ANNEX III
Underlying exposures template – Corporate
FIELD CODE |
FIELD NAME |
FORMAT |
Underlying exposures information section |
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CREL1 |
Unique Identifier |
{ALPHANUM-28} |
CREL2 |
Original Obligor Identifier |
{ALPHANUM-1000} |
CREL3 |
New Obligor Identifier |
{ALPHANUM-1000} |
CREL4 |
Original Underlying Exposure Identifier |
{ALPHANUM-1000} |
CREL5 |
New Underlying Exposure Identifier |
{ALPHANUM-1000} |
CREL6 |
Data Cut-Off Date |
{DATEFORMAT} |
CREL7 |
Pool Addition Date |
{DATEFORMAT} |
CREL8 |
Date Of Restructuring |
{DATEFORMAT} |
CREL9 |
Date Of Repurchase |
{DATEFORMAT} |
CREL10 |
Date Of Substitution |
{DATEFORMAT} |
CREL11 |
Redemption Date |
{DATEFORMAT} |
CREL12 |
Geographic Region - Obligor |
{NUTS} |
CREL13 |
Geographic Region Classification |
{YEAR} |
CREL14 |
Special Scheme |
{ALPHANUM-10000} |
CREL15 |
Origination Date |
{DATEFORMAT} |
CREL16 |
Start Date Of Amortisation |
{DATEFORMAT} |
CREL17 |
Maturity Date At Securitisation Date |
{DATEFORMAT} |
CREL18 |
Maturity Date |
{DATEFORMAT} |
CREL19 |
Original Term |
{INTEGER-9999} |
CREL20 |
Duration Of Extension Option |
{INTEGER-9999} |
CREL21 |
Nature Of Extension Option |
{LIST} |
CREL22 |
Currency Denomination |
{CURRENCYCODE_3} |
CREL23 |
Current Principal Balance |
{MONETARY} |
CREL24 |
Original Principal Balance |
{MONETARY} |
CREL25 |
Original Principal Balance At Securitisation Date |
{MONETARY} |
CREL26 |
Committed Undrawn Facility Underlying Exposure Balance |
{MONETARY} |
CREL27 |
Total Other Amounts Outstanding |
{MONETARY} |
CREL28 |
Purchase Price |
{PERCENTAGE} |
CREL29 |
Latest Utilisation Date |
{DATEFORMAT} |
CREL30 |
Purpose |
{LIST} |
CREL31 |
Structure |
{LIST} |
CREL32 |
Waterfall A-B Pre Enforcement Scheduled Interest Payments |
{LIST} |
CREL33 |
Waterfall A-B Pre Enforcement Scheduled Principal Payments |
{LIST} |
CREL34 |
Principal Payment Allocation To Senior Loan |
{PERCENTAGE} |
CREL35 |
Waterfall Type |
{LIST} |
CREL36 |
Defaulted Underlying Exposure Purchase Price |
{PERCENTAGE} |
CREL37 |
Cure Payments Possible? |
{LIST} |
CREL38 |
Restrictions On Sale Of Subordinated Loan? |
{Y/N} |
CREL39 |
Subordinated Loan Holder Affiliated To Obligor? |
{Y/N} |
CREL40 |
Subordinated Loan Holder Control Of Workout Process |
{Y/N} |
CREL41 |
Do Non-Payments On Prior Ranking Claims Constitute A Default Of The Underlying Exposure? |
{Y/N} |
CREL42 |
Do Non-Payments On Equal Ranking Underlying Exposures Constitute Default Of Property? |
{Y/N} |
CREL43 |
Noteholder Consent |
{Y/N} |
CREL44 |
Noteholder Meeting Scheduled |
{DATEFORMAT} |
CREL45 |
Syndicated |
{Y/N} |
CREL46 |
Participation Of SSPE |
{LIST} |
CREL47 |
Consequence For Breach Of Financial Covenant |
{LIST} |
CREL48 |
Financial Information Non-Submission Penalties |
{Y/N} |
CREL49 |
Recourse |
{Y/N} |
CREL50 |
Recourse - 3rd Party |
{Y/N} |
CREL51 |
Servicing Standard |
{Y/N} |
CREL52 |
Amounts Held In Escrow |
{MONETARY} |
CREL53 |
Collection Of Escrows |
{Y/N} |
CREL54 |
Collection Of Other Reserves |
{Y/N} |
CREL55 |
Trigger For Escrow To Be Held |
{LIST} |
CREL56 |
Target Escrow Amounts/Reserves |
{MONETARY} |
CREL57 |
Escrow Account Release Conditions |
{ALPHANUM-1000} |
CREL58 |
Conditions Of Drawing Cash Reserve |
{LIST} |
CREL59 |
Escrow Account Currency |
