ActiveCurrencyCode A code allocated to a currency by a Maintenance Agency under an international identification scheme as described in the latest edition of the international standard ISO 4217 "Codes for the representation of currencies and funds". ActiveOrHistoricCurrencyAndAmount A number of monetary units specified in an active or a historic currency where the unit of currency is explicit and compliant with ISO 4217. Currency Medium of exchange of currency. ActiveOrHistoricCurrencyCode A code allocated to a currency by a Maintenance Agency under an international identification scheme, as described in the latest edition of the international standard ISO 4217 "Codes for the representation of currencies and funds". ActivityDateCommon1 Dates of activity of the reported underlying exposure. PoolAdditionDate Date that the underlying exposure was transferred to the Securitisation Special Purpose Entity (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. RepurchaseDate Date on which the underlying exposure was repurchased from the pool. Amortisation1Choice Choice of underlying exposure's amortisation type. Code Specifies the type of amortisation of the underlying exposure including principal and interest. NoDataOption Reason for not providing data for the amortisation type. AmortisationType1Code Specifies the amortisation type of the underlying exposure including principal and interest. Bullet Amortisation type is Bullet - i.e. Amortisation in which the full principal amount is repaid in the last instalment. FixedAmortisationSchedule Amortisation type is Fixed amortisation schedule - i.e. Amortisation in which the principal amount repaid in each instalment is the same. French Amortisation type is French - i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. German Amortisation type is German - i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest. Other Amortisation type is Other. AmountAndDirection53 Amount of money expressed with an optional currency code and debit/credit indicator. Amount Amount of money that results in an increase (positively signed) or decrease (negatively signed), with specification of the currency. Sign Indicates that the amount value is positive or negative. Usage: When absent, the amount is positive. ArrearsDataCommon1 Common underlying exposure arrears information. DateLastInArrears Date the obligor was last in arrears. ArrearsBalance 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. NumberOfDaysInArrears 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. ArrearsDetails1 Common underlying exposure arrears information. DateLastInArrears Date the obligor was last in arrears. ArrearsBalance 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. NumberOfDaysInArrears Number of days the account is in arrears as of the data cut-off date. If the account is not in arrears enter 0. ArrearsDetails2 Common underlying exposure arrears information. DateLastInArrears Date the obligor was last in arrears. ArrearsBalance 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. NumberOfDaysInArrears 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. AutomobileReport1Choice Choice between performing or non performing underlying exposures-automobile report. PerformingLoan Automobile performing underlying exposures report. NonPerformingLoan Automobile non performing underlying exposures report. BalanceDetailsCommon1 Underlying exposure's common balance details. CurrentPrincipalBalance 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. PurchasePrice Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied. BaselThreeSegment1Choice Choice of Basel III segment for the obligor. Code Basel III segmentation code. NoDataOption Reason for not providing data on Basel III segment. BaselThreeSegment1Code Specifies the Basel III segment. Corporate Obligor Basel III segment is Corporate. Other Any other obligor Basel III segment. Retail Obligor Basel III segment is retail. SmallAndMediumEnterpriseTreatedAsCorporate Obligor Basel III segment is small and medium entreprise treated as corporate. BorrowerStatus1 Non performing underlying exposure's borrower information. InReceivership Indicates whether the obligor is in receivership. LastContactDate Date of last direct contact with the obligor. Deceased Indicates whether the obligor has passed away. LegalStatus The type of legal status of the obligor. BreachConsequence1Choice Choice of consequences for breach of financial covenant. Code The consequence code for the financial covenant breach. NoDataOption Reason for not providing data for the consequence of financial covenant breach. BreachTrigger1Choice Choice of covenant breach/trigger event. Code Code for covenant breach/trigger type. NoDataOption Reason for not providing data for the covenant breach/trigger. Cancellation7 Report to be cancelled. SecuritisationCancellation Cancels all previous reports of the specific Securitisation, based on the securitisation unique identifier. UnderlyingExposureReportCancellation Cancels all the underlying exposures records for one Securitisation identifier, received for a specific cut-off date. CashDrawCondition1Choice Choice of condition under which the cash reserve can be used. Code When the cash reserve can be used. NoDataOption Reason for not providing data for the cash reserve drawing conditions. CashReserveDrawCondition1Code Specifies the occasion when the cash reserve can be used. FinancialCovenantBreach Cash reserve is used due to financial covenant breach. Other Cash reserve is used for any other reason. TriggerEvent Cash reserve is used due to trigger event. Charge1Choice Choice of charge, that is security over the collateral. Code 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. NoDataOption Reason for not providing data for charge type. Charge2Choice Choice of charge, that is security over the collateral. Code 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. NoDataOption Reason for not providing data for charge type. CollateralCurrentData1 Collateral current information. LoanToValue 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. ValuationAmount 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. GrossAnnualRentalIncome The most recent Gross Annual Rental income for Buy To Let (BTL) properties. ValuationMethod The method of calculating the most recent value of the collateral, as provided in field "Valuation Amount". ValuationDate The date of the most recent valuation, as provided in field "Valuation Amount". CollateralCurrentData2 Collateral current information. ValuationAmount 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. ValuationMethod The most recent method of calculating the value of the collateral provided in field "Valuation Amount". ValuationDate The date of the most recent valuation. ValuationBasis The most recent Valuation Basis. NumberOfUnits For property type Multifamily enter number of units, for Hospitality/Hotel/Healthcare - beds, for Caravan Parks - units, Lodging=rooms, Self Storage=units. TotalRentableArea 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. CommercialArea 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. ResidentialArea 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. NetInternalFloorAreaValidated Indicates whether the valuer (of the most recent valuation) has verified the net internal floor area of the property. MostRecentFinancialStatementPeriod The first day and last day of the period covered in the most recent financial operating statement available (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months). Income Income information. Expense Expenses information. CollateralCurrentData3 Collateral current information. ValuationAmount 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. ValuationMethod The method of calculating the most recent value of the collateral, as provided in field "Valuation Amount". ValuationDate The date of the most recent valuation, as provided in field "Valuation Amount". CollateralCurrentData4 Collateral current information. LoanToValue 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. ValuationAmount 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. ValuationMethod The method of calculating the most recent value of the collateral, as provided in field "Valuation Amount". ValuationDate The date of the most recent valuation, as provided in field "Valuation Amount". CollateralData12 Collateral information section. Details Collateral description information section. Valuation Collateral valuation information section. Enforcement Collateral Enforcement Information. CollateralData13 Collateral information. CollateralIdentifier Collateral's unique identification. CollateralCommonData Residential real estate collateral information section. NonPerformingData Additional collateral information section. CollateralData14 Collateral information section. Details Collateral details Valuation Collateral valuation information section. TenantData Tenant information section. CollateralData15 Collateral information. CollateralIdentifier Collateral's unique identification. CollateralCommonData Collateral and tenant information section. NonPerformingData Additional collateral information. CollateralData16 Collateral information. CollateralIdentifier Collateral's unique identification. CollateralCommonData Collateral and tenant information section. CollateralData17 Collateral data. Details Collateral description information section. Valuation Collateral valuation information section. Enforcement Collateral enforcement information section. CollateralData18 Collateral data. CollateralIdentifier Collateral's unique identification. CollateralCommonData Corporate collateral information. NonPerformingData Additional collateral information section. CollateralData19 Collateral data. CollateralIdentifier Collateral's unique identification. NonPerformingData Additional collateral information section. CollateralData20 Esoteric collateral information section. Details Collateral description information section. Valuation Collateral valuation information section. Enforcement Collateral enforcement information section. CollateralData21 Collateral information in case of non performing exposures. CollateralIdentifier Collateral's unique identification. CollateralCommonData Esoteric collateral information. NonPerformingData Additional collateral information section. CollateralData22 Collateral identification and details. CollateralIdentifier Collateral's unique identifiers. CollateralCommonData Collateral data. CollateralData23 Collateral information. CollateralIdentifier Collateral's unique identification. CollateralCommonData Collateral and tenant information section. CollateralData24 Collateral information. CollateralIdentifier Collateral's unique identification. CollateralCommonData Collateral and tenant information section. CollateralDataAtOrigination1 Collateral information at origination. LoanToValue 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. ValuationAmount The original valuation of the collateral used when the underlying exposure was originated (i.e. before securitisation). GrossAnnualRentalIncome Gross Annual Rental income for Buy To Let (BTL) properties at the time of underlying exposure origination. ValuationMethod The method of calculating the value of the collateral at the time of underlying exposure origination, as provided in field Original Valuation Amount. ValuationDate The date of original valuation of the collateral, as provided in field Original Valuation Amount. CollateralDataAtOrigination2 Collateral information at origination. ValuationAmount The original valuation of the collateral used when the underlying exposure was originated (i.e. before securitisation). ValuationMethod The method of calculating the value of the collateral at the time of underlying exposure origination, as provided in field Original Valuation Amount. ValuationDate The date of original valuation of the collateral, as provided in field "Original Valuation Amount". CollateralDataAtOrigination3 Collateral information at origination. LoanToValue Originator’s original underwritten loan To Value ratio (LTV). For non-first lien loans this is the combined or total LTV. ValuationAmount The original valuation of the collateral used when the underlying exposure was originated (i.e. before securitisation). ValuationMethod Method of calculating the value of the collateral at the time of underlying exposure origination, as provided in field "Original Valuation Amount". ValuationDate Date of original valuation of the collateral, as provided in field "Original Valuation Amount". CollateralDataAtOrigination4 Underlying exposure collateral information at origination. ValuationAmount Valuation of asset at underlying exposure origination. AssetResidualValue The estimated residual value of the asset at the date of underlying exposure origination. ValuationMethod The method of calculating the value of the asset at the time of underlying exposure origination. ValuationDate Date of asset valuation at origination. CollateralDataAtOrigination5 Underlying exposure collateral information at origination. ValuationAmount 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. VehicleResidualValue The estimated residual value of the asset at the date of lease origination. CollateralDataAtSecuritisationDate1 Collateral information at securitisation date. ValuationAmount The valuation of the property / collateral securing the underlying exposure at securitisation date as described in the Offering Circular. ValuerName Name of valuation firm who performed the property / collateral valuation at the Date of Securitisation. ValuationDate The date the valuation was prepared for the values disclosed in the Offering Circular. EconomicOccupancy 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). PhysicalOccupancy 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. VacantPossessionValue Vacant possession value at Date of Securitisation. FinancialAccountsDate 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). NetOperatingIncome Revenue less Operating Expenses at Securitisation Date. CollateralDataAtSecuritisationDate2 Underlying exposure collateral information at securitisation date. NumberOfProperties The number of properties that serve as security for the underlying exposure at the Securitisation Date. PropertyPortfolioValue 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. ValuationDate Date that the valuation was prepared for the values disclosed in the Offering Circular. For multiple properties, if several dates, take the most recent date. CollateralDetails1 Collateral description information. CommonData Collateral general information. GuarantorType Guarantor type. OccupancyType Type of property occupancy.If the collateral being reported is not property collateral, enter ND5. PropertyType Property type. EnergyPerformanceCertificateValue The energy performance certificate value of the collateral at the time of origination. EnergyPerformanceCertificateProviderName 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. CollateralDetails2 Collateral description information. CommonData Collateral general information. PropertyType Property type. PropertyData Collateral property information. CollateralDetails3 Collateral description information. CommonData Collateral general information. SecurityType The type of security. ChargeType 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. GuarantorCountry The jurisdiction where the guarantor is established. GuarantorSystemAccountSubSector The SA classification of the guarantor. 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. CollateralDetails4 Collateral description information. CommonData Common collateral information. SecurityType The type of security. ChargeType 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. CollateralDetails5 Underlying exposure collateral information. PropertyDetailsAtSecuritisation Collateral information at securitisation date. CurrentPropertyDetails Collateral current information. CollateralDetails6 Underlying exposure collateral information. Manufacturer Brand name of the vehicle manufacturer. For example, enter "Skoda", not "Volkswagen". Model Name of the car model. RegistrationYear Year the car was registered. VehicleCondition Condition of vehicle at point of underlying exposure origination. EnergyPerformanceCertificateValue The energy performance certificate value of the collateral at the time of origination. EnergyPerformanceCertificateProviderName 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. InformationAtOrigination Collateral information at origination. SecuritisedResidualValue Residual value amount which has been securitised only. CurrentInformation Collateral current information. CollateralDetails7 Underlying exposure collateral information. EnergyPerformanceCertificateValue The energy performance certificate value of the collateral at the time of origination. EnergyPerformanceCertificateProviderName 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. CollateralDetails8 Underlying exposure collateral information. Type The primary (in terms of value) type of asset securing the underlying exposure. TerritorialUnit The geographical region (NUTS3 classification) where the asset is located. Where no NUTS3 classification was produced by Eurostat prior to IP completion day (e.g. a jurisdiction not in the EU or UK), enter the two-digit country code in {COUNTRYCODE_2} format followed by 'ZZZ'. NUTS3 2016, as it applied in the UK immediately before IP completion day, should be used for new exposures acquired after IP completion day. Manufacturer Name of the asset manufacturer. Model Name of the asset/model. ConstructionYear Year of manufacture. VehicleCondition Condition of asset at point of underlying exposure origination. InformationAtOrigination Collateral information at origination. SecuritisedResidualValue Residual value amount which has been securitised only. CurrentInformation Collateral current information. CollateralDetails9 Collateral details. ValueAddedTaxPayable Amount of Value Added Tax (VAT) payable on the disposal of the unit. PercentageComplete The percentage of development completed since construction started. EnforcementStatus Indicates whether the collateral is in receivership (status of the enforcement process that the Collateral is currently in as at cut-off date). EnforcementStatusThirdParties Indicates whether any other secured creditors have taken steps to enforce security over the asset. MortgageAmountAssigned Total amount of the mortgage assigned to the property collateral. HigherRankingUnderlyingExposure 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. EnforcementDescription Comments or description of the stage of enforcement. CollateralDetailsCommon1 Collateral description common information. TerritorialUnitClassification The geographic region (NUTS3 classification) where the physical collateral is located. Where no NUTS3 classification was produced by Eurostat prior to IP completion day (e.g. a jurisdiction not in the EU or UK), enter the two-digit country code in {COUNTRYCODE_2} format followed by 'ZZZ'. NUTS3 2016, as it applied in the UK immediately before IP completion day, should be used for new exposures acquired after IP completion day. CollateralType 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. Lien Highest lien position held by the originator in relation to the collateral. CollateralEnforcement1 Collateral enforcement information. SaleDate The date of sale of the foreclosed collateral. SalePrice Price achieved on sale of collateral in case of foreclosure. CollateralEnforcement2 Collateral enforcement information. SaleDate The date of sale of the collateral. SalePrice Price achieved on sale of collateral in case of foreclosure. CollateralExpense1 Expenses information. MostRecentOperatingExpense 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. MostRecentCapitalExpenditure 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. CollateralIdentification1 Collateral identifiers. OriginalIdentifier 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. NewIdentifier If the original identifier in field 'Underlying Exposure Identifier' 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 'Underlying Exposure Identifier'.The reporting entity must not amend this unique identifier. CollateralIdentification2 Collateral identifiers. OriginalIdentifier 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. The reporting entity must not amend this unique identifier. NewIdentifier If the original identifier in field "Original Collateral Identifier" 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 "Original Collateral Identifier". The reporting entity shall not amend this unique identifier. CollateralIncome1 Income information. GroundRentPayable If property is leasehold, provide the current annual leasehold rent payable to the lessor. ContractualAnnualRentalIncome The contractual annual rental income derived from the most recent obligor tenancy schedule. ExpirationTime Income expiration time information. MostRecentRevenue 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. CollateralProperty1 Collateral property information. Name The name of the property that serves as security for the underlying exposure. Address The address of the property that serves as security for the underlying exposure. PostCode The primary property full postal code. Status Status of property. FormOfTitle 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. OccupancyAsOfDate 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. CollateralSecuritisationDate 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. AllocatedPercentageAtSecuritisationDate 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. CurrentAllocatedPercentage 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). WeightedAverageLeaseTerm Weighted average lease terms in years, using as weights the latest-available outstanding value of the lease. PropertyLeaseholdExpiry Provide the earliest date the leasehold interest expires. YearBuilt Year the property was built per the valuation report or underlying exposure document. YearLastRenovated Year that last major renovation/new construction was completed on the property per the valuation report or underlying exposure document. CollateralSale1 Non performing collateral sale information. PreparePropertyForSaleDate Prepare property/collateral for sale date. PropertyOnMarketDate Collateral on market date, i.e. the date when the collateral is advertised and marketed for sale. OnMarketOfferDate On market offer date. SaleAgreedDate Sale Agreed Date. ContractedDate Contracted Date. FirstAuctionDate Date that the first auction has been performed in order to sell the