title: Commission Implementing Regulation (EU) 2020/1225 of 29 October 2019 laying down implementing technical standards with regard to the format and standardised templates for making available the information and details of a securitisation by the originator, sponsor and SSPE (Text with EEA relevance)

text:
                  3.9.2020

                  EN

                  Official Journal of the European Union

                  L 289/217

         COMMISSION IMPLEMENTING REGULATION (EU) 2020/1225
         of 29 October 2019
         laying down implementing technical standards with regard to the format and standardised templates for making available the information and details of a securitisation by the originator, sponsor and SSPE
         (Text with EEA relevance)
         THE EUROPEAN COMMISSION,
         Having regard to the Treaty on the Functioning of the European Union,
         Having regard to Regulation (EU) 2017/2402 of the European Parliament and of the Council of 12 December 2017 laying down a general framework for securitisation and creating a specific framework for simple, transparent and standardised securitisation, and amending Directives 2009/65/EC, 2009/138/EC and 2011/61/EU and Regulations (EC) No 1060/2009 and (EU) No 648/2012 (1), and in particular Articles 7(4) and 17(3) thereof,
         Whereas:

                     (1)

                     The scope of Article 7(4) of Regulation (EU) 2017/2402 refers to all securitisations, including securitisations where a prospectus has to be drawn up pursuant to Regulation (EU) 2017/1129 (2) (commonly referred to as ‘public’ securitisations) and securitisations where a prospectus does not have to be drawn up (commonly referred to as ‘private’ securitisations). Article 17(3) of Regulation (EU) 2017/2402 refers to securitisations making information available via a securitisation repository, which does not include private securitisations.

                     (2)

                     Securitisations are complex and heterogeneous. To allow for efficient data collection and assessment by investors, potential investors, competent authorities and, for public securitisations, the other entities listed in Article 17(1) of Regulation (EU) 2017/2402, the information referred to in points (a) and (e) of Article 7(1) and point (a) of Article 17(2) of Regulation (EU) 2017/2402 should be made available in a harmonised format. In addition, where the information is to be made available via a securitisation repository, a harmonised format also facilitates seamless aggregation and comparison across repositories.

                     (3)

                     Costs for market participants should be minimised. The reporting format for securitisations should therefore be similar, to the extent feasible, to the format prescribed for the reporting of derivatives contracts under Article 9 of Regulation (EU) No 648/2012 of the European Parliament and of the Council (3) and the reporting of the details of securities financing transactions (SFTs) under Article 4 of Regulation (EU) 2015/2365 of the European Parliament and of the Council (4). Furthermore, where information is made available via a securitisation repository, the reporting format should also take into account solutions developed by existing securitisation data collectors. Therefore, it is appropriate to require the use of the XML format, which is commonly employed for reporting information on loans and other similar underlying exposures, also in the context of reporting securitisations.

                     (4)

                     The provisions in this Regulation are closely linked, since they determine the format and templates whereby the originator, sponsor or SSPE of a securitisation are to make available information about that securitisation to various parties as required under Regulation (EU) 2017/2402. To ensure coherence between those provisions, which should enter into force at the same time, and to facilitate a comprehensive view and efficient access to all the relevant information of a securitisation, it is necessary to include these implementing technical standards in a single Regulation.

                     (5)

                     This Regulation is based on the draft implementing technical standards submitted by the European Securities and Markets Authority (ESMA) to the Commission.

                     (6)

                     ESMA has conducted an open public consultation on the draft implementing technical standards on which this Regulation is based, analysed the potential related costs and benefits and requested the opinion of the Securities and Markets Stakeholder Group established by Article 37 of Regulation (EU) No 1095/2010 of the European Parliament and of the Council (5),

               HAS ADOPTED THIS REGULATION:
         SECTION 1

            TEMPLATES FOR ALL SECURITISATIONS

            Article 1
            Underlying exposures templates

               1.   The information referred to in paragraphs 1 and 2 of Article 2 of Commission Delegated Regulation (EU) 2020/1224 (6) shall be made available using the following templates:

                           (a)

                           the template set out in Annex II to this Regulation for loans to private households secured by residential real estate, regardless of the purpose of those loans;

                           (b)

                           the template set out in Annex III to this Regulation for loans for the purposes of acquiring commercial real estate or secured by commercial real estate;

                           (c)

                           the template set out in Annex IV to this Regulation for corporate underlying exposures, including underlying exposures to micro, small- and medium-sized enterprises;

                           (d)

                           the template set out in Annex V to this Regulation for automobile underlying exposures, including loans and leases to legal or natural persons that are backed by automobiles;

                           (e)

                           the template set out in Annex VI to this Regulation for consumer underlying exposures;

                           (f)

                           the template set out in Annex VII to this Regulation for credit card underlying exposures;

                           (g)

                           the template set out in Annex VIII to this Regulation for leasing underlying exposures;

                           (h)

                           the template set out in Annex IX to this Regulation for underlying exposures that do not fall within any of the categories set out in points (a) to (g).

               2.   The information referred to in Article 2(3) of Delegated Regulation (EU) 2020/1224 shall be made available using the following templates:

                           (a)

                           the templates set out in paragraph 1 of this Article, as relevant to the underlying exposure type;

                           (b)

                           the template set out in Annex X for non-performing exposure securitisations as referred to in the second subparagraph of Article 2(3) of Delegated Regulation (EU) 2020/1224.

               3.   The information referred to in Article 2(4) of Delegated Regulation (EU) 2020/1224 shall be made available using the template set out in Annex XI.

            Article 2
            Investor report templates

               1.   The information referred to in Article 3(1) of Delegated Regulation (EU) 2020/1224 shall be made available using the template set out in Annex XII.

               2.   The information referred to in Article 3(2) of Delegated Regulation (EU) 2020/1224 shall be made available using the template set out in Annex XIII.

         SECTION 2

            TEMPLATES FOR SECURITISATIONS FOR WHICH A PROSPECTUS HAS TO BE DRAWN UP (PUBLIC SECURITISATIONS)

            Article 3
            Inside information templates

               1.   The information referred to in Article 6(1) of Delegated Regulation (EU) 2020/1224 shall be made available using the template set out in Annex XIV.

               2.   The information referred to in Article 6(2) of Delegated Regulation (EU) 2020/1224 shall be made available using the template set out in Annex XV.

            Article 4
            Significant event templates

               1.   The information referred to in Article 7(1) of Delegated Regulation (EU) 2020/1224 shall be made available using the template set out in Annex XIV.

               2.   The information referred to in Article 7(2) of Delegated Regulation (EU) 2020/1224 shall be made available using the template set out in Annex XV.

         SECTION 3

            COMMON PROVISIONS

            Article 5
            Format of information

               1.   The format of the information provided in the templates set out in Annexes I to XV shall conform to the corresponding format set out in Table 1 of Annex I

               2.   The information shall be made available in an electronic and machine-readable form via common XML templates.

            Article 6
            Entry into force
            This Regulation shall enter into force on the twentieth day following that of its publication in the Official Journal of the European Union.

            This Regulation shall be binding in its entirety and directly applicable in all Member States.
            Done at Brussels, 29 October 2019.

                  For the Commission

                  The President

               Jean-Claude JUNCKER

            (1)  OJ L 347, 28.12.2017, p. 35.

            (2)  Regulation (EU) 2017/1129 of the European Parliament and of the Council of 14 June 2017 on the prospectus to be published when securities are offered to the public or admitted to trading on a regulated market, and repealing Directive 2003/71/EC (OJ L 168, 30.6.2017, p. 12).

            (3)  Regulation (EU) No 648/2012 of the European Parliament and of the Council of 4 July 2012 on OTC derivatives, central counterparties and trade repositories (OJ L 201, 27.7.2012, p. 1).

            (4)  Regulation (EU) 2015/2365 of the European Parliament and of the Council of 25 November 2015 on transparency of securities financing transactions and of reuse and amending Regulation (EU) No 648/2012 (OJ L 337, 23.12.2015, p. 1).

            (5)  Regulation (EU) No 1095/2010 of the European Parliament and of the Council of 24 November 2010 establishing a European Supervisory Authority (European Securities and Markets Authority), amending Decision No 716/2009/EC and repealing Commission Decision 2009/77/EC (OJ L 331, 15.12.2010, p. 84).

            (6)  Commission Delegated Regulation (EU) 2020/1224 of 16 October 2019 supplementing Regulation (EU) 2017/2402 of the European Parliament and of the Council with regard to regulatory technical standards specifying the information and the details of a securitisation to be made available by the originator, sponsor and SSPE (See page 1 of this Official Journal).

            ANNEX I
            Field formats

                           SYMBOL

                           DATA TYPE

                           DEFINITION

                        {ALPHANUM-n}

                        Up to n alphanumeric characters

                        Free text field. To be entered in ASCII format in capital letters (no accented characters).

                        {COUNTRYCODE_2}

                        2 alphanumeric characters

                        2 letter country code, as defined by ISO 3166-1 alpha-2 country code. To be entered in ASCII format (no accented characters).

                        {CURRENCYCODE_3}

                        3 alphanumeric characters

                        3 letter currency code, as defined by ISO 4217 currency codes. To be entered in ASCII format (no accented characters).

                        {YEAR}

                        ISO 8601 year format

                        Years to be formatted as follows: YYYY

                        {DATEFORMAT}

                        ISO 8601 date format

                        Dates to be formatted as follows: YYYY-MM-DD

                        {MONETARY}

                        0-18 digits, of which up to 5 may be fractional digits

                        A number of monetary units specified in a currency, where the unit of currency is explicit and compliant with ISO 4217.

                        {NUMERIC}

                        0-18 digits, of which up to 5 may be fractional digits

                        Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it is to be represented by a dot.

                        {INTEGER-n}

                        Integer number of up to n

                        Numerical field for both positive and negative integer values.

                        {Y/N}

                        1 alphanumeric character

                        ‘true’- Y
                        ‘false’ - N

                        {ISIN}

                        12 alphanumeric characters

                        ISIN code, as defined in ISO 6166

                        {LEI}

                        20 alphanumeric characters

                        Legal entity identifier, as specified in ISO 17442

                        {LIST}

                        As set out in the specific field description

                        {NUTS}

                        5 alphanumeric characters

                        Refers to the Nomenclature of Territorial Units for Statistics maintained by Eurostat. Information must be made available at the NUTS3 level. http://ec.europa.eu/eurostat/web/nuts/

                        {NACE}

                        7 alphanumeric characters

                        Refers to the statistical classification of economic activities in the European Union, maintained on the website cited in this definition box and as set out in Regulation (EC) No 1893/2006 of the European Parliament and of the Council (1).
                        The most detailed level of classification must be made available for each economic activity (i.e. the full code – 6 or 7 character level, including decimals). http://ec.europa.eu/competition/mergers/cases/index/nace_all.html

                        {PERCENTAGE}

                        0-11 digits, of which up to 10 may be fractional digits.

                        Rate expressed as a percentage, i.e., in hundredths, e.g. 0.7 is 7/10 of a percent, and 7.0 is 7%.

                        {TELEPHONE}

                        A "+" followed by the country code (from 1 to 3 characters) then a "-" and finally, any combination of numbers, "(",")", "+" and "-" (up to 30 characters).

                        The collection of information which identifies a specific phone number as defined by telecom services.

                        {ESA}

                        7 alphanumeric characters

                        The European System of Accounts (2010) sector, using the codes set out in Table 1 of Annex I to Commission Delegated Regulation (EU) 2020/1224 (2). http://ec.europa.eu/eurostat/cache/metadata/Annexes/nasa_10_f_esms_an1.pdf

                        {WATCHLIST}

                        2 alphanumeric characters

                        The servicer watchlist code as set out in Table 2 of Annex I to Delegated Regulation (EU) 2020/1224

               (1)  Regulation (EC) No 1893/2006 of the European Parliament and of the Council of 20 December 2006 establishing the statistical classification of economic activities NACE Revision 2 and amending Council Regulation (EEC) No 3037/90 as well as certain EC Regulations on specific statistical domains (OJ L 393, 30.12.2006, p. 1).

