Annex II Loan Level Data — Reporting template for structured finance instruments backed by commercial mortgages

United Kingdom

LOAN:

Field Name	Static/Dynamic	Data Type	Field Definition and Criteria
Loan Identifiers
Transaction Pool Identifier	Static	Text/Numeric	The unique transaction or deal name.
Pool Cut-off Date	Dynamic	Date	Current pool or portfolio cut-off date.
Securitisation Date	Static	Date	Date of issue of the deal — First bond listing date
Original Loan Terms
Group Identifier	Static	Text/Numeric	The alpha-numeric code assigned to each loan group within an issue.
Loan Servicer Identifier	Static	Text/Numeric	The loan servicer unique identification string assigned to the loan.
Offering Circular Loan Identifier	Static	Text/Numeric	The offering circular or prospectus unique number or transaction loan name assigned to the loan within the transaction or pool.
Loan Sponsor	Static	Text/Numeric	Loan sponsor.
Loan Origination Date	Static	Date	Date of original loan advance.
Loan Currency	Static	List	Loan currency denomination.
Whole Loan Balance at Origination Date	Static	Numeric	Whole loan balance at origination representing 100 % full facility, i.e. securitised and unsecuritised/owned and un-owned amount (in loan currency).
Original Term of Loan	Static	Numeric	Contractual term (in months) at Origination date.
Start Date of Amortisation	Static	Date	The date that amortisation will commence on the whole loan (this may be a date prior to the securitisation date).
Interest Rate Index Code	Static	List	Current interest rate index (the reference rate off which the mortgage interest rate is set).
Original Loan Interest Rate	Static	Numeric	Loan all-in interest rate at loan origination date. If multiple tranches with different interest rates then apply a weighted average rate.
First Interest Payment Due Date	Static	Date	The date that the first interest payment was due on the loan following origination date.
Loan Country	Static	List	Country of the loan.
Loan Purpose	Static	List	Loan purpose.
Mortgage Security	Static	Y/N	Is the loan secured by mortgages on the properties?
Loan Statistics at Securitisation Date
Debt Service Coverage Ratio for the loan (whole) at the Securitisation Date	Static	Numeric	The Debt Service Coverage Ratio for the loan (whole) at the Securitisation Date.
Loan to Value Ratio for the loan (whole) at the Securitisation Date	Static	Numeric	The Loan to Value Ratio for the loan (whole) at the Securitisation Date.
Securitisation Date Interest Cover Ratio (A-Loan)	Static	Numeric	At securitisation interest coverage ratio calculation for the A-Loan based on the offering documentation.
Securitisation Date Debt Service Cover Ratio (A-Loan)	Static	Numeric	At securitisation debt service coverage ratio calculation for the A-Loan based on the offering documentation.
Securitisation Date Loan to Value Ratio (A-Loan)	Static	Numeric	At securitisation Loan to Value ratio (LTV) for the A-Loan based on the offering documentation.
Committed Principal Balance at Securitisation Date	Static	Numeric	The committed balance, including any undrawn amounts, of the whole loan at Securitisation Date.
Actual Principal Balance at Securitisation Date (Whole Loan)	Static	Numeric	Actual Principal Balance of the whole loan at the Securitisation Date as identified in the offering circular.
Periodic Principal and Interest Payment at Securitisation Date	Static	Numeric	The scheduled principal and interest amount that is due on the next Loan Payment Date as at the Securitisation Date.
Loan Rate at Securitisation Date	Static	Numeric	The total interest rate (e.g. Libor + Margin) that is being used to calculate interest due on the loan at the Securitisation Date.
Ranking of Charge at Securitisation Date	Static	List	Is the security granted to the Securitisation a first ranking security?
Remaining Term at Securitisation Date	Static	Numeric	Remaining number of months (excluding any extension options) until maturity of loan at Securitisation Date.
Remaining Amortisation Term at Securitisation Date	Static	Numeric	The number of months remaining to maturity of the loan of the amortisation term. If amortisation has not commenced at the Securitisation Date this will be less than the Remaining Term at Securitisation Date.
Loan Maturity Date at Securitisation Date	Static	Date	The maturity date of the loan as defined in the loan agreement. This would not take into account any extended maturity date that may be allowed under the loan agreement, but the initial maturity date.
Actual Principal Balance at Securitisation Date (A-Loan)	Static	Numeric	Actual Principal Balance of the A Note loan at the Securitisation Date as identified in the offering circular.
Extension Option	Dynamic	Y/N	Indicate whether there is an option to extend the term of the loan and push out the maturity date.
Duration of Shortest Extension Option	Static	Numeric	Duration in months of the shortest extension option available to the loan.
Nature of extension option	Static	List	Type of extension option.
Collateral Details
Number of Properties at Securitisation Date	Static	Numeric	The number of properties that serve as security for the loan at the Securitisation Date.
Number of Properties at Pool cut-off Date	Dynamic	Numeric	The number of properties that serve as security for the loan at the pool cut-off date.
Properties Collateralised to the Loan at Securitisation	Static	Text/Numeric	Enter the unique property identifiers (PC1) of the properties that served as security for the loan at the Securitisation Date.
Properties Collateralised to the Loan at Pool cut-off date	Dynamic	Text/Numeric	Enter the unique property identifiers (PC1) of the properties that serve as security for the loan at the cut-off date.
Loan Covenant Details
Interest Coverage Ratio Method (Whole Loan)	Static	List	Please define calculation of ICR financial covenant requirement at the whole loan level, the inferred method of calculation.
Debt Service Coverage Ratio Method (Whole Loan)	Static	List	Please define calculation of DSCR financial covenant requirement at the whole loan level, the inferred method of calculation.
Loan to Value Method (Whole)	Static	List	Please define calculation of LTV financial covenant requirement at the whole loan level, the inferred method of calculation.
Other Financial Covenant Code (Whole)	Static	List	If there is another code required for ICR or DSCR financial covenant requirement at the whole loan level.
Interest Coverage Ratio Method (A-Loan)	Static	List	Please define the A-Loan Interest Coverage Ratio method of calculation.
Debt Service Coverage Ratio Method (A-Loan)	Static	List	Please define the A-Loan Debt Service Coverage Ratio method of calculation.
Loan to Value Method (A-Loan)	Static	List	Please define the A-Loan Loan to Value Method of calculation.