Property / Collateral. CourtAuctionReservePriceForFirstAuction Court set reserve price for first auction, i.e. minimum price required by the court. NextAuctionDate Date that the next intended auction has been performed in order to sell the Property / Collateral. CourtAuctionReservePriceForNextAuction Court set reserve price for next auction, i.e. minimum price required by the court. LastAuctionDate Date that the last auction was performed in order to sell the Property / Collateral. CourtAuctionReservePriceForLastAuction Court set reserve price for last auction, i.e. minimum price required by the court. NumberOfFailedAuctions Number of failed previous auctions for the Property / Collateral. CollateralSpecificData1 Collateral level information section. Details Collateral specific details. Value Collateral value information section. Sale Collateral Sale Information. CollateralType7Code Specifies the type of collateral. IndustrialVehicle Collateral type is industrial vehicle. ITEquipment Collateral type is IT equipment. MachineTool Collateral type is machine. Automobile Collateral type is automobile. Aeroplane Collateral type is aeroplane. CommercialBuilding Collateral type is commercial building. CommercialTruck Collateral type is commercial track. EnergyRelatedEquipment Collateral type is energy related equipment. Guarantee Collateral type is guarantee. IndustrialBuilding Collateral type is industrial building. IndustrialEquipment Collateral type is industrial equipment. MedicalEquipment Collateral type is medical equipment. MixedCategoriesDueToSecurityOverAllAssetsOfTheObligor Collateral type is mixed categories due to security over all assets of the obligor. NauticalCommercialVehicle Collateral type is nautical commercial vehicle. NauticalLeisureVehicle Collateral type is nautical leisure vehicle. OfficeEquipment Collateral type is office equipment. Other Other assets that could be used as collateral. OtherFinancialAsset Collateral type is other financial asset. OtherGoodsOrInventory Collateral type is other goods or inventory. OtherRealEstate Collateral type is other real estate. OtherVehicle Commercial type is other vehicle. OtherEquipment Collateral type is other equipment. RailVehicle Collateral type is rail vehicle. ResidentialBuilding Collateral type is residential building. Securities Collateral type is securities. CollateralValuation10 Collateral valuation information. InformationAtOrigination Collateral information at origination. CurrentInformation Collateral current information. CollateralValuation11 Collateral valuation information. InformationAtOrigination Collateral information at origination. CurrentInformation Collateral current information. CollateralValuation8 Collateral valuation information. InformationAtOrigination Collateral information at origination. CurrentInformation Collateral current information. CollateralValuation9 Collateral valuation information. OriginalValuationMethod The method of calculating the value of the collateral at the time of underlying exposure origination. InformationAtSecuritisationDate Collateral information at securitisation date. CurrentInformation Collateral current information. CollateralValue3 Non performing collateral value information section. CourtAppraisalAmount Court appraisal amount of the Property / Collateral. DateOfCourtAppraisal Date that the court appraisal happened. OnMarketPrice Price of the Property / Collateral for which it is on the market. OfferPrice The highest price offered by potential buyers. CommercialRealEstateReport1Choice Choice between performing or non performing underlying exposures-commercial real estate report. PerformingLoan Commercial real estate performing underlying exposures report. NonPerformingLoan Commercial real estate non performing underlying exposures report. ConsumerReport1Choice Choice between performing or non performing underlying exposures-consumer report. PerformingLoan Consumer performing underlying exposures report. NonPerformingLoan Consumer non performing underlying exposures report. CorporateReport1Choice Choice between performing or non performing underlying exposures-corporate report. PerformingLoan Corporate performing underlying exposures report. NonPerformingLoan Corporate non performing underlying exposures report. CountryCode Code to identify a country, a dependency, or another area of particular geopolitical interest, on the basis of country names obtained from the United Nations (ISO 3166, Alpha-2 code). CountryCode1Choice Choice between a country code or no data option. Code Country identified by a two letter code. NoDataOption Reason for not providing a country code. CountryCode2Choice Choice between a country code or no data option. Code Country identified by a two letter code. NoDataOption Reason for not providing a country code. CovenantBreachTrigger1Code Specifies the type of trigger event that leads to covenant breach. DebtServiceCoverageRatio Covenant breach / Trigger type is debt service coverage ratio. InterestCoverageRatio Covenant breach / Trigger type is interest coverage ratio. InterestCoverageRatioOrDebtServiceCoverageRatio Covenant breach / Trigger type is Interest Coverage Ratio or Debt Service Coverage Ratio. InterestCoverageRatioOrDebtServiceCoverageRatioOrLoanToValue Covenant breach / Trigger type is Interest Coverage Ratio or Debt Service Coverage Ratio or Loan-to-Value. LoanToValue Covenant breach / Trigger type is loan-to-value. ObligorLevelBreach Covenant breach / Trigger type is obligor level breach. Other Any other type of covenant breach / trigger. PropertyLevelBreach Covenant breach / Trigger type is property level breach. TenantOrVacancyLevelBreach Covenant breach / Trigger type is tenant or vacancy level breach. CoverageRatioMethod1Code Specifies the calculation of the Coverage Ratio financial covenant requirement, the inferred method of calculation. Combo12 Debt service coverage ratio method is combo 12 - Current period and a 6 month forward calculation. CurrentPeriod Debt service coverage ratio method is current period. Combo6 Debt service coverage ratio method is combo 6 - Current period and a 6 month forward calculation. Historical12MonthBackward Debt service coverage ratio method is historical - 12 month backward calculation. Historical6MonthBackward Debt service coverage ratio method is historical - 6 month backward calculation. Modified Debt service coverage ratio method is modified, which includes a reserve injection or a percentage rental income probability calculation. MultiplePeriod Debt service coverage ratio method is multiple Period - consecutive period calculation. Projection12MonthForward Debt service coverage ratio method is projection - 12 month forward calculation. Projection6MonthForward Debt service coverage ratio method is projection - 6 month forward calculation. Other Any other method used for the calculation of the debt service coverage ratio. CreditCardReport1Choice Choice between report on performing or non performing underlying exposures credit cards. PerformingLoan Credit cards performing underlying exposures report. NonPerformingLoan Credit cards non performing underlying exposures report. CurePayment1Choice Choice of possiblity for the subordinated loan holder to make cure payments. Code Code to pecify wether the subordinated loan holder (for example B loan holder) is able to make cure payments in lieu of the mortgage obligor. NoDataOption Reason for not providing data for the cure payment possibility of the subordinated loan holder. CurePaymentPossibility1Code Specifies the possibility of the subordinated loan holder, for example B loan holder, to make cure payments in lieu of the mortgage obligor. NoPossibility Cure payments are not possible by subordinated loan holder. Other Any other possibility option for cure payments by the subordinated loan holder. PossibilityWithLimit Cure payment can be made up to a fixed number limit over the lifetime of the underlying exposure. PossibilityWithoutLimit Cure payment can be made without limit over the lifetime of the underlying exposure. CurrencyCode1Choice Choice between a currency code or no data option. Code Code of the currency in which a transaction is made. NoDataOption Reason for not providing currency code. CurrencySwap2 Currency swap information. 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. LEICode Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure currency swap provider. MaturityDate Date of maturity for the currency underlying exposure level swap. Notional Currency underlying exposure level swap notional amount. ExchangeRate The exchange rate that has been set for a currency underlying exposure level swap. CurrencySwap3 Currency swap information. 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. LEICode 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. MaturityDate If there is an exchange rate swap on the underlying exposure, enter the maturity date of the swap. Notional If there is an exchange rate swap on the underlying exposure, enter the notional amount. CurrentInterestRateCommon1 Common information among annexes, about interest rate index. CurrentRate Gross rate per annum used to calculate the current period scheduled interest on the securitised underlying exposure. CurrentIndex The base reference interest index currently applicable (the reference rate off which the interest rate is set). CurrentTenor Tenor of the current interest rate index. CurrentLeasedAssetData1 Underlying exposure collateral current information. NumberOfLeasedObjects The number of individual assets covered by this underlying exposure. AssetResidualValue 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. ValuationAmount Latest asset valuation. If no revaluation has occurred since origination, enter original valuation. ValuationMethod Method of calculating the most recent value of the asset. If no revaluation has occurred since origination, enter original valuation type. ValuationDate Date of latest asset valuation. If no revaluation has occurred since origination, enter original valuation date. CurrentPropertyData1 Underlying exposure collateral current information. NumberOfProperties The number of properties that serve as security for the underlying exposure at the data cut-off date. CollateralisedPropertyIdentifier Enter the unique collateral identifiers 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. PropertyStatus Status of properties. Where multiple situations from the list below exist, choose the situation which best represents the overall set of properties. CurrentValuationBasis1Code Specifies the most recent valuation basis. OpenMarket Current valuation basis is open market. Other Any other valuation basis. VacantPossession Current valuation basis is vacant possession. CurrentVehicleData1 Underlying exposure collateral current information. UpdatedResidualValue 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. UpdatedResidualValuationDate If the residual value has been securitised, enter the date that 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. CustomerType1Choice Choice between a customer type or a no data option. Code Specifies the customer type at origination. NoDataOption Reason for not providing data for customer type. CustomerType1Code Specifies the customer type at origination. ExistingCustomerAndEmployeeAffiliatedWithTheOriginatorGroup Customer type is Existing customer and an employee/affiliated with the originator's group. ExistingCustomerAndEmployeeAffiliationNotRecorded Customer type is Existing customer and employee/affiliation not recorded. ExistingCustomerAndNotEmployeeAffiliatedWithOriginator Customer type is Existing customer and not an employee/affiliated with the originator's group. NewCustomerAndEmployeeAffiliatedWithOriginator Customer type is New customer and an employee/affiliated with the originator's group. NewCustomerAndEmployeeAffiliationNotRecorded Customer type is New customer and employee/affiliation not recorded. NewCustomerAndNotEmployeeAffiliatedWithOriginator The customer type is new customer and not an employee/affiliated with the originator's group. Other Customer type is Other. DateOfActivity3 Date of activity information. CommonData Date of activity common information. SubstitutionDate Date of underlying exposure substitution. DayConvention1Choice Choice of days convention method used for calculations. Code Convention method used for the calculation of interest. NoDataOption Reason for not providing data on the day count convention. DebtInstrumentSeniorityType3Code Specifies the seniority type of a specific debt instrument. JuniorDebt Debt that is either unsecured or has a lower priority than of another debt claim on the same asset or property. MezzanineDebt Subordinated debt or preferred equity instrument that represents a claim on a company's assets which is senior only to that of the common shares. Other Other type of debts. SeniorDebt Debt that takes priority over other unsecured or otherwise more junior debt owed by the issuer. SubordinatedDebt Debt owed to an unsecured creditor that can only be paid, in the event of a liquidation, after the claims of secured creditors have been met. DebtRatioData1 Information about debt to income ratio and debt service coverage ratio. CalculationMethod 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. IndicatorAtSecuritisationDate Specify how the Debt Service Coverage Ratio is calculated or applied when an underlying exposure relates to multiple properties. MostRecentIndicator Specify how the Debt Service Coverage Ratio is calculated or applied when an underlying exposure relates to multiple properties. RatioAtSecuritisationDate The Debt Service Coverage Ratio calculation for the securitised underlying exposure, at the Securitisation Date, based on the underlying exposure documentation. CurrentRatio Current Debt Service Coverage Ratio calculation for the securitised underlying exposure, based on the underlying exposure documentation. DebtSeniority1Choice Choice of debt instrument seniority. Code Debt instrument seniority code. NoDataOption Reason for not providing data on seniority. DebtServiceCoverageRatioIndicator1Choice Choice of debt service coverage ratio calculation. Code How the Debt Service Coverage Ratio is calculated or applied when an underlying exposure relates to multiple properties. NoDataOption Reason for not providing data for the debt service coverage ratio indicator. DebtServiceCoverageRatioIndicator1Code Specifies how the Debt Service Coverage Ratio is calculated or applied when an underlying exposure relates to multiple properties. Average Debt service coverage ratio indicator is average, meaning that not all properties received financials, servicer allocates debt service only to properties where financials are received. NoneCollected Debt service coverage ratio indicator is none collected, meaning that no financials were received. Partial Debt service coverage ratio indicator is partial, meaning that not all properties received financials, servicer to leave empty. WholeLoanLoanAgreement Debt service coverage ratio indicator is whole loan based on loan agreements. WorstCase Debt service coverage ratio indicator is worst case, meaning that not all properties received financials, servicer allocates 100% of debt service to all properties where financials are received. WholeLoanOtherMethod Debt service coverage ratio indicator is whole loan based on other method. TrustNoteOtherMethod Debt service coverage ratio indicator is trust note based on other method. TrustNoteLoanAgreement Debt service coverage ratio indicator is trust note based on loan agreement. Other Any other method used for the for the debt service coverage ratio indicator. Full Debt service coverage ratio indicator is full, meaning that all statements collected for all properties. Consolidated Debt service coverage ratio indicator is conoslidated, meaning that all properties reported on one "rolled up" financial from the obligor. DebtServiceCoverageRatioMethod1Choice Choice of the calculation of the Debt Service Coverage Ratio financial covenant requirement. Code Calculation method for 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 in the A-loan method. NoDataOption Reason for not providing data for the debt service coverage ration method. DebtType1Code Specifies the type of the debt. Equity Debt type is equity. Guarantee Debt type is guarantee. LetterOfCredit Debt type is letter of credit. LoanOrLease Debt type is loan or lease. Other Any other type of debt. Overdraft Debt type is overdraft. ParticipationRights Debt type is participation rights. WorkingCapitalFacility Debt type is working capital facility. PromissoryNotes Debt type is promissory notes. DefaultData1 Information about underlying exposure default. CommonData Common information for underlying exposure default. Litigation Indicates whether the litigation proceedings are underway (if account has recovered and is no longer being actively litigated this is to be re-set to N). RecoveriesData Underlying exposure recoveries information. DefaultData2 Information about underlying exposure default. CommonData Common information for underlying exposure default. ActualDefaultInterest 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. ModificationType Type of modification. RecoveriesData Underlying exposure recoveries information. DefaultData3 Information about underlying exposure default. CommonData Common information for underlying exposure default. RecoveriesData Underlying exposure recoveries information. DefaultData4 Information about underlying exposure default. CommonData Common information for underlying exposure default. RecoveriesData Underlying exposure recoveries information. DefaultData5 Information about underlying exposure default. CommonData Common information for underlying exposure default. CumulativeRecoveries 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. DefaultData6 Information about underlying exposure default. DateOfDefault The date of default. DefaultOrForeclosureReason If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason. GrossDefault Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0. RecoveriesInformation Underlying exposure recoveries information. DefaultData7 Information about underlying exposure default. CommonData Common information for underlying exposure default. RecoveriesData Underlying exposure recoveries information. DefaultDataCommon1 Common information about underlying exposure default. DateOfDefault The date of default. DefaultOrForeclosureReason If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason. GrossDefault Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0. DefaultEventData1 Information about event of default. NonPaymentPriorClaimDefault Indicates whether the non-payments on Prior Ranking Claims constitute a Default of the underlying exposure. NonPaymentEqualClaimDefault Indicates whether the non-payments on Equal Ranking underlying exposures constitute Default of Property. ESAIdentifier The ESA 2010 classification of the guarantor according to EU Regulation No 549/2013 ('ESA 2010'). This entry must be provided at the sub-sector level. Use one of the values available in Table 2 of Annex 1. EconomicActivityCode2Choice Choice between industry NACE code or no data option. Code Industry NACE Code, as set out in Regulation (EC) No 1893/2006 (or as otherwise amended). NoDataOption Reason for not providing a NACE code. EmploymentStatus1Choice Choice between an employment status of the primary obligor or a no data option. Code Specifies the employment status of the primary obligor. NoDataOption Reason for not providing data for employment status EmploymentStatus1Code Specifies the employment status of the obligor. NoEmploymentObligorIsLegalEntity Employment status is no employment, obligor is legal entity. Other Employment status is other. Pensioner Employment status is pensioner. EmployedPrivateSector Employment status is employed in private sector. EmployedPublicSector Employment status is employed in public sector. EmployedSectorUnknown Employment status is employed in unknown sector. SelfEmployed Employment status is self employed. Student Employment status is student. Unemployed Employment status is unemployed. EmploymentStatus2Choice Choice between an employment status of the primary obligor or a no data option. Code Specifies the employment status of the primary obligor. NoDataOption Reason for not providing data for employment status EnergyCertificate1Choice Choice of energy performance certificate value. Code Specifies the energy performance certificate value of the collateral at the time of origination. NoDataOption Reason for not providing data for the energy performance certificate value. EnergyPerformanceCertificateClass1Code Specifies the energy performance certificate value of the collateral at the time of origination. A Energy performance certification value is A. B Energy performance certification value is B. C Energy performance certification value is C. D Energy performance certification value is D. E Energy performance certification value is E. F Energy performance certification value is F. G Energy performance certification value is G. Other Any other energy performance certificate value. EnterpriseSize1Choice Choice of enterprise size in accordance with the Annex to Commission Recommendation 2003/361/EC as it applied in the UK immediately before IP completion day. Code Classification of enterprises by size, in accordance with the Annex to Commission Recommendation 2003/361/EC as it applied in the UK immediately before IP completion day NoDataOption Reason for not providing data for enterprise size. EnterpriseSize1Code Classification of enterprises by size, in accordance with the Annex to Commission Recommendation 2003/361/EC as it applied in the UK immediately before IP Completion Day. LargeEnterprise Enterprise size is neither a micro, small, or medium enterprise. MediumEnterprise Enterprise 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. MicroEnterprise Enterprise employs fewer than 10 persons and whose annual turnover and/or annual balance sheet total does not exceed EUR 2 million. NaturalPerson Enterprise is a natural person. Other Any other enterprise size. SmallEnterprise Enterprise employs fewer than 50 persons and whose annual turnover and/or annual balance sheet total does not exceed EUR 10 million. EnterpriseSize2Choice Choice of enterprise size in accordance with the Annex to Commission Recommendation 2003/361/EC as it applied in the UK immediately before IP Completion Day. Code Classification of enterprises by size, in accordance with the Annex to Commission Recommendation 2003/361/EC as it applied in the UK immediately before IP