{ "url": "https://openlegislation.uk/eu-regulation-2015-3/annex-II", "json_url": "https://openlegislation.uk/eu-regulation-2015-3/annex-II.json", "legislation": "eur/2015/3", "legislation_title": "Commission Delegated Regulation (EU) 2015/3 of 30 September 2014 supplementing Regulation (EC) No 1060/2009 of the European Parliament and of the Council with regard to regulatory technical standards on disclosure requirements for structured finance instruments (Text with EEA relevance)", "legislation_url": "https://openlegislation.uk/eu-regulation-2015-3", "path": "annex/II", "kind": "annex", "number": "II", "heading": "Loan Level Data — Reporting template for structured finance instruments backed by commercial mortgages", "text": "LOAN:\nField Name\nStatic/Dynamic\nData Type\nField Definition and Criteria\nLoan Identifiers\nTransaction Pool Identifier\nStatic\nText/Numeric\nThe unique transaction or deal name.\nPool Cut-off Date\nDynamic\nDate\nCurrent pool or portfolio cut-off date.\nSecuritisation Date\nStatic\nDate\nDate of issue of the deal — First bond listing date\nOriginal Loan Terms\nGroup Identifier\nStatic\nText/Numeric\nThe alpha-numeric code assigned to each loan group within an issue.\nLoan Servicer Identifier\nStatic\nText/Numeric\nThe loan servicer unique identification string assigned to the loan.\nOffering Circular Loan Identifier\nStatic\nText/Numeric\nThe offering circular or prospectus unique number or transaction loan name assigned to the loan within the transaction or pool.\nLoan Sponsor\nStatic\nText/Numeric\nLoan sponsor.\nLoan Origination Date\nStatic\nDate\nDate of original loan advance.\nLoan Currency\nStatic\nList\nLoan currency denomination.\nWhole Loan Balance at Origination Date\nStatic\nNumeric\nWhole loan balance at origination representing 100 % full facility, i.e. securitised and unsecuritised/owned and un-owned amount (in loan currency).\nOriginal Term of Loan\nStatic\nNumeric\nContractual term (in months) at Origination date.\nStart Date of Amortisation\nStatic\nDate\nThe date that amortisation will commence on the whole loan (this may be a date prior to the securitisation date).\nInterest Rate Index Code\nStatic\nList\nCurrent interest rate index (the reference rate off which the mortgage interest rate is set).\nOriginal Loan Interest Rate\nStatic\nNumeric\nLoan all-in interest rate at loan origination date. If multiple tranches with different interest rates then apply a weighted average rate.\nFirst Interest Payment Due Date\nStatic\nDate\nThe date that the first interest payment was due on the loan following origination date.\nLoan Country\nStatic\nList\nCountry of the loan.\nLoan Purpose\nStatic\nList\nLoan purpose.\nMortgage Security\nStatic\nY/N\nIs the loan secured by mortgages on the properties?\nLoan Statistics at Securitisation Date\nDebt Service Coverage Ratio for the loan (whole) at the Securitisation Date\nStatic\nNumeric\nThe Debt Service Coverage Ratio for the loan (whole) at the Securitisation Date.\nLoan to Value Ratio for the loan (whole) at the Securitisation Date\nStatic\nNumeric\nThe Loan to Value Ratio for the loan (whole) at the Securitisation Date.\nSecuritisation Date Interest Cover Ratio (A-Loan)\nStatic\nNumeric\nAt securitisation interest coverage ratio calculation for the A-Loan based on the offering documentation.\nSecuritisation Date Debt Service Cover Ratio (A-Loan)\nStatic\nNumeric\nAt securitisation debt service coverage ratio calculation for the A-Loan based on the offering documentation.\nSecuritisation Date Loan to Value Ratio (A-Loan)\nStatic\nNumeric\nAt securitisation Loan to Value ratio (LTV) for the A-Loan based on the offering documentation.\nCommitted Principal Balance at Securitisation Date\nStatic\nNumeric\nThe committed balance, including any undrawn amounts, of the whole loan at Securitisation Date.\nActual Principal Balance at Securitisation Date (Whole Loan)\nStatic\nNumeric\nActual Principal Balance of the whole loan at the Securitisation Date as identified in the offering circular.\nPeriodic Principal and Interest Payment at Securitisation Date\nStatic\nNumeric\nThe scheduled principal and interest amount that is due on the next Loan Payment Date as at the Securitisation Date.\nLoan Rate at Securitisation Date\nStatic\nNumeric\nThe total interest rate (e.g. Libor + Margin) that is being used to calculate interest due on the loan at the Securitisation Date.\nRanking of Charge at Securitisation Date\nStatic\nList\nIs the security granted to the Securitisation a first ranking security?\nRemaining Term at Securitisation Date\nStatic\nNumeric\nRemaining number of months (excluding any extension options) until maturity of loan at Securitisation Date.\nRemaining Amortisation Term at Securitisation Date\nStatic\nNumeric\nThe 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.\nLoan Maturity Date at Securitisation Date\nStatic\nDate\nThe 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.\nActual Principal Balance at Securitisation Date (A-Loan)\nStatic\nNumeric\nActual Principal Balance of the A Note loan at the Securitisation Date as identified in the offering circular.\nExtension Option\nDynamic\nY/N\nIndicate whether there is an option to extend the term of the loan and push out the maturity date.