Underlying Property Statistics at Securitisation Date
Revenue at Securitisation Date	Static	Numeric	The total underwritten revenue from all sources for a property as described in the offering circular. If multiple properties, sum the values of the properties.
Operating Expenses at Securitisation Date	Static	Numeric	Total underwritten operating expenses for the properties as described in the offering circular. These may include real estate taxes, insurance, management, utilities, maintenance and repairs and direct property costs to the landlord; capital expenditures and leasing commissions are excluded.
NOI at Securitisation Date	Static	Numeric	Revenue less Operating Expenses at Securitisation Date (Field ‘Revenue at Securitisation Date’ minus ‘Operating Expenses at Securitisation Date’). If multiple properties, sum the values.
Capital Expenditures at Securitisation Date	Static	Numeric	Capex at Securitisation Date (as opposed to repairs and maintenance) if identified in the offering circular.
NCF at Securitisation Date	Static	Numeric	NOI less Capex at Securitisation Date (Field ‘NOI at Securitisation Date’ less ‘Capital Expenditures at Securitisation Date’).
Currency of Financial Reporting at Securitisation	Static	List	The currency used in the initial financial reporting of Fields ‘Revenue at Securitisation Date’ — ‘NCF at Securitisation Date’.
ICR/DSCR Indicator at Securitisation Date	Static	List	How the DSCR is calculated/applied when a loan has multiple properties.
Property Portfolio Value at Securitisation Date	Static	Numeric	The valuation of the properties securing the loan at Securitisation Date as described in the Offering Circular. If multiple properties sum the value of the properties.
Property Portfolio Valuation Currency at Securitisation Date	Static	List	The currency of the valuation in ‘Property Portfolio Value at Securitisation Date’.
Valuation Date at Securitisation Date	Static	Date	The date the valuation was prepared for the values disclosed in the offering circular. For multiple properties, if several dates, take the most recent date.
Economic Occupancy at Securitisation Date	Static	Numeric	The percentage of rentable space with signed leased in place at Securitisation Date if disclosed in offering circular (tenants may not be in occupation but are paying rent). If multiple properties use weighted average by using the calculation {Current Allocated % (Prop) × (Occupancy)} for each property.
Amounts Held in Escrow at Securitisation Date	Static	Numeric	Total balance of the legally charged reserve accounts at the loan level at the Securitisation Date.
Collection Of Escrows	Static	Y/N	Enter Y if any payments are held in reserve accounts to cover ground lease payments, insurance or taxes only (not maintenance, improvements, capex, etc.) as required under the loan agreement, if this is not done enter N.
Collection Of Other Reserves	Static	Y/N	Are any amounts other than ground rents taxes or insurance held in reserve accounts as required under the terms of the loan agreement for tenant improvements, leasing commissions and similar items in respect of the related property or for purpose of providing additional collateral for such loan?
Escrow Held Upon Trigger Event	Static	Y/N	Does the loan agreement require reserve amounts to be made upon the occurrence of any trigger events?
Trigger for Escrow to be Held	Static	List	Type of trigger event.
Target Escrow Amounts/Reserves	Static	Numeric	Target escrow amounts/reserves.
Escrow Account Release Conditions	Static	Text	Release conditions of the escrow account.
Conditions of Drawing Cash Reserve	Static	List	When can the Cash Reserve be used.
Escrow Currency	Static	List	Currency of the Escrow payments. Fields ‘Amounts Held in Escrow at Securitisation Date’ and ‘Target Escrow Amounts/Reserves’.
Loan Grouping and Substitutions Details
Cross-Collateralised Loan	Static	Y/N	Indicate if this is a cross collateralised loan (Example: loans 1 and 44 are cross collateralised as are loans 4 and 47).
Substituted Loan	Dynamic	Y/N	Is this loan a substitute for another loan on a date after the Securitisation Date?
Date of Substitution	Dynamic	Date	If loan was substituted after the Securitisation Date, the date of such substitution.
Grace Days Allowed	Static	Numeric	The number of days after a payment is due in which the lender will not charge a late penalty or report the payment as late.
Additional Financing Indicator	Static	List	Has the whole loan had additional financing/mezzanine debt?
Loan Interest Rate Details (at Securitisation Date)
Interest Rate Type	Static	List	Type of interest rate applied to the loan.
Interest Accrual Method Code	Static	List	The ‘days’ convention used to calculate interest.
Interest in Arrears	Static	Y/N	Is the interest that accrues on the loan paid in arrears?
A-Loan Amortisation Type (if applicable)	Static	List	A-Loan amortisation type.
Whole Loan Amortisation Details (at Securitisation Date)
Whole Loan Amortisation Type (if applicable)	Static	List	Whole loan amortisation type.
Accrual of Interest Allowed	Static	Y/N	Do the loan documents allow for interest to be accrued and capitalised?
Prepayment Lock-out End Date	Static	Date	The date after which the lender allows prepayment of the loan.
Yield Maintenance End Date	Static	Date	The date after which the lender allows prepayment of the loan without requirement for a prepayment fee or yield maintenance to be paid. Date after which loan can be prepaid without yield maintenance.
Prepayment Premium End Date	Static	Date	The date after which the lender allows prepayment of the loan without requirement for a prepayment fee to be paid.
Prepayment Terms Description	Static	Text/Numeric	Should reflect the information in offering circular. For instance, if the prepayment terms are the payment of a 1 % fee in year one, 0,5 % in year two and 0,25 % in year three of the loan this may be shown in the offering circular as: 1 % (12), 0,5 % (24), 0,25 % (36).
Do Non-payments on Prior Ranking Claims Constitute a Default of the Loan?	Static	Y/N	Do Non-payments on Prior Ranking Claims Constitute a Default of the Loan?
Non-payments on Equal Ranking Loans Constitute Default of Property?	Static	Y/N	Do Non-payments on Equal Ranking Loans Constitute Default of Property?
Loan Hedging Details (at Securitisation Date)
Lifetime Rate Cap	Static	Numeric	Maximum rate that the borrower must pay on a floating rate loan as required under the terms of the loan agreement.
Lifetime Rate Floor	Static	Numeric	Minimum rate that the borrower must pay on a floating rate loan as required under the terms of the loan agreement.
