (INAC)
                        Withdrawn (WITH)
                        Other (OTHR)
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESV44
                     
                     
                        Bankruptcy Is Credit Event
                     
                     
                        Is bankruptcy of the reference credit/obligor included in the protection agreement’s definition of credit events?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESV45
                     
                     
                        Failure To Pay Is Credit Event
                     
                     
                        Is obligor failure to pay after 90 days included in the protection agreement’s definition of credit events?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESV46
                     
                     
                        Restructuring Is Credit Event
                     
                     
                        Is restructuring of the reference credit/obligor included in the protection agreement’s definition of credit events?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESV47
                     
                     
                        Credit Event
                     
                     
                        Has a credit event notice been given?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESV48
                     
                     
                        Cumulative Payments To Protection Buyer
                     
                     
                        Total amount of payments made to the protection buyer by the protection seller, as at the data cut-off date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESV49
                     
                     
                        Cumulative Adjustment Payments To Protection Buyer
                     
                     
                        Total amount of adjustment payments made to the protection buyer by the protection seller, as at the data cut-off date (for example, to compensate for the difference between initial payments for expected losses and subsequent actual losses realised on impaired cashflow-generating assets).
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESV50
                     
                     
                        Cumulative Payments To Protection Seller
                     
                     
                        Total amount of payments made to the protection seller by the protection buyer, as at the data cut-off date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESV51
                     
                     
                        Cumulative Adjustment Payments To Protection Seller
                     
                     
                        Total amount of adjustment payments made to the protection seller by the protection buyer, as at the data cut-off date (for example, to compensate for the difference between initial payments for expected losses and subsequent actual losses realised on impaired cashflow-generating assets).
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESV52
                     
                     
                        Synthetic Excess Spread Ledger Amount
                     
                     
                        Total amount of the synthetic excess spread ledger, as at the data cut-off date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        Issuer collateral information section
                     
                  
                        SESI1
                     
                     
                        Unique Identifier
                     
                     
                        Report the same unique identifier here as the one entered into field SESS1.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESI2
                     
                     
                        Protection Instrument Identifier
                     
                     
                        Report the same unique identifier here as the one entered into field SESV2.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESI3
                     
                     
                        Original Collateral Instrument Identifier
                     
                     
                        The original unique identifier assigned to the collateral instrument. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESI4
                     
                     
                        New Collateral Identifier
                     
                     
                        If the original identifier in field SESI3 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in SESI3. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESI5
                     
                     
                        Collateral Instrument International Securities Identification Number
                     
                     
                        Enter the ISIN code of the collateral instrument, where applicable.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESI6
                     
                     
                        Collateral Instrument Type
                     
                     
                        Type of collateral instrument:
                        
                                     
                                 
                                 
                                    Cash (CASH)
                                 
                              
                                     
                                 
                                 
                                    Government Bond (GBND)
                                 
                              
                                     
                                 
                                 
                                    Commercial Paper (CPAP)
                                 
                              
                                     
                                 
                                 
                                    Unsecured Bank Debt (UBDT)
                                 
                              
                                     
                                 
                                 
                                    Senior Unsecured Corporate Debt (SUCD)
                                 
                              
                                     
                                 
                                 
                                    Junior Unsecured Corporate Debt (JUCD)
                                 
                              
                                     
                                 
                                 
                                    Covered Bond (CBND)
                                 
                              
                                     
                                 
                                 
                                    Asset-Backed Security (ABSE)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESI7
                     
                     
                        Collateral Issuer ESA Subsector
                     
                     
                        The ESA 2010 classification of the collateral according to Regulation (EU) No 549/2013 (‘ESA 2010’). This entry must be provided at the sub-sector level. Use one of the values available in Table 1 of Annex I to this Regulation.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESI8
                     
                     
                        Collateral Issuer Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the collateral issuer.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESI9
                     
                     
                        Collateral Issuer Affiliated With Originator?
                     
                     
                        Do the collateral issuer and main securitisation originator share the same ultimate parent?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESI10
                     
                     
                        Current Outstanding Balance
                     
                     
                        Total outstanding principal balance of the collateral item, as at the data cut-off date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESI11
                     
                     
                        Instrument Currency
                     
                     
                        Currency denomination of the instrument.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESI12
                     
                     
                        Maturity Date
                     
                     
                        Maturity date of the collateral item.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESI13
                     
                     
                        Haircut
                     
                     
                        Enter the % haircut (applied to the current outstanding principal balance) to this collateral item, as stipulated in the securitisation documentation.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESI14
                     
                     
                        Current Interest Rate Index
                     
                     
                        The base reference interest index currently applicable (the reference rate off which the interest rate is set):
                        
                                     
                                 
                                 
                                    MuniAAA (MAAA)
                                 
                              
                                     
                                 
                                 
                                    FutureSWAP (FUSW)
                                 