\nDuration of Shortest Extension Option\nStatic\nNumeric\nDuration in months of the shortest extension option available to the loan.\nNature of extension option\nStatic\nList\nType of extension option.\nCollateral Details\nNumber of Properties at Securitisation Date\nStatic\nNumeric\nThe number of properties that serve as security for the loan at the Securitisation Date.\nNumber of Properties at Pool cut-off Date\nDynamic\nNumeric\nThe number of properties that serve as security for the loan at the pool cut-off date.\nProperties Collateralised to the Loan at Securitisation\nStatic\nText/Numeric\nEnter the unique property identifiers (PC1) of the properties that served as security for the loan at the Securitisation Date.\nProperties Collateralised to the Loan at Pool cut-off date\nDynamic\nText/Numeric\nEnter the unique property identifiers (PC1) of the properties that serve as security for the loan at the cut-off date.\nLoan Covenant Details\nInterest Coverage Ratio Method (Whole Loan)\nStatic\nList\nPlease define calculation of ICR financial covenant requirement at the whole loan level, the inferred method of calculation.\nDebt Service Coverage Ratio Method (Whole Loan)\nStatic\nList\nPlease define calculation of DSCR financial covenant requirement at the whole loan level, the inferred method of calculation.\nLoan to Value Method (Whole)\nStatic\nList\nPlease define calculation of LTV financial covenant requirement at the whole loan level, the inferred method of calculation.\nOther Financial Covenant Code (Whole)\nStatic\nList\nIf there is another code required for ICR or DSCR financial covenant requirement at the whole loan level.\nInterest Coverage Ratio Method (A-Loan)\nStatic\nList\nPlease define the A-Loan Interest Coverage Ratio method of calculation.\nDebt Service Coverage Ratio Method (A-Loan)\nStatic\nList\nPlease define the A-Loan Debt Service Coverage Ratio method of calculation.\nLoan to Value Method (A-Loan)\nStatic\nList\nPlease define the A-Loan Loan to Value Method of calculation.\nUnderlying Property Statistics at Securitisation Date\nRevenue at Securitisation Date\nStatic\nNumeric\nThe total underwritten revenue from all sources for a property as described in the offering circular. If multiple properties, sum the values of the properties.\nOperating Expenses at Securitisation Date\nStatic\nNumeric\nTotal 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.\nNOI at Securitisation Date\nStatic\nNumeric\nRevenue less Operating Expenses at Securitisation Date (Field ‘Revenue at Securitisation Date’ minus ‘Operating Expenses at Securitisation Date’). If multiple properties, sum the values.\nCapital Expenditures at Securitisation Date\nStatic\nNumeric\nCapex at Securitisation Date (as opposed to repairs and maintenance) if identified in the offering circular.\nNCF at Securitisation Date\nStatic\nNumeric\nNOI less Capex at Securitisation Date (Field ‘NOI at Securitisation Date’ less ‘Capital Expenditures at Securitisation Date’).\nCurrency of Financial Reporting at Securitisation\nStatic\nList\nThe currency used in the initial financial reporting of Fields ‘Revenue at Securitisation Date’ — ‘NCF at Securitisation Date’.\nICR/DSCR Indicator at Securitisation Date\nStatic\nList\nHow the DSCR is calculated/applied when a loan has multiple properties.\nProperty Portfolio Value at Securitisation Date\nStatic\nNumeric\nThe 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.\nProperty Portfolio Valuation Currency at Securitisation Date\nStatic\nList\nThe currency of the valuation in ‘Property Portfolio Value at Securitisation Date’.\nValuation Date at Securitisation Date\nStatic\nDate\nThe date the valuation was prepared for the values disclosed in the offering circular. For multiple properties, if several dates, take the most recent date.\nEconomic Occupancy at Securitisation Date\nStatic\nNumeric\nThe 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.\nAmounts Held in Escrow at Securitisation Date\nStatic\nNumeric\nTotal balance of the legally charged reserve accounts at the loan level at the Securitisation Date.\nCollection Of Escrows\nStatic\nY/N\nEnter 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.\nCollection Of Other Reserves\nStatic\nY/N\nAre 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?\nEscrow Held Upon Trigger Event\nStatic\nY/N\nDoes the loan agreement require reserve amounts to be made upon the occurrence of any trigger events?\nTrigger for Escrow to be Held\nStatic\nList\nType of trigger event.\nTarget Escrow Amounts/Reserves\nStatic\nNumeric\nTarget escrow amounts/reserves.\nEscrow Account Release Conditions\nStatic\nText\nRelease conditions of the escrow account.\nConditions of Drawing Cash Reserve\nStatic\nList\nWhen can the Cash Reserve be used.\nEscrow Currency\nStatic\nList\nCurrency of the Escrow payments. Fields ‘Amounts Held in Escrow at Securitisation Date’ and ‘Target Escrow Amounts/Reserves’.\nLoan Grouping and Substitutions Details\nCross-Collateralised Loan\nStatic\nY/N\nIndicate if this is a cross collateralised loan (Example: loans 1 and 44 are cross collateralised as are loans 4 and 47).\nSubstituted Loan\nDynamic\nY/N\nIs this loan a substitute for another loan on a date after the Securitisation Date?