LegalizeCommission Delegated Regulation (EU) 2020/1224 of 16 October 2019 supplementing Regulation (EU) 2017/2402 of the European Parliament and of the Council with regard to regulatory technical standards specifying the information and the details of a securitisation to be made available by the originator, sponsor and SSPE (Text with EEA relevance)
This is the act as published. Later amendments are not folded into the text below: each one is a separate act in this repository and an entry in this law's history.
| Field code | Field name | Content to report | ND1-ND4 allowed? | ND5 allowed? |
|---|---|---|---|---|
| Underlying exposures information section | Underlying exposures information section | Underlying exposures information section | Underlying exposures information section | Underlying exposures information section |
| CREL1 | Unique Identifier | The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224 | NO | NO |
| CREL2 | Original Obligor Identifier | Original unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. | NO | NO |
| CREL3 | New Obligor Identifier | If the original identifier in field CREL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CREL2. The reporting entity must not amend this unique identifier. | NO | NO |
| CREL4 | Original Underlying Exposure Identifier | Unique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. | NO | NO |
| CREL5 | New Underlying Exposure Identifier | If the original identifier in field CREL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CREL4. The reporting entity must not amend this unique identifier. | NO | NO |
| CREL6 | Data Cut-Off Date | The data cut-off date for this data submission. | NO | NO |
| CREL7 | Pool Addition Date | The date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure. | NO | YES |
| CREL8 | Date Of Restructuring | Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. In the event of multiple dates, all dates must be provided in accordance with the XML schema. | YES | YES |
| CREL9 | Date Of Repurchase | Date on which the underlying exposure was repurchased from the pool. | NO | YES |
| CREL10 | Date Of Substitution | If underlying exposure was substituted for another underlying exposure after the Securitisation Date, the date of such substitution. | NO | YES |
| CREL11 | Redemption Date | Date on which account redeemed or (for defaulted underlying exposures) the date on which the recovery process was completed. | NO | YES |
| CREL12 | Geographic Region — Obligor | The geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’. | YES | NO |
| CREL13 | Geographic Region Classification | Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed. | YES | NO |
| CREL14 | Special Scheme | If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here. | YES | YES |
| CREL15 | Origination Date | Date of original underlying exposure advance. | YES | NO |
| CREL16 | Start Date Of Amortisation | The date on which amortisation will commence on the securitised underlying exposure (this can be a date prior to the securitisation date). | YES | YES |
| CREL17 | Maturity Date At Securitisation Date | The maturity date of the underlying exposure as defined in the underlying exposure agreement. This would not take into account any extended maturity date on which may be allowed under the underlying exposure agreement. | NO | YES |
| CREL18 | Maturity Date | The date of maturity of the underlying exposure or expiry of the lease. | NO | YES |
| CREL19 | Original Term | Original contractual term (number of months) at the origination date. | YES | YES |
| CREL20 | Duration Of Extension Option | Duration in months of any maturity extension option available to the underlying exposure. In the event of multiple maturity extensions available, enter the duration of the option that has the shortest extension period for the underlying exposure. | NO | YES |
| CREL21 | Nature Of Extension Option | Reference thresholds involved for the possibility of triggering/exercising the extension option referred to in field CREL20: Minimum Interest Coverage Ratio (MICR) Minimum Debt Service Coverage Ratio (MDSC) Maximum Loan-To-Value (MLTV) Multiple Conditions (MLTC) Other (OTHR) | NO | YES |
| CREL22 | Currency Denomination | The underlying exposure currency denomination. | NO | NO |
| CREL23 | Current Principal Balance | Outstanding principal balance of the securitised underlying exposure. This includes any amounts that are secured by the mortgage and will be classed as principal in the securitisation. For example if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. It excludes any interest arrears or penalty amounts. Current balance includes the principal arrears. However, savings amount are to be deducted if a subparticipation exists. (i.e. underlying exposure balance = underlying exposure +/- subparticipation; +/- 0 if no subparticipation). Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREL24 | Original Principal Balance | Original underlying exposure balance (inclusive of fees). This is referring to the balance of the underlying exposure at the underlying exposure origination date, not the date of the underlying exposure’s sale to the SSPE or the closing date of the securitisation. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | YES |
| CREL25 | Original Principal Balance At Securitisation Date | Original Principal Balance of the securitised underlying exposure at the Securitisation Date as identified in the Offering Circular. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | NO |
| CREL26 | Committed Undrawn Facility Underlying Exposure Balance | The total whole underlying exposure remaining facility/Undrawn balance at the end of the period. The total whole underlying exposure remaining facility at the end of the Interest Payment date on which the obligor can still draw upon. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | NO |
| CREL27 | Total Other Amounts Outstanding | Cumulative outstanding amounts on loan (e.g. insurance premium, ground rents, cap ex) that have been expended by SSPE/Servicer. The cumulative amount of any property protection advances or other sums that have been advanced by the Servicer or SSPE and not yet reimbursed by the obligor. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREL28 | Purchase Price | Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied. | NO | YES |
| CREL29 | Latest Utilisation Date | Date of the most recent utilisation/drawdown of the underlying exposure facility agreement. | NO | YES |
| CREL30 | Purpose | Underlying exposure purpose — In the event of multiple purposes, report the option that best describes the arrangement: Acquisition for investment (ACQI) Acquisition for Liquidation (ACQL) Refinancing (RFIN) Construction (CNST) Redevelopment (RDVL) Other (OTHR) | YES | NO |
| CREL31 | Structure | Underlying Exposure Structure: Whole loan — not split into subordinated debt items/notes (LOAN) Participated mortgage underlying exposure with pari passu debt outside the issuance vehicle (PMLP) Participated mortgage underlying exposure with subordinate debt outside the issuance vehicle (PMLS) A Loan; as part of an A/B participation structure (AABP) B Loan; as part of an A/B participation structure (BABP) A Loan; as part of an A/B/C participation structure (AABC) B Loan; as part of an A/B/C participation structure (BABC) C Loan; as part of an A/B/C participation structure (CABC) Structural mezzanine financing (MZZD) Subordinate debt with separate loan documentation outside the issuance vehicle (SOBD) Other (OTHR) | YES | NO |
