Annex VIII Investor reports

The investor reports shall contain information on:

1. (a)

   asset performance;

2. (b)

   a detailed cash flow allocation;

3. (c)

   a list of all triggers of the transaction and their status;

4. (d)

   a list of all counterparties involved in a transaction, their role and their credit ratings;

5. (e)

   details of cash injected into the transaction by the originator/sponsor or any other support provided to the transaction including any drawings under or utilisation of any liquidity or credit support and support provided by a third party;

6. (f)

   amounts standing to the credit of guaranteed investment contract and other bank accounts;

7. (g)

   details of any swaps (e.g. rates, payments and notionals) and other hedging arrangements to the transaction, including any related collateral postings;

8. (h)

   definitions of key terms (such as delinquencies, defaults and pre-payments);

9. (i)

   LEI, ISIN and other security or entity identification codes of the issuer and the structured finance instrument;

10. (j)

    contact details of the entity producing the investor report.