\nDate of Substitution\nDynamic\nDate\nIf loan was substituted after the Securitisation Date, the date of such substitution.\nGrace Days Allowed\nStatic\nNumeric\nThe number of days after a payment is due in which the lender will not charge a late penalty or report the payment as late.\nAdditional Financing Indicator\nStatic\nList\nHas the whole loan had additional financing/mezzanine debt?\nLoan Interest Rate Details (at Securitisation Date)\nInterest Rate Type\nStatic\nList\nType of interest rate applied to the loan.\nInterest Accrual Method Code\nStatic\nList\nThe ‘days’ convention used to calculate interest.\nInterest in Arrears\nStatic\nY/N\nIs the interest that accrues on the loan paid in arrears?\nA-Loan Amortisation Type (if applicable)\nStatic\nList\nA-Loan amortisation type.\nWhole Loan Amortisation Details (at Securitisation Date)\nWhole Loan Amortisation Type (if applicable)\nStatic\nList\nWhole loan amortisation type.\nAccrual of Interest Allowed\nStatic\nY/N\nDo the loan documents allow for interest to be accrued and capitalised?\nPrepayment Lock-out End Date\nStatic\nDate\nThe date after which the lender allows prepayment of the loan.\nYield Maintenance End Date\nStatic\nDate\nThe 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.\nPrepayment Premium End Date\nStatic\nDate\nThe date after which the lender allows prepayment of the loan without requirement for a prepayment fee to be paid.\nPrepayment Terms Description\nStatic\nText/Numeric\nShould 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).\nDo Non-payments on Prior Ranking Claims Constitute a Default of the Loan?\nStatic\nY/N\nDo Non-payments on Prior Ranking Claims Constitute a Default of the Loan?\nNon-payments on Equal Ranking Loans Constitute Default of Property?\nStatic\nY/N\nDo Non-payments on Equal Ranking Loans Constitute Default of Property?\nLoan Hedging Details (at Securitisation Date)\nLifetime Rate Cap\nStatic\nNumeric\nMaximum rate that the borrower must pay on a floating rate loan as required under the terms of the loan agreement.\nLifetime Rate Floor\nStatic\nNumeric\nMinimum rate that the borrower must pay on a floating rate loan as required under the terms of the loan agreement.\nType of Loan Level Swap\nStatic\nList\nDescribe the type of loan level swap that applies.\nLoan Swap Provider\nDynamic\nText\nName of loan swap provider.\nType of Interest Rate Loan Level Swap\nStatic\nList\nDescribe the type of interest rate swap that applies to the loan.\nType of Currency Loan Level Swap\nStatic\nList\nDescribe the type of currency rate swap.\nExchange Rate for Loan Level Swap\nStatic\nNumeric\nThe exchange rate that has been set for a currency loan level swap.\nStart Date of Loan Level Swap\nStatic\nDate\nStart Date of Loan Level Swap.\nEnd Date of Loan Level Swap\nStatic\nDate\nEnd Date of Loan Level Swap.\nBorrower Obligation to Pay Breakage on Loan Level Swap\nStatic\nList\nExtent to which Borrower is obligated to pay breakage costs to loan swap provider.\nLoan Rate Adjustment Details (at Securitisation Date)\nPayment Frequency\nStatic\nList\nFrequency of interest and amortisation payments on Loan according to original loan documents.\nRate Reset Frequency\nStatic\nList\nFrequency with which the interest rate is reset according to original loan documents.\nPay Reset Frequency\nStatic\nList\nFrequency with which the P&I payment is reset according to original loan documents.\nIndex Look Back In Days\nStatic\nNumeric\nThe 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).\nIndex Determination Date\nStatic\nDate\nIf the Loan Agreement states specific dates for the index to be set, enter the next index determination date.\nLoan Syndication and Participation Details\nLoan Structure\nStatic\nList\nUse the Loan Structure Code to describe what structure applies to this loan, e.g. whole loan, A/B splits, syndicated.\nSyndicated Loan\nStatic\nY/N\nIs the loan part of a syndicated loan?\nPercentage of Total Loan Facility being Securitised\nStatic\nNumeric\nPercentage of total loan in securitisation at Securitisation Date.\nRights of Controlling Party for Material Decisions\nStatic\nY/N\nDoes owner of any participation other than the issuer have the right to make major decisions?\nAgent Bank of Syndication\nStatic\nText\nAgent bank.\nMiscellaneous Loan Details\nRemedy for Breach of Financial Covenant\nStatic\nList\nThe remedy for the financial covenant breach.\nLoan Originator\nStatic\nText\nName of the originator/Lender that sold the loan to the Issuer. Name of entity ultimately responsible for the representations and warranties of the loan.\nFinancial Information Submission Penalties\nStatic\nList\nIndicator for penalties for borrower’s failure to submit required financial information (Op. Statement, Schedule, etc.) as per loan documents.\nLoan Recourse\nStatic\nY/N\nIs there recourse to another party (e.g. guarantor) if the event the borrower defaults on an obligation under the loan agreement?\nRounding Code\nStatic\nList\nThe method for rounding the interest rate.\nRounding Increment\nStatic\nNumeric\nThe incremental percentage by which an index rate should be rounded in determining the interest rate as set out in the loan agreement.