| CREL32 | Waterfall A-B Pre Enforcement Scheduled Interest Payments | Waterfall pre-enforcement schedule for interest payments: Sequential (SQNL) B loan first (BLLF) Pro-Rata (PRAT) Modified Pro-Rata (MPRT) Other (OTHR) | NO | YES |
| CREL33 | Waterfall A-B Pre Enforcement Scheduled Principal Payments | Waterfall pre-enforcement schedule for principal payments: Sequential (SQNL) B loan first (BLLF) Pro-Rata (PRAT) Modified Pro-Rata (MPRT) Other (OTHR) | NO | YES |
| CREL34 | Principal Payment Allocation To Senior Loan | Insert % of all periodical scheduled principal payments that go to the senior loan (e.g. A loan), if there are multiple loans in the lending arrangement (for example, if field CREL31 is completed with values PMLS, AABP, BABP, AABC, BABC, or CABC). | NO | YES |
| CREL35 | Waterfall Type | Type of waterfall governing the overall lending arrangement: Interest A, principal A, interest B, principal B (IPIP) Interest A, interest B, principal A, principal B (IIPP) Other (OTHR) | NO | YES |
| CREL36 | Defaulted Underlying Exposure Purchase Price | If the subordinated loan holder (e.g. B loan holder) can purchase the senior loan in an event of default, enter the purchase price as per the applicable co-lender/intercreditor agreement. | NO | YES |
| CREL37 | Cure Payments Possible? | Can the subordinated loan holder (e.g. B loan holder) make cure payments in lieu of the mortgage obligor? Select from the list below: No possibility to make cure payment (NCPP) Cure payment can be made up to a fixed number limit over the lifetime of the underlying exposure (FNLP) Cure payment can be made without limit over the lifetime of the underlying exposure (NLCP) Other (OTHR) | YES | NO |
| CREL38 | Restrictions On Sale Of Subordinated Loan? | Are there any restrictions on the ability of the subordinated loan holder (e.g. B loan holder) to sell off the loan to a third party? | NO | YES |
| CREL39 | Subordinated Loan Holder Affiliated To Obligor? | Is there a non-disenfranchised subordinated loan holder (e.g. B loan holder) affiliated (i.e. part of the same financial group) to the commercial mortgage obligor? | NO | YES |
| CREL40 | Subordinated Loan Holder Control Of Workout Process | Can the subordinated loan holder (e.g. B loan holder) exercise control over the decision to and process to enforce and sell the loan collateral? | NO | YES |
| CREL41 | Do Non-Payments On Prior Ranking Claims Constitute A Default Of The Underlying Exposure? | Do Non-payments on Prior Ranking Claims Constitute a Default of the underlying exposure? | NO | YES |
| CREL42 | Do Non-Payments On Equal Ranking Underlying Exposures Constitute Default Of Property? | Do Non-payments on Equal Ranking underlying exposures Constitute Default of Property? | NO | YES |
| CREL43 | Noteholder Consent | Is Noteholder consent needed in any restructuring? Restructuring includes changes in the securitised underlying exposure’s payment terms (including interest rate, fees, penalties, maturity, repayment schedule, and/or other generally-accepted measures of payment terms) | YES | NO |
| CREL44 | Noteholder Meeting Scheduled | What date is the next noteholder meeting scheduled for? | NO | YES |
| CREL45 | Syndicated | Is the underlying exposure syndicated? | YES | NO |
| CREL46 | Participation Of SSPE | Method used by the SSPE to acquire ownership in the syndicated underlying exposure: Assignment (ASGN) Novation (NOVA) Equitable Assignment (EQTB) Funded Participation (pari passu interest) (PARI) Junior Participation Interest (JUNP) Legal Assignment (LGAS) Notified Assignment (NOTA) Sub Participation (SUBP) Risk Participation (RSKP) Sale Event (SALE) Other (OTHR) | NO | YES |
| CREL47 | Consequence For Breach Of Financial Covenant | The consequence for the financial covenant breach: Event of Default (EDFT) Additional Amortisation (AAMR) Cash Trap Reserve (CTRS) Terminate Property Manager (TPRM) Other (OTHR) | NO | YES |
| CREL48 | Financial Information Non-Submission Penalties | Are there are monetary penalties for obligor’s failure to submit required financial information (Op. Statement, Schedule, etc.) as per underlying exposure documents? | YES | NO |
| CREL49 | Recourse | Is there recourse (full or limited) to the obligor’s assets beyond the proceeds of any collateral for this underlying exposure? | YES | YES |
| CREL50 | Recourse - 3rd Party | Is there recourse (full or limited) to another party (e.g. guarantor) in the event the obligor defaults on an obligation under the underlying exposure agreement? | YES | YES |
| CREL51 | Servicing Standard | Does the servicer of this securitised underlying exposure also service the whole underlying exposure or only one/several components of the whole underlying exposure (e.g. A or B component; or one of the pari-passu components)? | NO | NO |
| CREL52 | Amounts Held In Escrow | Total balance of the legally charged reserve accounts as at the data cut-off date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREL53 | Collection Of Escrows | Enter Y if any payments are held in reserve accounts to cover ground lease payments, insurance or taxes only (not maintenance, improvements, capex etc.) as required under the underlying exposure agreement. | YES | NO |
| CREL54 | Collection Of Other Reserves | Are any amounts other than ground rents taxes or insurance held in reserve accounts as required under the terms of the underlying exposure agreement for tenant improvements, leasing commissions and similar items in respect of the related property or for purpose of providing additional collateral for such underlying exposure? | NO | NO |
| CREL55 | Trigger For Escrow To Be Held | Type of trigger event leading to amounts to be paid into escrow: No Trigger (NONE) Loan to Value Trigger (LVTX) Interest Coverage Trigger (ICVR) Debt Service Coverage Trigger (DSCT) Net Operating Income Trigger (NOIT) Other (OTHR) | YES | NO |
| CREL56 | Target Escrow Amounts/Reserves | Target escrow amounts/reserves. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREL57 | Escrow Account Release Conditions | Release conditions of the escrow account. If multiple conditions, each condition must be provided in accordande with the XML schema. | NO | YES |
| CREL58 | Conditions Of Drawing Cash Reserve | When the Cash Reserve can be used: Financial Covenant Breach (FICB) Trigger Event (TREV) Other (OTHR) | NO | YES |
| CREL59 | Escrow Account Currency | Escrow account currency denomination. | NO | YES |
| CREL60 | Escrow Payments Currency | Currency of the Escrow payments. Fields CREL52 and CREL56. | NO | YES |
| CREL61 | Total Reserve Balance | Total balance of the reserve accounts at the underlying exposure level at the underlying exposure Payment Date. Includes Maintenance, Repairs & Environmental, etc. (excludes Tax & Insurance reserves Includes LC’s for reserves. to be completed if field CREL54 (‘Collection of Other Reserves’) is equal to ‘Y’ = Yes. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREL62 | Reserve Balance Currency | Reserve account currency denomination. | NO | YES |
| CREL63 | Escrow Trigger Event Occurred | Enter Y if an event has occurred which has caused reserve amounts to be established. Enter N if payments are built up as a normal condition of the underlying exposure agreement. | NO | NO |
| CREL64 | Amounts Added To Escrows In Current Period | Amount that has been added to any escrows or reserves between the previous data cut-off date and the data cut-off date of this data submission. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREL65 | Revenue | Total revenues from all sources for the period covered by the most recent financial operating statement (i.e. year to date or trailing 12 months) for all the properties. May be normalised if required by the applicable servicing agreement. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | NO |