                              
                                     
                                 
                                 
                                    LIBID (LIBI)
                                 
                              
                                     
                                 
                                 
                                    LIBOR (LIBO)
                                 
                              
                                     
                                 
                                 
                                    SWAP (SWAP)
                                 
                              
                                     
                                 
                                 
                                    Treasury (TREA)
                                 
                              
                                     
                                 
                                 
                                    Euribor (EURI)
                                 
                              
                                     
                                 
                                 
                                    Pfandbriefe (PFAN)
                                 
                              
                                     
                                 
                                 
                                    EONIA (EONA)
                                 
                              
                                     
                                 
                                 
                                    EONIASwaps (EONS)
                                 
                              
                                     
                                 
                                 
                                    EURODOLLAR (EUUS)
                                 
                              
                                     
                                 
                                 
                                    EuroSwiss (EUCH)
                                 
                              
                                     
                                 
                                 
                                    TIBOR (TIBO)
                                 
                              
                                     
                                 
                                 
                                    ISDAFIX (ISDA)
                                 
                              
                                     
                                 
                                 
                                    GCFRepo (GCFR)
                                 
                              
                                     
                                 
                                 
                                    STIBOR (STBO)
                                 
                              
                                     
                                 
                                 
                                    BBSW (BBSW)
                                 
                              
                                     
                                 
                                 
                                    JIBAR (JIBA)
                                 
                              
                                     
                                 
                                 
                                    BUBOR (BUBO)
                                 
                              
                                     
                                 
                                 
                                    CDOR (CDOR)
                                 
                              
                                     
                                 
                                 
                                    CIBOR (CIBO)
                                 
                              
                                     
                                 
                                 
                                    MOSPRIM (MOSP)
                                 
                              
                                     
                                 
                                 
                                    NIBOR (NIBO)
                                 
                              
                                     
                                 
                                 
                                    PRIBOR (PRBO)
                                 
                              
                                     
                                 
                                 
                                    TELBOR (TLBO)
                                 
                              
                                     
                                 
                                 
                                    WIBOR (WIBO)
                                 
                              
                                     
                                 
                                 
                                    Bank of England Base Rate (BOER)
                                 
                              
                                     
                                 
                                 
                                    European Central Bank Base Rate (ECBR)
                                 
                              
                                     
                                 
                                 
                                    Lender’s Own Rate (LDOR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESI15
                     
                     
                        Current Interest Rate Index Tenor
                     
                     
                        Tenor of the current interest rate index:
                        
                                     
                                 
                                 
                                    Overnight (OVNG)
                                 
                              
                                     
                                 
                                 
                                    IntraDay (INDA)
                                 
                              
                                     
                                 
                                 
                                    1 day (DAIL)
                                 
                              
                                     
                                 
                                 
                                    1 week (WEEK)
                                 
                              
                                     
                                 
                                 
                                    2 week (TOWK)
                                 
                              
                                     
                                 
                                 
                                    1 month (MNTH)
                                 
                              
                                     
                                 
                                 
                                    2 month (TOMN)
                                 
                              
                                     
                                 
                                 
                                    3 month (QUTR)
                                 
                              
                                     
                                 
                                 
                                    4 month (FOMN)
                                 
                              
                                     
                                 
                                 
                                    6 month (SEMI)
                                 
                              
                                     
                                 
                                 
                                    12 month (YEAR)
                                 
                              
                                     
                                 
                                 
                                    On Demand (ONDE)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESI16
                     
                     
                        Current Interest Rate on Cash Deposits
                     
                     
                        Where the collateral instrument type is cash deposits, enter the current interest rate on those deposits. In the event of multiple deposit accounts per currency, enter the weighted average current interest rate, using the current balance of cash deposits in the respective accounts as weights.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESI17
                     
                     
                        Repo Counterparty Name
                     
                     
                        If the collateral item forms part of a repurchase agreement (‘repo’), provide the full legal name of the counterparty to the securitisation. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESI18
                     
                     
                        Repo Counterparty Legal Entity Identifier
                     
                     
                        If the collateral item forms part of a repurchase agreement (‘repo’), provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the counterparty where the cash is deposited.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SESI19
                     
                     
                        Repo Maturity Date
                     
                     
                        If the collateral item forms part of a repurchase agreement (‘repo’), provide the maturity date of the securitisation.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        Any other information section
                     
                  
                        SESO1
                     
                     
                        Unique Identifier
                     
                     
                        The unique identifier entered into field SESS1.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESO2
                     
                     
                        Any Other Information Line Number
                     
                     
                        Enter the line number of the other information
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SESO3
                     
                     
                        Any Other Information
                     
                     
                        The other information, line by line
                     
                     
                        NO
                     
                     
                        NO
                     
                  
      
      
         
            ANNEX XV
            
               INSIDE INFORMATION OR SIGNIFICANT EVENT INFORMATION — ASSET BACKED COMMERCIAL PAPER SECURITISATION
            
            
                        Field code
                     
                     
                        Field name
                     
                     
                        Content to report
                     
                     
                        ND1-ND4 allowed?
                     