{CURRENCYCODE_3} |
CREL60 |
Escrow Payments Currency |
{CURRENCYCODE_3} |
CREL61 |
Total Reserve Balance |
{MONETARY} |
CREL62 |
Reserve Balance Currency |
{CURRENCYCODE_3} |
CREL63 |
Escrow Trigger Event Occurred |
{Y/N} |
CREL64 |
Amounts Added To Escrows In Current Period |
{MONETARY} |
CREL65 |
Revenue |
{MONETARY} |
CREL66 |
Operating Expenses At Securitisation Date |
{MONETARY} |
CREL67 |
Capital Expenditures At Securitisation Date |
{MONETARY} |
CREL68 |
Financial Statement Currency |
{CURRENCYCODE_3} |
CREL69 |
Obligor Reporting Breach |
{Y/N} |
CREL70 |
Debt Service Coverage Ratio Method |
{LIST} |
CREL71 |
Debt Service Coverage Ratio Indicator At Securitisation Date |
{LIST} |
CREL72 |
Most Recent Debt Service Coverage Ratio Indicator |
{LIST} |
CREL73 |
Debt Service Coverage Ratio At The Securitisation Date |
{PERCENTAGE} |
CREL74 |
Current Debt Service Coverage Ratio |
{PERCENTAGE} |
CREL75 |
Original Loan-To-Value |
{PERCENTAGE} |
CREL76 |
Current Loan-To-Value |
{PERCENTAGE} |
CREL77 |
Interest Coverage Ratio At The Securitisation Date |
{PERCENTAGE} |
CREL78 |
Current Interest Coverage Ratio |
{PERCENTAGE} |
CREL79 |
Interest Coverage Ratio Method |
{LIST} |
CREL80 |
Number Of Properties At Securitisation Date |
{INTEGER-9999} |
CREL81 |
Number Of Properties At Data Cut-Off Date |
{INTEGER-9999} |
CREL82 |
Properties Collateralised To The Underlying Exposure |
{ALPHANUM-1000} |
CREL83 |
Property Portfolio Value At Securitisation Date |
{MONETARY} |
CREL84 |
Property Portfolio Valuation Currency At Securitisation Date |
{CURRENCYCODE_3} |
CREL85 |
Status Of Properties |
{LIST} |
CREL86 |
Valuation Date At Securitisation Date |
{DATEFORMAT} |
CREL87 |
Amortisation Type |
{LIST} |
CREL88 |
Principal Grace Period End Date |
{DATEFORMAT} |
CREL89 |
Grace Days Allowed |
{INTEGER-9999} |
CREL90 |
Scheduled Principal Payment Frequency |
{LIST} |
CREL91 |
Scheduled Interest Payment Frequency |
{LIST} |
CREL92 |
Number Of Payments Before Securitisation |
{INTEGER-9999} |
CREL93 |
Prepayment Terms Description |
{ALPHANUM-100} |
CREL94 |
Prepayment Lock-Out End Date |
{DATEFORMAT} |
CREL95 |
Yield Maintenance End Date |
{DATEFORMAT} |
CREL96 |
Prepayment Fee |
{MONETARY} |
CREL97 |
Prepayment Fee End Date |
{DATEFORMAT} |
CREL98 |
Unscheduled Principal Collections |
{MONETARY} |
CREL99 |
Liquidation/Prepayment Date |
{DATEFORMAT} |
CREL100 |
Liquidation/Prepayment Code |
{LIST} |
CREL101 |
Prepayment Interest Excess/Shortfall |
{MONETARY} |
CREL102 |
Payment Date |
{DATEFORMAT} |
CREL103 |
Next Payment Adjustment Date |
{DATEFORMAT} |
CREL104 |
Next Payment Date |
{DATEFORMAT} |
CREL105 |
Payment Due |
{MONETARY} |
CREL106 |
Original Interest Rate |
{PERCENTAGE} |
CREL107 |
Interest Rate At The Securitisation Date |
{PERCENTAGE} |
CREL108 |
First Payment Adjustment Date |
{DATEFORMAT} |
CREL109 |
Interest Rate Type |
{LIST} |
CREL110 |
Current Interest Rate |
{PERCENTAGE} |
CREL111 |
Current Interest Rate Index |
{LIST} |
CREL112 |
Current Interest Rate Index Tenor |
{LIST} |
CREL113 |
Current Interest Rate Margin |
{PERCENTAGE} |
CREL114 |
Interest Rate Reset Interval |
{INTEGER-9999} |
CREL115 |
Current Index Rate |
{PERCENTAGE} |
CREL116 |
Index Determination Date |
{DATEFORMAT} |
CREL117 |
Rounding Increment |
{PERCENTAGE} |
CREL118 |
Interest Rate Cap |
{PERCENTAGE} |