| CREL66 | Operating Expenses At Securitisation Date | Total underwritten operating expenses for all the properties as described in the Offering Circular. These may include real estate taxes, insurance, management, utilities, maintenance and repairs and direct property costs to the landlord; capital expenditures and leasing commissions are excluded. If multiple properties exist, total the operating expenses of the underlying properties. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREL67 | Capital Expenditures At Securitisation Date | Anticipated capex over the life of the securitised underlying exposure at Securitisation Date (as opposed to repairs and maintenance) if identified in the Offering Circular. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREL68 | Financial Statement Currency | The currency used in the initial financial reporting of fields CREL65 — CREL66. | YES | NO |
| CREL69 | Obligor Reporting Breach | Is obligor in breach of its obligation to deliver reports to underlying exposure servicer or lender? Y = Yes or N = No. | YES | NO |
| CREL70 | Debt Service Coverage Ratio Method | Define the calculation of the Debt Service Coverage Ratio financial covenant requirement, the inferred method of calculation. If the calculation method differs between the whole loan and the A-loan, then enter the A-loan method. Current Period (CRRP) Projection - 6 month forward calculation (PRSF) Projection - 12 month forward calculation (PRTF) Combo 6 — Current period and a 6 month forward calculation (CMSF) Combo 12 — Current period and a 6 month forward calculation (CMTF) Historical - 6 month forward calculation (HISF) Historical - 12 month forward calculation (HITF) Modified — Includes a reserve injection or a percentage rental income probability calculation (MODI) Multiple Period — Consecutive period calculation (MLTP) Other (OTHR) | YES | NO |
| CREL71 | Debt Service Coverage Ratio Indicator At Securitisation Date | How the Debt Service Coverage Ratio is calculated or applied when an underlying exposure relates to multiple properties: Partial — Not all properties received financials, servicer to leave empty (PRTL) Average — Not all properties received financials, servicer allocates debt service only to properties where financials are received (AVER) Full — All statements collected for all properties (FULL) Worst Case — Not all properties received financials, servicer allocates 100 % of debt service to all properties where financials are received (WCAS) None Collected — No financials were received (NCOT) Consolidated — All properties reported on one ‘rolled up’ financial from the obligor (COND) Whole loan based on loan agreements (WLAG) Whole loan based on other method (WLOT) Trust Note based on loan agreement (TNAG) Trust Note based on other method (TNOT) Other (OTHR) | NO | YES |
| CREL72 | Most Recent Debt Service Coverage Ratio Indicator | How the Debt Service Coverage Ratio is calculated or applied when an underlying exposure relates to multiple properties: Partial — Not all properties received financials, servicer to leave empty (PRTL) Average — Not all properties received financials, servicer allocates debt service only to properties where financials are received (AVER) Full — All statements collected for all properties (FULL) Worst Case — Not all properties received financials, servicer allocates 100 % of debt service to all properties where financials are received (WCAS) None Collected — No financials were received (NCOT) Consolidated — All properties reported on one ‘rolled up’ financial from the obligor (COND) Whole loan based on loan agreements (WLAG) Whole loan based on other method (WLOT) Trust Note based on loan agreement (TNAG) Trust Note based on other method (TNOT) Other (OTHR) | NO | YES |
| CREL73 | Debt Service Coverage Ratio At The Securitisation Date | The Debt Service Coverage Ratio calculation for the securitised underlying exposure, at the Securitisation Date, based on the underlying exposure documentation. | YES | NO |
| CREL74 | Current Debt Service Coverage Ratio | Current Debt Service Coverage Ratio calculation for the securitised underlying exposure, based on the underlying exposure documentation. | YES | NO |
| CREL75 | Original Loan-To-Value | The Loan to Value ratio (LTV) for the entire lending arrangement (i.e. not just reflecting the securitised loan amount), as at the Securitisation Date. | YES | NO |
| CREL76 | Current Loan-To-Value | Current Loan to Value ratio (LTV) for the entire lending arrangement (i.e. not just reflecting the securitised loan amount). | YES | NO |
| CREL77 | Interest Coverage Ratio At The Securitisation Date | The Interest Coverage Ratio calculation for the securitised underlying exposure, at the Securitisation Date. | YES | NO |
| CREL78 | Current Interest Coverage Ratio | Current Interest Coverage Ratio calculation for the securitised underlying exposure. | YES | NO |
| CREL79 | Interest Coverage Ratio Method | Define the calculation of the Interest Coverage Ratio financial covenant requirement at the level of the securitised underlying exposure (or the whole underlying exposure level if not specified for any specific underlying exposure arrangements within the overall lending arrangement), the inferred method of calculation: Current Period (CRRP) Projection - 6 month forward calculation (PRSF) Projection - 12 month forward calculation (PRTF) Combo 6 — Current period and a 6 month forward calculation (CMSF) Combo 12 — Current period and a 6 month forward calculation (CMTF) Historical - 6 month forward calculation (HISF) Historical - 12 month forward calculation (HITF) Modified — Includes a reserve injection or a percentage rental income probability calculation (MODI) Multiple Period — Consecutive period calculation (MLTP) Other (OTHR) | NO | YES |
| CREL80 | Number Of Properties At Securitisation Date | The number of properties that serve as security for the underlying exposure at the Securitisation Date. | NO | YES |
| CREL81 | Number Of Properties At Data Cut-Off Date | The number of properties that serve as security for the underlying exposure. | YES | NO |
| CREL82 | Properties Collateralised To The Underlying Exposure | Enter the unique collateral identifiers (CREC4) of the properties that serve as security for the underlying exposure at the data cut-off date. If multiple properties enter all of the identifiers as set out in the XML schema. | NO | NO |
| CREL83 | Property Portfolio Value At Securitisation Date | The valuation of the properties securing the underlying exposure at the Securitisation Date as described in the Offering Circular. If multiple properties then sum the value of the properties. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREL84 | Property Portfolio Valuation Currency At Securitisation Date | The currency of the valuation in CREL83. | NO | YES |
| CREL85 | Status Of Properties | Status of properties. Where multiple situations from the list below exist, choose the situation which best represents the overall set of properties. Lasting Power of Attorney (LPOA) Receivership (RCVR) In Foreclosure (FCLS) Real Estate Owned (REOW) Defeased (DFSD) Partial Release (PRLS) Released (RLSD) Same as at Securitisation Date (SCDT) In special servicing (SSRV) Other (OTHR) | NO | YES |
| CREL86 | Valuation Date At Securitisation Date | The date the valuation was prepared for the values disclosed in the Offering Circular. For multiple properties, if several dates, take the most recent date. | NO | YES |