Type of Loan Level Swap	Static	List	Describe the type of loan level swap that applies.
Loan Swap Provider	Dynamic	Text	Name of loan swap provider.
Type of Interest Rate Loan Level Swap	Static	List	Describe the type of interest rate swap that applies to the loan.
Type of Currency Loan Level Swap	Static	List	Describe the type of currency rate swap.
Exchange Rate for Loan Level Swap	Static	Numeric	The exchange rate that has been set for a currency loan level swap.
Start Date of Loan Level Swap	Static	Date	Start Date of Loan Level Swap.
End Date of Loan Level Swap	Static	Date	End Date of Loan Level Swap.
Borrower Obligation to Pay Breakage on Loan Level Swap	Static	List	Extent to which Borrower is obligated to pay breakage costs to loan swap provider.
Loan Rate Adjustment Details (at Securitisation Date)
Payment Frequency	Static	List	Frequency of interest and amortisation payments on Loan according to original loan documents.
Rate Reset Frequency	Static	List	Frequency with which the interest rate is reset according to original loan documents.
Pay Reset Frequency	Static	List	Frequency with which the P&I payment is reset according to original loan documents.
Index Look Back In Days	Static	Numeric	The number of days prior to the interest payment date that the interest rate is set (e.g. Euribor set two days prior to interest payment date).
Index Determination Date	Static	Date	If the Loan Agreement states specific dates for the index to be set, enter the next index determination date.
Loan Syndication and Participation Details
Loan Structure	Static	List	Use the Loan Structure Code to describe what structure applies to this loan, e.g. whole loan, A/B splits, syndicated.
Syndicated Loan	Static	Y/N	Is the loan part of a syndicated loan?
Percentage of Total Loan Facility being Securitised	Static	Numeric	Percentage of total loan in securitisation at Securitisation Date.
Rights of Controlling Party for Material Decisions	Static	Y/N	Does owner of any participation other than the issuer have the right to make major decisions?
Agent Bank of Syndication	Static	Text	Agent bank.
Miscellaneous Loan Details
Remedy for Breach of Financial Covenant	Static	List	The remedy for the financial covenant breach.
Loan Originator	Static	Text	Name of the originator/Lender that sold the loan to the Issuer. Name of entity ultimately responsible for the representations and warranties of the loan.
Financial Information Submission Penalties	Static	List	Indicator for penalties for borrower’s failure to submit required financial information (Op. Statement, Schedule, etc.) as per loan documents.
Loan Recourse	Static	Y/N	Is there recourse to another party (e.g. guarantor) if the event the borrower defaults on an obligation under the loan agreement?
Rounding Code	Static	List	The method for rounding the interest rate.
Rounding Increment	Static	Numeric	The incremental percentage by which an index rate should be rounded in determining the interest rate as set out in the loan agreement.
Special Servicer Name at Securitisation Date	Static	Text	Special Servicer name at Securitisation date.
Servicing Standard	Static	List	Servicing Standard (Choice). Does the servicer of the loan service the Whole Loan (both the A and B components) or just the A or B component?
Payment Date Details
Loan Payment Date	Dynamic	Date	The date principal and interest is paid to the Issuer, this would normally be the interest payment date of the loan.
Paid through Date	Dynamic	Date	The date at which all payments have been paid in full with no shortfalls. On a performing loan this will be the Loan Payment Date immediately prior to the date entered in field ‘Loan Payment Date’.
Index Rate Reset Date	Dynamic	Date	For adjustable rate loans, the next date that the interest rate is due to change. For fixed rate loans, enter the next interest payment date.
Next Payment Adjustment Date	Dynamic	Date	For adjustable rate loans, the next date that the amount of scheduled principal and/or interest is due to change. For fixed rate loans, enter the next payment date.
Loan Maturity Date	Dynamic	Date	The current maturity date of the loan as defined in the loan agreement. This would not take into account any approved maturity date extensions that may be allowed under the loan agreement.
Next Loan Payment Date	Dynamic	Date	Date of next loan payment.
Rate Details
Current Index Rate (Whole Loan)	Dynamic	Numeric	The index rate used to determine the current whole loan interest rate. The interest rate (before margin) used to calculate the interest paid on the (Whole) Loan Payment Date in Field ‘Loan Payment Date’.
Current Margin Rate (Whole Loan)	Dynamic	Numeric	Margin used to determine the current whole loan interest rate. The margin being used to calculate the interest paid on the (Whole) Loan Payment Date in Field ‘Loan Payment Date’.
Current Interest Rate (Whole Loan)	Dynamic	Numeric	The total interest rate being used to calculate the interest paid on the (Whole) Loan Payment Date in Field ‘Loan Payment Date’ (sum of Field ‘Current Index Rate (Whole Loan)’ and ‘Current Margin Rate (Whole Loan)’ for floating loans).
Current Interest Rate (A-Loan)	Dynamic	Numeric	Gross rate per annum used to calculate the current period scheduled interest on the A portion of the loan.
Next Index Rate (Whole Loan)	Dynamic	Numeric	The next period index rate used to determine the current whole loan interest rate. The interest rate (before margin) used to calculate the interest paid based on the Actual Ending Loan Balance (Whole Loan) ‘Actual Ending Loan Balance (Whole Loan)’.
Current Default Rate (Whole Loan)	Dynamic	Numeric	Total interest being used to calculate the default interest paid on the loan payment date in field ‘Loan Payment Date’.
Principal Details
Current Beginning Opening Balance (Whole Loan)	Dynamic	Numeric	Outstanding balance at beginning of current period. The outstanding balance of the loan at the beginning of the interest period used to calculate the interest due on the Loan Payment Date in Field ‘Loan Payment Date’.
Scheduled Principal Amount (Whole Loan)	Dynamic	Numeric	Scheduled principal payment due on the loan for the current period. The principal payment due to be paid to the Issuer on the Loan Payment Date in Field ‘Loan Payment Date’ e.g. amortisation but not prepayments.
Current Ending Scheduled Balance (Whole Loan)	Dynamic	Numeric	Outstanding scheduled principal balance of loan at end of current period following amortisation but prior to any prepayments. The principal balance of the loan that would be outstanding following the scheduled principal payment but prior to any prepayments (Field ‘Current Beginning Opening Balance (Whole Loan)’ minus ‘Scheduled Principal Amount (Whole Loan)’).
Unscheduled Principal Collections (Whole Loan)	Dynamic	Numeric	Unscheduled payments of principal received during the current period. Other principal payments received during the interest period that will be used to pay down the loan. This may relate to sales proceeds, voluntary prepayments, or liquidation amounts.
Other Principal Adjustments (Whole Loan)	Dynamic	Numeric	Unscheduled principal adjustments for interest period, not associated with movement of cash. Any other amounts that would cause the balance of the loan to be decreased or increased in the current period which are not considered Unscheduled Principal Collections and are not Scheduled Principal.
Actual principal paid	Dynamic	Numeric	The actual principal paid as of the most recent IPD.
Actual Ending Loan Balance (Whole Loan)	Dynamic	Numeric	Outstanding actual principal balance at the end of the current period. The actual balance of the loan outstanding for the next interest period following all principal payments.
Current Beginning Balance (A-Loan)	Dynamic	Numeric	Outstanding balance (A-Loan) at beginning of current period. The outstanding balance of the A-Loan at the beginning of the interest period used to calculate the interest due on the Loan Payment Date.
Total Principal Collections (A-Loan)	Dynamic	Numeric	All payments of principal (A-Loan) received during the current period. The principal payment of the A-Loan due to be paid to the Issuer on the Loan Payment Date in Field ‘Loan Payment Date’ e.g. amortisation but not prepayments.
Actual Ending Loan Balance (A-Loan)	Dynamic	Numeric	Outstanding actual principal balance (A-Loan) at the end of the current period. The principal balance of the A-Loan that would be outstanding following the scheduled principal payment.
Committed Undrawn Facility Loan Balance (Whole Loan)	Dynamic	Numeric	The total whole loan (senior debt) remaining facility/ Undrawn balance at the end of the period. The total whole loan (senior debt) remaining facility at the end of the Interest Payment Date that the borrower can still draw upon.
Interest Details
Scheduled Interest Amount Due (Whole Loan)	Dynamic	Numeric	Gross interest for period assuming no repayment in current period for the whole loan. The total interest that is due on the Loan Payment Date, assuming no prepayments are made during the interest period. Interest should be based on the underlying rate as per the loan agreement.
Prepayment Interest Excess/ Shortfall	Dynamic	Numeric	Shortfall or excess of actual interest payment from the scheduled interest payment for the current period that is not related to a loan default. Results from a prepayment received on a date other than a scheduled payment due date.
Other Interest Adjustment	Dynamic	Numeric	Companion field for Other Principal Adjustments (Field ‘Other Principal Adjustments (Whole Loan)’) to show unscheduled interest adjustments for the related collection period.
Negative Amortisation	Dynamic	Numeric	Negative amortisation/deferred interest/capitalised interest without penalty.
Actual Interest Paid (Whole Loan)	Dynamic	Numeric	Whole Loan actual interest paid current period. Total amount of interest paid by the borrower during the interest period or on the Loan Payment Date.
Actual Interest Paid (A-Loan)	Dynamic	Numeric	Total amount of interest paid to the A-Loan during the interest period or on the Loan Payment Date.
Actual Default Interest	Dynamic	Numeric	Whole loan actual default interest paid in current period. Total amount of default interest paid by the borrower during the interest period or on the loan payment date.
Deferred Interest (Whole Loan)	Dynamic	Numeric	Deferred interest on the whole loan. Deferred interest is the amount by which the interest a borrower is required to pay on a mortgage loan is less than the amount of interest accrued on the outstanding principal balance.
Capitalised Interest (Whole Loan)	Dynamic	Numeric	Capitalised interest on the whole loan. Capitalised interest is where interest is added to the loan balance at the end of the interest period in accordance with loan agreement.
Principal and Interest Details
Total Scheduled Principal and Interest due (Whole Loan)	Dynamic	Numeric	Scheduled principal and interest payment due on the loan for the current period for the Issuer (whole loan). The total scheduled principal and interest due on the Loan Payment Date (sum of Fields ‘Scheduled Principal Amount (Whole Loan)’ and ‘Scheduled Interest Amount Due (Whole Loan)’) — can be used for DSCR calculations.
Total Shortfalls in Principal and Interest Outstanding (Whole Loan)	Dynamic	Numeric	Cumulative outstanding P&I amounts due on loan at the end of the current period. The cumulative amount of any unpaid principal and interest on the Loan Payment Date.
Total Other Amounts Outstanding	Dynamic	Numeric	Cumulative outstanding amounts on loan (e.g. insurance premium, ground rents, cap ex) at the end of the current period that have been expended by Issuer/Servicer. The cumulative amount of any property protection advances or other sums that have been advanced by the Servicer or Issuer and not yet reimbursed by the borrower.
Cumulative Amount Outstanding	Dynamic	Numeric	The sum of Field ‘Total Shortfalls in Principal and Interest Outstanding (Whole Loan)’ and ‘Total Other Amounts Outstanding’.
Amortisation Trigger Reached	Dynamic	Y/N	Has the amortisation trigger been reached?
Current Amortisation Type	Dynamic	List	The type of amortisation that applies to the A-Loan.
Total Scheduled Principal and Interest Paid (A-Loan)	Dynamic	Numeric	Scheduled Principal and Interest payment due on the A-Loan for the current period for the Issuer.
Most Recent YTD Financial Details
Borrower Reporting Breach	Dynamic	Y/N	Is Borrower in breach of its obligation to deliver reports to loan servicer or lender?
Most Recent Revenue	Dynamic	Numeric	Total revenues for the period covered by the most recent financial operating statement (i.e. year to date or trailing 12 months) for all the properties.
Most Recent Loan to Value Ratio (Whole Loan)	Dynamic	Numeric	Most recent Loan to Value (LTV) for the loan (whole) based on the loan documentation.
Most Recent Debt Service Cover Ratio (Whole Loan)	Dynamic	Numeric	Most recent Debt Service Coverage Ratio (DSCR) for the loan (whole) based on the loan documentation.
Most Recent Interest Cover Ratio (Whole Loan)	Dynamic	Numeric	Most recent Interest Coverage Ratio (ICR) for the loan (whole) based on the loan documentation.
Most Recent Interest Cover Ratio (A-Loan)	Dynamic	Numeric	Most recent interest coverage ratio calculation for the A-Loan based on the offering documentation.
