Sectors

Sub-sectors

ESA Code

Non-financial corporations

Public non-financial corporations

S.11001

National private non-financial corporations

S.11002

Foreign controlled non-financial corporations

S.11003

Monetary financial institutions (MFIs)

Central bank

S.121

Public deposit-taking corporations except the central bank

S.12201

National private deposit-taking corporations except the central bank

S.12202

Foreign controlled deposit-taking corporations except the central bank

S.12203

Public money market funds (MMFs)

S.12301

National private money market funds (MMFs)

S.12302

Foreign controlled money market funds (MMFs)

S.12303

Financial corporations except MFIs and Insurance corporations and pension funds (ICPFs)

Public non-MMF investment funds

S.12401

National private non-MMF investment funds

S.12402

Foreign controlled non-MMF investment funds

S.12403

Public other financial intermediaries, except insurance corporations and pension funds

S.12501

National private other financial intermediaries, except insurance corporations and pension funds

S.12502

Foreign controlled other financial intermediaries, except insurance corporations and pension funds

S.12503

Public financial auxiliaries

S.12601

National private financial auxiliaries

S.12602

Foreign controlled financial auxiliaries

S.12603

Public captive financial institutions and money lenders

S.12701

National private captive financial institutions and money lenders

S.12702

Foreign controlled captive financial institutions and money lenders

S.12703

ICPFs

Public insurance corporations

S.12801

National private insurance corporations

S.12802

Foreign controlled insurance corporations

S.12803

Public pension funds

S.12901

National private pension funds

S.12902

Foreign controlled pension funds

S.12903

Other

General government

S.13

Central government (excluding social security funds)

S.1311

State government (excluding social security funds)

S.1312

Local government (excluding social security funds)

S.1313

Social security funds

S.1314

Households

S.14

Employers and own-account workers

S.141+S.142

Employees

S.143

Recipients of property and transfer income

S.144

Recipients of property income

S.1441

Recipients of pensions

S.1442

Recipients of other transfers

S.1443

Non-profit institutions serving households

S.15

Member States of the European Union

S.211

Institutions and bodies of the European Union

S.212

Non-member countries and international organisations non-resident in the European Union

S.22

Servicer Watchlist Code

Meaning

Inclusion Threshold

Release Threshold

1A

Delinquent P&I payment

2 payments behind

Arrears cleared and loan is current. Remain on Watchlist for 2 quarters/periods

1B

Delinquent insurance renewal or forced placed coverage

30 days overdue

Receipt of proof of satisfactory insurance

1C

Interest Coverage Ratio below dividend trap.

Interest Coverage Ratio < required loan covenant (cash trap or default level);

Interest Coverage Ratio < 1.00 on a loan by loan basis

Interest Coverage Ratio above threshold

1D

Debt Service Coverage Ratio absolute level

Debt Service Coverage Ratio < 1.00;

Debt Service Coverage Ratio < 1.20 for healthcare and lodging;

or on a loan by loan basis

Debt Service Coverage Ratio above threshold

1E

Debt Service Coverage Ratio decreases from ‘Securitisation Date’

Debt Service Coverage Ratio < 80 % of the ‘Securitisation Date’ Debt Service Coverage Ratio

Debt Service Coverage Ratio above threshold. Remain on Watchlist for 2 quarters/periods

1F

Defaulted, matured, or discovery of previous undisclosed subordinate lien including mezzanine loan.

When notice received by servicer

Default has been cured or subordinate debt approved by servicer

1G

Any unplanned draw on a letter of credit, debt service reserve, or working capital to pay debt service

Any occurrence on a loan by loan basis.

After funds or Letter of Credit replaced if required by the documents otherwise after two Interest Payment Dates with no further draws

2A

Absolute required repairs reserved for at closing, or otherwise disclosed to servicer, but not completed by due date

If required repair is not completed with 60 days following the due date (including extensions approved by the Servicer) and it is the lesser of 10 % of the unpaid principal balance or €250,000

Satisfactory verification that repairs have been completed

2B

Any required spending plan deficiencies (i.e.: capex, FF&E)

Any knowledge of deficiency that adversely affects the performance or value of property; on a loan by loan basis/material (> 5 % of loan outstanding balance)

When plan deficiencies are cured

2C

Occurrence of any trigger event in the mortgage loan documents. (e.g. required loan pay down, posting of additional reserves, minimum thresholds breached, etc.)