| CREL87 | Amortisation Type | Type of amortisation of the underlying exposure including principal and interest. French — i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX) German — i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest. (DEXX) Fixed amortisation schedule — i.e. Amortisation in which the principal amount repaid in each instalment is the same. (FIXE) Bullet — i.e. Amortisation in which the full principal amount is repaid in the last instalment. (BLLT) Other (OTHR) | YES | NO |
| CREL88 | Principal Grace Period End Date | If applicable as at the data cut-off date, indicate the principal grace period end date. | NO | YES |
| CREL89 | Grace Days Allowed | The number of days after a payment is due in which the lender will not consider the missed payment to be an Event of Default. This refers to missed payments due to non-technical reasons (i.e. missed payments not due to systems failures for example). | NO | YES |
| CREL90 | Scheduled Principal Payment Frequency | Frequency of principal payments due, i.e. period between payments: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) | NO | YES |
| CREL91 | Scheduled Interest Payment Frequency | Frequency of interest payments due, i.e. period between payments: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) | NO | YES |
| CREL92 | Number Of Payments Before Securitisation | Enter the number of payments made prior to the exposure being transferred to the securitisation. | YES | NO |
| CREL93 | Prepayment Terms Description | Must reflect the information in offering circular. For instance, if the prepayment terms are the payment of a 1 % fee in year one, 0,5 % in year two and 0,25 % in year three of the loan this may be shown in the offering circular as: 1 %(12), 0,5 %(24), 0,25 %(36). | YES | YES |
| CREL94 | Prepayment Lock-Out End Date | The date after which the lender allows prepayment of the underlying exposure. | YES | YES |
| CREL95 | Yield Maintenance End Date | Date after which underlying exposure can be prepaid without yield maintenance. | NO | YES |
| CREL96 | Prepayment Fee | Amount collected from the obligor as the fee/penalty due for making prepayments as required under the terms of the underlying exposure agreement. This is not intended to include any amounts paid as a ‘break cost’ to make up interest payments up to the underlying exposure Payment Date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREL97 | Prepayment Fee End Date | The date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid. | YES | YES |
| CREL98 | Unscheduled Principal Collections | Unscheduled payments of principal received in the most recent collection period. Other principal payments received during the interest period that will be used to pay down the underlying exposure. This may relate to sales proceeds, voluntary prepayments, or liquidation amounts. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREL99 | Liquidation/Prepayment Date | The most recent date on which an unscheduled principal payment was received or liquidation proceeds are received. | NO | YES |
| CREL100 | Liquidation/Prepayment Code | Code assigned to any unscheduled principal payments or liquidation proceeds received during the collection period: Partial Liquidation (Curtailment) (PTLQ) Payoff Prior to Maturity (PTPY) Liquidation or Disposition (LQDP) Repurchase or Substitution (RPSB) Full Payoff at Maturity (FLPY) Discounted Payoff (DPOX) Payoff with Penalty (PYPN) Payoff with Yield Maintenance (YLMT) Curtailment with Penalty (CTPL) Curtailment with Yield Maintenance (CTYL) Other (OTHR) | NO | YES |
| CREL101 | Prepayment Interest Excess/Shortfall | Shortfall or excess of actual interest payment from the scheduled interest payment that is not related to an underlying exposure default. Results from a prepayment received on a date other than a scheduled payment due date: Shortfall – The difference by which the amount of interest paid is less than the scheduled interest that was due on the underlying exposure Payment Date, (this would only apply if there is a shortfall after the obligor has paid any break costs). Excess – Interest collected in excess of the accrued interest due for the underlying exposure interest accrual period. A negative number represents a shortfall and excess is represented as a positive number. Refers to the entire lending arrangement (i.e. not just reflecting the securitised underlying exposure amount) Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREL102 | Payment Date | The most recent date principal and interest is paid to the SSPE as at the data cut-off date, this would normally be the interest payment date of the underlying exposure. | NO | YES |
| CREL103 | Next Payment Adjustment Date | For adjustable rate underlying exposures, the next date on which the amount of scheduled principal and/or interest is due to change. For fixed rate underlying exposures, enter the next payment date. | NO | YES |
| CREL104 | Next Payment Date | Date of next underlying exposure payment. | NO | YES |
| CREL105 | Payment Due | This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREL106 | Original Interest Rate | Underlying exposure all-in interest rate at the date of origination of the securitised underlying exposure. | YES | NO |
| CREL107 | Interest Rate At The Securitisation Date | The total interest rate (e.g. EURIBOR + Margin) that is being used to calculate interest due on the securitised underlying exposure for the first Interest Payment Date after the Securitisation Date. | YES | NO |
| CREL108 | First Payment Adjustment Date | For adjustable rate underlying exposures, the first date on which the amount of scheduled principal and/or interest is due to change. For fixed rate underlying exposures, enter the first date on which the amount of scheduled principal or interest is due (not the first date after securitisation on which it could change). | YES | YES |
| CREL109 | Interest Rate Type | Interest rate type: Floating rate underlying exposure (for life) (FLIF) Floating rate underlying exposure linked to one index that will revert to another index in the future (FINX) Fixed rate underlying exposure (for life) (FXRL) Fixed with future periodic resets (FXPR) Fixed rate underlying exposure with compulsory future switch to floating (FLCF) Floating rate underlying exposure with floor (FLFL) Floating rate underlying exposure with cap (CAPP) Floating rate underlying exposure with both floor and cap (FLCA) Discount (DISC) Switch Optionality (SWIC) Obligor Swapped (OBLS) Modular (MODE) Other (OTHR) | NO | YES |
| CREL110 | Current Interest Rate | Gross rate per annum used to calculate the current period scheduled interest on the securitised underlying exposure. Rates calculated on a period-by-period basis must be annualised. | NO | YES |
| CREL111 | Current Interest Rate Index | The base reference interest index currently applicable (the reference rate off which the interest rate is set): MuniAAA (MAAA) FutureSWAP (FUSW) LIBID (LIBI) LIBOR (LIBO) SWAP (SWAP) Treasury (TREA) Euribor (EURI) Pfandbriefe (PFAN) EONIA (EONA) EONIASwaps (EONS) EURODOLLAR (EUUS) EuroSwiss (EUCH) TIBOR (TIBO) ISDAFIX (ISDA) GCFRepo (GCFR) STIBOR (STBO) BBSW (BBSW) JIBAR (JIBA) BUBOR (BUBO) CDOR (CDOR) CIBOR (CIBO) MOSPRIM (MOSP) NIBOR (NIBO) PRIBOR (PRBO) TELBOR (TLBO) WIBOR (WIBO) Bank of England Base Rate (BOER) European Central Bank Base Rate (ECBR) Lender’s Own Rate (LDOR) Other (OTHR) | NO | YES |
| CREL112 | Current Interest Rate Index Tenor | Tenor of the current interest rate index: Overnight (OVNG) IntraDay (INDA) 1 day (DAIL) 1 week (WEEK) 2 week (TOWK) 1 month (MNTH) 2 month (TOMN) 3 month (QUTR) 4 month (FOMN) 6 month (SEMI) 12 month (YEAR) On Demand (ONDE) Other (OTHR) | NO | YES |