\nSpecial Servicer Name at Securitisation Date\nStatic\nText\nSpecial Servicer name at Securitisation date.\nServicing Standard\nStatic\nList\nServicing 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?\nPayment Date Details\nLoan Payment Date\nDynamic\nDate\nThe date principal and interest is paid to the Issuer, this would normally be the interest payment date of the loan.\nPaid through Date\nDynamic\nDate\nThe 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’.\nIndex Rate Reset Date\nDynamic\nDate\nFor adjustable rate loans, the next date that the interest rate is due to change. For fixed rate loans, enter the next interest payment date.\nNext Payment Adjustment Date\nDynamic\nDate\nFor 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.\nLoan Maturity Date\nDynamic\nDate\nThe 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.\nNext Loan Payment Date\nDynamic\nDate\nDate of next loan payment.\nRate Details\nCurrent Index Rate (Whole Loan)\nDynamic\nNumeric\nThe 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’.\nCurrent Margin Rate (Whole Loan)\nDynamic\nNumeric\nMargin 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’.\nCurrent Interest Rate (Whole Loan)\nDynamic\nNumeric\nThe 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).\nCurrent Interest Rate (A-Loan)\nDynamic\nNumeric\nGross rate per annum used to calculate the current period scheduled interest on the A portion of the loan.\nNext Index Rate (Whole Loan)\nDynamic\nNumeric\nThe 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)’.\nCurrent Default Rate (Whole Loan)\nDynamic\nNumeric\nTotal interest being used to calculate the default interest paid on the loan payment date in field ‘Loan Payment Date’.\nPrincipal Details\nCurrent Beginning Opening Balance (Whole Loan)\nDynamic\nNumeric\nOutstanding 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’.\nScheduled Principal Amount (Whole Loan)\nDynamic\nNumeric\nScheduled 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.\nCurrent Ending Scheduled Balance (Whole Loan)\nDynamic\nNumeric\nOutstanding 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)’).\nUnscheduled Principal Collections (Whole Loan)\nDynamic\nNumeric\nUnscheduled 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.\nOther Principal Adjustments (Whole Loan)\nDynamic\nNumeric\nUnscheduled 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.\nActual principal paid\nDynamic\nNumeric\nThe actual principal paid as of the most recent IPD.\nActual Ending Loan Balance (Whole Loan)\nDynamic\nNumeric\nOutstanding 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.\nCurrent Beginning Balance (A-Loan)\nDynamic\nNumeric\nOutstanding 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.\nTotal Principal Collections (A-Loan)\nDynamic\nNumeric\nAll 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.\nActual Ending Loan Balance (A-Loan)\nDynamic\nNumeric\nOutstanding 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.\nCommitted Undrawn Facility Loan Balance (Whole Loan)\nDynamic\nNumeric\nThe 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.\nInterest Details\nScheduled Interest Amount Due (Whole Loan)\nDynamic\nNumeric\nGross 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.\nPrepayment Interest Excess/ Shortfall\nDynamic\nNumeric\nShortfall 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.\nOther Interest Adjustment\nDynamic\nNumeric\nCompanion field for Other Principal Adjustments (Field ‘Other Principal Adjustments (Whole Loan)’) to show unscheduled interest adjustments for the related collection period.\nNegative Amortisation\nDynamic\nNumeric\nNegative amortisation/deferred interest/capitalised interest without penalty.\nActual Interest Paid (Whole Loan)\nDynamic\nNumeric\nWhole Loan actual interest paid current period. Total amount of interest paid by the borrower during the interest period or on the Loan Payment Date.\nActual Interest Paid (A-Loan)\nDynamic\nNumeric\nTotal amount of interest paid to the A-Loan during the interest period or on the Loan Payment Date.\nActual Default Interest\nDynamic\nNumeric\nWhole 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.\nDeferred Interest (Whole Loan)\nDynamic\nNumeric\nDeferred 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.\nCapitalised Interest (Whole Loan)\nDynamic\nNumeric\nCapitalised 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.\nPrincipal and Interest Details\nTotal Scheduled Principal and Interest due (Whole Loan)\nDynamic\nNumeric\nScheduled 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.\nTotal Shortfalls in Principal and Interest Outstanding (Whole Loan)\nDynamic\nNumeric\nCumulative 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.\nTotal Other Amounts Outstanding\nDynamic\nNumeric\nCumulative 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.\nCumulative Amount Outstanding\nDynamic\nNumeric\nThe sum of Field ‘Total Shortfalls in Principal and Interest Outstanding (Whole Loan)’ and ‘Total Other Amounts Outstanding’.\nAmortisation Trigger Reached\nDynamic\nY/N\nHas the amortisation trigger been reached?\nCurrent Amortisation Type\nDynamic\nList\nThe type of amortisation that applies to the A-Loan.