ANNEX III

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 was produced by Eurostat prior to IP completion day (e.g. a jurisdiction not in the EU or UK), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’. In relation to exposures acquired prior to IP completion day, please note the obligation in CREL13 to provide the year of the NUTS3 classification used. NUTS3 2016, as it applied in the UK immediately before IP completion day, should be used for new exposures acquired after IP completion day.

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. 2016 should be entered for new exposures acquired after IP completion day. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed.

YES

NO

CREL14

Special Scheme

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

YES

YES

CREL15

Origination Date

Date of original underlying exposure advance.

YES

NO

CREL16

Start Date Of Amortisation

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

YES

YES

CREL17

Maturity Date At Securitisation Date

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

NO

YES

CREL18

Maturity Date

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

NO

YES

CREL19

Original Term

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

YES

YES

CREL20

Duration Of Extension Option

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

NO

YES

CREL21

Nature Of Extension Option

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

Minimum Interest Coverage Ratio (MICR)

Minimum Debt Service Coverage Ratio (MDSC)

Maximum Loan-To-Value (MLTV)

Multiple Conditions (MLTC)

Other (OTHR)

NO

YES

CREL22

Currency Denomination

The underlying exposure currency denomination.

NO

NO

CREL23

Current Principal Balance

Outstanding principal balance of the securitised underlying exposure. This includes any amounts that are secured by the mortgage and will be classed as principal in the securitisation. For example if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. It excludes any interest arrears or penalty amounts.

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

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

NO

YES

CREL24

Original Principal Balance

Original underlying exposure balance (inclusive of fees).

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

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

YES

YES

CREL25

Original Principal Balance At Securitisation Date

Original Principal Balance of the securitised underlying exposure at the Securitisation Date as identified in the Offering Circular.

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

YES

NO

CREL26

Committed Undrawn Facility Underlying Exposure Balance

The total whole underlying exposure remaining facility/Undrawn balance at the end of the period. The total whole underlying exposure remaining facility at the end of the Interest Payment date on which the obligor can still draw upon.

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

NO

NO

CREL27

Total Other Amounts Outstanding

Cumulative outstanding amounts on loan (e.g. insurance premium, ground rents, cap ex) that have been expended by SSPE/Servicer. The cumulative amount of any property protection advances or other sums that have been advanced by the Servicer or SSPE and not yet reimbursed by the obligor.

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

NO

YES

CREL28

Purchase Price

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

NO

YES

CREL29

Latest Utilisation Date

Date of the most recent utilisation/drawdown of the underlying exposure facility agreement.

NO

YES

CREL30

Purpose

Underlying exposure purpose - In the event of multiple purposes, report the option that best describes the arrangement:

Acquisition for investment (ACQI)

Acquisition for Liquidation (ACQL)

Refinancing (RFIN)

Construction (CNST)

Redevelopment (RDVL)

Other (OTHR)

YES

NO

CREL31

Structure

Underlying Exposure Structure:

Whole loan - not split into subordinated debt items/notes (LOAN)

Participated mortgage underlying exposure with pari passu debt outside the issuance vehicle (PMLP)

Participated mortgage underlying exposure with subordinate debt outside the issuance vehicle (PMLS)

A Loan; as part of an A/B participation structure (AABP)

B Loan; as part of an A/B participation structure (BABP)

A Loan; as part of an A/B/C participation structure (AABC)

B Loan; as part of an A/B/C participation structure (BABC)

C Loan; as part of an A/B/C participation structure (CABC)

Structural mezzanine financing (MZZD)

Subordinate debt with separate loan documentation outside the issuance vehicle (SOBD)

Other (OTHR)

YES

NO

CREL32

Waterfall A-B Pre Enforcement Scheduled Interest Payments

Waterfall pre-enforcement schedule for interest payments:

Sequential (SQNL)

B loan first (BLLF)

Pro-Rata (PRAT)

Modified Pro-Rata (MPRT)

Other (OTHR)

NO

YES

CREL33

Waterfall A-B Pre Enforcement Scheduled Principal Payments

Waterfall pre-enforcement schedule for principal payments:

Sequential (SQNL)

B loan first (BLLF)

Pro-Rata (PRAT)

Modified Pro-Rata (MPRT)

Other (OTHR)

NO

YES

CREL34

Principal Payment Allocation To Senior Loan

Insert % of all periodical scheduled principal payments that go to the senior loan (e.g. A loan), if there are multiple loans in the lending arrangement (for example, if field CREL31 is completed with values PMLS, AABP, BABP, AABC, BABC, or CABC).

NO

YES

CREL35

Waterfall Type

Type of waterfall governing the overall lending arrangement:

Interest A, principal A, interest B, principal B (IPIP)

Interest A, interest B, principal A, principal B (IIPP)

Other (OTHR)

NO

YES

CREL36

Defaulted Underlying Exposure Purchase Price

If the subordinated loan holder (e.g. B loan holder) can purchase the senior loan in an event of default, enter the purchase price as per the applicable co-lender/intercreditor agreement.

NO

YES

CREL37

Cure Payments Possible?

Can the subordinated loan holder (e.g. B loan holder) make cure payments in lieu of the mortgage obligor? Select from the list below:

No possibility to make cure payment (NCPP)

Cure payment can be made up to a fixed number limit over the lifetime of the underlying exposure (FNLP)

Cure payment can be made without limit over the lifetime of the underlying exposure (NLCP)

Other (OTHR)

YES

NO

CREL38

Restrictions On Sale Of Subordinated Loan?

Are there any restrictions on the ability of the subordinated loan holder (e.g. B loan holder) to sell off the loan to a third party?

NO

YES

CREL39

Subordinated Loan Holder Affiliated To Obligor?

Is there a non-disenfranchised subordinated loan holder (e.g. B loan holder) affiliated (i.e. part of the same financial group) to the commercial mortgage obligor?

NO

YES

CREL40

Subordinated Loan Holder Control Of Workout Process

Can the subordinated loan holder (e.g. B loan holder) exercise control over the decision to and process to enforce and sell the loan collateral?