| CREL113 | Current Interest Rate Margin | Current interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate. | NO | YES |
| CREL114 | Interest Rate Reset Interval | Number of months between each interest rate reset date on the underlying exposure. | NO | YES |
| CREL115 | Current Index Rate | The index rate used to determine the current securitised underlying exposure interest rate. The interest rate (before margin) used to calculate the interest paid on the securitised underlying exposure payment date in field CREL102. | NO | YES |
| CREL116 | Index Determination Date | If the underlying exposure Agreement states specific dates for the index to be set, enter the next index determination date. | NO | YES |
| CREL117 | Rounding Increment | The incremental percentage by which an index rate is to be rounded in determining the interest rate as set out in the underlying exposure agreement. | NO | YES |
| CREL118 | Interest Rate Cap | Maximum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement. | NO | YES |
| CREL119 | Interest Rate Floor | Minimum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement. | NO | YES |
| CREL120 | Current Default Interest Rate | Interest rate used to calculate the default interest paid on the securitised underlying exposure payment date in field CREL102. | NO | YES |
| CREL121 | Accrual Of Interest Allowed | Do the documents describing the terms and conditions of the underlying exposure allow for interest to be accrued and capitalised? | YES | NO |
| CREL122 | Day Count Convention | The ‘days’ convention used to calculate interest: 30/360 (A011) Actual/365 (A005) Actual/360 (A004) Actual/Actual ICMA (A006) Actual/Actual ISDA (A008) Actual/Actual AFB (A010) Actual/366 (A009) Other (OTHR) | NO | YES |
| CREL123 | Total Scheduled Principal & Interest Due | Scheduled principal & interest payment due on the securitised underlying exposure on the most recent payment date, as at the data cut-off date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | NO |
| CREL124 | Total Scheduled Principal & Interest Paid | Scheduled Principal & Interest payment paid on the securitised underlying exposure on the most recent payment date, as at the data cut-off date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | NO |
| CREL125 | Negative Amortisation | Negative amortisation/deferred interest/capitalised interest without penalty. Negative amortisation occurs when interest accrued during a payment period is greater than the scheduled payment and the excess amount is added to the outstanding underlying exposure balance. Refers to the entire lending arrangement (i.e. not just reflecting the securitised underlying exposure amount) Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | NO |
| CREL126 | Deferred Interest | Deferred interest on the whole loan (i.e. including the securitised loan and any other loan belonging to the lending arrangement with the obligor). Deferred interest is the amount by which the interest an obligor is required to pay on a mortgage loan, less than the amount of interest accrued on the outstanding principal balance. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | NO |
| CREL127 | Total Shortfalls In Principal & Interest Outstanding | Cumulative outstanding principal and interest amounts due on the entire lending arrangement (i.e. not just the securitised underlying exposure) as at the data cut-off date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREL128 | Date Last In Arrears | Date the obligor was last in arrears. | YES | YES |
| CREL129 | Arrears Balance | Current balance of arrears, which is defined as: Total payments due to date PLUS any amounts capitalised PLUS any fees applied to the account LESS total payments received to date. If no arrears then enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | NO |
| CREL130 | Number Of Days In Arrears | Number of days this underlying exposure is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date. | NO | NO |
| CREL131 | Reason for Default or Foreclosure | If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason: In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX) In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX) In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD) | YES | YES |
| CREL132 | Default Amount | Total gross default amount before the application of sale proceeds and recoveries and inclusive of any capitalised fees/penalties/etc. If not in default, enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREL133 | Default Date | The date of default. | NO | YES |
| CREL134 | Interest In Arrears | Is the interest that accrues on the underlying exposure paid in arrears? | NO | NO |
| CREL135 | Actual Default Interest | Actual default interest paid between the previous data cut-off date and the data cut-off date of this data submission. Total amount of default interest paid by the obligor during the interest period or on the underlying exposure payment date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREL136 | Account Status | Current status of the underlying exposure that has been securitised: Performing (PERF) Restructured — No Arrears (RNAR) Restructured — Arrears (RARR) Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT) Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT) Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR) Defaulted only under another definition of default being met (DADB) Arrears (ARRE) Repurchased by Seller – Breach of Representations and Warranties (REBR) Repurchased by Seller – Defaulted (REDF) Repurchased by Seller – Restructured (RERE) Repurchased by Seller – Special Servicing (RESS) Repurchased by Seller – Other Reason (REOT) Redeemed (RDMD) Other (OTHR) Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance. | NO | NO |
| CREL137 | Allocated Losses | The allocated losses to date, net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect most recent situation as at the data cut-off date, i.e. as recoveries are collected and the work out process progresses. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREL138 | Net Proceeds Received On Liquidation | Net proceeds received on liquidation used to determine loss to the SSPE per the Securitisation Documents. The amount of the net proceeds of sale received, this will determine whether there is a loss or shortfall on the underlying exposure. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREL139 | Liquidation Expense | Expenses associated with the liquidation to be netted from the other assets of issuer to determine loss per the Securitisation Documents. Amount of any liquidation expenses that will be paid out of the net sales proceeds to determine whether there will be any loss. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREL140 | Expected Timing Of Recoveries | The underlying exposure servicer’s expected recovery timing in months. | NO | YES |
| CREL141 | Cumulative Recoveries | Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREL142 | Enforcement Start Date | The date on which foreclosure or administration proceedings or alternative enforcement procedures were initiated against or agreed by the obligor. | NO | YES |
| CREL143 | Workout Strategy Code | Work-out strategy: Modification (MODI) Enforcement (ENFR) Receivership (RCVR) Insolvency (NSOL) Extension (XTSN) Loan Sale (LLES) Discounted Pay Off (DPFF) Property in Possession (PPOS) Resolved (RSLV) Pending Return to Servicer (PRTS) Deed in Lieu of Foreclosure (DLFR) Full Pay Off (FPOF) Representations and Warranties (REWR) Other (OTHR) | NO | YES |
