{
  "url": "https://openlegislation.uk/eu-regulation-2015-3/annex-IV",
  "json_url": "https://openlegislation.uk/eu-regulation-2015-3/annex-IV.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/IV",
  "kind": "annex",
  "number": "IV",
  "heading": "Loan Level Data — Reporting template for structured finance instruments backed by auto-loans",
  "text": "ASSETS:\nField Name\nStatic/Dynamic\nData Type\nField Definition and Criteria\nDeal-Specific Information\nPool Cut-off Date\nDynamic\nYYYY-MM-DD\nPool or portfolio cut-off date. This is the date at which the underlying asset data within the report is referenced.\nPool Identifier\nStatic\nText/Numeric\nPool or portfolio identifier/name of transaction.\nServicer Name\nDynamic\nText/Numeric\nUnique identifier per servicer to flag which entity is servicing the loan or lease.\nBackup Servicer Name\nDynamic\nText\nName of the Backup Servicer.\nLoan or Lease-Level Information\nLoan or Lease Identifier\nStatic\nText/Numeric\nUnique identifier for the loan or lease. The ID should not change through the life of the transaction.\nOriginator\nStatic\nText\nLender that advanced the original loan or lease.\nBorrower Identifier\nStatic\nText/Numeric\nUnique identifier for the borrower or lessee.\nGroup Company Identifier\nDynamic\nText\nUnique group company identifier which identifies the borrower’s ultimate parent company.\nLoan or Lease Currency Denomination\nStatic\nList\nThe loan or lease currency denomination.\nBorrower’s Employment Status\nStatic\nList\nEmployment status of the primary applicant.\nPrimary Income\nStatic\n9(11).99\nPrimary borrower underwritten gross annual income.\nPrimary Income Currency\nStatic\nList\nThe income currency denomination\nAmortisation Type\nDynamic\nList\nAmortisation type.\nIncome Verification for Primary Income\nStatic\nList\nIncome verification for primary income.\nGeographic Region\nStatic\nList\nThe region where the borrower is located as at underwriting.\nOrigination Date\nStatic\nYYYY-MM\nDate of original loan advance or lease commencement.\nExpected Loan or Lease Maturity\nDynamic\nYYYY-MM\nThe expected date of maturity of the loan or expiry of the lease.\nOriginal Loan or Lease Term\nStatic\nNumeric\nOriginal contractual term (number of months).\nPool Addition Date\nStatic\nYYYY-MM\nThe date that the loan or lease was transferred to the SPV.\nOriginal Principal Balance\nStatic\n9(11).99\nBorrower’s loan principal balance or discounted lease balance (inclusive of capitalised fees) at origination.\nCurrent Principal Outstanding Balance\nDynamic\n9(11).99\nBorrower’s loan or discounted lease balance outstanding as of the pool cut-off date. This should include any amounts that are secured against the vehicle. For example, if fees have been added to the balance and are part of the principal in the transaction, these should be added.\nScheduled Payment Due\nDynamic\n9(11).99\nThe next contractual scheduled payment due (the payment due if there are no other payment arrangements in force).\nScheduled Payment Frequency\nDynamic\nList\nScheduled payment frequency.\nDown Payment Amount\nStatic\n9(11).99\nAmount of deposit/down payment on origination of loan or lease (this should include the value of traded-in vehicles etc.)\nOriginal Loan to Value\nStatic\n9(3).99\nThe LTV of the vehicle at origination, which may be rounded to the nearest 5 per cent.\nProduct Type\nStatic\nList\nProduct type.\nOption to Buy Price\nStatic\n9(11).99\nThe amount the borrower has to pay at the end of the lease or loan in order to take ownership of the vehicle.\nInterest Rate Reset Interval\nStatic\n9(2).99\nNumber of months between each interest rate reset date on the loan or lease.\nCurrent Interest or Discount Rate\nDynamic\n9(4).9(5)\nTotal current interest or discount rate (%) applicable to the loan or lease (may be rounded to the nearest half a per cent).\nCurrent Interest Rate Basis\nDynamic\nList\nCurrent interest rate basis.\nCurrent Interest Rate Margin\nDynamic\n9(4).9(5)\nCurrent interest rate (%) margin of the loan or lease (may be rounded to the nearest half a per cent). For fixed-rate loans, this is the same as Current Interest or Discount Rate. For floating rate loans this is the margin over (or under, in which case input as a negative) the index rate.\nDiscount Rate\nStatic\n9(4).9(5)\nDiscount rate applied to the receivable when it was sold to the SPV (may be rounded to the nearest half per cent).\nCar Manufacturer\nStatic\nText\nBrand name of the vehicle manufacturer.\nCar Model\nStatic\nText/Numeric\nName of the car model.\nNew or Used Car\nStatic\nList\nCondition of vehicle at point of loan or lease origination.\nOriginal Residual Value of Vehicle\nStatic\n9(11).99\nThe estimated residual value of the vehicle, at the date of loan or lease origination. Response may be rounded.\nSecuritised Residual Value\nStatic\n9(11).99\nResidual value amount which has been securitised only. Response may be rounded.\nUpdated Residual Value of Vehicle\nDynamic\n9(11).99\nMost recent estimated residual value of vehicle at end of contract. Response may be rounded.\nDate of Updated Residual Valuation of Vehicle\nDynamic\nYYYY-MM\nThe date that the most recent updated estimation of the residual value of the vehicle was calculated. If no update has been performed, enter the date of the original valuation.\nCustomer Type\nStatic\nList\nLegal form of customer.