NO

YES

CREL41

Do Non-Payments On Prior Ranking Claims Constitute A Default Of The Underlying Exposure?

Do Non-payments on Prior Ranking Claims Constitute a Default of the underlying exposure?

NO

YES

CREL42

Do Non-Payments On Equal Ranking Underlying Exposures Constitute Default Of Property?

Do Non-payments on Equal Ranking underlying exposures Constitute Default of Property?

NO

YES

CREL43

Noteholder Consent

Is Noteholder consent needed in any restructuring? Restructuring includes changes in the securitised underlying exposure's payment terms (including interest rate, fees, penalties, maturity, repayment schedule, and/or other generally-accepted measures of payment terms)

YES

NO

CREL44

Noteholder Meeting Scheduled

What date is the next noteholder meeting scheduled for?

NO

YES

CREL45

Syndicated

Is the underlying exposure syndicated?

YES

NO

CREL46

Participation Of SSPE

Method used by the SSPE to acquire ownership in the syndicated underlying exposure:

Assignment (ASGN)

Novation (NOVA)

Equitable Assignment (EQTB)

Funded Participation (pari passu interest) (PARI)

Junior Participation Interest (JUNP)

Legal Assignment (LGAS)

Notified Assignment (NOTA)

Sub Participation (SUBP)

Risk Participation (RSKP)

Sale Event (SALE)

Other (OTHR)

NO

YES

CREL47

Consequence For Breach Of Financial Covenant

The consequence for the financial covenant breach:

Event of Default (EDFT)

Additional Amortisation (AAMR)

Cash Trap Reserve (CTRS)

Terminate Property Manager (TPRM)

Other (OTHR)

NO

YES

CREL48

Financial Information Non-Submission Penalties

Are there are monetary penalties for obligor's failure to submit required financial information (Op. Statement, Schedule, etc.) as per underlying exposure documents?

YES

NO

CREL49

Recourse

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

YES

YES

CREL50

Recourse - 3rd Party

Is there recourse (full or limited) to another party (e.g. guarantor) in the event the obligor defaults on an obligation under the underlying exposure agreement?

YES

YES

CREL51

Servicing Standard

Does the servicer of this securitised underlying exposure also service the whole underlying exposure or only one/several components of the whole underlying exposure (e.g. A or B component; or one of the pari-passu components)?

NO

NO

CREL52

Amounts Held In Escrow

Total balance of the legally charged reserve accounts as at the data cut-off date.

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

NO

YES

CREL53

Collection Of Escrows

Enter Y if any payments are held in reserve accounts to cover ground lease payments, insurance or taxes only (not maintenance, improvements, capex etc.) as required under the underlying exposure agreement.

YES

NO

CREL54

Collection Of Other Reserves

Are any amounts other than ground rents taxes or insurance held in reserve accounts as required under the terms of the underlying exposure agreement for tenant improvements, leasing commissions and similar items in respect of the related property or for purpose of providing additional collateral for such underlying exposure?

NO

NO

CREL55

Trigger For Escrow To Be Held

Type of trigger event leading to amounts to be paid into escrow:

No Trigger (NONE)

Loan to Value Trigger (LVTX)

Interest Coverage Trigger (ICVR)

Debt Service Coverage Trigger (DSCT)

Net Operating Income Trigger (NOIT)

Other (OTHR)

YES

NO

CREL56

Target Escrow Amounts/Reserves

Target escrow amounts/reserves.

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

NO

YES

CREL57

Escrow Account Release Conditions

Release conditions of the escrow account. If multiple conditions, each condition must be provided in accordande with the XML schema.

NO

YES

CREL58

Conditions Of Drawing Cash Reserve

When the Cash Reserve can be used:

Financial Covenant Breach (FICB)

Trigger Event (TREV)

Other (OTHR)

NO

YES

CREL59

Escrow Account Currency

Escrow account currency denomination.

NO

YES

CREL60

Escrow Payments Currency

Currency of the Escrow payments. Fields CREL52 and CREL56.

NO

YES

CREL61

Total Reserve Balance

Total balance of the reserve accounts at the underlying exposure level at the underlying exposure Payment Date. Includes Maintenance, Repairs & Environmental, etc. (excludes Tax & Insurance reserves Includes LC's for reserves. to be completed if field CREL54 ("Collection of Other Reserves") is equal to "Y" = Yes.

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

NO

YES

CREL62

Reserve Balance Currency

Reserve account currency denomination.

NO

YES

CREL63

Escrow Trigger Event Occurred

Enter Y if an event has occurred which has caused reserve amounts to be established. Enter N if payments are built up as a normal condition of the underlying exposure agreement.

NO

NO

CREL64

Amounts Added To Escrows In Current Period

Amount that has been added to any escrows or reserves between the previous data cut-off date and the data cut-off date of this data submission.

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

NO

YES

CREL65

Revenue

Total revenues from all sources for the period covered by the most recent financial operating statement (i.e. year to date or trailing 12 months) for all the properties. May be normalised if required by the applicable servicing agreement.

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

YES

NO

CREL66

Operating Expenses At Securitisation Date

Total underwritten operating expenses for all the properties as described in the Offering Circular. These may include real estate taxes, insurance, management, utilities, maintenance and repairs and direct property costs to the landlord; capital expenditures and leasing commissions are excluded. If multiple properties exist, total the operating expenses of the underlying properties.

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

NO

YES

CREL67

Capital Expenditures At Securitisation Date

Anticipated capex over the life of the securitised underlying exposure at Securitisation Date (as opposed to repairs and maintenance) if identified in the Offering Circular.

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

NO

YES

CREL68

Financial Statement Currency

The currency used in the initial financial reporting of fields CREL65 - CREL66.

YES

NO

CREL69

Obligor Reporting Breach

Is obligor in breach of its obligation to deliver reports to underlying exposure servicer or lender? Y = Yes or N = No.

YES

NO

CREL70

Debt Service Coverage Ratio Method

Define the calculation of the Debt Service Coverage Ratio financial covenant requirement, the inferred method of calculation. If the calculation method differs between the whole loan and the A-loan, then enter the A-loan method.

Current Period (CRRP)

Projection - 6 month forward calculation (PRSF)

Projection - 12 month forward calculation (PRTF)

Combo 6 - Current period and a 6 month forward calculation (CMSF)

Combo 12 - Current period and a 6 month forward calculation (CMTF)

Historical - 6 month forward calculation (HISF)

Historical - 12 month forward calculation (HITF)

Modified - Includes a reserve injection or a percentage rental income probability calculation (MODI)

Multiple Period - Consecutive period calculation (MLTP)

Other (OTHR)

YES

NO

CREL71

Debt Service Coverage Ratio Indicator At Securitisation Date

How the Debt Service Coverage Ratio is calculated or applied when an underlying exposure relates to multiple properties:

Partial - Not all properties received financials, servicer to leave empty (PRTL)

Average - Not all properties received financials, servicer allocates debt service only to properties where financials are received (AVER)

Full - All statements collected for all properties (FULL)

Worst Case - Not all properties received financials, servicer allocates 100 % of debt service to all properties where financials are received (WCAS)

None Collected - No financials were received (NCOT)

Consolidated - All properties reported on one "rolled up" financial from the obligor (COND)

Whole loan based on loan agreements (WLAG)

Whole loan based on other method (WLOT)

Trust Note based on loan agreement (TNAG)

Trust Note based on other method (TNOT)

Other (OTHR)

NO

YES

CREL72

Most Recent Debt Service Coverage Ratio Indicator

How the Debt Service Coverage Ratio is calculated or applied when an underlying exposure relates to multiple properties:

Partial - Not all properties received financials, servicer to leave empty (PRTL)

Average - Not all properties received financials, servicer allocates debt service only to properties where financials are received (AVER)

Full - All statements collected for all properties (FULL)

Worst Case - Not all properties received financials, servicer allocates 100 % of debt service to all properties where financials are received (WCAS)

None Collected - No financials were received (NCOT)

Consolidated - All properties reported on one "rolled up" financial from the obligor (COND)

Whole loan based on loan agreements (WLAG)

Whole loan based on other method (WLOT)

Trust Note based on loan agreement (TNAG)

Trust Note based on other method (TNOT)

Other (OTHR)

NO

YES

CREL73

Debt Service Coverage Ratio At The Securitisation Date

The Debt Service Coverage Ratio calculation for the securitised underlying exposure, at the Securitisation Date, based on the underlying exposure documentation.

YES

NO

CREL74

Current Debt Service Coverage Ratio

Current Debt Service Coverage Ratio calculation for the securitised underlying exposure, based on the underlying exposure documentation.

YES

NO

CREL75

Original Loan-To-Value

The Loan to Value ratio (LTV) for the entire lending arrangement (i.e. not just reflecting the securitised loan amount), as at the Securitisation Date.

YES

NO

CREL76

Current Loan-To-Value

Current Loan to Value ratio (LTV) for the entire lending arrangement (i.e. not just reflecting the securitised loan amount).

YES

NO

CREL77

Interest Coverage Ratio At The Securitisation Date

The Interest Coverage Ratio calculation for the securitised underlying exposure, at the Securitisation Date.

YES

NO

CREL78

Current Interest Coverage Ratio

Current Interest Coverage Ratio calculation for the securitised underlying exposure.

YES

NO

CREL79

Interest Coverage Ratio Method

Define the calculation of the Interest Coverage Ratio financial covenant requirement at the level of the securitised underlying exposure (or the whole underlying exposure level if not specified for any specific underlying exposure arrangements within the overall lending arrangement), the inferred method of calculation:

Current Period (CRRP)

Projection - 6 month forward calculation (PRSF)

Projection - 12 month forward calculation (PRTF)

Combo 6 - Current period and a 6 month forward calculation (CMSF)

Combo 12 - Current period and a 6 month forward calculation (CMTF)

Historical - 6 month forward calculation (HISF)

Historical - 12 month forward calculation (HITF)

Modified - Includes a reserve injection or a percentage rental income probability calculation (MODI)

Multiple Period - Consecutive period calculation (MLTP)

Other (OTHR)

NO

YES

CREL80

Number Of Properties At Securitisation Date

The number of properties that serve as security for the underlying exposure at the Securitisation Date.

NO

YES

CREL81

Number Of Properties At Data Cut-Off Date

The number of properties that serve as security for the underlying exposure.

YES

NO

CREL82

Properties Collateralised To The Underlying Exposure

Enter the unique collateral identifiers (CREC4) of the properties that serve as security for the underlying exposure at the data cut-off date. If multiple properties enter all of the identifiers as set out in the XML schema.

NO

NO

CREL83

Property Portfolio Value At Securitisation Date

The valuation of the properties securing the underlying exposure at the Securitisation Date as described in the Offering Circular. If multiple properties then sum the value of the properties.

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

NO

YES

CREL84

Property Portfolio Valuation Currency At Securitisation Date

The currency of the valuation in CREL83.

NO

YES

CREL85

Status Of Properties

Status of properties. Where multiple situations from the list below exist, choose the situation which best represents the overall set of properties.

Lasting Power of Attorney (LPOA)

Receivership (RCVR)

In Foreclosure (FCLS)

Real Estate Owned (REOW)

Defeased (DFSD)

Partial Release (PRLS)

Released (RLSD)

Same as at Securitisation Date (SCDT)

In special servicing (SSRV)

Other (OTHR)

NO

YES

CREL86

Valuation Date At Securitisation Date

The date the valuation was prepared for the values disclosed in the Offering Circular. For multiple properties, if several dates, take the most recent date.

NO

YES

CREL87

Amortisation Type

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

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

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

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

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

Other (OTHR)

YES

NO

CREL88

Principal Grace Period End Date

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

NO

YES

CREL89

Grace Days Allowed

The number of days after a payment is due in which the lender will not consider the missed payment to be an Event of Default. This refers to missed payments due to non-technical reasons (i.e. missed payments not due to systems failures for example).