| CREL144 | Modification | Type of modification: Maturity Date Extension (MEXT) Amortisation Change (AMMC) Principal Write-off (PWOF) Temporary Rate Reduction (TMRR) Capitalisation of Interest (CINT) Capitalisation of Costs Advanced (e.g. insurance, ground rent) (CPCA) Combination (COMB) Other (OTHR) | NO | YES |
| CREL145 | Special Servicing Status | As of the underlying exposure Payment Date is the underlying exposure currently being specially serviced? | NO | NO |
| CREL146 | Most Recent Special Servicer Transfer Date | The date an underlying exposure was transferred to the special Servicer following a servicing transfer event. Note: If the underlying exposure has had multiple transfers, this is the last date transferred to special servicing. | NO | YES |
| CREL147 | Most Recent Primary Servicer Return Date | The date an underlying exposure becomes a ‘corrected mortgage underlying exposure’, which is the date the underlying exposure was returned to the master/primary Servicer from the special Servicer. Note: If the underlying exposure has had multiple transfers, this is the last date returned to the master/primary Servicer from special servicing. | NO | YES |
| CREL148 | Non Recoverability Determined | Indicator (Yes/No) as to whether the Servicer or Special Servicer has determined that there will be a shortfall in recovering any advances it has made and the outstanding underlying exposure balance and any other amounts owing on the underlying exposure from proceeds upon sale or liquidation of the property or underlying exposure. | YES | YES |
| CREL149 | Covenant Breach/Trigger | Type of Covenant Breach/Trigger: Interest Coverage Ratio (ICRX) Debt Service Coverage Ratio (DSCR) Loan-to-Value (LLTV) Interest Coverage Ratio or Debt Service Coverage Ratio (ICDS) Interest Coverage Ratio or Debt Service Coverage Ratio or Loan-to-Value (ICDL) Property Level Breach (PROP) Obligor Level Breach (OBLG) Tenant or Vacancy Level Breach (TENT) Other (OTHR) | NO | YES |
| CREL150 | Date Of Breach | The date on which any breach of the underlying exposure terms and conditions occurred. If multiple breaches, the date of the earliest breach. | YES | YES |
| CREL151 | Date Of Breach Cure | The date on which any breach reported in field CREL150 cured. If multiple breaches, the date which the last breach cured. | NO | YES |
| CREL152 | Servicer Watchlist Code | If the underlying exposure has been entered onto the servicer watchlist, enter the most appropriate corresponding code from Table 2 in Annex I of this Regulation. If multiple criteria are applicable, list the most detrimental code. | NO | YES |
| CREL153 | Servicer Watchlist Date | Determination date on which an underlying exposure was placed on the Watchlist. If underlying exposure came off the Watchlist in a prior period and is now coming back on, use the new entry date. | NO | YES |
| CREL154 | Interest Rate Swap Provider | If there is an interest rate swap on the underlying exposure, provide the full legal name of the interest rate swap provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. | NO | YES |
| CREL155 | Interest Rate Swap Provider Legal Entity Identifier | Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure interest rate swap provider. | NO | YES |
| CREL156 | Interest Rate Swap Maturity Date | Date of maturity for the interest rate underlying exposure level swap. | NO | YES |
| CREL157 | Interest Rate Swap Notional | Interest rate underlying exposure level swap notional amount Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREL158 | Currency Swap Provider | If there is an exchange rate swap on the underlying exposure, provide the full legal name of the exchange rate swap provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. | NO | YES |
| CREL159 | Currency Swap Provider Legal Entity Identifier | Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure currency swap provider. | NO | YES |
| CREL160 | Currency Swap Maturity Date | Date of maturity for the currency underlying exposure level swap. | NO | YES |
| CREL161 | Currency Swap Notional | Currency underlying exposure level swap notional amount Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREL162 | Exchange Rate For Swap | The exchange rate that has been set for a currency underlying exposure level swap. | NO | YES |
| CREL163 | Other Swap Provider | The full legal name of the swap provider for the underlying exposure, where the swap is neither an interest rate nor currency swap. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. | NO | YES |
| CREL164 | Other Swap Provider Legal Entity Identifier | Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure ‘other’ swap provider. | NO | YES |
| CREL165 | Obligor Must Pay Breakage On Swap | Extent to which the obligor is obligated to pay breakage costs to the underlying exposure swap provider. In the event of multiple swaps, enter the most appropriate value. Total Indemnification from obligor (TOTL) Partial Indemnification from obligor (PINO) No Indemnification from obligor (NOPE) | YES | NO |
| CREL166 | Full Or Partial Termination Event Of Swap For Current Period | If underlying exposure swap has been terminated between the previous data cut-off date and the data cut-off date of the current report submission, identify reason. In the event of multiple swaps, enter the most appropriate value. Swap Terminated due to Ratings Downgrade of Underlying Exposure Swap Provider (RTDW) Swap Terminated due to Payment Default to Underlying Exposure Swap Provider (PYMD) Swap Terminated due to Other Type of Default by Underlying Exposure Swap Counterparty (CNTD) Swap Terminated due to Full or Partial Prepayment by Obligor (PRPY) Swap Terminated due to Other Type of Default by Obligor (OBGD) Other (OTHR) | NO | YES |
| CREL167 | Net Periodic Payment Made By Swap Provider | Net amount of payment made by the swap counterparty securitised underlying exposure, on the underlying exposure Payment Date as required by the swap contract. This does not include any breakage or termination payments. In the event of multiple swaps, enter the sum across all swaps. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREL168 | Breakage Costs Due To Underlying Exposure Swap Provider | Amount of any payment due from the obligor to the swap counterparty for partial of full termination of the swap. In the event of multiple swaps, enter the most appropriate value. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREL169 | Shortfall In Payment Of Breakage Costs On Swap | Amount of any shortfall, if any, of breakage costs resulting from the full or partial termination of the swap, paid by the obligor. In the event of multiple swaps, enter the sum across all swaps. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREL170 | Breakage Costs Due From Swap Counterparty | Amount of any gains paid by the swap counterparty to the obligor on full or partial termination. In the event of multiple swaps, enter the most appropriate value. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREL171 | Next Swap Reset Date | Date of next reset date on the underlying exposure level swap. In the event of multiple swaps, enter the most appropriate value. | NO | YES |
| CREL172 | Sponsor | The name of the underlying exposure sponsor. | NO | YES |
| CREL173 | Agent Bank Of Syndication Legal Entity Identifier | Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the agent bank of syndication, i.e. the entity acting as an interface between the obligor and the lending parties involved in the syndicated underlying exposure. | NO | YES |
| CREL174 | Servicer Legal Entity Identifier | Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure servicer. | NO | YES |