\nPayment method\nDynamic\nList\nUsual method of payment (can be based upon last payment received).\nDate Removed from the Pool\nDynamic\nYYYY-MM\nDate that the loan or lease was removed from the pool, e.g. on repurchase, redemption, prepayment or end of recovery process.\nInterest Cap Rate\nDynamic\n9(4).9(8)\nIf there is a cap to the interest rate that can be charged on this account, enter this cap here — do not include the % symbol.\nInterest Floor Rate\nDynamic\n9(4).9(8)\nIf there is a floor to the interest rate that can be charged on this account, enter this floor here — do not include the % symbol.\nArrears Balance\nDynamic\n9(11).99\nCurrent balance of arrears.\nNumber of Months in Arrears\nDynamic\n9(5).99\nNumber of months the loan or lease is in arrears as of the pool cut-off date.\nDefault Date\nDynamic\nYYYY-MM\nThe date of default.\nGross Default Amount\nDynamic\n9(11).99\nGross default amount on this account.\nSale Price\nDynamic\n9(11).99\nLoss on Sale\nDynamic\n9(11).99\nGross default amount less sale proceeds (excluding prepayment charge if subordinate to principal recoveries).\nCumulative Recoveries\nDynamic\n9(11).99\nCumulative recoveries on this account, net of costs.\nRedemption Date\nDynamic\nYYYY-MM\nDate on which account redeemed or date that the recovery process was completed for defaulted loans.\nResidual Value Losses\nDynamic\n9(11).99\nResidual value loss arising on turn-in of vehicle.\nAccount Status\nDynamic\nList\nCurrent status of account\nBOND INFO:\nField Name\nStatic/Dynamic\nData Type\nField Definition and Criteria\nBond-Level Information\nReport Date\nDynamic\nYYYY-MM-DD\nThe date on which the transaction report was issued, i.e. the submission date of the completed loan-level data template to the data repository.\nIssuer\nStatic\nText\nName of issuer and issue series, if applicable.\nAll Reserve Accounts at Target Balance\nDynamic\nY/N\nAre all reserve accounts (cash reserve, commingling reserve, set-off reserve etc.) at their required levels?\nDrawings under Liquidity Facility\nDynamic\nY/N\nHas the liquidity facility been used to cover shortfalls in the period ending on the last interest payment date?\nTrigger Measurements/Ratios\nDynamic\nY/N\nHas any trigger event occurred?\nAnnualised Constant Prepayment Rate\nDynamic\n9(3).99\nThe annualised Constant Prepayment Rate (CPR) of the underlying receivables based upon the most recent periodic CPR. Periodic CPR is equal to the total unscheduled principal received in the most recent period divided by the start of period principal balance.\nTotal Receivables Sold to SPV\nDynamic\n9(11).99\nSum of principal amount of receivables sold to SPV (i.e. at closing and during the replenishment period if applicable) to date.\nCumulative Gross Defaults – Pool\nDynamic\n9(11).99\nSum of all gross defaults since closing, in currency amount.\nCumulative Recoveries - Pool\nDynamic\n9(11).99\nSum of all recoveries since closing, net of costs, in currency amount.\nRevolving Period End Date\nDynamic\nYYYY-MM\nThe date that the revolving period is expected to end, or actually ended.\nTransaction Report Contact Information\nPoint Contact\nStatic\nText/Numeric\nName of the department and the point person(s) of the information sources.\nContact Information\nStatic\nText/Numeric\nTelephone number and e-mail address.\nBOND INFO BY TRANCHE:\nField Name\nStatic/Dynamic\nData Type\nField Definition and Criteria\nTranche Level Information\nBond Class Name\nStatic\nText/Numeric\nThe designation (typically a letter and/or number) given to this tranche of bonds which exhibit the same rights, priorities and characteristics as defined in the prospectus, i.e. Series 1 Class A1a etc.\nInternational Securities Identification Number\nStatic\nText/Numeric\nThe international security identification code or codes, or if no ISIN, then any other unique securities code such as a CUSIP, assigned to this tranche by an exchange or other entity. If more than one code, enter comma- delimited.\nInterest Payment Date\nDynamic\nYYYY-MM-DD\nThe first occurring date, after the pool cut-off date being reported, upon which interest payments are scheduled to be distributed to bondholders of this tranche.\nPrincipal Payment Date\nDynamic\nYYYY-MM-DD\nThe first occurring date, after the pool cut-off date being reported, upon which principal payments are scheduled to be distributed to bondholders of this tranche.\nBond Currency\nStatic\nList\nThe denomination of this tranche.\nReference Rate\nStatic\nList\nThe base reference interest index as defined in the offering document (e.g. three months Euribor) applicable to this specific tranche.\nLegal Maturity\nStatic\nYYYY-MM-DD\nThe date before which this specific tranche must be repaid in order not to be in default.\nBond Issue Date\nStatic\nYYYY-MM-DD\nDate the bonds were issued.\nInterest Payment Frequency\nStatic\nList\nThe frequency with which interest is due to be paid on this tranche.",
  "extent": "E+W+S+N.I.",
  "status": null,
  "version": "current",
  "annotations": [],
  "outstanding_effects": [],
  "provenance": {
    "source": "legislation.gov.uk",
    "source_url": "https://www.legislation.gov.uk/eur/2015/3/annex/IV",
    "retrieved_at": "2026-11-01T14:46:58.999912+00:00"
  },
  "licence": "Open Government Licence v3.0",
  "licence_url": "https://www.nationalarchives.gov.uk/doc/open-government-licence/version/3/",
  "attribution": "Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives."
}