                     
                        ND5 allowed?
                     
                  
                        Programme information section
                     
                  
                        SEAS1
                     
                     
                        Unique Identifier — ABCP Programme
                     
                     
                        The unique identifier assigned by the reporting entity to this ABCP programme in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAS2
                     
                     
                        Data Cut-Off Date
                     
                     
                        The data cut-off date for this data submission. When submitted alongside an underlying exposures and investor report data submission, this must match the data cut-off date in the applicable underlying exposure and investor report templates submitted.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAS3
                     
                     
                        No Longer STS
                     
                     
                        Has the ABCP programme ceased to meet STS requirements? If the ABCP programme has never had STS status, then enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAS4
                     
                     
                        Remedial Actions
                     
                     
                        Have competent authorities taken any remedial actions relating to this securitisation? If the securitisation is not an STS securitisation, then enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAS5
                     
                     
                        Administrative Actions
                     
                     
                        Have competent authorities taken any administrative actions relating to this securitisation? If the securitisation is not an STS securitisation, then enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAS6
                     
                     
                        Material Amendment to Transaction Documents
                     
                     
                        Describe any material amendments made to transaction documents, including the name and item code (pursuant to Table 3 in Annex I) of the document as well as a detailed description of the amendments.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAS7
                     
                     
                        Governing Law
                     
                     
                        Jurisdiction governing the programme.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAS8
                     
                     
                        Length Of The Liquidity Facility
                     
                     
                        Period during which the programme-level liquidity facility provides coverage to the programme (in days).
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAS9
                     
                     
                        Liquidity Facility Coverage
                     
                     
                        Maximum funding amount (in percentage of the programme underlying exposures) covered by the respective programme-level liquidity facility.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAS10
                     
                     
                        Liquidity Facility Coverage Interval
                     
                     
                        The maximum number of days’ interval before the programme-level liquidity facility begins to fund the transaction, following any trigger breach generating liquidity facility payouts.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAS11
                     
                     
                        Liquidity Facility Maturity Date
                     
                     
                        Date at which the programme-level liquidity facility will expire.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAS12
                     
                     
                        Drawings Under Liquidity Facility
                     
                     
                        If the securitisation has a programme-level liquidity facility confirm whether or not there has been a drawing under the liquidity facility in the period ending on the last interest payment date.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAS13
                     
                     
                        Total Issuance
                     
                     
                        Total programme issuance outstanding, converted into EUR.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAS14
                     
                     
                        Maximum Issuance
                     
                     
                        If there is a limit to the amount of issuance of the ABCP programme at any time, enter it here.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        Transaction information section
                     
                  
                        SEAR1
                     
                     
                        Unique Identifier — ABCP Programme
                     
                     
                        Report the same unique ABCP programme identifier here as the one entered into field SEAS1.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAR2
                     
                     
                        Unique Identifier — ABCP Transaction
                     
                     
                        The unique identifier assigned by the reporting entity to this ABCP transaction in accordance with Article 11(2) of Delegated Regulation (EU) 2020/1224.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAR3
                     
                     
                        Number Of Programmes Funding The Transaction
                     
                     
                        Number of ABCP programmes that are funding this transaction.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAR4
                     
                     
                        No Longer STS
                     
                     
                        Has the ABCP transaction ceased to meet STS requirements? If the ABCP transaction has never had STS status, then enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR5
                     
                     
                        Originator A Client Of The Programme Sponsor
                     
                     
                        Have the originator and programme sponsor been, at the time of the transfer of assets, in a client relationship?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAR6
                     
                     
                        Security Interest Granted
                     
                     
                        Does the relevant SSPE/bankruptcy-remote subsidiary of the originator grant security interest over its assets to the purchaser (SSPE)?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAR7
                     
                     
                        Revenue
                     
                     
                        Total originator revenues for the period covered by the most recent financial operating statement (i.e. year to date or trailing 12 months).
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR8
                     
                     
                        Operating Expenses
                     
                     
                        Total originator operating expenses provided by the most recent financial operating statement (i.e. year to date or trailing 12 months).
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR9
                     
                     
                        Current Assets
                     
                     
                        Originator current assets (maturing within the next 12 months or as per the applicable accounting standard), as of the most recent financial operating statement.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR10
                     
                     
                        Cash
                     
                     
                        Originator cash holdings, as of the most recent financial operating statement.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR11
                     
                     
                        Marketable Securities
                     
                     
                        Originator marketable securities, as of the most recent financial operating statement.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR12
                     
                     
                        Accounts Receivable
                     
                     
                        Originator accounts receivable, as of the most recent financial operating statement.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR13
                     
