Commission Delegated Regulation (EU) 2020/1224 of 16 October 2019 supplementing Regulation (EU) 2017/2402 of the European Parliament and of the Council with regard to regulatory technical standards specifying the information and the details of a securitisation to be made available by the originator, sponsor and SSPEText with EEA relevance.

Commission Delegated Regulation (EU) 2020/1224 of 16 October 2019 supplementing Regulation (EU) 2017/2402 of the European Parliament and of the Council with regard to regulatory technical standards specifying the information and the details of a securitisation to be made available by the originator, sponsor and SSPE (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Regulation (EU) 2017/2402 of the European Parliament and of the Council of 12 December 2017 laying down a general framework for securitisation and creating a specific framework for simple, transparent and standardised securitisation, and amending Directives 2009/65/EC, 2009/138/EC and 2011/61/EU and Regulations (EC) No 1060/2009 and (EU) No 648/2012 OJ L 347, 28.12.2017, p. 35. , and in particular Articles 7(3) and 17(2)(a) thereof, Whereas: (1) The scope of Article 7(3) of Regulation (EU) 2017/2402 refers to all securitisations, including securitisations where a prospectus has to be drawn up pursuant to Regulation (EU) 2017/1129 of the European Parliament and of the Council Regulation (EU) 2017/1129 of the European Parliament and of the Council of 14 June 2017 on the prospectus to be published when securities are offered to the public or admitted to trading on a regulated market, and repealing Directive 2003/71/EC (OJ L 168, 30.6.2017, p. 12). (commonly referred to as public securitisations) and securitisations where a prospectus does not have to be drawn up (commonly referred to as private securitisations). Article 17(2)(a) of Regulation (EU) 2017/2402 refers to securitisations making information available via a securitisation repository, which does not include private securitisations. To reflect this distinction, this Regulation has been organised into separate sections specifying the information concerning all securitisations and the information concerning public securitisations only. (2) The disclosure of certain information relating to a securitisation is necessary for investors and potential investors so that they may effectively conduct due diligence and a proper risk-assessment of the credit risks of the underlying exposures, the model risk, the legal risk, the operational risk, the counterparty risk, the servicing risk, the liquidity risk, and the concentration risk. The information to be disclosed should also be sufficiently detailed so as to enable the entities listed in Article 17(1) of Regulation (EU) 2017/2402 to effectively monitor the overall functioning of securitisation markets, trends in underlying asset pools, securitisation structures, interconnectedness among counterparties and the effects of securitisation in the broader macro-financial landscape of the Union. (3) Securitisations accommodate many types of underlying exposures, such as loans, leases, debts, credits or other cash flow generating receivables. It is therefore appropriate to establish tailored reporting requirements for the underlying exposure types that are the most prominent in the Union, taking into account both outstanding amounts and presence across localities. Specific reporting requirements for esoteric underlying exposures that do not conform to the most prominent types should also be established in order to ensure that all types of underlying exposures are disclosed.

(4) An underlying exposure type may fall within several possible sets of reporting requirements under this Regulation. In line with current market practice, information on a pool of underlying exposures that is comprised entirely of automobile underlying exposures should be reported using the corresponding template on automobile underlying exposures set out in the Annexes to this Regulation, regardless of whether the underlying automobile underlying exposures are loans or leases. Equally, in line with current market practice, information on a pool of underlying exposures where the underlying exposures are entirely leases should be reported using the corresponding template on leasing underlying exposures set out in the Annexes to this Regulation, unless the pool of underlying exposures is comprised entirely of automobile leases in which case the template on automobile underlying exposures set out in the Annexes to this Regulation should be used to report information. (5) For reasons of consistency, terms relating to residential and commercial real estate lending which derive from Recommendation ESRB/2016/14 of the European Systemic Risk Board should be applied Recommendation of the European Systemic Risk Board of 31 October 2016 on closing real estate data gaps (ESRB/2016/14) (OJ C 31, 31.1.2017, p. 1). . In line with that Recommendation, a property that has a mixed commercial and residential use should be considered as different properties, where it is feasible to make such a breakdown. Where such a breakdown is not possible, the property should be classified according to its dominant use. (6) In order to provide continuity with existing templates for disclosures of certain information, terms relating to micro, small, and medium-sized enterprises which derive from Commission Recommendation (2003/361/EC) Commission Recommendation of 6 May 2003 concerning the definition of micro, small and medium-sized enterprises (2003/361/EC) (OJ L 124, 20.5.2003, p. 36). should also be applied. Equally, terms relating to automobile, consumer, credit card, and leasing underlying exposures which derive from Commission Delegated Regulation (EU) 2015/3 Commission Delegated Regulation (EU) 2015/3 of 30 September 2014 supplementing Regulation (EC) No 1060/2009 of the European Parliament and of the Council with regard to regulatory technical standards on disclosure requirements for structured finance instruments (OJ L 2, 6.1.2015, p. 57). should be applied. (7) The granularity of the information to be disclosed for non-ABCP securitisation underlying exposures should reflect the loan/lease-level depth used in existing disclosure and data collection provisions. For due-diligence, monitoring, and supervisory purposes, disaggregated underlying exposure-level data is valuable for securitisation investors, potential investors, competent authorities and, with regard to public securitisations for the other entities listed in Article 17 of Regulation (EU) 2017/2402. Furthermore, disaggregated underlying exposure-level data is key to restoring public and investor confidence in securitisation markets. As regards ABCP, both the short-term nature of the liabilities and the presence of additional forms of support beyond underlying exposures reduce the need for loan/lease-level data.

(8) It is less useful for investors, potential investors, competent authorities and, with regard to public securitisations, the other entities listed in Article 17(1) of Regulation (EU) 2017/2402, to continue receiving information on inactive exposures. This is because inactive exposures, such as loans that have defaulted with no further recoveries expected or loans that have been redeemed, prepaid, cancelled, repurchased or substituted, no longer contribute to the risk profile of the securitisation. It is therefore appropriate that information on the transition of inactive exposures from active to inactive status is reported for reasons of transparency, but there is no need to report such exposures thereafter. (9) It is possible that the reporting requirements under Regulation (EU) 2017/2402 require making available a substantial number and variety of documents and other items. In order to facilitate the tracking of such documentation, a set of item codes should be used by the originator, sponsor, or SSPE when making information available to a securitisation repository. (10) In accordance with best practices for reporting requirements and in order to assist investors, potential investors, competent authorities and, with regard to public securitisations, the other entities listed in Article 17(1) of Regulation (EU) 2017/2402 in tracking the relevant information, standardised identifiers should be assigned to the information made available. Furthermore, those standardised identifiers should be unique and permanent so that the evolution of securitisation information may be effectively monitored over time. (11) In order to allow investors, potential investors, competent authorities and, with regard to public securitisations, the other entities listed in Article 17(1) of Regulation (EU) 2017/2402 to satisfy their due diligence and other obligations under that Regulation, it is essential that information made available is complete, consistent and up-to-date. A change in the risk characteristics of the underlying exposures or in the aggregated cash flows generated by those underlying exposures or in other information set out in the investor report can materially impact the performance of the securitisation and have a significant effect on the prices of the tranches/bonds of that securitisation. Therefore, inside information or significant event information should be made available, for public securitisations, the moment information on underlying exposures and investor report is made available via a securitisation repository. Furthermore, for public securitisations, inside information or significant event information should include detailed information on the non-ABCP securitisation, the ABCP programme, the ABCP transaction, the tranches/bonds, the accounts, the counterparties and information on features that are relevant for synthetic or Collateralised Loan Obligation securitisations. (12) For reasons of transparency, where information cannot be made available or is not applicable, the originator, sponsor, or SSPE should signal and explain, in a standardised manner, the specific reason and circumstances why the data is not reported. A set of No data options should therefore be developed for that purpose, reflecting existing practices for disclosures of securitisation information.

(13) The set of No data (ND) options should only be used where information is not available for justifiable reasons, including where a specific reporting item is not applicable due to the heterogeneity of the underlying exposures for a given securitisation. The use of ND options should however in no way constitute a circumvention of reporting requirements. The use of ND options should therefore be objectively verifiable on an ongoing basis, in particular by providing explanations to competent authorities at any time, upon request, of the circumstances that have resulted in the use of the ND values. (14) For reasons of accuracy, reported information should be up-to-date. Therefore, information made available should reference a time period that is as close as possible to the date of submission, having due regard to the operational steps to be undertaken by the originator, sponsor, or SSPE to organise and submit the required information. (15) The provisions in this Regulation are closely linked, since they deal with the information about a securitisation that the originator, sponsor or SSPE of that securitisation are to make available to various parties as required under Regulation (EU) 2017/2402. To ensure coherence between those provisions, which should enter into force at the same time, and to facilitate a comprehensive view and efficient access to all the relevant information of a securitisation, it is necessary to include the regulatory technical standards in a single Regulation. (16) This Regulation is based on the draft regulatory technical standards submitted by European Securities and Markets Authority (ESMA) to the Commission. (17) ESMA has conducted open public consultation on the draft regulatory technical standards on which this Regulation is based, analysed the potential related costs and benefits and requested the opinion of the Securities and Markets Stakeholder Group established by Article 37 of Regulation (EU) No 1095/2010 of the European Parliament and of the Council Regulation (EU) No 1095/2010 of the European Parliament and of the Council of 24 November 2010 establishing a European Supervisory Authority (European Securities and Markets Authority), amending Decision No 716/2009/EC and repealing Commission Decision 2009/77/EC (OJ L 331, 15.12.2010, p. 84). , HAS ADOPTED THIS REGULATION:

Article 1

Definitions For the purposes of this Regulation, the following definitions shall apply: (1) reporting entity means the entity designated in accordance with the first subparagraph of Article 7(2) of Regulation (EU) 2017/2402; (2) data cut-off date means the reference date of the information being reported in accordance with this Regulation; (3) active underlying exposure means an underlying exposure which, at the data cut-off date, may be expected to generate cash inflows or outflows in the future; (4) inactive underlying exposure means an underlying exposure that has defaulted with no further recoveries expected or that has been redeemed, prepaid, cancelled, repurchased or substituted;

(5) debt service coverage ratio means the annual rental income generated by commercial real estate that is wholly or partially financed by debt, net of taxes and net of any operational expenses to maintain the property’s value, relative to the annual combined interest and principal repayment on a borrower’s total debt over a given period on the loan secured by the property; (6) interest coverage ratio means the gross annual rental income, before operational expenses and taxes, accruing from a buy-to-let property or the net annual rental income accruing from a commercial real estate property or set of properties relative to the annual interest cost of the loan secured by the property or set of properties. SECTION 1 Information to be made available for all securitisations

Article 2

Information on underlying exposures

1. The information to be made available for a non-ABCP securitisation pursuant to Article 7(1)(a) of Regulation (EU) 2017/2402 is specified in: (a) Annex II for loans to private households secured by residential real estate, regardless of the purpose of those loans; (b) Annex III for loans for the purposes of acquiring commercial real estate or secured by commercial real estate; (c) Annex IV for corporate underlying exposures, including underlying exposures to micro, small- and medium-sized enterprises; (d) Annex V for automobile underlying exposures, including both loans and leases to legal or natural persons backed by automobiles; (e) Annex VI for consumer underlying exposures; (f) Annex VII for credit card underlying exposures; (g) Annex VIII for leasing underlying exposures; (h) Annex IX for underlying exposures that do not fall within any of the categories set out in points (a) to (g). For the purposes of point (a), residential real estate means any immovable property, available for dwelling purposes (including buy-to-let housing or property), acquired, built or renovated by a private household and that is not qualified as commercial real estate. For the purposes of point (b), commercial real estate means any income-producing real estate, either existing or under development, and excludes social housing and property owned by end-users.
2. Where a non-ABCP securitisation includes more than one of the types of underlying exposures listed in paragraph 1, the reporting entity for that securitisation shall make available the information specified in the applicable Annex for each underlying exposure type.
3. The reporting entity for a non-performing exposure securitisation shall make available the information specified in: (a) the Annexes referred to in points (a) to (h) of paragraph 1, as relevant to the underlying exposure type; (b) Annex X. For the purposes of this paragraph, a non-performing exposure securitisation shall be considered to be a non-ABCP securitisation the majority of whose active underlying exposures, measured in terms of outstanding principal balance as at the data cut-off date, are one of the following: (a) non-performing exposures as referred to in paragraphs 213 to 239 of Annex V, Part 2, to Commission Implementing Regulation (EU) No 680/2014

Commission Implementing Regulation (EU) No 680/2014 of 16 April 2014 laying down implementing technical standards with regard to supervisory reporting of institutions according to Regulation (EU) No 575/2013 of the European Parliament and of the Council (OJ L 191, 28.6.2014, p. 1). ; (b) credit-impaired financial assets as defined in Appendix A to International Financial Reporting Standard 9 in Commission Regulation (EC) No 1126/2008 Commission Regulation (EC) No 1126/2008 of 3 November 2008 adopting certain international accounting standards in accordance with Regulation (EC) No 1606/2002 of the European Parliament and of the Council (OJ L 320, 29.11.2008, p. 1). or financial assets accounted for as credit impaired under national rules applying the Generally Accepted Accounting Principles (GAAP) based on Council Directive 86/635/EEC Council Directive 86/635/EEC of 8 December 1986 on the annual accounts and consolidated accounts of banks and other financial institutions (OJ L 372, 31.12.1986, p. 1). . 4. The reporting entity for an ABCP transaction shall make available the information specified in Annex XI. 5. For the purposes of this Article, the information to be made available pursuant to paragraphs 1 to 4 shall be on: (a) active underlying exposures as at the data cut-off date; (b) inactive underlying exposures that were active underlying exposures at the immediately-preceding data cut-off date.

Article 3

Information on investor reports

1. The reporting entity for a non-ABCP securitisation shall make available the information on investor reports specified in Annex XII.
2. The reporting entity for an ABCP securitisation shall make available the information on investor reports specified in Annex XIII.

Article 4

Information granularity

1. The reporting entity shall make available the information specified in Annexes II to X and XII on the following: (a) underlying exposures, in relation to each individual underlying exposure; (b) collaterals, where any of the following conditions is met and in respect of each item of collateral securing each underlying exposure: (i) the underlying exposure is secured by a guarantee; (ii) the underlying exposure is secured by physical or financial collateral; (iii) the lender may unilaterally create security over the underlying exposure without the need for any further approval from the obligor or guarantor; (c) tenants, for each of the three largest tenants occupying a commercial real estate property, measured as the total annual rent payable by each tenant occupying the property; (d) historical collections, for each underlying exposure and for each month in the period from the data cut-off date up to 36 months prior to that date; (e) cashflows, for each inflow or outflow item in the securitisation, as set out in the applicable priority of receipts or payments as at the data cut-off date; (f) tests/events/triggers, for each test/event/trigger that triggers changes in the priority of payments or the replacement of any counterparties.

For the purposes of points (a) and (d), securitised loan parts shall be treated as individual underlying exposures. For the purposes of point (b), each property acting as security for loans referred to in points (a) and (b) of Article 2(1) shall be treated as a single item of collateral. 2. The reporting entity shall make available the information specified in Annexes XI and XIII on the following: (a) ABCP transactions, for as many ABCP transactions that exist in the ABCP programme as at the data cut-off date; (b) each ABCP programme that is funding the ABCP transactions for which information is made available pursuant to point (a), as at the data cut-off date; (c) tests/events/triggers, for each test/event/trigger in the ABCP securitisation that triggers changes in the priority of payments or the replacement of any counterparties; (d) underlying exposures, for each ABCP transaction on which information is made available pursuant to point (a) and for each exposure type that is present in that ABCP transaction as at the data cut-off date, in accordance with the list in field IVAL5 in Annex XI. SECTION 2 Information to be made available for securitisations for which a prospectus has to be drawn up (public securitisations)

Article 5

Item codes Reporting entities shall assign item codes to the information made available to securitisation repositories. For this purpose, reporting entities shall assign the item code specified in Table 3 of Annex I that best corresponds to that information.

Article 6

Inside information

1. The reporting entity for a non-ABCP securitisation shall make available the inside information specified in Annex XIV.
2. The reporting entity for an ABCP securitisation shall make available the inside information specified in Annex XV.

Article 7

Information on significant events

1. The reporting entity for a non-ABCP securitisation shall make available the information on significant events specified in Annex XIV.
2. The reporting entity for an ABCP securitisation shall make available the information on significant events specified in Annex XV.

Article 8

Information granularity

1. The reporting entity shall make available the information specified in Annex XIV on the following: (a) the tranches/bonds in the securitisation, for each tranche issuance in the securitisation or other instrument to which an International Securities Identification Number has been assigned and for each subordinated loan in the securitisation; (b) accounts, for each account in the securitisation; (c) counterparties, for each counterparty in the securitisation; (d) where the securitisation is a synthetic non-ABCP securitisation: (i) synthetic coverage, for as many protection arrangements as exist in the securitisation; (ii) issuer collateral, for each individual collateral asset held by the SSPE on behalf of investors that exists for the given protection arrangement; (e) where the securitisation is a Collateralised Loan Obligation (CLO) non-ABCP securitisation:

(i) the CLO manager, for each CLO manager in the securitisation; (ii) the CLO securitisation. For the purposes of point (d)(ii), each asset for which an International Securities Identification Number exists shall be treated as an individual collateral asset, cash collateral of the same currency shall be aggregated and treated as an individual collateral asset, and cash collateral of different currencies shall be reported as separate collateral assets. 2. The reporting entity shall make available the information specified in Annex XV on the following: (a) ABCP transactions, for as many ABCP transactions that exist in the ABCP programme as at the data cut-off date; (b) ABCP programmes, for as many ABCP programmes that, at the data cut-off date, are funding the ABCP transactions on which information is made available pursuant to point (a); (c) the tranches/bonds in the ABCP programme, for each tranche or commercial paper issuance in the ABCP programme or other instrument to which an International Securities Identification Number has been assigned and for each subordinated loan in the ABCP programme; (d) accounts, for each account in the ABCP securitisation; (e) counterparties, for each counterparty in the ABCP securitisation. SECTION 3 Common provisions

Article 9

Information completeness and consistency

1. The information made available pursuant to this Regulation shall be complete and consistent.
2. Where the reporting entity identifies factual errors in any information that it has made available pursuant to this Regulation, it shall make available, without undue delay, a corrected report of all information about the securitisation required under this Regulation.
3. Where permitted in the corresponding Annex, the reporting entity may report one of the following No Data Option (ND) values corresponding to the reason justifying the unavailability of the information to be made available: (a) value ND1, where the required information has not been collected because it was not required by the lending or underwriting criteria at the time of origination of the underlying exposure; (b) value ND2, where the required information has been collected at the time of origination of the underlying exposure but is not loaded into the reporting system of the reporting entity at the data cut-off date; (c) value ND3, where the required information has been collected at the time of origination of the underlying exposure but is loaded into a separate system from the reporting system of the reporting entity at the data cut-off date; (d) value ND4-YYYY-MM-DD, where the required information has been collected but it will only be possible to make it available at a date taking place after the data cut-off date. YYYY-MM-DD shall respectively refer to the numerical year, month, and day corresponding to the future date at which the required information will be made available; (e) value ND5, where the required information is not applicable to the item being reported. For the purposes of this paragraph, the report of any ND values shall not be used to circumvent the requirements in this Regulation.

Upon request by competent authorities, the reporting entity shall provide details of the circumstances that justify the use of those ND values.

Article 10

Information timeliness

1. Where a securitisation is not an ABCP securitisation, the information made available pursuant to this Regulation shall not have a data cut-off date later than two calendar months prior to the submission date.
2. Where a securitisation is an ABCP securitisation: (a) the information specified in Annex XI and in the transaction information section in Annexes XIII and XV shall not have a data cut-off date later than two calendar months prior to the submission date; (b) the information specified in all sections of Annexes XIII and XV other than the transaction information section shall not have a data cut-off date later than one calendar month prior to the submission date.

Article 11

Unique identifiers

1. Each securitisation shall be assigned a unique identifier composed of the following elements, in sequential order: (a) the Legal Entity Identifier of the reporting entity; (b) the letter A where the securitisation is an ABCP securitisation or the letter N where the securitisation is a non-ABCP securitisation; (c) the four-digit year corresponding to: (i) the year in which the first securities of the securitisation were issued, where the securitisation is a non-ABCP securitisation; (ii) the year in which the first securities within the ABCP programme were issued, where the securitisation is an ABCP securitisation; (d) the number 01 or, where there is more than one securitisation with the same identifier as referred to in points (a), (b) and (c), a two-digit sequential number corresponding to the order in which information about each securitisation is made available. The order of simultaneous securitisations shall be discretionary.
2. Each ABCP transaction in an ABCP programme shall be assigned a unique identifier composed of the following elements, in sequential order: (a) the Legal Entity Identifier of the reporting entity; (b) the letter T; (c) the four-digit year corresponding to the first closing date of the ABCP transaction; (d) the number 01 or, where there is more than one ABCP transaction with the same identifier as referred to in points (a), (b) and (c) of this paragraph, a two-digit sequential number corresponding to the order of the first closing date of each ABCP transaction. The order of simultaneous ABCP transactions shall be discretionary.
3. Unique identifiers shall not be amended by the reporting entity.

Article 12

Classifications reporting

1. The information relating to the European System of Accounts (ESA) 2010 classification referred to in Regulation (EU) No 549/2013 of the European Parliament and of the Council Regulation (EU) No 549/2013 of the European Parliament and of the Council of 21 May 2013 on the European system of national and regional accounts in the European Union (OJ L 174, 26.6.2013, p. 1). shall be made available using the codes set out in Table 1 of Annex I.

1. The information relating to the Servicer Watchlist classifications shall be made available using the codes set out in Table 2 of Annex I.

Article 13

Entry into force This Regulation shall enter into force on the twentieth day following that of its publication in the Official Journal of the European Union. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 16 October 2019. For the Commission The President Jean Claude Juncker

Annex

ANNEX I Table 1: European System of Accounts Secure Codes SectorsSub-sectorsESA CodeNon-financial corporationsPublic non-financial corporationsS.11001National private non-financial corporationsS.11002Foreign controlled non-financial corporationsS.11003Monetary financial institutions (MFIs)Central bankS.121Public deposit-taking corporations except the central bankS.12201National private deposit-taking corporations except the central bankS.12202Foreign controlled deposit-taking corporations except the central bankS.12203Public money market funds (MMFs)S.12301National private money market funds (MMFs)S.12302Foreign controlled money market funds (MMFs)S.12303Financial corporations except MFIs and Insurance corporations and pension funds (ICPFs)Public non-MMF investment fundsS.12401National private non-MMF investment fundsS.12402Foreign controlled non-MMF investment fundsS.12403Public other financial intermediaries, except insurance corporations and pension fundsS.12501National private other financial intermediaries, except insurance corporations and pension fundsS.12502Foreign controlled other financial intermediaries, except insurance corporations and pension fundsS.12503Public financial auxiliariesS.12601National private financial auxiliariesS.12602Foreign controlled financial auxiliariesS.12603Public captive financial institutions and money lendersS.12701National private captive financial institutions and money lendersS.12702Foreign controlled captive financial institutions and money lendersS.12703 ICPFsPublic insurance corporationsS.12801National private insurance corporationsS.12802Foreign controlled insurance corporationsS.12803Public pension fundsS.12901National private pension fundsS.12902Foreign controlled pension fundsS.12903OtherGeneral governmentS.13Central government (excluding social security funds)S.1311State government (excluding social security funds)S.1312Local government (excluding social security funds)S.1313Social security fundsS.1314HouseholdsS.14Employers and own-account workersS.141+S.142EmployeesS.143Recipients of property and transfer incomeS.144Recipients of property incomeS.1441Recipients of pensionsS.1442Recipients of other transfersS.1443Non-profit institutions serving householdsS.15Member States of the European UnionS.211Institutions and bodies of the European UnionS.212Non-member countries and international organisations non-resident in the European UnionS.22 Table 2: Servicer Watchlist Codes Servicer Watchlist CodeMeaningInclusion ThresholdRelease Threshold1ADelinquent P&I payment2 payments behindArrears cleared and loan is current. Remain on Watchlist for 2 quarters/periods

1BDelinquent insurance renewal or forced placed coverage30 days overdueReceipt of proof of satisfactory insurance1CInterest Coverage Ratio below dividend trap. Interest Coverage Ratio < required loan covenant (cash trap or default level); Interest Coverage Ratio < 1.00 on a loan by loan basis Interest Coverage Ratio above threshold1DDebt Service Coverage Ratio absolute level Debt Service Coverage Ratio < 1.00; Debt Service Coverage Ratio < 1.20 for healthcare and lodging; or on a loan by loan basis Debt Service Coverage Ratio above threshold1EDebt Service Coverage Ratio decreases from Securitisation DateDebt Service Coverage Ratio < 80 % of the Securitisation Date Debt Service Coverage RatioDebt Service Coverage Ratio above threshold. Remain on Watchlist for 2 quarters/periods1FDefaulted, matured, or discovery of previous undisclosed subordinate lien including mezzanine loan.When notice received by servicerDefault has been cured or subordinate debt approved by servicer1GAny unplanned draw on a letter of credit, debt service reserve, or working capital to pay debt serviceAny occurrence on a loan by loan basis.After funds or Letter of Credit replaced if required by the documents otherwise after two Interest Payment Dates with no further draws2AAbsolute required repairs reserved for at closing, or otherwise disclosed to servicer, but not completed by due dateIf required repair is not completed with 60 days following the due date (including extensions approved by the Servicer) and it is the lesser of 10 % of the unpaid principal balance or €250,000Satisfactory verification that repairs have been completed2BAny required spending plan deficiencies (i.e.: capex, FF&E)Any knowledge of deficiency that adversely affects the performance or value of property; on a loan by loan basis/material (> 5 % of loan outstanding balance)When plan deficiencies are cured2COccurrence of any trigger event in the mortgage loan documents. (e.g. required loan pay down, posting of additional reserves, minimum thresholds breached, etc.)Any occurrenceCure of the event that required action under the mortgage documents2DVerification of financial performance. Unsatisfactory or non-delivery of tenancy schedules or operating statements, etc.Any occurrence for 6 months or greaterCure of the event that required action under the mortgage documents 2EOperating licence or franchise agreement defaultWhen notice received by servicerNew franchise or licence in place, or default under franchise or licence has been cured — Relationship agreement2FBorrower/owner/sponsor bankruptcy or similar event (e.g. insolvency arrangement/proceedings, bankruptcy, receivership, liquidation, company voluntary arrangement (CVA)/individual voluntary arrangement (IVA)), becomes the subject of winding up order bankruptcy petition or other.When notice received by servicerRetain on Watchlist until Interest Payment Date following cure.3A(i)Inspection reveals poor conditionAny occurrence on a loan by loan basis/material 5 % > of net rental income (NRI)In Servicer’s discretion that property deficiencies cured or access allowed and inspection completed3A(ii)Inspection reveals poor accessibilityAny occurrence on a loan by loan basis/material 5 % > of net rental income (NRI)In Servicer’s discretion that property deficiencies cured or access allowed and inspection completed3BInspection reveals harmful environmental issueAny occurrenceIn Servicer’s discretion that property deficiencies cured3CProperties affected by major casualty or compulsory purchase proceeding affecting future cash flows, value/blight/caution.When servicer becomes aware of issue and it affects > 10 % of value or €500,000In Servicer’s discretion that all necessary repairs have been completed satisfactorily or that condemnation proceedings have been completed and the asset can perform satisfactorily4AOverall property portfolio occupancy decrease20 % less than Securitisation Date level; on a loan by loan basisWhen condition no longer exists4BAny 1 tenant or combination of TOP 3 TENANTS (based on gross rental) with leases > 30 % expiring within the next 12 months.Only applies to office, industrial and retail.When condition no longer exists or Servicer’s discretion.4CMajor tenant lease or leases that are in default, terminated or are dark (Not occupied, but rent being paid)> 30 % Net Rental IncomeWhen condition no longer exists, or Servicer’s discretion.5APending loan maturity< 180 days until maturityLoan is paid off.

