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. |