                     
                        Current Liabilities
                     
                     
                        Originator current liabilities (due within the next 12 months or as per the applicable accounting standard), as of the most recent financial operating statement.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR14
                     
                     
                        Total Debt
                     
                     
                        Originator total debt, as of the most recent financial operating statement.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR15
                     
                     
                        Total Equity
                     
                     
                        Originator total equity, as of the most recent financial operating statement.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR16
                     
                     
                        Financial Statement Currency
                     
                     
                        The currency used in the financial reporting of fields SEAR7 — SEAR15.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR17
                     
                     
                        Sponsor Supports Transaction
                     
                     
                        At what level is the sponsor providing support:
                        
                                     
                                 
                                 
                                    Transaction Level (TRXN)
                                 
                              
                                     
                                 
                                 
                                    Programme Level (PRGM)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR18
                     
                     
                        Sponsor Support Type
                     
                     
                        Is the sponsor providing full support to this transaction?
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR19
                     
                     
                        Length Of The Liquidity Facility
                     
                     
                        Period during which the transaction-level liquidity facility provides coverage to the transaction (in days).
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR20
                     
                     
                        Liquidity Facility Drawn Amount
                     
                     
                        Amount drawn on the liquidity agreement between the previous data cut-off date and the data cut-off date of the present data submission.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR21
                     
                     
                        Liquidity Facility Coverage
                     
                     
                        Maximum funding amount (in percentage of the transaction underlying exposures) covered by the respective transaction-level liquidity facility.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR22
                     
                     
                        Liquidity Facility Coverage Interval
                     
                     
                        The maximum number of days interval before the liquidity facility begins to fund the transaction, following any trigger breach generating liquidity facility payouts.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR23
                     
                     
                        Liquidity Facility Type
                     
                     
                        Type of transaction-level liquidity facility:
                        
                                     
                                 
                                 
                                    Asset Purchase (ASPR)
                                 
                              
                                     
                                 
                                 
                                    Repurchase Agreement (RPAG)
                                 
                              
                                     
                                 
                                 
                                    Loan Facility (LOFA)
                                 
                              
                                     
                                 
                                 
                                    Participation Agreement (PAGR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR24
                     
                     
                        Liquidity Facility Repurchase Agreement Maturity Date
                     
                     
                        If the transaction-level liquidity facility uses repurchase agreements, enter the date at which the repurchase agreement will expire.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR25
                     
                     
                        Liquidity Facility Currency
                     
                     
                        The currency in which funds from the transaction-level liquidity facility can be drawn.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR26
                     
                     
                        Liquidity Facility Maturity Date
                     
                     
                        Date at which the transaction-level liquidity facility will expire.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR27
                     
                     
                        Liquidity Facility Provider Name
                     
                     
                        Enter the full legal name of the transaction-level liquidity facility provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR28
                     
                     
                        Liquidity Facility Provider Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the transaction-level liquidity facility provider.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR29
                     
                     
                        Overcollateralisation/Subordinated Interest
                     
                     
                        The percentage of subordinated interest retained in the underlying exposures sold by the seller (alternatively: the discount granted by the seller on the purchase price of the underlying exposures). Where the percentage of subordinated interest varies across the underlying exposures, the minimum OC across all of the underlying exposures are to be provided.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAR30
                     
                     
                        Transaction Excess Spread
                     
                     
                        The amount of funds left over after application of all currently-applicable payments, costs, fees, etc., commonly referred to as ‘excess spread’.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAR31
                     
                     
                        Letter Of Credit Provider Name
                     
                     
                        Enter the full legal name of the letter of credit provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR32
                     
                     
                        Letter Of Credit Provider Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the letter of credit provider for the transaction.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR33
                     
                     
                        Letter Of Credit Currency
                     
                     
                        Letter of credit currency denomination.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR34
                     
                     
                        Maximum Letter Of Credit Protection
                     
                     
                        Maximum amount of coverage, in percentage of the transaction underlying exposures, under the letter of credit protection agreement.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR35
                     
                     
                        Guarantor Name
                     
                     
                        Enter the full legal name of the guarantor--this includes arrangements whereby an institution commits to buy defaulted receivables from the seller. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR36
                     
                     
                        Guarantor Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the guarantor--this includes arrangements whereby an institution commits to buy defaulted receivables from the seller.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR37
                     
                     
                        Maximum Guarantee Coverage
                     
                     
                        Maximum amount of coverage under the guarantee/purchasing agreement.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR38
                     
                     
                        Guarantee Currency
                     
                     
                        The currency in which funds from the guarantee are provided.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR39
                     
                     
                        Guarantee Maturity Date
                     
                     
                        Date at which the guarantee will expire.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR40
                     
                     
                        Receivables Transfer Type
                     
                     
                        How has the transfer of underlying exposures to the purchaser been achieved?
                        True sale (1)
                        Secured loan (2)
                        Other (3)
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAR41
                     