NO

YES

CREL90

Scheduled Principal Payment Frequency

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

Monthly (MNTH)

Quarterly (QUTR)

Semi Annual (SEMI)

Annual (YEAR)

Other (OTHR)

NO

YES

CREL91

Scheduled Interest Payment Frequency

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

Monthly (MNTH)

Quarterly (QUTR)

Semi Annual (SEMI)

Annual (YEAR)

Other (OTHR)

NO

YES

CREL92

Number Of Payments Before Securitisation

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

YES

NO

CREL93

Prepayment Terms Description

Must reflect the information in offering circular. For instance, if the prepayment terms are the payment of a 1 % fee in year one, 0,5 % in year two and 0,25 % in year three of the loan this may be shown in the offering circular as: 1 %(12), 0,5 %(24), 0,25 %(36).

YES

YES

CREL94

Prepayment Lock-Out End Date

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

YES

YES

CREL95

Yield Maintenance End Date

Date after which underlying exposure can be prepaid without yield maintenance.

NO

YES

CREL96

Prepayment Fee

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

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

NO

YES

CREL97

Prepayment Fee End Date

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

YES

YES

CREL98

Unscheduled Principal Collections

Unscheduled payments of principal received in the most recent collection period. Other principal payments received during the interest period that will be used to pay down the underlying exposure. This may relate to sales proceeds, voluntary prepayments, or liquidation amounts.

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

NO

YES

CREL99

Liquidation/Prepayment Date

The most recent date on which an unscheduled principal payment was received or liquidation proceeds are received.

NO

YES

CREL100

Liquidation/Prepayment Code

Code assigned to any unscheduled principal payments or liquidation proceeds received during the collection period:

Partial Liquidation (Curtailment) (PTLQ)

Payoff Prior to Maturity (PTPY)

Liquidation or Disposition (LQDP)

Repurchase or Substitution (RPSB)

Full Payoff at Maturity (FLPY)

Discounted Payoff (DPOX)

Payoff with Penalty (PYPN)

Payoff with Yield Maintenance (YLMT)

Curtailment with Penalty (CTPL)

Curtailment with Yield Maintenance (CTYL)

Other (OTHR)

NO

YES

CREL101

Prepayment Interest Excess/Shortfall

Shortfall or excess of actual interest payment from the scheduled interest payment that is not related to an underlying exposure default. Results from a prepayment received on a date other than a scheduled payment due date: Shortfall - The difference by which the amount of interest paid is less than the scheduled interest that was due on the underlying exposure Payment Date, (this would only apply if there is a shortfall after the obligor has paid any break costs). Excess - Interest collected in excess of the accrued interest due for the underlying exposure interest accrual period. A negative number represents a shortfall and excess is represented as a positive number.

Refers to the entire lending arrangement (i.e. not just reflecting the securitised underlying exposure amount)

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

NO

YES

CREL102

Payment Date

The most recent date principal and interest is paid to the SSPE as at the data cut-off date, this would normally be the interest payment date of the underlying exposure.

NO

YES

CREL103

Next Payment Adjustment Date

For adjustable rate underlying exposures, the next date on which the amount of scheduled principal and/or interest is due to change. For fixed rate underlying exposures, enter the next payment date.

NO

YES

CREL104

Next Payment Date

Date of next underlying exposure payment.

NO

YES

CREL105

Payment Due

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

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

NO

YES

CREL106

Original Interest Rate

Underlying exposure all-in interest rate at the date of origination of the securitised underlying exposure.

YES

NO

CREL107

Interest Rate At The Securitisation Date

The total interest rate (e.g. EURIBOR + Margin) that is being used to calculate interest due on the securitised underlying exposure for the first Interest Payment Date after the Securitisation Date.

YES

NO

CREL108

First Payment Adjustment Date

For adjustable rate underlying exposures, the first date on which the amount of scheduled principal and/or interest is due to change. For fixed rate underlying exposures, enter the first date on which the amount of scheduled principal or interest is due (not the first date after securitisation on which it could change).

YES

YES

CREL109

Interest Rate Type

Interest rate type:

Floating rate underlying exposure (for life) (FLIF)

Floating rate underlying exposure linked to one index that will revert to another index in the future (FINX)

Fixed rate underlying exposure (for life) (FXRL)

Fixed with future periodic resets (FXPR)

Fixed rate underlying exposure with compulsory future switch to floating (FLCF)

Floating rate underlying exposure with floor (FLFL)

Floating rate underlying exposure with cap (CAPP)

Floating rate underlying exposure with both floor and cap (FLCA)

Discount (DISC)

Switch Optionality (SWIC)

Obligor Swapped (OBLS)

Modular (MODE)

Other (OTHR)

NO

YES

CREL110

Current Interest Rate

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

NO

YES

CREL111

Current Interest Rate Index

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

MuniAAA (MAAA)

FutureSWAP (FUSW)

LIBID (LIBI)

LIBOR (LIBO)

SWAP (SWAP)

Treasury (TREA)

Euribor (EURI)

Pfandbriefe (PFAN)

EONIA (EONA)

EONIASwaps (EONS)

EURODOLLAR (EUUS)

EuroSwiss (EUCH)

TIBOR (TIBO)

ISDAFIX (ISDA)

GCFRepo (GCFR)

STIBOR (STBO)

BBSW (BBSW)

JIBAR (JIBA)

BUBOR (BUBO)

CDOR (CDOR)

CIBOR (CIBO)

MOSPRIM (MOSP)

NIBOR (NIBO)

PRIBOR (PRBO)

TELBOR (TLBO)

WIBOR (WIBO)

Bank of England Base Rate (BOER)

European Central Bank Base Rate (ECBR)

Lender's Own Rate (LDOR)

Other (OTHR)

NO

YES

CREL112

Current Interest Rate Index Tenor

Tenor of the current interest rate index:

Overnight (OVNG)

IntraDay (INDA)

1 day (DAIL)

1 week (WEEK)

2 week (TOWK)

1 month (MNTH)

2 month (TOMN)

3 month (QUTR)

4 month (FOMN)

6 month (SEMI)

12 month (YEAR)

On Demand (ONDE)

Other (OTHR)

NO

YES

CREL113

Current Interest Rate Margin

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

NO

YES

CREL114

Interest Rate Reset Interval

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

NO

YES

CREL115

Current Index Rate

The index rate used to determine the current securitised underlying exposure interest rate. The interest rate (before margin) used to calculate the interest paid on the securitised underlying exposure payment date in field CREL102.