Most Recent Debt Service Cover Ratio (A-Loan)	Dynamic	Numeric	Most recent debt service coverage ratio calculation for the A-Loan based on the offering documentation.
Most Recent Loan to Value Ratio (A-Loan)	Dynamic	Numeric	Most recent Loan to Value ratio (LTV) for the A-Loan based on the offering documentation.
Reserve and Escrow Details
Total Reserve Balance	Dynamic	Numeric	Total balance of the reserve accounts at the loan level at the Loan Payment Date. Includes Maintenance, Repairs and Environmental, etc. (excludes Tax and Insurance reserves Includes LC’s for reserves. Should be completed if Field ‘Collection of Other Reserves’ in Loan Set up is ‘Y’ = Yes.
Escrow Trigger Event Occurred	Dynamic	Y/N	Enter Y if an event has occurred which has caused reserve amounts to be established. Enter N if payments are built up as a normal condition of the loan agreement.
Amounts Added to Escrows in Current Period	Dynamic	Numeric	Amount that has been added to any escrows or reserves during Current Period.
Reserve Balance Currency	Dynamic	List	Reserve account currency denomination.
Escrow Currency	Static	List	Escrow account currency denomination.
Liquidation and Prepayment Details
Liquidation/Prepayment Date	Dynamic	Date	The date on which an unscheduled principal payment or liquidation proceeds are received.
Liquidation/Prepayment Code	Dynamic	List	Code assigned to any unscheduled principal payments or liquidation proceeds received during the collection period.
Borrower Level Hedging Details
Name of Loan Swap Provider (Borrower Level)	Dynamic	Text	The name of the Swap provider for the loan if the Borrower has the direct contract with the swap counterparty.
Actual Ratings of Loan Swap Provider (Borrower Level)	Dynamic	Text/Numeric	Identify the ratings of the Swap Counterparty as of the Loan Payment Date.
Full or Partial Termination Event of Loan Level Swap for Current Period (Borrower Level)	Dynamic	List	If loan swap has been terminated during current period, identify reason.
Net Periodic Payment due to Loan Swap Provider (Borrower Level)	Dynamic	Numeric	Amount of payment made by the borrower to the swap counterparty on the Loan Payment Date as required by the Swap contract.
Net Periodic Payment due from Loan Swap Provider (Borrower Level)	Dynamic	Numeric	Amount of payment made by the swap counterparty to the borrower on the Loan Payment Date as required by the Swap contract.
Breakage Costs Due to Loan Swap Provider	Dynamic	Numeric	Amount of any payment due from the borrower to the swap counterparty for partial of full termination of the Swap.
Shortfall in Payment of Breakage Costs on Loan Level Swap	Dynamic	Numeric	Amount of any shortfall, if any, of breakage costs resulting from the full or partial termination of the swap, paid by the borrower.
Breakage Costs Due from Loan Level Swap Counterparty	Dynamic	Numeric	Amount of any gains paid by the swap counterparty to the borrower on full or partial termination.
Next Reset Date for the Loan Level Swap	Dynamic	Date	Date of next reset date on the loan level swap.
Swap Details	Dynamic	Text	Details of the Swap.
Delinquent Loan Status Details
Status of Properties	Dynamic	List	Status of properties.
Loan Status	Dynamic	List	Loan status (i.e. current, non-payment etc.). If a loan has multiple Status Codes triggered, Servicer discretion to determine which code reported.
Enforcement Start Date	Dynamic	Date	The date on which foreclosure or administration proceedings or alternative enforcement procedures were initiated against or agreed by the borrower.
Workout Strategy Code	Dynamic	List	Work-out strategy.
Expected Timing of Recoveries	Dynamic	Numeric	Expected recovery timing in months.
In Insolvency	Dynamic	Y/N	Insolvency Status of Loan (if in insolvency ‘Y’, else ‘N’).
Insolvency Date	Dynamic	Date	Date of Insolvency.
Property Possession Date	Dynamic	Date	The date on which title to (or an alternative form of effective control and ability to dispose of) the collateral property was obtained.
Net Proceeds Received on Liquidation	Dynamic	Numeric	Net proceeds received on liquidation used to determine loss to the Issuer per the Transaction Documents. The amount of the net proceeds of sale received, this will determine whether there is a loss or shortfall on the loan.
Liquidation Expense	Dynamic	Numeric	Expenses associated with the liquidation to be netted from the other assets of issuer to determine loss per the Transaction Documents. Amount of any liquidation expenses that will be paid out of the net sales proceeds to determine whether there will be any loss.
Realised Loss to Securitisation	Dynamic	Numeric	Outstanding balance of loan (plus Liquidation Expenses) less net Liquidation Proceeds Received. The amount of any loss to the Issuer after deducting liquidation expenses from the net sales proceeds.
Number of months in Arrears	Dynamic	Numeric	Number of months this loan is in arrears at the end of the current period according to the definition of the issuer.
Default Amount	Dynamic	Numeric	Total default amount before the application of sale proceeds and recoveries.
Cumulative Recoveries	Dynamic	Numeric	Total recoveries including all sale proceeds.
Special Servicing Status	Dynamic	Y/N	As of the Loan Payment Date is the loan currently being specially serviced?
Default Date	Dynamic	Date	Date the loan defaulted.
Liquidation Currency	Dynamic	List	Liquidation currency denomination.
Currency of Losses	Dynamic	List	Losses currency denomination.
Default/Arrears Currency	Dynamic	List	Default/Arrears currency denomination.
Loan Modification Details
Noteholder Consent	Dynamic	Y/N	Is Noteholder consent needed in a restructuring?
Noteholder Meeting Scheduled	Dynamic	Date	What date is the next noteholder meeting scheduled for?
Last Loan Sale Date	Dynamic	Date	The date the loan was sold to the Issuer, if the loan was part of the original securitisation, then this will be the Securitisation Date.
Last Property Securitisation Date	Dynamic	Date	Date the latest property or properties were contributed to this securitisation. If any properties have been substituted, enter the date of the last substitution. If the properties were part of the original transaction, this will be the Securitisation Date.
Date of Assumption	Dynamic	Date	Date the assignment/novation or assumption was executed by the new borrower.
