ANNEX IX

Underlying exposures information section

ESTL1

Unique Identifier

{ALPHANUM-28}

ESTL2

Original Underlying Exposure Identifier

{ALPHANUM-1000}

ESTL3

New Underlying Exposure Identifier

{ALPHANUM-1000}

ESTL4

Original Obligor Identifier

{ALPHANUM-1000}

ESTL5

New Obligor Identifier

{ALPHANUM-1000}

ESTL6

Data Cut-Off Date

{DATEFORMAT}

ESTL7

Pool Addition Date

{DATEFORMAT}

ESTL8

Date Of Repurchase

{DATEFORMAT}

ESTL9

Redemption Date

{DATEFORMAT}

ESTL10

Description

{ALPHANUM-1000}

ESTL11

Geographic Region — Obligor

{NUTS}

ESTL12

Geographic Region Classification

{YEAR}

ESTL13

Employment Status

{LIST}

ESTL14

Credit Impaired Obligor

{Y/N}

ESTL15

Obligor Legal Type

{LIST}

ESTL16

SIC Industry Code

{SIC}

ESTL17

Primary Income

{MONETARY}

ESTL18

Primary Income Type

{LIST}

ESTL19

Primary Income Currency

{CURRENCYCODE_3}

ESTL20

Primary Income Verification

{LIST}

ESTL21

Revenue

{MONETARY}

ESTL22

Financial Statement Currency

{CURRENCYCODE_3}

ESTL23

International Securities Identification Number

{ISIN}

ESTL24

Origination Date

{DATEFORMAT}

ESTL25

Maturity Date

{DATEFORMAT}

ESTL26

Currency Denomination

{CURRENCYCODE_3}

ESTL27

Original Principal Balance

{MONETARY}

ESTL28

Current Principal Balance

{MONETARY}

ESTL29

Total Credit Limit

{MONETARY}

ESTL30

Purchase Price

{PERCENTAGE}

ESTL31

Amortisation Type

{LIST}

ESTL32

Principal Grace Period End Date

{DATEFORMAT}

ESTL33

Scheduled Principal Payment Frequency

{LIST}

ESTL34

Scheduled Interest Payment Frequency

{LIST}

ESTL35

Payment Due

{MONETARY}

ESTL36

Debt To Income Ratio

{PERCENTAGE}

ESTL37

Balloon Amount

{MONETARY}

ESTL38

Interest Rate Reset Interval

{INTEGER-9999}

ESTL39

Current Interest Rate

{PERCENTAGE}

ESTL40

Current Interest Rate Index

{LIST}

ESTL41

Current Interest Rate Index Tenor

{LIST}

ESTL42

Current Interest Rate Margin

{PERCENTAGE}

ESTL43

Interest Rate Cap

{PERCENTAGE}

ESTL44

Interest Rate Floor

{PERCENTAGE}

ESTL45

Number Of Payments Before Securitisation

{INTEGER-9999}

ESTL46

Percentage Of Prepayments Allowed Per Year

{PERCENTAGE}

ESTL47

Prepayment Lock-Out End Date

{DATEFORMAT}

ESTL48

Prepayment Fee

{MONETARY}

ESTL49

Prepayment Fee End Date

{DATEFORMAT}

ESTL50

Prepayment Date

{DATEFORMAT}

ESTL51

Cumulative Prepayments

{MONETARY}

ESTL52

Date Last In Arrears

{DATEFORMAT}

ESTL53

Arrears Balance

{MONETARY}

ESTL54

Number Of Days In Arrears

{INTEGER-9999}

ESTL55

Account Status

{LIST}

ESTL56

Reason for Default or Foreclosure

{LIST}

ESTL57

Default Amount

{MONETARY}

ESTL58

Default Date

{DATEFORMAT}

ESTL59

Allocated Losses

{MONETARY}

ESTL60

Cumulative Recoveries

{MONETARY}

ESTL61

Originator Name

{ALPHANUM-100}

ESTL62

Originator Legal Entity Identifier

{LEI}

ESTL63

Originator Establishment Country

{COUNTRYCODE_2}

ESTL64

Original Lender Name

{ALPHANUM-100}

ESTL65

Original Lender Legal Entity Identifier

{LEI}

ESTL66

Original Lender Establishment Country

{COUNTRYCODE_2}

Collateral-level information section

ESTC1

Unique Identifier

{ALPHANUM-28}

ESTC2

Underlying Exposure Identifier

{ALPHANUM-1000}

ESTC3

Original Collateral Identifier

{ALPHANUM-1000}

ESTC4

New Collateral Identifier

{ALPHANUM-1000}

ESTC5

Geographic Region — Collateral

{NUTS}

ESTC6

Security Type

{LIST}

ESTC7

Charge Type

{LIST}

ESTC8

Lien

{INTEGER-9999}

ESTC9

Collateral Type

{LIST}

ESTC10

Current Valuation Amount

{MONETARY}

ESTC11

Current Valuation Method

{LIST}

ESTC12

Current Valuation Date

{DATEFORMAT}

ESTC13

Current Loan-To-Value

{PERCENTAGE}

ESTC14

Original Valuation Amount

{MONETARY}

ESTC15

Original Valuation Method

{LIST}

ESTC16

Original Valuation Date

{DATEFORMAT}

ESTC17

Original Loan-To-Value

{PERCENTAGE}

ESTC18

Date Of Sale

{DATEFORMAT}

ESTC19

Sale Price

{MONETARY}

ESTC20

Collateral Currency

{CURRENCYCODE_3}