NO

YES

CREL116

Index Determination Date

If the underlying exposure Agreement states specific dates for the index to be set, enter the next index determination date.

NO

YES

CREL117

Rounding Increment

The incremental percentage by which an index rate is to be rounded in determining the interest rate as set out in the underlying exposure agreement.

NO

YES

CREL118

Interest Rate Cap

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

NO

YES

CREL119

Interest Rate Floor

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

NO

YES

CREL120

Current Default Interest Rate

Interest rate used to calculate the default interest paid on the securitised underlying exposure payment date in field CREL102.

NO

YES

CREL121

Accrual Of Interest Allowed

Do the documents describing the terms and conditions of the underlying exposure allow for interest to be accrued and capitalised?

YES

NO

CREL122

Day Count Convention

The "days" convention used to calculate interest:

30/360 (A011)

Actual/365 (A005)

Actual/360 (A004)

Actual/Actual ICMA (A006)

Actual/Actual ISDA (A008)

Actual/Actual AFB (A010)

Actual/366 (A009)

Other (OTHR)

NO

YES

CREL123

Total Scheduled Principal & Interest Due

Scheduled principal & interest payment due on the securitised underlying exposure on the most recent payment date, as at the data cut-off date.

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

NO

NO

CREL124

Total Scheduled Principal & Interest Paid

Scheduled Principal & Interest payment paid on the securitised underlying exposure on the most recent payment date, as at the data cut-off date.

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

NO

NO

CREL125

Negative Amortisation

Negative amortisation/deferred interest/capitalised interest without penalty. Negative amortisation occurs when interest accrued during a payment period is greater than the scheduled payment and the excess amount is added to the outstanding underlying exposure balance. Refers to the entire lending arrangement (i.e. not just reflecting the securitised underlying exposure amount)

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

YES

NO

CREL126

Deferred Interest

Deferred interest on the whole loan (i.e. including the securitised loan and any other loan belonging to the lending arrangement with the obligor). Deferred interest is the amount by which the interest an obligor is required to pay on a mortgage loan, less than the amount of interest accrued on the outstanding principal balance.

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

YES

NO

CREL127

Total Shortfalls In Principal & Interest Outstanding

Cumulative outstanding principal and interest amounts due on the entire lending arrangement (i.e. not just the securitised underlying exposure) as at the data cut-off date.

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

NO

YES

CREL128

Date Last In Arrears

Date the obligor was last in arrears.

YES

YES

CREL129

Arrears Balance

Current balance of arrears, which is defined as:

Total payments due to date

PLUS any amounts capitalised

PLUS any fees applied to the account

LESS total payments received to date.

If no arrears then enter 0.

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

NO

NO

CREL130

Number Of Days In Arrears

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

NO

NO

CREL131

Reason for Default or Foreclosure

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

In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX)

In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX)

In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD)

YES

YES

CREL132

Default Amount

Total gross default amount before the application of sale proceeds and recoveries and inclusive of any capitalised fees/penalties/etc. If not in default, enter 0.

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

NO

YES

CREL133

Default Date

The date of default.

NO

YES

CREL134

Interest In Arrears

Is the interest that accrues on the underlying exposure paid in arrears?

NO

NO

CREL135

Actual Default Interest

Actual default interest paid between the previous data cut-off date and the data cut-off date of this data submission. Total amount of default interest paid by the obligor during the interest period or on the underlying exposure payment date.

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

NO

YES

CREL136

Account Status

Current status of the underlying exposure that has been securitised:

Performing (PERF)

Restructured - No Arrears (RNAR)

Restructured - Arrears (RARR)

Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT)

Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT)

Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR)

Defaulted only under another definition of default being met (DADB)

Arrears (ARRE)

Repurchased by Seller - Breach of Representations and Warranties (REBR)

Repurchased by Seller - Defaulted (REDF)

Repurchased by Seller - Restructured (RERE)

Repurchased by Seller - Special Servicing (RESS)

Repurchased by Seller - Other Reason (REOT)

Redeemed (RDMD)

Other (OTHR)

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

NO

NO

CREL137

Allocated Losses

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

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

NO

YES

CREL138

Net Proceeds Received On Liquidation

Net proceeds received on liquidation used to determine loss to the SSPE per the Securitisation Documents. The amount of the net proceeds of sale received, this will determine whether there is a loss or shortfall on the underlying exposure.

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

NO

YES

CREL139

Liquidation Expense

Expenses associated with the liquidation to be netted from the other assets of issuer to determine loss per the Securitisation Documents. Amount of any liquidation expenses that will be paid out of the net sales proceeds to determine whether there will be any loss.

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

NO

YES

CREL140

Expected Timing Of Recoveries

The underlying exposure servicer's expected recovery timing in months.

NO

YES

CREL141

Cumulative Recoveries

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

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

NO

YES

CREL142

Enforcement Start Date

The date on which foreclosure or administration proceedings or alternative enforcement procedures were initiated against or agreed by the obligor.

NO

YES

CREL143

Workout Strategy Code

Work-out strategy:

Modification (MODI)

Enforcement (ENFR)

Receivership (RCVR)

Insolvency (NSOL)

Extension (XTSN)

Loan Sale (LLES)

Discounted Pay Off (DPFF)

Property in Possession (PPOS)

Resolved (RSLV)

Pending Return to Servicer (PRTS)

Deed in Lieu of Foreclosure (DLFR)

Full Pay Off (FPOF)

Representations and Warranties (REWR)

Other (OTHR)

NO

YES

CREL144

Modification

Type of modification:

Maturity Date Extension (MEXT)

Amortisation Change (AMMC)

Principal Write-off (PWOF)

Temporary Rate Reduction (TMRR)

Capitalisation of Interest (CINT)

Capitalisation of Costs Advanced (e.g. insurance, ground rent) (CPCA)

Combination (COMB)

Other (OTHR)

NO

YES

CREL145

Special Servicing Status

As of the underlying exposure Payment Date is the underlying exposure currently being specially serviced?