CREL119 |
Interest Rate Floor |
{PERCENTAGE} |
CREL120 |
Current Default Interest Rate |
{PERCENTAGE} |
CREL121 |
Accrual Of Interest Allowed |
{Y/N} |
CREL122 |
Day Count Convention |
{LIST} |
CREL123 |
Total Scheduled Principal & Interest Due |
{MONETARY} |
CREL124 |
Total Scheduled Principal & Interest Paid |
{MONETARY} |
CREL125 |
Negative Amortisation |
{MONETARY} |
CREL126 |
Deferred Interest |
{MONETARY} |
CREL127 |
Total Shortfalls In Principal & Interest Outstanding |
{MONETARY} |
CREL128 |
Date Last In Arrears |
{DATEFORMAT} |
CREL129 |
Arrears Balance |
{MONETARY} |
CREL130 |
Number Of Days In Arrears |
{INTEGER-9999} |
CREL131 |
Reason for Default or Foreclosure |
{LIST} |
CREL132 |
Default Amount |
{MONETARY} |
CREL133 |
Default Date |
{DATEFORMAT} |
CREL134 |
Interest In Arrears |
{Y/N} |
CREL135 |
Actual Default Interest |
{MONETARY} |
CREL136 |
Account Status |
{LIST} |
CREL137 |
Allocated Losses |
{MONETARY} |
CREL138 |
Net Proceeds Received On Liquidation |
{MONETARY} |
CREL139 |
Liquidation Expense |
{MONETARY} |
CREL140 |
Expected Timing Of Recoveries |
{INTEGER-9999} |
CREL141 |
Cumulative Recoveries |
{MONETARY} |
CREL142 |
Enforcement Start Date |
{DATEFORMAT} |
CREL143 |
Workout Strategy Code |
{LIST} |
CREL144 |
Modification |
{LIST} |
CREL145 |
Special Servicing Status |
{Y/N} |
CREL146 |
Most Recent Special Servicer Transfer Date |
{DATEFORMAT} |
CREL147 |
Most Recent Primary Servicer Return Date |
{DATEFORMAT} |
CREL148 |
Non Recoverability Determined |
{Y/N} |
CREL149 |
Covenant Breach/Trigger |
{LIST} |
CREL150 |
Date Of Breach |
{DATEFORMAT} |
CREL151 |
Date Of Breach Cure |
{DATEFORMAT} |
CREL152 |
Servicer Watchlist Code |
{WATCHLIST} |
CREL153 |
Servicer Watchlist Date |
{DATEFORMAT} |
CREL154 |
Interest Rate Swap Provider |
{ALPHANUM-1000} |
CREL155 |
Interest Rate Swap Provider Legal Entity Identifier |
{LEI} |
CREL156 |
Interest Rate Swap Maturity Date |
{DATEFORMAT} |
CREL157 |
Interest Rate Swap Notional |
{MONETARY} |
CREL158 |
Currency Swap Provider |
{ALPHANUM-1000} |
CREL159 |
Currency Swap Provider Legal Entity Identifier |
{LEI} |
CREL160 |
Currency Swap Maturity Date |
{DATEFORMAT} |
CREL161 |
Currency Swap Notional |
{MONETARY} |
CREL162 |
Exchange Rate For Swap |
{PERCENTAGE} |
CREL163 |
Other Swap Provider |
{ALPHANUM-1000} |
CREL164 |
Other Swap Provider Legal Entity Identifier |
{LEI} |
CREL165 |
Obligor Must Pay Breakage On Swap |
{LIST} |
CREL166 |
Full Or Partial Termination Event Of Swap For Current Period |
{LIST} |
CREL167 |
Net Periodic Payment Made By Swap Provider |
{MONETARY} |
CREL168 |
Breakage Costs Due To Underlying Exposure Swap Provider |
{MONETARY} |
CREL169 |
Shortfall In Payment Of Breakage Costs On Swap |
{MONETARY} |
CREL170 |
Breakage Costs Due From Swap Counterparty |
{MONETARY} |
CREL171 |
Next Swap Reset Date |
{DATEFORMAT} |
CREL172 |
Sponsor |
{ALPHANUM-100} |
CREL173 |
Agent Bank Of Syndication Legal Entity Identifier |
{LEI} |
CREL174 |
Servicer Legal Entity Identifier |
{LEI} |
CREL175 |
Servicer Name |
{ALPHANUM-100} |
CREL176 |
Originator Name |
{ALPHANUM-100} |
CREL177 |
Originator Legal Entity Identifier |
{LEI} |
CREL178 |
Originator Establishment Country |
{COUNTRYCODE_2} |
CREL179 |
Original Lender Name |
{ALPHANUM-100} |
CREL180 |
Original Lender Legal Entity Identifier |