Completion Day NoDataOption Reason for not providing data for enterprise size. EscrowAndReserveAccountData1 Escrow and reserve account information. Escrow Escrow information. Reserve Reserve information. EscrowHoldTrigger1Code Specifies the type of trigger event leading to amounts to be paid into escrow. DebtServiceCoverageTrigger Trigger type is debt service coverage. InterestConverageTrigger Trigger type is interest coverage. LoanToValueTrigger Trigger type is loan to value. NetOperatingIncomeTrigger Trigger type is net operating income. NoTrigger No trigger event leads to amounts to be paid into escrow. Other Any other trigger type leading to amounts to be paid into escrow. EscrowTrigger1Choice Choice of trigger event type leading to amounts to be paid into escrow. Code Specifies the trigger event type. NoDataOption Reason for not providing data for the escrow hold trigger event. EsotericReport1Choice Choice between performing or non performing underlying exposures-esoteric report. PerformingLoan Esoteric performing underlying exposures report. NonPerformingLoan Esoteric non performing underlying exposures report. EuropeanSystemOfAccountsSubsector1Choice Choice of European System of Account (ESA) 2010 classification or no data option. Code The ESA 2010 classification of the guarantor or collateral according to EU Regulation No 549/2013 ('ESA 2010'). This entry must be provided at the sub-sector level. Use one of the values available in Table 2 of Annex 1. NoDataOption Reason for not providing an ESA subsector code. EventFrequency11Code Specifies the regularity of an event. Monthly Event takes place every month or once a month. Quarterly Event takes place every three months or four times a year. SemiAnnual Event takes place every six months or two times a year. Annual Event takes place every year or once a year. Other Unspecified frequency of event. ExpectetRecoveryTime1Choice Choice between expected recovery timing in months or no data option. Months The underlying exposure servicer's expected recovery timing in months. NoDataOption Reason for not providing data for expected timing of recoveries. ExpenseDetails1 Obligor's expenses information. OperatingExpense 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. CapitalExpenditure 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. ExposureAndHistoricalData1 Annex 10 undelrying exposure information section and historical collections information section. UnderlyingExposure Non performing exposure information section. HistoricalCollection Historical collections information. ExposureCancellation2 Cancels a specific exposure within a securitisation report based on the unique identifiers of the securitisation and the exposure, as well as the data cut-off date of the exposure. SecuritisationIdentifier Unique identifier assigned by the reporting entity according to Article 11(1) of the Commission Delegated Regulation (EU) …/… [include full reference to the disclosure RTS]. NewUnderlyingExposureIdentifier 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 shall not amend this unique identifier. CutOffDate The data cut-off date for this data submission. ExposureData1 Underying exposure data. ActivityDateDetails Dates of activity. ObligorDetails Obligor information. UnderlyingExposureDetails Underlying exposure details. RiskDetails Underlying exposure risk. PerformanceDetails Underlying exposure performance. InstitutionalDetails Institutional information. ExposureData2 Underlying exposure data. BorrowerDetails Borrower information. ExposureDetails Underlying exposure information. LegalProcedure Legal procedures information. RepaymentDetails Repayment information section. ExposureData3 Underying exposure data. ActivityDateDetails Date of activity. ObligorDetails Obligor information. UnderlyingExposureDetails Underlying exposure details. RiskDetails Underlying exposure risk. PerformanceDetails Underlying exposure performance. InstitutionalDetails Institutional information. ExposureData4 Underying exposure data. ActivityDateDetails Date of activity. ObligorDetails Obligor information. UnderlyingExposureDetails Underlying exposure details. RiskDetails Underlying exposure risk. PerformanceDetails Underlying exposure performance. InstitutionalDetails Institutional information. ExposureData5 Underying exposure data. ActivityDateDetails Date of activity. ObligorDetails Obligor information. UnderlyingExposureDetails Underlying exposure details. RiskDetails Underlying exposure risk. PerformanceDetails Underlying exposure performance. InstitutionalDetails Institutional information. ExposureData6 Underlying exposure data. ActivityDateDetails Date of activity. ObligorDetails Obligor information. UnderlyingExposureDetails Underlying exposure details. RiskDetails Underlying exposure risk. PerformanceDetails Underlying exposure performance. InstitutionalDetails Institutional information. ExposureData7 Credit cards underying exposures information section. ActivityDateDetails Date of activity. ObligorDetails Obligor information. UnderlyingExposureDetails Underlying exposure details. PerformanceDetails Underlying exposure performance. InstitutionalDetails Institutional information. ExposureData8 Leasing underying exposures information section. ActivityDateDetails Date of activity. ObligorDetails Obligor information. UnderlyingExposureDetails Underlying exposure details. RiskDetails Underlying exposure risk. PerformanceDetails Underlying exposure performance. InstitutionalDetails Institutional information. ExposureData9 Esoteric underying exposure information section. ActivityDateDetails Date of activity. ObligorDetails Obligor information. UnderlyingExposureDetails Underlying exposure description. RiskDetails Underlying exposure risk. Performance Underlying exposure performance. InstitutionalDetails Institutional information. ExposureEscrow1 Underlying exposure's escrow information. AmountHeldInEscrow Total balance of the legally charged reserve accounts as at the data cut-off date. EscrowCollection Indicates whether 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. OtherReserveCollection 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? TriggerForEscrowToBeHeld Type of trigger event leading to amounts to be paid into escrow. TargetEscrowAmountReserve Target escrow amounts / reserves. Include the currency in which the amount is denominated, using CURRENCYCODE_3 format. EscrowAccountReleaseCondition Release conditions of the escrow account. If multiple conditions, each condition must be provided in accordance with the XML schema. EscrowCurrency Currency of the Escrow payments as reported in fields Amounts Held In Escrow and Target Escrow Amounts/Reserves. EscrowTriggerEventOccurred 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. AmountAddedInCurrentPeriod 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. ExposureIdentificationCommonData1 Unique identifiers of underlying exposure and obligor and the data cut off date. NewUnderlyingExposureIdentifier If the original identifier in field 'Original Exposure Identifier' 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 'Original Exposure Identifier'. The reporting entity must not amend this unique identifier. OriginalUnderlyingExposureIdentifier 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. NewObligorIdentifier If the original identifier in field 'Original Obligor Identifier' 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 'Original Obligor Identifier'. The reporting entity must not amend this unique identifier. OriginalObligorIdentifier 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. ExposurePurpose1Choice Choice of underlying exposure's purpose. Code Specifies the purpose of the underlying exposure. In the event of multiple purposes, report the option that best describes the arrangement. NoDataOption Reason for not providing data for the purpose of the underlying exposure. ExposurePurpose2Choice Choice of underlying exposure's purpose. Code Specifies the purpose of the underlying exposure. In the event of multiple purposes, report the option that best describes the arrangement. NoDataOption Reason for not providing data for the purpose of the underlying exposure. ExposureSpecificData1 Underlying exposure specific data BespokeRepaymentDescription Description of the bespoke repayment profile when "Other" is selected in field "Amortisation Type". InterestOnlyPeriod Dates that the current interest repayment only period starts and ends. CurrentFixedInterestPeriod Dates that the current interest repayment only period starts and ends. CurrentReversionInterestRate Current level of reversion interest rate according to the underlying exposure Agreement. LastPaymentDate Date that the last payment was made SyndicatedPortion 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. ExposureStructure1Choice Choice of underlying exposure's structure. Code Specifies the structure of the underlying component. NoDataOption Reason for not providing data for the underlying exposure's structure. ExtensionNature1Choice Choice of nature of extension option. Code Specifies the reference thresholds involved for the possibility of triggering/exercising an extension option. NoDataOption Reason for not providing data for the nature of extension. ExtensionOptionNature1Code Specifies the reference thresholds involved for the possibility of triggering/exercising an extension option. MaximumLoanToValue Nature of extension option is maximum loan-to-value. MinimumInterestCoverageRatio Nature of extension option is minimum interest coverage ratio. MultipleConditions Nature of extension option is multiple conditions. Other Any other nature of extension option. MinimumDebtServiceCoverageRatio Nature of extension option is minimum debt service coverage ratio. FailedAuctionsNumber1Choice Choice between number of failed auctions or no data option. Value Number of failed previous auctions for the Property / Collateral. NoDataOption Reason for not providing data for number of failed auctions. FinancialBreachConsequence1Code Specifies the consequence for the financial covenant breach. AdditionalAmortisation Consequence for the breach is additional amortisation. CashTrapReserve Consequence for the breach is cash trap reserve. EventOfDefault Consequence for the breach is event of default Other Any other consequence for the breach. TerminatePropertyManager Consequence for the breach is terminate property manager. FinancialDetails1 Financial and income information. 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. Expense Obligor's expenses information. FinancialDetails2 Financial and income information. FinancialAccountsDate The date of the financial information (e.g. EBITDA) on the obligor of this underlying exposure. EnterpriseSize Classification of enterprises by size, in accordance with the Annex to Commission Recommendation 2003/361/EC as it applied in the UK immediately before IP Completion Day. TotalDebt Total gross debt of the obligor, including the financing provided in the present underlying exposure. EnterpriseValue Enterprise value i.e. market capitalisation plus debt, minority interest and preferred shares, minus total cash and cash equivalents. Income Obligor's income details. FinancialDetails3 Financial and income information. EnterpriseSize Classification of enterprises by size, in accordance with the Annex to Commission Recommendation 2003/361/EC as it applied in the UK immediately before IP completion day. Revenue Annual sales volume net of all discounts and sales taxes of the obligor. Equivalent to the concept of ‘total annual sales’ in Article 153(4) of Regulation (EU) No 575/2013. GuarantorType1Choice Choice of guarantor type for the collateral. Code Specifies the guarantor type for the collateral. NoDataOption Reason for not providing data for the guarantor type. GuarantorType1Code Specifies the type of the guarantor. Bank Guarantor is a Bank. Caution Guarantor type is caution. FondsDeGarantieDeLAccessionSociale Guarantor is the Fonds de Garantie de l'Accession Sociale. Government Government is the guarantor of the collateral. IndividualFamilyRelation Guarantor type is individual, having family relation with the mortgagee. IndividualOther Guarantor type is individual, having other than family relation with the mortgagee. InsuranceProduct Guarantor type is an insurance product. NationaleHypotheekGarantieGuaranteeScheme Guarantor is the Nationale Hypotheek Garantie Guarantee Scheme. NoGuarantor There is no guarantor for the collateral. Other Any other type of guarantor. HistoricalCollection1 Historical collections. LegalUnpaidBalance 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 "Month1" and end with the oldest month in "Month36". PastDueBalance History of past due balances per month for the thirty-six months previous to the data cut-off date. Start with the most recent month in field "Month1" and end with the oldest month in "Month36". ObligorRepaymentAmount Repayment made by the obligor in the thirty-six months previous to the data cut-off date, excluding collateral sales. Start with the most recent month in field "Month1" and end with the oldest month in "Month36". CollateralRepaymentAmount Repayment made by the collateral disposal in the thirty-six months previous to the data cut-off date. Start with the most recent month in field "Month1" and end with the oldest month in "Month36". ISINIdentifier1Choice Choice between International Securities Identification Number (ISIN) or no data option. ISIN International Securities Identification Number (ISIN) code. NoDataOption Reason for not providing ISIN code. ISINIdentifier2Choice Choice between International Securities Identification Number (ISIN) or no data option. ISIN International Securities Identification Number (ISIN) code. NoDataOption Reason for not providing ISIN code. ISINOct2015Identifier International Securities Identification Number (ISIN). A numbering system designed by the United Nation's International Organisation for Standardisation (ISO). The ISIN is composed of a 2-character prefix representing the country of issue, followed by the national security number (if one exists), and a check digit. Each country has a national numbering agency that assigns ISIN numbers for securities in that country. ISODate A particular point in the progression of time in a calendar year expressed in the YYYY-MM-DD format. This representation is defined in "XML Schema Part 2: Datatypes Second Edition - W3C Recommendation 28 October 2004" which is aligned with ISO 8601. ISODate1Choice Choice between a date or no data option. Date Date of the event. NoDataOption Reason for not providing date. ISODate2Choice Choice between a date or no data option. Date Date of the event. NoDataOption Reason for not providing date. ISODate3Choice Choice between a date or no data option. Date Date of the event. NoDataOption Reason for not providing date. ISOYear Year represented by YYYY (ISO 8601). ISOYear1Choice Choice between year or no data option. Year Year that an event took place. NoDataOption Reason for not providing a year. ISOYear2Choice Choice between year or no data option. Year Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. 2016 should be entered for new exposures acquired after IP completion day. 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. NoDataOption Reason for not providing data on NUTS3 classification year. IncomeData1 Provides information on the income of the obligor. Revenue Annual sales volume net of all discounts and sales taxes of the obligor. Equivalent to the concept of ‘total annual sales’ in Article 153(4) of Regulation (EU) No 575/2013. EarningsBeforeInterestTaxesDepreciationAmortisation Recurring earnings from continuing operations plus interest, taxes, depreciation, and amortisation (EBITDA). FreeCashFlow 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. IncomeData2 Provides information on the income of the obligor. PrimaryIncome Obligor's primary income information. Revenue Annual sales volume net of all discounts and sales taxes of the obligor. Equivalent to the concept of ‘total annual sales’ in Article 153(4) of Regulation (EU) No 575/2013. IncomeData5 Provides information on the income of the obligor. PrimaryObligorIncome Obligor's primary income information. SecondaryObligorIncome Obligor's secondary income information. IncomeExpirationTime1 Income expiration time information. In1To12Months Percentage of income expiring in 1 to 12 months. In13To24Months Percentage of income expiring in 13 to 24 months. In25To36Months Percentage of income expiring in 25 to 36 months. In37To48Months Percentage of income expiring in 37 to 48 months. InOver49Months Percentage of income expiring in 49 or more months. IncomeVerification1Choice Choice of verification type of obligor's income. Code Specifies the verification type of the obligor's income. NoDataOption Reason for not providing data for income verification. IncomeVerification1Code Specifies the obligor's income verification type. CreditBureauInformationOrScoring Income verification type is Credit Bureau Information or Scoring. NonVerifiedIncomeOrFastTrack Income income verification type is Non-Verified Income or Fast Track. Other Income verification type is Other. SelfCertifiedWithoutChecks Income veryfication type is Self certified without checks. SelfCertifiedWithAffordabilityConfirmation Income verification type is Self-certified with Affordability Confirmation. Verified Income verification type is Verified. IncomeVerification2Choice Choice of verification type of obligor's income. Code Specifies the verification type of the obligor's income. NoDataOption Reason for not providing data for income verification. Indemnification1Choice Choice of indemnification type the obligor must pay. Code Code for indemnification, the extent to which the obligor is obligated to pay breakage costs to the underlying exposure swap provider. In the event of multiple swaps, enter in the most appropriate value. NoDataOption Reason for not providing data on indemnification from obligor. InstitutionalCommonData1 Underlying exposure's institutional information. Originator Originator information. OriginalLender Original lender information. InstitutionalIdentificationCommon1 Common information for 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. LEI Legal Entity Identifier (LEI) (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator. CountryOfDomicile Country where the underlying exposure originator is established. InstitutionalIdentificationCommon2 Common information about 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. LEI Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database). Where no Legal Entity Identifier is available, enter ND5. CountryOfDomicile Country where the original lender is established. InstitutionalInformation1 Underlying exposure's institutional information. Originator Originator information. OriginalLender Original lender information. OtherEntity Other entities information. Servicer Servicer information. InterestComputationMethod3Code Specifies the 'days' convention used to calculate interest:. Actual360 Method whereby interest is calculated based on the actual number of accrued days in the interest period and a 360-day year. IC30360ICMAor30360basicrule Method whereby interest is calculated based on a 30-day month and a 360-day year. Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month, except for February. This means that the 31st is assumed to be the 30th and 28 Feb (or 29 Feb for a leap year) is assumed to be the 28th (or 29th). It is the most commonly used 30/360 method for non-US straight and convertible bonds issued before 1 January 1999. Actual365Fixed Method whereby interest is calculated based on the actual number of accrued days in the interest period and a 365-day year. ActualActualICMA Method whereby interest is calculated based on the actual number of accrued days and the assumed number of days in a year, that is, the actual number of days in the coupon period multiplied by the number of interest payments in the year. If the coupon period is irregular (first or last coupon), it is extended or split into quasi-interest periods that have the length of a regular coupon period and the computation is operated separately on each quasi-interest period and the intermediate results are summed up. ActualActualISDA Method whereby interest is calculated based on the actual number of accrued days of the interest period that fall (falling on a normal year, year) divided by 365, added to the actual number of days of the interest period that fall (falling on a leap year, year) divided by 366. ActualActualAFB Method whereby interest is calculated based on the actual number of accrued days and a 366-day year (if 29 Feb falls in the coupon period) or a 365-day year (if 29 Feb does not fall in the coupon period). If a coupon period is longer than one year, it is split by repetitively separating full year subperiods counting backwards from the end of the coupon period (a year backwards from 28 Feb being 29 Feb, if it exists). The first of the subperiods starts on the start date of the accrued interest period and thus is possibly shorter than a year. Then the interest computation is operated separately on each subperiod and the intermediate results are summed up. Actual365LorActuActubasisRule Method whereby interest is calculated based on the actual number of accrued days and a 365-day year (if the coupon payment date is NOT in a leap year) or a 366-day year (if the coupon payment date is in a leap year). Other Any other interest computation method. InterestCoverageMethod1Choice Choice of the calculation of the Interest Coverage Ratio financial covenant requirement at level of underlying exposure. Code Calculation method for 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. NoDataOption Reason for not providing data for the interest coverage ration method. InterestCoverageRatio1 Information about interest coverage ratio. ValueAtSecuritisationDate Interest Coverage Ratio calculation for the securitised underlying exposure, at the Securitisation Date. CurrentValue Current Interest Coverage Ratio calculation for the securitised underlying exposure. CalculationMethod 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. InterestRateData1 Interest rate information to be reported in annex 2. CommonData Common information about current interest rate index and tenor. Type Interest rate type of the underlying exposure. CurrentInterestRateMargin Current interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate. AdditionalCommonData Information about interest rate reset interval, cap and floor. FirstRevisionData Underlying exposure first revision data. SecondRevisionData Underlying exposure second revision data. ThirdRevisionData Underlying exposure third revision data. RevisedInterestRateIndex Next interest rate index. RevisedInterestRateIndexTenor Tenor of the next interest rate index. InterestRateData2 Interest rate information. Type Interest rate type of the underlying exposure. OriginalInterestRate Underlying exposure all-in interest rate at the date of origination of the securitised underlying exposure. InterestRateAtSecuritisationDate 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. CommonData Common information about current interest rate index and tenor. CurrentInterestRateMargin Current interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate. CurrentIndexRate 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 Payment Date. IndexDeterminationDate If the underlying exposure Agreement states specific dates for the index to be set, enter the next index determination date. AdditionalCommonData Information about interest rate reset interval, cap and floor. RoundingIncrement Incremental percentage by which an index rate is to be rounded in determining the interest rate as set out in the underlying exposure agreement. CurrentDefaultInterestRate Interest rate used to calculate the default interest paid on the securitised underlying exposure payment date in field Payment Date. AccrualAllowed Indicates whether the documents describing the terms and conditions of the underlying exposure allow for interest to be accrued and capitalised. DayCountConvention The 'days' convention used to calculate interest. PrincipalAndInterestDue Scheduled principal & interest payment due on the securitised underlying exposure on the most recent payment date, as at the data cut-off date. PrincipalAndInterestPaid Scheduled Principal & Interest payment paid on the securitised underlying exposure from origination on the most recent payment date, as at the data cut-off date. NegativeAmortisation 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) DeferredInterest 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. TotalShortfall 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. InterestInArrears Interest that accrues on the underlying exposure paid, is in arrears. InterestRateData3 Interest rate information. Type Interest rate type of the underlying exposure. CommonData Common information about current interest rate index and tenor. CurrentInterestRateMargin Current interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate. AdditionalCommonData Information about interest rate reset interval, cap and floor. FirstRevisionData Underlying exposure first revision data. SecondRevisionData Underlying exposure second revision data. ThirdRevisionData Underlying exposure third revision data. RevisedInterestRateIndex Next interest rate index. RevisedInterestRateIndexTenor Tenor of the next interest rate index. InterestRateData4 Interest rate information. CommonData Common information about current interest rate index and tenor. CurrentInterestRateMargin Current interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate. AdditionalCommonData Information about interest rate reset interval, cap and floor. InterestRateData5 Interest rate information. CurrentInterestRate Current interest rate. CurrentInterestRateIndex The base reference interest index currently applicable (the reference rate off which the interest rate is set). CurrentInterestRateTenor Tenor of the current interest rate index. CurrentInterestRateMargin Current interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate. ResetInterval Number of months between each interest rate reset date on the underlying exposure. Cap Maximum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement. Floor Minimum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement. InterestRateDetailsCommon1 Common information about interest rate reset interval, cap and floor. ResetInterval Number of months between each interest rate reset date on the underlying exposure. Cap Maximum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement. Floor Minimum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement. InterestRateIndex1Choice Choice of interest rate index. Code Specifies the base reference interest index currently applicable (the reference rate off which the interest rate is set. NoDataOption Reason for not providing data for the current interest rate index. InterestRateIndex1Code Specifies the base reference interest index currently applicable (the reference rate off which the interest rate is set). EuropeanCentralBankBaseRate European Central Bank Base Rate (ECBR). EuroSwiss Swiss Franc LIBOR rate. FutureSWAP Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures strip component with the Swaps filling in the points to 10 years and beyond. GCFRepo GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral finance repurchase agreements index. ISDAFIX Worldwide common reference rate value for fixed interest rate swap rates, as defined by the International Swaps and Derivatives Association (ISDA). JIBAR Johannesburg Interbank Agreed Rate. LenderOwnRate Lender Own Rate (LDOR). LIBID Rate at which major international banks are willing to take deposits from one another, is normally 1/8 percent below LIBOR. London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international rate that banks lend to other banks. LIBOR London Interbank Offered Rate, the interest rate that major international banks in London charge each other for borrowing. MOSPRIM Moscow Prime Offered Rate. MuniAAA Benchmark curve used for municipals based on the best credit rating for municipal market debt. OTHER Any other rate. NIBOR Norwegian Interbank Offered Rate. Pfandbriefe Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities in significant ways. The most important difference is that Pfandbriefe carry no pre-payment risk since they remain on the balance sheet of the issuing institution. Therefore, their spreads over sovereign bonds are attributable to liquidity and credit quality alone. New indices have been created and existing indices have been modified in response to the growing importance of the Pfandbriefe market. The Deutsche Borse has three synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference for credit as well as mortgage market. PRIBOR Czech Fixing of Interest Rates on Interbank Deposits. STIBOR Stockholm Interbank Offered Rate. SWAP In curve construction, Swap is the long portion of the curve constituting about 3 years to 30 years term. The exchange of one security, currency or interest rate for another to change the maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives have changed. TELBOR Tel Aviv Interbank Offered Rate. Treasury Treasury benchmark that comes in three types: the yield curve, the par curve, and the spot curve. All curves also have a constituent time series. WIBOR Warsaw Interbank Offered Rate. TIBOR Tokyo Interbank Offered Rate. BankOfEnglandBaseRate Bank of England base rate (BOER). BBSW Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). BUBOR Budapest Interbank Offered Rate. CDOR Canadian Dollar Offered Rate. CIBOR Copenhagen Interbank Offered Rate. EONIA Euro OverNight Index Average rate. EONIASwaps Euro OverNight Index Average swap rate. Euribor Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within the Euro zone are offered by one prime bank to another prime bank. EURODOLLAR Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside the United States, and thus are not under the jurisdiction of the Federal Reserve. InterestRateIndex2Choice Choice of interest rate index. Code Specifies the base reference interest index currently applicable (the reference rate off which the interest rate is set. NoDataOption Reason for not providing data for the current interest rate index. InterestRateIndexTenor1Choice Choice of tenor for the interest rate index. Code Specifies the tenor for the interest rate index. NoDataOption Reason for not providing data for the interest rate index. InterestRateIndexTenor1Code Specifies the tenor of the interest rate index. Day1 Tenor is 1 day. IntraDay Tenor is IntraDay. Month1 Tenor is 1 month. Month12 Tenor is 12 months. Month2 Tenor is 2 months. Month3 Tenor is 3 months. Month6 Tenor is 6 months. OnDemand Tenor is on demand. Overnight Tenor is overnght. Week1 Tenor is 1 week. Week2 Tenor is 2 weeks. Other Tenor is other unspecified time unit. Month4 Tenor is 4 months. InterestRateIndexTenor2Choice Choice of tenor for the interest rate index. Code Specifies the tenor for the interest rate index. NoDataOption Reason for not providing data for the interest rate index. InterestRateResetInterval1Choice Choice between interest rate interval period or no data option. Months Number of months between each interest rate reset date on the underlying exposure. NoDataOption Reason for not providing data for interest rate reset interval. InterestRateResetInterval2Choice Choice between interest rate interval period or no data option. NumberOfMonths Number of months between each interest rate reset date on the underlying exposure. NoDataOption Reason for not providing data for interest rate reset interval. InterestRateSwap2 Interest rate swap information. 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. LEICode Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure interest rate swap provider. MaturityDate If there is an interest rate swap on the underlying exposure, enter the maturity date of the swap. Notional If there is an interest rate swap on the underlying exposure, enter the notional amount. InterestRateType1Choice Choice of interest rate type of the underlying exposure. Code Specifies the type of the interest rate. NoDataOption Reason for not providing data for interest rate type. InterestRateType2Code Specifies the type of interest rate. Discount Interest rate type is Discount. FixedRateUnderlyingExposureForLife Interest rate type is Fixed rate underlying exposure (for life). FixedRateUnderlyingExposureWithCompulsoryFutureSwitchToFloating Interest rate type is Fixed rate underlying exposure with compulsory future switch to floating. FixedWithFuturePeriodicResets Interest rate type is Fixed with future periodic resets. FloatingLinkedToIndex Interest rate type is Floating rate underlying exposure linked to one index that will revert to another index in the future. FloatingRateUnderlyingExposureForLife Interest rate type is Floating rate underlying exposure (for life). FloatingRateUnderlyingExposureWithCap Interest rate type is Floating rate underlying exposure with cap. FloatingRateUnderlyingExposureWithFloor Interest rate type is Floating rate underlying exposure with floor. FloatingRateUnderlyingExposureWithFloorAndCap Interest rate type is Floating rate underlying exposure with both floor and cap. Modular Interest rate type is Modular. ObligorSwapped Interest rate type is Obligor Swapped. Other Any other type of interest rate that can be applied. SwicthOptionality Interest rate type is Switch Optionality. IssuanceAndMaturityDetails1 Issuance and maturity details of the udnerlying exposure. CommonData Details for issuance and maturity of the underlying exposure. MaturityDateAtSecuritisationDate The maturity date of the underlying exposure as defined in the underlying exposure agreement. This would not take into account any extended maturity date that may be allowed under the underlying exposure agreement. DurationOfExtensionOption 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. NatureOfExtensionOption Reference thresholds involved for the possibility of triggering/exercising the extension option referred to in field Duration Of Extension Option. IssuanceAndMaturityDetails2 Issuance and maturity details. OriginationDate Date of original underlying exposure advance. MaturityDate The date of maturity of the underlying exposure or expiry of the lease. IssuanceAndMaturityDetails3 Issuance and maturity details. OriginationDate Date of original underlying exposure advance. MaturityDate The date of maturity of the underlying exposure or expiry of the lease. IssuanceAndMaturityDetailsCommon1 Common information on issuance and maturity of the underlying exposure. OriginationDate Date of original underlying exposure or original lease advance. MaturityDate The date of maturity of the underlying exposure or expiry of the lease. OriginalTerm Original contractual term (number of months) at the origination date. LEIIdentifier Legal Entity Identifier is a code allocated to a party as described in ISO 17442 "Financial Services - Legal Entity Identifier (LEI)". LEIIdentifier1Choice Choice between LEI identifier or no data option. LEI Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database). Where no Legal Entity Identifier is available, enter ND5. NoDataOption Reason for not providing LEI. LeasingReport1Choice Choice between performing or non performing underlying exposures-leasing report. PerformingLoan Leasing performing underlying exposures report. NonPerformingLoan Leasing non performing underlying exposures report. LegalEntityIdentifier2Choice Choice between LEI identifier or no data option. LEI Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database). NoDataOption Reason for not providing LEI. LegalForm1Choice Choice of legal form. Code Legal form type code. NoDataOption Reason for not providing data for the legal type of the obligor. LegalForm1Code Specifies the legal form of the entity. PublicCompany Customer legal type is a public company. Partnership Customer legal type is a partnership. Other Any other customer legal form. LimitedCompany Customer legal type is a limited company. Individual Customer legal type is Individual. GovernmentEntity Customer legal type is government entity. LegalForm2Choice Choice of legal form. Code Legal form type code. NoDataOption Reason for not providing data for the legal type of the obligor. LegalProcedure1 Non performing underlying exposure's legal procedures information. Type Type of the insolvency process the obligor is currently in. 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. CompletedLegalAction Description of the legal actions completed for the obligor. CurrentLegalProcessEndDate Date that the obligor entered into their current legal status. InsolvencyPractitionerAppointmentDate Date that the insolvency practitioner was appointed. NumberOfCurrentJudgements Number of outstanding Court Enforcement Orders against the obligor. NumberOfDischargedJudgements Number of discharged Court Enforcement Orders against the obligor. ExternalDemandIssuanceDate Date that a demand notice was sent by solicitors who act on behalf of the Institution ReservationOfRightsLetterIssueDate Date that the reservation of rights letter was issued by the institution. CourtJurisdiction Location of the court where the case is being heard. PossessionOrderGrantDate Date that the order for possession is granted by the court. CommentsOnOtherLitigationRelatedProcess Further comments / details if there is other litigation processes in place. GoverningLaw Jurisdiction governing the underlying exposure agreement. This does not necessarily correspond to the country where the underlying exposure was originated. MortgageArrearsResolutionProcessEntryDate Date underlying exposure entered current MortgageArrearsResolutionProcess (MARP) status. MortgageArrearsResolutionProcessStatus The status of the current Mortgage Arrears Resolution Process. LegalProcedureType1Choice Choice of legal procedure type. Code Code for type of insolvency process that the obligor is currently in. NoDataOption Reason for not providing data for legal procedure type. LegalProcedureType1Code Specifies the type of insolvency process that the obligor is currently in. CorporateInsolvencyProcedure Legal procedure type is corporate insolvency procedure, which also includes funds. CorporateRestructuringProcedure Legal procedure type is corporate restructuring procedure, which also includes funds. Other Any other type of legal procedure the obligor is currently in. PartnershipInsolvencyProcedure Legal procedure type is partnership insolvency procedure. PartnershipRestructuringProcedure Legal procedure type is partnership restructuring procedure. PrivateIndividualObligorDebtCompromiseProcedure Legal procedure type is private individual obligor debt compromise procedure. PrivateIndividualObligorInsolvencyProcedure Legal procedure type is private individual obligor insolvency procedure. LegalStatus1Choice Choice of legal status type of the obligor. Code Legal status of the obligor. NoDataOption Reason for not providing data for legal status. Lien1Choice Choice between lien position or no data option. Lien Highest lien position held by the originator in relation to the collateral. If the collateral being reported is not property collateral, enter ND5. NoDataOption Reason for not providing data for lien. LiquidationPrepayment1Choice Choice of liquidation or of prepayment. Code Code assigned to any unscheduled principal payments or liquidation proceeds received during the collection period. NoDataOption Reason for not providing data for liquidation/prepayment. LiquidationPrepayment1Code Specifies any unscheduled principal payments or liquidation proceeds received during the collection period. DiscountedPayoff Liquidation or prepayment type is discounted payoff. MaturityFullPayoff Liquidation or prepayment type is full payoff at maturity. LiquidationOrDisposition Liquidation or prepayment type is liquidation or disposition. Other Any other liquidation or prepayment type. PartialLiquidation Liquidation or prepayment type is partial liquidation (curtailment). PayoffPriorToMaturity Liquidation or prepayment type is payoff prior to maturity. PenaltyCurtailment Liquidation or prepayment type is curtailment with pPenalty. RepurchaseOrSubstitution Liquidation or prepayment type is repurchase or substitution. PenaltyPayoff Liquidation or prepayment type is payoff with penalty. YieldMaintenanceCurtailment Liquidation or prepayment type is curtailment with yield maintenance YieldMaintenancePayoff Liquidation or prepayment type is payoff with yield maintenance. LoanData45 Loan data. UnderlyingExposureData Automobile underlying exposure information section in case of non performing loan. Collateral Additional non performing collateral information. LoanData46 Loan data. UnderlyingExposureCommonData Consumer underlying exposure information section. LoanData47 Loan data. UnderlyingExposureData Consumer underlying exposure information section in case of non performing loan. Collateral Additional non performing collateral information. LoanData48 Loan data. UnderlyingExposureCommonData Credit cards underlying exposure information section. LoanData49 Loan data. UnderlyingExposureData Credit cards underlying exposure information section in case of non performing loan. Collateral Collateral information section in case of non performing loan. LoanData50 Loan data. UnderlyingExposureCommonData Leasing underlying exposures information section. LoanData51 Loan data. UnderlyingExposureData Leasing underlying exposure information section in case of non performing loan. Collateral Collateral information section in case of non performing loan. LoanData52 Loan data. UnderlyingExposureCommonData Esoteric underlying exposure information section. Collateral Esoteric collateral information section. LoanData53 Loan data. UnderlyingExposureData Esoteric underlying exposure information section in case of non performing loan. Collateral Esoteric collateral information section in case of non performing loan. LoanData54 Loan data. UnderlyingExposureCommonData Automobile underlying exposure information section. LoanPurpose1Choice Choice of reason for the obligor taking out the loan. Code Specifies the reason for the obligor taking out the loan. NoDataOption Reason for not providing data for the loan purpose. LoanPurpose1Code Specifies the reason for the obligor taking out the loan. BusinessFunding Purpose of taking out the loan is Business Funding. CombinationMortgage Purpose of taking out the loan is Combination Mortgage. Construction Purpose of taking out the loan is Construction. EquityRelease Purpose of taking out the loan is Equity Release. InvestmentMortgage Purpose of taking out the loan is Investment Mortgage. GovernmentSponsoredLoan Purpose of taking out the loan is Government Sponsored Loan. Other Any other purpose for taking out the loan. Purchase Purpose of taking out the loan is Purchase. Remortgage Purpose of taking out the loan is Remortgage RemortgageWithEquityRelease Purpose of taking out the loan is Remortgage with Equity Release. Renovation Purpose of taking out the loan is Renovation. RightToBuy Purpose of taking out the loan is Right to Buy. DebtConsolidation Purpose of taking out the loan is Debt Consolidation. LoanPurpose2Choice Choice of reason for the obligor taking out the loan. Code Specifies the reason for the obligor taking out the loan. NoDataOption Reason for not providing data for the loan purpose. LoanPurpose2Code Specifies the reason for taking out a loan. Tuition Purpose of taking out the loan is tuition. LivingExpenses Purpose of taking out the loan is living expenses. Medical Purpose of taking out the loan is medical. HomeImprovement Purpose of taking out the loan is home improvement. ApplianceOrFurniture Purpose of taking out the loan is for appliances or furniture. Travel Purpose of taking out the loan is travel. DebtConsolidation Purpose of taking out the loan is Debt Consolidation. NewCar Purpose of taking out the loan is for new car. UsedCar Purpose of taking out the loan is for used car. OtherVehicle Purpose of taking out the loan is for other vehicle. Equipment Purpose of taking out the loan is for equipment. Property Purpose of taking out the loan is for property. Other Any other purpose for taking out the loan. LoanToValueRatio3 Information about loan-to-value ratio of the underlying exposure. Original The ratio of the underlying exposure balance at origination relative to the automobile value at origination. Current Current Loan to Value ratio (LTV) for the entire lending arrangement (i.e. not just reflecting the securitised loan amount). Max10000Text Specifies a character string with a maximum length of 10000 characters. Max10000Text1Choice Choice between a value of max 10000 characters or no data option. Value A text with up to 100 characters. NoDataOption Reason for not providing data. Max1000Text Specifies a character string with a maximum length of 1000 characters. Max1000Text1Choice Choice between a value of max 1000 characters or no data option. Value A text with up to 1000 characters. NoDataOption Reason for not providing data. Max1000Text2Choice Choice between a value of max 1000 characters or no data option. Value A text with up to 1000 characters. NoDataOption Reason for not providing data. Max100Text Specifies a character string with a maximum length of 100 characters. Max100Text1Choice Choice between a value of max 100 characters or no data option. Value A text with up to 100 characters. NoDataOption Reason for not providing data. Max100Text2Choice Choice between a value of max 100 characters or no data option. Value A text with up to 100 characters. NoDataOption Reason for not providing data. Max100Text3Choice Choice between a value of max 100 characters or no data option. Value A text with up to 100 characters. NoDataOption Reason for not providing data. Max4Number Number (max 9999) of objects represented as an integer. Max4Number1Choice Choice between integer number or no data option. Number Integer number. NoDataOption Reason for not providing data for weighted average life. Max4Number2Choice Choice between integer number or no data option. Number Integer number. NoDataOption Reason for not providing data for duration of extension. Max4PositiveNumber Number (max 9999) of objects represented as a positive integer. Max4PositiveNumber1Choice Choice between positive integer (max 4 digits) or no data option. Number Positive integer number with maximum 4 digits. NoDataOption Reason for not providing data for original term. Max4PositiveNumber2Choice Choice between positive integer (max 4 digits) or no data option. Number Positive integer number with maximum 4 digits. NoDataOption Reason for not providing data for number of payments. Max9PositiveNumber Number (max 999999999)of objects represented as a positive integer. ModificationType1Choice Choice of modification of the underlying exposure. Code Code for the modification type. NoDataOption Reason for not providing data on modification. ModificationType1Code Specifies the type of modification. AmortisationChange Modification type is amortisation change. CapitalisationOfCostsAdvanced Modification type is capitalisation of costs advanced, for example insurance, ground rent. CapitalisationOfInterest Modification type is capitalisation of interest. Combination Modification type is combination. MaturityDateExtension Modification type is maturity date extension. Other Any other type of modification. PrincipalWriteOff Modification type is principal write-off. TemporaryRateReduction Modification type is temporary rate reduction. Monetary1Choice Choice between a currency and amount or no data option. Value Value and currency of amount. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NoDataOption Reason for not providing data for amount and currency. Monetary2Choice Choice between a currency and amount or no data option. Value Value and currency of amount. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NoDataOption Reason for not providing data for amount and currency. Monetary3Choice Choice between a currency and amount or no data option. Value Value and currency of amount. NoDataOption Reason for not providing data for amount and currency. MortgageArrearsResolutionProcessStatus1Choice Choice of Mortgage Arrears Resolution Process (MARP) status. Code Code for MARP status. NoDataOption Reason for not providing a MARP status code. MortgageArrearsResolutionProcessStatus1Code Specifies the status of the current MARP (Mortgage Arrears Resolution Process). AlternativeRepaymentArrangement Mortgage is in alternative repayment arragnement. ExitedMARP Mortgage has exited MARP. NotInMARP Mortgage is not in MARP. Other Mortgage is in any other MARP status. Provision23DaysInArrears31 Mortgage is in provision 23, 31 days in arrears. Provision24FinancialDifficulty Mortgage is in provision 24, financial difficulty. Provision28NotCoOperatingWarning Mortgage is in provision 28, not co-operating warning. Provision29NotCoOperating Mortgage is in provision 29, not co-operating. Provision42RestructureOffer Mortgage is in provision 42, restructure offer. Provision45RestructureDeclinedBySeller Mortgage is in provision 42, restructure declined by seller. Provision47RestructureDeclinedByBorrower Mortgage is in provision 47, restructure declined by borrower. SelfCure Mortgage is in self cure. NACESubDomainIdentifier Sub domain identifier for NACE (Nomenclature of Economic Activities which is the European statistical classification of economic activities). NoDataAllowedJustification1Code Specifies the reason for not providing data for a specific field. NoData1 Data not collected as not required by the lending or underwriting criteria. NoData2 Data collected on underlying exposure application but not loaded into the originator’s reporting system. NoData3 Data collected on underlying exposure application but loaded onto a separate system from the originator’s reporting system. NoData5 Not applicable. NoDataAllowedJustification2Code Specifies the reason for not providing data for a specific field. NoData1 Data not collected as not required by the lending or underwriting criteria. NoData2 Data collected on underlying exposure application but not loaded into the originator’s reporting system. NoData3 Data collected on underlying exposure application but loaded onto a separate system from the originator’s reporting system. NoDataAllowedJustification3Code Specifies the reason for not providing data for a specific field. NoData5 Not applicable. NoDataAllowedJustification4Code Specifies the reason for not providing data for a specific field. NoData4 Data collected but will only be available from reported date. NoDataFour1 Option for field values when data is not available at the momment of reporting but will be in the future. Date Data collected but will only be available from reported date. NoData Data collected but will only be available from reported date. NoDataJustification1Choice Options for field values when data is not available. NoData Options for field values when data is not available. NoData4 Option for field values when data is not available at the moment but will be in future. NoDataJustification3Choice Options for field values when data is not available. NoData Options for field values when data is not available. NoDataJustification4Choice Options for field values when data is not available. NoData Options for field values when data is not available. NoData4 Option for field values when data is not available at the moment but will be in future. NumberOfDays1Choice Choice between number of days or no data option. NumberOfDays Number of days. NoDataOption Reason for not providing number of days. NumberOfDays2Choice Choice between number of days or no data option. Number Number of days. NoDataOption Reason for not providing data for number of days in arrears. NumberOfLeasedObjects1Choice Choice between number of assets or no data option. Number Number of individual assets covered by this underlying exposure. NoDataOption Reason for not providing data for number of leased objects. NumberOfPayments1Choice Choice between number of payments before securitisation or no data option. Number Enter the number of payments made prior to the exposure being transferred to the securitisation. NoDataOption Reason for not providing data for number of payments. NumberOfProperties1Choice Choice between number of properties of the underlying exposure or no data option. Number Number of properties that serve as security for the underlying exposure. NoDataOption Reason for not providing data for number of properties. NumberOfProperties2Choice Choice between number of properties of the underlying exposure or no data option. Number Number of properties that serve as security for the underlying exposure. NoDataOption Reason for not providing data for number of properties. NumberOfUnits1Choice Choice between number of property units or no data option. Value For property type Multifamily enter number of units, for Hospitality/Hotel/Healthcare - beds, for Caravan Parks - units, Lodging=rooms, Self Storage=units. NoDataOption Reason for not providing data for total rentable area in square metres. ObligorBreakagePay1Code Specifies the extent to which the obligor is obligated to pay breakage costs to the underlying exposure swap provider. In the event of multiple swaps, enter in the most appropriate value. NoIndemnificationFromObligor Obligor is not obliged to pay indemnification. PartialIndemnificationFromObligor Obligor must pay partial indemnification. TotalIndemnificationFromObligor Obligor must pay total indemnification. ObligorCommonData1 Additional common obligor information. EmploymentStatus Employment status of the primary obligor. CreditImpairedObligor Indicates whether, 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 under forbearance. ObligorDetails1 Provides information on the obligor. Resident Indicates whether the primary obligor is a resident of the country in which the collateral and underlying exposure reside. TerritorialUnit Geographical region (NUTS3) of the obligor. CustomerType Customer type at origination. FinancialDetails Obligor's financial details. AdditionalCommonData Common obligor's information among annexes. ObligorDetails2 Provides information on the obligor. TerritorialUnit Common information about obligor's geographical region. FinancialDetails Obligor's financial details. ObligorDetails3 Provides information on the obligor. TerritorialUnit Common information about obligor's geographical region. CreditImpairedObligor Indicates whether, 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 under forbearance. CustomerType Customer type at origination. EconomicActivity Obligor industry SIC Code, as set out in the condensed SIC Code List used by UK Companies House. ObligorBaselThreeSegment Obligor Basel III Segment. FinancialDetails Obligor's financial details. ObligorDetails4 Provides information on the obligor. TerritorialUnit Common information about obligor's geographical region. AdditionalCommonData Common obligor's information among annexes. LegalForm Legal form of customer. CustomerType Customer type at origination. IncomeData Obligor's income details. ObligorDetails5 Provides information on the obligor. TerritorialUnit Common information about obligor's geographical region. AdditionalCommonData Common obligor's information among annexes. CustomerType Customer type at origination. PrimaryIncomeData Obligor's financial details. ObligorDetails6 Provides information on the obligor. TerritorialUnit Common information about obligor's geographical region. CreditImpairedObligor Indicates whether, 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 under forbearance. CustomerType Customer type at origination. EconomicActivity Lessee industry SIC Code, as set out in the condensed SIC Code List used by UK Companies House. ObligorBaselThreeSegment Obligor Basel III Segment. FinancialDetails Obligor's financial details. ObligorDetails7 Provides information on the obligor. TerritorialUnit Common information about obligor's geographical region. EmploymentStatus Employment status of the primary obligor. CreditImpairedObligor Indicates whether, 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 under forbearance. LegalForm Legal form of customer. EconomicActivity Obligor industry SIC Code, as set out in the condensed SIC Code List used by UK Companies House. PrimaryIncome Obligor's primary income information. Revenue Annual sales volume net of all discounts and sales taxes of the obligor. Equivalent to the concept of ‘total annual sales’ in Article 153(4) of Regulation (EU) No 575/2013. ObligorLegalStatus1Code Specifies the type of legal status of the obligor. ListedCorporate Legal status is listed corporate. Listed Corporate is a Corporate entity whose shares are quoted and traded on a Stock Exchange. ListedFund Legal status is listed fund. Listed Fund is a fund whose shares are quoted and traded on a Stock exchange. Partnership Legal status is partnership. Partnership is where the Sponsor constitutes a group of individuals who form a legal partnership, where profits and liabilities are shared. PrivateIndividual Legal status is private individual. UnlistedCorporate Legal status is unlisted corporate. 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. UnlistedFund Legal status is unlisted fund. Unlisted Fund is a fund whose shares are not quoted and traded on a Stock exchange. ObligorLegalType1Code Specifies the legal form of the customer. GovernmentEntity Customer legal type is government entity. Individual Customer legal type is Individual. LimitedCompany Customer legal type is a limited company. Other Any other customer legal form. Partnership Customer legal type is a partnership. PublicCompany Customer legal type is a public company. OccupancyType1Choice Choice of property occupancy type. Code Specifies the type of property occupancy. If the collateral being reported is not property collateral, enter No Data Option ND5. NoDataOption Reason for not providing data for occupancy type. OccupancyType1Code Specifies the ownership status type of the occupancy. HolidayOrSecondHome Property is a second home or a holiday home. NonOwnerOccupiedOrBuyToLet Property is Non-Owner Occupied or Buy-To-Let. Other Any other type of occupancy of a property. OwnerOccupied Property is owned by a private household with the purpose of providing shelter to its owner. PartiallyOwnerOccupied Property is partly rented. OriginationChannel1Choice Choice of the origination channel of the underlying exposure. Code Specifies the underlying exposure's origination channel. NoDataOption Reason for not providing data for origination channel. OriginationChannel1Code Specifies the origination channel of the underlying exposure. Broker Origination channel type is Broker. CentralOrDirect Origination channel type is Central or Direct Internet Origination channel type is Internet. OfficeOrBranchNetwork Origination channel type is Office or Branch Network. Other Origination channel type is Other. ThirdPartyChannelButUnderwritingPerformedEntirelyByTheOriginator Origination channel type is Third Party Channel but Underwriting Performed Entirely by the Originator. Package Origination channel type is Package. OriginationChannel2Choice Choice of the origination channel of the underlying exposure. Code Specifies the underlying exposure's origination channel. NoDataOption Reason for not providing data for origination channel. OriginationChannel2Code Specifies the origination channel type of the underlying exposure. OfficeOrBranchNetwork Origination channel type is Office or Branch Network. Broker Origination channel type is Broker. Internet Origination channel type is Internet. Other Origination channel type is Other. OriginationChannel3Choice Choice of the origination channel of the underlying exposure. Code Specifies the underlying exposure's origination channel. NoDataOption Reason for not providing data for origination channel. OriginationChannel3Code Specifies the origination channel type of the underlying exposure. AutomobileDealer Origination channel type is automobile dealer. Broker Origination channel type is Broker. Direct Origination channel type is direct. Indirect Origination channel type is indirect. Other Origination channel type is Other. OriginationChannel4Choice Choice of the origination channel of the underlying exposure. Code Specifies the underlying exposure's origination channel. NoDataOption Reason for not providing data for origination channel. OriginationChannel4Code Specifies the origination channel type of the underlying exposure. Internet Origination channel type is Internet. Branch Origination channel is branch. Telesale Origination channel is telesale. Stand Origination channel is stand. Post Origination channel is post. WhiteLabel Origination channel is white label. Magazine Origination channel is magazine. AutomobileDealer Origination channel type is automobile dealer. Other Origination channel type is Other. OriginationChannel5Choice Choice of the origination channel of the underlying exposure. Code Specifies the underlying exposure's origination channel. NoDataOption Reason for not providing data for origination channel. OriginationChannel5Code Specifies the origination channel type of the underlying exposure. Internet Origination channel type is Internet. Branch Origination channel is branch. Telesale Origination channel is telesale. Stand Origination channel is stand. Post Origination channel is post. WhiteLabel Origination channel is white label. Magazine Origination channel is magazine. Other Origination channel type is Other. OtherEntityDetails1 Other entities information. Sponsor The name of the underlying exposure sponsor. AgentBankSyndicationLEI Provides 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. OtherSwap1 Other swap information. Provider 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. LEICode Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure 'other' swap provider. ObligorBreakagePayExtent 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. ParticipationMethod1Choice Choice of participation method used by the Securitisation Special Purpose Entities (SSPE). Code Method used by the SSPE to acquire ownership in the syndicated underlying exposure. NoDataOption Reason for not providing data for the SSPE participation method. ParticipationMethod1Code Specifies the method used by the Securitisation Special Purpose Entities (SSPE) to acquire ownership in the syndicated underlying exposure. Assignment Participation of the SSPE acquired by assignment. EquitableAssignment Participation of the SSPE acquired by equitable assignment. FundedParticipation Participation of the SSPE is funded participation (pari passu interest). JuniorParticipationInterest Participation of the SSPE is junior participation interest. LegalAssginment Participation of the SSPE acquired by legal assignment. NotifiedAssignment Participation of the SSPE acquired by notified assignment. Novation Participation of the SSPE acquired by novation. Other Any other method used by the SSPE. RiskParticipation Participation of the SSPE is risk participation. SaleEvent Participation of the SSPE acquired by sale event. SubParticipation Participation of the SSPE is sub participation. PaymentData1 Underlying exposure payment data. CommonData Common payment information. PaymentDate 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. NextPaymentAdjustmentDate For adjustable rate underlying exposures, the next date that the amount of scheduled principal and/or interest is due to change. For fixed rate underlying exposures, enter the next payment date. NextPaymentDate Date of next underlying exposure payment. PaymentData2 Underlying exposure payment data. CommonData Common payment information. PaymentInKind Indicates whether the underlying exposure currently paying in kind (i.e. interest is paid in the form of capitalised principal). PaymentData3 Underlying exposure payment data. NumberOfPaymentsBeforeSecuritisation Enter the number of payments made prior to the exposure being transferred to the securitisation. PaymentDue This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure. PaymentDataCommon1 Common information about underlying exposure payment. NumberOfPaymentsBeforeSecuritisation Enter the number of payments made prior to the exposure being transferred to the securitisation. PaymentDue This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure. PaymentFrequency1Choice Choice of payments frequency. Code Code for frequency of payment. NoDataOption Reason for not providing data for the frequency of payments. PaymentFrequency2Choice Choice of payments frequency. Code Code for frequency of payment. NoDataOption Reason for not providing data for the frequency of payments. PaymentMethod2Choice Choice of payment method. Code Usual method of payment (can be based upon last payment received). NoDataOption Reason for not providing data for payment method. PercentageRate Rate expressed as a percentage, that is, in hundredths, for example, 0.7 is 7/10 of a percent, and 7.0 is 7%. PercentageRate1Choice Choice between percentage value or no data option. Rate Give the percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). NoDataOption Reason for not providing percentage. PercentageRate2Choice Choice between percentage value or no data option. Rate Give the percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). NoDataOption Reason for not providing percentage. PercentageRate3Choice Choice between percentage value or no data option. Rate Give the percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). NoDataOption Reason for not providing percentage. PerformanceData2 Information for underlying exposure performance. CommonData Common performance information. ObligorReportingBreach Indicates whether the obligor is in breach of its obligation to deliver reports to underlying exposure servicer or lender. SpecialServicingStatus As of the underlying exposure Payment Date, the underlying exposure is currently being specially serviced. MostRecentSpecialServicerTransferDate 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. MostRecentPrimaryServicerReturnDate 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. NonRecoverabilityDetermined Indicates 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. CovenantBreachTriggerType Type of Covenant Breach / Trigger. BreachDate The date that any breach of the underlying exposure terms and conditions occurred. If multiple breaches, the date of the earliest breach. BreachCureDate The date that any breach reported in field "Date Of Breach" cured. If multiple breaches, the date which the last breach cured. ServicerWatchlistCode If the underlying exposure has been entered onto the servicer watchlist, enter the most appropriate corresponding code from Table 3 in Annex I of this Regulation. If multiple criteria are applicable, list the most detrimental code. ServicerWatchlistDate Determination Date that 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. PerformanceData3 Information for underlying exposure performance. AccountStatus Current status of the underlying exposure that has been securitised. RestructuringDate 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 under forbearance. In the event of multiple dates, all dates must be provided in accordance with the XML schema. PerformanceData4 Information for underlying exposure performance. AccountStatus Current status of the underlying exposure that has been securitised. RedemptionDate Date on which account redeemed or (for defaulted underlying exposures) the date that the recovery process was completed. PerformanceDataCommon1 Common information for underlying exposure performance. AccountStatus Current status of the underlying exposure that has been securitised. RedemptionDate Date on which account redeemed or (for defaulted underlying exposures) the date that the recovery process was completed. RestructuringDate 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 under forbearance. In the event of multiple dates, all dates must be provided in accordance with the XML schema. Period11 Period defined by a start date, and an end date. FromDate Date at which the range starts. ToDate Date at which the range ends. PlusOrMinusIndicator Indicates a positive or negative value. PrepaymentDetails1 Information about underlying exposure prepayment. PrepaymentCommonData Common prepayment information. LockOutEndDate The date after which the lender allows prepayment of the underlying exposure. PrepaymentDetails2 Information about underlying exposure prepayment. LockOutEndDate The date after which the lender allows prepayment of the underlying exposure. 