NO

NO

CREL146

Most Recent Special Servicer Transfer Date

The date an underlying exposure was transferred to the special Servicer following a servicing transfer event. Note: If the underlying exposure has had multiple transfers, this is the last date transferred to special servicing.

NO

YES

CREL147

Most Recent Primary Servicer Return Date

The date an underlying exposure becomes a "corrected mortgage underlying exposure", which is the date the underlying exposure was returned to the master/primary Servicer from the special Servicer. Note: If the underlying exposure has had multiple transfers, this is the last date returned to the master/primary Servicer from special servicing.

NO

YES

CREL148

Non Recoverability Determined

Indicator (Yes/No) as to whether the Servicer or Special Servicer has determined that there will be a shortfall in recovering any advances it has made and the outstanding underlying exposure balance and any other amounts owing on the underlying exposure from proceeds upon sale or liquidation of the property or underlying exposure.

YES

YES

CREL149

Covenant Breach/Trigger

Type of Covenant Breach/Trigger:

Interest Coverage Ratio (ICRX)

Debt Service Coverage Ratio (DSCR)

Loan-to-Value (LLTV)

Interest Coverage Ratio or Debt Service Coverage Ratio (ICDS)

Interest Coverage Ratio or Debt Service Coverage Ratio or Loan-to-Value (ICDL)

Property Level Breach (PROP)

Obligor Level Breach (OBLG)

Tenant or Vacancy Level Breach (TENT)

Other (OTHR)

NO

YES

CREL150

Date Of Breach

The date on which any breach of the underlying exposure terms and conditions occurred. If multiple breaches, the date of the earliest breach.

YES

YES

CREL151

Date Of Breach Cure

The date on which any breach reported in field CREL150 cured. If multiple breaches, the date which the last breach cured.

NO

YES

CREL152

Servicer Watchlist Code

If the underlying exposure has been entered onto the servicer watchlist, enter the most appropriate corresponding code from Table 2 in Annex I of this Regulation. If multiple criteria are applicable, list the most detrimental code.

NO

YES

CREL153

Servicer Watchlist Date

Determination date on which an underlying exposure was placed on the Watchlist. If underlying exposure came off the Watchlist in a prior period and is now coming back on, use the new entry date.

NO

YES

CREL154

Interest Rate Swap Provider

If there is an interest rate swap on the underlying exposure, provide the full legal name of the interest rate swap provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.

NO

YES

CREL155

Interest Rate Swap Provider Legal Entity Identifier

Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure interest rate swap provider.

NO

YES

CREL156

Interest Rate Swap Maturity Date

Date of maturity for the interest rate underlying exposure level swap.

NO

YES

CREL157

Interest Rate Swap Notional

Interest rate underlying exposure level swap notional amount

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

NO

YES

CREL158

Currency Swap Provider

If there is an exchange rate swap on the underlying exposure, provide the full legal name of the exchange rate swap provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.

NO

YES

CREL159

Currency Swap Provider Legal Entity Identifier

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

NO

YES

CREL160

Currency Swap Maturity Date

Date of maturity for the currency underlying exposure level swap.

NO

YES

CREL161

Currency Swap Notional

Currency underlying exposure level swap notional amount

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

NO

YES

CREL162

Exchange Rate For Swap

The exchange rate that has been set for a currency underlying exposure level swap.

NO

YES

CREL163

Other Swap Provider

The full legal name of the swap provider for the underlying exposure, where the swap is neither an interest rate nor currency swap. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.

NO

YES

CREL164

Other Swap Provider Legal Entity Identifier

Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure "other" swap provider.

NO

YES

CREL165

Obligor Must Pay Breakage On Swap

Extent to which the obligor is obligated to pay breakage costs to the underlying exposure swap provider. In the event of multiple swaps, enter the most appropriate value.

Total Indemnification from obligor (TOTL)

Partial Indemnification from obligor (PINO)

No Indemnification from obligor (NOPE)

YES

NO

CREL166

Full Or Partial Termination Event Of Swap For Current Period

If underlying exposure swap has been terminated between the previous data cut-off date and the data cut-off date of the current report submission, identify reason. In the event of multiple swaps, enter the most appropriate value.

Swap Terminated due to Ratings Downgrade of Underlying Exposure Swap Provider (RTDW)

Swap Terminated due to Payment Default to Underlying Exposure Swap Provider (PYMD)

Swap Terminated due to Other Type of Default by Underlying Exposure Swap Counterparty (CNTD)

Swap Terminated due to Full or Partial Prepayment by Obligor (PRPY)

Swap Terminated due to Other Type of Default by Obligor (OBGD)

Other (OTHR)

NO

YES

CREL167

Net Periodic Payment Made By Swap Provider

Net amount of payment made by the swap counterparty securitised underlying exposure, on the underlying exposure Payment Date as required by the swap contract. This does not include any breakage or termination payments. In the event of multiple swaps, enter the sum across all swaps.

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

NO

YES

CREL168

Breakage Costs Due To Underlying Exposure Swap Provider

Amount of any payment due from the obligor to the swap counterparty for partial of full termination of the swap. In the event of multiple swaps, enter the most appropriate value.

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

NO

YES

CREL169

Shortfall In Payment Of Breakage Costs On Swap

Amount of any shortfall, if any, of breakage costs resulting from the full or partial termination of the swap, paid by the obligor. In the event of multiple swaps, enter the sum across all swaps.

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

NO

YES

CREL170

Breakage Costs Due From Swap Counterparty

Amount of any gains paid by the swap counterparty to the obligor on full or partial termination. In the event of multiple swaps, enter the most appropriate value.

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

NO

YES

CREL171

Next Swap Reset Date

Date of next reset date on the underlying exposure level swap. In the event of multiple swaps, enter the most appropriate value.