{LEI} |
CREL181 |
Original Lender Establishment Country |
{COUNTRYCODE_2} |
Collateral-level information section |
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CREC1 |
Unique Identifier |
{ALPHANUM-28} |
CREC2 |
Underlying Exposure Identifier |
{ALPHANUM-1000} |
CREC3 |
Original Collateral Identifier |
{ALPHANUM-1000} |
CREC4 |
New Collateral Identifier |
{ALPHANUM-1000} |
CREC5 |
Collateral Type |
{LIST} |
CREC6 |
Property Name |
{ALPHANUM-100} |
CREC7 |
Property Address |
{ALPHANUM-1000} |
CREC8 |
Geographic Region — Collateral |
{NUTS} |
CREC9 |
Property Post Code |
{ALPHANUM-100} |
CREC10 |
Lien |
{INTEGER-9999} |
CREC11 |
Property Status |
{LIST} |
CREC12 |
Property Type |
{LIST} |
CREC13 |
Property Form Of Title |
{LIST} |
CREC14 |
Current Valuation Date |
{DATEFORMAT} |
CREC15 |
Current Valuation Amount |
{MONETARY} |
CREC16 |
Current Valuation Method |
{LIST} |
CREC17 |
Current Valuation Basis |
{LIST} |
CREC18 |
Original Valuation Method |
{LIST} |
CREC19 |
Collateral Securitisation Date |
{DATEFORMAT} |
CREC20 |
Allocated Percentage Of Underlying Exposure At Securitisation Date |
{PERCENTAGE} |
CREC21 |
Current Allocated Underlying Exposure Percentage |
{PERCENTAGE} |
CREC22 |
Valuation At Securitisation |
{MONETARY} |
CREC23 |
Name Of Valuer At Securitisation |
{ALPHANUM-100} |
CREC24 |
Date Of Valuation At Securitisation |
{DATEFORMAT} |
CREC25 |
Year Built |
{YEAR} |
CREC26 |
Year Last Renovated |
{YEAR} |
CREC27 |
Number Of Units |
{INTEGER-999999999} |
CREC28 |
Net Square Metres |
{INTEGER-999999999} |
CREC29 |
Commercial Area |
{INTEGER-999999999} |
CREC30 |
Residential Area |
{INTEGER-999999999} |
CREC31 |
Net Internal Floor Area Validated |
{Y/N} |
CREC32 |
Occupancy As Of Date |
{DATEFORMAT} |
CREC33 |
Economic Occupancy At Securitisation |
{PERCENTAGE} |
CREC34 |
Physical Occupancy At Securitisation |
{PERCENTAGE} |
CREC35 |
Vacant Possession Value At Securitisation Date |
{MONETARY} |
CREC36 |
Date Of Financials At Securitisation |
{DATEFORMAT} |
CREC37 |
Net Operating Income At Securitisation |
{MONETARY} |
CREC38 |
Most Recent Financials As Of Start Date |
{DATEFORMAT} |
CREC39 |
Most Recent Financials As Of End Date |
{DATEFORMAT} |
CREC40 |
Most Recent Revenue |
{MONETARY} |
CREC41 |
Most Recent Operating Expenses |
{MONETARY} |
CREC42 |
Most Recent Capital Expenditure |
{MONETARY} |
CREC43 |
Ground Rent Payable |
{MONETARY} |
CREC44 |
Weighted Average Lease Terms |
{INTEGER-9999} |
CREC45 |
Property Leasehold Expiry |
{DATEFORMAT} |
CREC46 |
Contractual Annual Rental Income |
{MONETARY} |
CREC47 |
Income Expiring 1-12 Months |
{PERCENTAGE} |
CREC48 |
Income Expiring 13-24 Months |
{PERCENTAGE} |
CREC49 |
Income Expiring 25-36 Months |
{PERCENTAGE} |
CREC50 |
Income Expiring 37-48 Months |
{PERCENTAGE} |
CREC51 |
Income Expiring 49+ Months |
{PERCENTAGE} |
Tenant-level information section |
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CRET1 |
Unique Identifier |
{ALPHANUM-28} |
CRET2 |
Underlying Exposure Identifier |
{ALPHANUM-1000} |
CRET3 |
Collateral Identifier |
{ALPHANUM-1000} |
CRET4 |
Tenant Identifier |
{ALPHANUM-1000} |
CRET5 |
Tenant Name |
{ALPHANUM-100} |
CRET6 |
SIC Industry Code |
{SIC} |
CRET7 |
Date Of Lease Expiration |
{DATEFORMAT} |
CRET8 |
Rent Payable |
{MONETARY} |
CRET9 |
Rent Currency |
{CURRENCYCODE_3} |