\nTotal Scheduled Principal and Interest Paid (A-Loan)\nDynamic\nNumeric\nScheduled Principal and Interest payment due on the A-Loan for the current period for the Issuer.\nMost Recent YTD Financial Details\nBorrower Reporting Breach\nDynamic\nY/N\nIs Borrower in breach of its obligation to deliver reports to loan servicer or lender?\nMost Recent Revenue\nDynamic\nNumeric\nTotal 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.\nMost Recent Loan to Value Ratio (Whole Loan)\nDynamic\nNumeric\nMost recent Loan to Value (LTV) for the loan (whole) based on the loan documentation.\nMost Recent Debt Service Cover Ratio (Whole Loan)\nDynamic\nNumeric\nMost recent Debt Service Coverage Ratio (DSCR) for the loan (whole) based on the loan documentation.\nMost Recent Interest Cover Ratio (Whole Loan)\nDynamic\nNumeric\nMost recent Interest Coverage Ratio (ICR) for the loan (whole) based on the loan documentation.\nMost Recent Interest Cover Ratio (A-Loan)\nDynamic\nNumeric\nMost recent interest coverage ratio calculation for the A-Loan based on the offering documentation.\nMost Recent Debt Service Cover Ratio (A-Loan)\nDynamic\nNumeric\nMost recent debt service coverage ratio calculation for the A-Loan based on the offering documentation.\nMost Recent Loan to Value Ratio (A-Loan)\nDynamic\nNumeric\nMost recent Loan to Value ratio (LTV) for the A-Loan based on the offering documentation.\nReserve and Escrow Details\nTotal Reserve Balance\nDynamic\nNumeric\nTotal 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.\nEscrow Trigger Event Occurred\nDynamic\nY/N\nEnter 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.\nAmounts Added to Escrows in Current Period\nDynamic\nNumeric\nAmount that has been added to any escrows or reserves during Current Period.\nReserve Balance Currency\nDynamic\nList\nReserve account currency denomination.\nEscrow Currency\nStatic\nList\nEscrow account currency denomination.\nLiquidation and Prepayment Details\nLiquidation/Prepayment Date\nDynamic\nDate\nThe date on which an unscheduled principal payment or liquidation proceeds are received.\nLiquidation/Prepayment Code\nDynamic\nList\nCode assigned to any unscheduled principal payments or liquidation proceeds received during the collection period.\nBorrower Level Hedging Details\nName of Loan Swap Provider (Borrower Level)\nDynamic\nText\nThe name of the Swap provider for the loan if the Borrower has the direct contract with the swap counterparty.\nActual Ratings of Loan Swap Provider (Borrower Level)\nDynamic\nText/Numeric\nIdentify the ratings of the Swap Counterparty as of the Loan Payment Date.\nFull or Partial Termination Event of Loan Level Swap for Current Period (Borrower Level)\nDynamic\nList\nIf loan swap has been terminated during current period, identify reason.\nNet Periodic Payment due to Loan Swap Provider (Borrower Level)\nDynamic\nNumeric\nAmount of payment made by the borrower to the swap counterparty on the Loan Payment Date as required by the Swap contract.\nNet Periodic Payment due from Loan Swap Provider (Borrower Level)\nDynamic\nNumeric\nAmount of payment made by the swap counterparty to the borrower on the Loan Payment Date as required by the Swap contract.\nBreakage Costs Due to Loan Swap Provider\nDynamic\nNumeric\nAmount of any payment due from the borrower to the swap counterparty for partial of full termination of the Swap.\nShortfall in Payment of Breakage Costs on Loan Level Swap\nDynamic\nNumeric\nAmount of any shortfall, if any, of breakage costs resulting from the full or partial termination of the swap, paid by the borrower.\nBreakage Costs Due from Loan Level Swap Counterparty\nDynamic\nNumeric\nAmount of any gains paid by the swap counterparty to the borrower on full or partial termination.\nNext Reset Date for the Loan Level Swap\nDynamic\nDate\nDate of next reset date on the loan level swap.\nSwap Details\nDynamic\nText\nDetails of the Swap.\nDelinquent Loan Status Details\nStatus of Properties\nDynamic\nList\nStatus of properties.\nLoan Status\nDynamic\nList\nLoan status (i.e. current, non-payment etc.). If a loan has multiple Status Codes triggered, Servicer discretion to determine which code reported.\nEnforcement Start Date\nDynamic\nDate\nThe date on which foreclosure or administration proceedings or alternative enforcement procedures were initiated against or agreed by the borrower.\nWorkout Strategy Code\nDynamic\nList\nWork-out strategy.\nExpected Timing of Recoveries\nDynamic\nNumeric\nExpected recovery timing in months.\nIn Insolvency\nDynamic\nY/N\nInsolvency Status of Loan (if in insolvency ‘Y’, else ‘N’).\nInsolvency Date\nDynamic\nDate\nDate of Insolvency.\nProperty Possession Date\nDynamic\nDate\nThe date on which title to (or an alternative form of effective control and ability to dispose of) the collateral property was obtained.\nNet Proceeds Received on Liquidation\nDynamic\nNumeric\nNet 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.\nLiquidation Expense\nDynamic\nNumeric\nExpenses 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.\nRealised Loss to Securitisation\nDynamic\nNumeric\nOutstanding 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.\nNumber of months in Arrears\nDynamic\nNumeric\nNumber of months this loan is in arrears at the end of the current period according to the definition of the issuer.