               (2)  Commission Delegated Regulation (EU) 2020/1224 of 16 October 2019 supplementing Regulation (EU) 2017/2402 of the European Parliament and of the Council with regard to regulatory technical standards specifying the information and the details of a securitisation to be made available by the originator, sponsor and SSPE (See page 1 of this Official Journal).

            ANNEX II
            Underlying exposures template — Residential real estate (RRE)

                           FIELD CODE

                           FIELD NAME

                           FORMAT

                           Underlying exposures information section

                           RREL1

                        Unique Identifier

                        {ALPHANUM-28}

                           RREL2

                        Original Underlying Exposure Identifier

                        {ALPHANUM-1000}

                           RREL3

                        New Underlying Exposure Identifier

                        {ALPHANUM-1000}

                           RREL4

                        Original Obligor Identifier

                        {ALPHANUM-1000}

                           RREL5

                        New Obligor Identifier

                        {ALPHANUM-1000}

                           RREL6

                        Data Cut-Off Date

                        {DATEFORMAT}

                           RREL7

                        Pool Addition Date

                        {DATEFORMAT}

                           RREL8

                        Date Of Repurchase

                        {DATEFORMAT}

                           RREL9

                        Redemption Date

                        {DATEFORMAT}

                           RREL10

                        Resident

                        {Y/N}

                           RREL11

                        Geographic Region — Obligor

                        {NUTS}

                           RREL12

                        Geographic Region Classification

                        {YEAR}

                           RREL13

                        Employment Status

                        {LIST}

                           RREL14

                        Credit Impaired Obligor

                        {Y/N}

                           RREL15

                        Customer Type

                        {LIST}

                           RREL16

                        Primary Income

                        {MONETARY}

                           RREL17

                        Primary Income Type

                        {LIST}

                           RREL18

                        Primary Income Currency

                        {CURRENCYCODE_3}

                           RREL19

                        Primary Income Verification

                        {LIST}

                           RREL20

                        Secondary Income

                        {MONETARY}

                           RREL21

                        Secondary Income Verification

                        {LIST}

                           RREL22

                        Special Scheme

                        {ALPHANUM-10000}

                           RREL23

                        Origination Date

                        {DATEFORMAT}

                           RREL24

                        Maturity Date

                        {DATEFORMAT}

                           RREL25

                        Original Term

                        {INTEGER-9999}

                           RREL26

                        Origination Channel

                        {LIST}

                           RREL27

                        Purpose

                        {LIST}

                           RREL28

                        Currency Denomination

                        {CURRENCYCODE_3}

                           RREL29

                        Original Principal Balance

                        {MONETARY}

                           RREL30

                        Current Principal Balance

                        {MONETARY}

                           RREL31

                        Prior Principal Balances

                        {MONETARY}

                           RREL32

                        Pari Passu Underlying Exposures

                        {MONETARY}

                           RREL33

                        Total Credit Limit

                        {MONETARY}

                           RREL34

                        Purchase Price

                        {PERCENTAGE}

                           RREL35

                        Amortisation Type

                        {LIST}

                           RREL36

                        Principal Grace Period End Date

                        {DATEFORMAT}

                           RREL37

                        Scheduled Principal Payment Frequency

                        {LIST}

                           RREL38

                        Scheduled Interest Payment Frequency

                        {LIST}

                           RREL39

                        Payment Due

                        {MONETARY}

                           RREL40

                        Debt To Income Ratio

                        {PERCENTAGE}

                           RREL41

                        Balloon Amount

                        {MONETARY}

                           RREL42

                        Interest Rate Type

                        {LIST}

                           RREL43

                        Current Interest Rate

                        {PERCENTAGE}

                           RREL44

                        Current Interest Rate Index

                        {LIST}

                           RREL45

                        Current Interest Rate Index Tenor

                        {LIST}

                           RREL46

                        Current Interest Rate Margin

                        {PERCENTAGE}

                           RREL47

                        Interest Rate Reset Interval

                        {INTEGER-9999}

                           RREL48

                        Interest Rate Cap

                        {PERCENTAGE}

                           RREL49

                        Interest Rate Floor

                        {PERCENTAGE}

                           RREL50

                        Revision Margin 1

                        {PERCENTAGE}

                           RREL51

                        Interest Revision Date 1

                        {DATEFORMAT}

                           RREL52

                        Revision Margin 2

                        {PERCENTAGE}

                           RREL53

                        Interest Revision Date 2

                        {DATEFORMAT}

                           RREL54

                        Revision Margin 3

                        {PERCENTAGE}

                           RREL55

                        Interest Revision Date 3

                        {DATEFORMAT}

                           RREL56

                        Revised Interest Rate Index

                        {LIST}

                           RREL57

                        Revised Interest Rate Index Tenor

                        {LIST}

                           RREL58

                        Number Of Payments Before Securitisation

                        {INTEGER-9999}

                           RREL59

                        Percentage Of Prepayments Allowed Per Year

                        {PERCENTAGE}

                           RREL60

                        Prepayment Lock-Out End Date

                        {DATEFORMAT}

                           RREL61

                        Prepayment Fee

                        {MONETARY}

                           RREL62

                        Prepayment Fee End Date

                        {DATEFORMAT}

                           RREL63

                        Prepayment Date

                        {DATEFORMAT}

                           RREL64

                        Cumulative Prepayments

                        {MONETARY}

                           RREL65

                        Date Of Restructuring

                        {DATEFORMAT}

                           RREL66

                        Date Last In Arrears

                        {DATEFORMAT}

                           RREL67

                        Arrears Balance

                        {MONETARY}

                           RREL68

                        Number Of Days In Arrears

                        {INTEGER-9999}

                           RREL69

                        Account Status

                        {LIST}

                           RREL70

                        Reason for Default or Foreclosure

                        {LIST}

                           RREL71

                        Default Amount

                        {MONETARY}

                           RREL72

                        Default Date

                        {DATEFORMAT}

                           RREL73

                        Allocated Losses

                        {MONETARY}

                           RREL74

                        Cumulative Recoveries

                        {MONETARY}

                           RREL75

                        Litigation

                        {Y/N}

                           RREL76

                        Recourse

                        {Y/N}

                           RREL77

                        Deposit Amount

                        {MONETARY}

                           RREL78

                        Insurance Or Investment Provider

                        {ALPHANUM-1000}

                           RREL79

                        Original Lender Name

                        {ALPHANUM-100}

                           RREL80

                        Original Lender Legal Entity Identifier

                        {LEI}

                           RREL81

                        Original Lender Establishment Country

                        {COUNTRYCODE_2}

                           RREL82

                        Originator Name

                        {ALPHANUM-100}

                           RREL83

                        Originator Legal Entity Identifier

                        {LEI}

                           RREL84

                        Originator Establishment Country

                        {COUNTRYCODE_2}

                           Collateral-level information section

                           RREC1

                        Unique Identifier

                        {ALPHANUM-28}

                           RREC2

                        Underlying Exposure Identifier

                        {ALPHANUM-1000}

                           RREC3

                        Original Collateral Identifier

                        {ALPHANUM-1000}

                           RREC4

                        New Collateral Identifier

                        {ALPHANUM-1000}

                           RREC5

                        Collateral Type

                        {LIST}

                           RREC6

                        Geographic Region — Collateral

                        {NUTS}

                           RREC7

                        Occupancy Type

                        {LIST}

                           RREC8

                        Lien

                        {INTEGER-9999}

                           RREC9

                        Property Type

                        {LIST}

                           RREC10

                        Energy Performance Certificate Value

                        {LIST}

                           RREC11

                        Energy Performance Certificate Provider Name

                        {ALPHANUM-100}

                           RREC12

                        Current Loan-To-Value

                        {PERCENTAGE}

                           RREC13

                        Current Valuation Amount

                        {MONETARY}

                           RREC14

                        Current Valuation Method

                        {LIST}

                           RREC15

                        Current Valuation Date

                        {DATEFORMAT}

                           RREC16

                        Original Loan-To-Value

                        {PERCENTAGE}

                           RREC17

                        Original Valuation Amount

                        {MONETARY}

                           RREC18

                        Original Valuation Method

                        {LIST}

                           RREC19

                        Original Valuation Date

                        {DATEFORMAT}

                           RREC20

                        Date Of Sale

                        {DATEFORMAT}

                           RREC21

                        Sale Price

                        {MONETARY}

                           RREC22

                        Collateral Currency

                        {CURRENCYCODE_3}

                           RREC23

                        Guarantor Type

                        {LIST}

            ANNEX III
            Underlying exposures template — Commercial real estate (CRE)