Appraisal Reduction Amount Date	Dynamic	Date	Date the Appraisal Reduction Amount was calculated and approved (initial or updated calculation as of date).
Date of Last Modification	Dynamic	Date	Last effective date the loan was modified.
Modification Code	Dynamic	List	Type of modification.
Modified Payment Rate	Dynamic	Numeric	If the loan has been restructured (probably during a workout process), and the amortisation schedule has been amended, then the new amount, expressed as a percentage of the loan balance, should be entered.
Modified Loan Interest Rate	Dynamic	Numeric	If the loan has been restructured (probably during a workout process), and the interest rate/margin has been amended, then the new rate should be entered.
Special Servicing Details
Servicer Watchlist	Dynamic	Date	Determination Date that a loan was placed on the Watchlist. If loan came off the Watchlist in a prior period and is now coming back on, use the new entry date.
Most Recent Special Servicer Transfer Date	Dynamic	Date	The date a loan was transferred to the special Servicer following a servicing transfer event. Note: If the loan has had multiple transfers, this should be the last date transferred to special servicing.
Most Recent Primary Servicer Return Date	Dynamic	Date	The date a loan becomes a ‘corrected mortgage loan’, which is the date the loan was returned to the master/primary Servicer from the special Servicer.
Non-Recoverability Determined	Dynamic	Y/N	Indicator (Yes/No) as to whether the Servicer/Special has determined that there will be a shortfall in recovering any advances it has made and the outstanding loan balance and any other amounts owing on the loan from proceeds upon sale or liquidation of the property or Loan.
Date of Loan Breach	Dynamic	Date	The date the breach occurred. If multiple breaches, the date of the earliest breach.
Date of Loan Breach Cure	Dynamic	Date	The date the breach cured. If multiple breaches, the date which the last breach cured.
Watchlist Criteria Code	Dynamic	List	Servicer Watchlist Code. If multiple criteria are applicable, please list the most detrimental code.
Currency of Fees	Dynamic	List	Fees currency denomination.
Special Servicer Details
Special Servicer Name	Dynamic	Text	Special Servicer name.
Special Servicer Change?	Dynamic	Y/N	Has there been a change in the Special Servicer since the prior reporting period?
Other Ranking Lender Enforcement Involvement	Dynamic	Y/N	Is another ranking lender involved in enforcement?
Defaulted Loan Status Details
Default or Foreclosure	Dynamic	Y/N	Is the loan currently in default or foreclosure?
Default Reason	Dynamic		Reason for default.
Covenant Breach/Trigger	Dynamic	List	Type of Covenant Breach/Trigger.
Capital Requirement Directive Information
Specify Originator compliance with one of four retention options	Dynamic	List	Type of retention.
Retained by Originator	Dynamic	Numeric	Net economic interest retained by the originator in percentage (%) terms as under Article 405 of Regulation (EU) No 575/2013 on prudential requirements for credit institutions and investment firms (CRR).

PROPERTY:

Field Name	Static/Dynamic	Data Type	Field Definition and Criteria
Property Collateral Details
Property Identifier	Static	Text/Numeric	Unique identifier for the property. If multiple properties (such as a block of apartments) this should be a unique identifier which identifies them collectively.
Property Cross-Collateralised Loan Grouping	Dynamic	Text/Numeric	Please enter relevant Offering Circular Loan Identifiers, if one property secures several loans within the transaction or pool then separate IDs with comma delimiters.
Property Name	Static	Text/Numeric	The name of the property that serves as security for the loan. If multiple properties (such as a block of apartments) this should be the name which identifies them collectively.
Property Address	Static	Text/Numeric	The address of the property that serves as security for the loan.
Property City Town	Static	Text	City or town name where the property is located.
Property Post Code	Static	Text/Numeric	The primary property postal code. First 2-4 characters must be provided at a minimum.
Property Country	Static	List	The country where the property is located.
Property Type Code	Static	List	The property type or use reference defined in the valuation report or offering documentation.
Year Built	Static	Date	Year the property was built per the valuation report or offering document.
Year Last Renovated	Dynamic	Date	Year that last major renovation/new construction was completed on the property per the valuation report or offering document.
Net Square Metres At Securitisation Date	Dynamic	Numeric	The total net rentable area of the properties in square metres that serve as security for the loan per the most recent valuation report. For multiple properties sum the area.
Net Internal Floor Area Validated	Dynamic	Y/N	Has a valuer verified the net internal floor area of the property?
Number of Units/Beds/Rooms	Static	Numeric	For property type Multifamily enter number of units, for Hospitality/Hotel/Healthcare — beds, for Caravan Parks — units, Lodging rooms, Self-Storage units. For Multiple properties, if all the same Property Type, sum the values.
Property Status	Dynamic	List	Most recent loan status of property.
Property Form of Title	Static	List	The relevant form of property title. A lease on land only, in which the borrower usually owns a building or is required to build as specified in the lease.
Property Leasehold Expiry	Static	Date	Provide the earliest date the leasehold interest expires.
Ground Rent Payable	Dynamic	Numeric	If property is leasehold, please provide the current annual leasehold rent payable to the lessor.
Date of Most Recent Valuation	Dynamic	Date	Date of the last property valuation.
Most Recent Valuation	Dynamic	Numeric	The most recent valuation of the property.
Most Recent Valuation Basis	Dynamic	List	The most recent Valuation Basis.
Ground Rent Currency	Dynamic	List	Currency of the Ground Rent (‘Ground Rent Payable’).
Most Recent Valuation Currency	Dynamic	List	Currency of the Most Recent Valuation (‘Most Recent Valuation’).
Securitisation Date Details
Property Securitisation Date	Static	Date	Date the property was contributed to this securitisation. If this property has been substituted, enter the date of the substitution. If the property was part of the original transaction, this will be the Securitisation Date.
Allocated Percentage of Loan at Securitisation Date	Static	Numeric	Allocated loan % attributable to property at Securitisation Date where there is more than one property securing the loan.
Date of Financials at Securitisation Date	Static	Date	The end date of the financials for the information used in the offering circular (e.g. year to date, annual, quarterly or trailing 12 months).
Net Operating Income at Securitisation Date	Dynamic	Numeric	Revenue less Operating Expenses at Securitisation Date.
Valuation at Securitisation Date	Static	Numeric	The valuation of the properties securing the loan at Securitisation Date as described in the Offering Circular.