                     
                        Repurchase Agreement Maturity Date
                     
                     
                        Date at which any repurchase agreement governing the transfer of underlying exposures to the purchaser will expire.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR42
                     
                     
                        Purchased Amount
                     
                     
                        Amount of underlying exposures purchased from the originator in this transaction between the previous data cut-off date and the data cut-off date of the present data submission.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAR43
                     
                     
                        Maximum Funding Limit
                     
                     
                        Maximum funding limit that can be provided to the originator under the transaction, as at the data cut-off date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR44
                     
                     
                        Interest Rate Swap Benchmark
                     
                     
                        Describe the type of interest rate swap benchmark on the payer leg of the swap is fixed to. In the event of multiple swaps in this transaction, this must reference the type of the most recently-contracted interest rate swap.
                        MuniAAA (MAAA)
                        FutureSWAP (FUSW)
                        LIBID (LIBI)
                        LIBOR (LIBO)
                        SWAP (SWAP)
                        Treasury (TREA)
                        Euribor (EURI)
                        Pfandbriefe (PFAN)
                        EONIA (EONA)
                        EONIASwaps (EONS)
                        EURODOLLAR (EUUS)
                        EuroSwiss (EUCH)
                        TIBOR (TIBO)
                        ISDAFIX (ISDA)
                        GCFRepo (GCFR)
                        STIBOR (STBO)
                        BBSW (BBSW)
                        JIBAR (JIBA)
                        BUBOR (BUBO)
                        CDOR (CDOR)
                        CIBOR (CIBO)
                        MOSPRIM (MOSP)
                        NIBOR (NIBO)
                        PRIBOR (PRBO)
                        TELBOR (TLBO)
                        WIBOR (WIBO)
                        Bank of England Base Rate (BOER)
                        European Central Bank Base Rate (ECBR)
                        Lender’s Own Rate (LDOR)
                        Other (OTHR)
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR45
                     
                     
                        Interest Rate Swap Maturity Date
                     
                     
                        Date of maturity for the transaction-level interest rate swap.
                        In the event of multiple swaps in this transaction, enter the maturity date of the most recent swap.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR46
                     
                     
                        Interest Rate Swap Notional
                     
                     
                        Transaction-level interest rate swap notional amount.
                        In the event of multiple swaps in this transaction, enter the notional of the most recent interest rate swap.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR47
                     
                     
                        Currency Swap Payer Currency
                     
                     
                        Enter the currency that the payer leg of the swap is paying. In the event of multiple swaps in this transaction, this must reference the type of the most recently-contracted currency rate swap.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR48
                     
                     
                        Currency Swap Receiver Currency
                     
                     
                        Enter the currency that the receiver leg of the swap is paying. In the event of multiple swaps in this transaction, this must reference the type of the most recently-contracted currency rate swap.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR49
                     
                     
                        Exchange Rate For Currency Swap
                     
                     
                        The exchange rate that has been set for a transaction-level currency swap.
                        In the event of multiple swaps in this transaction, enter the exchange rate set for the most recent swap.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR50
                     
                     
                        Currency Swap Maturity Date
                     
                     
                        Date of maturity for the transaction-level currency swap.
                        In the event of multiple swaps in this transaction, enter the maturity date of the most recently-concluded swap.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAR51
                     
                     
                        Currency Swap Notional
                     
                     
                        Transaction-level currency swap notional amount.
                        In the event of multiple swaps in this transaction, enter the amount covered by the most recently-contracted swap.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        Tranche/bond-level information section
                     
                  
                        SEAT1
                     
                     
                        Unique Identifier — ABCP Programme
                     
                     
                        Report the same unique ABCP programme identifier here as the one entered into field SEAS1.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAT2
                     
                     
                        Original Bond Identifier
                     
                     
                        The original unique identifier assigned to this instrument. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAT3
                     
                     
                        New Bond Identifier
                     
                     
                        If the original identifier in field SEAT2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the value in field SEAT2. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAT4
                     
                     
                        International Securities Identification Number
                     
                     
                        The ISIN code assigned to this instrument, where applicable.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAT5
                     
                     
                        Tranche/Bond Type
                     
                     
                        Select the most appropriate option to describe the repayment profile of the instrument:
                        
                                     
                                 
                                 
                                    Hard bullet (i.e. fixed maturity date) (HBUL)
                                 
                              
                                     
                                 
                                 
                                    Soft bullet (i.e. scheduled maturity date can be extended to the legal maturity date) (SBUL)
                                 
                              
                                     
                                 
                                 
                                    Scheduled amortisation (i.e. repayment of principal on scheduled amortisation dates) (SAMO)
                                 
                              
                                     
                                 
                                 
                                    Controlled amortisation (i.e. repayment of principal begins at a specified period) (CAMM)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAT6
                     
                     
                        Issue Date
                     
                     
                        Date on which this instrument was issued.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAT7
                     