Table 3: Item types and codes Regulation (EU) No 596/2014 of the European Parliament and of the Council of 16 April 2014 on market abuse (market abuse regulation) and repealing Directive 2003/6/EC of the European Parliament and of the Council and Commission Directives 2003/124/EC, 2003/125/EC and 2004/72/EC (OJ L 173, 12.6.2014, p. 1). Item typeArticle(s) of Regulation (EU) 2017/2402Item codeUnderlying exposures or underlying receivables or credit claims7(1)(a)1Investor report7(1)(e)2Final offering document; prospectus; closing transaction documents, excluding legal opinions7(1)(b)(i)3Asset sale agreement; assignment; novation or transfer agreement; any relevant declaration of trust7(1)(b)(ii)4Derivatives and guarantees agreements; any relevant documents on collateralisation arrangements where the exposures being securitised remain exposures of the originator7(1)(b)(iii)5Servicing; back-up servicing; administration and cash management agreements7(1)(b)(iv)6Trust deed; security deed; agency agreement; account bank agreement; guaranteed investment contract; incorporated terms or master trust framework or master definitions agreement or such legal documentation with equivalent legal value7(1)(b)(v)7Inter-creditor agreements; derivatives documentation; subordinated loan agreements; start-up loan agreements and liquidity facility agreements7(1)(b)(vi)8Any other underlying documentation that is essential for the understanding of the transaction7(1)(b)9Simple, transparent and standardised notification pursuant to Article 27 of Regulation (EU) 2017/24027(1)(d)10Inside information relating to the securitisation that the originator, sponsor or SSPE is obliged to make public in accordance with Article 17 of Regulation (EU) No 596/2014 of the European Parliament and of the Council7(1)(f)11 A significant event, such as: (i) a material breach of the obligations provided for in the documents made available in accordance with Article 7(1)(b) of Regulation (EU) 2017/2402, including any remedy, waiver or consent subsequently provided in relation to such a breach; (ii) a change in the structural features that can materially impact the performance of the securitisation; (iii) a change in the risk characteristics of the securitisation or of the underlying exposures that can materially impact the performance of the securitisation; (iv) in the case of STS securitisations, where the securitisation ceases to meet the STS requirements or where competent authorities have taken remedial or administrative actions; (v) any material amendment to transaction documents. 7(1)(g)12

Annex

ANNEX II UNDERLYING EXPOSURES INFORMATION — RESIDENTIAL REAL ESTATE (RRE) Commission Delegated Regulation (EU) 2020/1224 of 16 October 2019 supplementing Regulation (EU) 2017/2402 of the European Parliament and of the Council with regard to regulatory technical standards specifying the information and the details of a securitisation to be made available by the originator, sponsor and SSPE (OJ L 289, 3.9.2020, p. 1).

Field codeField nameContent to reportND1-ND4 allowed?ND5 allowed?Underlying exposures information sectionRREL1Unique IdentifierThe unique identifier assigned by the reporting entity in accordance with Article 11(1) of Commission Delegated Regulation (EU) 2020/1224.NONORREL2Original Underlying Exposure IdentifierUnique underlying exposure identifier. The identifier must be different from any external identification number to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.NONORREL3New Underlying Exposure IdentifierIf the original identifier in field RREL2 cannot be maintained in this field, enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in RREL2. The reporting entity must not amend this unique identifier.NONORREL4Original Obligor IdentifierOriginal unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.NONORREL5New Obligor IdentifierIf the original identifier in field RREL4 cannot be maintained in this field, enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in RREL4. The reporting entitymust not amend this unique identifier.NONORREL6Data Cut-Off DateThe data cut-off date for this data submission.NONORREL7Pool Addition DateThe date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available, enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure.NOYESRREL8Date Of RepurchaseDate on which the underlying exposure was repurchased from the pool.NOYESRREL9Redemption DateDate on which account redeemed or (for defaulted underlying exposures) the date on which the recovery process was completed.NOYESRREL10ResidentIs the primary obligor a resident of the country in which the collateral and underlying exposure reside?YESNO RREL11Geographic Region — ObligorThe geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ZZZ.YESNORREL12Geographic Region ClassificationEnter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed.YESNORREL13Employment Status

Employment status of the primary obligor: Employed — Private Sector (EMRS) Employed — Public Sector (EMBL) Employed — Sector Unknown (EMUK) Unemployed (UNEM) Self-employed (SFEM) No Employment, Obligor is Legal Entity (NOEM) Student (STNT) Pensioner (PNNR) Other (OTHR) YESNORREL14Credit Impaired Obligor Confirm that, pursuant to Article 20(11) of Regulation (EU) 2017/2402, at the time that this underlying exposure was selected for transfer to the SSPE, the exposure was neither in default within the meaning of Article 178(1) of Regulation (EU) No 575/2013 nor constituted an exposure to a credit-impaired debtor or guarantor, who, to the best of the originator’s or original lender’s knowledge: (a) has been declared insolvent or had a court grant his creditors a final non-appealable right of enforcement or material damages as a result of a missed payment within three years prior to the date of origination or has undergone a debt restructuring process with regard to his non-performing exposures within three years prior to the date of transfer or assignment of the underlying exposures to the SSPE, except if: (i) a restructured underlying exposure has not presented new arrears since the date of the restructuring, which must have taken place at least one year prior to the date of transfer or assignment of the underlying exposures to the SSPE; and (ii) the information provided by the originator, sponsor and SSPE in accordance with points (a) and (e)(i) of the first subparagraph of Article 7(1) explicitly sets out the proportion of restructured underlying exposures, the time and details of the restructuring as well as their performance since the date of the restructuring; (b) was, at the time of origination, where applicable, on a public credit registry of persons with adverse credit history or, where there is no such public credit registry, another credit registry that is available to the originator or original lender; or (c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher than for comparable exposures held by the originator which are not securitised. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. NOYES RREL15Customer Type Customer type at origination: New customer and not an employee/affiliated with the originator’s group (CNEO) New customer and an employee/affiliated with the originator’s group (CEMO) New customer and employee/affiliation not recorded (CNRO) Existing customer and not an employee/affiliated with the originator’s group (ENEO) Existing customer and an employee/affiliated with the originator’s group (EEMO) Existing customer and employee/affiliation not recorded (ENRO) Other (OTHR) YESNORREL16Primary Income

Primary obligor annual income used to underwrite the underlying exposure at the time of origination. Where the primary obligor is a legal person/entity, enter that obligor’s annual revenue. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESNORREL17Primary Income Type Indicate what income in RREL16 is displayed: Gross annual income (GRAN) Net annual income (net of tax and social security) (NITS) Net annual income (net of tax only) (NITX) Net annual income (net of social security only) (NTIN) Estimated net annual income (net of tax and social security) (ENIS) Estimated net annual income (net of tax only) (EITX) Estimated net annual income (net of social security only) (EISS) Disposable Income (DSPL) Borrower is legal entity (CORP) Other (OTHR) YESNO RREL18Primary Income CurrencyCurrency in which the primary obligor’s income or revenue is paid.YESNORREL19Primary Income Verification Primary Income Verification: Self-certified no Checks (SCRT) Self-certified with Affordability Confirmation (SCNF) Verified (VRFD) Non-Verified Income or Fast Track (NVRF) Credit Bureau Information or Scoring (SCRG) Other (OTHR) YESNORREL20Secondary Income Secondary obligor annual income used to underwrite the underlying exposure at the time of origination. Where the secondary obligory is a legal person/entity, enter that obligor’s annual revenue. When there are more than two obligors in this underlying exposure, indicate total annual combined income across all obligors in this field. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESRREL21Secondary Income Verification Income verification for secondary income: Self-certified no Checks (SCRT) Self-certified with Affordability Confirmation (SCNF) Verified (VRFD) Non-Verified Income or Fast Track (NVRF) Credit Bureau Information or Scoring (SCRG) Other (OTHR) YESYESRREL22Special SchemeIf the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here.YESYESRREL23Origination DateDate of original underlying exposure advance.YESNO RREL24Maturity DateThe date of maturity of the underlying exposure or expiry of the lease.NOYESRREL25Original TermOriginal contractual term (number of months) at the origination date.YESYESRREL26Origination Channel Origination channel of the underlying exposure: Office or Branch Network (BRAN) Central or Direct (DRCT) Broker (BROK) Internet (WEBI) Package (TPAC) Third Party Channel but Underwriting Performed Entirely by the Originator (TPTC) Other (OTHR) YESYESRREL27Purpose The reason for the obligor taking out the loan: Purchase (PURC) Remortgage (RMRT) Renovation (RENV) Equity Release (EQRE) Construction (CNST) Debt Consolidation (DCON) Remortgage with Equity Release (RMEQ) Business Funding (BSFN) Combination Mortgage (CMRT) Investment Mortgage (IMRT) Right to Buy (RGBY) Government Sponsored Loan (GSPL) Other (OTHR) YESNORREL28Currency DenominationThe underlying exposure currency denomination.NONORREL29Original Principal Balance

Original underlying exposure balance (inclusive of fees). This is referring to the balance of the underlying exposure at the underlying exposure origination date, not the date of the underlying exposure’s sale to the SSPE or the closing date of the securitisation. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYES RREL30Current Principal Balance Amount of underlying exposure outstanding as of the data cut-off date. This includes any amounts that are secured by the mortgage and will be classed as principal in the securitisation. For example, if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. It excludes any interest arrears or penalty amounts. Current balance includes the principal arrears. However, savings amount is to be deducted if a subparticipation exists. (i.e. underlying exposure balance = underlying exposure +/- subparticipation; +/- 0 if no subparticipation). Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESRREL31Prior Principal Balances Total balances ranking prior to this underlying exposure (including those held with other lenders). If there are no prior balances, enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESRREL32Pari Passu Underlying Exposures Total value of underlying exposures to this obligor ranking pari passu with this underlying exposure (regardless of whether or not they are included in this pool). If there are no balances ranking pari passu, enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESRREL33Total Credit Limit For underlying exposures with flexible re-draw facilities (including revolving characteristics) or where the maximum underlying exposure amount hasn’t been withdrawn in full – the maximum underlying exposure amount that could potentially be outstanding. This field is only to be populated for underlying exposures that have flexible or further drawing characteristics. This is not intended to capture instances where the obligor may renegotiate an increased underlying exposure balance but rather where there is currently the contractual ability for the obligor to do this and for the lender to provide the additional funding. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESRREL34Purchase PriceEnter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied.NOYESRREL35Amortisation Type Type of amortisation of the underlying exposure including principal and interest. French — i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX) German — i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest. (DEXX)

Fixed amortisation schedule — i.e. Amortisation in which the principal amount repaid in each instalment is the same. (FIXE) Bullet — i.e. Amortisation in which the full principal amount is repaid in the last instalment. (BLLT) Other (OTHR) YESNO RREL36Principal Grace Period End DateIf applicable as at the data cut-off date, indicate the principal grace period end date.NOYESRREL37Scheduled Principal Payment Frequency Frequency of principal payments due, i.e. period between payments: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) NOYESRREL38Scheduled Interest Payment Frequency Frequency of interest payments due, i.e. period between payments: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) NOYESRREL39Payment Due This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESRREL40Debt To Income Ratio Debt defined as the amount of underlying exposure outstanding as of data cut-off date, this includes any amounts that are secured by the mortgage and will be classed as principal in the securitisation. For example if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. Excluding any interest arrears or penalty amounts. Income defined as combined income, sum of primary and secondary income fields (field numbers RREL16 and RREL20) and any other income. YESYESRREL41Balloon Amount Total amount of (securitised) principal repayment to be paid at the maturity date of the underlying exposure. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESRREL42Interest Rate Type Interest rate type: Floating rate underlying exposure (for life) (FLIF) Floating rate underlying exposure linked to one index that will revert to another index in the future (FINX) Fixed rate underlying exposure (for life) (FXRL) Fixed with future periodic resets (FXPR) Fixed rate underlying exposure with compulsory future switch to floating (FLCF) Floating rate underlying exposure with floor (FLFL) Floating rate underlying exposure with cap (CAPP) Floating rate underlying exposure with both floor and cap (FLCA) Discount (DISC) Switch Optionality (SWIC) Obligor Swapped (OBLS) Modular (MODE) Other (OTHR) NOYES RREL43Current Interest RateGross rate per annum used to calculate the current period scheduled interest on the securitised underlying exposure. Rates calculated on a period-by-period basis must be annualised.NOYESRREL44Current Interest Rate Index The base reference interest index currently applicable (the reference rate off which the interest rate is set): MuniAAA (MAAA) FutureSWAP (FUSW) LIBID (LIBI) LIBOR (LIBO) SWAP (SWAP) Treasury (TREA) Euribor (EURI) Pfandbriefe (PFAN) EONIA (EONA) EONIASwaps (EONS) EURODOLLAR (EUUS) EuroSwiss (EUCH) TIBOR (TIBO) ISDAFIX (ISDA) GCFRepo (GCFR)

STIBOR (STBO) BBSW (BBSW) JIBAR (JIBA) BUBOR (BUBO) CDOR (CDOR) CIBOR (CIBO) MOSPRIM (MOSP) NIBOR (NIBO) PRIBOR (PRBO) TELBOR (TLBO) WIBOR (WIBO) Bank of England Base Rate (BOER) European Central Bank Base Rate (ECBR) Lender’s Own Rate (LDOR) Other (OTHR) NOYES RREL45Current Interest Rate Index Tenor Tenor of the current interest rate index: Overnight (OVNG) IntraDay (INDA) 1 day (DAIL) 1 week (WEEK) 2 week (TOWK) 1 month (MNTH) 2 month (TOMN) 3 month (QUTR) 4 month (FOMN) 6 month (SEMI) 12 month (YEAR) On Demand (ONDE) Other (OTHR) NOYESRREL46Current Interest Rate MarginCurrent interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate.NOYESRREL47Interest Rate Reset IntervalNumber of months between each interest rate reset date on the underlying exposure.NOYESRREL48Interest Rate CapMaximum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement.NOYESRREL49Interest Rate FloorMinimum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement.NOYES RREL50Revision Margin 1 The margin for the underlying exposure at the 1st revision date. This refers only to contractual changes in the margin (e.g. from +50bps to +100bps) or the underlying index (e.g. from 3M EUIBOR to 1M EURIBOR) used for the interest calculation. This field does not refer to the date on which the index is reset periodically (e.g. resetting 1M EURIBOR each month). The full revised margin must be entered in this field, not the change in the margin. YESYESRREL51Interest Revision Date 1Date interest rate next changes (e.g. discount margin changes, fixed period ends, underlying exposure re-fixed etc. this is not the next LIBOR/EURIBOR/index reset date).YESYESRREL52Revision Margin 2 The margin for the underlying exposure at the 2nd revision date. This refers only to contractual changes in the margin (e.g. from +50bps to +100bps) or the underlying index (e.g. from 3M EUIBOR to 1M EURIBOR) used for the interest calculation. This field does not refer to the date on which the index is reset periodically (e.g. resetting 1M EURIBOR each month). The full revised margin must be entered in this field, not the change in the margin. YESYESRREL53Interest Revision Date 2Date of 2nd interest rate change (e.g. discount margin changes, fixed period ends, underlying exposure re-fixed etc. this is not the next LIBOR/EURIBOR/index reset date).YESYESRREL54Revision Margin 3 The margin for the underlying exposure at the 3rd revision date. This refers only to contractual changes in the margin (e.g. from +50bps to +100bps) or the underlying index (e.g. from 3M EUIBOR to 1M EURIBOR) used for the interest calculation. This field does not refer to the date on which the index is reset periodically (e.g. resetting 1M EURIBOR each month). The full revised margin must be entered in this field, not the change in the margin.

YESYESRREL55Interest Revision Date 3Date of 3rd interest rate change (e.g. discount margin changes, fixed period ends, underlying exposure re-fixed etc. this is not the next LIBOR/EURIBOR/index reset date).YESYESRREL56Revised Interest Rate Index Next interest rate index. MuniAAA (MAAA) FutureSWAP (FUSW) LIBID (LIBI) LIBOR (LIBO) SWAP (SWAP) Treasury (TREA) Euribor (EURI) Pfandbriefe (PFAN) EONIA (EONA) EONIASwaps (EONS) EURODOLLAR (EUUS) EuroSwiss (EUCH) TIBOR (TIBO) ISDAFIX (ISDA) GCFRepo (GCFR) STIBOR (STBO) BBSW (BBSW) JIBAR (JIBA) BUBOR (BUBO) CDOR (CDOR) CIBOR (CIBO) MOSPRIM (MOSP) NIBOR (NIBO) PRIBOR (PRBO) TELBOR (TLBO) WIBOR (WIBO) Bank of England Base Rate (BOER) European Central Bank Base Rate (ECBR) Lender’s Own Rate (LDOR) Other (OTHR) YESYES RREL57Revised Interest Rate Index Tenor Tenor of the next interest rate index: Overnight (OVNG) IntraDay (INDA) 1 day (DAIL) 1 week (WEEK) 2 week (TOWK) 1 month (MNTH) 2 month (TOMN) 3 month (QUTR) 4 month (FOMN) 6 month (SEMI) 12 month (YEAR) On Demand (ONDE) Other (OTHR) YESYESRREL58Number Of Payments Before SecuritisationEnter the number of payments made prior to the exposure being transferred to the securitisation.YESNORREL59Percentage Of Prepayments Allowed Per YearPercentage amount of pre-payments allowed under the product per year. This is for underlying exposures that allow a certain threshold of pre-payments (i.e. 10 %) before charges are incurred.YESYESRREL60Prepayment Lock-Out End DateThe date after which the lender allows prepayment of the underlying exposure.YESYES RREL61Prepayment Fee Amount collected from the obligor as the fee/penalty due for making prepayments as required under the terms of the underlying exposure agreement. This is not intended to include any amounts paid as a break cost to make up interest payments up to the underlying exposure Payment Date. This includes amounts collected that have not been securitised. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESRREL62Prepayment Fee End DateThe date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid.YESYESRREL63Prepayment DateThe latest date on which an unscheduled principal payment was received.YESYESRREL64Cumulative Prepayments Total prepayments collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination date Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESRREL65Date Of Restructuring Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. In the event of multiple dates, all dates must be provided in accordance with the XML schema.

YESYESRREL66Date Last In ArrearsDate the underlying exposure was last in arrears.YESYESRREL67Arrears Balance Current balance of arrears, which is defined as: Total payments due to date PLUS any amounts capitalised PLUS any fees applied to the account LESS total payments received to date. If no arrears then enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONORREL68Number Of Days In ArrearsNumber of days this underlying exposure is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date.NONORREL69Account Status Current status of the underlying exposure that has been securitised: Performing (PERF) Restructured — No Arrears (RNAR) Restructured — Arrears (RARR) Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT) Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT) Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR) Defaulted only under another definition of default being met (DADB) Arrears (ARRE) Repurchased by Seller – Breach of Representations and Warranties (REBR) Repurchased by Seller – Defaulted (REDF) Repurchased by Seller – Restructured (RERE) Repurchased by Seller – Special Servicing (RESS) Repurchased by Seller – Other Reason (REOT) Redeemed (RDMD) Other (OTHR) Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance. NONO RREL70Reason for Default or Foreclosure If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason: In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX) In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX) In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD) YESYESRREL71Default Amount Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESRREL72Default DateThe date of default.NOYES RREL73Allocated Losses The allocated losses to date, net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect most recent situation as at the data cut-off date, i.e. as recoveries are collected and the work out process progresses.

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESRREL74Cumulative Recoveries Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESRREL75LitigationFlag to indicate litigation proceedings underway (if account has recovered and is no longer being actively litigated this is to be re-set to N).NOYESRREL76RecourseIs there recourse (full or limited) to the obligor’s assets beyond the proceeds of any collateral for this underlying exposure?YESYESRREL77Deposit Amount The sum of all obligor amounts held by the originator or seller that are potentially off-settable against the underlying exposure balance, excluding the benefit of any national deposit compensation scheme. To prevent double-counting, this is to be capped at the lower of (1) the deposit amount, and (2) the maximum potential off-settable amount at the obligor-level (i.e. not underlying exposure-level) within the pool. Use the same currency denomination as that used for this underlying exposure. If an obligor has more than one underlying exposure outstanding in the pool, then this field is to be completed for each underlying exposure and it is up to the discretion of the reporting entity to decide to allocate the deposit amount across each of the underlying exposure, subject to the above-mentioned cap and so long as the total entries for this field across the multiple underlying exposures adds up to the accurate amount. For example, if Obligor A has deposit balance of €100, and two underlying exposures outstanding in the pool of: underlying exposure 1 €60 and underlying exposure 2 €75. This field could be completed as either underlying exposure 1 - €60 and underlying exposure 2 - €40, or underlying exposure 1 - €25 and underlying exposure 2 €75 (i.e. the relative entries for this field in each underlying exposure is capped at €60 for underlying exposure 1 and at €75 for underlying exposure 2 and the sum of the values across underlying exposure 1 and underlying exposure 2 must equal €100). Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYES RREL78Insurance Or Investment ProviderName of the insurance or investment provider (i.e. for life insurance or investment underlying exposures).YESYESRREL79Original Lender NameGive the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.YESYESRREL80Original Lender Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender. Where no Legal Entity Identifier is available, enter ND5. YESYESRREL81Original Lender Establishment CountryCountry where the original lender is established.YESYESRREL82Originator NameGive the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.NONORREL83Originator Legal Entity IdentifierProvide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator.NONORREL84Originator Establishment CountryCountry where the underlying exposure originator is established.NONOCollateral-level information sectionRREC1Unique IdentifierReport the same unique identifier here as the one entered into field RREL1.NONORREC2Underlying Exposure IdentifierUnique identifier for each underlying exposure. This must match field RREL3.NONORREC3Original Collateral IdentifierThe original unique identifier assigned to the collateral. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.NONORREC4New Collateral IdentifierIf the original identifier in field RREC2 cannot be maintained in this field enter the new identifier here. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. If there has been no change in the identifier, enter the same identifier as in RREC2. The reporting entity must not amend this unique identifier.NONO

RREC5Collateral Type The primary (in terms of value) type of asset securing the debt. Where there is a guarantee backed by physical or financial collateral, look through the guarantee to any collateral that may be supporting that guarantee. Automobile (CARX) Industrial Vehicle (INDV) Commercial Truck (CMTR) Rail Vehicle (RALV) Nautical Commercial Vehicle (NACM) Nautical Leisure Vehicle (NALV) Aeroplane (AERO) Machine Tool (MCHT) Industrial Equipment (INDE) Office Equipment (OFEQ) IT Equipment (ITEQ) Medical Equipment (MDEQ) Energy Related Equipment (ENEQ) Commercial Building (CBLD) Residential Building (RBLD) Industrial Building (IBLD) Other Vehicle (OTHV) Other Equipment (OTHE) Other Real Estate (OTRE) Other goods or inventory (OTGI) Securities (SECU) Guarantee (GUAR) Other Financial Asset (OTFA) Mixed Categories Due to Security Over All Assets of the Obligor (MIXD) Other (OTHR) NONORREC6Geographic Region — CollateralThe geographic region (NUTS3 classification) where the physical collateral is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ZZZ.YESYESRREC7Occupancy Type Type of property occupancy: Owner Occupied i.e. owned by a private household with the purpose of providing shelter to its owner (FOWN) Partially Owner Occupied (A property which is partly rented) (POWN) Non-Owner Occupied or Buy-To-Let (TLET) Holiday or Second Home (HOLD) Other (OTHR) If the collateral being reported is not property collateral, enter ND5. YESYES RREC8Lien Highest lien position held by the originator in relation to the collateral. If the collateral being reported is not property collateral, enter ND5. YESYESRREC9Property Type Property type: Residential (House, detached or semi-detached) (RHOS) Residential (Flat or Apartment) (RFLT) Residential (Bungalow) (RBGL) Residential (Terraced House) (RTHS) Multifamily House (properties with more than four units securing one underlying exposure) (MULF) Partial Commercial use (property is used as a residence as well as for commercial use where less than 50 % of its value derived from commercial use, e.g. doctor’s surgery and house) (PCMM) Commercial or Business Use (BIZZ) Land Only (LAND) Other (OTHR) If the collateral being reported is not property collateral, enter ND5. NOYESRREC10Energy Performance Certificate Value The energy performance certificate value of the collateral at the time of origination: A (EPCA) B (EPCB) C (EPCC) D (EPCD) E (EPCE) F (EPCF) G (EPCG) Other (OTHR) YESYESRREC11Energy Performance Certificate Provider NameEnter the full legal name of the energy performance certificate provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.YESYESRREC12Current Loan-To-Value Current loan to Value ratio (LTV). For non-first lien loans this is the combined or total LTV. Where the current loan balance is negative, enter 0. If the collateral being reported is not property collateral, enter ND5.

