FIELD CODE

FIELD NAME

FORMAT

Securitisation information section

SESS1

Unique Identifier

{ALPHANUM-28}

SESS2

Data Cut-Off Date

{DATEFORMAT}

SESS3

No Longer STS

{Y/N}

SESS4

Remedial Actions

{Y/N}

SESS5

Administrative Actions

{Y/N}

SESS6

Material Amendment to Transaction Documents

{ALPHANUM-1000000}

SESS7

Perfection Of Sale

{Y/N}

SESS8

Current Waterfall Type

{LIST}

SESS9

Master Trust Type

{LIST}

SESS10

SSPE Value

{MONETARY}

SESS11

SSPE Principal Value

{MONETARY}

SESS12

SSPE Number Of Accounts

{INTEGER-999999999}

SESS13

Note Principal Balance

{MONETARY}

SESS14

Seller Share

{PERCENTAGE}

SESS15

Funding Share

{PERCENTAGE}

SESS16

Revenue Allocated To This Series

{MONETARY}

SESS17

Interest Rate Swap Benchmark

{LIST}

SESS18

Interest Rate Swap Maturity Date

{DATEFORMAT}

SESS19

Interest Rate Swap Notional

{MONETARY}

SESS20

Currency Swap Payer Currency

{CURRENCYCODE_3}

SESS21

Currency Swap Receiver Currency

{CURRENCYCODE_3}

SESS22

Exchange Rate For Currency Swap

{PERCENTAGE}

SESS23

Currency Swap Maturity Date

{DATEFORMAT}

SESS24

Currency Swap Notional

{MONETARY}

Tranche/bond-level information section

SEST1

Unique Identifier

{ALPHANUM-28}

SEST2

Original Tranche Identifier

{ALPHANUM-1000}

SEST3

New Tranche Identifier

{ALPHANUM-1000}

SEST4

International Securities Identification Number

{ISIN}

SEST5

Tranche Name

{ALPHANUM-100}

SEST6

Tranche/Bond Type

{LIST}

SEST7

Currency

{CURRENCYCODE_3}

SEST8

Original Principal Balance

{MONETARY}

SEST9

Current Principal Balance

{MONETARY}

SEST10

Interest Payment Frequency

{LIST}

SEST11

Interest Payment Date

{DATEFORMAT}

SEST12

Principal Payment Date

{DATEFORMAT}

SEST13

Current Coupon

{PERCENTAGE}

SEST14

Current Interest Rate Margin/Spread

{PERCENTAGE}

SEST15

Coupon Floor

{PERCENTAGE}

SEST16

Coupon Cap

{PERCENTAGE}

SEST17

Step-Up/Step-Down Coupon Value

{PERCENTAGE}

SEST18

Step-Up/Step-Down Coupon Date

{DATEFORMAT}

SEST19

Business Day Convention

{LIST}

SEST20

Current Interest Rate Index

{LIST}

SEST21

Current Interest Rate Index Tenor

{LIST}

SEST22

Issue Date

{DATEFORMAT}

SEST23

Disbursement Date

{DATEFORMAT}

SEST24

Legal Maturity

{DATEFORMAT}

SEST25

Extension Clause

{LIST}

SEST26

Next Call Date

{DATEFORMAT}

SEST27

Clean-Up Call Threshold

{ALPHANUM-1000}

SEST28

Next Put date

{DATEFORMAT}

SEST29

Day Count Convention

{LIST}

SEST30

Settlement Convention

{LIST}

SEST31

Current Attachment Point

{PERCENTAGE}

SEST32

Original Attachment Point

{PERCENTAGE}

SEST33

Current Credit Enhancement

{PERCENTAGE}

SEST34

Original Credit Enhancement

{PERCENTAGE}

SEST35

Credit Enhancement Formula

{ALPHANUM-1000}

SEST36

Pari-Passu Tranches

{ISIN}

SEST37

Senior Tranches

{ISIN}

SEST38

Outstanding Principal Deficiency Ledger Balance

{MONETARY}

SEST39

Guarantor Legal Entity Identifier

{LEI}

SEST40

Guarantor Name

{ALPHANUM-1000}

SEST41

Guarantor ESA Subsector

{ESA}

SEST42

Protection Type

{LIST}

Account-level information section

SESA1

Unique Identifier

{ALPHANUM-28}

SESA2

Original Account Identifier

{ALPHANUM-1000}

SESA3

New Account Identifier

{ALPHANUM-1000}

SESA4

Account Type

{LIST}

SESA5

Account Target Balance

{MONETARY}

SESA6

Account Actual Balance

{MONETARY}

SESA7

Amortising Account