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. FeeEndDate The date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid. TermDescription 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). YieldMaintenanceEndDate Date after which underlying exposure can be prepaid without yield maintenance. UnscheduledPrincipalCollection 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. LiquidationPrepaymentDate The most recent date on which an unscheduled principal payment was received or liquidation proceeds are received. LiquidationPrepaymentCode Code assigned to any unscheduled principal payments or liquidation proceeds received during the collection period. InterestExcessShortfall 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. PrepaymentDetails3 Information about underlying exposure prepayment. AllowedPerYear 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. 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. FeeEndDate The date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid. LatestDate The latest date on which an unscheduled principal payment was received. CumulativePrepayment Total prepayments collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination date. LockOutEndDate The date after which the lender allows prepayment of the underlying exposure. PrepaymentDetailsCommon1 Common information for underlying exposure prepayment. AllowedPerYear 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. 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. FeeEndDate The date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid. LatestDate The latest date on which an unscheduled principal payment was received. CumulativeAmount Total prepayments collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination date. PrimaryIncome1 Obligor's primary income details. IncomeValue 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. Type The type of obligor's primary income as reported in the securitisation. Verification Primary income verification. PrimaryIncome2 Obligor's primary income details. IncomeValue 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. Type The type of obligor's primary income as reported in the securitisation. Verification Primary income verification. PrimaryIncome3 Obligor's primary income details. IncomeValue 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. Type The type of obligor's primary income as reported in the securitisation. Verification Primary income verification. PrimaryIncomeType1Choice Choice of primary income type of the obligor at the time of origination. Code Specifies the type of the obligor's primary income. NoDataOption Reason for not providing data for primary income type. PrimaryIncomeType1Code Specifies the obligor's annual primary income used to underwrite the underlying exposure at the time of origination. BorrowerIsLegalEntity Primary income type is Borrower is legal entity. DisposableIncome Primary income type is Disposable Income. EstimatedNetAnnualIncomeNetOfSocialSecurityOnly Primary income type is Estimated Net Annual Income (net of social security only). EstimatedNetAnnualIncomeNetOfTaxAndSocialSecurity Primary income type is Estimated net annual income (net of tax and social security). EstimatedNetAnnualIncomeNetOfTaxOnly Primary income type is Estimated Net Annual Income (net of tax only). GrossAnnualIncome Primary income type is Gross annual income. NetAnnualIncomeNetOfSocialSecurityOnly Primary income type is Net Annual Income (net of social security only). NetAnnualIncomeNetOfTaxAndSocialSecurity Primary income type is Net annual income (net of tax and social security). NetAnnualIncomeNetOfTaxOnly Primary income type is Net Annual Income (net of tax only). Other Primary income type is Other. PrimaryIncomeType2Choice Choice of primary income type of the obligor at the time of origination. Code Specifies the type of the obligor's primary income. NoDataOption Reason for not providing data for primary income type. PrincipalRepaymentDetails1 Principal repayment details. CommonData Information about grace period end date and scheduled payments. AmortisationType Type of amortisation of the underlying exposure including principal and interest. BalloonAmount Total amount of (securitised) principal repayment to be paid at the maturity date of the underlying exposure. PrincipalRepaymentDetails2 Principal repayment details. CommonData Information about grace period end date and scheduled payments. AmortisationType Type of amortisation of the underlying exposure including principal and interest. StartDate Date that amortisation will commence on the securitised underlying exposure (this can be a date prior to the securitisation date). GraceDaysAllowed 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). Structure Structure of the underlyling exposure. WaterfallInterestPayment Waterfall pre-enforcement schedule for interest payments. WaterfallPrincipalPayment Waterfall pre-enforcement schedule for principal payments. PrincipalAllocationToSeniorLoan Percentage 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). WaterfallType Type of waterfall governing the overall lending arrangement. PrincipalRepaymentDetails3 Principal repayment details. AmortisationType Type of amortisation of the underlying exposure including principal and interest. GracePeriodEndDate If applicable as at the data cut-off date, indicate the principal grace period end date. ScheduledPaymentFrequency Frequency of principal payments due, i.e. period between payments. InterestPaymentFrequency Frequency of interest payments due, i.e. period between payments. BalloonAmount Total amount of (securitised) principal repayment to be paid at the maturity date of the underlying exposure. PrincipalRepaymentDetails4 Principal repayment details. CommonData Information about grace period end date and scheduled payments. AmortisationType Type of amortisation of the underlying exposure including principal and interest. BalloonAmount Total amount of (securitised) principal repayment to be paid at the maturity date of the underlying exposure. OptionToBuyPrice 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 Securitised Residual Value. PrincipalRepaymentDetails5 Principal repayment details. CommonData Information about grace period end date and scheduled payments. AmortisationType Type of amortisation of the underlying exposure including principal and interest. PrincipalRepaymentDetails6 Principal repayment details. CommonData Information about grace period end date and scheduled payments. AmortisationType Type of amortisation of the underlying exposure including principal and interest. OptionToBuyPrice 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 Securitised Residual Value. PrincipalRepaymentDetails7 Principal repayment details. AmortisationType Type of amortisation of the underlying exposure including principal and interest. GracePeriodEndDate If applicable as at the data cut-off date, indicate the principal grace period end date. ScheduledPaymentFrequency Frequency of principal payments due, i.e. period between payments. InterestPaymentFrequency Frequency of interest payments due, i.e. period between payments. BalloonAmount Total amount of (securitised) principal repayment to be paid at the maturity date of the underlying exposure. Product2Choice Choice of product type, that is the classification of the lease, per lessor's definitions. Code Classification of the lease, per lessor's definitions. NoDataOption Reason for not providing data for product type. PropertyStatus1Choice Choice of properties' status. Code Specifies the status of properties. Where multiple situations from the list below exist, choose the situation which best represents the overall set of properties. NoDataOption Reason for not providing data for the status of properties. PropertyStatus1Code Specifies the status of properties. Where multiple situations exist, choose the situation which best represents the overall set of properties. Defeased Status of properties is defeased. InForeclosure Status of properties is in foreclosure. LastingPowerOfAttorney Status of properties is lasting power of attorney. InSpecialServicing Status of properties is in special servicing. Other Any other status of properties. PartialRelease Status of properties is partial release. RealEstateOwned Status of properties is real estate owned. Receivership Status of properties is receivership. Released Status of properties is released. SameAsSecuritisationDate Status of properties is the same as at securitisation date. PropertyTitle1Choice Choice of form of property title. Code 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. If the collateral being reported is not property collateral, enter No Data Option ND5. NoDataOption Reason for not providing data for property's title form. PropertyTitleForm1Code Specifies 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. Freehold Form of property title is freehold. Leasehold Form of property title is leasehold. Mixed Form of property title is mixed. Other Any other form of property title. PropertyType1Choice Choice of collateral's property type. Code Specifies the collateral's property type. If the collateral being reported is not property collateral, enter No Data Option ND5. NoDataOption .Reason for not providing data for the collateral, PropertyType2Choice Choice of collateral's property type. Code Specifies the collateral's property type. If the collateral being reported is not property collateral, enter No Data Option ND5. NoDataOption .Reason for not providing data for the collateral, PropertyType1Code Specifies the type of the property. CommercialOrBusinessUse Property is used for commercial or business purposes. PartialCommercialUse Property type is partial commercial use, that is 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. ResidentialBungalow Property type is residential bungalow. ResidentialHouse Property type is residential house, detached or semi-detached. ResidentialTerracedHouse Property type is residential terraced house. ResidentialFlatOrApartment Property type is residential flat or apartment. Other Any other type of property. Multifamily Property type is multifamily house, that is properties with more than four units securing one underlying exposure. LandOnly Property type is land only. PropertyType2Code Specifies the type of the property. CaravanPark Property is caravan park. CarPark Property type is car park. HealthCare Property type is healthcare. HospitalityOrHotel Property type is hospitality or hotel. Industrial Property type is industrial. LandOnly Property type is land only. Leisure Property type is leisure. Multifamily Property type is multifamily house, that is properties with more than four units securing one underlying exposure. MixedUse Property type is mixed use. Office Property type is office. Pub Property type is pub. Retail Property type is retail. SelfStorage Property type is self storage. Warehouse Property type is warehouse. Various Property type is various. Other Property type is other. ReasonForDefaultOrForclosure1Choice Choice of reason for default or foreclosure, if the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013. Code Specifies the appropriate reason, if the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013. NoDataOption Reason for not providing a reason for default or foreclosure for the underlying exposure. ReasonForDefaultOrForclosure1Code Specifies the reason for the underlying exposure being in default as per Article 178 of Regulation (EU) No 575/2013. DebtPastDue Reason is In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. UnlikelyToPay Reason is In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. UnlikelyToPayAndPastDue Reason is 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. RecoveriesData1 Recoveries information. EnforcementStartDate The date on which foreclosure or administration proceedings or alternative enforcement procedures were initiated against or agreed by the obligor. WorkoutStrategyCode Work-out strategy. ExpectedRecoveryTiming The underlying exposure servicer's expected recovery timing in months. CommonData Common recoveries information. NetProceedsOnLiquidation 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. LiquidationExpense 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. RecoveriesData2 Recoveries information. CommonData Common recoveries information. SalePrice Price achieved on sale of vehicle in case of foreclosure. ResidualValueLoss Residual value loss arising on turn-in of vehicle. If the residual value has not been securitised, enter ND5. RecoveriesData3 Recoveries information. RecoverySource Source of the recoveries. CommonData Common recoveries information. RecoveriesData4 Recoveries information. CumulativeRecoveries 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. AllocatedLoss 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. RecoveriesDataCommon1 Common information about recoveries of the underlying exposure. CumulativeRecoveries 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. AllocatedLoss 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. RecoverySource1Choice Choice of recovery source. Code Source of recoveries code. NoDataOption Reason for not providing data for recoveries source. RecoverySource1Code Specifies the source of the recoveries. AdditionalLending Recovery source is additional lending. CashRecoveries Recovery source is cash recoveries. EnforcementOfGuarantees Recovery source is enforcement of guarantees. LiquidationOfCollateral Recovery source is liquidation of collateral. Mixed Recovery source is mixed. Other Any other source of recovery. RepaymentCommonData1 Common information among annexes for underlying exposure's principal repayment. GracePeriodEndDate If applicable as at the data cut-off date, indicate the principal grace period end date. ScheduledPaymentFrequency Frequency of principal payments due, i.e. period between payments. InterestPaymentFrequency Frequency of interest payments due, i.e. period between payments. RepaymentData1 Underlying exposure repayment information. ExternalCollectionLevel Indicates whether the external collections have been prepared on an obligor level or on an underlying exposure Level. RepaymentPlan Indicates whether a repayment plan has been agreed with the external collection agency. ForbearanceLevel Indicates whether forbearance has been prepared on an obligor level or an underlying exposure level. FirstForbearanceDate Date that the first forbearance happened. NumberOfHistoricalForbearance Number of forbearance(s) that happened in the past. PrincipalForgiveness Amount of the principal that was forgiven as part of current forbearance, including principal forgiveness agreed by external collection agencies. PrincipalForgivenessDate Date that the principal forgiveness happened. ForbearanceEndDate Date that the current forbearance arrangement ends. RepaymentAmountUnderForbearance Periodic repayment amount that the Institution and obligor agreed under the current forbearance terms. ReportCancellation3 Cancels a specific report of the Securitisation, based on the securitisation identifier and the submission date of the report. SecuritisationIdentifier The unique identifier assigned by the reporting entity to this non-ABCP securitisation CutOffDate The data cut-off date for this data submission. ReserveAccount1 Reserve information of the underlying exposure. TotalBalance 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 "Collection of Other Reserves" is equal to "Y" = Yes. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. ConditionOfDrawingCashReserve When the Cash Reserve can be used. ResidentialRealEstateReport1Choice Choice between performing or non performing underlying exposures-residential real estate report. PerformingLoan Residential real estate performing underlying exposures report. NonPerformingLoan Residential real estate non performing underlying exposures report. Revision1 Underlying exposure data at first revision. Margin 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 that 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. InterestRevisionDate Date of interest rate next changes (e.g. discount margin changes, fixed period ends, underlying exposure re-fixed etc. this is not the next reset date of the relevant reference rate/index). SecondaryIncome2 Obligor's secondary income details reported in annex 2. IncomeValue 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. Verification Income verification for secondary income. Securitisation1 Securitisation report containing underlying exposure data. SecuritisationIdentifier Unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) …/… [include number of the disclosure RTS]. CutOffDate The data cut-off date for this data submission. UnderlyingExposureRecord Underlying exposure record. SecuritisationAccountStatus1Code Specifies the current status of the underlying exposure that has been securitised. Arrears Account status of the underlying exposure is Arrears. DefaultedAccordingToArticle178OfRegulationEUNo5752013 Account status of the underlying exposure is Defaulted according to Article 178 of Regulation (EU) No 575/2013. DefaultedByArticle178AndByAnotherDefinition Account status of the underlying exposure is Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met DefaultedOnlyUnderAnotherDefinition Account status of the underlying exposure is Defaulted only under another definition of default being met. NotDefaulted Account status of the underlying exposure is Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met. Other Account status of the underlying exposure is Other. Performing Account status of the underlying exposure is Performing. Redeemed Account status of the underlying exposure is Redeemed. RepurchasedBySellerBreachOfRepresentationsAndWarranties Account status of the underlying exposure is Repurchased by Seller – Breach of Representations and Warranties. RepurchasedBySellerDefaulted Account status of the underlying exposure is Repurchased by seller – Defaulted. RepurchasedBySellerOtherReason Account status of the underlying exposure is Repurchased by Seller – Other Reason. RepurchasedBySellerRestructured Account status of the underlying exposure is Repurchased by seller – 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 under forbearance. RepurchasedBySellerSpecialServicing Account status of the underlying exposure is Repurchased by Seller – Special Servicing. RestructuredArrears Account status of the underlying exposure is Restructured - Arrears. 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 under forbearance. RestructuredNoArrears Account status of the underlying exposure is Restructured - No Arrears. 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 under forbearance. SecuritisationBalanceDetails1 Underlying exposure's balance details. CurrentPrincipalBalance 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. PurchasePrice Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied. OriginalPrincipalBalance 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. PriorPrincipalBalance Total balances ranking prior to this underlying exposure (including those held with other lenders). If there are no prior balances, enter 0.  PariPassuUnderlyingExposure 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.  TotalCreditLimit 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. SecuritisationBalanceDetails2 Underlying exposure's balance details. CurrentPrincipalBalance 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. PurchasePrice Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied. OriginalPrincipalBalance 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. OriginalPrincipalBalanceAtSecuritisationDate Original Principal Balance of the securitised underlying exposure at the Securitisation Date as identified in the Offering Circular. TotalOtherOutstandingAmount 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. UndrawnFacilityBalance 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 that the obligor can still draw upon. LatestUtilisationDate Date of the most recent utilisation/drawdown of the underlying exposure facility agreement. DefaultedPurchasePrice 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. SecuritisationBalanceDetails3 Underlying exposure's balance details. CommonData Balane common data. OriginalPrincipalBalance 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. MarketValue For Collateralised Loan Obligation securitisations, enter the market value of the security. PriorPrincipalBalance Total balances ranking prior to this underlying exposure (including those held with other lenders). If there are no prior balances, enter 0.  