YESYES RREC13Current Valuation Amount The most recent valuation of the collateral as assessed by an independent external or internal appraiser. If such assessment is not available, the current value of the collateral can be estimated using a real estate value index sufficiently granular with respect to geographical location and type of collateral; if such real estate value index is also not available, a real estate price index sufficiently granular with respect to geographical location and type of collateral can be used after application of a suitably chosen mark-down to account for the depreciation of the collateral. If the collateral being reported is not property collateral, enter the most recent valuation of the collateral as assessed by an independent external or internal appraiser or, if not available, by the originator. If the collateral being reported is a guarantee, enter the amount of underlying exposure guaranteed by this collateral item to the benefit of the originator. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESRREC14Current Valuation Method The method of calculating the most recent value of the collateral, as provided in RREC13: Full, internal and external inspection (FIEI) Full, only external inspection (FOEI) Drive-by (DRVB) Automated Value Model (AUVM) Indexed (IDXD) Desktop (DKTP) Managing Agent or Estate Agent (MAEA) Tax Authority (TXAT) Other (OTHR) YESNORREC15Current Valuation DateThe date of the most recent valuation, as provided in RREC13.YESYESRREC16Original Loan-To-Value Originator’s original underwritten loan To Value ratio (LTV). For non-first lien loans, this is the combined or total LTV. If the collateral being reported is not property collateral, enter ND5. YESYESRREC17Original Valuation Amount The original valuation of the collateral used when the underlying exposure was originated (i.e. before securitisation). Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESNORREC18Original Valuation Method The method of calculating the value of the collateral at the time of underlying exposure origination, as provided in RREC17: Full, internal and external inspection (FIEI) Full, only external inspection (FOEI) Drive-by (DRVB) Automated Valuation Model (AUVM) Indexed (IDXD) Desktop (DKTP) Managing Agent/Estate Agent (MAEA) Tax Authority (TXAT) Other (OTHR) YESNO RREC19Original Valuation DateThe date of original valuation of the collateral, as provided in RREC17.YESNORREC20Date Of SaleThe date of sale of the foreclosed collateral.YESYESRREC21Sale Price Price achieved on sale of collateral in case of foreclosure. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESRREC22Collateral CurrencyThis is the currency in which the valuation amount provided in RREC13 is denominated.NOYESRREC23Guarantor Type Guarantor Type: No Guarantor (NGUA) Individual — Family Relation (FAML) Individual — Other (IOTH) Government (GOVE)

Bank (BANK) Insurance Product (INSU) Nationale Hypotheek Garantie Guarantee Scheme (NHGX) Fonds de Garantie de l’Accession Sociale (FGAS) Caution (CATN) Other (OTHR) YESNO

Annex

ANNEX III UNDERLYING EXPOSURES INFORMATION — COMMERCIAL REAL ESTATE (CRE) Regulation (EC) No 1893/2006 of the European Parliament and of the Council of 20 December 2006 establishing the statistical classification of economic activities NACE Revision 2 and amending Council Regulation (EEC) No 3037/90 as well as certain EC Regulations on specific statistical domains (OJ L 393, 30.12.2006, p. 1). Field codeField nameContent to reportND1-ND4 allowed?ND5 allowed?Underlying exposures information sectionCREL1Unique IdentifierThe unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224NONOCREL2Original Obligor IdentifierOriginal unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.NONOCREL3New Obligor IdentifierIf the original identifier in field CREL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CREL2. The reporting entity must not amend this unique identifier.NONOCREL4Original Underlying Exposure IdentifierUnique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.NONOCREL5New Underlying Exposure IdentifierIf the original identifier in field CREL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CREL4. The reporting entity must not amend this unique identifier.NONOCREL6Data Cut-Off DateThe data cut-off date for this data submission.NONOCREL7Pool Addition DateThe date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure.NOYESCREL8Date Of Restructuring Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. In the event of multiple dates, all dates must be provided in accordance with the XML schema. YESYES CREL9Date Of RepurchaseDate on which the underlying exposure was repurchased from the pool.NOYESCREL10Date Of SubstitutionIf underlying exposure was substituted for another underlying exposure after the Securitisation Date, the date of such substitution.NOYESCREL11Redemption DateDate on which account redeemed or (for defaulted underlying exposures) the date on which the recovery process was completed.NOYESCREL12Geographic Region — ObligorThe geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ZZZ.YESNOCREL13Geographic Region ClassificationEnter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed.YESNOCREL14Special SchemeIf the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here.YESYESCREL15Origination DateDate of original underlying exposure advance.YESNOCREL16Start Date Of AmortisationThe date on which amortisation will commence on the securitised underlying exposure (this can be a date prior to the securitisation date).YESYESCREL17Maturity Date At Securitisation DateThe maturity date of the underlying exposure as defined in the underlying exposure agreement. This would not take into account any extended maturity date on which may be allowed under the underlying exposure agreement.NOYESCREL18Maturity DateThe date of maturity of the underlying exposure or expiry of the lease.NOYESCREL19Original TermOriginal contractual term (number of months) at the origination date.YESYES

CREL20Duration Of Extension OptionDuration in months of any maturity extension option available to the underlying exposure. In the event of multiple maturity extensions available, enter the duration of the option that has the shortest extension period for the underlying exposure.NOYESCREL21Nature Of Extension Option Reference thresholds involved for the possibility of triggering/exercising the extension option referred to in field CREL20: Minimum Interest Coverage Ratio (MICR) Minimum Debt Service Coverage Ratio (MDSC) Maximum Loan-To-Value (MLTV) Multiple Conditions (MLTC) Other (OTHR) NOYESCREL22Currency DenominationThe underlying exposure currency denomination.NONOCREL23Current Principal Balance Outstanding principal balance of the securitised underlying exposure. This includes any amounts that are secured by the mortgage and will be classed as principal in the securitisation. For example if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. It excludes any interest arrears or penalty amounts. Current balance includes the principal arrears. However, savings amount are to be deducted if a subparticipation exists. (i.e. underlying exposure balance = underlying exposure +/- subparticipation; +/- 0 if no subparticipation). Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCREL24Original Principal Balance Original underlying exposure balance (inclusive of fees). This is referring to the balance of the underlying exposure at the underlying exposure origination date, not the date of the underlying exposure’s sale to the SSPE or the closing date of the securitisation. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESCREL25Original Principal Balance At Securitisation Date Original Principal Balance of the securitised underlying exposure at the Securitisation Date as identified in the Offering Circular. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESNO CREL26Committed Undrawn Facility Underlying Exposure Balance The total whole underlying exposure remaining facility/Undrawn balance at the end of the period. The total whole underlying exposure remaining facility at the end of the Interest Payment date on which the obligor can still draw upon. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOCREL27Total Other Amounts Outstanding Cumulative outstanding amounts on loan (e.g. insurance premium, ground rents, cap ex) that have been expended by SSPE/Servicer. The cumulative amount of any property protection advances or other sums that have been advanced by the Servicer or SSPE and not yet reimbursed by the obligor. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCREL28Purchase PriceEnter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied.NOYESCREL29Latest Utilisation DateDate of the most recent utilisation/drawdown of the underlying exposure facility agreement.NOYESCREL30Purpose

Underlying exposure purpose — In the event of multiple purposes, report the option that best describes the arrangement: Acquisition for investment (ACQI) Acquisition for Liquidation (ACQL) Refinancing (RFIN) Construction (CNST) Redevelopment (RDVL) Other (OTHR) YESNOCREL31Structure Underlying Exposure Structure: Whole loan — not split into subordinated debt items/notes (LOAN) Participated mortgage underlying exposure with pari passu debt outside the issuance vehicle (PMLP) Participated mortgage underlying exposure with subordinate debt outside the issuance vehicle (PMLS) A Loan; as part of an A/B participation structure (AABP) B Loan; as part of an A/B participation structure (BABP) A Loan; as part of an A/B/C participation structure (AABC) B Loan; as part of an A/B/C participation structure (BABC) C Loan; as part of an A/B/C participation structure (CABC) Structural mezzanine financing (MZZD) Subordinate debt with separate loan documentation outside the issuance vehicle (SOBD) Other (OTHR) YESNO CREL32Waterfall A-B Pre Enforcement Scheduled Interest Payments Waterfall pre-enforcement schedule for interest payments: Sequential (SQNL) B loan first (BLLF) Pro-Rata (PRAT) Modified Pro-Rata (MPRT) Other (OTHR) NOYESCREL33Waterfall A-B Pre Enforcement Scheduled Principal Payments Waterfall pre-enforcement schedule for principal payments: Sequential (SQNL) B loan first (BLLF) Pro-Rata (PRAT) Modified Pro-Rata (MPRT) Other (OTHR) NOYESCREL34Principal Payment Allocation To Senior LoanInsert % of all periodical scheduled principal payments that go to the senior loan (e.g. A loan), if there are multiple loans in the lending arrangement (for example, if field CREL31 is completed with values PMLS, AABP, BABP, AABC, BABC, or CABC).NOYESCREL35Waterfall Type Type of waterfall governing the overall lending arrangement: Interest A, principal A, interest B, principal B (IPIP) Interest A, interest B, principal A, principal B (IIPP) Other (OTHR) NOYESCREL36Defaulted Underlying Exposure Purchase PriceIf the subordinated loan holder (e.g. B loan holder) can purchase the senior loan in an event of default, enter the purchase price as per the applicable co-lender/intercreditor agreement.NOYESCREL37Cure Payments Possible? Can the subordinated loan holder (e.g. B loan holder) make cure payments in lieu of the mortgage obligor? Select from the list below: No possibility to make cure payment (NCPP) Cure payment can be made up to a fixed number limit over the lifetime of the underlying exposure (FNLP) Cure payment can be made without limit over the lifetime of the underlying exposure (NLCP) Other (OTHR) YESNO CREL38Restrictions On Sale Of Subordinated Loan?Are there any restrictions on the ability of the subordinated loan holder (e.g. B loan holder) to sell off the loan to a third party?NOYESCREL39Subordinated Loan Holder Affiliated To Obligor?Is there a non-disenfranchised subordinated loan holder (e.g. B loan holder) affiliated (i.e. part of the same financial group) to the commercial mortgage obligor?NOYESCREL40Subordinated Loan Holder Control Of Workout ProcessCan the subordinated loan holder (e.g. B loan holder) exercise control over the decision to and process to enforce and sell the loan collateral?NOYESCREL41Do Non-Payments On Prior Ranking Claims Constitute A Default Of The Underlying Exposure?Do Non-payments on Prior Ranking Claims Constitute a Default of the underlying exposure?NOYESCREL42Do Non-Payments On Equal Ranking Underlying Exposures Constitute Default Of Property?Do Non-payments on Equal Ranking underlying exposures Constitute Default of Property?NOYESCREL43Noteholder ConsentIs Noteholder consent needed in any restructuring? Restructuring includes changes in the securitised underlying exposure’s payment terms (including interest rate, fees, penalties, maturity, repayment schedule, and/or other generally-accepted measures of payment terms)YESNOCREL44Noteholder Meeting ScheduledWhat date is the next noteholder meeting scheduled for?NOYESCREL45SyndicatedIs the underlying exposure syndicated?YESNOCREL46Participation Of SSPE

Method used by the SSPE to acquire ownership in the syndicated underlying exposure: Assignment (ASGN) Novation (NOVA) Equitable Assignment (EQTB) Funded Participation (pari passu interest) (PARI) Junior Participation Interest (JUNP) Legal Assignment (LGAS) Notified Assignment (NOTA) Sub Participation (SUBP) Risk Participation (RSKP) Sale Event (SALE) Other (OTHR) NOYES CREL47Consequence For Breach Of Financial Covenant The consequence for the financial covenant breach: Event of Default (EDFT) Additional Amortisation (AAMR) Cash Trap Reserve (CTRS) Terminate Property Manager (TPRM) Other (OTHR) NOYESCREL48Financial Information Non-Submission PenaltiesAre there are monetary penalties for obligor’s failure to submit required financial information (Op. Statement, Schedule, etc.) as per underlying exposure documents?YESNOCREL49RecourseIs there recourse (full or limited) to the obligor’s assets beyond the proceeds of any collateral for this underlying exposure?YESYESCREL50Recourse - 3rd PartyIs there recourse (full or limited) to another party (e.g. guarantor) in the event the obligor defaults on an obligation under the underlying exposure agreement?YESYESCREL51Servicing StandardDoes the servicer of this securitised underlying exposure also service the whole underlying exposure or only one/several components of the whole underlying exposure (e.g. A or B component; or one of the pari-passu components)?NONOCREL52Amounts Held In Escrow Total balance of the legally charged reserve accounts as at the data cut-off date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCREL53Collection Of EscrowsEnter 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 underlying exposure agreement.YESNOCREL54Collection Of Other ReservesAre any amounts other than ground rents taxes or insurance held in reserve accounts as required under the terms of the underlying exposure agreement for tenant improvements, leasing commissions and similar items in respect of the related property or for purpose of providing additional collateral for such underlying exposure?NONO CREL55Trigger For Escrow To Be Held Type of trigger event leading to amounts to be paid into escrow: No Trigger (NONE) Loan to Value Trigger (LVTX) Interest Coverage Trigger (ICVR) Debt Service Coverage Trigger (DSCT) Net Operating Income Trigger (NOIT) Other (OTHR) YESNOCREL56Target Escrow Amounts/Reserves Target escrow amounts/reserves. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCREL57Escrow Account Release ConditionsRelease conditions of the escrow account. If multiple conditions, each condition must be provided in accordande with the XML schema.NOYESCREL58Conditions Of Drawing Cash Reserve When the Cash Reserve can be used: Financial Covenant Breach (FICB) Trigger Event (TREV) Other (OTHR) NOYESCREL59Escrow Account CurrencyEscrow account currency denomination.NOYESCREL60Escrow Payments CurrencyCurrency of the Escrow payments. Fields CREL52 and CREL56.NOYESCREL61Total Reserve Balance

Total balance of the reserve accounts at the underlying exposure level at the underlying exposure Payment Date. Includes Maintenance, Repairs & Environmental, etc. (excludes Tax & Insurance reserves Includes LC’s for reserves. to be completed if field CREL54 (Collection of Other Reserves) is equal to Y = Yes. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCREL62Reserve Balance CurrencyReserve account currency denomination.NOYESCREL63Escrow Trigger Event OccurredEnter 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 underlying exposure agreement.NONOCREL64Amounts Added To Escrows In Current Period Amount that has been added to any escrows or reserves between the previous data cut-off date and the data cut-off date of this data submission. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYES CREL65Revenue Total revenues from all sources for the period covered by the most recent financial operating statement (i.e. year to date or trailing 12 months) for all the properties. May be normalised if required by the applicable servicing agreement. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESNOCREL66Operating Expenses At Securitisation Date Total underwritten operating expenses for all 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. If multiple properties exist, total the operating expenses of the underlying properties. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCREL67Capital Expenditures At Securitisation Date Anticipated capex over the life of the securitised underlying exposure at Securitisation Date (as opposed to repairs and maintenance) if identified in the Offering Circular. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCREL68Financial Statement CurrencyThe currency used in the initial financial reporting of fields CREL65 — CREL66.YESNOCREL69Obligor Reporting BreachIs obligor in breach of its obligation to deliver reports to underlying exposure servicer or lender? Y = Yes or N = No.YESNOCREL70Debt Service Coverage Ratio Method Define the calculation of the Debt Service Coverage Ratio financial covenant requirement, the inferred method of calculation. If the calculation method differs between the whole loan and the A-loan, then enter the A-loan method. Current Period (CRRP) Projection - 6 month forward calculation (PRSF) Projection - 12 month forward calculation (PRTF) Combo 6 — Current period and a 6 month forward calculation (CMSF) Combo 12 — Current period and a 6 month forward calculation (CMTF) Historical - 6 month forward calculation (HISF)

Historical - 12 month forward calculation (HITF) Modified — Includes a reserve injection or a percentage rental income probability calculation (MODI) Multiple Period — Consecutive period calculation (MLTP) Other (OTHR) YESNO CREL71Debt Service Coverage Ratio Indicator At Securitisation Date How the Debt Service Coverage Ratio is calculated or applied when an underlying exposure relates to multiple properties: Partial — Not all properties received financials, servicer to leave empty (PRTL) Average — Not all properties received financials, servicer allocates debt service only to properties where financials are received (AVER) Full — All statements collected for all properties (FULL) Worst Case — Not all properties received financials, servicer allocates 100 % of debt service to all properties where financials are received (WCAS) None Collected — No financials were received (NCOT) Consolidated — All properties reported on one rolled up financial from the obligor (COND) Whole loan based on loan agreements (WLAG) Whole loan based on other method (WLOT) Trust Note based on loan agreement (TNAG) Trust Note based on other method (TNOT) Other (OTHR) NOYESCREL72Most Recent Debt Service Coverage Ratio Indicator How the Debt Service Coverage Ratio is calculated or applied when an underlying exposure relates to multiple properties: Partial — Not all properties received financials, servicer to leave empty (PRTL) Average — Not all properties received financials, servicer allocates debt service only to properties where financials are received (AVER) Full — All statements collected for all properties (FULL) Worst Case — Not all properties received financials, servicer allocates 100 % of debt service to all properties where financials are received (WCAS) None Collected — No financials were received (NCOT) Consolidated — All properties reported on one rolled up financial from the obligor (COND) Whole loan based on loan agreements (WLAG) Whole loan based on other method (WLOT) Trust Note based on loan agreement (TNAG) Trust Note based on other method (TNOT) Other (OTHR) NOYES CREL73Debt Service Coverage Ratio At The Securitisation DateThe Debt Service Coverage Ratio calculation for the securitised underlying exposure, at the Securitisation Date, based on the underlying exposure documentation.YESNOCREL74Current Debt Service Coverage RatioCurrent Debt Service Coverage Ratio calculation for the securitised underlying exposure, based on the underlying exposure documentation.YESNOCREL75Original Loan-To-ValueThe Loan to Value ratio (LTV) for the entire lending arrangement (i.e. not just reflecting the securitised loan amount), as at the Securitisation Date.YESNOCREL76Current Loan-To-ValueCurrent Loan to Value ratio (LTV) for the entire lending arrangement (i.e. not just reflecting the securitised loan amount).YESNOCREL77Interest Coverage Ratio At The Securitisation DateThe Interest Coverage Ratio calculation for the securitised underlying exposure, at the Securitisation Date.YESNOCREL78Current Interest Coverage RatioCurrent Interest Coverage Ratio calculation for the securitised underlying exposure.YESNOCREL79Interest Coverage Ratio Method

Define the calculation of the Interest Coverage Ratio financial covenant requirement at the level of the securitised underlying exposure (or the whole underlying exposure level if not specified for any specific underlying exposure arrangements within the overall lending arrangement), the inferred method of calculation: Current Period (CRRP) Projection - 6 month forward calculation (PRSF) Projection - 12 month forward calculation (PRTF) Combo 6 — Current period and a 6 month forward calculation (CMSF) Combo 12 — Current period and a 6 month forward calculation (CMTF) Historical - 6 month forward calculation (HISF) Historical - 12 month forward calculation (HITF) Modified — Includes a reserve injection or a percentage rental income probability calculation (MODI) Multiple Period — Consecutive period calculation (MLTP) Other (OTHR) NOYESCREL80Number Of Properties At Securitisation DateThe number of properties that serve as security for the underlying exposure at the Securitisation Date.NOYES CREL81Number Of Properties At Data Cut-Off DateThe number of properties that serve as security for the underlying exposure.YESNOCREL82Properties Collateralised To The Underlying ExposureEnter the unique collateral identifiers (CREC4) of the properties that serve as security for the underlying exposure at the data cut-off date. If multiple properties enter all of the identifiers as set out in the XML schema.NONOCREL83Property Portfolio Value At Securitisation Date The valuation of the properties securing the underlying exposure at the Securitisation Date as described in the Offering Circular. If multiple properties then sum the value of the properties. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCREL84Property Portfolio Valuation Currency At Securitisation DateThe currency of the valuation in CREL83.NOYESCREL85Status Of Properties Status of properties. Where multiple situations from the list below exist, choose the situation which best represents the overall set of properties. Lasting Power of Attorney (LPOA) Receivership (RCVR) In Foreclosure (FCLS) Real Estate Owned (REOW) Defeased (DFSD) Partial Release (PRLS) Released (RLSD) Same as at Securitisation Date (SCDT) In special servicing (SSRV) Other (OTHR) NOYESCREL86Valuation Date At Securitisation DateThe date the valuation was prepared for the values disclosed in the Offering Circular. For multiple properties, if several dates, take the most recent date.NOYESCREL87Amortisation Type Type of amortisation of the underlying exposure including principal and interest. French — i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX) German — i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest. (DEXX) Fixed amortisation schedule — i.e. Amortisation in which the principal amount repaid in each instalment is the same. (FIXE)

Bullet — i.e. Amortisation in which the full principal amount is repaid in the last instalment. (BLLT) Other (OTHR) YESNOCREL88Principal Grace Period End DateIf applicable as at the data cut-off date, indicate the principal grace period end date.NOYES CREL89Grace Days AllowedThe number of days after a payment is due in which the lender will not consider the missed payment to be an Event of Default. This refers to missed payments due to non-technical reasons (i.e. missed payments not due to systems failures for example).NOYESCREL90Scheduled Principal Payment Frequency Frequency of principal payments due, i.e. period between payments: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) NOYESCREL91Scheduled Interest Payment Frequency Frequency of interest payments due, i.e. period between payments: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) NOYESCREL92Number Of Payments Before SecuritisationEnter the number of payments made prior to the exposure being transferred to the securitisation.YESNOCREL93Prepayment Terms DescriptionMust 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).YESYESCREL94Prepayment Lock-Out End DateThe date after which the lender allows prepayment of the underlying exposure.YESYESCREL95Yield Maintenance End DateDate after which underlying exposure can be prepaid without yield maintenance.NOYESCREL96Prepayment Fee Amount collected from the obligor as the fee/penalty due for making prepayments as required under the terms of the underlying exposure agreement. This is not intended to include any amounts paid as a break cost to make up interest payments up to the underlying exposure Payment Date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCREL97Prepayment Fee End DateThe date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid.YESYES CREL98Unscheduled Principal Collections Unscheduled payments of principal received in the most recent collection period. Other principal payments received during the interest period that will be used to pay down the underlying exposure. This may relate to sales proceeds, voluntary prepayments, or liquidation amounts. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCREL99Liquidation/Prepayment DateThe most recent date on which an unscheduled principal payment was received or liquidation proceeds are received.NOYESCREL100Liquidation/Prepayment Code Code assigned to any unscheduled principal payments or liquidation proceeds received during the collection period: Partial Liquidation (Curtailment) (PTLQ) Payoff Prior to Maturity (PTPY) Liquidation or Disposition (LQDP) Repurchase or Substitution (RPSB)

Full Payoff at Maturity (FLPY) Discounted Payoff (DPOX) Payoff with Penalty (PYPN) Payoff with Yield Maintenance (YLMT) Curtailment with Penalty (CTPL) Curtailment with Yield Maintenance (CTYL) Other (OTHR) NOYESCREL101Prepayment Interest Excess/Shortfall Shortfall or excess of actual interest payment from the scheduled interest payment that is not related to an underlying exposure default. Results from a prepayment received on a date other than a scheduled payment due date: Shortfall – The difference by which the amount of interest paid is less than the scheduled interest that was due on the underlying exposure Payment Date, (this would only apply if there is a shortfall after the obligor has paid any break costs). Excess – Interest collected in excess of the accrued interest due for the underlying exposure interest accrual period. A negative number represents a shortfall and excess is represented as a positive number. Refers to the entire lending arrangement (i.e. not just reflecting the securitised underlying exposure amount) Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCREL102Payment DateThe most recent date principal and interest is paid to the SSPE as at the data cut-off date, this would normally be the interest payment date of the underlying exposure.NOYES CREL103Next Payment Adjustment DateFor adjustable rate underlying exposures, the next date on which the amount of scheduled principal and/or interest is due to change. For fixed rate underlying exposures, enter the next payment date.NOYESCREL104Next Payment DateDate of next underlying exposure payment.NOYESCREL105Payment Due This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCREL106Original Interest RateUnderlying exposure all-in interest rate at the date of origination of the securitised underlying exposure.YESNOCREL107Interest Rate At The Securitisation DateThe total interest rate (e.g. EURIBOR + Margin) that is being used to calculate interest due on the securitised underlying exposure for the first Interest Payment Date after the Securitisation Date.YESNOCREL108First Payment Adjustment DateFor adjustable rate underlying exposures, the first date on which the amount of scheduled principal and/or interest is due to change. For fixed rate underlying exposures, enter the first date on which the amount of scheduled principal or interest is due (not the first date after securitisation on which it could change).YESYESCREL109Interest Rate Type Interest rate type: Floating rate underlying exposure (for life) (FLIF) Floating rate underlying exposure linked to one index that will revert to another index in the future (FINX) Fixed rate underlying exposure (for life) (FXRL) Fixed with future periodic resets (FXPR) Fixed rate underlying exposure with compulsory future switch to floating (FLCF)

Floating rate underlying exposure with floor (FLFL) Floating rate underlying exposure with cap (CAPP) Floating rate underlying exposure with both floor and cap (FLCA) Discount (DISC) Switch Optionality (SWIC) Obligor Swapped (OBLS) Modular (MODE) Other (OTHR) NOYES CREL110Current Interest RateGross rate per annum used to calculate the current period scheduled interest on the securitised underlying exposure. Rates calculated on a period-by-period basis must be annualised.NOYESCREL111Current Interest Rate Index The base reference interest index currently applicable (the reference rate off which the interest rate is set): MuniAAA (MAAA) FutureSWAP (FUSW) LIBID (LIBI) LIBOR (LIBO) SWAP (SWAP) Treasury (TREA) Euribor (EURI) Pfandbriefe (PFAN) EONIA (EONA) EONIASwaps (EONS) EURODOLLAR (EUUS) EuroSwiss (EUCH) TIBOR (TIBO) ISDAFIX (ISDA) GCFRepo (GCFR) STIBOR (STBO) BBSW (BBSW) JIBAR (JIBA) BUBOR (BUBO) CDOR (CDOR) CIBOR (CIBO) MOSPRIM (MOSP) NIBOR (NIBO) PRIBOR (PRBO) TELBOR (TLBO) WIBOR (WIBO) Bank of England Base Rate (BOER) European Central Bank Base Rate (ECBR) Lender’s Own Rate (LDOR) Other (OTHR) NOYES CREL112Current Interest Rate Index Tenor Tenor of the current interest rate index: Overnight (OVNG) IntraDay (INDA) 1 day (DAIL) 1 week (WEEK) 2 week (TOWK) 1 month (MNTH) 2 month (TOMN) 3 month (QUTR) 4 month (FOMN) 6 month (SEMI) 12 month (YEAR) On Demand (ONDE) Other (OTHR) NOYESCREL113Current Interest Rate MarginCurrent interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate.NOYESCREL114Interest Rate Reset IntervalNumber of months between each interest rate reset date on the underlying exposure.NOYESCREL115Current Index RateThe index rate used to determine the current securitised underlying exposure interest rate. The interest rate (before margin) used to calculate the interest paid on the securitised underlying exposure payment date in field CREL102.NOYESCREL116Index Determination DateIf the underlying exposure Agreement states specific dates for the index to be set, enter the next index determination date.NOYESCREL117Rounding IncrementThe incremental percentage by which an index rate is to be rounded in determining the interest rate as set out in the underlying exposure agreement.NOYESCREL118Interest Rate CapMaximum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement.NOYESCREL119Interest Rate FloorMinimum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement.NOYESCREL120Current Default Interest RateInterest rate used to calculate the default interest paid on the securitised underlying exposure payment date in field CREL102.NOYES CREL121Accrual Of Interest AllowedDo the documents describing the terms and conditions of the underlying exposure allow for interest to be accrued and capitalised?YESNOCREL122Day Count Convention

The days convention used to calculate interest: 30/360 (A011) Actual/365 (A005) Actual/360 (A004) Actual/Actual ICMA (A006) Actual/Actual ISDA (A008) Actual/Actual AFB (A010) Actual/366 (A009) Other (OTHR) NOYESCREL123Total Scheduled Principal & Interest Due Scheduled principal & interest payment due on the securitised underlying exposure on the most recent payment date, as at the data cut-off date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOCREL124Total Scheduled Principal & Interest Paid Scheduled Principal & Interest payment paid on the securitised underlying exposure on the most recent payment date, as at the data cut-off date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOCREL125Negative Amortisation Negative amortisation/deferred interest/capitalised interest without penalty. Negative amortisation occurs when interest accrued during a payment period is greater than the scheduled payment and the excess amount is added to the outstanding underlying exposure balance. Refers to the entire lending arrangement (i.e. not just reflecting the securitised underlying exposure amount) Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESNOCREL126Deferred Interest Deferred interest on the whole loan (i.e. including the securitised loan and any other loan belonging to the lending arrangement with the obligor). Deferred interest is the amount by which the interest an obligor is required to pay on a mortgage loan, less than the amount of interest accrued on the outstanding principal balance. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESNOCREL127Total Shortfalls In Principal & Interest Outstanding Cumulative outstanding principal and interest amounts due on the entire lending arrangement (i.e. not just the securitised underlying exposure) as at the data cut-off date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYES CREL128Date Last In ArrearsDate the obligor was last in arrears.YESYESCREL129Arrears Balance Current balance of arrears, which is defined as: Total payments due to date PLUS any amounts capitalised PLUS any fees applied to the account LESS total payments received to date. If no arrears then enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOCREL130Number Of Days In ArrearsNumber of days this underlying exposure is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date.NONOCREL131Reason for Default or Foreclosure If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason: In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX) In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX)

In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD) YESYESCREL132Default Amount Total gross default amount before the application of sale proceeds and recoveries and inclusive of any capitalised fees/penalties/etc. If not in default, enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCREL133Default DateThe date of default.NOYESCREL134Interest In ArrearsIs the interest that accrues on the underlying exposure paid in arrears?NONOCREL135Actual Default Interest Actual default interest paid between the previous data cut-off date and the data cut-off date of this data submission. Total amount of default interest paid by the obligor during the interest period or on the underlying exposure payment date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYES CREL136Account Status Current status of the underlying exposure that has been securitised: Performing (PERF) Restructured — No Arrears (RNAR) Restructured — Arrears (RARR) Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT) Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT) Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR) Defaulted only under another definition of default being met (DADB) Arrears (ARRE) Repurchased by Seller – Breach of Representations and Warranties (REBR) Repurchased by Seller – Defaulted (REDF) Repurchased by Seller – Restructured (RERE) Repurchased by Seller – Special Servicing (RESS) Repurchased by Seller – Other Reason (REOT) Redeemed (RDMD) Other (OTHR) Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance. NONOCREL137Allocated Losses The allocated losses to date, net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect most recent situation as at the data cut-off date, i.e. as recoveries are collected and the work out process progresses. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCREL138Net Proceeds Received On Liquidation Net proceeds received on liquidation used to determine loss to the SSPE per the Securitisation Documents. The amount of the net proceeds of sale received, this will determine whether there is a loss or shortfall on the underlying exposure. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

NOYES CREL139Liquidation Expense Expenses associated with the liquidation to be netted from the other assets of issuer to determine loss per the Securitisation Documents. Amount of any liquidation expenses that will be paid out of the net sales proceeds to determine whether there will be any loss. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCREL140Expected Timing Of RecoveriesThe underlying exposure servicer’s expected recovery timing in months.NOYESCREL141Cumulative Recoveries Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCREL142Enforcement Start DateThe date on which foreclosure or administration proceedings or alternative enforcement procedures were initiated against or agreed by the obligor.NOYESCREL143Workout Strategy Code Work-out strategy: Modification (MODI) Enforcement (ENFR) Receivership (RCVR) Insolvency (NSOL) Extension (XTSN) Loan Sale (LLES) Discounted Pay Off (DPFF) Property in Possession (PPOS) Resolved (RSLV) Pending Return to Servicer (PRTS) Deed in Lieu of Foreclosure (DLFR) Full Pay Off (FPOF) Representations and Warranties (REWR) Other (OTHR) NOYESCREL144Modification Type of modification: Maturity Date Extension (MEXT) Amortisation Change (AMMC) Principal Write-off (PWOF) Temporary Rate Reduction (TMRR) Capitalisation of Interest (CINT) Capitalisation of Costs Advanced (e.g. insurance, ground rent) (CPCA) Combination (COMB) Other (OTHR) NOYES CREL145Special Servicing StatusAs of the underlying exposure Payment Date is the underlying exposure currently being specially serviced?NONOCREL146Most Recent Special Servicer Transfer DateThe date an underlying exposure was transferred to the special Servicer following a servicing transfer event. Note: If the underlying exposure has had multiple transfers, this is the last date transferred to special servicing.NOYESCREL147Most Recent Primary Servicer Return DateThe date an underlying exposure becomes a corrected mortgage underlying exposure, which is the date the underlying exposure was returned to the master/primary Servicer from the special Servicer. Note: If the underlying exposure has had multiple transfers, this is the last date returned to the master/primary Servicer from special servicing.NOYESCREL148Non Recoverability DeterminedIndicator (Yes/No) as to whether the Servicer or Special Servicer has determined that there will be a shortfall in recovering any advances it has made and the outstanding underlying exposure balance and any other amounts owing on the underlying exposure from proceeds upon sale or liquidation of the property or underlying exposure.YESYESCREL149Covenant Breach/Trigger Type of Covenant Breach/Trigger: Interest Coverage Ratio (ICRX) Debt Service Coverage Ratio (DSCR) Loan-to-Value (LLTV)