                     
                        Legal Maturity
                     
                     
                        The date before which this instrument must be repaid in order not to be in default.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAT8
                     
                     
                        Currency
                     
                     
                        The currency denomination of this instrument.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAT9
                     
                     
                        Current Principal Balance
                     
                     
                        The par, or notional, balance of this instrument after the current Principal Payment Date
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAT10
                     
                     
                        Current Coupon
                     
                     
                        The coupon on the instrument in basis points.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAT11
                     
                     
                        Current Interest Rate Index
                     
                     
                        The base reference interest index currently applicable (the reference rate off which the interest rate is set):
                        
                                     
                                 
                                 
                                    MuniAAA (MAAA)
                                 
                              
                                     
                                 
                                 
                                    FutureSWAP (FUSW)
                                 
                              
                                     
                                 
                                 
                                    LIBID (LIBI)
                                 
                              
                                     
                                 
                                 
                                    LIBOR (LIBO)
                                 
                              
                                     
                                 
                                 
                                    SWAP (SWAP)
                                 
                              
                                     
                                 
                                 
                                    Treasury (TREA)
                                 
                              
                                     
                                 
                                 
                                    Euribor (EURI)
                                 
                              
                                     
                                 
                                 
                                    Pfandbriefe (PFAN)
                                 
                              
                                     
                                 
                                 
                                    EONIA (EONA)
                                 
                              
                                     
                                 
                                 
                                    EONIASwaps (EONS)
                                 
                              
                                     
                                 
                                 
                                    EURODOLLAR (EUUS)
                                 
                              
                                     
                                 
                                 
                                    EuroSwiss (EUCH)
                                 
                              
                                     
                                 
                                 
                                    TIBOR (TIBO)
                                 
                              
                                     
                                 
                                 
                                    ISDAFIX (ISDA)
                                 
                              
                                     
                                 
                                 
                                    GCFRepo (GCFR)
                                 
                              
                                     
                                 
                                 
                                    STIBOR (STBO)
                                 
                              
                                     
                                 
                                 
                                    BBSW (BBSW)
                                 
                              
                                     
                                 
                                 
                                    JIBAR (JIBA)
                                 
                              
                                     
                                 
                                 
                                    BUBOR (BUBO)
                                 
                              
                                     
                                 
                                 
                                    CDOR (CDOR)
                                 
                              
                                     
                                 
                                 
                                    CIBOR (CIBO)
                                 
                              
                                     
                                 
                                 
                                    MOSPRIM (MOSP)
                                 
                              
                                     
                                 
                                 
                                    NIBOR (NIBO)
                                 
                              
                                     
                                 
                                 
                                    PRIBOR (PRBO)
                                 
                              
                                     
                                 
                                 
                                    TELBOR (TLBO)
                                 
                              
                                     
                                 
                                 
                                    WIBOR (WIBO)
                                 
                              
                                     
                                 
                                 
                                    Bank of England Base Rate (BOER)
                                 
                              
                                     
                                 
                                 
                                    European Central Bank Base Rate (ECBR)
                                 
                              
                                     
                                 
                                 
                                    Lender’s Own Rate (LDOR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAT12
                     
                     
                        Current Interest Rate Index Tenor
                     
                     
                        Tenor of the current interest rate index:
                        
                                     
                                 
                                 
                                    Overnight (OVNG)
                                 
                              
                                     
                                 
                                 
                                    IntraDay (INDA)
                                 
                              
                                     
                                 
                                 
                                    1 day (DAIL)
                                 
                              
                                     
                                 
                                 
                                    1 week (WEEK)
                                 
                              
                                     
                                 
                                 
                                    2 week (TOWK)
                                 
                              
                                     
                                 
                                 
                                    1 month (MNTH)
                                 
                              
                                     
                                 
                                 
                                    2 month (TOMN)
                                 
                              
                                     
                                 
                                 
                                    3 month (QUTR)
                                 
                              
                                     
                                 
                                 
                                    4 month (FOMN)
                                 
                              
                                     
                                 
                                 
                                    6 month (SEMI)
                                 
                              
                                     
                                 
                                 
                                    12 month (YEAR)
                                 
                              
                                     
                                 
                                 
                                    On Demand (ONDE)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAT13
                     
                     
                        Interest Payment Frequency
                     
                     
                        The frequency with which interest is due to be paid on this instrument:
                        
                                     
                                 
                                 
                                    Monthly (MNTH)
                                 
                              
                                     
                                 
                                 
                                    Quarterly (QUTR)
                                 
                              
                                     
                                 
                                 
                                    Semi Annual (SEMI)
                                 
                              
                                     
                                 
                                 
                                    Annual (YEAR)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAT14
                     
                     
                        Current Credit Enhancement
                     
                     
                        The current instrument credit enhancement, calculated as per the originator/sponsor/SSPE’s definition
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAT15
                     