NO

YES

CREL172

Sponsor

The name of the underlying exposure sponsor.

NO

YES

CREL173

Agent Bank Of Syndication Legal Entity Identifier

Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the agent bank of syndication, i.e. the entity acting as an interface between the obligor and the lending parties involved in the syndicated underlying exposure.

NO

YES

CREL174

Servicer Legal Entity Identifier

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

NO

YES

CREL175

Servicer Name

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

NO

YES

CREL176

Originator Name

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

NO

NO

CREL177

Originator Legal Entity Identifier

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

NO

NO

CREL178

Originator Establishment Country

Country where the underlying exposure originator is established.

NO

NO

CREL179

Original Lender Name

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

YES

YES

CREL180

Original Lender Legal Entity Identifier

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

Where no Legal Entity Identifier is available, enter ND5.

YES

YES

CREL181

Original Lender Establishment Country

Country where the original lender is established.

YES

YES

Collateral-level information section

CREC1

Unique Identifier

Report the same unique identifier here as the one entered into field CREL1.

NO

NO

CREC2

Underlying Exposure Identifier

Unique underlying exposure identifier. This must match the identifier in field CREL5. The reporting entity must not amend this unique identifier.

NO

NO

CREC3

Original Collateral Identifier

The original unique identifier assigned to the collateral. The reporting entity must not amend this unique identifier.

NO

NO

CREC4

New Collateral Identifier

If the original identifier in field CREC3 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CREC3. The reporting entity must not amend this unique identifier.

NO

NO

CREC5

Collateral Type

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

Automobile (CARX)

Industrial Vehicle (INDV)

Commercial Truck (CMTR)

Rail Vehicle (RALV)

Nautical Commercial Vehicle (NACM)

Nautical Leisure Vehicle (NALV)

Aeroplane (AERO)

Machine Tool (MCHT)

Industrial Equipment (INDE)

Office Equipment (OFEQ)

IT Equipment (ITEQ)

Medical Equipment (MDEQ)

Energy Related Equipment (ENEQ)

Commercial Building (CBLD)

Residential Building (RBLD)

Industrial Building (IBLD)

Other Vehicle (OTHV)

Other Equipment (OTHE)

Other Real Estate (OTRE)

Other goods or inventory (OTGI)

Securities (SECU)

Guarantee (GUAR)

Other Financial Asset (OTFA)

Mixed Categories Due to Security Over All Assets of the Obligor (MIXD)

Other (OTHR)

NO

NO

CREC6

Property Name

The name of the property that serves as security for the underlying exposure.

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

NO

YES

CREC7

Property Address

The address of the property that serves as security for the underlying exposure.

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

NO

YES

CREC8

Geographic Region - Collateral

The geographic region (NUTS3 classification) where the physical collateral is located. Where no NUTS3 classification was produced by Eurostat prior to IP completion day (e.g. a jurisdiction not in the EU or UK), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’. NUTS3 2016, as it applied in the UK immediately before IP completion day, should be used for new exposures acquired after IP completion day.

YES

YES

CREC9

Property Post Code

The primary property full postal code.

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

NO

YES

CREC10

Lien

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

YES

YES

CREC11

Property Status

Status of property:

Lasting Power of Attorney (LPOA)

Receivership (RCVR)

In Foreclosure (FCLS)

Real Estate Owned (REOW)

Defeased (DFSD)

Partial Release (PRLS)

Released (RLSD)

Same as at Securitisation Date (SCDT)

In Special Servicing (SSRV)

Other (OTHR)

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

NO

YES

CREC12

Property Type

Property type:

Caravan Park (CRVP)

Car Park (CARP)

Health Care (HEAL)

Hospitality or Hotel (HOTL)

Industrial (IDSR)

Land Only (LAND)

Leisure (LEIS)

Multifamily (MULF)

Mixed Use (MIXD)

Office (OFFC)

Pub (PUBX)

Retail (RETL)

Self Storage (SSTR)

Warehouse (WARE)

Various (VARI)

Other (OTHR)

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

NO

YES

CREC13

Property Form Of Title

The relevant form of property title. A lease on land only, in which the obligor usually owns a building or is required to build as specified in the lease. Such leases are usually long-term net leases; the obligor's rights and obligations continue until the lease expires or is terminated through default:

Leasehold (LESH)

Freehold (FREE)

Mixed (MIXD)

Other (OTHR)

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

NO

YES

CREC14

Current Valuation Date

The date of the most recent valuation.

YES

YES

CREC15

Current Valuation Amount

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

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

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

YES

YES

CREC16

Current Valuation Method

The most recent method of calculating the value of the collateral provided in field CREC15.

Full, internal and external inspection (FALL)

Full, only external inspection (FEXT)

Drive-by (DRVB)

Automated Valuation Model (AUVM)

Indexed (IDXD)

Desktop (DKTP)

Managing Agent/Estate Agent (MAEA)

Tax Authority (TXAT)

Other (OTHR)

YES

NO

CREC17

Current Valuation Basis

The most recent Valuation Basis:

Open Market (OPEN)

Vacant Possession (VCNT)

Other (OTHR)

YES

NO

CREC18

Original Valuation Method

The method of calculating the value of the collateral at the time of underlying exposure origination:

Full, internal and external inspection (FALL)

Full, only external inspection (FEXT)

Drive-by (DRVB)

Automated Valuation Model (AUVM)

Indexed (IDXD)

Desktop (DKTP)

Managing Agent/Estate Agent (MAEA)

Tax Authority (TXAT)

Other (OTHR)

YES

NO

CREC19

Collateral Securitisation Date

Date the property/collateral was contributed as security for the underlying exposure. If this property/collateral has been substituted, enter the date of the substitution. If the property/collateral was part of the original securitisation, this will be the Securitisation Date.

YES

NO

CREC20

Allocated Percentage Of Underlying Exposure At Securitisation Date

Allocated underlying exposure % attributable to property/collateral at Securitisation Date where there is more than one property/collateral item securing the underlying exposure. This may be set out in the underlying exposure Agreement, otherwise assign by valuation or Net Operating Income.