Interest Coverage Ratio or Debt Service Coverage Ratio (ICDS) Interest Coverage Ratio or Debt Service Coverage Ratio or Loan-to-Value (ICDL) Property Level Breach (PROP) Obligor Level Breach (OBLG) Tenant or Vacancy Level Breach (TENT) Other (OTHR) NOYESCREL150Date Of BreachThe date on which any breach of the underlying exposure terms and conditions occurred. If multiple breaches, the date of the earliest breach.YESYES CREL151Date Of Breach CureThe date on which any breach reported in field CREL150 cured. If multiple breaches, the date which the last breach cured.NOYESCREL152Servicer Watchlist CodeIf the underlying exposure has been entered onto the servicer watchlist, enter the most appropriate corresponding code from Table 2 in Annex I of this Regulation. If multiple criteria are applicable, list the most detrimental code.NOYESCREL153Servicer Watchlist DateDetermination date on which an underlying exposure was placed on the Watchlist. If underlying exposure came off the Watchlist in a prior period and is now coming back on, use the new entry date.NOYESCREL154Interest Rate Swap ProviderIf there is an interest rate swap on the underlying exposure, provide the full legal name of the interest rate swap provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.NOYESCREL155Interest Rate Swap Provider Legal Entity IdentifierProvide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure interest rate swap provider.NOYESCREL156Interest Rate Swap Maturity DateDate of maturity for the interest rate underlying exposure level swap.NOYESCREL157Interest Rate Swap Notional Interest rate underlying exposure level swap notional amount Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCREL158Currency Swap ProviderIf there is an exchange rate swap on the underlying exposure, provide the full legal name of the exchange rate swap provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.NOYESCREL159Currency Swap Provider Legal Entity IdentifierProvide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure currency swap provider.NOYESCREL160Currency Swap Maturity DateDate of maturity for the currency underlying exposure level swap.NOYESCREL161Currency Swap Notional Currency underlying exposure level swap notional amount Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCREL162Exchange Rate For SwapThe exchange rate that has been set for a currency underlying exposure level swap.NOYES CREL163Other Swap ProviderThe full legal name of the swap provider for the underlying exposure, where the swap is neither an interest rate nor currency swap. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.NOYESCREL164Other Swap Provider Legal Entity IdentifierProvide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure other swap provider.NOYESCREL165Obligor Must Pay Breakage On Swap

Extent to which the obligor is obligated to pay breakage costs to the underlying exposure swap provider. In the event of multiple swaps, enter the most appropriate value. Total Indemnification from obligor (TOTL) Partial Indemnification from obligor (PINO) No Indemnification from obligor (NOPE) YESNOCREL166Full Or Partial Termination Event Of Swap For Current Period If underlying exposure swap has been terminated between the previous data cut-off date and the data cut-off date of the current report submission, identify reason. In the event of multiple swaps, enter the most appropriate value. Swap Terminated due to Ratings Downgrade of Underlying Exposure Swap Provider (RTDW) Swap Terminated due to Payment Default to Underlying Exposure Swap Provider (PYMD) Swap Terminated due to Other Type of Default by Underlying Exposure Swap Counterparty (CNTD) Swap Terminated due to Full or Partial Prepayment by Obligor (PRPY) Swap Terminated due to Other Type of Default by Obligor (OBGD) Other (OTHR) NOYESCREL167Net Periodic Payment Made By Swap Provider Net amount of payment made by the swap counterparty securitised underlying exposure, on the underlying exposure Payment Date as required by the swap contract. This does not include any breakage or termination payments. In the event of multiple swaps, enter the sum across all swaps. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCREL168Breakage Costs Due To Underlying Exposure Swap Provider Amount of any payment due from the obligor to the swap counterparty for partial of full termination of the swap. In the event of multiple swaps, enter the most appropriate value. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCREL169Shortfall In Payment Of Breakage Costs On Swap Amount of any shortfall, if any, of breakage costs resulting from the full or partial termination of the swap, paid by the obligor. In the event of multiple swaps, enter the sum across all swaps. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYES CREL170Breakage Costs Due From Swap Counterparty Amount of any gains paid by the swap counterparty to the obligor on full or partial termination. In the event of multiple swaps, enter the most appropriate value. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCREL171Next Swap Reset DateDate of next reset date on the underlying exposure level swap. In the event of multiple swaps, enter the most appropriate value.NOYESCREL172SponsorThe name of the underlying exposure sponsor.NOYESCREL173Agent Bank Of Syndication Legal Entity IdentifierProvide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the agent bank of syndication, i.e. the entity acting as an interface between the obligor and the lending parties involved in the syndicated underlying exposure.NOYESCREL174Servicer Legal Entity IdentifierProvide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure servicer.NOYESCREL175Servicer NameGive the full legal name of the underlying exposure servicer. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.NOYESCREL176Originator NameGive the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.NONOCREL177Originator Legal Entity IdentifierProvide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator.NONOCREL178Originator Establishment CountryCountry where the underlying exposure originator is established.NONOCREL179Original Lender NameGive the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.YESYESCREL180Original Lender Legal Entity Identifier

Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender. Where no Legal Entity Identifier is available, enter ND5. YESYESCREL181Original Lender Establishment CountryCountry where the original lender is established.YESYES Collateral-level information sectionCREC1Unique IdentifierReport the same unique identifier here as the one entered into field CREL1.NONOCREC2Underlying Exposure IdentifierUnique underlying exposure identifier. This must match the identifier in field CREL5. The reporting entity must not amend this unique identifier.NONOCREC3Original Collateral IdentifierThe original unique identifier assigned to the collateral. The reporting entity must not amend this unique identifier.NONOCREC4New Collateral IdentifierIf the original identifier in field CREC3 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CREC3. The reporting entity must not amend this unique identifier.NONOCREC5Collateral Type The primary (in terms of value) type of asset securing the debt. Where there is a guarantee backed by physical or financial collateral, look through the guarantee to any collateral that may be supporting that guarantee. Automobile (CARX) Industrial Vehicle (INDV) Commercial Truck (CMTR) Rail Vehicle (RALV) Nautical Commercial Vehicle (NACM) Nautical Leisure Vehicle (NALV) Aeroplane (AERO) Machine Tool (MCHT) Industrial Equipment (INDE) Office Equipment (OFEQ) IT Equipment (ITEQ) Medical Equipment (MDEQ) Energy Related Equipment (ENEQ) Commercial Building (CBLD) Residential Building (RBLD) Industrial Building (IBLD) Other Vehicle (OTHV) Other Equipment (OTHE) Other Real Estate (OTRE) Other goods or inventory (OTGI) Securities (SECU) Guarantee (GUAR) Other Financial Asset (OTFA) Mixed Categories Due to Security Over All Assets of the Obligor (MIXD) Other (OTHR) NONOCREC6Property Name The name of the property that serves as security for the underlying exposure. If the collateral being reported is not property collateral, enter ND5. NOYES CREC7Property Address The address of the property that serves as security for the underlying exposure. If the collateral being reported is not property collateral, enter ND5. NOYESCREC8Geographic Region — CollateralThe geographic region (NUTS3 classification) where the physical collateral is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ZZZ.YESYESCREC9Property Post Code The primary property full postal code. If the collateral being reported is not property collateral, enter ND5. NOYESCREC10LienHighest lien position held by the originator in relation to the collateral.YESYESCREC11Property Status Status of property: Lasting Power of Attorney (LPOA) Receivership (RCVR) In Foreclosure (FCLS) Real Estate Owned (REOW) Defeased (DFSD) Partial Release (PRLS)

Released (RLSD) Same as at Securitisation Date (SCDT) In Special Servicing (SSRV) Other (OTHR) If the collateral being reported is not property collateral, enter ND5. NOYESCREC12Property Type Property type: Caravan Park (CRVP) Car Park (CARP) Health Care (HEAL) Hospitality or Hotel (HOTL) Industrial (IDSR) Land Only (LAND) Leisure (LEIS) Multifamily (MULF) Mixed Use (MIXD) Office (OFFC) Pub (PUBX) Retail (RETL) Self Storage (SSTR) Warehouse (WARE) Various (VARI) Other (OTHR) If the collateral being reported is not property collateral, enter ND5. NOYES CREC13Property Form Of Title The relevant form of property title. A lease on land only, in which the obligor usually owns a building or is required to build as specified in the lease. Such leases are usually long-term net leases; the obligor’s rights and obligations continue until the lease expires or is terminated through default: Leasehold (LESH) Freehold (FREE) Mixed (MIXD) Other (OTHR) If the collateral being reported is not property collateral, enter ND5. NOYESCREC14Current Valuation DateThe date of the most recent valuation.YESYESCREC15Current Valuation Amount The most recent valuation of the property as assessed by an independent external or internal appraiser; if such assessment is not available, the current value of the property can be estimated using a real estate value index sufficiently granular with respect to geographical location and type of property; if such real estate value index is also not available, a real estate price index sufficiently granular with respect to geographical location and type of property can be used after application of a suitably chosen mark-down to account for the depreciation of the property. If the collateral being reported is not property collateral, enter the most recent valuation of the collateral as assessed by an independent external or internal appraiser or, if not available, by the originator. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESCREC16Current Valuation Method The most recent method of calculating the value of the collateral provided in field CREC15. Full, internal and external inspection (FALL) Full, only external inspection (FEXT) Drive-by (DRVB) Automated Valuation Model (AUVM) Indexed (IDXD) Desktop (DKTP) Managing Agent/Estate Agent (MAEA) Tax Authority (TXAT) Other (OTHR) YESNO CREC17Current Valuation Basis The most recent Valuation Basis: Open Market (OPEN) Vacant Possession (VCNT) Other (OTHR) YESNOCREC18Original Valuation Method The method of calculating the value of the collateral at the time of underlying exposure origination: Full, internal and external inspection (FALL) Full, only external inspection (FEXT) Drive-by (DRVB) Automated Valuation Model (AUVM) Indexed (IDXD) Desktop (DKTP) Managing Agent/Estate Agent (MAEA) Tax Authority (TXAT) Other (OTHR) YESNOCREC19Collateral Securitisation DateDate the property/collateral was contributed as security for the underlying exposure. If this property/collateral has been substituted, enter the date of the substitution. If the property/collateral was part of the original securitisation, this will be the Securitisation Date.YESNOCREC20Allocated Percentage Of Underlying Exposure At Securitisation DateAllocated underlying exposure % attributable to property/collateral at Securitisation Date where there is more than one property/collateral item securing the underlying exposure. This may be set out in the underlying exposure Agreement, otherwise assign by valuation or Net Operating Income.YESYESCREC21Current Allocated Underlying Exposure PercentageAllocated underlying exposure % attributable to the collateral at the underlying exposure payment date. Where there is more than one collateral item securing the underlying exposure, the sum of all percentages is equal to 100 %. This may be set out in the underlying exposure agreement, otherwise assign by valuation (Net Operating Income).NOYESCREC22Valuation At Securitisation

The valuation of the property/collateral securing the underlying exposure at Securitisation Date as described in the Offering Circular. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCREC23Name Of Valuer At SecuritisationName of valuation firm who performed the property/collateral valuation at the Date of Securitisation.NOYES CREC24Date Of Valuation At SecuritisationThe date the valuation was prepared for the values disclosed in the Offering Circular.NOYESCREC25Year BuiltYear the property was built per the valuation report or underlying exposure document.YESYESCREC26Year Last RenovatedYear that last major renovation/new construction was completed on the property per the valuation report or underlying exposure document.YESYESCREC27Number Of UnitsFor property type Multifamily enter number of units, for Hospitality/Hotel/Healthcare — beds, for Caravan Parks — units, Lodging = rooms, Self Storage = units.NOYESCREC28Net Square MetresThe total net rentable area of the property in square metres that serve as security for the underlying exposure per the most recent valuation report.NOYESCREC29Commercial AreaThe total net Commercial rentable area of the property in square metres that serves as security for the underlying exposure per the most recent valuation report.NOYESCREC30Residential AreaThe total net Residential rentable area of the property in square metres that serves as security for the loan per the most recent valuation report.NOYESCREC31Net Internal Floor Area ValidatedHas the valuer (of the most recent valuation) verified the net internal floor area of the property?YESYESCREC32Occupancy As Of DateDate 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.NOYESCREC33Economic Occupancy At SecuritisationThe percentage of rentable space with signed leases in place at Securitisation Date if disclosed in Offering Circular (tenants may not be in occupation but are paying rent).NOYESCREC34Physical Occupancy At SecuritisationAt securitisation, the available percentage of rentable space actually occupied (i.e. where tenants are actually in occupation and not vacated), if disclosed in Offering Circular. To be derived from a rent roll or other document indicating occupancy consistent with most recent financial year information.NOYESCREC35Vacant Possession Value At Securitisation Date Vacant possession value at Date of Securitisation. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYES CREC36Date Of Financials At SecuritisationThe end date of the financials for the information used in the Offering Circular (e.g. year to date, annual, quarterly or trailing 12 months).YESYESCREC37Net Operating Income At Securitisation Revenue less Operating Expenses at Securitisation Date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

YESYESCREC38Most Recent Financials As Of Start DateThe first day of the period covered in the most recent financial operating statement available (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months).YESYESCREC39Most Recent Financials As Of End DateThe end date of the financials used for the most recent financial operating statement (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months).YESYESCREC40Most Recent Revenue 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 the property. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESCREC41Most Recent Operating Expenses 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 the property. 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. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESCREC42Most Recent Capital Expenditure 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 the property. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESCREC43Ground Rent Payable If property is leasehold, provide the current annual leasehold rent payable to the lessor. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCREC44Weighted Average Lease TermsWeighted average lease terms in years, using as weights the latest-available outstanding value of the lease.NOYESCREC45Property Leasehold ExpiryProvide the earliest date the leasehold interest expires.NOYES CREC46Contractual Annual Rental Income The contractual annual rental income derived from the most recent obligor tenancy schedule. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCREC47Income Expiring 1-12 MonthsPercentage of income expiring in 1 to 12 months.YESYESCREC48Income Expiring 13-24 MonthsPercentage of income expiring in 13 to 24 months.YESYESCREC49Income Expiring 25-36 MonthsPercentage of income expiring in 25 to 36 months.YESYESCREC50Income Expiring 37-48 MonthsPercentage of income expiring in 37 to 48 months.YESYESCREC51Income Expiring 49+ MonthsPercentage of income expiring in 49 or more months.YESYESTenant-level information sectionCRET1Unique IdentifierReport the same unique identifier here as the one entered into field CREL1.NONOCRET2Underlying Exposure IdentifierUnique underlying exposure identifier. This must match the identifier in field CREL5. The reporting entity must not amend this unique identifier.NONOCRET3Collateral IdentifierUnique identifier for the collateral. This field must match CREC4, to allow mapping.NONOCRET4Tenant IdentifierUnique identifier for the tenant. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.NONOCRET5Tenant NameName of current tenant. If tenant is a natural person, then this field must be entered with the same entry as field CRET4.YESNOCRET6NACE Industry CodeTenant industry NACE Code, as set out in Regulation (EC) No 1893/2006 of the European Parliament and of the Council.YESYESCRET7Date Of Lease ExpirationExpiration date of lease of current tenant.NOYES

CRET8Rent Payable Annual Rent payable by current tenant. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCRET9Rent CurrencyRent currency denomination.NOYES

Annex

ANNEX IV UNDERLYING EXPOSURES INFORMATION — CORPORATE Regulation (EU) No 549/2013 of the European Parliament and of the Council of 21 May 2013 on the European system of national and regional accounts in the European Union (OJ L 174, 26.6.2013, p. 1). Field codeField nameContent to reportND1-ND4 allowed?ND5 allowed?Underlying exposures information sectionCRPL1Unique IdentifierThe unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224.NONOCRPL2Original Underlying Exposure IdentifierUnique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.NONOCRPL3New Underlying Exposure IdentifierIf the original identifier in field CRPL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CRPL2. The reporting entity must not amend this unique identifier.NONOCRPL4Original Obligor IdentifierOriginal unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.NONOCRPL5New Obligor IdentifierIf the original identifier in field CRPL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CRPL4. The reporting entity must not amend this unique identifier.NONOCRPL6Data Cut-Off DateThe data cut-off date for this data submission.NONOCRPL7Pool Addition DateThe date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure.NOYESCRPL8Date Of RepurchaseDate on which the underlying exposure was repurchased from the pool.NOYESCRPL9Redemption DateDate on which account redeemed or (for defaulted underlying exposures) the date on which the recovery process was completed.NOYES CRPL10Geographic Region — ObligorThe geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ZZZ.YESNOCRPL11Geographic Region ClassificationEnter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed.YESNOCRPL12Credit Impaired Obligor

Confirm that, pursuant to Article 20(11) of Regulation (EU) 2017/2402, at the time that this underlying exposure was selected for transfer to the SSPE, the exposure was neither in default within the meaning of Article 178(1) of Regulation (EU) No 575/2013 nor constituted an exposure to a credit-impaired debtor or guarantor, who, to the best of the originator’s or original lender’s knowledge: (a) has been declared insolvent or had a court grant his creditors a final non-appealable right of enforcement or material damages as a result of a missed payment within three years prior to the date of origination or has undergone a debt restructuring process with regard to his non-performing exposures within three years prior to the date of transfer or assignment of the underlying exposures to the SSPE, except if: (i) a restructured underlying exposure has not presented new arrears since the date of the restructuring, which must have taken place at least one year prior to the date of transfer or assignment of the underlying exposures to the SSPE; and (ii) the information provided by the originator, sponsor and SSPE in accordance with points (a) and (e)(i) of the first subparagraph of Article 7(1) explicitly sets out the proportion of restructured underlying exposures, the time and details of the restructuring as well as their performance since the date of the restructuring; (b) was, at the time of origination, where applicable, on a public credit registry of persons with adverse credit history or, where there is no such public credit registry, another credit registry that is available to the originator or original lender; or (c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher than for comparable exposures held by the originator which are not securitised. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. NOYES CRPL13Customer Type Customer type at origination: New customer and not an employee/affiliated with the originator’s group (CNEO) New customer and an employee/affiliated with the originator’s group (CEMO) New customer and employee/affiliation not recorded (CNRO) Existing customer and not an employee/affiliated with the originator’s group (ENEO) Existing customer and an employee/affiliated with the originator’s group (EEMO) Existing customer and employee/affiliation not recorded (ENRO) Other (OTHR) YESNOCRPL14NACE Industry CodeObligor industry NACE Code, as set out in Regulation (EC) No 1893/2006.YESYESCRPL15Obligor Basel III Segment Obligor Basel III Segment: Corporate (CORP) Small and Medium Enterprise Treated as Corporate (SMEX) Retail (RETL) Other (OTHR) YESYESCRPL16Enterprise Size Classification of enterprises by size, in accordance with the Annex to Commission Recommendation 2003/361/EC:

Micro Enterprise (MICE) - employs fewer than 10 persons and whose annual turnover and/or annual balance sheet total does not exceed EUR 2 million Small Enterprise (SMAE) - employs fewer than 50 persons and whose annual turnover and/or annual balance sheet total does not exceed EUR 10 million Medium Enterprise (MEDE) - employs fewer than 250 persons and which has an annual turnover not exceeding EUR 50 million, and/or an annual balance sheet total not exceeding EUR 43 million Large Enterprise (LARE) - an enterprise that is neither a micro, small, or medium enterprise. Natural Person (NATP) Other (OTHR) YESNO CRPL17Revenue Annual sales volume net of all discounts and sales taxes of the obligor in accordance with Recommendation 2003/361/EC. Equivalent to the concept of total annual sales in Article 153(4) of Regulation (EU) No 575/2013. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESNOCRPL18Total Debt Total gross debt of the obligor, including the financing provided in the present underlying exposure. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESNOCRPL19EBITDA Recurring earnings from continuing operations plus interest, taxes, depreciation, and amortisation. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESNOCRPL20Enterprise Value Enterprise value i.e. market capitalisation plus debt, minority interest and preferred shares, minus total cash and cash equivalents. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESNOCRPL21Free Cashflow Net income plus non-cash charges plus interest x (1 — tax rate) plus long-term investments less investments in working capital. Non-cash charges include depreciation, amortisation, depletion, stock-based compensation and asset impairments. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESNOCRPL22Date Of FinancialsThe date of the financial information (e.g. EBITDA) on the obligor of this underlying exposure.YESYESCRPL23Financial Statement CurrencyThe reporting currency of the financial statements.YESNOCRPL24Debt Type Debt Type: Loan or Lease (LOLE) Guarantee (DGAR) Promissory Notes (PRMS) Participation Rights (PRTR) Overdraft (ODFT) Letter of Credit (LCRE) Working Capital Facility (WCFC) Equity (EQUI) Other (OTHR) NONO CRPL25Securitised Receivables What receivables associated with this underlying exposure have been securitised: Principal and Interest (PRIN) Principal Only (PRPL) Interest Only (INTR) Other (OTHR) NONOCRPL26International Securities Identification NumberThe ISIN code assigned to this underlying exposure, where applicable.NOYESCRPL27Seniority Debt Instrument Seniority: Senior Debt (SNDB) Mezzanine Debt (MZZD) Junior Debt (JUND) Subordinated Debt (SBOD) Other (OTHR) NOYESCRPL28SyndicatedIs the underlying exposure syndicated?YESNOCRPL29Leveraged TransactionIs the underlying exposure a leveraged transaction, as defined in https://www.bankingsupervision.europa.eu/ecb/pub/pdf/ssm.leveraged_transactions_guidance_201705.en.pdfNONOCRPL30Managed by CLOIs the underlying exposure also being managed by the CLO manager?NOYESCRPL31Payment in KindUnderlying exposure currently paying in kind? (i.e. interest is paid in the form of capitalised principal)YESNOCRPL32Special SchemeIf the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here.YESYESCRPL33Origination DateDate of original underlying exposure advance.YESNOCRPL34Maturity DateThe date of maturity of the underlying exposure or expiry of the lease.NOYESCRPL35Origination Channel

Origination channel of the underlying exposure: Office or Branch Network (BRAN) Broker (BROK) Internet (WEBI) Other (OTHR) YESYES CRPL36Purpose underlying exposure Purpose: Overdraft or Working Capital (OVRD) New Plant and Equipment Investment (EQPI) New Information Technology Investment (INFT) Refurbishment of Existing Plant, Equipment, or Technology (RFBR) Merger and Acquisition (MGAQ) Other Expansionary Purpose (OEXP) Other (OTHR) YESNOCRPL37Currency DenominationThe underlying exposure currency denomination.NONOCRPL38Original Principal Balance Original underlying exposure balance (inclusive of fees). This is referring to the balance of the underlying exposure at the underlying exposure origination date, not the date of the underlying exposure’s sale to the SSPE or the closing date of the securitisation. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESCRPL39Current Principal Balance Amount of underlying exposure outstanding as of the data cut-off date. This includes any amounts that are classed as principal in the securitisation. For example, if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. Excluding any interest arrears or penalty amounts. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCRPL40Prior Principal Balances Total balances ranking prior to this underlying exposure (including those held with other lenders). If there are no prior balances, enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESCRPL41Market Value For Collateralised Loan Obligation securitisations, enter the market value of the security. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYES CRPL42Total Credit Limit For underlying exposures with flexible re-draw facilities (including revolving characteristics) or where the maximum underlying exposure amount hasn’t been withdrawn in full – the maximum underlying exposure amount that could potentially be outstanding. This field is only to be populated for underlying exposures that have flexible or further drawing characteristics. This is not intended to capture instances where the obligor may renegotiate an increased underlying exposure balance but rather where there is currently the contractual ability for the obligor to do this and for the lender to provide the additional funding. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCRPL43Purchase PriceEnter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied.NOYESCRPL44Put DateIf there exists an option to sell back the underlying exposure, enter the date at which the option can be exercised. If the date is unknown (e.g. the option is an American option), enter the equivalent of 31 December 2099.NOYESCRPL45Put Strike

If there exists an option to sell back the underlying exposure, enter the strike (exercise) price. If the strike price is moveable (e.g. the option is a lookback option), enter the best estimate of the strike price as at the data cut-off date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCRPL46Amortisation Type Type of amortisation of the underlying exposure including principal and interest. French — i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX) German — i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest. (DEXX) Fixed amortisation schedule — i.e. Amortisation in which the principal amount repaid in each instalment is the same. (FIXE) Bullet — i.e. Amortisation in which the full principal amount is repaid in the last instalment. (BLLT) Other (OTHR) YESNOCRPL47Principal Grace Period End DateIf applicable as at the data cut-off date, indicate the principal grace period end date.YESYESCRPL48Scheduled Principal Payment Frequency Frequency of principal payments due, i.e. period between payments: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) NOYES CRPL49Scheduled Interest Payment Frequency Frequency of interest payments due, i.e. period between payments: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) NOYESCRPL50Payment Due This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCRPL51Balloon Amount Total amount of (securitised) principal repayment to be paid at the maturity date of the underlying exposure. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESCRPL52Interest Rate Type Interest rate type: Floating rate underlying exposure (for life) (FLIF) Floating rate underlying exposure linked to one index that will revert to another index in the future (FINX) Fixed rate underlying exposure (for life) (FXRL) Fixed with future periodic resets (FXPR) Fixed rate underlying exposure with compulsory future switch to floating (FLCF) Floating rate underlying exposure with floor (FLFL) Floating rate underlying exposure with cap (CAPP) Floating rate underlying exposure with both floor and cap (FLCA) Discount (DISC) Switch Optionality (SWIC) Obligor Swapped (OBLS) Modular (MODE) Other (OTHR) NOYES CRPL53Current Interest RateGross rate per annum used to calculate the current period scheduled interest on the securitised underlying exposure. Rates calculated on a period-by-period basis must be annualised.NOYESCRPL54Current Interest Rate Index The base reference interest index currently applicable (the reference rate off which the interest rate is set): MuniAAA (MAAA) FutureSWAP (FUSW) LIBID (LIBI)

LIBOR (LIBO) SWAP (SWAP) Treasury (TREA) Euribor (EURI) Pfandbriefe (PFAN) EONIA (EONA) EONIASwaps (EONS) EURODOLLAR (EUUS) EuroSwiss (EUCH) TIBOR (TIBO) ISDAFIX (ISDA) GCFRepo (GCFR) STIBOR (STBO) BBSW (BBSW) JIBAR (JIBA) BUBOR (BUBO) CDOR (CDOR) CIBOR (CIBO) MOSPRIM (MOSP) NIBOR (NIBO) PRIBOR (PRBO) TELBOR (TLBO) WIBOR (WIBO) Bank of England Base Rate (BOER) European Central Bank Base Rate (ECBR) Lender’s Own Rate (LDOR) Other (OTHR) NOYESCRPL55Current Interest Rate Index Tenor Tenor of the current interest rate index: Overnight (OVNG) IntraDay (INDA) 1 day (DAIL) 1 week (WEEK) 2 week (TOWK) 1 month (MNTH) 2 month (TOMN) 3 month (QUTR) 4 month (FOMN) 6 month (SEMI) 12 month (YEAR) On Demand (ONDE) Other (OTHR) NOYES CRPL56Current Interest Rate MarginCurrent interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate.NOYESCRPL57Interest Rate Reset IntervalNumber of months between each interest rate reset date on the underlying exposure.NOYESCRPL58Interest Rate CapMaximum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement.NOYESCRPL59Interest Rate FloorMinimum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement.NOYESCRPL60Revision Margin 1 The margin for the underlying exposure at the 1st revision date. This refers only to contractual changes in the margin (e.g. from +50bps to +100bps) or the underlying index (e.g. from 3M EUIBOR to 1M EURIBOR) used for the interest calculation. This field does not refer to the date on which the index is reset periodically (e.g. resetting 1M EURIBOR each month). The full revised margin must be entered in this field, not the change in the margin. YESYESCRPL61Interest Revision Date 1Date interest rate next changes (e.g. discount margin changes, fixed period ends, underlying exposure re-fixed etc. this is not the next LIBOR/EURIBOR/index reset date).YESYESCRPL62Revision Margin 2 The margin for the underlying exposure at the 2nd revision date. This refers only to contractual changes in the margin (e.g. from +50bps to +100bps) or the underlying index (e.g. from 3M EUIBOR to 1M EURIBOR) used for the interest calculation. This field does not refer to the date on which the index is reset periodically (e.g. resetting 1M EURIBOR each month). The full revised margin must be entered in this field, not the change in the margin. YESYES CRPL63Interest Revision Date 2Date of 2nd interest rate change (e.g. discount margin changes, fixed period ends, underlying exposure re-fixed etc. this is not the next LIBOR/EURIBOR/index reset date).YESYESCRPL64Revision Margin 3 The margin for the underlying exposure at the 3rd revision date. This refers only to contractual changes in the margin (e.g. from +50bps to +100bps) or the underlying index (e.g. from 3M EUIBOR to 1M EURIBOR) used for the interest calculation. This field does not refer to the date on which the index is reset periodically (e.g. resetting 1M EURIBOR each month).