Any occurrence

Cure of the event that required action under the mortgage documents

2D

Verification of financial performance. Unsatisfactory or non-delivery of tenancy schedules or operating statements, etc.

Any occurrence for 6 months or greater

Cure of the event that required action under the mortgage documents

2E

Operating licence or franchise agreement default

When notice received by servicer

New franchise or licence in place, or default under franchise or licence has been cured — Relationship agreement

2F

Borrower/owner/sponsor bankruptcy or similar event (e.g. insolvency arrangement/proceedings, bankruptcy, receivership, liquidation, company voluntary arrangement (CVA)/individual voluntary arrangement (IVA)), becomes the subject of winding up order bankruptcy petition or other.

When notice received by servicer

Retain on Watchlist until Interest Payment Date following cure.

3A(i)

Inspection reveals poor condition

Any occurrence on a loan by loan basis/material 5 % > of net rental income (NRI)

In Servicer’s discretion that property deficiencies cured or access allowed and inspection completed

3A(ii)

Inspection reveals poor accessibility

Any occurrence on a loan by loan basis/material 5 % > of net rental income (NRI)

In Servicer’s discretion that property deficiencies cured or access allowed and inspection completed

3B

Inspection reveals harmful environmental issue

Any occurrence

In Servicer’s discretion that property deficiencies cured

3C

Properties affected by major casualty or compulsory purchase proceeding affecting future cash flows, value/blight/caution.

When servicer becomes aware of issue and it affects > 10 % of value or €500,000

In Servicer’s discretion that all necessary repairs have been completed satisfactorily or that condemnation proceedings have been completed and the asset can perform satisfactorily

4A

Overall property portfolio occupancy decrease

20 % less than ‘Securitisation Date’ level; on a loan by loan basis

When condition no longer exists

4B

Any 1 tenant or combination of TOP 3 TENANTS (based on gross rental) with leases > 30 % expiring within the next 12 months.

Only applies to office, industrial and retail.

When condition no longer exists or Servicer’s discretion.

4C

Major tenant lease or leases that are in default, terminated or are dark (Not occupied, but rent being paid)

> 30 % Net Rental Income

When condition no longer exists, or Servicer’s discretion.

5A

Pending loan maturity

< 180 days until maturity

Loan is paid off.

Item type

Article(s) of Regulation (EU) 2017/2402

Item code

Underlying exposures or underlying receivables or credit claims

7(1)(a)

1

Investor report

7(1)(e)

2

Final offering document; prospectus; closing transaction documents, excluding legal opinions

7(1)(b)(i)

3

Asset sale agreement; assignment; novation or transfer agreement; any relevant declaration of trust

7(1)(b)(ii)

4

Derivatives and guarantees agreements; any relevant documents on collateralisation arrangements where the exposures being securitised remain exposures of the originator

7(1)(b)(iii)

5

Servicing; back-up servicing; administration and cash management agreements

7(1)(b)(iv)

6

Trust deed; security deed; agency agreement; account bank agreement; guaranteed investment contract; incorporated terms or master trust framework or master definitions agreement or such legal documentation with equivalent legal value

7(1)(b)(v)

7

Inter-creditor agreements; derivatives documentation; subordinated loan agreements; start-up loan agreements and liquidity facility agreements

7(1)(b)(vi)

8

Any other underlying documentation that is essential for the understanding of the transaction

7(1)(b)

9

Simple, transparent and standardised notification pursuant to Article 27 of Regulation (EU) 2017/2402

7(1)(d)

10

Inside information relating to the securitisation that the originator, sponsor or SSPE is obliged to make public in accordance with Article 17 of Regulation (EU) No 596/2014 of the European Parliament and of the Council (1)

7(1)(f)

11

A significant event, such as:

7(1)(g)

12

Field code

Field name

Content to report

ND1-ND4 allowed?

ND5 allowed?

Underlying exposures information section

RREL1

Unique Identifier

The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Commission Delegated Regulation (EU) 2020/1224 (1).

NO

NO

RREL2

Original Underlying Exposure Identifier

Unique underlying exposure identifier. The identifier must be different from any external identification number to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.