YES

YES

CREC21

Current Allocated Underlying Exposure Percentage

Allocated underlying exposure % attributable to the collateral at the underlying exposure payment date. Where there is more than one collateral item securing the underlying exposure, the sum of all percentages is equal to 100 %. This may be set out in the underlying exposure agreement, otherwise assign by valuation (Net Operating Income).

NO

YES

CREC22

Valuation At Securitisation

The valuation of the property/collateral securing the underlying exposure at Securitisation Date as described in the Offering Circular.

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

NO

YES

CREC23

Name Of Valuer At Securitisation

Name of valuation firm who performed the property/collateral valuation at the Date of Securitisation.

NO

YES

CREC24

Date Of Valuation At Securitisation

The date the valuation was prepared for the values disclosed in the Offering Circular.

NO

YES

CREC25

Year Built

Year the property was built per the valuation report or underlying exposure document.

YES

YES

CREC26

Year Last Renovated

Year that last major renovation/new construction was completed on the property per the valuation report or underlying exposure document.

YES

YES

CREC27

Number Of Units

For property type Multifamily enter number of units, for Hospitality/Hotel/Healthcare - beds, for Caravan Parks - units, Lodging = rooms, Self Storage = units.

NO

YES

CREC28

Net Square Metres

The total net rentable area of the property in square metres that serve as security for the underlying exposure per the most recent valuation report.

NO

YES

CREC29

Commercial Area

The total net Commercial rentable area of the property in square metres that serves as security for the underlying exposure per the most recent valuation report.

NO

YES

CREC30

Residential Area

The total net Residential rentable area of the property in square metres that serves as security for the loan per the most recent valuation report.

NO

YES

CREC31

Net Internal Floor Area Validated

Has the valuer (of the most recent valuation) verified the net internal floor area of the property?

YES

YES

CREC32

Occupancy As Of Date

Date of most recently received rent roll/tenancy schedule. For hospitality (hotels), and health care properties use average occupancy for the period for which the financial statements are reported.

NO

YES

CREC33

Economic Occupancy At Securitisation

The percentage of rentable space with signed leases in place at Securitisation Date if disclosed in Offering Circular (tenants may not be in occupation but are paying rent).

NO

YES

CREC34

Physical Occupancy At Securitisation

At securitisation, the available percentage of rentable space actually occupied (i.e. where tenants are actually in occupation and not vacated), if disclosed in Offering Circular. To be derived from a rent roll or other document indicating occupancy consistent with most recent financial year information.

NO

YES

CREC35

Vacant Possession Value At Securitisation Date

Vacant possession value at Date of Securitisation.

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

NO

YES

CREC36

Date Of Financials At Securitisation

The end date of the financials for the information used in the Offering Circular (e.g. year to date, annual, quarterly or trailing 12 months).

YES

YES

CREC37

Net Operating Income At Securitisation

Revenue less Operating Expenses at Securitisation Date.

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

YES

YES

CREC38

Most Recent Financials As Of Start Date

The first day of the period covered in the most recent financial operating statement available (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months).

YES

YES

CREC39

Most Recent Financials As Of End Date

The end date of the financials used for the most recent financial operating statement (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months).

YES

YES

CREC40

Most Recent Revenue

Total revenues for the period covered by the most recent financial operating statement (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months) for the property.

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

YES

YES

CREC41

Most Recent Operating Expenses

Total operating expenses for the period covered by the most recent financial operating statement (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months) for the property. These may include real estate taxes, insurance, management, utilities, maintenance and repairs and direct property costs to the landlord; capital expenditures and leasing commissions are excluded.

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

YES

YES

CREC42

Most Recent Capital Expenditure

Total Capital Expenditure (as opposed to repairs and maintenance) for the period covered by the most recent financial operating statement e.g. Monthly, Quarterly, Year to Date or Trailing 12 months) for the property.

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

YES

YES

CREC43

Ground Rent Payable

If property is leasehold, provide the current annual leasehold rent payable to the lessor.

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

NO

YES

CREC44

Weighted Average Lease Terms

Weighted average lease terms in years, using as weights the latest-available outstanding value of the lease.

NO

YES

CREC45

Property Leasehold Expiry

Provide the earliest date the leasehold interest expires.

NO

YES

CREC46

Contractual Annual Rental Income

The contractual annual rental income derived from the most recent obligor tenancy schedule.

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

NO

YES

CREC47

Income Expiring 1-12 Months

Percentage of income expiring in 1 to 12 months.

YES

YES

CREC48

Income Expiring 13-24 Months

Percentage of income expiring in 13 to 24 months.

YES

YES

CREC49

Income Expiring 25-36 Months

Percentage of income expiring in 25 to 36 months.

YES

YES

CREC50

Income Expiring 37-48 Months

Percentage of income expiring in 37 to 48 months.

YES

YES

CREC51

Income Expiring 49+ Months

Percentage of income expiring in 49 or more months.

YES

YES

Tenant-level information section

CRET1

Unique Identifier

Report the same unique identifier here as the one entered into field CREL1.

NO

NO

CRET2

Underlying Exposure Identifier

Unique underlying exposure identifier. This must match the identifier in field CREL5. The reporting entity must not amend this unique identifier.

NO

NO

CRET3

Collateral Identifier

Unique identifier for the collateral. This field must match CREC4, to allow mapping.

NO

NO

CRET4

Tenant Identifier

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

NO

NO

CRET5

Tenant Name

Name of current tenant. If tenant is a natural person, then this field must be entered with the same entry as field CRET4.

YES

NO

CRET6

SIC Industry Code

Tenant industry SIC Code, as set out in the condensed SIC Code list used by UK Companies House

Refers to the condensed version of Standard Industrial Classification (SIC) codes used by UK Companies House to classify business establishments and other standard units by the type of economic activity in which they are engaged, as presented in the document “Nature of business: Standard Industrial Classification (SIC) codes.” http://resources.companieshouse.gov.uk/sic/ .

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