ANNEX IVSupplementary provisions
ANNEX IV Loan Level Data — Reporting template for structured finance instruments backed by auto-loans 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/name of transaction. Servicer Name Dynamic Text/Numeric Unique identifier per servicer to flag which entity is servicing the loan or lease. Backup Servicer Name Dynamic Text Name of the Backup Servicer. Loan or Lease-Level Information Loan or Lease Identifier Static Text/Numeric Unique identifier for the loan or lease. The ID should not change through the life of the transaction. Originator Static Text Lender that advanced the original loan or lease. Borrower Identifier Static Text/Numeric Unique identifier for the borrower or lessee. Group Company Identifier Dynamic Text Unique group company identifier which identifies the borrower’s ultimate parent company. Loan or Lease Currency Denomination Static List The loan or lease currency denomination. Borrower’s Employment Status Static List Employment status of the primary applicant. Primary Income Static 9(11).99 Primary borrower underwritten gross annual income. Primary Income Currency Static List The income currency denomination Amortisation Type Dynamic List Amortisation type. Income Verification for Primary Income Static List Income verification for primary income. Geographic Region Static List The region where the borrower is located as at underwriting. Origination Date Static YYYY-MM Date of original loan advance or lease commencement. Expected Loan or Lease Maturity Dynamic YYYY-MM The expected date of maturity of the loan or expiry of the lease. Original Loan or Lease Term Static Numeric Original contractual term (number of months). Pool Addition Date Static YYYY-MM The date that the loan or lease was transferred to the SPV. Original Principal Balance Static 9(11).99 Borrower’s loan principal balance or discounted lease balance (inclusive of capitalised fees) at origination. Current Principal Outstanding Balance Dynamic 9(11).99 Borrower’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. Scheduled Payment Due Dynamic 9(11).99 The next contractual scheduled payment due (the payment due if there are no other payment arrangements in force). Scheduled Payment Frequency Dynamic List Scheduled payment frequency. Down Payment Amount Static 9(11).99 Amount of deposit/down payment on origination of loan or lease (this should include the value of traded-in vehicles etc.) Original Loan to Value Static 9(3).99 The LTV of the vehicle at origination, which may be rounded to the nearest 5 per cent. Product Type Static List Product type. Option to Buy Price Static 9(11).99 The amount the borrower has to pay at the end of the lease or loan in order to take ownership of the vehicle. Interest Rate Reset Interval Static 9(2).99 Number of months between each interest rate reset date on the loan or lease. Current Interest or Discount Rate Dynamic 9(4).9(5) Total current interest or discount rate (%) applicable to the loan or lease (may be rounded to the nearest half a per cent). Current Interest Rate Basis Dynamic List Current interest rate basis. Current Interest Rate Margin Dynamic 9(4).9(5) Current 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. Discount Rate Static 9(4).9(5) Discount rate applied to the receivable when it was sold to the SPV (may be rounded to the nearest half per cent). Car Manufacturer Static Text Brand name of the vehicle manufacturer. Car Model Static Text/Numeric Name of the car model. New or Used Car Static List Condition of vehicle at point of loan or lease origination. Original Residual Value of Vehicle Static 9(11).99 The estimated residual value of the vehicle, at the date of loan or lease origination. Response may be rounded. Securitised Residual Value Static 9(11).99 Residual value amount which has been securitised only. Response may be rounded. Updated Residual Value of Vehicle Dynamic 9(11).99 Most recent estimated residual value of vehicle at end of contract. Response may be rounded. Date of Updated Residual Valuation of Vehicle Dynamic YYYY-MM The 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. Customer Type Static List Legal form of customer. Payment method Dynamic List Usual method of payment (can be based upon last payment received). Date Removed from the Pool Dynamic YYYY-MM Date that the loan or lease was removed from the pool, e.g. on repurchase, redemption, prepayment or end of recovery process. Interest Cap Rate Dynamic 9(4).9(8) If there is a cap to the interest rate that can be charged on this account, enter this cap here — do not include the % symbol. Interest Floor Rate Dynamic 9(4).9(8) If there is a floor to the interest rate that can be charged on this account, enter this floor here — do not include the % symbol. Arrears Balance Dynamic 9(11).99 Current balance of arrears. Number of Months in Arrears Dynamic 9(5).99 Number of months the loan or lease is in arrears as of the pool cut-off date. Default Date Dynamic YYYY-MM The date of default. Gross Default Amount Dynamic 9(11).99 Gross default amount on this account. Sale Price Dynamic 9(11).99 Loss on Sale Dynamic 9(11).99 Gross default amount less sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Cumulative Recoveries Dynamic 9(11).99 Cumulative recoveries on this account, net of costs. Redemption Date Dynamic YYYY-MM Date on which account redeemed or date that the recovery process was completed for defaulted loans. Residual Value Losses Dynamic 9(11).99 Residual value loss arising on turn-in of vehicle. Account Status Dynamic List Current status of account BOND INFO: Field Name Static/Dynamic Data Type Field Definition and Criteria Bond-Level Information Report Date Dynamic YYYY-MM-DD The date on which the transaction report was issued, i.e. the submission date of the completed loan-level data template to the data repository. Issuer Static Text Name of issuer and issue series, if applicable. All Reserve Accounts at Target Balance Dynamic Y/N Are all reserve accounts (cash reserve, commingling reserve, set-off reserve etc.) at their required levels? Drawings under Liquidity Facility Dynamic Y/N Has the liquidity facility been used to cover shortfalls in the period ending on the last interest payment date? Trigger Measurements/Ratios Dynamic Y/N Has any trigger event occurred? Annualised Constant Prepayment Rate Dynamic 9(3).99 The 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. Total Receivables Sold to SPV Dynamic 9(11).99 Sum of principal amount of receivables sold to SPV (i.e. at closing and during the replenishment period if applicable) to date. Cumulative Gross Defaults – Pool Dynamic 9(11).99 Sum of all gross defaults since closing, in currency amount. Cumulative Recoveries - Pool Dynamic 9(11).99 Sum of all recoveries since closing, net of costs, in currency amount. Revolving Period End Date Dynamic YYYY-MM The date that the revolving period is expected to end, or actually ended. 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 e-mail address. BOND INFO BY TRANCHE: Field Name Static/Dynamic Data Type Field Definition and Criteria Tranche Level Information Bond Class Name Static Text/Numeric The 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. 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 offering document (e.g. three months Euribor) applicable to this specific tranche. Legal Maturity Static YYYY-MM-DD The date before which this specific tranche must be repaid in order not to be in default. Bond Issue Date Static YYYY-MM-DD Date the bonds were issued. Interest Payment Frequency Static List The frequency with which interest is due to be paid on this tranche.