                     
                        Credit Enhancement Formula
                     
                     
                        Describe/Enter the formula used to calculate the bond-level credit enhancement.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        Account-level information section
                     
                  
                        SEAA1
                     
                     
                        Unique Identifier — ABCP Transaction
                     
                     
                        Report the same unique ABCP transaction identifier here as the one entered into field SEAR2.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAA2
                     
                     
                        Original Account Identifier
                     
                     
                        The original unique account identifier. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAA3
                     
                     
                        New Account Identifier
                     
                     
                        If the original identifier in field SEAA2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in SEAA2. The reporting entity must not amend this unique identifier.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAA4
                     
                     
                        Account Type
                     
                     
                        The type of account:
                        
                                     
                                 
                                 
                                    Cash Reserve Account (CARE)
                                 
                              
                                     
                                 
                                 
                                    Commingling Reserve Account (CORE)
                                 
                              
                                     
                                 
                                 
                                    Set-off Reserve Account (SORE)
                                 
                              
                                     
                                 
                                 
                                    Liquidity Facility (LQDF)
                                 
                              
                                     
                                 
                                 
                                    Margin Account (MGAC)
                                 
                              
                                     
                                 
                                 
                                    Other Account (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAA5
                     
                     
                        Account Target Balance
                     
                     
                        The amount of funds that would be on deposit in the account in question when it is fully funded pursuant to the securitisation documentation.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAA6
                     
                     
                        Account Actual Balance
                     
                     
                        The balance of funds on deposit in the account in question at the Accrual End Date.
                        Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAA7
                     
                     
                        Amortising Account
                     
                     
                        Is the account amortising over the lifetime of the securitisation?
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        Counterparty-level information section
                     
                  
                        SEAP1
                     
                     
                        Unique Identifier — ABCP Transaction
                     
                     
                        Report the same unique ABCP transaction identifier here as the one entered into field SEAR2.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAP2
                     
                     
                        Counterparty Legal Entity Identifier
                     
                     
                        Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the counterparty.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAP3
                     
                     
                        Counterparty Name
                     
                     
                        Give the full legal name of the counterparty. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAP4
                     
                     
                        Counterparty Type
                     
                     
                        The type of counterparty:
                        
                                     
                                 
                                 
                                    Account Bank (ABNK)
                                 
                              
                                     
                                 
                                 
                                    Backup Account Bank (BABN)
                                 
                              
                                     
                                 
                                 
                                    Account Bank Facilitator (ABFC)
                                 
                              
                                     
                                 
                                 
                                    Account Bank Guarantor (ABGR)
                                 
                              
                                     
                                 
                                 
                                    Collateral Agent (CAGT)
                                 
                              
                                     
                                 
                                 
                                    Paying Agent (PAYA)
                                 
                              
                                     
                                 
                                 
                                    Calculation Agent (CALC)
                                 
                              
                                     
                                 
                                 
                                    Administration Agent (ADMI)
                                 
                              
                                     
                                 
                                 
                                    Administration Sub-Agent (ADSA)
                                 
                              
                                     
                                 
                                 
                                    Transfer Agent (RANA)
                                 
                              
                                     
                                 
                                 
                                    Verification agent (VERI)
                                 
                              
                                     
                                 
                                 
                                    Security agent (SECU)
                                 
                              
                                     
                                 
                                 
                                    Cash Advance Provider (CAPR)
                                 
                              
                                     
                                 
                                 
                                    Collateral Provider (COLL)
                                 
                              
                                     
                                 
                                 
                                    Guaranteed Investment Contract Provider (GICP)
                                 
                              
                                     
                                 
                                 
                                    Insurance Policy Credit Provider (IPCP)
                                 
                              
                                     
                                 
                                 
                                    Liquidity Facility Provider (LQFP)
                                 
                              
                                     
                                 
                                 
                                    Backup Liquidity Facility Provider (BLQP)
                                 
                              
                                     
                                 
                                 
                                    Savings Mortgage Participant (SVMP)
                                 
                              
                                     
                                 
                                 
                                    Issuer (ISSR)
                                 
                              
                                     
                                 
                                 
                                    Originator (ORIG)
                                 
                              
                                     
                                 
                                 
                                    Seller (SELL)
                                 
                              
                                     
                                 
                                 
                                    Sponsor of the Securitisation Special Purpose Entity (SSSP)
                                 
                              
                                     
                                 
                                 
                                    Servicer (SERV)
                                 
                              
                                     
                                 
                                 
                                    Backup Servicer (BSER)
                                 
                              
                                     
                                 
                                 
                                    Backup Servicer Facilitator (BSRF)
                                 
                              
                                     
                                 
                                 
                                    Special Servicer (SSRV)
                                 
                              
                                     
                                 
                                 
                                    Subscriber (SUBS)
                                 
                              
                                     
                                 
                                 