The full revised margin must be entered in this field, not the change in the margin. YESYESCRPL65Interest Revision Date 3Date of 3rd interest rate change (e.g. discount margin changes, fixed period ends, underlying exposure re-fixed etc. this is not the next LIBOR/EURIBOR/index reset date).YESYESCRPL66Revised Interest Rate Index Next interest rate index. MuniAAA (MAAA) FutureSWAP (FUSW) LIBID (LIBI) LIBOR (LIBO) SWAP (SWAP) Treasury (TREA) Euribor (EURI) Pfandbriefe (PFAN) EONIA (EONA) EONIASwaps (EONS) EURODOLLAR (EUUS) EuroSwiss (EUCH) TIBOR (TIBO) ISDAFIX (ISDA) GCFRepo (GCFR) STIBOR (STBO) BBSW (BBSW) JIBAR (JIBA) BUBOR (BUBO) CDOR (CDOR) CIBOR (CIBO) MOSPRIM (MOSP) NIBOR (NIBO) PRIBOR (PRBO) TELBOR (TLBO) WIBOR (WIBO) Bank of England Base Rate (BOER) European Central Bank Base Rate (ECBR) Lender’s Own Rate (LDOR) Other (OTHR) YESYES CRPL67Revised Interest Rate Index Tenor Tenor of the next interest rate index: Overnight (OVNG) IntraDay (INDA) 1 day (DAIL) 1 week (WEEK) 2 week (TOWK) 1 month (MNTH) 2 month (TOMN) 3 month (QUTR) 4 month (FOMN) 6 month (SEMI) 12 month (YEAR) On Demand (ONDE) Other (OTHR) YESYESCRPL68Number Of Payments Before SecuritisationEnter the number of payments made prior to the exposure being transferred to the securitisation.YESNOCRPL69Percentage Of Prepayments Allowed Per YearPercentage amount of pre-payments allowed under the product per year. This is for underlying exposures that allow a certain threshold of pre-payments (i.e. 10 %) before charges are incurred.YESYESCRPL70Prepayment Lock-Out End DateThe date after which the lender allows prepayment of the underlying exposure.YESYESCRPL71Prepayment Fee Amount collected from the obligor as the fee/penalty due for making prepayments as required under the terms of the underlying exposure agreement. This is not intended to include any amounts paid as a break cost to make up interest payments up to the underlying exposure Payment Date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCRPL72Prepayment Fee End DateThe date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid.YESYESCRPL73Prepayment DateThe latest date on which an unscheduled principal payment was received.YESYESCRPL74Cumulative Prepayments Total prepayments collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination date Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYES CRPL75Date Of Restructuring Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. In the event of multiple dates, all dates must be provided in accordance with the XML schema.

YESYESCRPL76Date Last In ArrearsDate the obligor was last in arrears.YESYESCRPL77Arrears Balance Current balance of arrears, which is defined as: Total payments due to date PLUS any amounts capitalised PLUS any fees applied to the account LESS total payments received to date. If no arrears then enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOCRPL78Number Of Days In ArrearsNumber of days this underlying exposure is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date.NONOCRPL79Account Status Current status of the underlying exposure that has been securitised: Performing (PERF) Restructured — No Arrears (RNAR) Restructured — Arrears (RARR) Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT) Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT) Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR) Defaulted only under another definition of default being met (DADB) Arrears (ARRE) Repurchased by Seller – Breach of Representations and Warranties (REBR) Repurchased by Seller – Defaulted (REDF) Repurchased by Seller – Restructured (RERE) Repurchased by Seller – Special Servicing (RESS) Repurchased by Seller – Other Reason (REOT) Redeemed (RDMD) Other (OTHR) Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance. NONO CRPL80Reason for Default or Foreclosure If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason: In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX) In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX) In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD) YESYESCRPL81Default Amount Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCRPL82Default DateThe date of default.NOYESCRPL83Allocated Losses The allocated losses to date, net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect most recent situation as at the data cut-off date, i.e. as recoveries are collected and the work out process progresses.

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCRPL84Cumulative Recoveries Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYES CRPL85Recovery Source The source of the recoveries: Liquidation of Collateral (LCOL) Enforcement of Guarantees (EGAR) Additional Lending (ALEN) Cash Recoveries (CASR) Mixed (MIXD) Other (OTHR) NOYESCRPL86RecourseIs there recourse (full or limited) to the obligor’s assets beyond the proceeds of any collateral for this underlying exposure?YESYESCRPL87Deposit Amount The sum of all obligor amounts held by the originator or seller that are potentially off-settable against the underlying exposure balance, excluding the benefit of any national deposit compensation scheme. To prevent double-counting, this is capped at the lower of (1) the deposit amount, and (2) the maximum potential off-settable amount at the obligor-level (i.e. not underlying exposure-level) within the pool. Use the same currency denomination as that used for this underlying exposure. If an obligor has more than one underlying exposure outstanding in the pool, then this field is to be completed for each underlying exposure, and it is up to the discretion of the reporting entity to decide to allocate the deposit amount across each of the underlying exposure, subject to the above-mentioned cap and so long as the total entries for this field across the multiple underlying exposures adds up to the accurate amount. For example, if Obligor A has deposit balance of €100, and two underlying exposures outstanding in the pool of: underlying exposure 1 €60 and underlying exposure 2 €75. This field could be completed as either underlying exposure 1 - €60 and underlying exposure 2 - €40, or underlying exposure 1 - €25 and underlying exposure 2 €75 (i.e. the relative entries for this field in each underlying exposure is capped at €60 for underlying exposure 1 and at €75 for underlying exposure 2 and the sum of the values across underlying exposure 1 and underlying exposure 2 must equal €100). Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCRPL88Interest Rate Swap Notional If there is an interest rate swap on the underlying exposure, enter the notional amount. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYES CRPL89Interest Rate Swap Provider Legal Entity IdentifierProvide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure interest rate swap provider.NOYESCRPL90Interest Rate Swap ProviderIf there is an interest rate swap on the underlying exposure, provide the full legal name of the interest rate swap provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.NOYESCRPL91Interest Rate Swap Maturity DateIf there is an interest rate swap on the underlying exposure, enter the maturity date of the swap.NOYESCRPL92Currency Swap Notional

If there is an exchange rate swap on the underlying exposure, enter the notional amount. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCRPL93Currency Swap Provider Legal Entity IdentifierIf there is an exchange rate swap on the underlying exposure, provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the swap provider.NOYESCRPL94Currency Swap ProviderIf there is an exchange rate swap on the underlying exposure, provide the full legal name of the exchange rate swap provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.NOYESCRPL95Currency Swap Maturity DateIf there is an exchange rate swap on the underlying exposure, enter the maturity date of the swap.NOYESCRPL96Original Lender NameGive the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.YESYESCRPL97Original Lender Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender. Where no Legal Entity Identifier is available, enter ND5. YESYESCRPL98Original Lender Establishment CountryCountry where the original lender is established.YESYESCRPL99Originator NameGive the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.NONOCRPL100Originator Legal Entity IdentifierProvide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator.NONO CRPL101Originator Establishment CountryCountry where the underlying exposure originator is established.NONOCollateral-level information sectionCRPC1Unique IdentifierReport the same unique identifier here as the one entered into field CRPL1.NONOCRPC2Underlying Exposure IdentifierUnique underlying exposure identifier. This must match the identifier in field CRPL3. The reporting entity must not amend this unique identifier.NONOCRPC3Original Collateral IdentifierThe original unique identifier assigned to the collateral or guarantee. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.NONOCRPC4New Collateral IdentifierIf the original identifier in field CRPC3 cannot be maintained in this field enter the new identifier here. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. If there has been no change in the identifier, enter the same identifier as field CRPC3. The reporting entity must not amend this unique identifier.NONOCRPC5Geographic Region — CollateralThe geographic region (NUTS3 classification) where the collateral is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ZZZ.YESYESCRPC6Security Type

The type of security: Collateral (COLL) Guarantee backed by further collateral (GCOL) Guarantee not backed by further collateral (GNCO) Other (OTHR) NONOCRPC7Charge Type Type of security over the collateral. Where there is a guarantee, this field refers to any security for any collateral that is supporting that guarantee. No charge but an irrevocable power of attorney or similar refers to when the originator or original lender, as applicable, is irrevocably and unconditionally authorised to unilaterally create a charge over the collateral at any time in the future, without the need for any further approval from the obligor or guarantor: Fixed charge (FXCH) Floating charge (FLCH) No charge (NOCG) No charge but an irrevocable power of attorney or similar (ATRN) Other (OTHR) NOYES CRPC8LienHighest lien position held by the originator in relation to the collateral.YESYESCRPC9Collateral Type The primary (in terms of value) type of asset securing the debt. Where there is a guarantee backed by physical or financial collateral, look through the guarantee to any collateral that may be supporting that guarantee. Automobile (CARX) Industrial Vehicle (INDV) Commercial Truck (CMTR) Rail Vehicle (RALV) Nautical Commercial Vehicle (NACM) Nautical Leisure Vehicle (NALV) Aeroplane (AERO) Machine Tool (MCHT) Industrial Equipment (INDE) Office Equipment (OFEQ) IT Equipment (ITEQ) Medical Equipment (MDEQ) Energy Related Equipment (ENEQ) Commercial Building (CBLD) Residential Building (RBLD) Industrial Building (IBLD) Other Vehicle (OTHV) Other Equipment (OTHE) Other Real Estate (OTRE) Other goods or inventory (OTGI) Securities (SECU) Guarantee (GUAR) Other Financial Asset (OTFA) Mixed Categories Due to Security Over All Assets of the Obligor (MIXD) Other (OTHR) NONOCRPC10Current Valuation Amount The most recent valuation of the collateral. Where there is a guarantee backed by physical or financial collateral, look through the guarantee to the collateral that is supporting that guarantee. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESCRPC11Current Valuation Method The method of calculating the most recent value of the collateral, as provided in field CRPC10. Full Appraisal (FAPR) Drive-by (DRVB) Automated Value Model (AUVM) Indexed (IDXD) Desktop (DKTP) Managing Agent or Estate Agent (MAEA) Purchase Price (PPRI) Haircut (HCUT) Mark to Market (MTTM) Obligor’s valuation (OBLV) Other (OTHR) YESYESCRPC12Current Valuation DateThe date of the most recent valuation of the collateral as provided in field CRPC10.YESYES CRPC13Original Valuation Amount The original valuation of the collateral as of the initial underlying exposure origination date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESCRPC14Original Valuation Method The method of calculating the value of the collateral at the time of underlying exposure origination, as provided in field CRPC13. Full Appraisal (FAPR) Drive-by (DRVB)

Automated Value Model (AUVM) Indexed (IDXD) Desktop (DKTP) Managing Agent or Estate Agent (MAEA) Purchase Price (PPRI) Haircut (HCUT) Mark to market (MTTM) Obligor’s valuation (OBLV) Other (OTHR) YESYESCRPC15Original Valuation DateThe date of the original valuation of the physical or financial collateral provided in field CRPC13.YESYESCRPC16Date Of SaleThe date of sale of the collateral.NOYESCRPC17Sale Price Price achieved on sale of collateral in case of foreclosure. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCRPC18Collateral CurrencyThis is the currency in which the valuation amount provided in CRPC10 is denominated.NOYESCRPC19Guarantor CountryThe jurisdiction where the guarantor is established.NOYESCRPC20Guarantor ESA SubsectorThe ESA 2010 classification of the guarantor according to Regulation (EU) No 549/2013 of the European Parliament and of the Council (ESA 2010). This entry must be provided at the sub-sector level. Use one of the values available in Table 1 of Annex I to this Regulation.NOYES

Annex

ANNEX V UNDERLYING EXPOSURES INFORMATION — AUTOMOBILE Field codeField nameContent to reportND1-ND4 allowed?ND5 allowed?Underlying exposures information sectionAUTL1Unique IdentifierThe unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224.NONOAUTL2Original Underlying Exposure IdentifierUnique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.NONOAUTL3New Underlying Exposure IdentifierIf the original identifier in field AUTL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in AUTL2. The reporting entity must not amend this unique identifier.NONOAUTL4Original Obligor IdentifierOriginal unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.NONOAUTL5New Obligor IdentifierIf the original identifier in field AUTL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in AUTL4. The reporting entity must not amend this unique identifier.NONOAUTL6Data Cut-Off DateThe data cut-off date for this data submission.NONOAUTL7Pool Addition DateThe date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure.NOYESAUTL8Date Of RepurchaseDate on which the underlying exposure was repurchased from the pool.NOYESAUTL9Redemption DateDate on which account redeemed or (for defaulted underlying exposures) the date on which the recovery process was completed.NOYESAUTL10Geographic Region — ObligorThe geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ZZZ.YESNO

AUTL11Geographic Region ClassificationEnter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed.YESNOAUTL12Employment Status Employment status of the primary obligor: Employed — Private Sector (EMRS) Employed — Public Sector (EMBL) Employed — Sector Unknown (EMUK) Unemployed (UNEM) Self-employed (SFEM) No Employment, Obligor is Legal Entity (NOEM) Student (STNT) Pensioner (PNNR) Other (OTHR) YESNOAUTL13Credit Impaired Obligor Confirm that, pursuant to Article 20(11) of Regulation (EU) 2017/2402, at the time that this underlying exposure was selected for transfer to the SSPE, the exposure was neither in default within the meaning of Article 178(1) of Regulation (EU) No 575/2013 nor constituted an exposure to a credit-impaired debtor or guarantor, who, to the best of the originator’s or original lender’s knowledge: (a) has been declared insolvent or had a court grant his creditors a final non-appealable right of enforcement or material damages as a result of a missed payment within three years prior to the date of origination or has undergone a debt restructuring process with regard to his non-performing exposures within three years prior to the date of transfer or assignment of the underlying exposures to the SSPE, except if: (i) a restructured underlying exposure has not presented new arrears since the date of the restructuring, which must have taken place at least one year prior to the date of transfer or assignment of the underlying exposures to the SSPE; and (ii) the information provided by the originator, sponsor and SSPE in accordance with points (a) and (e)(i) of the first subparagraph of Article 7(1) explicitly sets out the proportion of restructured underlying exposures, the time and details of the restructuring as well as their performance since the date of the restructuring; (b) was, at the time of origination, where applicable, on a public credit registry of persons with adverse credit history or, where there is no such public credit registry, another credit registry that is available to the originator or original lender; or (c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher than for comparable exposures held by the originator which are not securitised. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.

NOYES AUTL14Obligor Legal Type Legal form of customer: Public Company (PUBL) Limited Company (LLCO) Partnership (PNTR) Individual (INDV) Government Entity (GOVT) Other (OTHR) YESNOAUTL15Customer Type Customer type at origination: New customer and not an employee/affiliated with the originator’s group (CNEO) New customer and an employee/affiliated with the originator’s group (CEMO) New customer and employee/affiliation not recorded (CNRO) Existing customer and not an employee/affiliated with the originator’s group (ENEO) Existing customer and an employee/affiliated with the originator’s group (EEMO) Existing customer and employee/affiliation not recorded (ENRO) Other (OTHR) YESNO AUTL16Primary Income Primary obligor annual income used to underwrite the underlying exposure at the time of origination. Where the primary obligor is a legal person/entity, enter that obligor’s annual revenue. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESAUTL17Primary Income Type Indicate what income in AUTL16 is displayed: Gross annual income (GRAN) Net annual income (net of tax and social security) (NITS) Net annual income (net of tax only) (NITX) Net annual income (net of social security only) (NTIN) Estimated net annual income (net of tax and social security) (ENIS) Estimated net annual income (net of tax only) (EITX) Estimated net annual income (net of social security only) (EISS) Disposable Income (DSPL) Borrower is legal entity (CORP) Other (OTHR) YESNOAUTL18Primary Income CurrencyCurrency in which the primary obligor’s income is paid. Where the primary obligor is a legal person/entity, enter the currency of the revenue provided in field AUTL20.YESYESAUTL19Primary Income Verification Primary Income Verification: Self-certified no Checks (SCRT) Self-certified with Affordability Confirmation (SCNF) Verified (VRFD) Non-Verified Income or Fast Track (NVRF) Credit Bureau Information or Scoring (SCRG) Other (OTHR) YESNOAUTL20Revenue Annual sales volume net of all discounts and sales taxes of the obligor in accordance with Recommendation 2003/361/EC. Equivalent to the concept of total annual sales in Article 153(4) of Regulation (EU) No 575/2013. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESAUTL21Financial Statement CurrencyThe reporting currency of the financial statements.YESYES AUTL22Special SchemeIf the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here.YESYESAUTL23Product Type The classification of the lease, per lessor’s definitions: (Personal) Contract Purchase (PPUR) (Personal) Contract Hire (PHIR) Hire Purchase (HIRP) Lease Purchase (LEAP) Finance Lease (FNLS) Operating Lease (OPLS) Other (OTHR) NOYESAUTL24Origination DateDate of original underlying exposure advance.YESNOAUTL25Maturity DateThe date of maturity of the underlying exposure or expiry of the lease.NOYESAUTL26Original TermOriginal contractual term (number of months) at the origination date.YESYESAUTL27Origination Channel

Origination channel of the underlying exposure: Automobile dealer (ADLR) Broker (BROK) Direct (DIRE) Indirect (IDRT) Other (OTHR) YESYESAUTL28Currency DenominationThe underlying exposure currency denomination.NONOAUTL29Original Principal Balance Obligor’s underlying exposure principal balance or discounted lease balance (inclusive of capitalised fees) at origination. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESAUTL30Current Principal Balance Obligor’s underlying exposure (or discounted lease) balance outstanding as of the data cut-off date. This includes 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 securitisation these are to be added. Exclude any interest arrears or penalty amounts. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYES AUTL31Purchase PriceEnter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied.NOYESAUTL32Amortisation Type Type of amortisation of the underlying exposure including principal and interest. French – i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX) German – i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest. (DEXX) Fixed amortisation schedule – i.e. Amortisation in which the principal amount repaid in each instalment is the same. (FIXE) Bullet – i.e. Amortisation in which the full principal amount is repaid in the last instalment. (BLLT) Other (OTHR) YESNOAUTL33Principal Grace Period End DateIf applicable as at the data cut-off date, indicate the principal grace period end date.NOYESAUTL34Scheduled Principal Payment Frequency Frequency of principal payments due, i.e. period between payments: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) NOYESAUTL35Scheduled Interest Payment Frequency Frequency of interest payments due, i.e. period between payments: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) NOYESAUTL36Payment Method Usual method of payment (can be based upon last payment received): Direct Debit (CDTX) Standing Order (SORD) Cheque (CHKX) Cash (CASH) Bank Transfer (neither direct debit nor standing order) (BTRA) Other (OTHR) YESNO AUTL37Payment Due This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESAUTL38Balloon Amount Total amount of (securitised) principal repayment to be paid at the maturity date of the underlying exposure. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESAUTL39Down Payment Amount Amount of deposit/down payment on origination of underlying exposure (this includes the value of traded-in vehicles etc.)

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESAUTL40Current Interest RateTotal gross current interest or discount rate applicable to the underlying exposure. Rates calculated on a period-by-period basis must be annualised.NOYESAUTL41Current Interest Rate Index The base reference interest index currently applicable (the reference rate off which the interest rate is set): MuniAAA (MAAA) FutureSWAP (FUSW) LIBID (LIBI) LIBOR (LIBO) SWAP (SWAP) Treasury (TREA) Euribor (EURI) Pfandbriefe (PFAN) EONIA (EONA) EONIASwaps (EONS) EURODOLLAR (EUUS) EuroSwiss (EUCH) TIBOR (TIBO) ISDAFIX (ISDA) GCFRepo (GCFR) STIBOR (STBO) BBSW (BBSW) JIBAR (JIBA) BUBOR (BUBO) CDOR (CDOR) CIBOR (CIBO) MOSPRIM (MOSP) NIBOR (NIBO) PRIBOR (PRBO) TELBOR (TLBO) WIBOR (WIBO) Bank of England Base Rate (BOER) European Central Bank Base Rate (ECBR) Lender’s Own Rate (LDOR) Other (OTHR) NOYES AUTL42Current Interest Rate Index Tenor Tenor of the current interest rate index: Overnight (OVNG) IntraDay (INDA) 1 day (DAIL) 1 week (WEEK) 2 week (TOWK) 1 month (MNTH) 2 month (TOMN) 3 month (QUTR) 4 month (FOMN) 6 month (SEMI) 12 month (YEAR) On Demand (ONDE) Other (OTHR) NOYESAUTL43Current Interest Rate MarginCurrent interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate.NOYESAUTL44Interest Rate Reset IntervalNumber of months between each interest rate reset date on the underlying exposure.NOYESAUTL45Interest Rate CapMaximum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement.NOYESAUTL46Interest Rate FloorMinimum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement.NOYESAUTL47Number Of Payments Before SecuritisationEnter the number of payments made prior to the exposure being transferred to the securitisation.YESNO AUTL48Percentage Of Prepayments Allowed Per YearPercentage amount of pre-payments allowed under the product per year. This is for underlying exposures that allow a certain threshold of pre-payments (i.e. 10 %) before charges are incurred.YESYESAUTL49Prepayment Fee Amount collected from the obligor as the fee/penalty due for making prepayments as required under the terms of the underlying exposure agreement. This is not intended to include any amounts paid as a break cost to make up interest payments up to the underlying exposure Payment Date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESAUTL50Prepayment Fee End DateThe date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid.YESYESAUTL51Prepayment DateThe latest date on which an unscheduled principal payment was received.YESYESAUTL52Cumulative Prepayments Total prepayments collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination date

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESAUTL53Manufacturer Brand name of the vehicle manufacturer E.g. enter Skoda, not Volkswagen. YESNOAUTL54ModelName of the car model.YESNOAUTL55Year Of RegistrationYear the car was registered.YESYESAUTL56New Or Used Condition of vehicle at point of underlying exposure origination: New (NEWX) Used (USED) Demo (DEMO) Other (OTHR) YESNOAUTL57Energy Performance Certificate Value The energy performance certificate value of the collateral at the time of origination: A (EPCA) B (EPCB) C (EPCC) D (EPCD) E (EPCE) F (EPCF) G (EPCG) Other (OTHR) YESYES AUTL58Energy Performance Certificate Provider NameEnter the full legal name of the energy performance certificate provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.YESYESAUTL59Original Loan-To-ValueThe ratio of the underlying exposure balance at origination relative to the automobile value at origination.YESNOAUTL60Original Valuation Amount List price of the vehicle at date of underlying exposure origination. For a non-new car, enter the trade value or the sale price of the car. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESNOAUTL61Original Residual Value Of Vehicle The estimated residual value of the asset at the date of lease origination. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESAUTL62Option To Buy Price The amount the obligor has to pay at the end of the lease or underlying exposure in order to take ownership of the vehicle, other than the payment referred to in AUTL63. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESAUTL63Securitised Residual Value Residual value amount which has been securitised only. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESAUTL64Updated Residual Value Of Vehicle If the residual value has been securitised, enter the most recent estimated residual value of vehicle at end of contract. If no update has been performed, enter the original estimated residual value. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESAUTL65Date Of Updated Residual Valuation Of VehicleIf the residual value has been securitised, enter the date on which 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.NOYES AUTL66Date Of Restructuring Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.

In the event of multiple dates, all dates must be provided in accordance with the XML schema. YESYESAUTL67Date Last In ArrearsDate the obligor was last in arrears.YESYESAUTL68Arrears Balance Current balance of arrears, which is defined as: Total payments due to date PLUS any amounts capitalised PLUS any fees applied to the account LESS total payments received to date. If no arrears then enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOAUTL69Number Of Days In ArrearsNumber of days this underlying exposure is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date.NONOAUTL70Account Status Current status of the underlying exposure that has been securitised: Performing (PERF) Restructured – No Arrears (RNAR) Restructured – Arrears (RARR) Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT) Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT) Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR) Defaulted only under another definition of default being met (DADB) Arrears (ARRE) Repurchased by Seller – Breach of Representations and Warranties (REBR) Repurchased by Seller – Defaulted (REDF) Repurchased by Seller – Restructured (RERE) Repurchased by Seller – Special Servicing (RESS) Repurchased by Seller – Other Reason (REOT) Redeemed (RDMD) Other (OTHR) Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance. NONO AUTL71Reason for Default or Foreclosure If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason: In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX) In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX) In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD) YESYESAUTL72Default Amount Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESAUTL73Default DateThe date of default.NOYESAUTL74Allocated Losses The allocated losses to date, net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect most recent situation as at the data cut-off date, i.e. as recoveries are collected and the work out process progresses.