TotalCreditLimit 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. SecuritisationBalanceDetails4 Underlying exposure's balance details. CurrentPrincipalBalance 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. PurchasePrice Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied. OriginalPrincipalBalance Obligor's underlying exposure principal balance or discounted lease balance (inclusive of capitalised fees) at origination. SecuritisationBalanceDetails5 Underlying exposure's balance details. CommonData Information about currency denomination and purchase price that are common among annexes. OriginalPrincipalBalance 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. TotalCreditLimit 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. RevolvingEndDate 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. SecuritisationBalanceDetails6 Underlying exposure's balance details. PurchasePrice Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied. OriginalPrincipalBalance 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. CurrentPrincipalBalance 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. TotalCreditLimit 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. SecuritisationBalanceDetails7 Underlying exposure's balance details. CurrentPrincipalBalance 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. PurchasePrice Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied. TotalCreditLimit 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. SecuritisationBalanceDetails8 Underlying exposure's balance details. CurrentPrincipalBalance 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. PurchasePrice Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied. OriginalPrincipalBalance Obligor's underlying exposure principal balance or discounted lease balance (inclusive of capitalised fees) at origination. SecuritisationChargeType1Code Specifies the 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. FixedCharge Charge type over the collateral is fixed. FloatingCharge Charge type over the collateral is floating. NoChargeButIrrevocablePowerOfAttorney 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. Other Any other type of charge. NoCharge No charge over the collateral. SecuritisationCreation2 Submit a new non ABCP underlying exposures report or an update to an existing one. SecuritisationReport Securitisation report. SecuritisationIdentifier Unique identifier for Non-ABCP securitisations, assigned by the reporting entity according to Article 11(1) of the Commission Delegated Regulation (EU) …/… [include full reference to the disclosure RTS]. SecuritisationLoanData1 Loan data. UnderlyingExposureData Corporate underlying exposure information section in case of non performing loan. Collateral Corporate collateral information section in case of non performing loan. SecuritisationLoanData2 Loan data. UnderlyingExposureCommonData Residential real estate underlying exposure information. Collateral Residential real estate collateral information section. SecuritisationLoanData3 Loan data. UnderlyingExposureData Residential real estate underlying exposure information section in case of non performing loan. Collateral Residential real estate collateral information in case of non performing loan. SecuritisationLoanData4 Loan data. UnderlyingExposureCommonData Commercial real estate underlying exposure information. Collateral Collateral and tenant information section. SecuritisationLoanData5 Loan data. UnderlyingExposureData Commercial real estate underlying exposure information section in case of non performing loan. Collateral Commercial real estate collateral information section in case of non performing exposures. SecuritisationLoanData6 Loan data. UnderlyingExposureCommonData Corporate underlying exposure information section. Collateral Corporate collateral information section. SecuritisationNonAssetBackedCommercialPaperUnderlyingExposureReportV01 The SecuritisationNonAssetBackedCommercialPaperUnderlyingExposureReport message is sent by the reporting agent to the securitisation repositories, to report activity details of the securitisation. NewCorrection Creates securitisations if they don’t exist, appends exposures if they don’t exist or updates exposures if they exist. Cancellation Deletes a securitisation, a report or an exposure. SecuritisationPaymentMethod1Code Specifies the usual method of payment. Can be based upon last payment received. BankTransfer Payment method is banky transfer (neither direct debit nor standing order). Cash Payment method is cash. Cheque Payment method is cheque. DirectDebt Payment method is direct debt. Other Any other payment method used. StandingOrder Payment method is standing order. SecuritisationProductType1Code Specifies the classification of the lease, per lessor's definitions. FinanceLease Product type is finance lease. HirePurchase Product type is hire purchase. LeasePurchase Product type is lease purchase. Other Any other product type. PersonalContractHire Product type is (personal) contract hire. PersonalContractPurchase Product type is (personal) contract purchase. OperatingLease Product type is operating lease. SecuritisedReceivable1Code Specifies the receivables associated with this underlying exposure that have been securitised. InterestOnly Securitised receivables are interest only. Other Any other securitised receivables associated with this underlying exposure. PrincipalAndInterest Securitised receivables are principal and interest. PrincipalOnly Securitised receivables are principal only. SecurityType1Code Specifies the type of the security. GuaranteeNotBackedByFurtherCollateral Security type is guarantee not backed by further collateral. Collateral Security type is collateral. Other Any other type of security. GuaranteeBackedByFurtherCollateral Security type is guarantee backed by further collateral. ServicerIdentification1 Information of the servicer. LEICode Provide the Legal Entity Identifier (LEI) (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure 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. ServicerWatchlist1Choice Choice of servicer wathclist codes or no data option. Code If the underlying exposure has been entered onto the servicer watchlist, enter in the most appropriate corresponding code from Table 3 in Annex 1 of this Regulation. If multiple criteria are applicable, list the most detrimental code. NoDataOption Reason for not providing data for watchlist. SquareMetre1Choice Choice between total rentable area in square metres or no data option. Value 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. NoDataOption Reason for not providing data for total rentable area in square metres. SubordinatedLoanData1 Information of subordinated loan. SaleRestriction Indicates whether there are restrictions on the ability of the subordinated loan holder (e.g. B loan holder) to sell off the loan to a third party. LoanHolderAsObligor Indicates whether there is 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. LoanHolderControl Indicates whether the subordinated loan holder (e.g. B loan holder) can exercise control over the decision to and process to enforce and sell the loan collateral. SwapData1 Swap information. InterestRateSwap Interest rate swap information. CurrencySwap Currency swap information. OtherSwap Other swap information. Performance Swap performance information. SwapData2 Swap information. InterestRateSwap Interest rate swap information. CurrencySwap Currency swap information. SwapPerformance1 Swap performance information. FullOrPartialTerminationEvent 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. NetPeriodicPaymentByProvider 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. BreakageCostDueToSwapProvider 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. ShortfallInPaymentOfBreakageCostOnSwap 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. BreakageCostDueFromSwapCounterparty 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. NextSwapResetDate Date of next reset date on the underlying exposure level swap. In the event of multiple swaps, enter the most appropriate value. SwapTermination1Choice Choice of reason for swap termination. Code Reason identification 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 in the most appropriate value. NoDataOption Reason for not providing data on the swap termination event. SwapTerminationReason1Code Specifies the reason for the full or partial termination of the underlying exposure swap between the previous data cut-off date and the data cut-off date of the current report submission. In the event of multiple swaps, enter in the most appropriate value. CounterpartyOtherDefault Swap terminated due to other type of default by underlying exposure swap counterparty. ObligorOtherDefault Swap terminated due to other type of default by obligor. ObligorPrepayment Swap terminated due to full or partial prepayment by obligor. Other Any other reason for the full or partial swap termination. ProviderPaymentDefault Swap terminated due to payment default to underlying exposure swap provider. ProviderRatingsDowngrade Swap terminated due to ratings downgrade of underlying exposure swap provider. TenantData1 Tenant's information. TenantIdentifier 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. TenantDetails Tenant's details. TenantDetails1 Tenant information. Name Name of current tenant. If tenant is a natural person, then this field must be entered with the same entry as field 'Tenant Identifier'. EconomicActivity Tenant industry SIC Code, as set out in the condensed SIC Code list used by UK Companies House. LeaseExpirationDate Expiration date of lease of current tenant. RentPayable Annual Rent payable by current tenant. TerritorialUnit1Choice Choice of geographic region based on NUTS3 classification. Code The geographic region (NUTS3 classification) where the physical collateral or asset is located. Where no NUTS3 classification was produced by Eurostat prior to IP completion day (e.g. a jurisdiction not in the EU or UK), enter the two-digit country code in {COUNTRYCODE_2} format followed by 'ZZZ'. NUTS3 2016, as it applied in the UK immediately before IP completion day, should be used for new exposures acquired after IP completion day. NoDataOption Reason for not providing data on obligor's geographic region. TerritorialUnit2Choice Choice of geographic region based on NUTS3 classification. Code The geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification was produced by Eurostat prior to IP completion day (e.g. a jurisdiction not in the EU or UK), enter the two-digit country code in {COUNTRYCODE_2} format followed by 'ZZZ'. In relation to exposures acquired prior to IP completion day, please note the obligation in ClassificationYear to provide the year of the NUTS3 classification used. NUTS3 2016, as it applied in the UK immediately before IP completion day, should be used for new exposures acquired after IP completion day NoDataOption Reason for not providing data on obligor's geographic region. TerritorialUnitCommon1 Common fields among annexes about geographical region. Classification The geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification was produced by Eurostat prior to IP completion day (e.g. a jurisdiction not in the EU or UK), enter the two-digit country code in {COUNTRYCODE_2} format followed by 'ZZZ'. In relation to exposures acquired prior to IP completion day, please note the obligation in ClassificationYear to provide the year of the NUTS3 classification used. NUTS3 2016, as it applied in the UK immediately before IP completion day, should be used for new exposures acquired after IP completion day ClassificationYear Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. 2016 should be entered for new exposures acquired after IP completion day. 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. TerritorialUnitDomainIdentifier Refers to all Nomenclature of Territorial Units for Statistics versions used in the UK up to and immediately before IP completion day. Information must be made available at the NUTS3 level. UnderlyingExposure1Choice Choice of underlying exposures report. ResidentialRealEstateLoan Underlying exposure - residential real estate. CommercialRealEstateLoan Underlying exposure - commercial real estate. CorporateLoan Underlying exposure - corporate. AutomobileLoan Underlying exposure - automobile. ConsumerLoan Underlying exposure - consumer. CreditCardLoan Underlying exposure - credit cards. LeasingLoan Underlying exposure - leasing. EsotericLoan Underlying exposure - esoteric. UnderlyingExposureData1 Underlying exposure information. UnderlyingExposureCommonData Residential real estate underlying exposure information section. NonPerformingData Additional underlying exposure information for non performing loan. UnderlyingExposureData2 Undelrying exposure data. UnderlyingExposureCommonData Commercial real estate underlying exposures information. NonPerformingData Additional underlying exposure information for non performing loans. UnderlyingExposureData3 Underlying exposure information. UnderlyingExposureCommonData Corporate underlying exposures information section. NonPerformingData Additional underlying exposure information for non performing loans. UnderlyingExposureData4 Underlying exposure data. UnderlyingExposureCommonData Automobile underlying exposures information section. NonPerformingData Additional underlying exposure information for non performing exposures. UnderlyingExposureData5 Underlying exposure data. UnderlyingExposureCommonData Consumer underlying exposures information section. NonPerformingData Additional underlying exposure information for of non performing loan. UnderlyingExposureData6 Underlying exposure data. UnderlyingExposureCommonData Credit cards underlying exposures information section. NonPerformingData Additional underlying exposure information for non performing loans. UnderlyingExposureData7 Underlying exposure data. UnderlyingExposureCommonData Leasing underlying exposures information section. NonPerformingData Additional underlying exposure information for non performing loans. UnderlyingExposureData8 Underlying exposure data. UnderlyingExposureCommonData Esoteric underlying exposures information section. NonPerformingData Additional underlying exposure information for non performing loans. UnderlyingExposureDetails2 Details of the underlying exposure. SpecialScheme If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here. OriginationChannel Origination channel of the underlying exposure. Purpose The reason for the obligor taking out the loan. IssuanceAndMaturityDetails Issuance and maturity details. BalanceDetails Underlying exposure's balance details. RepaymentDetails Principal repayment information of the underlying exposure. InterestRateDetails Underlying exposure's interest rate information. UnderlyingExposureDetails3 Details of the underlying exposure. SpecialScheme If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here. Purpose Underlying exposure purpose - In the event of multiple purposes, report the option that best describes the arrangement. NoteholderConsent Indicates whether the noteholder consent is needed in a 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). NoteholderMeetingSchedule Date when the next noteholder meeting is scheduled for. Syndicated Indicates whether the underlying exposure is syndicated. SecuritisationSpecialPurposeEntityParticipationMethod Method used by the SSPE to acquire ownership in the syndicated underlying exposure. ConsequenceForBreach Consequence for the financial covenant breach. FinancialAccountsNonSubmissionPenalties Indicates whether there are monetary penalties for obligor's failure to submit required financial information (Op. Statement, Schedule, etc.) as per underlying exposure documents. ServicingStandard The servicer of this securitised underlying exposure does not only serve one/several components of the whole underlying exposure (e.g. A or B component; or one of the pari-passu components) but also services the whole underlying exposure. This is a Yes/ No field, where 'Yes' denotes that 'the servicer of this securitised underlying exposure also services the whole underlying exposure', while 'No' denotes that 'the servicer of this securitised underlying exposure only serves one/several components of the whole underlying exposure (e.g. A or B component; or one of the pari-passu components)' FirstPaymentAdjustmentDate For adjustable rate underlying exposures, the first date that the amount of scheduled principal and/or interest is due to change. For fixed rate underlying exposures, enter the first date that the amount of scheduled principal or interest is due (not the first date after securitisation on which it could change). IssuanceAndMaturityDetails Issuance and maturity details. BalanceDetails Underlying exposure's balance details. RepaymentDetails Principal repayment information of the underlying exposure. InterestRateDetails Underlying exposure's interest rate information. CollateralDetails Collateral information. SwapDetails Swap information. UnderlyingExposureDetails4 Details of the underlying exposure. SpecialScheme If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here. OriginationChannel Origination channel of the underlying exposure. Purpose Underlying exposure purpose. Syndicated Indicates whether the underlying exposure is syndicated. DebtType Debt type. SecuritisedReceivable Receivables associated with this underlying exposure that have been securitised. ISINIdentifier International Securities Identification Number (ISIN) code assigned to this underlying exposure, where applicable. Seniority Debt Instrument Seniority. LeveragedTransaction The underlying exposure is a leveraged transaction, as per row CRPL29 at Annex IV (Underlying exposures information – corporate) of Commission Delegated Regulation 2020/1224 at https://www.handbook.fca.org.uk/techstandards/SR/2020/reg_del_2020_1224_oj/?view=chapter ManagedByCollateralisedLoanObligation Indicates whether the underlying exposure is also being managed by the Collateralised Loan Obligation (CLO) manager. PutDate 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. PutStrike 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. IssuanceAndMaturityDetails Issuance and maturity details. BalanceDetails Underlying exposure's balance details. RepaymentDetails Principal repayment information of the underlying exposure. InterestRateDetails Underlying exposure's interest rate information. SwapDetails Swap information. UnderlyingExposureDetails5 Details of the underlying exposure. SpecialScheme If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here. OriginationChannel Origination channel of the underlying exposure. ProductType The classification of the lease, per lessor's definitions. PaymentMethod Usual method of payment (can be based upon last payment received). IssuanceAndMaturityDetails Issuance and maturity details. BalanceDetails Underlying exposure's balance details. RepaymentDetails Principal repayment information of the underlying exposure. InterestRateDetails Underlying exposure's interest rate information. CollateralDetails Collateral information. UnderlyingExposureDetails6 Details of the underlying exposure. SpecialScheme If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here. OriginationChannel Origination channel of the underlying exposure. Purpose Loan Purpose. IssuanceAndMaturityDetails Issuance and maturity details. BalanceDetails Underlying exposure's balance details. RepaymentDetails Principal repayment information of the underlying exposure. InterestRateDetails Underlying exposure's interest rate information. CollateralDetails Collateral information. UnderlyingExposureDetails7 Details of the underlying exposure. SpecialScheme If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here. OriginationChannel Origination channel of the underlying exposure. OriginationDate The date that the account was opened. BalanceDetails Underlying exposure's balance details. RepaymentDetails Principal repayment information of the underlying exposure. InterestRateDetails Underlying exposure's interest rate information. UnderlyingExposureDetails8 Details of the underlying exposure. SpecialScheme If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here. OriginationChannel Origination channel of the underlying exposure. Syndicated Indicates whether the underlying exposure is syndicated. ProductType The classification of the lease, per lessor's definitions. IssuanceAndMaturityDetails Issuance and maturity details. BalanceDetails Underlying exposure's balance details. RepaymentDetails Principal repayment information of the underlying exposure. InterestRateDetails Underlying exposure's interest rate information. CollateralDetails Collateral information. UnderlyingExposureDetails9 Details of the underlying exposure. 