                                    Interest Rate Swap Provider (IRSP)
                                 
                              
                                     
                                 
                                 
                                    Backup Interest Rate Swap Provider (BIPR)
                                 
                              
                                     
                                 
                                 
                                    Currency Swap Provider (CSPR)
                                 
                              
                                     
                                 
                                 
                                    Backup Currency Swap Provider (BCSP)
                                 
                              
                                     
                                 
                                 
                                    Auditor (AUDT)
                                 
                              
                                     
                                 
                                 
                                    Counsel (CNSL)
                                 
                              
                                     
                                 
                                 
                                    Trustee (TRUS)
                                 
                              
                                     
                                 
                                 
                                    Representative of Noteholders (REPN)
                                 
                              
                                     
                                 
                                 
                                    Underwriter (UNDR)
                                 
                              
                                     
                                 
                                 
                                    Arranger (ARRG)
                                 
                              
                                     
                                 
                                 
                                    Dealer (DEAL)
                                 
                              
                                     
                                 
                                 
                                    Manager (MNGR)
                                 
                              
                                     
                                 
                                 
                                    Letter of Credit Provider (LCPR)
                                 
                              
                                     
                                 
                                 
                                    Multi-Seller Conduit (MSCD)
                                 
                              
                                     
                                 
                                 
                                    Securitisation Special Purpose Entity (SSPE)
                                 
                              
                                     
                                 
                                 
                                    Liquidity or Liquidation Agent (LQAG)
                                 
                              
                                     
                                 
                                 
                                    Equity owner of conduit/SSPE (EQOC)
                                 
                              
                                     
                                 
                                 
                                    Swingline Facility Provider (SWNG)
                                 
                              
                                     
                                 
                                 
                                    Start-up Loan or Lease Provider (SULP)
                                 
                              
                                     
                                 
                                 
                                    Repurchase Agreement Counterparty (RAGC)
                                 
                              
                                     
                                 
                                 
                                    Cash Manager (CASM)
                                 
                              
                                     
                                 
                                 
                                    Collection Account Bank (CACB)
                                 
                              
                                     
                                 
                                 
                                    Collateral Account Bank (COLA)
                                 
                              
                                     
                                 
                                 
                                    Subordinated Loan Provider (SBLP)
                                 
                              
                                     
                                 
                                 
                                    Collateralised Loan Obligation Manager (CLOM)
                                 
                              
                                     
                                 
                                 
                                    Portfolio Advisor (PRTA)
                                 
                              
                                     
                                 
                                 
                                    Substitution Agent (SUBA)
                                 
                              
                                     
                                 
                                 
                                    Other (OTHR)
                                 
                              
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAP5
                     
                     
                        Counterparty Country Of Establishment
                     
                     
                        Country where the counterparty is established.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAP6
                     
                     
                        Counterparty Rating Threshold
                     
                     
                        If there is a ratings-based threshold specified for the service performed by this counterparty in the securitisation, enter the counterparty rating threshold as at the data cut-off date.
                        In the event of multiple ratings, all ratings are to be provided as per the XML schema. If there is no such ratings-based threshold, enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAP7
                     
                     
                        Counterparty Rating
                     
                     
                        If there is a ratings-based threshold specified for the service performed by this counterparty in the securitisation, enter the counterparty rating as at the data cut-off date.
                        In the event of multiple rating thresholds, all rating thresholds are to be provided as per the XML schema. If there is no such ratings-based threshold, enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAP8
                     
                     
                        Counterparty Rating Source Legal Entity Identifier
                     
                     
                        If there is a ratings-based threshold specified for the service performed by this counterparty in the securitisation, enter the Legal Entity Identifier of the provider of the counterparty rating (as specified in the Global Legal Entity Foundation (GLEIF) database) as at the data cut-off date.
                        In the event of multiple ratings, all rating provider Legal Entity Identifiers are to be provided as per the XML schema. If there is no such ratings-based threshold, enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        SEAP9
                     
                     
                        Counterparty Rating Source Name
                     
                     
                        If there is a ratings-based threshold specified for the service performed by this counterparty in the securitisation, enter the full name of the provider of the counterparty rating as at the data cut-off date. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.
                        In the event of multiple ratings, all rating provider Legal Entity Identifiers are to be provided as per the XML schema. If there is no such ratings-based threshold, enter ND5.
                     
                     
                        NO
                     
                     
                        YES
                     
                  
                        Any other information section
                     
                  
                        SEAO1
                     
                     
                        Unique Identifier
                     
                     
                        The unique identifier entered into field SEAS1.
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAO2
                     
                     
                        Any Other Information Line Number
                     
                     
                        Enter the line number of the other information
                     
                     
                        NO
                     
                     
                        NO
                     
                  
                        SEAO3
                     
                     
                        Any Other Information
                     
                     
                        The other information, line by line
                     
                     
                        NO
                     
                     
                        NO