                           FIELD CODE

                           FIELD NAME

                           FORMAT

                           Underlying exposures information section

                           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

                           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

                           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

                        NACE Industry Code

                        {NACE}

                           CRET7

                        Date Of Lease Expiration

                        {DATEFORMAT}

                           CRET8

                        Rent Payable

                        {MONETARY}

                           CRET9

                        Rent Currency

                        {CURRENCYCODE_3}

            ANNEX IV
            Underlying exposures template — Corporate

                           FIELD CODE

                           FIELD NAME

                           FORMAT

                           Underlying exposures information section

                           CRPL1

                        Unique Identifier

                        {ALPHANUM-28}

                           CRPL2

                        Original Underlying Exposure Identifier

                        {ALPHANUM-1000}

                           CRPL3

                        New Underlying Exposure Identifier

                        {ALPHANUM-1000}

                           CRPL4

                        Original Obligor Identifier

                        {ALPHANUM-1000}

                           CRPL5

                        New Obligor Identifier

                        {ALPHANUM-1000}

                           CRPL6

                        Data Cut-Off Date

                        {DATEFORMAT}

                           CRPL7

                        Pool Addition Date

                        {DATEFORMAT}

                           CRPL8

                        Date Of Repurchase

                        {DATEFORMAT}

                           CRPL9

                        Redemption Date

                        {DATEFORMAT}

                           CRPL10

                        Geographic Region — Obligor

                        {NUTS}

                           CRPL11

                        Geographic Region Classification

                        {YEAR}

                           CRPL12

                        Credit Impaired Obligor

                        {Y/N}

                           CRPL13

                        Customer Type

                        {LIST}

                           CRPL14

                        NACE Industry Code

                        {NACE}

                           CRPL15

                        Obligor Basel III Segment

                        {LIST}

                           CRPL16

                        Enterprise Size

                        {LIST}

                           CRPL17

                        Revenue

                        {MONETARY}

                           CRPL18

                        Total Debt

                        {MONETARY}

                           CRPL19

                        EBITDA

                        {MONETARY}

                           CRPL20

                        Enterprise Value

                        {MONETARY}

                           CRPL21

                        Free Cashflow

                        {MONETARY}

                           CRPL22

                        Date Of Financials

                        {DATEFORMAT}

                           CRPL23

                        Financial Statement Currency

                        {CURRENCYCODE_3}

                           CRPL24

                        Debt Type

                        {LIST}

                           CRPL25

                        Securitised Receivables

                        {LIST}

                           CRPL26

                        International Securities Identification Number

                        {ISIN}

                           CRPL27

                        Seniority

                        {LIST}

                           CRPL28

                        Syndicated

                        {Y/N}

                           CRPL29

                        Leveraged Transaction

                        {Y/N}

                           CRPL30

                        Managed by CLO

                        {Y/N}

                           CRPL31

                        Payment in Kind

                        {Y/N}

                           CRPL32

                        Special Scheme

                        {ALPHANUM-10000}

                           CRPL33

                        Origination Date

                        {DATEFORMAT}

                           CRPL34

                        Maturity Date

                        {DATEFORMAT}

                           CRPL35

                        Origination Channel

                        {LIST}

                           CRPL36

                        Purpose

                        {LIST}

                           CRPL37

                        Currency Denomination

                        {CURRENCYCODE_3}

                           CRPL38

                        Original Principal Balance

                        {MONETARY}

                           CRPL39

                        Current Principal Balance

                        {MONETARY}

                           CRPL40

                        Prior Principal Balances

                        {MONETARY}

                           CRPL41

                        Market Value

                        {MONETARY}

                           CRPL42

                        Total Credit Limit

                        {MONETARY}

                           CRPL43

                        Purchase Price

                        {PERCENTAGE}

                           CRPL44

                        Put Date

                        {DATEFORMAT}

                           CRPL45

                        Put Strike

                        {MONETARY}

                           CRPL46

                        Amortisation Type

                        {LIST}

                           CRPL47

                        Principal Grace Period End Date

                        {DATEFORMAT}

                           CRPL48

                        Scheduled Principal Payment Frequency

                        {LIST}

                           CRPL49

                        Scheduled Interest Payment Frequency

                        {LIST}

                           CRPL50

                        Payment Due

                        {MONETARY}

                           CRPL51

                        Balloon Amount

                        {MONETARY}

                           CRPL52

                        Interest Rate Type

                        {LIST}

                           CRPL53

                        Current Interest Rate

                        {PERCENTAGE}

                           CRPL54

                        Current Interest Rate Index

                        {LIST}

                           CRPL55

                        Current Interest Rate Index Tenor

                        {LIST}

                           CRPL56

                        Current Interest Rate Margin

                        {PERCENTAGE}

                           CRPL57

                        Interest Rate Reset Interval

                        {INTEGER-9999}

                           CRPL58

                        Interest Rate Cap

                        {PERCENTAGE}

                           CRPL59

                        Interest Rate Floor

                        {PERCENTAGE}

                           CRPL60

                        Revision Margin 1

                        {PERCENTAGE}

                           CRPL61

                        Interest Revision Date 1

                        {DATEFORMAT}

                           CRPL62

                        Revision Margin 2

                        {PERCENTAGE}

                           CRPL63

                        Interest Revision Date 2

                        {DATEFORMAT}

                           CRPL64

                        Revision Margin 3

                        {PERCENTAGE}

                           CRPL65

                        Interest Revision Date 3

                        {DATEFORMAT}

                           CRPL66

                        Revised Interest Rate Index

                        {LIST}

                           CRPL67

                        Revised Interest Rate Index Tenor

                        {LIST}

                           CRPL68

                        Number Of Payments Before Securitisation

                        {INTEGER-9999}

                           CRPL69

                        Percentage Of Prepayments Allowed Per Year

                        {PERCENTAGE}

                           CRPL70

                        Prepayment Lock-Out End Date

                        {DATEFORMAT}

                           CRPL71

                        Prepayment Fee

                        {MONETARY}

                           CRPL72

                        Prepayment Fee End Date

                        {DATEFORMAT}

                           CRPL73

                        Prepayment Date

                        {DATEFORMAT}

                           CRPL74

                        Cumulative Prepayments

                        {MONETARY}

                           CRPL75

                        Date Of Restructuring

                        {DATEFORMAT}

                           CRPL76

                        Date Last In Arrears

                        {DATEFORMAT}

                           CRPL77

                        Arrears Balance

                        {MONETARY}

                           CRPL78

                        Number Of Days In Arrears

                        {INTEGER-9999}

                           CRPL79

                        Account Status

                        {LIST}

                           CRPL80

                        Reason for Default or Foreclosure

                        {LIST}

                           CRPL81

                        Default Amount

                        {MONETARY}

                           CRPL82

                        Default Date

                        {DATEFORMAT}

                           CRPL83

                        Allocated Losses

                        {MONETARY}

                           CRPL84

                        Cumulative Recoveries

                        {MONETARY}

                           CRPL85

                        Recovery Source

                        {LIST}

                           CRPL86

                        Recourse

                        {Y/N}

                           CRPL87

                        Deposit Amount

                        {MONETARY}

                           CRPL88

                        Interest Rate Swap Notional

                        {MONETARY}

                           CRPL89

                        Interest Rate Swap Provider Legal Entity Identifier

                        {LEI}

                           CRPL90

                        Interest Rate Swap Provider

                        {ALPHANUM-1000}

                           CRPL91

                        Interest Rate Swap Maturity Date

                        {DATEFORMAT}

                           CRPL92

                        Currency Swap Notional

                        {MONETARY}

                           CRPL93

                        Currency Swap Provider Legal Entity Identifier

                        {LEI}

                           CRPL94

                        Currency Swap Provider

                        {ALPHANUM-1000}

                           CRPL95

                        Currency Swap Maturity Date

                        {DATEFORMAT}

                           CRPL96

                        Original Lender Name

                        {ALPHANUM-100}

                           CRPL97

                        Original Lender Legal Entity Identifier

                        {LEI}

                           CRPL98

                        Original Lender Establishment Country

                        {COUNTRYCODE_2}

                           CRPL99

                        Originator Name

                        {ALPHANUM-100}

                           CRPL100

                        Originator Legal Entity Identifier

                        {LEI}

                           CRPL101

                        Originator Establishment Country

                        {COUNTRYCODE_2}

                           Collateral-level information section

                           CRPC1

                        Unique Identifier

                        {ALPHANUM-28}

                           CRPC2

                        Underlying Exposure Identifier

                        {ALPHANUM-1000}

                           CRPC3

                        Original Collateral Identifier

                        {ALPHANUM-1000}

                           CRPC4

                        New Collateral Identifier

                        {ALPHANUM-1000}

                           CRPC5

                        Geographic Region — Collateral

                        {NUTS}

                           CRPC6

                        Security Type

                        {LIST}

                           CRPC7

                        Charge Type

                        {LIST}

                           CRPC8

                        Lien

                        {INTEGER-9999}

                           CRPC9

                        Collateral Type

                        {LIST}

                           CRPC10

                        Current Valuation Amount

                        {MONETARY}

                           CRPC11

                        Current Valuation Method

                        {LIST}

                           CRPC12

                        Current Valuation Date

                        {DATEFORMAT}

                           CRPC13

                        Original Valuation Amount

                        {MONETARY}

                           CRPC14

                        Original Valuation Method

                        {LIST}

                           CRPC15

                        Original Valuation Date

                        {DATEFORMAT}

                           CRPC16

                        Date Of Sale

                        {DATEFORMAT}

                           CRPC17

                        Sale Price

                        {MONETARY}

                           CRPC18

                        Collateral Currency

                        {CURRENCYCODE_3}

                           CRPC19

                        Guarantor Country

                        {COUNTRYCODE_2}

                           CRPC20

                        Guarantor ESA Subsector

                        {ESA}

            ANNEX V
            Underlying exposures template — Automobile

                           FIELD CODE

                           FIELD NAME

                           FORMAT

                           Underlying exposures information section

                           AUTL1

                        Unique Identifier

                        {ALPHANUM-28}

                           AUTL2

                        Original Underlying Exposure Identifier

                        {ALPHANUM-1000}

                           AUTL3

                        New Underlying Exposure Identifier

                        {ALPHANUM-1000}

                           AUTL4

                        Original Obligor Identifier

                        {ALPHANUM-1000}

                           AUTL5

                        New Obligor Identifier

                        {ALPHANUM-1000}

                           AUTL6

                        Data Cut-Off Date

                        {DATEFORMAT}

                           AUTL7

                        Pool Addition Date

                        {DATEFORMAT}

                           AUTL8

                        Date Of Repurchase

                        {DATEFORMAT}

                           AUTL9

                        Redemption Date

                        {DATEFORMAT}

                           AUTL10

                        Geographic Region — Obligor

                        {NUTS}

                           AUTL11

                        Geographic Region Classification

                        {YEAR}

                           AUTL12

                        Employment Status

                        {LIST}

                           AUTL13

                        Credit Impaired Obligor

                        {Y/N}

                           AUTL14

                        Obligor Legal Type

                        {LIST}

                           AUTL15

                        Customer Type

                        {LIST}

                           AUTL16

                        Primary Income

                        {MONETARY}

                           AUTL17

                        Primary Income Type

                        {LIST}

                           AUTL18

                        Primary Income Currency

                        {CURRENCYCODE_3}

                           AUTL19

                        Primary Income Verification

                        {LIST}

                           AUTL20

                        Revenue

                        {MONETARY}

                           AUTL21

                        Financial Statement Currency

                        {CURRENCYCODE_3}

                           AUTL22

                        Special Scheme

                        {ALPHANUM-10000}

                           AUTL23

                        Product Type

                        {LIST}

                           AUTL24

                        Origination Date

                        {DATEFORMAT}

                           AUTL25

                        Maturity Date

                        {DATEFORMAT}

                           AUTL26

                        Original Term

                        {INTEGER-9999}

                           AUTL27

                        Origination Channel

                        {LIST}

                           AUTL28

                        Currency Denomination

                        {CURRENCYCODE_3}

                           AUTL29

                        Original Principal Balance

                        {MONETARY}

                           AUTL30

                        Current Principal Balance

                        {MONETARY}

                           AUTL31

                        Purchase Price

                        {PERCENTAGE}

                           AUTL32

                        Amortisation Type

                        {LIST}

                           AUTL33

                        Principal Grace Period End Date

                        {DATEFORMAT}

                           AUTL34

                        Scheduled Principal Payment Frequency

                        {LIST}

                           AUTL35

                        Scheduled Interest Payment Frequency

                        {LIST}

                           AUTL36

                        Payment Method

                        {LIST}

                           AUTL37

                        Payment Due

                        {MONETARY}

                           AUTL38

                        Balloon Amount

                        {MONETARY}

                           AUTL39

                        Down Payment Amount