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESAUTL75Residual Value Losses Residual value loss arising on turn-in of vehicle. If the residual value has not been securitised, enter ND5. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESAUTL76Cumulative Recoveries Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYES AUTL77Sale Price Price achieved on sale of vehicle in case of foreclosure. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESAUTL78Deposit Amount The sum of all obligor amounts held by the originator or seller that are potentially off-settable against the underlying exposure balance, excluding the benefit of any national deposit compensation scheme. To prevent double-counting, this is to be capped at the lower of (1) the deposit amount, and (2) the maximum potential off-settable amount at the obligor-level (i.e. not underlying exposure-level) within the pool. Use the same currency denomination as that used for this underlying exposure. If an obligor has more than one underlying exposure outstanding in the pool, then this field is to be completed for each underlying exposure, and it is up to the discretion of the reporting entity to decide to allocate the deposit amount across each of the underlying exposure, subject to the above-mentioned cap and so long as the total entries for this field across the multiple underlying exposures adds up to the accurate amount. For example, if Obligor A has deposit balance of €100, and two underlying exposures outstanding in the pool of: underlying exposure 1 €60 and underlying exposure 2 €75. This field could be completed as either underlying exposure 1 - €60 and underlying exposure 2 - €40, or underlying exposure 1 - €25 and underlying exposure 2 €75 (i.e. the relative entries for this field in each underlying exposure is capped at €60 for underlying exposure 1 and at €75 for underlying exposure 2 and the sum of the values across underlying exposure 1 and underlying exposure 2 must equal €100). Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESAUTL79Original Lender NameGive the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.YESYESAUTL80Original Lender Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender. Where no Legal Entity Identifier is available, enter ND5. YESYESAUTL81Original Lender Establishment CountryCountry where the original lender is established.YESYES AUTL82Originator NameGive the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.NONOAUTL83Originator Legal Entity IdentifierProvide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator.NONOAUTL84Originator Establishment CountryCountry where the underlying exposure originator is established.NONO

Annex

ANNEX VI UNDERLYING EXPOSURES INFORMATION — CONSUMER Field codeField nameContent to reportND1-ND4 allowed?ND5 allowed?Underlying exposures information sectionCMRL1Unique IdentifierThe unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224.NONOCMRL2Original Underlying Exposure IdentifierUnique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.NONOCMRL3New Underlying Exposure IdentifierIf the original identifier in field CMRL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CMRL2. The reporting entity must not amend this unique identifier.NONOCMRL4Original Obligor IdentifierOriginal unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.NONOCMRL5New Obligor IdentifierIf the original identifier in field CMRL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CMRL4. The reporting entity must not amend this unique identifier.NONOCMRL6Data Cut-Off DateThe data cut-off date for this data submission.NONOCMRL7Pool Addition DateThe date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure.NOYESCMRL8Date Of RepurchaseDate on which the underlying exposure was repurchased from the pool.NOYESCMRL9Redemption DateDate on which account redeemed or (for defaulted underlying exposures) the date on which the recovery process was completed.NOYESCMRL10Geographic Region – ObligorThe geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ZZZ.YESNO CMRL11Geographic Region ClassificationEnter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed.YESNOCMRL12Employment Status

Employment status of the primary obligor: Employed – Private Sector (EMRS) Employed – Public Sector (EMBL) Employed – Sector Unknown (EMUK) Unemployed (UNEM) Self-employed (SFEM) No Employment, Obligor is Legal Entity (NOEM) Student (STNT) Pensioner (PNNR) Other (OTHR) YESNOCMRL13Credit Impaired Obligor Confirm that, pursuant to Article 20(11) of Regulation (EU) 2017/2402, at the time that this underlying exposure was selected for transfer to the SSPE, the exposure was neither in default within the meaning of Article 178(1) of Regulation (EU) No 575/2013 nor constituted an exposure to a credit-impaired debtor or guarantor, who, to the best of the originator’s or original lender’s knowledge: (a) has been declared insolvent or had a court grant his creditors a final non-appealable right of enforcement or material damages as a result of a missed payment within three years prior to the date of origination or has undergone a debt restructuring process with regard to his non-performing exposures within three years prior to the date of transfer or assignment of the underlying exposures to the SSPE, except if: (i) a restructured underlying exposure has not presented new arrears since the date of the restructuring, which must have taken place at least one year prior to the date of transfer or assignment of the underlying exposures to the SSPE; and (ii) the information provided by the originator, sponsor and SSPE in accordance with points (a) and e(i) of the first subparagraph of Article 7(1) explicitly sets out the proportion of restructured underlying exposures, the time and details of the restructuring as well as their performance since the date of the restructuring; (b) was, at the time of origination, where applicable, on a public credit registry of persons with adverse credit history or, where there is no such public credit registry, another credit registry that is available to the originator or original lender; or (c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher than for comparable exposures held by the originator which are not securitised. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. NOYES CMRL14Customer Type Customer type at origination: New customer and not an employee/affiliated with the originator’s group (CNEO) New customer and an employee/affiliated with the originator’s group (CEMO) New customer and employee/affiliation not recorded (CNRO) Existing customer and not an employee/affiliated with the originator’s group (ENEO) Existing customer and an employee/affiliated with the originator’s group (EEMO) Existing customer and employee/affiliation not recorded (ENRO) Other (OTHR) YESNOCMRL15Primary Income

Primary obligor annual income used to underwrite the underlying exposure at the time of origination. Where the primary obligor is a legal person/entity, enter that obligor’s annual revenue. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESNOCMRL16Primary Income Type Indicate what income in CMRL15 is displayed: Gross annual income (GRAN) Net annual income (net of tax and social security) (NITS) Net annual income (net of tax only) (NITX) Net annual income (net of social security only) (NTIN) Estimated net annual income (net of tax and social security) (ENIS) Estimated net annual income (net of tax only) (EITX) Estimated net annual income (net of social security only) (EISS) Disposable Income (DSPL) Borrower is legal entity (CORP) Other (OTHR) YESNO CMRL17Primary Income CurrencyCurrency in which the primary o’ligor’s income or revenue is paid.YESNOCMRL18Primary Income Verification Primary Income Verification: Self-certified no Checks (SCRT) Self-certified with Affordability Confirmation (SCNF) Verified (VRFD) Non-Verified Income or Fast Track (NVRF) Credit Bureau Information or Scoring (SCRG) Other (OTHR) YESNOCMRL19Secured By Salary/Pension AssignmentDoes the personal underlying exposure fall under the category of pension-backed underlying exposures/salary-backed underlying exposures (i.e. cessione del quinto)?YESNOCMRL20Special SchemeIf the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here.YESYESCMRL21Origination DateDate of original underlying exposure advance.YESNOCMRL22Maturity DateThe date of maturity of the underlying exposure or expiry of the lease.NOYESCMRL23Original TermOriginal contractual term (number of months) at the origination date.YESYESCMRL24Origination Channel Channel of Origination: Internet (WEBI) Branch (BRCH) Telesale (TLSL) Stand (STND) Post (POST) White Label (WLBL) Magazine (MGZN) Automobile Dealer (ADLR) Other (OTHR) YESYES CMRL25Purpose Loan Purpose: Tuition (TUIT) Living Expenses (LEXP) Medical (MDCL) Home Improvement (HIMP) Appliance or Furniture (APFR) Travel (TRVL) Debt Consolidation (DCON) New Car (NCAR) Used Car (UCAR) Other Vehicle (OTHV) Equipment (EQUP) Property (PROP) Other (OTHR) YESNOCMRL26Currency DenominationThe underlying exposure currency denomination.NONOCMRL27Original Principal Balance Original underlying exposure principal balance (inclusive of capitalised fees) at origination. This is referring to the balance of the underlying exposure at the underlying exposure origination date, not the date of the underlying exposure’s sale to the SSPE or the closing date of the securitisation. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESCMRL28Current Principal Balance Amount of underlying exposure outstanding as of the data cut-off date. This includes any amounts that are classed as principal in the securitisation. For example, if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these must be added. Excluding any interest arrears or penalty amounts.

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCMRL29Total Credit Limit For underlying exposures with flexible re-draw facilities (including revolving characteristics) or where the maximum underlying exposure amount hasn’t been withdrawn in full – the maximum underlying exposure amount that could potentially be outstanding. This field is only to be populated for underlying exposures that have flexible or further drawing characteristics. This is not intended to capture instances where the obligor may renegotiate an increased underlying exposure balance but rather where there is currently the contractual ability for the obligor to do this and for the lender to provide the additional funding. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYES CMRL30Revolving End DateFor underlying exposures with flexible re-draw/revolving characteristics – the date when the flexible features are expected to expire i.e. when the revolving period will end.NOYESCMRL31Purchase PriceEnter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied.NOYESCMRL32Amortisation Type Type of amortisation of the underlying exposure including principal and interest. French — i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX) German — i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest. (DEXX) Fixed amortisation schedule — i.e. Amortisation in which the principal amount repaid in each instalment is the same. (FIXE) Bullet — i.e. Amortisation in which the full principal amount is repaid in the last instalment. (BLLT) Other (OTHR) YESNOCMRL33Principal Grace Period End DateIf applicable as at the data cut-off date, indicate the principal grace period end date.NOYESCMRL34Scheduled Principal Payment Frequency Frequency of principal payments due, i.e. period between payments: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) NOYESCMRL35Scheduled Interest Payment Frequency Frequency of interest payments due, i.e. period between payments: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) NOYES CMRL36Payment Due This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCMRL37Current Interest RateGross rate per annum used to calculate the current period scheduled interest on the securitised underlying exposure. Rates calculated on a period-by-period basis must be annualised.NOYESCMRL38Current Interest Rate Index The base reference interest index currently applicable (the reference rate off which the interest rate is set): MuniAAA (MAAA) FutureSWAP (FUSW) LIBID (LIBI) LIBOR (LIBO)

SWAP (SWAP) Treasury (TREA) Euribor (EURI) Pfandbriefe (PFAN) EONIA (EONA) EONIASwaps (EONS) EURODOLLAR (EUUS) EuroSwiss (EUCH) TIBOR (TIBO) ISDAFIX (ISDA) GCFRepo (GCFR) STIBOR (STBO) BBSW (BBSW) JIBAR (JIBA) BUBOR (BUBO) CDOR (CDOR) CIBOR (CIBO) MOSPRIM (MOSP) NIBOR (NIBO) PRIBOR (PRBO) TELBOR (TLBO) WIBOR (WIBO) Bank of England Base Rate (BOER) European Central Bank Base Rate (ECBR) Lender’s Own Rate (LDOR) Other (OTHR) NOYES CMRL39Current Interest Rate Index Tenor Tenor of the current interest rate index: Overnight (OVNG) IntraDay (INDA) 1 day (DAIL) 1 week (WEEK) 2 week (TOWK) 1 month (MNTH) 2 month (TOMN) 3 month (QUTR) 4 month (FOMN) 6 month (SEMI) 12 month (YEAR) On Demand (ONDE) Other (OTHR) NOYESCMRL40Current Interest Rate MarginCurrent interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate.NOYESCMRL41Interest Rate Reset IntervalNumber of months between each interest rate reset date on the underlying exposure.NOYESCMRL42Interest Rate CapMaximum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement.NOYESCMRL43Interest Rate FloorMinimum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement.NOYESCMRL44Number Of Payments Before SecuritisationEnter the number of payments made prior to the exposure being transferred to the securitisation.YESNOCMRL45Percentage Of Prepayments Allowed Per YearPercentage amount of pre-payments allowed under the product per year. This is for underlying exposures that allow a certain threshold of pre-payments (i.e. 10 %) before charges are incurred.YESYESCMRL46Prepayment Lock-Out End DateThe date after which the lender allows prepayment of the underlying exposure.YESYES CMRL47Prepayment Fee Amount collected from the obligor as the fee/penalty due for making prepayments as required under the terms of the underlying exposure agreement. This is not intended to include any amounts paid as a break cost to make up interest payments up to the underlying exposure Payment Date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCMRL48Prepayment Fee End DateThe date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid.YESYESCMRL49Prepayment DateThe latest date on which an unscheduled principal payment was received.YESYESCMRL50Cumulative Prepayments Total prepayments collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination date Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESCMRL51Date Of Restructuring Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.

In the event of multiple dates, all dates must be provided in accordance with the XML schema. YESYESCMRL52Date Last In ArrearsDate the obligor was last in arrears.YESYESCMRL53Arrears Balance Current balance of arrears, which is defined as: Total payments due to date PLUS any amounts capitalised PLUS any fees applied to the account LESS total payments received to date. If no arrears then enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOCMRL54Number Of Days In ArrearsNumber of days this underlying exposure is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date.NONOCMRL55Account Status Current status of the underlying exposure that has been securitised: Performing (PERF) Restructured — No Arrears (RNAR) Restructured — Arrears (RARR) Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT) Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT) Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR) Defaulted only under another definition of default being met (DADB) Arrears (ARRE) Repurchased by Seller – Breach of Representations and Warranties (REBR) Repurchased by Seller – Defaulted (REDF) Repurchased by Seller – Restructured (RERE) Repurchased by Seller – Special Servicing (RESS) Repurchased by Seller – Other Reason (REOT) Redeemed (RDMD) Other (OTHR) Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance. NONO CMRL56Reason for Default or Foreclosure If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason: In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX) In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX) In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD) YESYESCMRL57Default Amount Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCMRL58Default DateThe date of default.NOYES CMRL59Allocated Losses The allocated losses to date, net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect most recent situation as at the data cut-off date, i.e. as recoveries are collected and the work out process progresses.

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCMRL60Cumulative Recoveries Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCMRL61Deposit Amount The sum of all obligor amounts held by the originator or seller that are potentially off-settable against the underlying exposure balance, excluding the benefit of any national deposit compensation scheme. To prevent double-counting, this is to be capped at the lower of (1) the deposit amount, and (2) the maximum potential off-settable amount at the obligor-level (i.e. not underlying exposure-level) within the pool. Use the same currency denomination as that used for this underlying exposure. If an obligor has more than one underlying exposure outstanding in the pool, then this field is to be completed for each underlying exposure, and it is up to the discretion of the reporting entity to decide to allocate the deposit amount across each of the underlying exposure, subject to the above-mentioned cap and so long as the total entries for this field across the multiple underlying exposures adds up to the accurate amount. For example, if Obligor A has deposit balance of €100, and two underlying exposures outstanding in the pool of: underlying exposure 1 €60 and underlying exposure 2 €75. This field could be completed as either underlying exposure 1 - €60 and underlying exposure 2 - €40, or underlying exposure 1 - €25 and underlying exposure 2 €75 (i.e. the relative entries for this field in each underlying exposure is capped at €60 for underlying exposure 1 and at €75 for underlying exposure 2 and the sum of the values across underlying exposure 1 and underlying exposure 2 must equal €100). Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCMRL62Original Lender NameGive the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.YESYES CMRL63Original Lender Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender. Where no Legal Entity Identifier is available, enter ND5. YESYESCMRL64Original Lender Establishment CountryCountry where the original lender is established.YESYESCMRL65Originator NameGive the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.NONOCMRL66Originator Legal Entity IdentifierProvide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator.NONOCMRL67Originator Establishment CountryCountry where the underlying exposure originator is established.NONOCMRL68Energy Performance Certificate Value

The energy performance certificate value of the collateral at the time of origination: A (EPCA) B (EPCB) C (EPCC) D (EPCD) E (EPCE) F (EPCF) G (EPCG) Other (OTHR) YESYESCMRL69Energy Performance Certificate Provider NameEnter the full legal name of the energy performance certificate provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.YESYES

Annex

ANNEX VII UNDERLYING EXPOSURES INFORMATION — CREDIT CARD Field codeField nameContent to reportND1-ND4 allowed?ND5 allowed?Underlying exposures information sectionCCDL1Unique IdentifierThe unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224.NONOCCDL2Original Underlying Exposure IdentifierUnique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.NONOCCDL3New Underlying Exposure IdentifierIf the original identifier in field CCDL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CCDL2. The reporting entity must not amend this unique identifier.NONOCCDL4Original Obligor IdentifierOriginal unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.NONOCCDL5New Obligor IdentifierIf the original identifier in field CCDL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CCDL4. The reporting entity must not amend this unique identifier.NONOCCDL6Data Cut-Off DateThe data cut-off date for this data submission.NONOCCDL7Pool Addition DateThe date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure.NOYESCCDL8Date Of RepurchaseDate on which the underlying exposure was repurchased from the pool.NOYESCCDL9Geographic Region — ObligorThe geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ZZZ.YESNO CCDL10Geographic Region ClassificationEnter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed.YESNOCCDL11Employment Status

Employment status of the primary obligor: Employed — Private Sector (EMRS) Employed — Public Sector (EMBL) Employed — Sector Unknown (EMUK) Unemployed (UNEM) Self-employed (SFEM) No Employment, Obligor is Legal Entity (NOEM) Student (STNT) Pensioner (PNNR) Other (OTHR) YESNOCCDL12Credit Impaired Obligor Confirm that, pursuant to Article 20(11) of Regulation (EU) 2017/2402, at the time that this underlying exposure was selected for transfer to the SSPE, the exposure was neither in default within the meaning of Article 178(1) of Regulation (EU) No 575/2013 nor constituted an exposure to a credit-impaired debtor or guarantor, who, to the best of the originator’s or original lender’s knowledge: (a) has been declared insolvent or had a court grant his creditors a final non-appealable right of enforcement or material damages as a result of a missed payment within three years prior to the date of origination or has undergone a debt restructuring process with regard to his non-performing exposures within three years prior to the date of transfer or assignment of the underlying exposures to the SSPE, except if: (i) a restructured underlying exposure has not presented new arrears since the date of the restructuring, which must have taken place at least one year prior to the date of transfer or assignment of the underlying exposures to the SSPE; and (ii) the information provided by the originator, sponsor and SSPE in accordance with points (a) and (e)(i) of the first subparagraph of Article 7(1) explicitly sets out the proportion of restructured underlying exposures, the time and details of the restructuring as well as their performance since the date of the restructuring; (b) was, at the time of origination, where applicable, on a public credit registry of persons with adverse credit history or, where there is no such public credit registry, another credit registry that is available to the originator or original lender; or (c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher than for comparable exposures held by the originator which are not securitised. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. NOYES CCDL13Customer Type Customer type at origination: New customer and not an employee/affiliated with the originator’s group (CNEO) New customer and an employee/affiliated with the originator’s group (CEMO) New customer and employee/affiliation not recorded (CNRO) Existing customer and not an employee/affiliated with the originator’s group (ENEO) Existing customer and an employee/affiliated with the originator’s group (EEMO) Existing customer and employee/affiliation not recorded (ENRO) Other (OTHR) YESNOCCDL14Primary Income

Primary obligor annual income used to underwrite the underlying exposure at the time of origination. Where the primary obligor is a legal person/entity, enter that obligor’s annual revenue. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESNOCCDL15Primary Income Type Indicate what income in CCDL14 is displayed: Gross annual income (GRAN) Net annual income (net of tax and social security) (NITS) Net annual income (net of tax only) (NITX) Net annual income (net of social security only) (NTIN) Estimated net annual income (net of tax and social security) (ENIS) Estimated net annual income (net of tax only) (EITX) Estimated net annual income (net of social security only) (EISS) Disposable Income (DSPL) Borrower is legal entity (CORP) Other (OTHR) YESNO CCDL16Primary Income CurrencyCurrency in which the primary obligor’s income or revenue is paid.YESNOCCDL17Primary Income Verification Primary Income Verification: Self-certified no Checks (SCRT) Self-certified with Affordability Confirmation (SCNF) Verified (VRFD) Non-Verified Income or Fast Track (NVRF) Credit Bureau Information or Scoring (SCRG) Other (OTHR) YESNOCCDL18Special SchemeIf the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here.YESYESCCDL19Origination DateThe date on which the account was opened.YESNOCCDL20Origination Channel Channel of Origination: Internet (WEBI) Branch (BRCH) Telesale (TLSL) Stand (STND) Post (POST) White Label (WLBL) Magazine (MGZN) Other (OTHR) YESYESCCDL21Currency DenominationThe underlying exposure currency denomination.NONOCCDL22Current Principal Balance Enter the total current amount owed by the obligor (including all fees and interest) on the account. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYES CCDL23Total Credit Limit For underlying exposures with flexible re-draw facilities (including revolving characteristics) or where the maximum underlying exposure amount hasn’t been withdrawn in full – the maximum underlying exposure amount that could potentially be outstanding. This field is only to be populated for underlying exposures that have flexible or further drawing characteristics. This is not intended to capture instances where the obligor may renegotiate an increased underlying exposure balance but rather where there is currently the contractual ability for the obligor to do this and for the lender to provide the additional funding. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCCDL24Purchase PriceEnter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied.NOYESCCDL25Principal Grace Period End DateIf applicable as at the data cut-off date, indicate the principal grace period end date.NOYESCCDL26Scheduled Principal Payment Frequency Frequency of principal payments due, i.e. period between payments:

Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) NOYESCCDL27Scheduled Interest Payment Frequency Frequency of interest payments due, i.e. period between payments: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) NOYESCCDL28Payment Due The next minimum scheduled payment due from the obligor. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCCDL29Current Interest RateTotal weighted average annualised yield including all fees applicable at last billing date (i.e. this is billed, not cash yield).NOYES CCDL30Current Interest Rate Index The base reference interest index currently applicable (the reference rate off which the interest rate is set): MuniAAA (MAAA) FutureSWAP (FUSW) LIBID (LIBI) LIBOR (LIBO) SWAP (SWAP) Treasury (TREA) Euribor (EURI) Pfandbriefe (PFAN) EONIA (EONA) EONIASwaps (EONS) EURODOLLAR (EUUS) EuroSwiss (EUCH) TIBOR (TIBO) ISDAFIX (ISDA) GCFRepo (GCFR) STIBOR (STBO) BBSW (BBSW) JIBAR (JIBA) BUBOR (BUBO) CDOR (CDOR) CIBOR (CIBO) MOSPRIM (MOSP) NIBOR (NIBO) PRIBOR (PRBO) TELBOR (TLBO) WIBOR (WIBO) Bank of England Base Rate (BOER) European Central Bank Base Rate (ECBR) Lender’s Own Rate (LDOR) Other (OTHR) NOYESCCDL31Current Interest Rate Index Tenor Tenor of the current interest rate index: Overnight (OVNG) IntraDay (INDA) 1 day (DAIL) 1 week (WEEK) 2 week (TOWK) 1 month (MNTH) 2 month (TOMN) 3 month (QUTR) 4 month (FOMN) 6 month (SEMI) 12 month (YEAR) On Demand (ONDE) Other (OTHR) NOYES CCDL32Number Of Payments Before SecuritisationEnter the number of payments made prior to the exposure being transferred to the securitisation.YESNOCCDL33Date Of Restructuring Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. In the event of multiple dates, all dates must be provided in accordance with the XML schema. YESYESCCDL34Date Last In ArrearsDate the account was last in arrears.YESYESCCDL35Number Of Days In ArrearsNumber of days the account is in arrears as of the data cut-off date. If the account is not in arrears enter 0.NONOCCDL36Arrears Balance Current balance of arrears, which is defined as: Total payments due to date PLUS any amounts capitalised PLUS any fees applied to the account LESS total payments received to date. If no arrears then enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOCCDL37Account Status Current status of the underlying exposure that has been securitised: Performing (PERF) Restructured — No Arrears (RNAR) Restructured — Arrears (RARR) Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT) Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT)

Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR) Defaulted only under another definition of default being met (DADB) Arrears (ARRE) Repurchased by Seller – Breach of Representations and Warranties (REBR) Repurchased by Seller – Defaulted (REDF) Repurchased by Seller – Restructured (RERE) Repurchased by Seller – Special Servicing (RESS) Repurchased by Seller – Other Reason (REOT) Redeemed (RDMD) Other (OTHR) Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance. NONO CCDL38Reason for Default or Foreclosure If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason: In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX) In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX) In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD) YESYESCCDL39Default Amount Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESCCDL40Default DateThe date of default.NOYESCCDL41Cumulative Recoveries Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYES CCDL42Original Lender NameGive the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.YESYESCCDL43Original Lender Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender. Where no Legal Entity Identifier is available, enter ND5. YESYESCCDL44Original Lender Establishment CountryCountry where the original lender is established.YESYESCCDL45Originator NameGive the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.NONOCCDL46Originator Legal Entity IdentifierProvide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator.NONOCCDL47Originator Establishment CountryCountry where the underlying exposure originator is established.NONO

Annex

ANNEX VIII UNDERLYING EXPOSURES INFORMATION — LEASING Field codeField nameContent to reportND1-ND4 allowed?ND5 allowed?Underlying exposures information sectionLESL1Unique IdentifierThe unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224.NONOLESL2Original Underlying Exposure IdentifierUnique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.NONOLESL3New Underlying Exposure IdentifierIf the original identifier in field LESL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in LESL2. The reporting entity must not amend this unique identifier.NONOLESL4Original Obligor IdentifierOriginal unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.NONOLESL5New Obligor IdentifierIf the original identifier in field LESL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in LESL4. The reporting entity must not amend this unique identifier.NONOLESL6Data Cut-Off DateThe data cut-off date for this data submission.NONOLESL7Pool Addition DateThe date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure.NOYESLESL8Date Of RepurchaseDate on which the underlying exposure was repurchased from the pool.NOYESLESL9Redemption DateDate on which account redeemed or (for defaulted underlying exposures) the date on which the recovery process was completed.NOYES LESL10Geographic Region — ObligorThe geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ZZZ.YESNOLESL11Geographic Region ClassificationEnter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed.YESNOLESL12Credit Impaired Obligor

Confirm that, pursuant to Article 20(11) of Regulation (EU) 2017/2402, at the time that this underlying exposure was selected for transfer to the SSPE, the exposure was neither in default within the meaning of Article 178(1) of Regulation (EU) No 575/2013 nor constituted an exposure to a credit-impaired debtor or guarantor, who, to the best of the originator’s or original lender’s knowledge: (a) has been declared insolvent or had a court grant his creditors a final non-appealable right of enforcement or material damages as a result of a missed payment within three years prior to the date of origination or has undergone a debt restructuring process with regard to his non-performing exposures within three years prior to the date of transfer or assignment of the underlying exposures to the SSPE, except if: (i) a restructured underlying exposure has not presented new arrears since the date of the restructuring, which must have taken place at least one year prior to the date of transfer or assignment of the underlying exposures to the SSPE; and (ii) the information provided by the originator, sponsor and SSPE in accordance with points (a) and (e)(i) of the first subparagraph of Article 7(1) explicitly sets out the proportion of restructured underlying exposures, the time and details of the restructuring as well as their performance since the date of the restructuring; (b) was, at the time of origination, where applicable, on a public credit registry of persons with adverse credit history or, where there is no such public credit registry, another credit registry that is available to the originator or original lender; or (c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher than for comparable exposures held by the originator which are not securitised. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. NOYES LESL13Obligor Basel III Segment Obligor Basel III Segment: Corporate (CORP) Small and Medium Enterprise Treated as Corporate (SMEX) Retail (RETL) Other (OTHR) YESYESLESL14Customer Type Customer type at origination: New customer and not an employee/affiliated with the originator’s group (CNEO) New customer and an employee/affiliated with the originator’s group (CEMO) New customer and employee/affiliation not recorded (CNRO) Existing customer and not an employee/affiliated with the originator’s group (ENEO) Existing customer and an employee/affiliated with the originator’s group (EEMO) Existing customer and employee/affiliation not recorded (ENRO) Other (OTHR) YESNOLESL15NACE Industry CodeLessee industry NACE Code, as set out in Regulation (EC) No 1893/2006.YESYESLESL16Enterprise Size Classification of enterprises by size, in accordance with the Annex to Commission Recommendation 2003/361/EC:

Micro Enterprise (MICE) - employs fewer than 10 persons and whose annual turnover and/or annual balance sheet total does not exceed EUR 2 million Small Enterprise (SMAE) - employs fewer than 50 persons and whose annual turnover and/or annual balance sheet total does not exceed EUR 10 million Medium Enterprise (MEDE) - employs fewer than 250 persons and which has an annual turnover not exceeding EUR 50 million, and/or an annual balance sheet total not exceeding EUR 43 million Large Enterprise (LARE) – an enterprise that is neither a micro, small, or medium enterprise. Natural Person (NATP) Other (OTHR) YESYES LESL17Revenue Annual sales volume net of all discounts and sales taxes of the obligor in accordance with Recommendation 2003/361/EC. Equivalent to the concept of total annual sales in Article 153(4) of Regulation (EU) No 575/2013. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESLESL18Financial Statement CurrencyThe reporting currency of the financial statements.YESYESLESL19Product Type The classification of the underlying exposure, per lessor’s definitions: (Personal) Contract Purchase (PPUR) (Personal) Contract Hire (PHIR) Hire Purchase (HIRP) Lease Purchase (LEAP) Finance Lease (FNLS) Operating Lease (OPLS) Other (OTHR) NOYESLESL20SyndicatedIs the underlying exposure syndicated?YESNOLESL21Special SchemeIf the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here.YESYESLESL22Origination DateDate of original lease advance.YESNOLESL23Maturity DateThe date of maturity of the underlying exposure or expiry of the lease.NOYESLESL24Original TermOriginal contractual term (number of months) at the origination date.YESYESLESL25Origination Channel Origination channel of the underlying exposure: Office or Branch Network (BRAN) Broker (BROK) Internet (WEBI) Other (OTHR) YESYES LESL26Currency DenominationThe underlying exposure currency denomination.NONOLESL27Original Principal Balance Original Principal (or discounted) lease balance (inclusive of capitalised fees) at origination. This is referring to the balance of the lease at the origination date, not the date of the underlying exposure’s sale to the SSPE or the closing date of the securitisation. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESLESL28Current Principal Balance Obligor’s lease or discounted lease balance outstanding as of the data cut-off date. This includes any amounts that are secured against the asset. For example, if fees have been added to the balance and are part of the principal in the securitisation these are to be added. Exclude any interest arrears or penalty amounts. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESLESL29Purchase PriceEnter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied.NOYESLESL30Securitised Residual Value