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. ISINIdentifier International Securities Identification Number (ISIN) code assigned to this underlying exposure, where applicable. IssuanceAndMaturityDetails Issuance and maturity details. BalanceDetails Underlying exposure's balance details. RepaymentDetails Principal repayment information of the underlying exposure. InterestRateDetails Underlying exposure's interest rate information. UnderlyingExposurePerformance1 Underlyin exposure performance information. GeneralAttributes Underlying exposure performance general information. PaymentDetails Underlying exposure payment information. ArrearsDetails Underlying exposure arrears information. DefaultDetails Underlying exposure default information. PrepaymentDetails Underlying exposure prepayment information. UnderlyingExposurePerformance2 Underlyin exposure performance information. GeneralAttributes Underlying exposure performance general information. PaymentDetails Underlying exposure payment information. ArrearsDetails Underlying exposure arrears information. DefaultDetails Underlying exposure default information. PrepaymentDetails Underlying exposure prepayment information. UnderlyingExposurePerformance3 Underlyin exposure performance information. GeneralAttributes Underlying exposure performance general information. PaymentDetails Underlying exposure payment information. ArrearsDetails Underlying exposure arrears information. DefaultDetails Underlying exposure default information. PrepaymentDetails Underlying exposure prepayment information. UnderlyingExposurePerformance4 Underlyin exposure performance information. GeneralAttributes Underlying exposure performance general information. PaymentDetails Underlying exposure payment information. ArrearsDetails Underlying exposure arrears information. DefaultDetails Underlying exposure default information. PrepaymentDetails Underlying exposure prepayment information. UnderlyingExposurePerformance5 Underlyin exposure performance information. GeneralAttributes Underlying exposure performance general information. PaymentDetails Underlying exposure payment information. ArrearsDetails Underlying exposure arrears information. DefaultDetails Underlying exposure default information. PrepaymentDetails Underlying exposure prepayment information. UnderlyingExposurePerformance6 Underlyin exposure performance information. GeneralAttributes Underlying exposure performance general information. PaymentDetails Underlying exposure payment information. ArrearsDetails Underlying exposure arrears information. DefaultDetails Underlying exposure default information. PrepaymentDetails Underlying exposure prepayment information. UnderlyingExposurePerformance7 Underlyin exposure performance information. GeneralAttributes Underlying exposure performance general information. PaymentDetails Underlying exposure payment information. ArrearsDetails Underlying exposure arrears information. DefaultDetails Underlying exposure default information. UnderlyingExposurePerformance8 Underlyin exposure performance information. GeneralAttributes Underlying exposure performance general information. PaymentDetails Underlying exposure payment information. ArrearsDetails Underlying exposure arrears information. DefaultDetails Underlying exposure default information. PrepaymentDetails Underlying exposure prepayment information. UnderlyingExposurePurpose1Code Specifies the purpose of the underlying exposure. In the event of multiple purposes, report the option that best describes the arrangement. AcquisitionForInvestment Purpose of underlying exposure is acquisition for investment. Other Any other purpose of the underlying exposure. AcquisitionForLiquidation Purpose of underlying exposure is acquisition for liquidation. Construction Purpose of underlying exposure is construction. Refinancing Purpose of underlying exposure is refinancing. Redevelopment Purpose of underlying exposure is redevelopment. UnderlyingExposurePurpose2Code Specifies the purpose of the underlying exposure. OverdraftOrWorkingCapital Purpose of underlying exposure is overdraft or working capital. NewPlantAndEquipmentInvestment Purpose of underlying exposure is new plant and equipment investment. NewInformationTechnologyInvestment Purpose of underlying exposure is new information technology investment. Refubrisment Purpose of underlying exposure is refurbishment of existing plant, equipment, or technology. MergerAndAcquisition Purpose of underlying exposure is merger and acquisition. OtherExpansionaryPurpose Purpose of underlying exposure is other expansionary purpose. Other Any other purpose of the underlying exposure. UnderlyingExposureReport1 Underlying exposure report which contains the underlying exposure's identification and one annex per Id. UnderlyingExposureIdentification Primary key to identify an underlying exposure and the data cut off date. UnderlyingExposureData Annex type to be reported. UnderlyingExposureRisk1 Information about underlying exposure's risk. Recourse Indicates whether there is recourse (full or limited) to the obligor's assets beyond the proceeds of any collateral for this underlying exposure. Deposit 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 shall 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 shall 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). DebtToIncome 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. InsuranceOrInvestmentProvider Name of the insurance or investment provider (i.e. for life insurance or investment underlying exposures). UnderlyingExposureRisk2 Information about underlying exposure's risk. Recourse Indicates whether there is recourse (full or limited) to the obligor's assets beyond the proceeds of any collateral for this underlying exposure. RecourseThirdParty Indicates whether there is recourse (full or limited) to another party (e.g. guarantor) in the event the obligor defaults on an obligation under the underlying exposure agreement. CurePaymentPossibility Select to what extent the subordinated loan holder (e.g. B loan holder) can make cure payments in lieu of the mortgage obligor. DebtServiceCoverageRatio Debt Service Coverage Ratio information. LoanToValueRatio Loan-to-value ratio information. InterestCoverageRatio Interest coverage ratio information. SubordinatedLoan Subordinated loan iformation. EventOfDefault Event of default information. EscrowAndReserveAccount Escrow and reserve account information. UnderlyingExposureRisk3 Information about underlying exposure's risk. Recourse Indicates whether there is recourse (full or limited) to the obligor's assets beyond the proceeds of any collateral for this underlying exposure. Deposit 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. UnderlyingExposureRisk4 Information about underlying exposure's risk. DownPaymentAmount 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. Deposit 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. OriginalLoanToValueRatio Loan to value ratio. UnderlyingExposureRisk5 Information about underlying exposure's risk. Deposit 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. SecuredBySalaryPensionAssignment Indicates whether the personal underlying exposure falls under the category of pension-backed underlying exposures / salary-backed underlying exposures (i.e. cessione del quinto). UnderlyingExposureRisk6 Information about underlying exposure's risk. DownPaymentAmount 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. Deposit 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. UnderlyingExposureRisk7 Information about underlying exposure's risk. DebtToIncome 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, plus any other relevant income (e.g. secondary income). UnderlyingExposureStructure1Code Specifies the structure type of the underlying exposure. ALoanAsPartOfABCParticipationStructure Structure of the underlying exposure is A Loan; as part of an A/B/C participation structure. ALoanAsPartOfABParticipationStructure Structure of the underlying exposure is A Loan; as part of an A/B participation structure. BLoanAsPartOfABCParticipationStructure Structure of the underlying exposure is B Loan; as part of an A/B/C participation structure. BLoanAsPartOfABParticipationStructure Structure of the underlying exposure is B Loan; as part of an A/B participation structure. CLoanAsPartOfABCParticipationStructure Structure of the underlying exposure is C Loan; as part of an A/B/C participation structure. Other Any other structure of underlying exposure ParticipatedMortgageWithPariPassu Structure of the underlying exposure is participated mortgage underlying exposure with pari passu debt outside the issuance vehicle. ParticipatedMortgageWithSubordinateDebt Structure of the underlying exposure is participated mortgage underlying exposure with subordinate debt outside the issuance vehicle. StructuralMezzanineFinancing Structure of the underlying exposure is structural mezzanine financing. SubordinateDebt Structure of the underlying exposure is subordinate debt with separate loan documentation outside the issuance vehicle. WholeLoan Structure of the underlying exposure is whole loan - not split into subordinated debt items/notes. ValuationBasis1Choice Choice of current valuation basis. Code Code for the most recent valuation basis. NoDataOption Reason for not providing data for current valuation basis. ValuationMethod1Choice Choice of collateral's valuation method. Code Specifies the method of calculating the most recent value of the collateral. NoDataOption Reason for not providing data for current valuation method. ValuationMethod1Code Specifies the method of calculating the value of the collateral. AutomatedValueModel Value is calculated by Automated Value Model. DriveBy Valuation method is Drive-by method. FullExternalInspectionOnly Valuation method is full only external inspection. FullInternalExternalInspection Valuation method is full internal and external inspection. Indexed Method used is Indexed valuation. ManagingOrEstateAgent Valuation is performed by a managing agent or by an estate agent. Other Any other valutation method used. Desktop Desktop method is used for the valuation. TaxAuthority Valuation is performed by tax authority. ValuationMethod2Choice Choice of collateral's valuation method. Code Specifies the method of calculating the most recent value of the collateral. NoDataOption Reason for not providing data for current valuation method. ValuationMethod2Code Specifies the method of calculating the value of the collateral. FullAppraisal Valuation method is full appraisal. DriveBy Valuation method is Drive-by method. AutomatedValueModel Value is calculated by Automated Value Model. Indexed Method used is Indexed valuation. ManagingOrEstateAgent Valuation is performed by a managing agent or by an estate agent. PurchasePrice Valuation method is purchase price. Haircut Valuation method is haircut. MarkToMarket Valuation method is mark to market. ObligorsValuation Valuation method is obligor's valuation. Other Any other valutation method used. Desktop Desktop method is used for the valuation. ValuationMethod3Choice Choice for collateral's valuation method. Code Specifies the method of calculating the most recent value of the collateral. NoDataOption Reason for not providing data for current valuation method. ValuationMethod3Code Specifies the method of calculating the value of the collateral. FullAppraisal Valuation method is full appraisal. DriveBy Valuation method is Drive-by method. AutomatedValueModel Value is calculated by Automated Value Model. Indexed Method used is Indexed valuation. ManagingOrEstateAgent Valuation is performed by a managing agent or by an estate agent. PurchasePrice Valuation method is purchase price. Haircut Valuation method is haircut. Other Any other valutation method used. Desktop Desktop method is used for the valuation. ValuePerMonth1 Currency and amount value per month for a period of 36 months. Month1Value Value at month 1. Month2Value Value at month 2. Month3Value Value at month 3. Month4Value Value at month 4. Month5Value Value at month 5. Month6Value Value at month 6. Month7Value Value at month 7. Month8Value Value at month 8. Month9Value Value at month 9. Month10Value Value at month 10. Month11Value Value at month 11. Month12Value Value at month 12. Month13Value Value at month 13. Month14Value Value at month 14. Month15Value Value at month 15. Month16Value Value at month 16. Month17Value Value at month 17. Month18Value Value at month 18. Month19Value Value at month 19. Month20Value Value at month 20. Month21Value Value at month 21. Month22Value Value at month 22. Month23Value Value at month 23. Month24Value Value at month 24. Month25Value Value at month 25. Month26Value Value at month 26. Month27Value Value at month 27. Month28Value Value at month 28. Month29Value Value at month 29. Month30Value Value at month 30. Month31Value Value at month 31. Month32Value Value at month 32. Month33Value Value at month 33. Month34Value Value at month 34. Month35Value Value at month 35. Month36Value Value at month 36. VehicleConditionType1Choice Choice of asset/vehicle condition. Code Code for asset/vehicle condition at point of underlying exposure origination. NoDataOption Reason for not providing data on asset's condition. VehicleConditionType1Code Specifies the condition of the vehicle at point of underlying exposure origination. Demo Vehicle is demo. New Vehicle is new. Other Any other condition a vehicle can be in. Used Vehicle is used. Watchlist1Code Specifies the servicer watchlist codes. BankruptcyOrSimilarEvent 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. Inclusion Threshold: When notice received by servicer. Release Threshold: Retain on Watchlist until IPD following cure. AbsoluteRequiredRepairsNotCompletedByDueDate Absolute required repairs reserved for at closing, or otherwise disclosed to servicer, but not completed by due date. Inclusion Threshold: 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 Release Threshold: Satisfactory verification that repairs have been completed DefaultedMaturedOrDiscoveryOfPreviousUndisclosedSubordinateLienIncludingMezzanineLoan Inclusion Threshold: When notice received by servicer Release Threshold: Default has been cured or subordinate debt approved by servicer. DelinquentInsuranceRenewalOrForcedPlacedCoverage Inclusion Threshold: 30 days overdue Release Threshold: Receipt of proof of satisfactory insurance. DelinquentPAndIPayment Inclusion Threshold: 2 payments behind Release Threshold: Arrears cleared and loan is current. Remain on Watchlist for 2 quarters/periods. DSCRAbsoluteLevel Inclusion Threshold: DSCR <1.00; DSCR <1.20 for healthcare and lodging; or on a loan by loan basis Release Threshold: DSCR above threshold. DSCRDecreasesFromSecuritisationDate Inclusion Threshold: DSCR <80% of "Securitisation Date" DSCR Release Threshold: DSCR above threshold. Remain on Watchlist for 2 quarters/periods. ICRBelowDividendTrap Inclusion Threshold: ICR < required loan covenant (cash trap or default level); ICR < 1.00 on a loan by loan basis Release Threshold: ICR above threshold. InspectionRevealsHarmfulEnvironmentalIssue Inclusion Threshold: Any occurrence. Release Threshold: In Servicers discretion that property deficiencies cured. InspectionRevealsPoorAccessibility Inclusion Threshold: Any occurrence on a loan by loan basis/ material 5% > of net rental income (NRI). Release Threshold: In Servicers discretion that property deficiencies cured or access allowed and inspection completed. InspectionRevealsPoorCondition Inclusion Threshold: Any occurrence on a loan by loan basis/ material 5% > of net rental income (NRI). Release Threshold: In Servicers discretion that property deficiencies cured or access allowed and inspection completed. OccurrenceOfTriggerEvent Occurrence of any trigger event in the mortgage loan documents. (e.g required loan pay down, posting of additional reserves, minimum thresholds breached, etc). Inclusion Threshold: Any occurrence. Release Threshold: Cure of the event that required action under the mortgage documents. OperatingLicenseOrFranchiseAgreementDefault Inclusion Threshold: When notice received by servicer. Release Threshold: New franchise or license in place, or default under franchise or license has been cured - Relationship agreement. OverallPropertyPortfolioOccupancyDecrease Inclusion Threshold: 20% less than "Securitisation Date" level; on a loan by loan basis. Release Threshold: When condition no longer exists. PendingLoanMaturity Inclusion Threshold: < 180 days until maturity. Release Threshold: Loan is paid off. PropertiesAffected Properties affected by major casualty or compulsory purchase proceeding affecting future cash flows, value/blight/caution. Inclusion Threshold: When servicer becomes aware of issue and affects > 10% of value or €500,000. Release Threshold: In Servicers discretion that all necessary repairs have been completed satisfactorily or that condemnation proceedings have been completed and the asset can perform satisfactorily. SpendingPlanDeficiencies Any required spending plan deficiencies (i.e.: capex, FF&E). Inclusion Threshold: 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). Release Threshold: When plan deficiencies are cured. TenantLeaseInDefaultTerminatedOrDark Major tenant lease or leases that are in default, terminated or are dark (Not occupied, but rent being paid) Inclusion Threshold: > 30% Net Rental Income. Release Threshold: When condition no longer exists or Servicers discretion. TenantWithExpiringLeases Any 1 tenant or combination of TOP 3 TENANTS (based on gross rental) with leases > 30% expiring within the next 12 months. Inclusion Threshold: Only applies to office, industrial and retail. Release Threshold: When condition no longer exists or Servicers discretion. UnplannedDraw Any unplanned draw on a letter of credit, debt service reserve, or working capital to pay debt service. Inclusion Threshold: Any occurrence on a loan by loan basis. Release Threshold: After funds or LOC replaced if required by the documents otherwise after two IPD’s with no further draws. WaterfallSchedule1Choice Choice of waterfall schedule. Code Waterfall pre-enforcement schedule for interest payments. NoDataOption Reason for not providing data for the waterfall pre-enforcement schedule. WaterfallScheduledPayment1Code Specifies the type of waterfall pre-enforcement schedule for payments. BLoanFirst Waterfall pre-enforcement schedule for interest payments is B loan first. ModifiedProRata Waterfall pre-enforcement schedule for interest payments is modified pro-rata. Other Any other type of waterfall pre-enforcement schedule for interest payments. ProRata Waterfall pre-enforcement schedule for interest payments is pro-rata. Sequential Waterfall pre-enforcement schedule for interest payments is sequential. WaterfallType1Choice Choice of lending agreement's type of waterfall. Code Type of waterfall governing the overall lending arrangement. NoDataOption Reason for not providing data for the waterfall type. WaterfallType1Code Specifies the type of waterfall governing the overall lending arrangement. InterestAInterestBPrincipalAPrincipalB Waterfall type is Interest A, interest B, principal A, principal B. InterestAPrincipalAInterestBPrincipalB Waterfall type is Interest A, principal A, interest B, principal B. Other Other type of waterfall. WorkoutStrategy1Choice Choice of workout strategy. Code Code for workout strategy. NoDataOption Reason for not providing data on the workout strategy. WorkoutStrategy1Code Specifies the workout strategy. DeedInLieuOfForeclosure Workout strategy is deed in lieu of foreclosure. DiscountedPayOff Workout strategy is discounted pay off. Enforcement Workout strategy is enforcement. Extension Workout strategy is extension. FullPayOff Workout strategy is full pay off. LoanSale Workout strategy is loan sale. Modification Workout strategy is modification. Insolvency Workout strategy is insolvency. Other Any other work strategy. PendingReturnToServicer Workout strategy is pending return to servicer. PropertyInPossession Workout strategy is property in possession. Receivership Workout strategy is receivership. Resolved Workout strategy is resolved. RepresentationsAndWarranties Workout strategy is representations and warranties. YesNoIndicator Indicates a "Yes" or "No" type of answer for an element. YesNoIndicator1Choice Choice between a Yes/No value or no data option. Indicator Yes/No indicator. NoDataOption Reason for not providing data. YesNoIndicator2Choice Choice between a Yes/No value or no data option. Indicator Yes/No indicator. NoDataOption Reason for not providing data. YesNoIndicator3Choice Choice between a Yes/No value or no data option. Indicator Yes/No indicator. NoDataOption Reason for not providing data. InterestRateIndex3Choice Choice of interest rate index. Code Specifies the base reference interest index currently applicable (the reference rate off which the interest rate is set. NoDataOption Reason for not providing data for the current interest rate index. InterestRateIndex4Choice Choice of interest rate index. Code Specifies the base reference interest index currently applicable (the reference rate off which the interest rate is set. NoDataOption Reason for not providing data for the current interest rate index. InterestRateIndex2Code Specifies the base reference interest index currently applicable (the reference rate off which the interest rate is set). EuropeanCentralBankBaseRate European Central Bank Base Rate (ECBR). EuroSwiss Swiss Franc LIBOR rate. FutureSWAP Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures strip component with the Swaps filling in the points to 10 years and beyond. GCFRepo GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral finance repurchase agreements index. ISDAFIX Worldwide common reference rate value for fixed interest rate swap rates, as defined by the International Swaps and Derivatives Association (ISDA). JIBAR Johannesburg Interbank Agreed Rate. LenderOwnRate Lender Own Rate (LDOR). LIBID Rate at which major international banks are willing to take deposits from one another, is normally 1/8 percent below LIBOR. London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international rate that banks lend to other banks. LIBOR London Interbank Offered Rate, the interest rate that major international banks in London charge each other for borrowing. MOSPRIM Moscow Prime Offered Rate. MuniAAA Benchmark curve used for municipals based on the best credit rating for municipal market debt. OTHER Any other rate. NIBOR Norwegian Interbank Offered Rate. Pfandbriefe Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities in significant ways. The most important difference is that Pfandbriefe carry no pre-payment risk since they remain on the balance sheet of the issuing institution. Therefore, their spreads over sovereign bonds are attributable to liquidity and credit quality alone. New indices have been created and existing indices have been modified in response to the growing importance of the Pfandbriefe market. The Deutsche Borse has three synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference for credit as well as mortgage market. PRIBOR Czech Fixing of Interest Rates on Interbank Deposits. STIBOR Stockholm Interbank Offered Rate. SWAP In curve construction, Swap is the long portion of the curve constituting about 3 years to 30 years term. The exchange of one security, currency or interest rate for another to change the maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives have changed. TELBOR Tel Aviv Interbank Offered Rate. Treasury Treasury benchmark that comes in three types: the yield curve, the par curve, and the spot curve. All curves also have a constituent time series. WIBOR Warsaw Interbank Offered Rate. TIBOR Tokyo Interbank Offered Rate. BankOfEnglandBaseRate Bank of England base rate (BOER). BBSW Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). BUBOR Budapest Interbank Offered Rate. CDOR Canadian Dollar Offered Rate. CIBOR Copenhagen Interbank Offered Rate. EONIA Euro OverNight Index Average rate. EONIASwaps Euro OverNight Index Average swap rate. Euribor Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within the Euro zone are offered by one prime bank to another prime bank. EURODOLLAR Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside the United States, and thus are not under the jurisdiction of the Federal Reserve. SOFR Secured Overnight Financing Rate. SONIA Sterling Overnight Index Average. SARON Swiss Average Rate Overnight. TONA Tokyo Overnight Average Rate. €STR Euro Short-Term Rate. EconomicActivityCode3Choice Choice between industry SIC code or no data option. Code Industry SIC Code, as set out in the condensed SIC Code list used by UK Companies House. NoDataOption Reason for not providing an SIC code. SICSubDomainIdentifier Refers to the condensed version of Standard Industrial Classification (SIC) codes used by UK Companies House to classify business establishments and other standard units by the type of economic activity in which they are engaged, as presented in the document “Nature of business: Standard Industrial Classification (SIC) codes.”. SystemOfAccountsSubsector1Choice Choice of System of Account (SA) classification or no data option. Code The SA classification of the guarantor or collateral. This entry must be provided at the sub-sector level. Use one of the values available in Table 1 of Annex 1 to this Regulation. NoDataOption Reason for not providing an SA subsector code. SAIdentifier The System of Accounts sector, using the codes set out in Table 1 of Annex I to Commission Delegated Regulation (EU) …/… [COMMISSION DELEGATED REGULATION (EU) …/… of XXX 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]