ANNEX IISupplementary provisions
ANNEX II Loan Level Data — Reporting template for structured finance instruments backed by commercial mortgages 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.