NO

NO

RREL3

New Underlying Exposure Identifier

If the original identifier in field RREL2 cannot be maintained in this field, enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in RREL2. The reporting entity must not amend this unique identifier.

NO

NO

RREL4

Original Obligor Identifier

Original unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.

NO

NO

RREL5

New Obligor Identifier

If the original identifier in field RREL4 cannot be maintained in this field, enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in RREL4. The reporting entitymust not amend this unique identifier.

NO

NO

RREL6

Data Cut-Off Date

The data cut-off date for this data submission.

NO

NO

RREL7

Pool Addition Date

The date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available, enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure.

NO

YES

RREL8

Date Of Repurchase

Date on which the underlying exposure was repurchased from the pool.

NO

YES

RREL9

Redemption Date

Date on which account redeemed or (for defaulted underlying exposures) the date on which the recovery process was completed.

NO

YES

RREL10

Resident

Is the primary obligor a resident of the country in which the collateral and underlying exposure reside?

YES

NO

RREL11

Geographic Region — Obligor

The geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’.

YES

NO

RREL12

Geographic Region Classification

Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed.

YES

NO

RREL13

Employment Status

Employment status of the primary obligor:

YES

NO

RREL14

Credit Impaired Obligor

Confirm that, pursuant to Article 20(11) of Regulation (EU) 2017/2402, at the time that this underlying exposure was selected for transfer to the SSPE, the exposure was neither in default within the meaning of Article 178(1) of Regulation (EU) No 575/2013 nor constituted an exposure to a credit-impaired debtor or guarantor, who, to the best of the originator’s or original lender’s knowledge:

Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.

NO

YES

RREL15

Customer Type

Customer type at origination:

YES

NO

RREL16

Primary Income

Primary obligor annual income used to underwrite the underlying exposure at the time of origination. Where the primary obligor is a legal person/entity, enter that obligor’s annual revenue.

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

YES

NO

RREL17

Primary Income Type

Indicate what income in RREL16 is displayed:

YES

NO

RREL18

Primary Income Currency

Currency in which the primary obligor’s income or revenue is paid.

YES

NO

RREL19

Primary Income Verification

Primary Income Verification:

YES

NO

RREL20

Secondary Income

Secondary obligor annual income used to underwrite the underlying exposure at the time of origination. Where the secondary obligory is a legal person/entity, enter that obligor’s annual revenue. When there are more than two obligors in this underlying exposure, indicate total annual combined income across all obligors in this field.

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

YES

YES

RREL21

Secondary Income Verification

Income verification for secondary income:

YES

YES

RREL22

Special Scheme

If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here.

YES

YES

RREL23

Origination Date

Date of original underlying exposure advance.

YES

NO

RREL24

Maturity Date

The date of maturity of the underlying exposure or expiry of the lease.

NO

YES

RREL25

Original Term

Original contractual term (number of months) at the origination date.

YES

YES

RREL26

Origination Channel

Origination channel of the underlying exposure:

YES

YES

RREL27

Purpose

The reason for the obligor taking out the loan:

YES

NO

RREL28

Currency Denomination

The underlying exposure currency denomination.

NO

NO

RREL29

Original Principal Balance

Original underlying exposure balance (inclusive of fees).

This is referring to the balance of the underlying exposure at the underlying exposure origination date, not the date of the underlying exposure’s sale to the SSPE or the closing date of the securitisation.

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

YES

YES

RREL30

Current Principal Balance

Amount of underlying exposure outstanding as of the data cut-off date. This includes any amounts that are secured by the mortgage and will be classed as principal in the securitisation. For example, if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. It excludes any interest arrears or penalty amounts.

Current balance includes the principal arrears. However, savings amount is to be deducted if a subparticipation exists. (i.e. underlying exposure balance = underlying exposure +/- subparticipation; +/- 0 if no subparticipation).

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

NO

YES

RREL31

Prior Principal Balances

Total balances ranking prior to this underlying exposure (including those held with other lenders). If there are no prior balances, enter 0.

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

YES

YES

RREL32

Pari Passu Underlying Exposures

Total value of underlying exposures to this obligor ranking pari passu with this underlying exposure (regardless of whether or not they are included in this pool). If there are no balances ranking pari passu, enter 0.