Residual value amount which has been securitised only. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESLESL31Amortisation Type Type of amortisation of the underlying exposure including principal and interest. French — i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX) German — i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest. (DEXX) Fixed amortisation schedule — i.e. Amortisation in which the principal amount repaid in each instalment is the same. (FIXE) Bullet — i.e. Amortisation in which the full principal amount is repaid in the last instalment. (BLLT) Other (OTHR) YESNOLESL32Principal Grace Period End DateIf applicable as at the data cut-off date, indicate the principal grace period end date.NOYESLESL33Scheduled Principal Payment Frequency Frequency of principal payments due, i.e. period between payments: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) NOYES LESL34Scheduled Interest Payment Frequency Frequency of interest payments due, i.e. period between payments: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) NOYESLESL35Payment Due This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESLESL36Current Interest RateTotal gross current interest rate or discount rate applicable to the underlying exposure. Rates calculated on a period-by-period basis must be annualised.NOYESLESL37Current Interest Rate Index The base reference interest index currently applicable (the reference rate off which the interest rate is set): MuniAAA (MAAA) FutureSWAP (FUSW) LIBID (LIBI) LIBOR (LIBO) SWAP (SWAP) Treasury (TREA) Euribor (EURI) Pfandbriefe (PFAN) EONIA (EONA) EONIASwaps (EONS) EURODOLLAR (EUUS) EuroSwiss (EUCH) TIBOR (TIBO) ISDAFIX (ISDA) GCFRepo (GCFR) STIBOR (STBO) BBSW (BBSW) JIBAR (JIBA) BUBOR (BUBO) CDOR (CDOR) CIBOR (CIBO) MOSPRIM (MOSP) NIBOR (NIBO) PRIBOR (PRBO) TELBOR (TLBO) WIBOR (WIBO) Bank of England Base Rate (BOER) European Central Bank Base Rate (ECBR) Lender’s Own Rate (LDOR) Other (OTHR) NOYES LESL38Current Interest Rate Index Tenor Tenor of the current interest rate index: Overnight (OVNG) IntraDay (INDA) 1 day (DAIL) 1 week (WEEK) 2 week (TOWK) 1 month (MNTH) 2 month (TOMN) 3 month (QUTR) 4 month (FOMN) 6 month (SEMI) 12 month (YEAR) On Demand (ONDE) Other (OTHR) NOYESLESL39Current Interest Rate MarginCurrent interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate.NOYESLESL40Interest Rate Reset IntervalNumber of months between each interest rate reset date on the underlying exposure.NOYESLESL41Interest Rate CapMaximum rate that the obligor must pay on a floating rate lease as required under the terms of the underlying exposure agreement.NOYESLESL42Interest Rate FloorMinimum rate that the obligor must pay on a floating rate lease as required under the terms of the lease agreement.NOYESLESL43Number Of Payments Before SecuritisationEnter the number of payments made prior to the exposure being transferred to the securitisation.YESNOLESL44Percentage Of Prepayments Allowed Per YearPercentage amount of pre-payments allowed under the product per year. This is for underlying exposures that allow a certain threshold of pre-payments (i.e. 10 %) before charges are incurred.YESYES

LESL45Prepayment Lock-Out End DateThe date after which the lender allows prepayment of the underlying exposure.YESYESLESL46Prepayment Fee Amount collected from the obligor as the fee/penalty due for making prepayments as required under the terms of the underlying exposure agreement. This is not intended to include any amounts paid as a break cost to make up interest payments up to the lease Payment Date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESLESL47Prepayment Fee End DateThe date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid.YESYESLESL48Prepayment DateThe latest date on which an unscheduled principal payment was received.YESYESLESL49Cumulative Prepayments Total prepayments collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination date Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESLESL50Option To Buy Price The amount the lessee has to pay at the end of the lease in order to take ownership of the asset, other than the payment referred to in LESL30. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESLESL51Down Payment Amount Amount of deposit/down payment on origination of the underlying exposure (this includes the value of traded-in equipment etc.). Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESLESL52Current Residual Value Of Asset Most recent forecast residual value of the asset at the end of the lease term. If no update has been performed, enter the original estimated residual value. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESLESL53Date Of Restructuring Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. In the event of multiple dates, all dates must be provided in accordance with the XML schema. YESYES LESL54Date Last In ArrearsDate the obligor was last in arrears.YESYESLESL55Arrears Balance Current balance of arrears, which is defined as: Total payments due to date PLUS any amounts capitalised PLUS any fees applied to the account LESS total payments received to date. If no arrears then enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOLESL56Number Of Days In ArrearsNumber of days this underlying exposure is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date.NONOLESL57Account Status Current status of the underlying exposure that has been securitised:

Performing (PERF) Restructured — No Arrears (RNAR) Restructured — Arrears (RARR) Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT) Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT) Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR) Defaulted only under another definition of default being met (DADB) Arrears (ARRE) Repurchased by Seller – Breach of Representations and Warranties (REBR) Repurchased by Seller – Defaulted (REDF) Repurchased by Seller – Restructured (RERE) Repurchased by Seller – Special Servicing (RESS) Repurchased by Seller – Other Reason (REOT) Redeemed (RDMD) Other (OTHR) Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance. NONO LESL58Reason for Default or Foreclosure If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason: In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX) In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX) In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD) YESYESLESL59Default Amount Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESLESL60Default DateThe date of default.NOYESLESL61Allocated Losses The allocated losses to date, net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect most recent situation as at the data cut-off date, i.e. as recoveries are collected and the work out process progresses. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESLESL62Cumulative Recoveries Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESLESL63Recovery Source The source of the recoveries: Liquidation of Collateral (LCOL) Enforcement of Guarantees (EGAR) Additional Lending (ALEN) Cash Recoveries (CASR) Mixed (MIXD) Other (OTHR) NOYES

LESL64Deposit Amount The sum of all obligor amounts held by the originator or seller that are potentially off-settable against the underlying exposure balance, excluding the benefit of any national deposit compensation scheme. To prevent double-counting, this is to be capped at the lower of (1) the deposit amount, and (2) the maximum potential off-settable amount at the obligor-level (i.e. not underlying exposure-level) within the pool. Use the same currency denomination as that used for this underlying exposure. If an obligor has more than one underlying exposure outstanding in the pool, then this field is to be completed for each underlying exposure, and it is up to the discretion of the reporting entity to decide to allocate the deposit amount across each of the underlying exposure, subject to the above-mentioned cap and so long as the total entries for this field across the multiple underlying exposures adds up to the accurate amount. For example, if Obligor A has deposit balance of €100, and two underlying exposures outstanding in the pool of: underlying exposure 1 €60 and underlying exposure 2 €75. This field could be completed as either underlying exposure 1 - €60 and underlying exposure 2 - €40, or underlying exposure 1 - €25 and underlying exposure 2 €75 (i.e. the relative entries for this field in each underlying exposure is capped at €60 for underlying exposure 1 and at €75 for underlying exposure 2 and the sum of the values across underlying exposure 1 and underlying exposure 2 must equal €100). Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESLESL65Geographic Region — CollateralThe geographic region (NUTS3 classification) where the asset is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ZZZ.YESYESLESL66ManufacturerName of the asset manufacturer.YESNOLESL67ModelName of the asset/model.YESNOLESL68Year Of Manufacture/ConstructionYear of manufacture.YESYESLESL69New Or Used Condition of asset at point of underlying exposure origination: New (NEWX) Used (USED) Demo (DEMO) Other (OTHR) YESNO LESL70Original Residual Value Of Asset The estimated residual value of the asset at the date of underlying exposure origination. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESLESL71Collateral Type The primary (in terms of value) type of asset securing the underlying exposure: Automobile (CARX) Industrial Vehicle (INDV) Commercial Truck (CMTR) Rail Vehicle (RALV) Nautical Commercial Vehicle (NACM) Nautical Leisure Vehicle (NALV) Aeroplane (AERO) Machine Tool (MCHT) Industrial Equipment (INDE) Office Equipment (OFEQ) Medical Equipment (MDEQ) Energy Related Equipment (ENEQ) Commercial Building (CBLD) Residential Building (RBLD) Industrial Building (IBLD) Other Vehicle (OTHV) Other Equipment (OTHE) Other Real Estate (OTRE) Other goods or inventory (OTGI)

Security (SECU) Guarantee (GUAR) Other Financial Asset (OTFA) IT Equipment (ITEQ) Mixed Categories Due to Security Over All Assets of the Obligor (MIXD) Other (OTHR) NONOLESL72Original Valuation Amount Valuation of asset at underlying exposure origination. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESNOLESL73Original Valuation Method The method of calculating the value of the asset at the time of underlying exposure origination: Full Appraisal (FAPR) Drive-by (DRVB) Automated Value Model (AUVM) Indexed (IDXD) Desktop (DKTP) Managing Agent or Estate Agent (MAEA) Purchase Price (PPRI) Haircut (HCUT) Other (OTHR) YESNO LESL74Original Valuation DateDate of asset valuation at origination.YESNOLESL75Current Valuation Amount Latest asset valuation. If no revaluation has occurred since origination, enter original valuation. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESLESL76Current Valuation Method The method of calculating the most recent value of the asset. If no revaluation has occurred since origination, enter original valuation type: Full Appraisal (FAPR) Drive-by (DRVB) Automated Value Model (AUVM) Indexed (IDXD) Desktop (DKTP) Managing Agent or Estate Agent (MAEA) Purchase Price (PPRI) Haircut (HCUT) Other (OTHR) YESNOLESL77Current Valuation DateDate of latest asset valuation. If no revaluation has occurred since origination, enter original valuation date.YESYESLESL78Number Of Leased ObjectsThe number of individual assets covered by this underlying exposure.YESNOLESL79Original Lender NameGive the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.YESYESLESL80Original Lender Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender. Where no Legal Entity Identifier is available, enter ND5. YESYESLESL81Original Lender Establishment CountryCountry where the original lender is established.YESYES LESL82Originator NameGive the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.NONOLESL83Originator Legal Entity IdentifierProvide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator.NONOLESL84Originator Establishment CountryCountry where the underlying exposure originator is established.NONO

Annex

ANNEX IX UNDERLYING EXPOSURES INFORMATION — ESOTERIC Field codeField nameContent to reportND1-ND4 allowed?ND5 allowed?Underlying exposures information sectionESTL1Unique IdentifierThe unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224.NONOESTL2Original Underlying Exposure IdentifierUnique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.NONOESTL3New Underlying Exposure IdentifierIf the original identifier in field ESTL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in ESTL2. The reporting entity must not amend this unique identifier.NONOESTL4Original Obligor IdentifierOriginal unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.NONOESTL5New Obligor IdentifierIf the original identifier in field ESTL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in ESTL4. The reporting entity must not amend this unique identifier.NONOESTL6Data Cut-Off DateThe data cut-off date for this data submission.NONOESTL7Pool Addition DateThe date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure.NOYESESTL8Date Of RepurchaseDate on which the underlying exposure was repurchased from the pool.NOYESESTL9Redemption DateDate on which account redeemed or (for defaulted underlying exposures) the date on which the recovery process was completed.NOYESESTL10DescriptionDescribe in a few words the underlying exposure (e.g. Electricity Tariff Receivables, Future Flow). All underlying exposures of this type in the data submission must use identical language.NONO

ESTL11Geographic Region — ObligorThe geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ZZZ.YESYESESTL12Geographic Region ClassificationEnter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed.YESYESESTL13Employment Status Employment status of the primary obligor: Employed — Private Sector (EMRS) Employed — Public Sector (EMBL) Employed — Sector Unknown (EMUK) Unemployed (UNEM) Self-employed (SFEM) No Employment, Obligor is Legal Entity (NOEM) Student (STNT) Pensioner (PNNR) Other (OTHR) YESYESESTL14Credit Impaired Obligor Confirm that, pursuant to Article 20(11) of Regulation (EU) 2017/2402, at the time that this underlying exposure was selected for transfer to the SSPE, the exposure was neither in default within the meaning of Article 178(1) of Regulation (EU) No 575/2013 nor constituted an exposure to a credit-impaired debtor or guarantor, who, to the best of the originator’s or original lender’s knowledge: (a) has been declared insolvent or had a court grant his creditors a final non-appealable right of enforcement or material damages as a result of a missed payment within three years prior to the date of origination or has undergone a debt restructuring process with regard to his non-performing exposures within three years prior to the date of transfer or assignment of the underlying exposures to the SSPE, except if: (i) a restructured underlying exposure has not presented new arrears since the date of the restructuring, which must have taken place at least one year prior to the date of transfer or assignment of the underlying exposures to the SSPE; and (ii) the information provided by the originator, sponsor and SSPE in accordance with points (a) and (e)(i) of the first subparagraph of Article 7(1) explicitly sets out the proportion of restructured underlying exposures, the time and details of the restructuring as well as their performance since the date of the restructuring; (b) was, at the time of origination, where applicable, on a public credit registry of persons with adverse credit history or, where there is no such public credit registry, another credit registry that is available to the originator or original lender; or (c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher than for comparable exposures held by the originator which are not securitised.

Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. YESYES ESTL15Obligor Legal Type Legal form of customer: Public Company (PUBL) Limited Company (LLCO) Partnership (PNTR) Individual (INDV) Government Entity (GOVT) Other (OTHR) YESYESESTL16NACE Industry CodeObligor industry NACE Code, as set out in Regulation (EC) No 1893/2006.YESYESESTL17Primary Income Primary obligor annual income used to underwrite the underlying exposure at the time of origination. Where the primary obligor is a legal person/entity, enter in that obligor’s annual revenue. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESESTL18Primary Income Type Indicate what income in ESTL17 is displayed: Gross annual income (GRAN) Net annual income (net of tax and social security) (NITS) Net annual income (net of tax only) (NITX) Net annual income (net of social security only) (NTIN) Estimated net annual income (net of tax and social security) (ENIS) Estimated net annual income (net of tax only) (EITX) Estimated net annual income (net of social security only) (EISS) Disposable Income (DSPL) Borrower is legal entity (CORP) Other (OTHR) YESYES ESTL19Primary Income CurrencyCurrency in which the primary obligor’s income or revenue is paid.YESYESESTL20Primary Income Verification Primary Income Verification: Self-certified no Checks (SCRT) Self-certified with Affordability Confirmation (SCNF) Verified (VRFD) Non-Verified Income or Fast Track (NVRF) Credit Bureau Information or Scoring (SCRG) Other (OTHR) YESYESESTL21Revenue Annual sales volume net of all discounts and sales taxes of the obligor in accordance with Recommendation 2003/361/EC. Equivalent to the concept of total annual sales in Article 153(4) of Regulation (EU) No 575/2013. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESESTL22Financial Statement CurrencyThe reporting currency of the financial statements.YESYESESTL23International Securities Identification NumberThe ISIN code assigned to this underlying exposure, where applicable.YESYESESTL24Origination DateDate of original underlying exposure advance.YESYESESTL25Maturity DateThe date of maturity of the underlying exposure or expiry of the lease.YESYESESTL26Currency DenominationThe underlying exposure currency denomination.NOYESESTL27Original Principal Balance Original underlying exposure principal balance (inclusive of capitalised fees) at origination. This is referring to the balance of the underlying exposure at the underlying exposure origination date, not the date of the underlying exposure’s sale to the SSPE or the closing date of the securitisation. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

YESYES ESTL28Current Principal Balance Amount of underlying exposure outstanding as of the data cut-off date. This includes any amounts that are classed as principal in the securitisation. For example, if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. Excluding any interest arrears or penalty amounts. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESESTL29Total Credit Limit For underlying exposures with flexible re-draw facilities (including revolving characteristics) or where the maximum underlying exposure amount hasn’t been withdrawn in full – the maximum underlying exposure amount that could potentially be outstanding. This field is only to be populated for underlying exposures that have flexible or further drawing characteristics. This is not intended to capture instances where the obligor may renegotiate an increased underlying exposure balance but rather where there is currently the contractual ability for the obligor to do this and for the lender to provide the additional funding. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESESTL30Purchase PriceEnter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied.NOYESESTL31Amortisation Type Type of amortisation of the underlying exposure including principal and interest. French — i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX) German — i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest. (DEXX) Fixed amortisation schedule — i.e. Amortisation in which the principal amount repaid in each instalment is the same. (FIXE) Bullet — i.e. Amortisation in which the full principal amount is repaid in the last instalment. (BLLT) Other (OTHR) YESNOESTL32Principal Grace Period End DateIf applicable as at the data cut-off date, indicate the principal grace period end date.YESYESESTL33Scheduled Principal Payment Frequency Frequency of principal payments due, i.e. period between payments: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) YESYES ESTL34Scheduled Interest Payment Frequency Frequency of interest payments due, i.e. period between payments: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) YESYESESTL35Payment Due This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESESTL36Debt To Income Ratio Debt defined as the amount of underlying exposure outstanding as of data cut-off date, This includes any amounts that are secured by the mortgage and will be classed as principal in the securitisation. For example, if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. Excluding any interest arrears or penalty amounts.

Income defined as in field code ESTL17, plus any other relevant income (e.g. secondary income). YESYESESTL37Balloon Amount Total amount of (securitised) principal repayment to be paid at the maturity date of the underlying exposure. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESESTL38Interest Rate Reset IntervalNumber of months between each interest rate reset date on the underlying exposure.YESYESESTL39Current Interest RateCurrent interest rate.YESYESESTL40Current Interest Rate Index The base reference interest index currently applicable (the reference rate off which the interest rate is set): MuniAAA (MAAA) FutureSWAP (FUSW) LIBID (LIBI) LIBOR (LIBO) SWAP (SWAP) Treasury (TREA) Euribor (EURI) Pfandbriefe (PFAN) EONIA (EONA) EONIASwaps (EONS) EURODOLLAR (EUUS) EuroSwiss (EUCH) TIBOR (TIBO) ISDAFIX (ISDA) GCFRepo (GCFR) STIBOR (STBO) BBSW (BBSW) JIBAR (JIBA) BUBOR (BUBO) CDOR (CDOR) CIBOR (CIBO) MOSPRIM (MOSP) NIBOR (NIBO) PRIBOR (PRBO) TELBOR (TLBO) WIBOR (WIBO) Bank of England Base Rate (BOER) European Central Bank Base Rate (ECBR) Lender’s Own Rate (LDOR) Other (OTHR) YESYES ESTL41Current Interest Rate Index Tenor Tenor of the current interest rate index: Overnight (OVNG) IntraDay (INDA) 1 day (DAIL) 1 week (WEEK) 2 week (TOWK) 1 month (MNTH) 2 month (TOMN) 3 month (QUTR) 4 month (FOMN) 6 month (SEMI) 12 month (YEAR) On Demand (ONDE) Other (OTHR) YESYESESTL42Current Interest Rate MarginCurrent interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate.YESYESESTL43Interest Rate CapMaximum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement.YESYES ESTL44Interest Rate FloorMinimum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement.YESYESESTL45Number Of Payments Before SecuritisationEnter the number of payments made prior to the exposure being transferred to the securitisation.YESYESESTL46Percentage Of Prepayments Allowed Per YearPercentage amount of pre-payments allowed under the product per year. This is for underlying exposures that allow a certain threshold of pre-payments (i.e. 10 %) before charges are incurred.YESYESESTL47Prepayment Lock-Out End DateThe date after which the lender allows prepayment of the underlying exposure.YESYESESTL48Prepayment Fee Amount collected from the obligor as the fee/penalty due for making prepayments as required under the terms of the underlying exposure agreement. This is not intended to include any amounts paid as a break cost to make up interest payments up to the underlying exposure Payment Date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESESTL49Prepayment Fee End DateThe date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid.YESYESESTL50Prepayment DateThe latest date on which an unscheduled principal payment was received.YESYESESTL51Cumulative Prepayments

Total prepayments collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination date Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESESTL52Date Last In ArrearsDate the obligor was last in arrears.YESYESESTL53Arrears Balance Current balance of arrears, which is defined as: Total payments due to date PLUS any amounts capitalised PLUS any fees applied to the account LESS total payments received to date. If no arrears then enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYES ESTL54Number Of Days In ArrearsNumber of days this underlying exposure is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date.YESYESESTL55Account Status Current status of the underlying exposure that has been securitised: Performing (PERF) Restructured — No Arrears (RNAR) Restructured — Arrears (RARR) Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT) Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT) Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR) Defaulted only under another definition of default being met (DADB) Arrears (ARRE) Repurchased by Seller – Breach of Representations and Warranties (REBR) Repurchased by Seller – Defaulted (REDF) Repurchased by Seller – Restructured (RERE) Repurchased by Seller – Special Servicing (RESS) Repurchased by Seller – Other Reason (REOT) Redeemed (RDMD) Other (OTHR) Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance. NONOESTL56Reason for Default or Foreclosure If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason: In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX) In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX) In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD) YESYES ESTL57Default Amount Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESESTL58Default DateThe date of default.YESYESESTL59Allocated Losses The allocated losses to date, net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect most recent situation as at the data cut-off date, i.e. as recoveries are collected and the work out process progresses.

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESESTL60Cumulative Recoveries Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESESTL61Originator NameGive the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.NONOESTL62Originator Legal Entity IdentifierProvide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator.NONOESTL63Originator Establishment CountryCountry where the underlying exposure originator is established.NONOESTL64Original Lender NameGive the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.YESYESESTL65Original Lender Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender. Where no Legal Entity Identifier is available, enter ND5. YESYESESTL66Original Lender Establishment CountryCountry where the original lender is established.YESYESCollateral-level information sectionESTC1Unique IdentifierReport the same unique identifier here as the one entered into field ESTL1.NONO ESTC2Underlying Exposure IdentifierUnique underlying exposure identifier. This must match the identifier in field ESTL3. The reporting entity must not amend this unique identifier.NONOESTC3Original Collateral IdentifierThe original unique identifier assigned to the collateral or guarantee. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier.NONOESTC4New Collateral IdentifierIf the original identifier in field ESTC3 cannot be maintained in this field enter the new identifier here. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. If there has been no change in the identifier, enter the same identifier as in ESTC3. The reporting entity must not amend this unique identifier.NONOESTC5Geographic Region — CollateralThe geographic region (NUTS3 classification) where the collateral is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ZZZ.YESYESESTC6Security Type The type of security: Collateral (COLL) Guarantee backed by further collateral (GCOL) Guarantee not backed by further collateral (GNCO) Other (OTHR) NONOESTC7Charge Type Type of security over the collateral. Where there is a guarantee, this field refers to any security for any collateral that is supporting that guarantee. No charge but an irrevocable power of attorney or similar refers to when the originator or original lender, as applicable, is irrevocably and unconditionally authorised to unilaterally create a charge over the collateral at any time in the future, without the need for any further approval from the obligor or guarantor:

Fixed charge (FXCH) Floating charge (FLCH) No charge (NOCG) No charge but an irrevocable power of attorney or similar (ATRN) Other (OTHR) YESYESESTC8LienHighest lien position held by the originator in relation to the collateral.YESYES ESTC9Collateral Type The primary (in terms of value) type of asset securing the debt. Where there is a guarantee backed by physical or financial collateral, look through the guarantee to any collateral that may be supporting that guarantee. Automobile (CARX) Industrial Vehicle (INDV) Commercial Truck (CMTR) Rail Vehicle (RALV) Nautical Commercial Vehicle (NACM) Nautical Leisure Vehicle (NALV) Aeroplane (AERO) Machine Tool (MCHT) Industrial Equipment (INDE) Office Equipment (OFEQ) IT Equipment (ITEQ) Medical Equipment (MDEQ) Energy Related Equipment (ENEQ) Commercial Building (CBLD) Residential Building (RBLD) Industrial Building (IBLD) Other Vehicle (OTHV) Other Equipment (OTHE) Other Real Estate (OTRE) Other goods or inventory (OTGI) Securities (SECU) Guarantee (GUAR) Other Financial Asset (OTFA) Mixed Categories Due to Security Over All Assets of the Obligor (MIXD) Other (OTHR) NONOESTC10Current Valuation Amount The most recent valuation of the collateral. Where there is a guarantee backed by physical or financial collateral, look through the guarantee to the collateral that is supporting that guarantee. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESESTC11Current Valuation Method The method of calculating the most recent value of the collateral, as provided in field ESTC10. Full Appraisal (FAPR) Drive-by (DRVB) Automated Value Model (AUVM) Indexed (IDXD) Desktop (DKTP) Managing Agent or Estate Agent (MAEA) Purchase Price (PPRI) Haircut (HCUT) Mark to Market (MTTM) Obligor’s valuation (OBLV) Other (OTHR) YESYESESTC12Current Valuation DateThe date of the most recent valuation of the collateral as provided in field ESTC10.YESYESESTC13Current Loan-To-ValueCurrent loan to Value ratio (LTV). For non-first lien loans this is to be the combined or total LTV. Where the current loan balance is negative, enter 0.YESYES ESTC14Original Valuation Amount The original valuation of the collateral as of the initial underlying exposure origination date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESESTC15Original Valuation Method The method of calculating the value of the collateral provided in field ESTC14 at the time of underlying exposure origination: Full Appraisal (FAPR) Drive-by (DRVB) Automated Value Model (AUVM) Indexed (IDXD) Desktop (DKTP) Managing Agent or Estate Agent (MAEA) Purchase Price (PPRI) Haircut (HCUT) Mark to market (MTTM) Obligor’s valuation (OBLV) Other (OTHR) YESYESESTC16Original Valuation DateThe date of the original valuation of the physical or financial collateral provided in field ESTC14.YESYESESTC17Original Loan-To-ValueOriginator’s original underwritten loan To Value ratio (LTV). For non-first lien loans, this is the combined or total LTV.YESYESESTC18Date Of SaleThe date of sale of the collateral.NOYESESTC19Sale Price

Price achieved on sale of collateral in case of foreclosure. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESESTC20Collateral CurrencyThis is the currency in which the valuation amount provided in ESTC10 is denominated.NOYES

Annex

ANNEX X UNDERLYING EXPOSURES INFORMATION – ADD-ON FOR NON-PERFORMING EXPOSURES Field codeField nameContent to reportND1-ND4 allowed?ND5 allowed?Underlying exposures information sectionNPEL1Unique IdentifierThe unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224. This entry must match the unique identifier field in the accompanying underlying exposures template being completed for this specific underlying exposure.NONONPEL2Original Underlying Exposure IdentifierUnique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. This entry must match the original underlying exposure identifier field in the accompanying underlying exposures template (Annexes II-IX to this Regulation) being completed for this specific underlying exposure.NONONPEL3New Underlying Exposure IdentifierIf the original identifier in field NPEL2 cannot be maintained in this field, enter the new identifier here (and this new identifier must match the new underlying exposure identifier field in the accompanying underlying exposures template (Annexes II-IX to this Regulation) being completed for this specific underlying exposure). If there has been no change in the identifier, enter the same identifier as in NPEL2. The reporting entity must not amend this unique identifier.NONONPEL4Original Obligor IdentifierOriginal unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. This entry must match the original obligor identifier field in the accompanying underlying exposures template (Annexes II-IX to this Regulation) being completed for this specific underlying exposure.NONONPEL5New Obligor IdentifierIf the original identifier in field NPEL4 cannot be maintained in this field, enter the new identifier here (and this new identifier must match the new obligor identifier field in the accompanying underlying exposures template (Annexes II-IX to this Regulation) being completed for this specific underlying exposure). If there has been no change in the identifier, enter the same identifier as in NPEL4. The reporting entity must not amend this unique identifier.NONONPEL6Data Cut-Off DateThe data cut-off date for this data submission.NONONPEL7In ReceivershipIndicator as to whether the obligor is in ReceivershipYESYESNPEL8Date of Last ContactDate of last direct contact with the obligorYESYES NPEL9DeceasedIndicator as to whether the obligor has passed awayYESYESNPEL10Legal status