                        {MONETARY}

                           AUTL40

                        Current Interest Rate

                        {PERCENTAGE}

                           AUTL41

                        Current Interest Rate Index

                        {LIST}

                           AUTL42

                        Current Interest Rate Index Tenor

                        {LIST}

                           AUTL43

                        Current Interest Rate Margin

                        {PERCENTAGE}

                           AUTL44

                        Interest Rate Reset Interval

                        {INTEGER-9999}

                           AUTL45

                        Interest Rate Cap

                        {PERCENTAGE}

                           AUTL46

                        Interest Rate Floor

                        {PERCENTAGE}

                           AUTL47

                        Number Of Payments Before Securitisation

                        {INTEGER-9999}

                           AUTL48

                        Percentage Of Prepayments Allowed Per Year

                        {PERCENTAGE}

                           AUTL49

                        Prepayment Fee

                        {MONETARY}

                           AUTL50

                        Prepayment Fee End Date

                        {DATEFORMAT}

                           AUTL51

                        Prepayment Date

                        {DATEFORMAT}

                           AUTL52

                        Cumulative Prepayments

                        {MONETARY}

                           AUTL53

                        Manufacturer

                        {ALPHANUM-100}

                           AUTL54

                        Model

                        {ALPHANUM-100}

                           AUTL55

                        Year Of Registration

                        {YEAR}

                           AUTL56

                        New Or Used

                        {LIST}

                           AUTL57

                        Energy Performance Certificate Value

                        {LIST}

                           AUTL58

                        Energy Performance Certificate Provider Name

                        {ALPHANUM-100}

                           AUTL59

                        Original Loan-To-Value

                        {PERCENTAGE}

                           AUTL60

                        Original Valuation Amount

                        {MONETARY}

                           AUTL61

                        Original Residual Value Of Vehicle

                        {MONETARY}

                           AUTL62

                        Option To Buy Price

                        {MONETARY}

                           AUTL63

                        Securitised Residual Value

                        {MONETARY}

                           AUTL64

                        Updated Residual Value Of Vehicle

                        {MONETARY}

                           AUTL65

                        Date Of Updated Residual Valuation Of Vehicle

                        {DATEFORMAT}

                           AUTL66

                        Date Of Restructuring

                        {DATEFORMAT}

                           AUTL67

                        Date Last In Arrears

                        {DATEFORMAT}

                           AUTL68

                        Arrears Balance

                        {MONETARY}

                           AUTL69

                        Number Of Days In Arrears

                        {INTEGER-9999}

                           AUTL70

                        Account Status

                        {LIST}

                           AUTL71

                        Reason for Default or Foreclosure

                        {LIST}

                           AUTL72

                        Default Amount

                        {MONETARY}

                           AUTL73

                        Default Date

                        {DATEFORMAT}

                           AUTL74

                        Allocated Losses

                        {MONETARY}

                           AUTL75

                        Residual Value Losses

                        {MONETARY}

                           AUTL76

                        Cumulative Recoveries

                        {MONETARY}

                           AUTL77

                        Sale Price

                        {MONETARY}

                           AUTL78

                        Deposit Amount

                        {MONETARY}

                           AUTL79

                        Original Lender Name

                        {ALPHANUM-100}

                           AUTL80

                        Original Lender Legal Entity Identifier

                        {LEI}

                           AUTL81

                        Original Lender Establishment Country

                        {COUNTRYCODE_2}

                           AUTL82

                        Originator Name

                        {ALPHANUM-100}

                           AUTL83

                        Originator Legal Entity Identifier

                        {LEI}

                           AUTL84

                        Originator Establishment Country

                        {COUNTRYCODE_2}

            ANNEX VI
            Underlying exposures template — Consumer

                           FIELD CODE

                           FIELD NAME

                           FORMAT

                           Underlying exposures information section

                           CMRL1

                        Unique Identifier

                        {ALPHANUM-28}

                           CMRL2

                        Original Underlying Exposure Identifier

                        {ALPHANUM-1000}

                           CMRL3

                        New Underlying Exposure Identifier

                        {ALPHANUM-1000}

                           CMRL4

                        Original Obligor Identifier

                        {ALPHANUM-1000}

                           CMRL5

                        New Obligor Identifier

                        {ALPHANUM-1000}

                           CMRL6

                        Data Cut-Off Date

                        {DATEFORMAT}

                           CMRL7

                        Pool Addition Date

                        {DATEFORMAT}

                           CMRL8

                        Date Of Repurchase

                        {DATEFORMAT}

                           CMRL9

                        Redemption Date

                        {DATEFORMAT}

                           CMRL10

                        Geographic Region — Obligor

                        {NUTS}

                           CMRL11

                        Geographic Region Classification

                        {YEAR}

                           CMRL12

                        Employment Status

                        {LIST}

                           CMRL13

                        Credit Impaired Obligor

                        {Y/N}

                           CMRL14

                        Customer Type

                        {LIST}

                           CMRL15

                        Primary Income

                        {MONETARY}

                           CMRL16

                        Primary Income Type

                        {LIST}

                           CMRL17

                        Primary Income Currency

                        {CURRENCYCODE_3}

                           CMRL18

                        Primary Income Verification

                        {LIST}

                           CMRL19

                        Secured By Salary/Pension Assignment

                        {Y/N}

                           CMRL20

                        Special Scheme

                        {ALPHANUM-10000}

                           CMRL21

                        Origination Date

                        {DATEFORMAT}

                           CMRL22

                        Maturity Date

                        {DATEFORMAT}

                           CMRL23

                        Original Term

                        {INTEGER-9999}

                           CMRL24

                        Origination Channel

                        {LIST}

                           CMRL25

                        Purpose

                        {LIST}

                           CMRL26

                        Currency Denomination

                        {CURRENCYCODE_3}

                           CMRL27

                        Original Principal Balance

                        {MONETARY}

                           CMRL28

                        Current Principal Balance

                        {MONETARY}

                           CMRL29

                        Total Credit Limit

                        {MONETARY}

                           CMRL30

                        Revolving End Date

                        {DATEFORMAT}

                           CMRL31

                        Purchase Price

                        {PERCENTAGE}

                           CMRL32

                        Amortisation Type

                        {LIST}

                           CMRL33

                        Principal Grace Period End Date

                        {DATEFORMAT}

                           CMRL34

                        Scheduled Principal Payment Frequency

                        {LIST}

                           CMRL35

                        Scheduled Interest Payment Frequency

                        {LIST}

                           CMRL36

                        Payment Due

                        {MONETARY}

                           CMRL37

                        Current Interest Rate

                        {PERCENTAGE}

                           CMRL38

                        Current Interest Rate Index

                        {LIST}

                           CMRL39

                        Current Interest Rate Index Tenor

                        {LIST}

                           CMRL40

                        Current Interest Rate Margin

                        {PERCENTAGE}

                           CMRL41

                        Interest Rate Reset Interval

                        {INTEGER-9999}

                           CMRL42

                        Interest Rate Cap

                        {PERCENTAGE}

                           CMRL43

                        Interest Rate Floor

                        {PERCENTAGE}

                           CMRL44

                        Number Of Payments Before Securitisation

                        {INTEGER-9999}

                           CMRL45

                        Percentage Of Prepayments Allowed Per Year

                        {PERCENTAGE}

                           CMRL46

                        Prepayment Lock-Out End Date

                        {DATEFORMAT}

                           CMRL47

                        Prepayment Fee

                        {MONETARY}

                           CMRL48

                        Prepayment Fee End Date

                        {DATEFORMAT}

                           CMRL49

                        Prepayment Date

                        {DATEFORMAT}

                           CMRL50

                        Cumulative Prepayments

                        {MONETARY}

                           CMRL51

                        Date Of Restructuring

                        {DATEFORMAT}

                           CMRL52

                        Date Last In Arrears

                        {DATEFORMAT}

                           CMRL53

                        Arrears Balance

                        {MONETARY}

                           CMRL54

                        Number Of Days In Arrears

                        {INTEGER-9999}

                           CMRL55

                        Account Status

                        {LIST}

                           CMRL56

                        Reason for Default or Foreclosure

                        {LIST}

                           CMRL57

                        Default Amount

                        {MONETARY}

                           CMRL58

                        Default Date

                        {DATEFORMAT}

                           CMRL59

                        Allocated Losses

                        {MONETARY}

                           CMRL60

                        Cumulative Recoveries

                        {MONETARY}

                           CMRL61

                        Deposit Amount

                        {MONETARY}

                           CMRL62

                        Original Lender Name

                        {ALPHANUM-100}

                           CMRL63

                        Original Lender Legal Entity Identifier

                        {LEI}

                           CMRL64

                        Original Lender Establishment Country

                        {COUNTRYCODE_2}

                           CMRL65

                        Originator Name

                        {ALPHANUM-100}

                           CMRL66

                        Originator Legal Entity Identifier

                        {LEI}

                           CMRL67

                        Originator Establishment Country

                        {COUNTRYCODE_2}

                           CMRL68

                        Energy Performance Certificate Value

                        {LIST}

                           CMRL69

                        Energy Performance Certificate Provider Name

                        {ALPHANUM-100}

            ANNEX VII
            Underlying exposures template — Credit card

                           FIELD CODE

                           FIELD NAME

                           FORMAT

                           Underlying exposures information section

                           CCDL1

                        Unique Identifier

                        {ALPHANUM-28}

                           CCDL2

                        Original Underlying Exposure Identifier

                        {ALPHANUM-1000}

                           CCDL3

                        New Underlying Exposure Identifier

                        {ALPHANUM-1000}

                           CCDL4

                        Original Obligor Identifier

                        {ALPHANUM-1000}

                           CCDL5

                        New Obligor Identifier

                        {ALPHANUM-1000}

                           CCDL6

                        Data Cut-Off Date

                        {DATEFORMAT}

                           CCDL7

                        Pool Addition Date

                        {DATEFORMAT}

                           CCDL8

                        Date Of Repurchase

                        {DATEFORMAT}

                           CCDL9

                        Geographic Region — Obligor

                        {NUTS}

                           CCDL10

                        Geographic Region Classification

                        {YEAR}

                           CCDL11

                        Employment Status

                        {LIST}

                           CCDL12

                        Credit Impaired Obligor

                        {Y/N}

                           CCDL13

                        Customer Type

                        {LIST}

                           CCDL14

                        Primary Income

                        {MONETARY}

                           CCDL15

                        Primary Income Type

                        {LIST}

                           CCDL16

                        Primary Income Currency

                        {CURRENCYCODE_3}

                           CCDL17

                        Primary Income Verification

                        {LIST}

                           CCDL18

                        Special Scheme

                        {ALPHANUM-10000}

                           CCDL19

                        Origination Date

                        {DATEFORMAT}

                           CCDL20

                        Origination Channel

                        {LIST}

                           CCDL21

                        Currency Denomination

                        {CURRENCYCODE_3}

                           CCDL22

                        Current Principal Balance

                        {MONETARY}

                           CCDL23

                        Total Credit Limit

                        {MONETARY}

                           CCDL24

                        Purchase Price

                        {PERCENTAGE}

                           CCDL25

                        Principal Grace Period End Date

                        {DATEFORMAT}

                           CCDL26

                        Scheduled Principal Payment Frequency

                        {LIST}

                           CCDL27

                        Scheduled Interest Payment Frequency

                        {LIST}

                           CCDL28

                        Payment Due

                        {MONETARY}

                           CCDL29

                        Current Interest Rate

                        {PERCENTAGE}

                           CCDL30

                        Current Interest Rate Index

                        {LIST}

                           CCDL31

                        Current Interest Rate Index Tenor

                        {LIST}

                           CCDL32

                        Number Of Payments Before Securitisation

                        {INTEGER-9999}

                           CCDL33

                        Date Of Restructuring

                        {DATEFORMAT}

                           CCDL34

                        Date Last In Arrears

                        {DATEFORMAT}

                           CCDL35

                        Number Of Days In Arrears

                        {INTEGER-9999}

                           CCDL36

                        Arrears Balance

                        {MONETARY}

                           CCDL37

                        Account Status

                        {LIST}

                           CCDL38

                        Reason for Default or Foreclosure

                        {LIST}

                           CCDL39

                        Default Amount

                        {MONETARY}

                           CCDL40

                        Default Date

                        {DATEFORMAT}

                           CCDL41

                        Cumulative Recoveries

                        {MONETARY}

                           CCDL42

                        Original Lender Name

                        {ALPHANUM-100}

                           CCDL43

                        Original Lender Legal Entity Identifier

                        {LEI}

                           CCDL44

                        Original Lender Establishment Country

                        {COUNTRYCODE_2}

                           CCDL45

                        Originator Name

                        {ALPHANUM-100}

                           CCDL46

                        Originator Legal Entity Identifier

                        {LEI}

                           CCDL47

                        Originator Establishment Country

                        {COUNTRYCODE_2}

            ANNEX VIII
            Underlying exposures template — Leasing

                           FIELD CODE

                           FIELD NAME

                           FORMAT

                           Underlying exposures information section

                           LESL1