| CREL175 | Servicer Name | Give the full legal name of the underlying exposure servicer. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. | NO | YES |
| CREL176 | Originator Name | Give the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. | NO | NO |
| CREL177 | Originator Legal Entity Identifier | Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator. | NO | NO |
| CREL178 | Originator Establishment Country | Country where the underlying exposure originator is established. | NO | NO |
| CREL179 | Original Lender Name | Give the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. | YES | YES |
| CREL180 | Original Lender Legal Entity Identifier | Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender. Where no Legal Entity Identifier is available, enter ND5. | YES | YES |
| CREL181 | Original Lender Establishment Country | Country where the original lender is established. | YES | YES |
| Collateral-level information section | Collateral-level information section | Collateral-level information section | Collateral-level information section | Collateral-level information section |
| CREC1 | Unique Identifier | Report the same unique identifier here as the one entered into field CREL1. | NO | NO |
| CREC2 | Underlying Exposure Identifier | Unique underlying exposure identifier. This must match the identifier in field CREL5. The reporting entity must not amend this unique identifier. | NO | NO |
| CREC3 | Original Collateral Identifier | The original unique identifier assigned to the collateral. The reporting entity must not amend this unique identifier. | NO | NO |
| CREC4 | New Collateral Identifier | If the original identifier in field CREC3 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CREC3. The reporting entity must not amend this unique identifier. | NO | NO |
| CREC5 | Collateral Type | The primary (in terms of value) type of asset securing the debt. Where there is a guarantee backed by physical or financial collateral, look through the guarantee to any collateral that may be supporting that guarantee. Automobile (CARX) Industrial Vehicle (INDV) Commercial Truck (CMTR) Rail Vehicle (RALV) Nautical Commercial Vehicle (NACM) Nautical Leisure Vehicle (NALV) Aeroplane (AERO) Machine Tool (MCHT) Industrial Equipment (INDE) Office Equipment (OFEQ) IT Equipment (ITEQ) Medical Equipment (MDEQ) Energy Related Equipment (ENEQ) Commercial Building (CBLD) Residential Building (RBLD) Industrial Building (IBLD) Other Vehicle (OTHV) Other Equipment (OTHE) Other Real Estate (OTRE) Other goods or inventory (OTGI) Securities (SECU) Guarantee (GUAR) Other Financial Asset (OTFA) Mixed Categories Due to Security Over All Assets of the Obligor (MIXD) Other (OTHR) | NO | NO |
| CREC6 | Property Name | The name of the property that serves as security for the underlying exposure. If the collateral being reported is not property collateral, enter ND5. | NO | YES |
| CREC7 | Property Address | The address of the property that serves as security for the underlying exposure. If the collateral being reported is not property collateral, enter ND5. | NO | YES |
| CREC8 | Geographic Region — Collateral | The geographic region (NUTS3 classification) where the physical collateral is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’. | YES | YES |
| CREC9 | Property Post Code | The primary property full postal code. If the collateral being reported is not property collateral, enter ND5. | NO | YES |
| CREC10 | Lien | Highest lien position held by the originator in relation to the collateral. | YES | YES |
| CREC11 | Property Status | Status of property: Lasting Power of Attorney (LPOA) Receivership (RCVR) In Foreclosure (FCLS) Real Estate Owned (REOW) Defeased (DFSD) Partial Release (PRLS) Released (RLSD) Same as at Securitisation Date (SCDT) In Special Servicing (SSRV) Other (OTHR) If the collateral being reported is not property collateral, enter ND5. | NO | YES |
| CREC12 | Property Type | Property type: Caravan Park (CRVP) Car Park (CARP) Health Care (HEAL) Hospitality or Hotel (HOTL) Industrial (IDSR) Land Only (LAND) Leisure (LEIS) Multifamily (MULF) Mixed Use (MIXD) Office (OFFC) Pub (PUBX) Retail (RETL) Self Storage (SSTR) Warehouse (WARE) Various (VARI) Other (OTHR) If the collateral being reported is not property collateral, enter ND5. | NO | YES |
| CREC13 | Property Form Of Title | The relevant form of property title. A lease on land only, in which the obligor usually owns a building or is required to build as specified in the lease. Such leases are usually long-term net leases; the obligor’s rights and obligations continue until the lease expires or is terminated through default: Leasehold (LESH) Freehold (FREE) Mixed (MIXD) Other (OTHR) If the collateral being reported is not property collateral, enter ND5. | NO | YES |
| CREC14 | Current Valuation Date | The date of the most recent valuation. | YES | YES |
| CREC15 | Current Valuation Amount | The most recent valuation of the property as assessed by an independent external or internal appraiser; if such assessment is not available, the current value of the property can be estimated using a real estate value index sufficiently granular with respect to geographical location and type of property; if such real estate value index is also not available, a real estate price index sufficiently granular with respect to geographical location and type of property can be used after application of a suitably chosen mark-down to account for the depreciation of the property. If the collateral being reported is not property collateral, enter the most recent valuation of the collateral as assessed by an independent external or internal appraiser or, if not available, by the originator. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | YES |
| CREC16 | Current Valuation Method | The most recent method of calculating the value of the collateral provided in field CREC15. Full, internal and external inspection (FALL) Full, only external inspection (FEXT) Drive-by (DRVB) Automated Valuation Model (AUVM) Indexed (IDXD) Desktop (DKTP) Managing Agent/Estate Agent (MAEA) Tax Authority (TXAT) Other (OTHR) | YES | NO |
| CREC17 | Current Valuation Basis | The most recent Valuation Basis: Open Market (OPEN) Vacant Possession (VCNT) Other (OTHR) | YES | NO |
| CREC18 | Original Valuation Method | The method of calculating the value of the collateral at the time of underlying exposure origination: Full, internal and external inspection (FALL) Full, only external inspection (FEXT) Drive-by (DRVB) Automated Valuation Model (AUVM) Indexed (IDXD) Desktop (DKTP) Managing Agent/Estate Agent (MAEA) Tax Authority (TXAT) Other (OTHR) | YES | NO |
| CREC19 | Collateral Securitisation Date | Date the property/collateral was contributed as security for the underlying exposure. If this property/collateral has been substituted, enter the date of the substitution. If the property/collateral was part of the original securitisation, this will be the Securitisation Date. | YES | NO |
| CREC20 | Allocated Percentage Of Underlying Exposure At Securitisation Date | Allocated underlying exposure % attributable to property/collateral at Securitisation Date where there is more than one property/collateral item securing the underlying exposure. This may be set out in the underlying exposure Agreement, otherwise assign by valuation or Net Operating Income. | YES | YES |
| CREC21 | Current Allocated Underlying Exposure Percentage | Allocated underlying exposure % attributable to the collateral at the underlying exposure payment date. Where there is more than one collateral item securing the underlying exposure, the sum of all percentages is equal to 100 %. This may be set out in the underlying exposure agreement, otherwise assign by valuation (Net Operating Income). | NO | YES |