Name of Valuer at Securitisation	Static	Text	Name of valuation firm who performed the property valuation at securitisation.
Date of Valuation at Securitisation Date	Dynamic	Date	The date the valuation was prepared for the values disclosed in the offering circular.
Vacant Possession Value at Date of Securitisation	Dynamic	Numeric	Vacant possession value at Date of Securitisation.
Commercial Area	Dynamic	Numeric	The total net Commercial rentable area of the property in square metres that serves as security for the loan per the most recent valuation report.
Residential Area	Dynamic	Numeric	The total net residential rentable area of the property in square metres that serves as security for the loan per the most recent valuation report.
Currency of Financials	Dynamic	List	Loan currency denomination.
Property Most Recent YTD Financial Details
Current Allocated Loan Percentage	Dynamic	Numeric	Allocated loan % attributable to property at Loan Payment Date where there is more than one property securing the loan, the sum of all % should total 100 %. This may be set out in the Loan Agreement.
Current Allocated Ending Loan Amount	Dynamic	Numeric	Apply the Current Allocated % to the Actual Balance outstanding on the Loan.
Most Recent Financial As of Start Date	Dynamic	Date	The first day of the financials used for the most recent financial operating statement (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months).
Most Recent Financial As of End Date	Dynamic	Date	The end date of the financials used for the most recent financial operating statement (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months).
Last Month of Year used for Reporting Financials	Dynamic	Text/Numeric	Enter the month that the financials for each year (most recent, preceding and second preceding) will end.
Most Recent Financial Indicator	Dynamic	List	This field is used to describe the period for which the most recent financial data is reflected.
Most Recent Revenue	Dynamic	Numeric	Total revenues for the period covered by the most recent financial operating statement (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months) for all the properties. For multiple properties then sum the revenue.
Most Recent Operating Expenses	Dynamic	Numeric	Total operating expenses for the period covered by the most recent financial operating statement (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months) for all properties.
Most Recent Net Operating Income	Dynamic	Numeric	Total revenues less total operating expenses for the period covered by the most recent financial operating statement.
Most Recent Capital Expenditure	Dynamic	Numeric	Total Capital Expenditure (as opposed to repairs and maintenance) for the period covered by the most recent financial operating statement, e.g. Monthly, Quarterly, Year to Date or Trailing 12 months) for all the properties.
Most Recent Net Cash Flow	Dynamic	Numeric	Total Net Operating Income less Capital Expenses for the period covered by the most recent financial operating statement.
Most Recent Debt Service Amount	Dynamic	Numeric	Total scheduled payments of principal and interest due during the period covered by the most recent financial operating statement (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months).
Most Recent DSCR (NOI)	Dynamic	Numeric	Calculate the DSCR based on NOI for the period covered by the most recent financial operating statement (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months).
Contractual Annual Rental Income	Dynamic	Numeric	The contractual annual rental income derived from the most recent Borrower tenancy schedule.
Property Occupancy Details
Occupancy as of Date	Dynamic	Date	Date of most recently received rent roll/ tenancy schedule. (for hospitality (hotels), and health care properties use average occupancy for the period for which the financial statements are reported).
Physical Occupancy at Securitisation Date	Dynamic	Numeric	At Securitisation the available percentage of rentable space actually occupied (i.e. where tenants are actually in occupation and not vacated). Should be derived from a rent roll or other document indicating occupancy consistent with most recent financial year information.
Most Recent Physical Occupancy	Dynamic	Numeric	The most recent available percentage of rentable space actually occupied (i.e. where tenants are actually in occupation and not vacated). Should be derived from a rent roll or other document indicating occupancy consistent with most recent financial year information.
Available Tenant by Tenant Data	Dynamic	Y/N	Is the tenant information available on a tenant by tenant basis?
Weighted Average Lease Terms	Dynamic	Numeric	Weighted average lease terms in years.
Weighted Average Lease Terms (1st Break)	Dynamic	Numeric	Weighted average lease terms (in years) after all 1st Break options
Top Three Tenant Details
% Income expiring 1-12 months	Dynamic	Numeric	Percentage of income expiring in 1 to 12 months.
% Income expiring 13-24 months	Dynamic	Numeric	Percentage of income expiring in 13 to 24 months.
% Income expiring 25-36 months	Dynamic	Numeric	Percentage of income expiring in 25 to 36 months.
% Income expiring 37-48 months	Dynamic	Numeric	Percentage of income expiring in 37 to 48 months.
% Income expiring 49+ months	Dynamic	Numeric	Percentage of income expiring in 49 or more months.
Largest Tenant by income (Net)	Dynamic	Text/Numeric	Name of largest current tenant by net rent.
Date of Lease Expiration of Largest Tenant	Dynamic	Date	Expiration date of lease of largest current tenant (by net rent).
Rent Payable by Largest Tenant	Dynamic	Numeric	Annual Rent payable by largest current tenant.
2nd Largest Tenant by Income (Net)	Dynamic	Text/Numeric	Name of second largest current tenant (by net rent).
Date of Lease Expiration of 2nd Largest Tenant	Dynamic	Date	Expiration date of lease of second largest current tenant (net annual rent).
Rent Payable by 2nd Largest Tenant	Dynamic	Numeric	Rent Payable by second largest current tenant.
3rd Largest Tenant by Income (Net)	Dynamic	Text/Numeric	Name of third largest current tenant (by net rent).
Date of Lease Expiration of 3rd Largest Tenant	Dynamic	Date	Expiration date of lease of third largest current tenant (net annual rent).
Rent Payable by 3rd Largest Tenant	Dynamic	Numeric	Rent Payable by third largest current tenant.
Rent Currency	Dynamic	List	Rent currency denomination.
Foreclosure Details
Date Asset Expected to Be Resolved or Foreclosed	Dynamic	Date	Estimated date the Special Servicer expects resolution. If multiple properties, enter latest date from the affiliated properties. If in foreclosure = Expected Date of Foreclosure and if Property Possession = Expected Sale Date.
Possession Proceedings Start Date	Dynamic	Date	The date on which foreclosure proceedings or alternative enforcement procedures were initiated against or agreed by the borrower.
Date of Receivership	Dynamic	Date	The date on which title to (or an alternative form of effective control and ability to dispose of) the collateral property was obtained.