                        Unique Identifier

                        {ALPHANUM-28}

                           LESL2

                        Original Underlying Exposure Identifier

                        {ALPHANUM-1000}

                           LESL3

                        New Underlying Exposure Identifier

                        {ALPHANUM-1000}

                           LESL4

                        Original Obligor Identifier

                        {ALPHANUM-1000}

                           LESL5

                        New Obligor Identifier

                        {ALPHANUM-1000}

                           LESL6

                        Data Cut-Off Date

                        {DATEFORMAT}

                           LESL7

                        Pool Addition Date

                        {DATEFORMAT}

                           LESL8

                        Date Of Repurchase

                        {DATEFORMAT}

                           LESL9

                        Redemption Date

                        {DATEFORMAT}

                           LESL10

                        Geographic Region — Obligor

                        {NUTS}

                           LESL11

                        Geographic Region Classification

                        {YEAR}

                           LESL12

                        Credit Impaired Obligor

                        {Y/N}

                           LESL13

                        Obligor Basel III Segment

                        {LIST}

                           LESL14

                        Customer Type

                        {LIST}

                           LESL15

                        NACE Industry Code

                        {NACE}

                           LESL16

                        Enterprise Size

                        {LIST}

                           LESL17

                        Revenue

                        {MONETARY}

                           LESL18

                        Financial Statement Currency

                        {CURRENCYCODE_3}

                           LESL19

                        Product Type

                        {LIST}

                           LESL20

                        Syndicated

                        {Y/N}

                           LESL21

                        Special Scheme

                        {ALPHANUM-10000}

                           LESL22

                        Origination Date

                        {DATEFORMAT}

                           LESL23

                        Maturity Date

                        {DATEFORMAT}

                           LESL24

                        Original Term

                        {INTEGER-9999}

                           LESL25

                        Origination Channel

                        {LIST}

                           LESL26

                        Currency Denomination

                        {CURRENCYCODE_3}

                           LESL27

                        Original Principal Balance

                        {MONETARY}

                           LESL28

                        Current Principal Balance

                        {MONETARY}

                           LESL29

                        Purchase Price

                        {PERCENTAGE}

                           LESL30

                        Securitised Residual Value

                        {MONETARY}

                           LESL31

                        Amortisation Type

                        {LIST}

                           LESL32

                        Principal Grace Period End Date

                        {DATEFORMAT}

                           LESL33

                        Scheduled Principal Payment Frequency

                        {LIST}

                           LESL34

                        Scheduled Interest Payment Frequency

                        {LIST}

                           LESL35

                        Payment Due

                        {MONETARY}

                           LESL36

                        Current Interest Rate

                        {PERCENTAGE}

                           LESL37

                        Current Interest Rate Index

                        {LIST}

                           LESL38

                        Current Interest Rate Index Tenor

                        {LIST}

                           LESL39

                        Current Interest Rate Margin

                        {PERCENTAGE}

                           LESL40

                        Interest Rate Reset Interval

                        {INTEGER-9999}

                           LESL41

                        Interest Rate Cap

                        {PERCENTAGE}

                           LESL42

                        Interest Rate Floor

                        {PERCENTAGE}

                           LESL43

                        Number Of Payments Before Securitisation

                        {INTEGER-9999}

                           LESL44

                        Percentage Of Prepayments Allowed Per Year

                        {PERCENTAGE}

                           LESL45

                        Prepayment Lock-Out End Date

                        {DATEFORMAT}

                           LESL46

                        Prepayment Fee

                        {MONETARY}

                           LESL47

                        Prepayment Fee End Date

                        {DATEFORMAT}

                           LESL48

                        Prepayment Date

                        {DATEFORMAT}

                           LESL49

                        Cumulative Prepayments

                        {MONETARY}

                           LESL50

                        Option To Buy Price

                        {MONETARY}

                           LESL51

                        Down Payment Amount

                        {MONETARY}

                           LESL52

                        Current Residual Value Of Asset

                        {MONETARY}

                           LESL53

                        Date Of Restructuring

                        {DATEFORMAT}

                           LESL54

                        Date Last In Arrears

                        {DATEFORMAT}

                           LESL55

                        Arrears Balance

                        {MONETARY}

                           LESL56

                        Number Of Days In Arrears

                        {INTEGER-9999}

                           LESL57

                        Account Status

                        {LIST}

                           LESL58

                        Reason for Default or Foreclosure

                        {LIST}

                           LESL59

                        Default Amount

                        {MONETARY}

                           LESL60

                        Default Date

                        {DATEFORMAT}

                           LESL61

                        Allocated Losses

                        {MONETARY}

                           LESL62

                        Cumulative Recoveries

                        {MONETARY}

                           LESL63

                        Recovery Source

                        {LIST}

                           LESL64

                        Deposit Amount

                        {MONETARY}

                           LESL65

                        Geographic Region — Collateral

                        {NUTS}

                           LESL66

                        Manufacturer

                        {ALPHANUM-100}

                           LESL67

                        Model

                        {ALPHANUM-100}

                           LESL68

                        Year Of Manufacture/Construction

                        {YEAR}

                           LESL69

                        New Or Used

                        {LIST}

                           LESL70

                        Original Residual Value Of Asset

                        {MONETARY}

                           LESL71

                        Collateral Type

                        {LIST}

                           LESL72

                        Original Valuation Amount

                        {MONETARY}

                           LESL73

                        Original Valuation Method

                        {LIST}

                           LESL74

                        Original Valuation Date

                        {DATEFORMAT}

                           LESL75

                        Current Valuation Amount

                        {MONETARY}

                           LESL76

                        Current Valuation Method

                        {LIST}

                           LESL77

                        Current Valuation Date

                        {DATEFORMAT}

                           LESL78

                        Number Of Leased Objects

                        {INTEGER-9999}

                           LESL79

                        Original Lender Name

                        {ALPHANUM-100}

                           LESL80

                        Original Lender Legal Entity Identifier

                        {LEI}

                           LESL81

                        Original Lender Establishment Country

                        {COUNTRYCODE_2}

                           LESL82

                        Originator Name

                        {ALPHANUM-100}

                           LESL83

                        Originator Legal Entity Identifier

                        {LEI}

                           LESL84

                        Originator Establishment Country

                        {COUNTRYCODE_2}

            ANNEX IX
            Underlying exposures template — Esoteric

                           FIELD CODE

                           FIELD NAME

                           FORMAT

                           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

                        NACE Industry Code

                        {NACE}

                           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}

            ANNEX X
            Underlying exposures template — Add-on for non-performing exposures

                           FIELD CODE

                           FIELD NAME

                           FORMAT

                           Underlying exposures information section

                           NPEL1

                        Unique Identifier

                        {ALPHANUM-28}

                           NPEL2

                        Original Underlying Exposure Identifier

                        {ALPHANUM-1000}

                           NPEL3

                        New Underlying Exposure Identifier

                        {ALPHANUM-1000}

                           NPEL4

                        Original Obligor Identifier

                        {ALPHANUM-1000}

                           NPEL5

                        New Obligor Identifier

                        {ALPHANUM-1000}

                           NPEL6

                        Data Cut-Off Date

                        {DATEFORMAT}

                           NPEL7

                        In Receivership

                        {Y/N}

                           NPEL8

                        Date of Last Contact

                        {DATEFORMAT}

                           NPEL9

                        Deceased

                        {Y/N}

                           NPEL10

                        Legal status

                        {LIST}

                           NPEL11

                        Legal Procedure Type

                        {LIST}

                           NPEL12

                        Legal Procedure Name

                        {ALPHANUM-1000}

                           NPEL13

                        Legal Actions Completed

                        {ALPHANUM-1000}

                           NPEL14

                        Date of Entering Into Current Legal Process

                        {DATEFORMAT}

                           NPEL15

                        Date of Insolvency Practitioner Appointment

                        {DATEFORMAT}

                           NPEL16

                        Number of Current Judgements

                        {INTEGER-9999}

                           NPEL17

                        Number of Discharged Judgements

                        {INTEGER-9999}

                           NPEL18

                        Date of External Demand Issuance

                        {DATEFORMAT}

                           NPEL19

                        Date when Reservation of Rights Letter Was Issued

                        {DATEFORMAT}

                           NPEL20

                        Court Jurisdiction

                        {COUNTRYCODE_2}

                           NPEL21

                        Date of Obtaining Order for Possession

                        {DATEFORMAT}

                           NPEL22

                        Comments on Other Litigation Related Process

                        {ALPHANUM-1000}

                           NPEL23

                        Governing Law

                        {COUNTRYCODE_2}

                           NPEL24

                        Bespoke Repayment Description

                        {ALPHANUM-1000}

                           NPEL25

                        Start Date of Interest Only Period

                        {DATEFORMAT}

                           NPEL26

                        End Date of Interest Only Period

                        {DATEFORMAT}

                           NPEL27

                        Start Date of Current Fixed Interest Period

                        {DATEFORMAT}

                           NPEL28

                        End Date of Current Fixed Interest Period

                        {DATEFORMAT}

                           NPEL29

                        Current Reversion Interest Rate

                        {PERCENTAGE}

                           NPEL30

                        Last Payment Date

                        {DATEFORMAT}

                           NPEL31

                        Syndicated Portion

                        {PERCENTAGE}

                           NPEL32

                        MARP Entry

                        {DATEFORMAT}

                           NPEL33

                        MARP Status

                        {LIST}

                           NPEL34

                        External Collections Level

                        {Y/N}

                           NPEL35

                        Repayment Plan

                        {Y/N}

                           NPEL36

                        Forbearance Level

                        {Y/N}

                           NPEL37

                        Date of First Forbearance

                        {DATEFORMAT}

                           NPEL38

                        Number of Historical Forbearance

                        {INTEGER-9999}

                           NPEL39

                        Principal Forgiveness

                        {MONETARY}

                           NPEL40

                        Date of Principal Forgiveness

                        {DATEFORMAT}

                           NPEL41

                        End Date of Forbearance

                        {DATEFORMAT}

                           NPEL42

                        Repayment Amount Under Forbearance

                        {MONETARY}

                           Collateral-level information section

                           NPEC1

                        Unique Identifier

                        {ALPHANUM-28}

                           NPEC2

                        Underlying Exposure Identifier

                        {ALPHANUM-1000}

                           NPEC3

                        Original Collateral Identifier

                        {ALPHANUM-1000}

                           NPEC4

                        New Collateral Identifier

                        {ALPHANUM-1000}

                           NPEC5

                        VAT Payable

                        {PERCENTAGE}

                           NPEC6

                        Percentage Complete

                        {PERCENTAGE}

                           NPEC7

                        Enforcement Status

                        {Y/N}

                           NPEC8

                        Enforcement Status Third Parties

                        {Y/N}

                           NPEC9

                        Mortgage Amount Assigned

                        {MONETARY}

                           NPEC10

                        Higher Ranking Underlying Exposure

                        {MONETARY}

                           NPEC11

                        Enforcement Description

                        {ALPHANUM-1000}

                           NPEC12

                        Court Appraisal Amount

                        {MONETARY}

                           NPEC13

                        Date of Court Appraisal

                        {DATEFORMAT}

                           NPEC14

                        On Market Price

                        {MONETARY}

                           NPEC15

                        Offer Price

                        {MONETARY}

                           NPEC16

                        Prepare Property for Sale Date

                        {DATEFORMAT}

                           NPEC17

                        Property on Market Date

                        {DATEFORMAT}

                           NPEC18

                        On Market Offer Date

                        {DATEFORMAT}

                           NPEC19

                        Sale Agreed Date

                        {DATEFORMAT}

                           NPEC20

                        Contracted Date

                        {DATEFORMAT}

                           NPEC21

                        First Auction Date

                        {DATEFORMAT}

                           NPEC22

                        Court Auction Reserve Price for First Auction

                        {MONETARY}

                           NPEC23

                        Next Auction Date

                        {DATEFORMAT}

                           NPEC24

                        Court Auction Reserve Price for Next Auction

                        {MONETARY}

                           NPEC25

                        Last Auction Date

                        {DATEFORMAT}

                           NPEC26

                        Court Auction Reserve Price for Last Auction

                        {MONETARY}

                           NPEC27

                        Number of Failed Auctions

                        {INTEGER-9999}

                           Historical collections information section

                           NPEH1

                        Unique Identifier

                        {ALPHANUM-28}

                           NPEH2

                        Underlying Exposure Identifier

                        {ALPHANUM-1000}

                           NPEH[3-38]

                        Legal Unpaid Balance at month n

                        {MONETARY}

                           NPEH[39-74]

                        History of Past-Due Balances at month n

                        {MONETARY}

                           NPEH[75-110]

                        History of Repayments — Not from collateral sales at month n

                        {MONETARY}

                           NPEH[111-146]

                        History of Repayments — From collateral sales at month n

                        {MONETARY}

            ANNEX XI
            Underlying exposures template — Asset-backed commercial paper