\nDefault Amount\nDynamic\nNumeric\nTotal default amount before the application of sale proceeds and recoveries.\nCumulative Recoveries\nDynamic\nNumeric\nTotal recoveries including all sale proceeds.\nSpecial Servicing Status\nDynamic\nY/N\nAs of the Loan Payment Date is the loan currently being specially serviced?\nDefault Date\nDynamic\nDate\nDate the loan defaulted.\nLiquidation Currency\nDynamic\nList\nLiquidation currency denomination.\nCurrency of Losses\nDynamic\nList\nLosses currency denomination.\nDefault/Arrears Currency\nDynamic\nList\nDefault/Arrears currency denomination.\nLoan Modification Details\nNoteholder Consent\nDynamic\nY/N\nIs Noteholder consent needed in a restructuring?\nNoteholder Meeting Scheduled\nDynamic\nDate\nWhat date is the next noteholder meeting scheduled for?\nLast Loan Sale Date\nDynamic\nDate\nThe date the loan was sold to the Issuer, if the loan was part of the original securitisation, then this will be the Securitisation Date.\nLast Property Securitisation Date\nDynamic\nDate\nDate 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.\nDate of Assumption\nDynamic\nDate\nDate the assignment/novation or assumption was executed by the new borrower.\nAppraisal Reduction Amount Date\nDynamic\nDate\nDate the Appraisal Reduction Amount was calculated and approved (initial or updated calculation as of date).\nDate of Last Modification\nDynamic\nDate\nLast effective date the loan was modified.\nModification Code\nDynamic\nList\nType of modification.\nModified Payment Rate\nDynamic\nNumeric\nIf 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.\nModified Loan Interest Rate\nDynamic\nNumeric\nIf 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.\nSpecial Servicing Details\nServicer Watchlist\nDynamic\nDate\nDetermination 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.\nMost Recent Special Servicer Transfer Date\nDynamic\nDate\nThe 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.\nMost Recent Primary Servicer Return Date\nDynamic\nDate\nThe 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.\nNon-Recoverability Determined\nDynamic\nY/N\nIndicator (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.\nDate of Loan Breach\nDynamic\nDate\nThe date the breach occurred. If multiple breaches, the date of the earliest breach.\nDate of Loan Breach Cure\nDynamic\nDate\nThe date the breach cured. If multiple breaches, the date which the last breach cured.\nWatchlist Criteria Code\nDynamic\nList\nServicer Watchlist Code. If multiple criteria are applicable, please list the most detrimental code.\nCurrency of Fees\nDynamic\nList\nFees currency denomination.\nSpecial Servicer Details\nSpecial Servicer Name\nDynamic\nText\nSpecial Servicer name.\nSpecial Servicer Change?\nDynamic\nY/N\nHas there been a change in the Special Servicer since the prior reporting period?\nOther Ranking Lender Enforcement Involvement\nDynamic\nY/N\nIs another ranking lender involved in enforcement?\nDefaulted Loan Status Details\nDefault or Foreclosure\nDynamic\nY/N\nIs the loan currently in default or foreclosure?\nDefault Reason\nDynamic\nReason for default.\nCovenant Breach/Trigger\nDynamic\nList\nType of Covenant Breach/Trigger.\nCapital Requirement Directive Information\nSpecify Originator compliance with one of four retention options\nDynamic\nList\nType of retention.\nRetained by Originator\nDynamic\nNumeric\nNet 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).\nPROPERTY:\nField Name\nStatic/Dynamic\nData Type\nField Definition and Criteria\nProperty Collateral Details\nProperty Identifier\nStatic\nText/Numeric\nUnique identifier for the property. If multiple properties (such as a block of apartments) this should be a unique identifier which identifies them collectively.\nProperty Cross-Collateralised Loan Grouping\nDynamic\nText/Numeric\nPlease enter relevant Offering Circular Loan Identifiers, if one property secures several loans within the transaction or pool then separate IDs with comma delimiters.\nProperty Name\nStatic\nText/Numeric\nThe 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.\nProperty Address\nStatic\nText/Numeric\nThe address of the property that serves as security for the loan.\nProperty City Town\nStatic\nText\nCity or town name where the property is located.\nProperty Post Code\nStatic\nText/Numeric\nThe primary property postal code. First 2-4 characters must be provided at a minimum.\nProperty Country\nStatic\nList\nThe country where the property is located.\nProperty Type Code\nStatic\nList\nThe property type or use reference defined in the valuation report or offering documentation.\nYear Built\nStatic\nDate\nYear the property was built per the valuation report or offering document.\nYear Last Renovated\nDynamic\nDate\nYear that last major renovation/new construction was completed on the property per the valuation report or offering document.\nNet Square Metres At Securitisation Date\nDynamic\nNumeric\nThe 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.\nNet Internal Floor Area Validated\nDynamic\nY/N\nHas a valuer verified the net internal floor area of the property?