| CREC22 | Valuation At Securitisation | The valuation of the property/collateral securing the underlying exposure at Securitisation Date as described in the Offering Circular. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREC23 | Name Of Valuer At Securitisation | Name of valuation firm who performed the property/collateral valuation at the Date of Securitisation. | NO | YES |
| CREC24 | Date Of Valuation At Securitisation | The date the valuation was prepared for the values disclosed in the Offering Circular. | NO | YES |
| CREC25 | Year Built | Year the property was built per the valuation report or underlying exposure document. | YES | YES |
| CREC26 | Year Last Renovated | Year that last major renovation/new construction was completed on the property per the valuation report or underlying exposure document. | YES | YES |
| CREC27 | Number Of Units | For property type Multifamily enter number of units, for Hospitality/Hotel/Healthcare — beds, for Caravan Parks — units, Lodging = rooms, Self Storage = units. | NO | YES |
| CREC28 | Net Square Metres | The total net rentable area of the property in square metres that serve as security for the underlying exposure per the most recent valuation report. | NO | YES |
| CREC29 | Commercial Area | The total net Commercial rentable area of the property in square metres that serves as security for the underlying exposure per the most recent valuation report. | NO | YES |
| CREC30 | Residential Area | The total net Residential rentable area of the property in square metres that serves as security for the loan per the most recent valuation report. | NO | YES |
| CREC31 | Net Internal Floor Area Validated | Has the valuer (of the most recent valuation) verified the net internal floor area of the property? | YES | YES |
| CREC32 | Occupancy As Of Date | Date of most recently received rent roll/tenancy schedule. For hospitality (hotels), and health care properties use average occupancy for the period for which the financial statements are reported. | NO | YES |
| CREC33 | Economic Occupancy At Securitisation | The percentage of rentable space with signed leases in place at Securitisation Date if disclosed in Offering Circular (tenants may not be in occupation but are paying rent). | NO | YES |
| CREC34 | Physical Occupancy At Securitisation | At securitisation, the available percentage of rentable space actually occupied (i.e. where tenants are actually in occupation and not vacated), if disclosed in Offering Circular. To be derived from a rent roll or other document indicating occupancy consistent with most recent financial year information. | NO | YES |
| CREC35 | Vacant Possession Value At Securitisation Date | Vacant possession value at Date of Securitisation. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREC36 | Date Of Financials At Securitisation | The end date of the financials for the information used in the Offering Circular (e.g. year to date, annual, quarterly or trailing 12 months). | YES | YES |
| CREC37 | Net Operating Income At Securitisation | Revenue less Operating Expenses at Securitisation Date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | YES |
| CREC38 | Most Recent Financials As Of Start Date | The first day of the period covered in the most recent financial operating statement available (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months). | YES | YES |
| CREC39 | Most Recent Financials As Of End Date | The end date of the financials used for the most recent financial operating statement (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months). | YES | YES |
| CREC40 | Most Recent Revenue | Total revenues for the period covered by the most recent financial operating statement (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months) for the property. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | YES |
| CREC41 | Most Recent Operating Expenses | Total operating expenses for the period covered by the most recent financial operating statement (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months) for the property. These may include real estate taxes, insurance, management, utilities, maintenance and repairs and direct property costs to the landlord; capital expenditures and leasing commissions are excluded. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | YES |
| CREC42 | Most Recent Capital Expenditure | Total Capital Expenditure (as opposed to repairs and maintenance) for the period covered by the most recent financial operating statement e.g. Monthly, Quarterly, Year to Date or Trailing 12 months) for the property. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | YES |
| CREC43 | Ground Rent Payable | If property is leasehold, provide the current annual leasehold rent payable to the lessor. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREC44 | Weighted Average Lease Terms | Weighted average lease terms in years, using as weights the latest-available outstanding value of the lease. | NO | YES |
| CREC45 | Property Leasehold Expiry | Provide the earliest date the leasehold interest expires. | NO | YES |
| CREC46 | Contractual Annual Rental Income | The contractual annual rental income derived from the most recent obligor tenancy schedule. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CREC47 | Income Expiring 1-12 Months | Percentage of income expiring in 1 to 12 months. | YES | YES |
| CREC48 | Income Expiring 13-24 Months | Percentage of income expiring in 13 to 24 months. | YES | YES |
| CREC49 | Income Expiring 25-36 Months | Percentage of income expiring in 25 to 36 months. | YES | YES |
| CREC50 | Income Expiring 37-48 Months | Percentage of income expiring in 37 to 48 months. | YES | YES |
| CREC51 | Income Expiring 49+ Months | Percentage of income expiring in 49 or more months. | YES | YES |
| Tenant-level information section | Tenant-level information section | Tenant-level information section | Tenant-level information section | Tenant-level information section |
| CRET1 | Unique Identifier | Report the same unique identifier here as the one entered into field CREL1. | NO | NO |
| CRET2 | Underlying Exposure Identifier | Unique underlying exposure identifier. This must match the identifier in field CREL5. The reporting entity must not amend this unique identifier. | NO | NO |
| CRET3 | Collateral Identifier | Unique identifier for the collateral. This field must match CREC4, to allow mapping. | NO | NO |
| CRET4 | Tenant Identifier | Unique identifier for the tenant. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. | NO | NO |
| CRET5 | Tenant Name | Name of current tenant. If tenant is a natural person, then this field must be entered with the same entry as field CRET4. | YES | NO |
| CRET6 | NACE Industry Code | Tenant industry NACE Code, as set out in Regulation (EC) No 1893/2006 of the European Parliament and of the Council.13 | YES | YES |
| CRET7 | Date Of Lease Expiration | Expiration date of lease of current tenant. | NO | YES |
| CRET8 | Rent Payable | Annual Rent payable by current tenant. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CRET9 | Rent Currency | Rent currency denomination. | NO | YES |
13
Regulation (EC) No 1893/2006 of the European Parliament and of the Council of 20 December 2006 establishing the statistical classification of economic activities NACE Revision 2 and amending Council Regulation (EEC) No 3037/90 as well as certain EC Regulations on specific statistical domains (OJ L 393, 30.12.2006, p. 1).
ANNEX IV
UNDERLYING EXPOSURES INFORMATION — CORPORATE
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