                           FIELD CODE

                           FIELD NAME

                           FORMAT

                           Underlying exposures information section

                           IVAL1

                        Unique Identifier — ABCP Programme

                        {ALPHANUM-28}

                           IVAL2

                        Unique Identifier — ABCP Transaction

                        {ALPHANUM-36}

                           IVAL3

                        Original Underlying Exposure Identifier

                        {ALPHANUM-1000}

                           IVAL4

                        New Underlying Exposure Identifier

                        {ALPHANUM-1000}

                           IVAL5

                        Underlying Exposure Type

                        {LIST}

                           IVAL6

                        Data Cut-Off Date

                        {DATEFORMAT}

                           IVAL7

                        Geographic Region — Largest Exposure Concentration 1

                        {NUTS}

                           IVAL8

                        Geographic Region — Largest Exposure Concentration 2

                        {NUTS}

                           IVAL9

                        Geographic Region — Largest Exposure Concentration 3

                        {NUTS}

                           IVAL10

                        Geographic Region Classification

                        {YEAR}

                           IVAL11

                        Current Principal Balance

                        {MONETARY}

                           IVAL12

                        Number Of Underlying Exposures

                        {INTEGER-999999999}

                           IVAL13

                        EUR Exposures

                        {MONETARY}

                           IVAL14

                        GBP Exposures

                        {MONETARY}

                           IVAL15

                        USD Exposures

                        {MONETARY}

                           IVAL16

                        Other Exposures

                        {MONETARY}

                           IVAL17

                        Maximum Residual Maturity

                        {INTEGER-9999}

                           IVAL18

                        Average Residual Maturity

                        {INTEGER-9999}

                           IVAL19

                        Current Loan-To-Value

                        {PERCENTAGE}

                           IVAL20

                        Debt To Income Ratio

                        {PERCENTAGE}

                           IVAL21

                        Amortisation Type

                        {MONETARY}

                           IVAL22

                        Scheduled Principal Payment Frequency Above One Month

                        {MONETARY}

                           IVAL23

                        Scheduled Interest Payment Frequency Above One Month

                        {MONETARY}

                           IVAL24

                        Floating Rate Receivables

                        {MONETARY}

                           IVAL25

                        Financed Amount

                        {MONETARY}

                           IVAL26

                        Dilutions

                        {MONETARY}

                           IVAL27

                        Repurchased Exposures

                        {MONETARY}

                           IVAL28

                        Defaulted Or Credit-Impaired Exposures At Securitisation

                        {MONETARY}

                           IVAL29

                        Defaulted Exposures

                        {MONETARY}

                           IVAL30

                        Defaulted Exposures CRR

                        {MONETARY}

                           IVAL31

                        Gross Charge Offs In The Period

                        {MONETARY}

                           IVAL32

                        Arrears 1-29 Days

                        {PERCENTAGE}

                           IVAL33

                        Arrears 30-59 Days

                        {PERCENTAGE}

                           IVAL34

                        Arrears 60-89 Days

                        {PERCENTAGE}

                           IVAL35

                        Arrears 90-119 Days

                        {PERCENTAGE}

                           IVAL36

                        Arrears 120-149 Days

                        {PERCENTAGE}

                           IVAL37

                        Arrears 150-179 Days

                        {PERCENTAGE}

                           IVAL38

                        Arrears 180+ Days

                        {PERCENTAGE}

                           IVAL39

                        Restructured Exposures

                        {PERCENTAGE}

                           IVAL40

                        Restructured Exposures (0-1 years before transfer)

                        {MONETARY}

                           IVAL41

                        Restructured Exposures (1-3 years before transfer)

                        {MONETARY}

                           IVAL42

                        Restructured Exposures (> 3 years before transfer)

                        {MONETARY}

                           IVAL43

                        Restructured Exposures (Interest Rate)

                        {MONETARY}

                           IVAL44

                        Restructured Exposures (Repayment Schedule)

                        {MONETARY}

                           IVAL45

                        Restructured Exposures (Maturity)

                        {MONETARY}

                           IVAL46

                        Restructured Exposures (0-1 years before transfer and No New Arrears)

                        {MONETARY}

                           IVAL47

                        Restructured Exposures (No New Arrears)

                        {MONETARY}

                           IVAL48

                        Restructured Exposures (New Arrears)

                        {MONETARY}

                           IVAL49

                        Restructured Exposures (Other)

                        {MONETARY}

            ANNEX XII
            Investor report template — Non-asset backed commercial paper securitisation

                           FIELD CODE

                           FIELD NAME

                           FORMAT

                           Securitisation information section

                           IVSS1

                        Unique Identifier

                        {ALPHANUM-28}

                           IVSS2

                        Data Cut-Off Date

                        {DATEFORMAT}

                           IVSS3

                        Securitisation Name

                        {ALPHANUM-100}

                           IVSS4

                        Reporting Entity Name

                        {ALPHANUM-100}

                           IVSS5

                        Reporting Entity Contact Person

                        {ALPHANUM-256}

                           IVSS6

                        Reporting Entity Contact Telephone

                        {TELEPHONE}

                           IVSS7

                        Reporting Entity Contact Emails

                        {ALPHANUM-256}

                           IVSS8

                        Risk Retention Method

                        {LIST}

                           IVSS9

                        Risk Retention Holder

                        {LIST}

                           IVSS10

                        Underlying Exposure Type

                        {LIST}

                           IVSS11

                        Risk Transfer Method

                        {Y/N}

                           IVSS12

                        Trigger Measurements/Ratios

                        {Y/N}

                           IVSS13

                        Revolving/Ramp-Up Period End-Date

                        {DATEFORMAT}

                           IVSS14

                        Principal Recoveries In The Period

                        {MONETARY}

                           IVSS15

                        Interest Recoveries In The Period

                        {MONETARY}

                           IVSS16

                        Principal Collections In The Period

                        {MONETARY}

                           IVSS17

                        Interest Collections In The Period

                        {MONETARY}

                           IVSS18

                        Drawings Under Liquidity Facility

                        {Y/N}

                           IVSS19

                        Securitisation Excess Spread

                        {MONETARY}

                           IVSS20

                        Excess Spread Trapping Mechanism

                        {Y/N}

                           IVSS21

                        Current Overcollateralisation

                        {PERCENTAGE}

                           IVSS22

                        Annualised Constant Prepayment Rate

                        {PERCENTAGE}

                           IVSS23

                        Dilutions

                        {MONETARY}

                           IVSS24

                        Gross Charge Offs In The Period

                        {MONETARY}

                           IVSS25

                        Repurchased Exposures

                        {MONETARY}

                           IVSS26

                        Restructured Exposures

                        {MONETARY}

                           IVSS27

                        Annualised Constant Default Rate

                        {PERCENTAGE}

                           IVSS28

                        Defaulted Exposures

                        {MONETARY}

                           IVSS29

                        Defaulted Exposures CRR

                        {MONETARY}

                           IVSS30

                        Risk Weight Approach

                        {LIST}

                           IVSS31

                        Obligor Probability Of Default in Range [0.00%,0.10%)

                        {PERCENTAGE}

                           IVSS32

                        Obligor Probability Of Default in Range [0.10%,0.25%)

                        {PERCENTAGE}

                           IVSS33

                        Obligor Probability Of Default in Range [0.25%,1.00%)

                        {PERCENTAGE}

                           IVSS34

                        Obligor Probability Of Default in Range [1.00%,7.50%)

                        {PERCENTAGE}

                           IVSS35

                        Obligor Probability Of Default in Range [7.50%,20.00%)

                        {PERCENTAGE}

                           IVSS36

                        Obligor Probability Of Default in Range [20.00%,100.00%]

                        {PERCENTAGE}

                           IVSS37

                        Bank Internal Loss Given Default Estimate

                        {PERCENTAGE}

                           IVSS38

                        Arrears 1-29 Days

                        {PERCENTAGE}

                           IVSS39

                        Arrears 30-59 Days

                        {PERCENTAGE}

                           IVSS40

                        Arrears 60-89 Days

                        {PERCENTAGE}

                           IVSS41

                        Arrears 90-119 Days

                        {PERCENTAGE}

                           IVSS42

                        Arrears 120-149 Days

                        {PERCENTAGE}

                           IVSS43

                        Arrears 150-179 Days

                        {PERCENTAGE}

                           IVSS44

                        Arrears 180+ Days

                        {PERCENTAGE}

                           Tests/Events/Triggers information section

                           IVSR1

                        Unique Identifier

                        {ALPHANUM-28}

                           IVSR2

                        Original Test/Event/Trigger Identifier

                        {ALPHANUM-1000}

                           IVSR3

                        New Test/Event/Trigger Identifier

                        {ALPHANUM-1000}

                           IVSR4

                        Description

                        {ALPHANUM-100000}

                           IVSR5

                        Threshold Level

                        {NUMERIC}

                           IVSR6

                        Actual Value

                        {NUMERIC}

                           IVSR7

                        Status

                        {Y/N}

                           IVSR8

                        Cure Period

                        {INTEGER-9999}

                           IVSR9

                        Calculation Frequency

                        {INTEGER-9999}

                           IVSR10

                        Consequence for Breach

                        {LIST}

                           Cash-flow information section

                           IVSF1

                        Unique Identifier

                        {ALPHANUM-28}

                           IVSF2

                        Original Cashflow Item Identifier

                        {ALPHANUM-1000}

                           IVSF3

                        New Cashflow Item Identifier

                        {ALPHANUM-1000}

                           IVSF4

                        Cashflow Item

                        {ALPHANUM-1000}

                           IVSF5

                        Amount Paid During Period

                        {MONETARY}

                           IVSF6

                        Available Funds Post

                        {MONETARY}

            ANNEX XIII
            Investor report template — Asset backed commercial paper securitisation

                           FIELD CODE

                           FIELD NAME

                           FORMAT

                           Programme information section

                           IVAS1

                        Unique Identifier — ABCP Programme

                        {ALPHANUM-28}

                           IVAS2

                        Data Cut-Off Date

                        {DATEFORMAT}

                           IVAS3

                        Reporting Entity Name

                        {ALPHANUM-100}

                           IVAS4

                        Reporting Entity Contact Person

                        {ALPHANUM-256}

                           IVAS5

                        Reporting Entity Contact Telephone

                        {TELEPHONE}

                           IVAS6

                        Reporting Entity Contact Emails

                        {ALPHANUM-256}

                           IVAS7

                        Trigger Measurements/Ratios

                        {Y/N}

                           IVAS8

                        Non-Compliant Exposures

                        {MONETARY}

                           IVAS9

                        Weighted Average Life

                        {INTEGER-9999}

                           IVAS10

                        Risk Retention Method

                        {LIST}

                           IVAS11

                        Risk Retention Holder

                        {LIST}

                           Transaction information section

                           IVAN1

                        Unique Identifier — ABCP Programme

                        {ALPHANUM-28}

                           IVAN2

                        Unique Identifier — ABCP Transaction

                        {ALPHANUM-36}

                           IVAN3

                        Data Cut-Off Date

                        {DATEFORMAT}

                           IVAN4

                        NACE Industry Code

                        {NACE}

                           IVAN5

                        Risk Retention Method

                        {LIST}

                           IVAN6

                        Risk Retention Holder

                        {LIST}

                           IVAN7

                        Weighted Average Life

                        {INTEGER-9999}

                           Tests/Events/Triggers information section

                           IVAR1

                        Unique Identifier — ABCP Transaction

                        {ALPHANUM-36}

                           IVAR2

                        Original Test/Event/Trigger Identifier

                        {ALPHANUM-1000}

                           IVAR3

                        New Test/Event/Trigger Identifier

                        {ALPHANUM-1000}

                           IVAR4

                        Description

                        {ALPHANUM-100000}

                           IVAR5

                        Status

                        {Y/N}

                           IVAR6

                        Consequence for Breach

                        {LIST}

            ANNEX XIV
            Inside information or significant event template — Non-asset backed commercial paper securitisation