\nNumber of Units/Beds/Rooms\nStatic\nNumeric\nFor 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.\nProperty Status\nDynamic\nList\nMost recent loan status of property.\nProperty Form of Title\nStatic\nList\nThe 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.\nProperty Leasehold Expiry\nStatic\nDate\nProvide the earliest date the leasehold interest expires.\nGround Rent Payable\nDynamic\nNumeric\nIf property is leasehold, please provide the current annual leasehold rent payable to the lessor.\nDate of Most Recent Valuation\nDynamic\nDate\nDate of the last property valuation.\nMost Recent Valuation\nDynamic\nNumeric\nThe most recent valuation of the property.\nMost Recent Valuation Basis\nDynamic\nList\nThe most recent Valuation Basis.\nGround Rent Currency\nDynamic\nList\nCurrency of the Ground Rent (‘Ground Rent Payable’).\nMost Recent Valuation Currency\nDynamic\nList\nCurrency of the Most Recent Valuation (‘Most Recent Valuation’).\nSecuritisation Date Details\nProperty Securitisation Date\nStatic\nDate\nDate 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.\nAllocated Percentage of Loan at Securitisation Date\nStatic\nNumeric\nAllocated loan % attributable to property at Securitisation Date where there is more than one property securing the loan.\nDate of Financials at Securitisation Date\nStatic\nDate\nThe end date of the financials for the information used in the offering circular (e.g. year to date, annual, quarterly or trailing 12 months).\nNet Operating Income at Securitisation Date\nDynamic\nNumeric\nRevenue less Operating Expenses at Securitisation Date.\nValuation at Securitisation Date\nStatic\nNumeric\nThe valuation of the properties securing the loan at Securitisation Date as described in the Offering Circular.\nName of Valuer at Securitisation\nStatic\nText\nName of valuation firm who performed the property valuation at securitisation.\nDate of Valuation at Securitisation Date\nDynamic\nDate\nThe date the valuation was prepared for the values disclosed in the offering circular.\nVacant Possession Value at Date of Securitisation\nDynamic\nNumeric\nVacant possession value at Date of Securitisation.\nCommercial Area\nDynamic\nNumeric\nThe total net Commercial rentable area of the property in square metres that serves as security for the loan per the most recent valuation report.\nResidential Area\nDynamic\nNumeric\nThe total net residential rentable area of the property in square metres that serves as security for the loan per the most recent valuation report.\nCurrency of Financials\nDynamic\nList\nLoan currency denomination.\nProperty Most Recent YTD Financial Details\nCurrent Allocated Loan Percentage\nDynamic\nNumeric\nAllocated 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.\nCurrent Allocated Ending Loan Amount\nDynamic\nNumeric\nApply the Current Allocated % to the Actual Balance outstanding on the Loan.\nMost Recent Financial As of Start Date\nDynamic\nDate\nThe first day of the financials used for the most recent financial operating statement (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months).\nMost Recent Financial As of End Date\nDynamic\nDate\nThe end date of the financials used for the most recent financial operating statement (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months).\nLast Month of Year used for Reporting Financials\nDynamic\nText/Numeric\nEnter the month that the financials for each year (most recent, preceding and second preceding) will end.\nMost Recent Financial Indicator\nDynamic\nList\nThis field is used to describe the period for which the most recent financial data is reflected.\nMost Recent Revenue\nDynamic\nNumeric\nTotal 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.\nMost Recent Operating Expenses\nDynamic\nNumeric\nTotal 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.\nMost Recent Net Operating Income\nDynamic\nNumeric\nTotal revenues less total operating expenses for the period covered by the most recent financial operating statement.\nMost Recent Capital Expenditure\nDynamic\nNumeric\nTotal 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.\nMost Recent Net Cash Flow\nDynamic\nNumeric\nTotal Net Operating Income less Capital Expenses for the period covered by the most recent financial operating statement.\nMost Recent Debt Service Amount\nDynamic\nNumeric\nTotal 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).\nMost Recent DSCR (NOI)\nDynamic\nNumeric\nCalculate 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).\nContractual Annual Rental Income\nDynamic\nNumeric\nThe contractual annual rental income derived from the most recent Borrower tenancy schedule.\nProperty Occupancy Details\nOccupancy as of Date\nDynamic\nDate\nDate 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).\nPhysical Occupancy at Securitisation Date\nDynamic\nNumeric\nAt 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.\nMost Recent Physical Occupancy\nDynamic\nNumeric\nThe 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.\nAvailable Tenant by Tenant Data\nDynamic\nY/N\nIs the tenant information available on a tenant by tenant basis?\nWeighted Average Lease Terms\nDynamic\nNumeric\nWeighted average lease terms in years.