BOND INFO:

Field Name	Static/Dynamic	Data Type	Field Definition and Criteria
Bond General Details
Transaction Pool Identifier	Static	Text/Numeric	The unique transaction or pool identification string.
Distribution Date	Static	Date	The interest and principal payment date of the bond tranche.
Record Date	Static	Date	Date note class must be held as of to be considered holder of record.
Bond Class Name	Static	Text/Numeric	The designation (typically a letter and/or number) given to a tranche of commercial mortgage backed structured finance instrument which exhibit the same rights, priorities and characteristics as defined in the prospectus, i.e. Series 1 Class A1 etc.
CUSIP (Rule 144A)	Static	Text/Numeric	The security identification code assigned to each note class or tranche pursuant to standards established by the Committee on Uniform Security Identification Procedures number for Rule 144A requirements or other securities code established by an exchange or other entity.
International Securities Identification Number	Static	Text/Numeric	The security identification code assigned to each note class or tranche pursuant to standards established by the International Standards Organisation (ISIN) or other securities code established by an exchange or other entity.
Common Code (Rule 144A)	Static	Text/Numeric	Nine-digit identification code issued for each note class or tranche jointly by CEDEL and Euroclear.
International Securities Identification Number (Reg. S)	Static	Text/Numeric	The security identification code assigned to each note class or tranche pursuant to standards established by the International Standards Organisation (ISIN) for Regulation S requirements or other securities code established by an exchange or other entity.
Common Code (Reg. S)	Static	Text/Numeric	The security identification code assigned to each note class or tranche pursuant to standards established by the Committee on Uniform Security Identification Procedures number for Regulation S requirements or other securities code established by an exchange or other entity.
Bond Issuance Date	Static	Date	Date of bond issuance.
Legal Maturity Date	Static	Date	The date which note class specific or tranche of must be repaid in order not to be in default.
Currency	Static	List	Type of currency in which the note class or tranche monetary value is expressed.
Original Principal Balance	Static	Numeric	The original principal balance of the specific note class or tranche at the issuance date.
Bond Principal Details
Notional Flag	Static	Y/N	‘Y’ for Notional, ‘N’ if this note class or tranche is interest only, i.e. an IO strip.
Beginning Principal Balance	Static	Numeric	The outstanding principal balance of the note class or tranche at the beginning of the current period.
Scheduled Principal	Static	Numeric	The scheduled principal paid to the note class or tranche during the period.
Unscheduled Principal	Dynamic	Numeric	The unscheduled principal paid to the note class or tranche during the period.
Total Principal Distribution	Dynamic	Numeric	The total principal (scheduled and unscheduled) paid to the note class or tranche during the period.
Amortisation Type	Static	List	The amortisation method in which the note class or tranche is paid periodically.
Interest Only Period Duration	Static	Numeric	Length of interest only period in months.
Capitalised Interest	Dynamic	Numeric	Any interest added to the class balance including negative amortisation.
Principal Loss	Dynamic	Numeric	The total principal loss for the reporting period.
Cumulative Principal Losses	Dynamic	Numeric	Principal losses allocated cumulative-to-date.
Ending Principal Balance	Dynamic	Numeric	The outstanding principal balance of the note class or tranche at the end of the current period.
Payment Note factor	Dynamic	Numeric	Principal paid on the note class or tranche in the reporting period as a fraction of the note or tranche original (initial) balance (0<x<1), up to 12 decimal points.
Ending Note factor	Dynamic	Numeric	Ending note class or tranche principal after the payments of the current reporting period as a fraction of the note or tranche original (initial) balance (0<x<1), up to 12 decimal points.
Next Note Payment Date	Dynamic	Date	The next period note class or tranche payment/distribution date.
Bond Interest Details
Index Rate Type	Static	List	The base reference interest index as defined in the offering document applicable to the specific note class or tranche. Current interest rate index.
Current Index Rate	Dynamic	Numeric	The current value of the index rate applied to the specific note class or tranche during the current accrual period, to a minimum of 5 decimal places.
Accrual Method	Static	List	The accrual method in which the note class or tranche is calculated periodically.
Current Accrual Days	Dynamic	Numeric	The number of accrual days applicable to the calculation of current period remittance interest.
Interest Accrued	Dynamic	Numeric	The amount of accrued interest.
Available Funds Cap Applicable	Static	Y/N	Does the Note class benefit an Available Funds Cap (AFC) mechanism?
Appraisal Reduction Amount	Dynamic	Numeric	Current appraisal reduction allocated to this class.
Cumulative Appraisal Reduction	Dynamic	Numeric	Total cumulative appraisal reduction allocated.
Other Interest Distribution	Dynamic	Numeric	Other specific additions to interest.
Current Interest Shortfall	Dynamic	Numeric	Interest shortfall amount for this reporting period for this class.
Cumulative Interest Shortfall	Dynamic	Numeric	Cumulative Interest Shortfall to date.
Total Interest Distribution	Dynamic	Numeric	The total interest payment made.
Beginning Unpaid Interest Balance	Dynamic	Numeric	Outstanding interest shortfall at the beginning of the current period.
Short-Term Unpaid Interest	Dynamic	Numeric	Any interest deferred in the current period and payable on the next Payment Date.
Long-Term Unpaid Interest	Dynamic	Numeric	Any interest deferred in the current period and payable on the Maturity Date.
Available Funds Cap Trigger Event	Dynamic	Y/N	Has an Available Funds Cap (AFC) event been triggered?
Next Period Index Rate	Dynamic	Numeric	The next period value of the Index rate.
Next Index Reset Date	Dynamic	Date	The next period Index Rate reset date.
Liquidity Facility Details
Liquidity Facility - Beginning Balance	Dynamic	Numeric	The beginning balance of the liquidity facility.
Adjustments To The Liquidity Facility	Dynamic	Numeric	Any adjustments to the liquidity facility.
Drawdowns On The Liquidity Facility	Dynamic	Numeric	Amount of drawdown on the liquidity facility.
Repayments To The Liquidity Facility	Dynamic	Numeric	Repayment amounts to the liquidity facility.
Closing Liquidity Facility Balance	Dynamic	Numeric	The closing balance.
Liquidity Facility Currency	Dynamic	List	Currency of the liquidity facility.