                           FIELD CODE

                           FIELD NAME

                           FORMAT

                           Securitisation information section

                           SESS1

                        Unique Identifier

                        {ALPHANUM-28}

                           SESS2

                        Data Cut-Off Date

                        {DATEFORMAT}

                           SESS3

                        No Longer STS

                        {Y/N}

                           SESS4

                        Remedial Actions

                        {Y/N}

                           SESS5

                        Administrative Actions

                        {Y/N}

                           SESS6

                        Material Amendment to Transaction Documents

                        {ALPHANUM-1000000}

                           SESS7

                        Perfection Of Sale

                        {Y/N}

                           SESS8

                        Current Waterfall Type

                        {LIST}

                           SESS9

                        Master Trust Type

                        {LIST}

                           SESS10

                        SSPE Value

                        {MONETARY}

                           SESS11

                        SSPE Principal Value

                        {MONETARY}

                           SESS12

                        SSPE Number Of Accounts

                        {INTEGER-999999999}

                           SESS13

                        Note Principal Balance

                        {MONETARY}

                           SESS14

                        Seller Share

                        {PERCENTAGE}

                           SESS15

                        Funding Share

                        {PERCENTAGE}

                           SESS16

                        Revenue Allocated To This Series

                        {MONETARY}

                           SESS17

                        Interest Rate Swap Benchmark

                        {LIST}

                           SESS18

                        Interest Rate Swap Maturity Date

                        {DATEFORMAT}

                           SESS19

                        Interest Rate Swap Notional

                        {MONETARY}

                           SESS20

                        Currency Swap Payer Currency

                        {CURRENCYCODE_3}

                           SESS21

                        Currency Swap Receiver Currency

                        {CURRENCYCODE_3}

                           SESS22

                        Exchange Rate For Currency Swap

                        {PERCENTAGE}

                           SESS23

                        Currency Swap Maturity Date

                        {DATEFORMAT}

                           SESS24

                        Currency Swap Notional

                        {MONETARY}

                           Tranche/bond-level information section

                           SEST1

                        Unique Identifier

                        {ALPHANUM-28}

                           SEST2

                        Original Tranche Identifier

                        {ALPHANUM-1000}

                           SEST3

                        New Tranche Identifier

                        {ALPHANUM-1000}

                           SEST4

                        International Securities Identification Number

                        {ISIN}

                           SEST5

                        Tranche Name

                        {ALPHANUM-100}

                           SEST6

                        Tranche/Bond Type

                        {LIST}

                           SEST7

                        Currency

                        {CURRENCYCODE_3}

                           SEST8

                        Original Principal Balance

                        {MONETARY}

                           SEST9

                        Current Principal Balance

                        {MONETARY}

                           SEST10

                        Interest Payment Frequency

                        {LIST}

                           SEST11

                        Interest Payment Date

                        {DATEFORMAT}

                           SEST12

                        Principal Payment Date

                        {DATEFORMAT}

                           SEST13

                        Current Coupon

                        {PERCENTAGE}

                           SEST14

                        Current Interest Rate Margin/Spread

                        {PERCENTAGE}

                           SEST15

                        Coupon Floor

                        {PERCENTAGE}

                           SEST16

                        Coupon Cap

                        {PERCENTAGE}

                           SEST17

                        Step-Up/Step-Down Coupon Value

                        {PERCENTAGE}

                           SEST18

                        Step-Up/Step-Down Coupon Date

                        {DATEFORMAT}

                           SEST19

                        Business Day Convention

                        {LIST}

                           SEST20

                        Current Interest Rate Index

                        {LIST}

                           SEST21

                        Current Interest Rate Index Tenor

                        {LIST}

                           SEST22

                        Issue Date

                        {DATEFORMAT}

                           SEST23

                        Disbursement Date

                        {DATEFORMAT}

                           SEST24

                        Legal Maturity

                        {DATEFORMAT}

                           SEST25

                        Extension Clause

                        {LIST}

                           SEST26

                        Next Call Date

                        {DATEFORMAT}

                           SEST27

                        Clean-Up Call Threshold

                        {ALPHANUM-1000}

                           SEST28

                        Next Put date

                        {DATEFORMAT}

                           SEST29

                        Day Count Convention

                        {LIST}

                           SEST30

                        Settlement Convention

                        {LIST}

                           SEST31

                        Current Attachment Point

                        {PERCENTAGE}

                           SEST32

                        Original Attachment Point

                        {PERCENTAGE}

                           SEST33

                        Current Credit Enhancement

                        {PERCENTAGE}

                           SEST34

                        Original Credit Enhancement

                        {PERCENTAGE}

                           SEST35

                        Credit Enhancement Formula

                        {ALPHANUM-1000}

                           SEST36

                        Pari-Passu Tranches

                        {ISIN}

                           SEST37

                        Senior Tranches

                        {ISIN}

                           SEST38

                        Outstanding Principal Deficiency Ledger Balance

                        {MONETARY}

                           SEST39

                        Guarantor Legal Entity Identifier

                        {LEI}

                           SEST40

                        Guarantor Name

                        {ALPHANUM-1000}

                           SEST41

                        Guarantor ESA Subsector

                        {ESA}

                           SEST42

                        Protection Type

                        {LIST}

                           Account-level information section

                           SESA1

                        Unique Identifier

                        {ALPHANUM-28}

                           SESA2

                        Original Account Identifier

                        {ALPHANUM-1000}

                           SESA3

                        New Account Identifier

                        {ALPHANUM-1000}

                           SESA4

                        Account Type

                        {LIST}

                           SESA5

                        Account Target Balance

                        {MONETARY}

                           SESA6

                        Account Actual Balance

                        {MONETARY}

                           SESA7

                        Amortising Account

                        {Y/N}

                           Counterparty-level information section

                           SESP1

                        Unique Identifier

                        {ALPHANUM-28}

                           SESP2

                        Counterparty Legal Entity Identifier

                        {LEI}

                           SESP3

                        Counterparty Name

                        {ALPHANUM-100}

                           SESP4

                        Counterparty Type

                        {LIST}

                           SESP5

                        Counterparty Country Of Establishment

                        {COUNTRYCODE_2}

                           SESP6

                        Counterparty Rating Threshold

                        {ALPHANUM-100000}

                           SESP7

                        Counterparty Rating

                        {ALPHANUM-100000}

                           SESP8

                        Counterparty Rating Source Legal Entity Identifier

                        {LEI}

                           SESP9

                        Counterparty Rating Source Name

                        {ALPHANUM-100}

                           CLO Securitisation information section

                           SESC1

                        Unique Identifier

                        {ALPHANUM-28}

                           SESC2

                        Non-Call Period End-Date

                        {DATEFORMAT}

                           SESC3

                        CLO Type

                        {LIST}

                           SESC4

                        Current Period

                        {LIST}

                           SESC5

                        Current Period Start Date

                        {DATEFORMAT}

                           SESC6

                        Current Period End Date

                        {DATEFORMAT}

                           SESC7

                        Concentration Limit

                        {PERCENTAGE}

                           SESC8

                        Restrictions — Legal Maturity

                        {PERCENTAGE}

                           SESC9

                        Restrictions — Subordinated Exposures

                        {PERCENTAGE}

                           SESC10

                        Restrictions — Non-Performing Exposures

                        {PERCENTAGE}

                           SESC11

                        Restrictions — PIK Exposures

                        {PERCENTAGE}

                           SESC12

                        Restrictions — Zero-Coupon Exposures

                        {PERCENTAGE}

                           SESC13

                        Restrictions — Equity Exposures

                        {PERCENTAGE}

                           SESC14

                        Restrictions — Participation Exposures

                        {PERCENTAGE}

                           SESC15

                        Restrictions — Discretionary Sales

                        {PERCENTAGE}

                           SESC16

                        Discretionary Sales

                        {MONETARY}

                           SESC17

                        Reinvestments

                        {MONETARY}

                           SESC18

                        Restrictions — Credit Enhancement

                        {Y/N}

                           SESC19

                        Restrictions — Quotes

                        {Y/N}

                           SESC20

                        Restrictions — Trades

                        {Y/N}

                           SESC21

                        Restrictions — Issuances

                        {Y/N}

                           SESC22

                        Restrictions — Redemptions

                        {Y/N}

                           SESC23

                        Restrictions — Refinancing

                        {Y/N}

                           SESC24

                        Restrictions — Note Remuneration

                        {Y/N}

                           SESC25

                        Restrictions — Credit Protection

                        {Y/N}

                           SESC26

                        Collateral Liquidation Period

                        {INTEGER-9999}

                           SESC27

                        Collateral Liquidation — Waiver

                        {Y/N}

                           CLO Manager information section

                           SESL1

                        Unique Identifier

                        {ALPHANUM-28}

                           SESL2

                        CLO Manager Legal Entity Identifier

                        {LEI}

                           SESL3

                        Manager Name

                        {ALPHANUM-1000}

                           SESL4

                        Establishment Date

                        {DATEFORMAT}

                           SESL5

                        Registration Date

                        {DATEFORMAT}

                           SESL6

                        Employees

                        {INTEGER-9999}

                           SESL7

                        Employees — CLOs

                        {INTEGER-9999}

                           SESL8

                        Employees — Workout

                        {INTEGER-9999}

                           SESL9

                        AUM

                        {MONETARY}

                           SESL10

                        AUM — Leveraged Loans

                        {MONETARY}

                           SESL11

                        AUM — CLOs

                        {MONETARY}

                           SESL12

                        AUM — EU

                        {MONETARY}

                           SESL13

                        AUM — EU CLOs

                        {MONETARY}

                           SESL14

                        Number EU CLOs

                        {INTEGER-9999}

                           SESL15

                        Capital

                        {MONETARY}

                           SESL16

                        Capital — Risk Retention

                        {MONETARY}

                           SESL17

                        Settlement Time

                        {INTEGER-9999}

                           SESL18

                        Pricing Frequency

                        {INTEGER-9999}

                           SESL19

                        Default Rate - 1 year

                        {PERCENTAGE}

                           SESL20

                        Default Rate - 5 years

                        {PERCENTAGE}

                           SESL21

                        Default Rate - 10 years

                        {PERCENTAGE}

                           Synthetic coverage information section

                           SESV1

                        Unique Identifier

                        {ALPHANUM-28}

                           SESV2

                        Protection Instrument Identifier

                        {ALPHANUM-1000}

                           SESV3

                        Protection Type

                        {LIST}

                           SESV4

                        Protection Instrument International Securities Identification Number

                        {ISIN}

                           SESV5

                        Protection Provider Name

                        {ALPHANUM-100}

                           SESV6

                        Protection Provider Legal Entity Identifier

                        {LEI}

                           SESV7

                        Public Entity With Zero Risk Weight

                        {Y/N}

                           SESV8

                        Governing Law

                        {COUNTRYCODE_2}

                           SESV9

                        ISDA Master Agreement

                        {LIST}

                           SESV10

                        Default And Termination Events

                        {LIST}

                           SESV11

                        Synthetic Securitisation Type

                        {Y/N}

                           SESV12

                        Protection Currency

                        {CURRENCYCODE_3}

                           SESV13

                        Current Protection Notional

                        {MONETARY}

                           SESV14

                        Maximum Protection Notional

                        {MONETARY}

                           SESV15

                        Protection Attachment Point

                        {PERCENTAGE}

                           SESV16

                        Protection Detachment Point

                        {PERCENTAGE}

                           SESV17

                        International Securities Identification Number Of Notes Covered

                        {ISIN}

                           SESV18

                        Protection Coverage

                        {LIST}

                           SESV19

                        Protection Termination Date

                        {DATEFORMAT}

                           SESV20

                        Materiality Thresholds

                        {Y/N}

                           SESV21

                        Payment Release Conditions

                        {LIST}

                           SESV22

                        Adjustment Payments Possible

                        {Y/N}

                           SESV23

                        Length Of Workout Period

                        {INTEGER-9999}

                           SESV24

                        Obligation To Repay

                        {Y/N}

                           SESV25

                        Collateral Substitutable

                        {Y/N}

                           SESV26

                        Collateral Coverage Requirements