{Y/N}

Counterparty-level information section

SESP1

Unique Identifier

{ALPHANUM-28}

SESP2

Counterparty Legal Entity Identifier

{LEI}

SESP3

Counterparty Name

{ALPHANUM-100}

SESP4

Counterparty Type

{LIST}

SESP5

Counterparty Country Of Establishment

{COUNTRYCODE_2}

SESP6

Counterparty Rating Threshold

{ALPHANUM-100000}

SESP7

Counterparty Rating

{ALPHANUM-100000}

SESP8

Counterparty Rating Source Legal Entity Identifier

{LEI}

SESP9

Counterparty Rating Source Name

{ALPHANUM-100}

CLO Securitisation information section

SESC1

Unique Identifier

{ALPHANUM-28}

SESC2

Non-Call Period End-Date

{DATEFORMAT}

SESC3

CLO Type

{LIST}

SESC4

Current Period

{LIST}

SESC5

Current Period Start Date

{DATEFORMAT}

SESC6

Current Period End Date

{DATEFORMAT}

SESC7

Concentration Limit

{PERCENTAGE}

SESC8

Restrictions — Legal Maturity

{PERCENTAGE}

SESC9

Restrictions — Subordinated Exposures

{PERCENTAGE}

SESC10

Restrictions — Non-Performing Exposures

{PERCENTAGE}

SESC11

Restrictions — PIK Exposures

{PERCENTAGE}

SESC12

Restrictions — Zero-Coupon Exposures

{PERCENTAGE}

SESC13

Restrictions — Equity Exposures

{PERCENTAGE}

SESC14

Restrictions — Participation Exposures

{PERCENTAGE}

SESC15

Restrictions — Discretionary Sales

{PERCENTAGE}

SESC16

Discretionary Sales

{MONETARY}

SESC17

Reinvestments

{MONETARY}

SESC18

Restrictions — Credit Enhancement

{Y/N}

SESC19

Restrictions — Quotes

{Y/N}

SESC20

Restrictions — Trades

{Y/N}

SESC21

Restrictions — Issuances

{Y/N}

SESC22

Restrictions — Redemptions

{Y/N}

SESC23

Restrictions — Refinancing

{Y/N}

SESC24

Restrictions — Note Remuneration

{Y/N}

SESC25

Restrictions — Credit Protection

{Y/N}

SESC26

Collateral Liquidation Period

{INTEGER-9999}

SESC27

Collateral Liquidation — Waiver

{Y/N}

CLO Manager information section

SESL1

Unique Identifier

{ALPHANUM-28}

SESL2

CLO Manager Legal Entity Identifier

{LEI}

SESL3

Manager Name

{ALPHANUM-1000}

SESL4

Establishment Date

{DATEFORMAT}

SESL5

Registration Date

{DATEFORMAT}

SESL6

Employees

{INTEGER-9999}

SESL7

Employees — CLOs

{INTEGER-9999}

SESL8

Employees — Workout

{INTEGER-9999}

SESL9

AUM

{MONETARY}

SESL10

AUM — Leveraged Loans

{MONETARY}

SESL11

AUM — CLOs

{MONETARY}

SESL12

AUM — EU

{MONETARY}

SESL13

AUM — EU CLOs

{MONETARY}

SESL14

Number EU CLOs

{INTEGER-9999}

SESL15

Capital

{MONETARY}

SESL16

Capital — Risk Retention

{MONETARY}

SESL17

Settlement Time

{INTEGER-9999}

SESL18

Pricing Frequency

{INTEGER-9999}

SESL19

Default Rate - 1 year

{PERCENTAGE}

SESL20

Default Rate - 5 years

{PERCENTAGE}

SESL21

Default Rate - 10 years

{PERCENTAGE}

Synthetic coverage information section

SESV1

Unique Identifier

{ALPHANUM-28}

SESV2

Protection Instrument Identifier

{ALPHANUM-1000}

SESV3

Protection Type

{LIST}

SESV4

Protection Instrument International Securities Identification Number

{ISIN}

SESV5

Protection Provider Name

{ALPHANUM-100}

SESV6

Protection Provider Legal Entity Identifier

{LEI}

SESV7

Public Entity With Zero Risk Weight

{Y/N}

SESV8

Governing Law

{COUNTRYCODE_2}

SESV9

ISDA Master Agreement

{LIST}

SESV10

Default And Termination Events

{LIST}

SESV11

Synthetic Securitisation Type

{Y/N}

SESV12

Protection Currency

{CURRENCYCODE_3}

SESV13

Current Protection Notional