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

YES

YES

RREL33

Total Credit Limit

For underlying exposures with flexible re-draw facilities (including revolving characteristics) or where the maximum underlying exposure amount hasn’t been withdrawn in full – the maximum underlying exposure amount that could potentially be outstanding.

This field is only to be populated for underlying exposures that have flexible or further drawing characteristics.

This is not intended to capture instances where the obligor may renegotiate an increased underlying exposure balance but rather where there is currently the contractual ability for the obligor to do this and for the lender to provide the additional funding.

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

NO

YES

RREL34

Purchase Price

Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied.

NO

YES

RREL35

Amortisation Type

Type of amortisation of the underlying exposure including principal and interest.

French — i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX)

German — i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest. (DEXX)

Fixed amortisation schedule — i.e. Amortisation in which the principal amount repaid in each instalment is the same. (FIXE)

Bullet — i.e. Amortisation in which the full principal amount is repaid in the last instalment. (BLLT)

Other (OTHR)

YES

NO

RREL36

Principal Grace Period End Date

If applicable as at the data cut-off date, indicate the principal grace period end date.

NO

YES

RREL37

Scheduled Principal Payment Frequency

Frequency of principal payments due, i.e. period between payments:

NO

YES

RREL38

Scheduled Interest Payment Frequency

Frequency of interest payments due, i.e. period between payments:

NO

YES

RREL39

Payment Due

This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure.

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

NO

YES

RREL40

Debt To Income Ratio

Debt defined as the amount of underlying exposure outstanding as of data cut-off date, this includes any amounts that are secured by the mortgage and will be classed as principal in the securitisation. For example if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. Excluding any interest arrears or penalty amounts.

Income defined as combined income, sum of primary and secondary income fields (field numbers RREL16 and RREL20) and any other income.

YES

YES

RREL41

Balloon Amount

Total amount of (securitised) principal repayment to be paid at the maturity date of the underlying exposure.

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

YES

YES

RREL42

Interest Rate Type

Interest rate type:

NO

YES

RREL43

Current Interest Rate

Gross rate per annum used to calculate the current period scheduled interest on the securitised underlying exposure. Rates calculated on a period-by-period basis must be annualised.

NO

YES

RREL44

Current Interest Rate Index

The base reference interest index currently applicable (the reference rate off which the interest rate is set):

NO

YES

RREL45

Current Interest Rate Index Tenor

Tenor of the current interest rate index:

NO

YES

RREL46

Current Interest Rate Margin

Current interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate.

NO

YES

RREL47

Interest Rate Reset Interval

Number of months between each interest rate reset date on the underlying exposure.

NO

YES

RREL48

Interest Rate Cap

Maximum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement.

NO

YES

RREL49

Interest Rate Floor

Minimum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement.

NO

YES

RREL50

Revision Margin 1

The margin for the underlying exposure at the 1st revision date. This refers only to contractual changes in the margin (e.g. from +50bps to +100bps) or the underlying index (e.g. from 3M EUIBOR to 1M EURIBOR) used for the interest calculation. This field does not refer to the date on which the index is reset periodically (e.g. resetting 1M EURIBOR each month).

The full revised margin must be entered in this field, not the change in the margin.

YES

YES

RREL51

Interest Revision Date 1

Date interest rate next changes (e.g. discount margin changes, fixed period ends, underlying exposure re-fixed etc. this is not the next LIBOR/EURIBOR/index reset date).

YES

YES

RREL52

Revision Margin 2

The margin for the underlying exposure at the 2nd revision date. This refers only to contractual changes in the margin (e.g. from +50bps to +100bps) or the underlying index (e.g. from 3M EUIBOR to 1M EURIBOR) used for the interest calculation. This field does not refer to the date on which the index is reset periodically (e.g. resetting 1M EURIBOR each month).

The full revised margin must be entered in this field, not the change in the margin.

YES

YES

RREL53

Interest Revision Date 2

Date of 2nd interest rate change (e.g. discount margin changes, fixed period ends, underlying exposure re-fixed etc. this is not the next LIBOR/EURIBOR/index reset date).