                        {PERCENTAGE}

                           SESV27

                        Collateral Initial Margin

                        {MONETARY}

                           SESV28

                        Collateral Delivery Deadline

                        {INTEGER-9999}

                           SESV29

                        Settlement

                        {LIST}

                           SESV30

                        Maximum Maturity Date Permitted

                        {DATEFORMAT}

                           SESV31

                        Current Index For Payments To Protection Buyer

                        {LIST}

                           SESV32

                        Current Index For Payments To Protection Buyer Tenor

                        {LIST}

                           SESV33

                        Payment Reset Frequency — To Protection Buyer

                        {LIST}

                           SESV34

                        Current Interest Rate Margin For Payments To Protection Buyer

                        {PERCENTAGE}

                           SESV35

                        Current Interest Rate For Payments To Protection Buyer

                        {PERCENTAGE}

                           SESV36

                        Current Index For Payments To Protection Seller

                        {LIST}

                           SESV37

                        Current Index For Payments To Protection Seller Tenor

                        {LIST}

                           SESV38

                        Payment Reset Frequency — To Protection Seller

                        {LIST}

                           SESV39

                        Current Interest Rate Margin For Payments To Protection Seller

                        {PERCENTAGE}

                           SESV40

                        Current Interest Rate For Payments To Protection Seller

                        {PERCENTAGE}

                           SESV41

                        Excess Spread Support

                        {Y/N}

                           SESV42

                        Excess Spread Definition

                        {Y/N}

                           SESV43

                        Current Protection Status

                        {LIST}

                           SESV44

                        Bankruptcy Is Credit Event

                        {Y/N}

                           SESV45

                        Failure To Pay Is Credit Event

                        {Y/N}

                           SESV46

                        Restructuring Is Credit Event

                        {Y/N}

                           SESV47

                        Credit Event

                        {Y/N}

                           SESV48

                        Cumulative Payments To Protection Buyer

                        {MONETARY}

                           SESV49

                        Cumulative Adjustment Payments To Protection Buyer

                        {MONETARY}

                           SESV50

                        Cumulative Payments To Protection Seller

                        {MONETARY}

                           SESV51

                        Cumulative Adjustment Payments To Protection Seller

                        {MONETARY}

                           SESV52

                        Synthetic Excess Spread Ledger Amount

                        {MONETARY}

                           Issuer collateral information section

                           SESI1

                        Unique Identifier

                        {ALPHANUM-28}

                           SESI2

                        Protection Instrument Identifier

                        {ALPHANUM-1000}

                           SESI3

                        Original Collateral Instrument Identifier

                        {ALPHANUM-1000}

                           SESI4

                        New Collateral Identifier

                        {ALPHANUM-1000}

                           SESI5

                        Collateral Instrument International Securities Identification Number

                        {ISIN}

                           SESI6

                        Collateral Instrument Type

                        {LIST}

                           SESI7

                        Collateral Issuer ESA Subsector

                        {ESA}

                           SESI8

                        Collateral Issuer Legal Entity Identifier

                        {LEI}

                           SESI9

                        Collateral Issuer Affiliated With Originator?

                        {Y/N}

                           SESI10

                        Current Outstanding Balance

                        {MONETARY}

                           SESI11

                        Instrument Currency

                        {CURRENCYCODE_3}

                           SESI12

                        Maturity Date

                        {DATEFORMAT}

                           SESI13

                        Haircut

                        {PERCENTAGE}

                           SESI14

                        Current Interest Rate Index

                        {LIST}

                           SESI15

                        Current Interest Rate Index Tenor

                        {LIST}

                           SESI16

                        Current Interest Rate on Cash Deposits

                        {PERCENTAGE}

                           SESI17

                        Repo Counterparty Name

                        {ALPHANUM-100}

                           SESI18

                        Repo Counterparty Legal Entity Identifier

                        {LEI}

                           SESI19

                        Repo Maturity Date

                        {DATEFORMAT}

                           Any other information section

                           SESO1

                        Unique Identifier

                        {ALPHANUM-28}

                           SESO2

                        Any Other Information Line Number

                        {INTEGER-9999}

                           SESO3

                        Any Other Information

                        {ALPHANUM-1000}

            ANNEX XV
            Inside information or significant event template — Asset backed commercial paper securitisation

                           FIELD CODE

                           FIELD NAME

                           FORMAT

                           Programme information section

                           SEAS1

                        Unique Identifier — ABCP Programme

                        {ALPHANUM-28}

                           SEAS2

                        Data Cut-Off Date

                        {DATEFORMAT}

                           SEAS3

                        No Longer STS

                        {Y/N}

                           SEAS4

                        Remedial Actions

                        {Y/N}

                           SEAS5

                        Administrative Actions

                        {Y/N}

                           SEAS6

                        Material Amendment to Transaction Documents

                        {ALPHANUM-100000}

                           SEAS7

                        Governing Law

                        {COUNTRYCODE_2}

                           SEAS8

                        Length Of The Liquidity Facility

                        {INTEGER-9999}

                           SEAS9

                        Liquidity Facility Coverage

                        {PERCENTAGE}

                           SEAS10

                        Liquidity Facility Coverage Interval

                        {INTEGER-9999}

                           SEAS11

                        Liquidity Facility Maturity Date

                        {DATEFORMAT}

                           SEAS12

                        Drawings Under Liquidity Facility

                        {Y/N}

                           SEAS13

                        Total Issuance

                        {MONETARY}

                           SEAS14

                        Maximum Issuance

                        {MONETARY}

                           Transaction information section

                           SEAR1

                        Unique Identifier — ABCP Programme

                        {ALPHANUM-28}

                           SEAR2

                        Unique Identifier — ABCP Transaction

                        {ALPHANUM-36}

                           SEAR3

                        Number Of Programmes Funding The Transaction

                        {INTEGER-9999}

                           SEAR4

                        No Longer STS

                        {Y/N}

                           SEAR5

                        Originator A Client Of The Programme Sponsor

                        {Y/N}

                           SEAR6

                        Security Interest Granted

                        {Y/N}

                           SEAR7

                        Revenue

                        {MONETARY}

                           SEAR8

                        Operating Expenses

                        {MONETARY}

                           SEAR9

                        Current Assets

                        {MONETARY}

                           SEAR10

                        Cash

                        {MONETARY}

                           SEAR11

                        Marketable Securities

                        {MONETARY}

                           SEAR12

                        Accounts Receivable

                        {MONETARY}

                           SEAR13

                        Current Liabilities

                        {MONETARY}

                           SEAR14

                        Total Debt

                        {MONETARY}

                           SEAR15

                        Total Equity

                        {MONETARY}

                           SEAR16

                        Financial Statement Currency

                        {CURRENCYCODE_3}

                           SEAR17

                        Sponsor Supports Transaction

                        {LIST}

                           SEAR18

                        Sponsor Support Type

                        {Y/N}

                           SEAR19

                        Length Of The Liquidity Facility

                        {INTEGER-9999}

                           SEAR20

                        Liquidity Facility Drawn Amount

                        {MONETARY}

                           SEAR21

                        Liquidity Facility Coverage

                        {PERCENTAGE}

                           SEAR22

                        Liquidity Facility Coverage Interval

                        {INTEGER-9999}

                           SEAR23

                        Liquidity Facility Type

                        {LIST}

                           SEAR24

                        Liquidity Facility Repurchase Agreement Maturity Date

                        {DATEFORMAT}

                           SEAR25

                        Liquidity Facility Currency

                        {CURRENCYCODE_3}

                           SEAR26

                        Liquidity Facility Maturity Date

                        {DATEFORMAT}

                           SEAR27

                        Liquidity Facility Provider Name

                        {ALPHANUM-100}

                           SEAR28

                        Liquidity Facility Provider Legal Entity Identifier

                        {LEI}

                           SEAR29

                        Overcollateralisation/Subordinated Interest

                        {PERCENTAGE}

                           SEAR30

                        Transaction Excess Spread

                        {MONETARY}

                           SEAR31

                        Letter Of Credit Provider Name

                        {ALPHANUM-100}

                           SEAR32

                        Letter Of Credit Provider Legal Entity Identifier

                        {LEI}

                           SEAR33

                        Letter Of Credit Currency

                        {CURRENCYCODE_3}

                           SEAR34

                        Maximum Letter Of Credit Protection

                        {PERCENTAGE}

                           SEAR35

                        Guarantor Name

                        {ALPHANUM-100}

                           SEAR36

                        Guarantor Legal Entity Identifier

                        {LEI}

                           SEAR37

                        Maximum Guarantee Coverage

                        {MONETARY}

                           SEAR38

                        Guarantee Currency

                        {CURRENCYCODE_3}

                           SEAR39

                        Guarantee Maturity Date

                        {DATEFORMAT}

                           SEAR40

                        Receivables Transfer Type

                        {LIST}

                           SEAR41

                        Repurchase Agreement Maturity Date

                        {DATEFORMAT}

                           SEAR42

                        Purchased Amount

                        {MONETARY}

                           SEAR43

                        Maximum Funding Limit

                        {MONETARY}

                           SEAR44

                        Interest Rate Swap Benchmark

                        {LIST}

                           SEAR45

                        Interest Rate Swap Maturity Date

                        {DATEFORMAT}

                           SEAR46

                        Interest Rate Swap Notional

                        {MONETARY}

                           SEAR47

                        Currency Swap Payer Currency

                        {CURRENCYCODE_3}

                           SEAR48

                        Currency Swap Receiver Currency

                        {CURRENCYCODE_3}

                           SEAR49

                        Exchange Rate For Currency Swap

                        {PERCENTAGE}

                           SEAR50

                        Currency Swap Maturity Date

                        {DATEFORMAT}

                           SEAR51

                        Currency Swap Notional

                        {MONETARY}

                           Tranche/bond-level information section

                           SEAT1

                        Unique Identifier — ABCP Programme

                        {ALPHANUM-28}

                           SEAT2

                        Original Bond Identifier

                        {ALPHANUM-1000}

                           SEAT3

                        New Bond Identifier

                        {ALPHANUM-1000}

                           SEAT4

                        International Securities Identification Number

                        {ISIN}

                           SEAT5

                        Tranche/Bond Type

                        {LIST}

                           SEAT6

                        Issue Date

                        {DATEFORMAT}

                           SEAT7

                        Legal Maturity

                        {DATEFORMAT}

                           SEAT8

                        Currency

                        {CURRENCYCODE_3}

                           SEAT9

                        Current Principal Balance

                        {MONETARY}

                           SEAT10

                        Current Coupon

                        {PERCENTAGE}

                           SEAT11

                        Current Interest Rate Index

                        {LIST}

                           SEAT12

                        Current Interest Rate Index Tenor

                        {LIST}

                           SEAT13

                        Interest Payment Frequency

                        {LIST}

                           SEAT14

                        Current Credit Enhancement

                        {PERCENTAGE}

                           SEAT15

                        Credit Enhancement Formula

                        {ALPHANUM-1000}

                           Account-level information section

                           SEAA1

                        Unique Identifier — ABCP Transaction

                        {ALPHANUM-36}

                           SEAA2

                        Original Account Identifier

                        {ALPHANUM-1000}

                           SEAA3

                        New Account Identifier

                        {ALPHANUM-1000}

                           SEAA4

                        Account Type

                        {LIST}

                           SEAA5

                        Account Target Balance

                        {MONETARY}

                           SEAA6

                        Account Actual Balance

                        {MONETARY}

                           SEAA7

                        Amortising Account

                        {Y/N}

                           Counterparty-level information section

                           SEAP1

                        Unique Identifier — ABCP Transaction

                        {ALPHANUM-36}

                           SEAP2

                        Counterparty Legal Entity Identifier

                        {LEI}

                           SEAP3

                        Counterparty Name

                        {ALPHANUM-100}

                           SEAP4

                        Counterparty Type

                        {LIST}

                           SEAP5

                        Counterparty Country Of Establishment

                        {COUNTRYCODE_2}

                           SEAP6

                        Counterparty Rating Threshold

                        {ALPHANUM-100000}

                           SEAP7

                        Counterparty Rating

                        {ALPHANUM-100000}

                           SEAP8

                        Counterparty Rating Source Legal Entity Identifier

                        {LEI}

                           SEAP9

                        Counterparty Rating Source Name

                        {ALPHANUM-100}

                           Any other information section

                           SEAO1

                        Unique Identifier

                        {ALPHANUM-28}

                           SEAO2

                        Any Other Information Line Number

                        {INTEGER-9999}

                           SEAO3

                        Any Other Information

                        {ALPHANUM-1000}