# 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), Annex VI: Loan Level Data — Reporting template for structured finance instruments backed by credit card loans Extent: E+W+S+N.I. ASSETS: Field Name Static/Dynamic Data Type Field Definition and Criteria Deal-Specific Information Pool Cut-Off Date Dynamic YYYY-MM-DD Pool or portfolio cut-off date. This is the date at which the underlying asset data within the report is referenced. Pool Identifier Static Text/Numeric Pool or portfolio identifier, e.g. Master Issuer plc, or SPV 2012-1 plc. Servicer Name Static Text/Numeric Name of the entity servicing the account. Backup Servicer Name Dynamic Text/Numeric Name of the backup servicer. Seller Static Text/Numeric Name of Seller. Type of Transaction Static List Standalone, Master Trust — Capitalist, Master Trust — Socialist or Other. Loan Level Information Account Identifier Static Text/Numeric Unique identifier for a particular account in the pool. It must be encrypted to ensure data protection. Originator Static Text/Numeric Lender that originated the account. If unknown, please enter Seller. Borrower Identifier Static Text/Numeric Unique identifier for a particular borrower; must be encrypted to ensure data protection. This may be the same as the Account Identifier. Currency Denomination Of Receivable Static List The currency in which the receivable is denominated. Pool Addition Date Static YYYY-MM Date that the account entered the pool. Borrower’s Employment Status Static List Employment status of the primary applicant. Primary Income Currency Static List Primary income currency denomination. Income Verification For Primary Income Static List Income verification for primary income. Geographic Region Dynamic List The region where the borrower is located. Employee Static Y/N Is the borrower an employee of the originator or seller? Account Opening Date Static YYYY-MM The date that the account was opened. Total Current Balance Dynamic 9(11).99 What is the total current amount owed by the borrower (including all fees and interest) on the account? Total Credit Limit Dynamic 9(11).99 What is the credit limit of the borrower on the account? Scheduled Payment Frequency Dynamic List What is the minimum frequency with which the borrower are obliged to make payments if they have a balance outstanding. Next Minimum Contractual Payment Dynamic 9(11).99 The next minimum scheduled payment due from the borrower. Current Blended Yield Dynamic 9(3).99 Total weighted average yield including all fees applicable at last billing date (i.e. this is billed, not cash yield) (%). Current Interest Rate Basis Dynamic List Current interest rate basis. Account Status Dynamic List Current status of account. Arrears Balance Dynamic 9(11).99 Current balance of arrears, defined as the sum of minimum contractual payments due but unpaid by the borrower. Arrears Balance Capitalised Dynamic 9(11).99 Sum of arrears capitalised to date. Date of Most Recent Arrears Capitalisation Dynamic YYYY-MM Most recent date that arrears were capitalised on this card. Number Of Days In Arrears Dynamic Numeric Number of days the account is in arrears as of the pool cut-off date. Payment Method Dynamic List Usual method of payment (can be based upon last payment received). Date Of Charge Off Dynamic YYYY-MM The date of default. Original Charge Off Amount Dynamic 9(11).99 The total balance on the account at the date the account was charged-off. Cumulative Recoveries Dynamic 9(11).99 Cumulative recoveries — only relevant for accounts that have charged-off. For accounts that have not been charged-off, enter 0. POOL AND BOND INFO: Field Name Static/Dynamic Data Type Field Definition and Criteria Collateral Level Data (To be completed for all structures) Gross Charge Offs In The Period Dynamic 9(11).99 Face value of gross principal charge-offs (i.e. before recoveries) for the period. Charge-off is as per transaction definition, or alternatively per lender’s usual practice. Recoveries In The period Dynamic 9(11).99 Gross recoveries received during the period. Delinquencies 30-59 Days % Dynamic 9(3).99 Based upon total balance of receivables, not number of accounts (%). Delinquencies 60-89 Days % Dynamic 9(3).99 Based upon total balance of receivables, not number of accounts (%). Delinquencies 90-119 Days % Dynamic 9(3).99 Based upon total balance of receivables, not number of accounts (%). Delinquencies 120-149 Days % Dynamic 9(3).99 Based upon total balance of receivables, not number of accounts (%). Delinquencies 150-179 Days % Dynamic 9(3).99 Based upon total balance of receivables, not number of accounts (%). Delinquencies 180+ Days % Dynamic 9(3).99 Based upon total balance of receivables, not number of accounts (%). Dilutions Dynamic 9(11).99 Total reductions in principal receivables during the period, i.e. inclusive of fraud claims. Revenue Collections In The Period Dynamic 9(11).99 Collections treated as revenue in the period. Principal Collections In The Period Dynamic 9(11).99 Collections treated as principal in the period. Any Trigger Occurrence Dynamic Y/N Has any trigger event occurred, that is still outstanding? e.g. any pay-out event, any trigger based upon the originator’s rating, status or value of delinquencies, yield, dilutions, defaults etc. SPV Size - Value Dynamic 9(11).99 Face value of all receivables (principal and charges) in which the trust or SPV has a beneficial interest at the cut-off date. SPV Size - Number Of Accounts Dynamic 9(11).99 Number of accounts in which the trust or SPV has a beneficial interest at the cut-off date. SPV Size - Value - Principal Only Dynamic 9(11).99 Face value of all receivables (principal only) in which the trust or SPV had a beneficial interest at the cut-off date. Note Balance Dynamic 9(11).99 Face value of all asset-backed notes, collateralised by the receivables in the trust or SPV. Transferor Interest % Dynamic 9(3).99 The actual transferor’s interest in the trust, expressed as a percentage. Excess Spread Amount Dynamic 9(11).99 The amount remaining after note interest and topping up of any reserve account. Report Date Dynamic YYYY-MM-DD The date on which the transaction report was issued. Series Level Information (For master trusts only) Series Name Static Text/Numeric Name of series, if part of a master trust. Investor Interest For This Series At End Of Period % Dynamic 9(3).9(5) The investor’s interest of this series in the trust, expressed as a percentage. Revenue Allocated To This Series Dynamic 9(11).99 Revenue amounts allocated to this series from the trust. Excess Spread Amount Dynamic 9(11).99 The amount remaining after the period’s collections have been fully applied to cover the issuer’s obligations per the revenue waterfall in the transaction documentation. Transaction Report Contact Information Point Contact Static Text/Numeric Name of the department and the point person(s) of the information sources. Contact Information Static Text/Numeric Telephone number and email address. BOND INFO BY TRANCHE: Field Name Static/Dynamic Data Type Field Definition and Criteria Tranche Level Information (For this series only) Bond Class Name Static Text/Numeric The designation (typically a letter and/or number) given to a tranche of bonds which exhibit the same rights, priorities and characteristics as defined in the prospectus, e.g. 2012 Class A1a etc. International Securities Identification Number Static Text/Numeric The 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. Interest Payment Date Dynamic YYYY-MM-DD The 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. Principal Payment Date Dynamic YYYY-MM-DD The 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. Bond Currency Static List The denomination of this tranche. Reference Rate Static List The base reference interest index as defined in the prospectus or final terms applicable to this specific tranche. Legal Maturity Static YYYY-MM-DD The date by which this specific tranche must be fully repaid in order not to be in default. Bond Issue Date Static YYYY-MM-DD Date this bond was issued. Interest Payment Frequency Static List The frequency with which interest is due to be paid on this specific tranche. Series name Static Text/Numeric Name of series, if part of a master trust. If standalone, use Pool Identifier. --- Source: https://www.legislation.gov.uk/eur/2015/3/annex/VI (the official version) Page: https://openlegislation.uk/eu-regulation-2015-3/annex-VI Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives.