ANNEX VI
Loan Level Data — Reporting template for structured finance instruments backed by credit card loans
ASSETS:
|
Field Name |
Static/Dynamic |
Data Type |
Field Definition and Criteria |
|
Deal-Specific Information |
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|
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 |
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|
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) |
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|
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) |
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|
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 |
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|
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) |
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|
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. |