YES

YES

RREL54

Revision Margin 3

The margin for the underlying exposure at the 3rd revision date. This refers only to contractual changes in the margin (e.g. from +50bps to +100bps) or the underlying index (e.g. from 3M EUIBOR to 1M EURIBOR) used for the interest calculation. This field does not refer to the date on which the index is reset periodically (e.g. resetting 1M EURIBOR each month).

The full revised margin must be entered in this field, not the change in the margin.

YES

YES

RREL55

Interest Revision Date 3

Date of 3rd interest rate change (e.g. discount margin changes, fixed period ends, underlying exposure re-fixed etc. this is not the next LIBOR/EURIBOR/index reset date).

YES

YES

RREL56

Revised Interest Rate Index

Next interest rate index.

MuniAAA (MAAA)

FutureSWAP (FUSW)

LIBID (LIBI)

LIBOR (LIBO)

SWAP (SWAP)

Treasury (TREA)

Euribor (EURI)

Pfandbriefe (PFAN)

EONIA (EONA)

EONIASwaps (EONS)

EURODOLLAR (EUUS)

EuroSwiss (EUCH)

TIBOR (TIBO)

ISDAFIX (ISDA)

GCFRepo (GCFR)

STIBOR (STBO)

BBSW (BBSW)

JIBAR (JIBA)

BUBOR (BUBO)

CDOR (CDOR)

CIBOR (CIBO)

MOSPRIM (MOSP)

NIBOR (NIBO)

PRIBOR (PRBO)

TELBOR (TLBO)

WIBOR (WIBO)

Bank of England Base Rate (BOER)

European Central Bank Base Rate (ECBR)

Lender’s Own Rate (LDOR)

Other (OTHR)

YES

YES

RREL57

Revised Interest Rate Index Tenor

Tenor of the next interest rate index:

YES

YES

RREL58

Number Of Payments Before Securitisation

Enter the number of payments made prior to the exposure being transferred to the securitisation.

YES

NO

RREL59

Percentage Of Prepayments Allowed Per Year

Percentage amount of pre-payments allowed under the product per year. This is for underlying exposures that allow a certain threshold of pre-payments (i.e. 10 %) before charges are incurred.

YES

YES

RREL60

Prepayment Lock-Out End Date

The date after which the lender allows prepayment of the underlying exposure.

YES

YES

RREL61

Prepayment Fee

Amount collected from the obligor as the fee/penalty due for making prepayments as required under the terms of the underlying exposure agreement. This is not intended to include any amounts paid as a ‘break cost’ to make up interest payments up to the underlying exposure Payment Date. This includes amounts collected that have not been securitised.

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

NO

YES

RREL62

Prepayment Fee End Date

The date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid.

YES

YES

RREL63

Prepayment Date

The latest date on which an unscheduled principal payment was received.

YES

YES

RREL64

Cumulative Prepayments

Total prepayments collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination date

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

YES

YES

RREL65

Date Of Restructuring

Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.

In the event of multiple dates, all dates must be provided in accordance with the XML schema.

YES

YES

RREL66

Date Last In Arrears

Date the underlying exposure was last in arrears.

YES

YES

RREL67

Arrears Balance

Current balance of arrears, which is defined as:

If no arrears then enter 0.

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

NO

NO

RREL68

Number Of Days In Arrears

Number of days this underlying exposure is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date.

NO

NO

RREL69

Account Status

Current status of the underlying exposure that has been securitised:

Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance.

NO

NO

RREL70

Reason for Default or Foreclosure

If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason:

YES

YES

RREL71

Default Amount

Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0.

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

NO

YES

RREL72

Default Date

The date of default.

NO

YES

RREL73

Allocated Losses

The allocated losses to date, net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect most recent situation as at the data cut-off date, i.e. as recoveries are collected and the work out process progresses.

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

NO

YES

RREL74

Cumulative Recoveries

Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral.

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

NO

YES

RREL75

Litigation

Flag to indicate litigation proceedings underway (if account has recovered and is no longer being actively litigated this is to be re-set to N).

NO

YES

RREL76

Recourse

Is there recourse (full or limited) to the obligor’s assets beyond the proceeds of any collateral for this underlying exposure?

YES

YES

RREL77

Deposit Amount

The sum of all obligor amounts held by the originator or seller that are potentially off-settable against the underlying exposure balance, excluding the benefit of any national deposit compensation scheme. To prevent double-counting, this is to be capped at the lower of (1) the deposit amount, and (2) the maximum potential off-settable amount at the obligor-level (i.e. not underlying exposure-level) within the pool.

Use the same currency denomination as that used for this underlying exposure.

If an obligor has more than one underlying exposure outstanding in the pool, then this field is to be completed for each underlying exposure and it is up to the discretion of the reporting entity to decide to allocate the deposit amount across each of the underlying exposure, subject to the above-mentioned cap and so long as the total entries for this field across the multiple underlying exposures adds up to the accurate amount. For example, if Obligor A has deposit balance of €100, and two underlying exposures outstanding in the pool of: underlying exposure 1 €60 and underlying exposure 2 €75. This field could be completed as either underlying exposure 1 - €60 and underlying exposure 2 - €40, or underlying exposure 1 - €25 and underlying exposure 2 €75 (i.e. the relative entries for this field in each underlying exposure is capped at €60 for underlying exposure 1 and at €75 for underlying exposure 2 and the sum of the values across underlying exposure 1 and underlying exposure 2 must equal €100).

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

NO

YES

RREL78

Insurance Or Investment Provider

Name of the insurance or investment provider (i.e. for life insurance or investment underlying exposures).

YES

YES

RREL79

Original Lender Name

Give the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.

YES

YES

RREL80

Original Lender Legal Entity Identifier

Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender.

Where no Legal Entity Identifier is available, enter ND5.

YES

YES

RREL81

Original Lender Establishment Country

Country where the original lender is established.

YES

YES

RREL82

Originator Name

Give the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.

NO

NO

RREL83

Originator Legal Entity Identifier

Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator.

NO

NO

RREL84

Originator Establishment Country

Country where the underlying exposure originator is established.

NO

NO

Collateral-level information section

RREC1

Unique Identifier

Report the same unique identifier here as the one entered into field RREL1.

NO

NO

RREC2

Underlying Exposure Identifier

Unique identifier for each underlying exposure. This must match field RREL3.

NO

NO

RREC3

Original Collateral Identifier

The original unique identifier assigned to the collateral. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.

NO

NO

RREC4

New Collateral Identifier

If the original identifier in field RREC2 cannot be maintained in this field enter the new identifier here. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. If there has been no change in the identifier, enter the same identifier as in RREC2. The reporting entity must not amend this unique identifier.

NO

NO

RREC5

Collateral Type

The primary (in terms of value) type of asset securing the debt. Where there is a guarantee backed by physical or financial collateral, look through the guarantee to any collateral that may be supporting that guarantee.

NO

NO

RREC6

Geographic Region — Collateral

The geographic region (NUTS3 classification) where the physical collateral is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’.

YES

YES

RREC7

Occupancy Type

Type of property occupancy:

If the collateral being reported is not property collateral, enter ND5.

YES

YES

RREC8

Lien

Highest lien position held by the originator in relation to the collateral.

If the collateral being reported is not property collateral, enter ND5.

YES

YES

RREC9

Property Type

Property type:

If the collateral being reported is not property collateral, enter ND5.

NO

YES

RREC10

Energy Performance Certificate Value

The energy performance certificate value of the collateral at the time of origination:

YES

YES

RREC11

Energy Performance Certificate Provider Name

Enter the full legal name of the energy performance certificate provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.

YES

YES

RREC12

Current Loan-To-Value

Current loan to Value ratio (LTV). For non-first lien loans this is the combined or total LTV. Where the current loan balance is negative, enter 0.

If the collateral being reported is not property collateral, enter ND5.

YES

YES

RREC13

Current Valuation Amount

The most recent valuation of the collateral as assessed by an independent external or internal appraiser. If such assessment is not available, the current value of the collateral can be estimated using a real estate value index sufficiently granular with respect to geographical location and type of collateral; if such real estate value index is also not available, a real estate price index sufficiently granular with respect to geographical location and type of collateral can be used after application of a suitably chosen mark-down to account for the depreciation of the collateral.

If the collateral being reported is not property collateral, enter the most recent valuation of the collateral as assessed by an independent external or internal appraiser or, if not available, by the originator.

If the collateral being reported is a guarantee, enter the amount of underlying exposure guaranteed by this collateral item to the benefit of the originator.