\nWeighted Average Lease Terms (1st Break)\nDynamic\nNumeric\nWeighted average lease terms (in years) after all 1st Break options\nTop Three Tenant Details\n% Income expiring 1-12 months\nDynamic\nNumeric\nPercentage of income expiring in 1 to 12 months.\n% Income expiring 13-24 months\nDynamic\nNumeric\nPercentage of income expiring in 13 to 24 months.\n% Income expiring 25-36 months\nDynamic\nNumeric\nPercentage of income expiring in 25 to 36 months.\n% Income expiring 37-48 months\nDynamic\nNumeric\nPercentage of income expiring in 37 to 48 months.\n% Income expiring 49+ months\nDynamic\nNumeric\nPercentage of income expiring in 49 or more months.\nLargest Tenant by income (Net)\nDynamic\nText/Numeric\nName of largest current tenant by net rent.\nDate of Lease Expiration of Largest Tenant\nDynamic\nDate\nExpiration date of lease of largest current tenant (by net rent).\nRent Payable by Largest Tenant\nDynamic\nNumeric\nAnnual Rent payable by largest current tenant.\n2nd Largest Tenant by Income (Net)\nDynamic\nText/Numeric\nName of second largest current tenant (by net rent).\nDate of Lease Expiration of 2nd Largest Tenant\nDynamic\nDate\nExpiration date of lease of second largest current tenant (net annual rent).\nRent Payable by 2nd Largest Tenant\nDynamic\nNumeric\nRent Payable by second largest current tenant.\n3rd Largest Tenant by Income (Net)\nDynamic\nText/Numeric\nName of third largest current tenant (by net rent).\nDate of Lease Expiration of 3rd Largest Tenant\nDynamic\nDate\nExpiration date of lease of third largest current tenant (net annual rent).\nRent Payable by 3rd Largest Tenant\nDynamic\nNumeric\nRent Payable by third largest current tenant.\nRent Currency\nDynamic\nList\nRent currency denomination.\nForeclosure Details\nDate Asset Expected to Be Resolved or Foreclosed\nDynamic\nDate\nEstimated 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.\nPossession Proceedings Start Date\nDynamic\nDate\nThe date on which foreclosure proceedings or alternative enforcement procedures were initiated against or agreed by the borrower.\nDate of Receivership\nDynamic\nDate\nThe date on which title to (or an alternative form of effective control and ability to dispose of) the collateral property was obtained.\nBOND INFO:\nField Name\nStatic/Dynamic\nData Type\nField Definition and Criteria\nBond General Details\nTransaction Pool Identifier\nStatic\nText/Numeric\nThe unique transaction or pool identification string.\nDistribution Date\nStatic\nDate\nThe interest and principal payment date of the bond tranche.\nRecord Date\nStatic\nDate\nDate note class must be held as of to be considered holder of record.\nBond Class Name\nStatic\nText/Numeric\nThe 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.\nCUSIP (Rule 144A)\nStatic\nText/Numeric\nThe 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.\nInternational Securities Identification Number\nStatic\nText/Numeric\nThe 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.\nCommon Code (Rule 144A)\nStatic\nText/Numeric\nNine-digit identification code issued for each note class or tranche jointly by CEDEL and Euroclear.\nInternational Securities Identification Number (Reg. S)\nStatic\nText/Numeric\nThe 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.\nCommon Code (Reg. S)\nStatic\nText/Numeric\nThe 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.\nBond Issuance Date\nStatic\nDate\nDate of bond issuance.\nLegal Maturity Date\nStatic\nDate\nThe date which note class specific or tranche of must be repaid in order not to be in default.\nCurrency\nStatic\nList\nType of currency in which the note class or tranche monetary value is expressed.\nOriginal Principal Balance\nStatic\nNumeric\nThe original principal balance of the specific note class or tranche at the issuance date.\nBond Principal Details\nNotional Flag\nStatic\nY/N\n‘Y’ for Notional, ‘N’ if this note class or tranche is interest only, i.e. an IO strip.\nBeginning Principal Balance\nStatic\nNumeric\nThe outstanding principal balance of the note class or tranche at the beginning of the current period.\nScheduled Principal\nStatic\nNumeric\nThe scheduled principal paid to the note class or tranche during the period.\nUnscheduled Principal\nDynamic\nNumeric\nThe unscheduled principal paid to the note class or tranche during the period.\nTotal Principal Distribution\nDynamic\nNumeric\nThe total principal (scheduled and unscheduled) paid to the note class or tranche during the period.\nAmortisation Type\nStatic\nList\nThe amortisation method in which the note class or tranche is paid periodically.\nInterest Only Period Duration\nStatic\nNumeric\nLength of interest only period in months.\nCapitalised Interest\nDynamic\nNumeric\nAny interest added to the class balance including negative amortisation.\nPrincipal Loss\nDynamic\nNumeric\nThe total principal loss for the reporting period.\nCumulative Principal Losses\nDynamic\nNumeric\nPrincipal losses allocated cumulative-to-date.\nEnding Principal Balance\nDynamic\nNumeric\nThe outstanding principal balance of the note class or tranche at the end of the current period.\nPayment Note factor\nDynamic\nNumeric\nPrincipal paid on the note class or tranche in the reporting period as a fraction of the note or tranche original (initial) balance (0