Commission Delegated Regulation (EU) 2020/1224Show full 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)

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:

Modifications etc. (not altering text)

C1 The “appropriate regulator” has power to make such provision as they consider appropriate by means of an instrument in writing to prevent, remedy or mitigate any failure of the provisions of this Regulation to operate effectively or any other deficiency arising from the withdrawal of the United Kingdom from the EU, see The Financial Regulators’ Powers (Technical Standards etc.) (Amendment etc.) (EU Exit) Regulations 2018 (S.I. 2018/1115), regs. 2, 3, Sch. Pt. 4 (as amended (27.11.2020) by The Securities Financing Transactions, Securitisation and Miscellaneous Amendments (EU Exit) Regulations 2020 (S.I. 2020/1385), regs. 1(2), 43(3)) (with saving on IP completion day by S.I. 2019/680, regs. 1(2), 11; 2020 c. 1, Sch. 5 para. 1(1))

C2 Regulation: power to modify conferred (11.7.2023) by Financial Services and Markets Act 2023 (c. 29), ss. 3, 86(3), Sch. 1 Pts. 1, 3; S.I. 2023/779, reg. 2(d)

Article 1 U.K. 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 U.K. Information to be made available for all securitisations

Article 2 U.K. 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 U.K. 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 U.K. 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 U.K. Information to be made available for securitisations for which a prospectus has to be drawn up (public securitisations)

Article 5 U.K. 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 U.K. 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 U.K. 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 U.K. 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 U.K. Common provisions

Article 9 U.K. 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 U.K. 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 U.K. 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 U.K. 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 U.K. 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

ANNEX I U.K.

Table 1: European System of Accounts Secure Codes U.K.

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 U.K.

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 U.K.

a 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).
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 Councila	7(1)(f)	11
A significant event, such as: (i) a material breach of the obligations provided for in the documents made available in accordance with Article 7(1)(b) of Regulation (EU) 2017/2402, including any remedy, waiver or consent subsequently provided in relation to such a breach; (ii) a change in the structural features that can materially impact the performance of the securitisation; (iii) a change in the risk characteristics of the securitisation or of the underlying exposures that can materially impact the performance of the securitisation; (iv) in the case of STS securitisations, where the securitisation ceases to meet the STS requirements or where competent authorities have taken remedial or administrative actions; (v) any material amendment to transaction documents.	7(1)(g)	12

ANNEX II U.K. UNDERLYING EXPOSURES INFORMATION — RESIDENTIAL REAL ESTATE (RRE)

a 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).
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) 2020/1224a.	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

ANNEX III U.K. UNDERLYING EXPOSURES INFORMATION — COMMERCIAL REAL ESTATE (CRE)

a 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).
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.a	YES	YES
CRET7	Date Of Lease Expiration	Expiration date of lease of current tenant.	NO	YES
CRET8	Rent Payable	Annual Rent payable by current tenant. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.	NO	YES
CRET9	Rent Currency	Rent currency denomination.	NO	YES

ANNEX IV U.K. UNDERLYING EXPOSURES INFORMATION — CORPORATE

a 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).
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’)a. This entry must be provided at the sub-sector level. Use one of the values available in Table 1 of Annex I to this Regulation.	NO	YES

ANNEX V U.K. 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 U.K. 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 U.K. 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 U.K. 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 U.K. 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 U.K. 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 U.K. 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 U.K. 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 U.K. 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 U.K. 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 U.K. 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

(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).