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

YES

YES

RREC14

Current Valuation Method

The method of calculating the most recent value of the collateral, as provided in RREC13:

YES

NO

RREC15

Current Valuation Date

The date of the most recent valuation, as provided in RREC13.

YES

YES

RREC16

Original Loan-To-Value

Originator’s original underwritten loan To Value ratio (LTV). For non-first lien loans, this is the combined or total LTV.

If the collateral being reported is not property collateral, enter ND5.

YES

YES

RREC17

Original Valuation Amount

The original valuation of the collateral used when the underlying exposure was originated (i.e. before securitisation).

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

YES

NO

RREC18

Original Valuation Method

The method of calculating the value of the collateral at the time of underlying exposure origination, as provided in RREC17:

YES

NO

RREC19

Original Valuation Date

The date of original valuation of the collateral, as provided in RREC17.

YES

NO

RREC20

Date Of Sale

The date of sale of the foreclosed collateral.

YES

YES

RREC21

Sale Price

Price achieved on sale of collateral in case of foreclosure.

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

NO

YES

RREC22

Collateral Currency

This is the currency in which the valuation amount provided in RREC13 is denominated.

NO

YES

RREC23

Guarantor Type

Guarantor Type:

YES

NO

Field code

Field name

Content to report

ND1-ND4 allowed?

ND5 allowed?

Underlying exposures information section

CREL1

Unique Identifier

The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224

NO

NO

CREL2

Original Obligor Identifier

Original unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.

NO

NO

CREL3

New Obligor Identifier

If the original identifier in field CREL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CREL2. The reporting entity must not amend this unique identifier.

NO

NO

CREL4

Original Underlying Exposure Identifier

Unique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.

NO

NO

CREL5

New Underlying Exposure Identifier

If the original identifier in field CREL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CREL4. The reporting entity must not amend this unique identifier.

NO

NO

CREL6

Data Cut-Off Date

The data cut-off date for this data submission.

NO

NO

CREL7

Pool Addition Date

The date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure.

NO

YES

CREL8

Date Of Restructuring

Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.

In the event of multiple dates, all dates must be provided in accordance with the XML schema.

YES

YES

CREL9

Date Of Repurchase

Date on which the underlying exposure was repurchased from the pool.

NO

YES

CREL10

Date Of Substitution

If underlying exposure was substituted for another underlying exposure after the Securitisation Date, the date of such substitution.

NO

YES

CREL11

Redemption Date

Date on which account redeemed or (for defaulted underlying exposures) the date on which the recovery process was completed.

NO

YES

CREL12

Geographic Region — Obligor

The geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’.

YES

NO

CREL13

Geographic Region Classification

Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed.

YES

NO

CREL14

Special Scheme

If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here.

YES

YES

CREL15

Origination Date

Date of original underlying exposure advance.

YES

NO

CREL16

Start Date Of Amortisation

The date on which amortisation will commence on the securitised underlying exposure (this can be a date prior to the securitisation date).

YES

YES

CREL17

Maturity Date At Securitisation Date

The maturity date of the underlying exposure as defined in the underlying exposure agreement. This would not take into account any extended maturity date on which may be allowed under the underlying exposure agreement.

NO

YES

CREL18

Maturity Date

The date of maturity of the underlying exposure or expiry of the lease.

NO

YES

CREL19

Original Term

Original contractual term (number of months) at the origination date.

YES

YES

CREL20

Duration Of Extension Option

Duration in months of any maturity extension option available to the underlying exposure. In the event of multiple maturity extensions available, enter the duration of the option that has the shortest extension period for the underlying exposure.

NO

YES

CREL21

Nature Of Extension Option

Reference thresholds involved for the possibility of triggering/exercising the extension option referred to in field CREL20:

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:

YES

NO

CREL31

Structure

Underlying Exposure Structure:

YES

NO

CREL32

Waterfall A-B Pre Enforcement Scheduled Interest Payments

Waterfall pre-enforcement schedule for interest payments:

NO

YES

CREL33

Waterfall A-B Pre Enforcement Scheduled Principal Payments

Waterfall pre-enforcement schedule for principal payments:

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:

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:

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:

NO

YES

CREL47

Consequence For Breach Of Financial Covenant

The consequence for the financial covenant breach:

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:

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:

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:

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:

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