{MONETARY}

SESV14

Maximum Protection Notional

{MONETARY}

SESV15

Protection Attachment Point

{PERCENTAGE}

SESV16

Protection Detachment Point

{PERCENTAGE}

SESV17

International Securities Identification Number Of Notes Covered

{ISIN}

SESV18

Protection Coverage

{LIST}

SESV19

Protection Termination Date

{DATEFORMAT}

SESV20

Materiality Thresholds

{Y/N}

SESV21

Payment Release Conditions

{LIST}

SESV22

Adjustment Payments Possible

{Y/N}

SESV23

Length Of Workout Period

{INTEGER-9999}

SESV24

Obligation To Repay

{Y/N}

SESV25

Collateral Substitutable

{Y/N}

SESV26

Collateral Coverage Requirements

{PERCENTAGE}

SESV27

Collateral Initial Margin

{MONETARY}

SESV28

Collateral Delivery Deadline

{INTEGER-9999}

SESV29

Settlement

{LIST}

SESV30

Maximum Maturity Date Permitted

{DATEFORMAT}

SESV31

Current Index For Payments To Protection Buyer

{LIST}

SESV32

Current Index For Payments To Protection Buyer Tenor

{LIST}

SESV33

Payment Reset Frequency — To Protection Buyer

{LIST}

SESV34

Current Interest Rate Margin For Payments To Protection Buyer

{PERCENTAGE}

SESV35

Current Interest Rate For Payments To Protection Buyer

{PERCENTAGE}

SESV36

Current Index For Payments To Protection Seller

{LIST}

SESV37

Current Index For Payments To Protection Seller Tenor

{LIST}

SESV38

Payment Reset Frequency — To Protection Seller

{LIST}

SESV39

Current Interest Rate Margin For Payments To Protection Seller

{PERCENTAGE}

SESV40

Current Interest Rate For Payments To Protection Seller

{PERCENTAGE}

SESV41

Excess Spread Support

{Y/N}

SESV42

Excess Spread Definition

{Y/N}

SESV43

Current Protection Status

{LIST}

SESV44

Bankruptcy Is Credit Event

{Y/N}

SESV45

Failure To Pay Is Credit Event

{Y/N}

SESV46

Restructuring Is Credit Event

{Y/N}

SESV47

Credit Event

{Y/N}

SESV48

Cumulative Payments To Protection Buyer

{MONETARY}

SESV49

Cumulative Adjustment Payments To Protection Buyer

{MONETARY}

SESV50

Cumulative Payments To Protection Seller

{MONETARY}

SESV51

Cumulative Adjustment Payments To Protection Seller

{MONETARY}

SESV52

Synthetic Excess Spread Ledger Amount

{MONETARY}

Issuer collateral information section

SESI1

Unique Identifier

{ALPHANUM-28}

SESI2

Protection Instrument Identifier

{ALPHANUM-1000}

SESI3

Original Collateral Instrument Identifier

{ALPHANUM-1000}

SESI4

New Collateral Identifier

{ALPHANUM-1000}

SESI5

Collateral Instrument International Securities Identification Number

{ISIN}

SESI6

Collateral Instrument Type

{LIST}

SESI7

Collateral Issuer ESA Subsector

{ESA}

SESI8

Collateral Issuer Legal Entity Identifier

{LEI}

SESI9

Collateral Issuer Affiliated With Originator?

{Y/N}

SESI10

Current Outstanding Balance

{MONETARY}

SESI11

Instrument Currency

{CURRENCYCODE_3}

SESI12

Maturity Date

{DATEFORMAT}

SESI13

Haircut

{PERCENTAGE}

SESI14

Current Interest Rate Index

{LIST}

SESI15

Current Interest Rate Index Tenor

{LIST}

SESI16

Current Interest Rate on Cash Deposits

{PERCENTAGE}

SESI17

Repo Counterparty Name

{ALPHANUM-100}

SESI18

Repo Counterparty Legal Entity Identifier

{LEI}

SESI19

Repo Maturity Date

{DATEFORMAT}

Any other information section

SESO1

Unique Identifier

{ALPHANUM-28}

SESO2

Any Other Information Line Number

{INTEGER-9999}

SESO3

Any Other Information

{ALPHANUM-1000}