The type of legal status of the obligor. Listed Corporate is a Corporate entity whose shares are quoted and traded on a Stock Exchange (LCRP) Unlisted Corporate is a Corporate entity whose shares are not quoted and traded on a stock exchange, however an unlisted corporate may have an unlimited number of shareholders to raise capital for any commercial venture (UCRP) Listed Fund is a fund whose shares are quoted and traded on a Stock exchange (LFND) Unlisted Fund is a fund whose shares are not quoted and traded on a Stock exchange (UFND) Partnership is where the Sponsor constitutes a group of individuals who form a legal partnership, where profits and liabilities are shared (PSHP) Private Individual (INDV) YESYESNPEL11Legal Procedure Type Type of the insolvency process the obligor is currently in: Corporate Restructuring Procedure, which also includes funds (CPRR) Corporate Insolvency Procedure, which also includes funds (CPRI) Private Individual Obligor Debt Compromise Procedure (PRCM) Private Individual Obligor Insolvency Procedure (PRIP) Partnership Restructuring Procedure (PRTR) Partnership Insolvency Procedure (PRIS) Other (OTHR) YESYESNPEL12Legal Procedure NameName of the legal procedure which provides an indication of how advanced the relevant procedure has become, depending on the country where the obligor is located.YESYESNPEL13Legal Procedures CompletedDescription of the legal procedures completed for the obligor.YESYESNPEL14Date of Entering Into Current Legal ProcedureDate on which the obligor entered into their current legal procedure.YESYESNPEL15Date of Insolvency Practitioner AppointmentDate on which the insolvency practitioner was appointed.YESYESNPEL16Number of Current JudgementsNumber of outstanding Court Enforcement Orders against the obligor.YESYESNPEL17Number of Discharged JudgementsNumber of discharged Court Enforcement Orders against the obligorYESYES NPEL18Date of External Demand IssuanceDate on which a demand notice was sent by solicitors who act on behalf of the InstitutionYESYESNPEL19Date when Reservation of Rights Letter Was IssuedDate on which the Reservation of Rights Letter was issued by the InstitutionYESYESNPEL20Court JurisdictionLocation of the court where the case is being heardYESYESNPEL21Date of Obtaining Order for PossessionDate on which the Order for Possession is granted by the courtYESYESNPEL22Comments on Other Litigation Related ProcessFurther comments/details if there are other litigation processes in placeYESYESNPEL23Governing LawJurisdiction governing the underlying exposure agreement. This does not necessarily correspond to the country where the underlying exposure was originated.YESYESNPEL24Bespoke Repayment DescriptionDescription of the bespoke repayment profile when Other is selected in field Amortisation TypeYESYESNPEL25Start Date of Interest Only PeriodDate on which the current interest repayment only period starts.YESYESNPEL26End Date of Interest Only PeriodDate on which the interest repayment only period ends.YESYESNPEL27Start Date of Current Fixed Interest PeriodDate on which the current fixed interest period started.YESYESNPEL28End Date of Current Fixed Interest PeriodDate on which the current fixed interest period ends.YESYESNPEL29Current Reversion Interest RateCurrent level of reversion interest rate according to the underlying exposure Agreement.YESYESNPEL30Last Payment DateDate on which the last payment was madeYESYESNPEL31Syndicated PortionPercentage of the portion held by the Institution when Yes is selected in the field named Syndicated in the applicable Annex for the non-performing exposure.YESYES

NPEL32MARP EntryDate on which underlying exposure entered current MARP statusYESYESNPEL33MARP Status The status of the current Mortgage Arrears Resolution Process: Not in MARP (NMRP) Exited MARP (EMRP) Provision 23, 31 days in arrears (MP23) Provision 24, Financial difficulty (MP24) Provision 28, Not cooperating warning (MP28) Provision 29, Not cooperating (MP29) Provision 42, Restructure offer (MP42) Provision 45, Restructure declined by seller (MP45) Provision 47, Restructure declined by borrower (MP47) Self-Cure (MPSC) Alternative Repayment Arrangement (MPAR) Other (OTHR) YESYESNPEL34External Collections LevelIndicator as to whether the external collections have been prepared on an obligor level or on an underlying exposure LevelYESYESNPEL35Repayment PlanIndicator as to whether a repayment plan has been agreed with the external collection agencyYESYESNPEL36Forbearance LevelIndicator as to whether forbearance has been prepared on an obligor level or an underlying exposure levelYESYESNPEL37Date of First ForbearanceDate on which the first forbearance happenedYESYESNPEL38Number of Historical ForbearanceNumber of forbearance(s) that happened in the pastYESYESNPEL39Principal Forgiveness Amount of the principal that was forgiven as part of current forbearance, including principal forgiveness agreed by external collection agencies Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESNPEL40Date of Principal ForgivenessDate on which the principal forgiveness happenedYESYESNPEL41End Date of ForbearanceDate on which the current forbearance arrangement endsYESYES NPEL42Repayment Amount Under Forbearance Periodic repayment amount that the Institution and obligor agreed under the current forbearance terms Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESCollateral-level information sectionNPEC1Unique IdentifierReport the same unique identifier here as the one entered into field NPEL1.NONONPEC2Underlying Exposure IdentifierUnique underlying exposure identifier. This must match the identifier in field NPEL3. The reporting entity must not amend this unique identifier.NONONPEC3Original Collateral Identifier The original unique identifier assigned to the collateral or guarantee. Where the underlying exposure type requires Annexes II, III, IV, or IX to be completed, this field must match the original collateral identifier field in the respective template being completed for this specific collateral item (i.e. this field must match the identifier entered into fields RREC3, CREC3, CRPC3, and ESTC3, as applicable). The reporting entity must not amend this unique identifier. NONONPEC4New Collateral Identifier If the original identifier in field NPEC3 cannot be maintained in this field enter the new identifier here. Where the underlying exposure type requires Annexes II, III, IV, or IX to be completed, this new identifier must match the new collateral identifier field in the respective template being completed for this specific collateral item (i.e. this field must match the identifier entered into fields RREC4, CREC4, CRPC4, and ESTC4, as applicable).

If there has been no change in the identifier, enter the same identifier as in NPEC3. The reporting entity must not amend this unique identifier. NONONPEC5VAT PayableAmount of VAT payable on the disposal of the UnitYESYESNPEC6Percentage CompleteThe percentage of development completed since construction started.YESYESNPEC7Enforcement StatusStatus of the enforcement process that the Collateral is currently in as at cut-off date, e.g. if it is in receivershipYESYESNPEC8Enforcement Status Third PartiesHave any other secured creditors have taken steps to enforce security over the asset?YESYES NPEC9Mortgage Amount Assigned Total amount of the mortgage assigned to the property collateral. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESNPEC10Higher Ranking Underlying Exposure Amount of higher ranking/lien underlying exposures secured against the collateral that is not held by the Institution and does not form a part of the Portfolio. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESNPEC11Enforcement DescriptionComments or description of the stage of enforcementYESYESNPEC12Court Appraisal Amount Court appraisal amount of the Property/Collateral Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESNPEC13Date of Court AppraisalDate on which the court appraisal happenedYESYESNPEC14On Market Price Price of the Property/Collateral for which it is on the market Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESNPEC15Offer Price The highest price offered by potential buyers Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESNPEC16Prepare Property for Sale DatePrepare property/collateral for sale dateYESYESNPEC17Property on Market DateCollateral on market date, i.e. the date when the collateral is advertised and marketed for sale.YESYESNPEC18On Market Offer DateOn market offer dateYESYESNPEC19Sale Agreed DateSale agreed dateYESYESNPEC20Contracted DateContracted dateYESYESNPEC21First Auction DateDate on which the first auction has been performed in order to sell the Property/CollateralYESYES NPEC22Court Auction Reserve Price for First Auction Court set reserve price for first auction, i.e. minimum price required by the court Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESNPEC23Next Auction DateDate on which the next intended auction has been performed in order to sell the Property/CollateralYESYESNPEC24Court Auction Reserve Price for Next Auction Court set reserve price for next auction, i.e. minimum price required by the court Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESNPEC25Last Auction DateDate on which the last auction was performed in order to sell the Property/CollateralYESYESNPEC26Court Auction Reserve Price for Last Auction Court set reserve price for last auction, i.e. minimum price required by the court

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESNPEC27Number of Failed AuctionsNumber of failed previous auctions for the Property/CollateralYESYESHistorical collections information sectionNPEH1Unique IdentifierReport the same unique identifier here as the one entered into field NPEL1.NONONPEH2Underlying Exposure IdentifierUnique underlying exposure identifier. This must match the identifier in field NPEL3. The reporting entity must not amend this unique identifier.NONONPEH[3-38]Legal Unpaid Balance at month n History of total legal unpaid balance in the thirty-six months previous to the data cut-off date, each monthly amount reported in a separate field. Start with the most recent month in field NPEH3 and end with the oldest month in NPEH38. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESNPEH[39-74]History of Past-Due Balances at month n History of total past-due balance in the thirty-six months previous to the data cut-off date, each monthly amount reported in a separate field. Start with the most recent month in field NPEH39 and end with the oldest month in NPEH74. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYES NPEH[75-110]History of Repayments — Not from collateral sales at month n Repayment made by the obligor in the thirty-six months previous to the data cut-off date, excluding collateral sales, including collections by external collection agencies, each monthly amount reported in a separate field. Start with the most recent month in field NPEH75 and end with the oldest month in NPEH110. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESNPEH[111-146]History of Repayments — From collateral sales at month n Repayment made by the collateral disposal in the thirty-six months previous to the data cut-off date, each monthly amount reported in a separate field. Start with the most recent month in field NPEH111 and end with the oldest month in NPEH146. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYES

Annex

ANNEX XI UNDERLYING EXPOSURES INFORMATION — ASSET-BACKED COMMERCIAL PAPER Field codeField nameContent to reportND1-ND4 allowed?ND5 allowed?Underlying exposures information sectionIVAL1Unique Identifier — ABCP ProgrammeThe unique identifier assigned by the reporting entity to this ABCP programme in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224.NONOIVAL2Unique Identifier — ABCP TransactionThe unique identifier assigned by the reporting entity to this ABCP transaction in accordance with Article 11(2) of Delegated Regulation (EU) 2020/1224.NONOIVAL3Original Underlying Exposure IdentifierUnique underlying exposure type identifier. The reporting entity must not amend this unique identifier.NONOIVAL4New Underlying Exposure IdentifierIf the original identifier in field IVAL3 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in IVAL3. The reporting entity must not amend this unique identifier.NONOIVAL5Underlying Exposure Type

Select the type of underlying exposure that exists in this transaction: Trade Receivables (TREC) Automobile Loans or Leases (ALOL) Consumer loans (CONL) Equipment Leases (EQPL) Floorplan financed (FLRF) Insurance Premia (INSU) Credit-Card Receivables (CCRR) Residential Mortgages (RMRT) Commercial Mortgages (CMRT) Small and Medium Enterprise Loans (SMEL) Non Small and Medium Enterprise Corporate Loans (NSML) Future Flow (FUTR) Leverage Fund (LVRG) Collateralised Bond Obligation (CBOB) Collateralised Loan Obligation (CLOB) Other (OTHR) NONOIVAL6Data Cut-Off DateThe data cut-off date for this data submission.NONO IVAL7Geographic Region — Largest Exposure Concentration 1The geographic region where the largest amount of underlying exposures (by current value of exposures as at the data cut-off date) of this type are located, in terms of the location of the collateral (for secured underlying exposures) or obligor (for unsecured underlying exposures). Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ZZZ.YESYESIVAL8Geographic Region — Largest Exposure Concentration 2The geographic region where the second-largest amount of underlying exposures (by current value of exposures as at the data cut-off date) of this type are located, in terms of the location of the collateral (for secured underlying exposures) or obligor (for unsecured underlying exposures). Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ZZZ.YESYESIVAL9Geographic Region — Largest Exposure Concentration 3The geographic region where the third-largest amount of underlying exposures (by current value of exposures as at the data cut-off date) of this type are located, in terms of the location of the collateral (for secured underlying exposures) or obligor (for unsecured underlying exposures). Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ZZZ.YESYESIVAL10Geographic Region ClassificationEnter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed.YESYESIVAL11Current Principal Balance The total outstanding principal balance as of the data cut-off date for this exposure type. This includes any amounts that are classed as principal in the securitisation. For example, if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. Excluding any interest arrears or penalty amounts.

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYES IVAL12Number Of Underlying ExposuresNumber of underlying exposures of this exposure type being securitised.YESNOIVAL13EUR Exposures The total outstanding principal balance of exposures of this type that are denominated in EUR as at the data cut-off date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESIVAL14GBP Exposures The total outstanding principal balance of exposures of this type that are denominated in GBP as at the data cut-off date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESIVAL15USD Exposures The total outstanding principal balance of exposures of this type that are denominated in USD as at the data cut-off date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESIVAL16Other Exposures The total outstanding principal balance of exposures of this type that are denominated in currencies different to EUR, GBP, and USD as at the data cut-off date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESIVAL17Maximum Residual MaturityThe longest residual maturity in months, as at the data cut-off date, of any exposure of this exposure type.YESYESIVAL18Average Residual MaturityThe average residual maturity in months, as at the data cut-off date and weighted by the current balance as at the data cut-off date, of all exposures of this exposure type.YESYESIVAL19Current Loan-To-ValueWeighted average, using the current balances of all exposures of this type as at the data cut-off date, current loan to value (LTV) ratio. For non-first lien loans, this is the combined or total LTV.YESYESIVAL20Debt To Income Ratio Weighted average, using the current balances of all exposures of this type as at the data cut-off date, obligor debt to income ratio. Debt defined as the total outstanding principal balance of underlying exposure outstanding as of data cut-off date. This includes any amounts classified as principal in the securitisation. For example, if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. Excluding any interest arrears or penalty amounts. Income defined as combined income, sum of primary and (where applicable) secondary income. YESYESIVAL21Amortisation Type The total outstanding principal balance of exposures of this type where the amortisation is either bullet, balloon, or some other arrangement besides French, German, or a fixed amortisation schedule. For the purposes of this field: French Amortisation is defined as amortisation in which the total amount — principal plus interest — repaid in each instalment is the same; German Amortisation is defined as amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest;

Fixed Amortisation Schedule is defined as amortisation in which the principal amount repaid in each instalment is the same; Bullet Amortisation is defined as amortisation in which the full principal amount is repaid in the last instalment; Balloon Amortisation is defined as amortisation consisting of partial principal repayments followed by a larger final principal amount; and Other Amortisation is defined as any other amortisation type not captured by any of the categories listed above. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYES IVAL22Scheduled Principal Payment Frequency Above One Month The total outstanding principal balance of exposures of this type where the frequency of principal payments due, i.e. period between payments, is greater than one month (e.g. quarterly, semi-annual, annual, bullet, zero-coupon, other). Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESIVAL23Scheduled Interest Payment Frequency Above One Month The total outstanding principal balance of exposures of this type where the frequency of interest payments due, i.e. period between payments, is greater than one month (e.g. quarterly, semi-annual, annual, bullet, zero-coupon, other). Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESIVAL24Floating Rate Receivables The total outstanding principal balance of exposures of this type, as at the data cut-off date, where the interest rate is generally understood as floating. Floating refers to a rate indexed to any of the following: LIBOR (any currency and tenor), EURIBOR (any currency and tenor), any central bank base rate (BoE, ECB, etc.), the originator’s standard variable rate, or any similar arrangement. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESIVAL25Financed Amount Amount of underlying exposures purchased from the originator in this transaction that have been financed by commercial paper, between the previous data cut-off date and the data cut-off date of the present data submission. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESIVAL26Dilutions Total reductions in principal underlying exposures of this type during the period. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESIVAL27Repurchased Exposures The total outstanding principal balance of exposures of this type that have been repurchased (i.e. removed from the pool of underlying exposures by being bought back) by the originator/sponsor between the immediately previous data cut-off date and the current data cut-off date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYES IVAL28Defaulted Or Credit-Impaired Exposures At Securitisation Pursuant to Article 24(9) of Regulation (EU) 2017/2402, enter the total outstanding principal balance of exposures of this type that, at the time of securitisation, were either defaulted exposures or exposures to a credit-impaired debtor or guarantor in the meaning set out in that same Article.

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESIVAL29Defaulted Exposures The total outstanding principal balance of exposures of this type in default as at the cut-off date, using the definition of default specified in the securitisation documentation Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESIVAL30Defaulted Exposures CRR The total outstanding principal balance of exposures of this type in default as at the cut-off date, using the definition of default specified in Article 178 of Regulation (EU) No 575/2013. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESIVAL31Gross Charge Offs In The Period Face value of gross principal charge-offs (i.e. before recoveries) for the period. Charge-off is as per securitisation definition, or alternatively per lender’s usual practice. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESIVAL32Arrears 1-29 DaysThe percentage of exposures of this type in arrears on principal and/or interest payments due for a period between 1 and 29 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date.YESYESIVAL33Arrears 30-59 DaysThe percentage of exposures of this type in arrears on principal and/or interest payments due for a period between 30 and 59 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date.YESYESIVAL34Arrears 60-89 DaysThe percentage of exposures of this type in arrears on principal and/or interest payments due for a period between 60 and 89 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date.YESYES IVAL35Arrears 90-119 DaysThe percentage of exposures of this type in arrears on principal and/or interest payments due for a period between 90 and 119 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date.YESYESIVAL36Arrears 120-149 DaysThe percentage of exposures of this type in arrears on principal and/or interest payments due for a period between 120 and 149 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date.YESYESIVAL37Arrears 150-179 DaysThe percentage of exposures of this type in arrears on principal and/or interest payments due for a period between 150 and 179 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date.YESYESIVAL38Arrears 180+ DaysThe percentage of exposures of this type in arrears on principal and/or interest payments due for a period for 180 days or more as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date.YESYESIVAL39Restructured Exposures

Enter the proportion of exposures of this type that have at any time been restructured by the originator/sponsor, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. Calculate the proportion as the total current balance of these exposures divided by total current balance of exposures of this type, as at the data cut-off date. YESYESIVAL40Restructured Exposures (0-1 years before transfer) Enter the total outstanding principal balance of exposures of this type that have been restructured by the originator/sponsor at any time starting from, and less than 1 year before, the date of transfer or assignment to the SSPE, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYES IVAL41Restructured Exposures (1-3 years before transfer) Enter the total outstanding principal balance of exposures of this type that have been restructured by the originator/sponsor at any time starting from 1 and less than 3 years before the date of transfer or assignment to the SSPE, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESIVAL42Restructured Exposures (> 3 years before transfer) Enter the total outstanding principal balance of exposures of this type that have been restructured by the originator/sponsor at any time starting from 3 years before the date of transfer or assignment to the SSPE, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESIVAL43Restructured Exposures (Interest Rate) Enter the total outstanding principal balance of exposures of this type whose interest rate has been restructured by the originator/sponsor, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402.

Restructuring of interest rate refers to any changes made to the interest rate-related contractual terms of the underlying exposure agreement due to forbearance, including changes of interest rate basis or margins, fees, penalties, and/or other generally-accepted measures of interest rate-related restructuring due to forbearance. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYES IVAL44Restructured Exposures (Repayment Schedule) Enter the total outstanding principal balance of exposures of this type whose repayment schedule has been restructured by the originator/sponsor, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402. Restructuring of repayment schedule refers to any changes made to the repayment schedule-related contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, repayment timing, and/or other generally-accepted repayment schedule-related measures of restructuring due to forbearance. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESIVAL45Restructured Exposures (Maturity) Enter the total outstanding principal balance of exposures of this type whose maturity profile has been restructured by the originator/sponsor, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402. Restructuring of maturity profile refers to any changes made to the maturity-related contractual terms of the underlying exposure agreement due to forbearance, including maturity extensions and/or other generally-accepted measures of maturity-related restructuring due to forbearance. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESIVAL46Restructured Exposures (0-1 years before transfer and No New Arrears) Enter the total outstanding principal balance of exposures of this type that have been restructured by the originator/sponsor 1 year or earlier than the date of transfer or assignment to the SSPE AND have not at any time been in arrears (either regarding principal or interest payments) since the date of restructuring, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYES IVAL47Restructured Exposures (No New Arrears) Enter the total outstanding principal balance of exposures of this type that have been restructured by the originator/sponsor at any time AND have not at any time been in arrears (either regarding principal or interest payments) since the date of restructuring, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance.

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESIVAL48Restructured Exposures (New Arrears) Enter the total outstanding principal balance of exposures of this type that have been restructured by the originator/sponsor at any time AND have at any time been in arrears (either regarding principal or interest payments) since the date of restructuring, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESIVAL49Restructured Exposures (Other) Enter the total outstanding principal balance of exposures of this type that have been restructured by the originator/sponsor, excluding restructurings already captured under fields IVAL43, IVAL44, and IVAL45, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYES

Annex

ANNEX XII INVESTOR REPORT INFORMATION — NON-ASSET BACKED COMMERCIAL PAPER SECURITISATION Field codeField nameContent to reportND1-ND4 allowed?ND5 allowed?Securitisation information sectionIVSS1Unique IdentifierThe unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224.NONOIVSS2Data Cut-Off DateThe data cut-off date for this data submission. This must match the data cut-off date in the applicable underlying exposure templates submitted.NONOIVSS3Securitisation NameEnter the name of the securitisationNONOIVSS4Reporting Entity NameThe full legal name of the entity designated as per Article 7(2) of Regulation (EU) 2017/2402; this name must match the name entered in for that entity in field SESP3 in the counterparty information section. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.NONOIVSS5Reporting Entity Contact PersonFirst and Last name of the contact person(s) responsible for preparing this securitisation data submission and to whom questions on this data submission must be addressed.NONOIVSS6Reporting Entity Contact TelephoneDirect telephone number(s) of the contact person(s) responsible for preparing this securitisation data submission and to whom questions on this data submission must be addressed.NONOIVSS7Reporting Entity Contact EmailsDirect email address(es) of the contact person(s) responsible for preparing this securitisation data submission and to whom questions on this data submission must be addressed.NONOIVSS8Risk Retention Method Method for complying with risk retention requirements in the EU (e.g. Article 6 of Regulation (EU) 2017/2402, or until entry into force, Article 405 of Regulation (EU) No 575/2013):

Vertical slice — i.e. Article 6(3)(a) (VSLC) Seller’s share — i.e. Article 6(3)(b) (SLLS) Randomly-selected exposures kept on balance sheet — i.e. Article 6(3)(c) (RSEX) First loss tranche — i.e. Article 6(3)(d) (FLTR) First loss exposure in each asset — i.e. Article 6(3)(e) (FLEX) No compliance with risk retention requirements (NCOM) Other (OTHR) NONO IVSS9Risk Retention Holder Which entity is retaining the material net economic interest, as specified in Article 6 of Regulation (EU) 2017/2402, or until its entry into force, Article 405 of Regulation (EU) No 575/2013): Originator (ORIG) Sponsor (SPON) Original Lender (OLND) Seller (SELL) No Compliance with Risk Retention Requirement (NCOM) Other (OTHR) NONOIVSS10Underlying Exposure Type Enter the type of underlying exposures of the securitisation. If multiple types from the list below are present, enter Mixed (with the exception of securitisations whose underlying exposures consist exclusively of a combination of consumer loans and automobile loans or leases--for these securitisations the value corresponding to Consumer loans must be entered): Automobile Loan or Lease (ALOL) Consumer Loan (CONL) Commercial Mortgage (CMRT) Credit-Card Receivable (CCRR) Lease (LEAS) Residential Mortgage (RMRT) Mixed (MIXD) Small and Medium Enterprise (SMEL) Non Small and Medium Enterprise Corporate (NSML) Other (OTHR) NONOIVSS11Risk Transfer MethodIn accordance with Article 242(13) and (14) of Regulation (EU) No 575/2013, the securitisation risk transfer method is traditional (i.e. true sale).NONOIVSS12Trigger Measurements/RatiosHas any underlying exposure-related trigger event occurred? These include any delinquency, dilution, default, loss, stop-substitution, stop-revolving, or similar exposure-related events which impact the securitisation, as at the data cut-off date. This also includes if there is a debit balance on any PDL or an asset deficiency.NONOIVSS13Revolving/Ramp-Up Period End-DateEnter the date at which the securitisation’s revolving or ramp-up period is scheduled to cease. Enter the securitisation maturity date if there is a revolving period with no scheduled end date.NOYESIVSS14Principal Recoveries In The Period Gross principal recoveries received during the period. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYES IVSS15Interest Recoveries In The Period Gross interest recoveries received during the period. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESIVSS16Principal Collections In The Period Collections treated as principal in the period. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESIVSS17Interest Collections In The Period Collections treated as revenue in the period. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESIVSS18Drawings Under Liquidity FacilityIf the securitisation has a liquidity facility confirm whether or not there has been a drawing under the liquidity facility in the period ending on the last interest payment date.NOYESIVSS19Securitisation Excess Spread

The amount of funds left over after application of all currently-applicable stages of the waterfall, commonly referred to as excess spread. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOIVSS20Excess Spread Trapping MechanismExcess spread is currently trapped in the securitisation (e.g. accumulated in a separate reserve account)NONOIVSS21Current OvercollateralisationCurrent overcollateralisation of the securitisation, calculated as the ratio of (the sum of the outstanding principal balance of all underlying exposures, excluding underlying exposures classified as defaulted, as at the data cut-off date) to (the sum of the outstanding principal balance of all tranches/bonds as at the data cut-off date).NONOIVSS22Annualised Constant Prepayment Rate The annualised Constant Prepayment Rate (CPR) of the underlying exposures based upon the most recent periodic CPR. Periodic CPR is equal to the [(total unscheduled principal received at the end of the most recent collection period)/(the total principal balance at the start of the collection period)]. The Periodic CPR is then annualised as follows: 100(1-((1-Periodic CPR)^number of collection periods in a year)) Periodic CPR refers to the CPR during the last collection period i.e. for a securitisation with quarterly paying bonds this will usually be the prior three month period. NONOIVSS23Dilutions Total reductions in principal exposures during the period. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONO IVSS24Gross Charge Offs In The Period Total amount of gross principal charge-offs (i.e. before recoveries) for the period. Charge-off is as per securitisation definition, or alternatively per lender’s usual practice. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOIVSS25Repurchased Exposures The total outstanding principal amount of underlying exposures that have been repurchased by the originator/sponsor between the immediately previous data cut-off date and the current data cut-off date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESIVSS26Restructured Exposures The total outstanding principal amount of underlying exposures that have been restructured by the originator/sponsor between the immediately previous data cut-off date and the current data cut-off date. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOIVSS27Annualised Constant Default Rate The annualised Constant Default Rate (CDR) for the underlying exposures based on the periodic CDR. Periodic CDR is equal to the [(total current balance of underlying exposures classified as defaulted during the period)/(total current balance of non-defaulted underlying exposures at the beginning of the period)]. This value is then annualised as follows:

100(1-((1-Periodic CDR)^number of collection periods in a year)) Periodic CDR refers to the CDR during the last collection period, i.e. for a securitisation with quarterly paying bonds this will usually be the prior three month period. NONOIVSS28Defaulted Exposures The total outstanding principal amount as at the data cut-off date of exposures in default as at the cut-off date, using the definition of default specified in the securitisation documentation Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOIVSS29Defaulted Exposures CRR The total outstanding principal amount as at the data cut-off date of exposures in default as at the cut-off date, using the definition of default specified in Article 178 of Regulation (EU) No 575/2013. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYES IVSS30Risk Weight Approach Indicate which risk weight approach was used by the originator to produce the risk weight attached to the underlying exposures, in accordance with Regulation (EU) No 575/2013: Standardised Approach (STND) Foundation Internal Ratings-Based (FIRB) Advanced Internal Ratings-Based (ADIR) NOYESIVSS31Obligor Probability Of Default in Range [0,00 %,0,10 %) The total outstanding amount of underlying exposures whose one-year-ahead probability of default has been assessed as in the range 0,00 % <= x < 0,10 %. This estimate can either come from the originator or the relevant national central bank. Where there is no regulatory requirement to calculate Probability of Default, enter ND5. NOYESIVSS32Obligor Probability Of Default in Range [0,10 %,0,25 %) The total outstanding amount of underlying exposures whose one-year-ahead probability of default has been assessed as in the range 0,10 % <= x < 0,25 %. This estimate can either come from the originator or the relevant national central bank. Where there is no regulatory requirement to calculate Probability of Default, enter ND5. NOYESIVSS33Obligor Probability Of Default in Range [0,25 %,1,00 %) The total outstanding amount of underlying exposures whose one-year-ahead probability of default has been assessed as in the range 0,25 % <= x < 1,00 %. This estimate can either come from the originator or the relevant national central bank. Where there is no regulatory requirement to calculate Probability of Default, enter ND5. NOYESIVSS34Obligor Probability Of Default in Range [1,00 %,7,50 %) The total outstanding amount of underlying exposures whose one-year-ahead probability of default has been assessed as in the range 1,00 % <= x < 7,50 %. This estimate can either come from the originator or the relevant national central bank. Where there is no regulatory requirement to calculate Probability of Default, enter ND5. NOYESIVSS35Obligor Probability Of Default in Range [7,50 %,20,00 %) The total outstanding amount of underlying exposures whose one-year-ahead probability of default has been assessed as in the range 7,50 % <= x < 20,00 %. This estimate can either come from the originator or the relevant national central bank.

Where there is no regulatory requirement to calculate Probability of Default, enter ND5. NOYESIVSS36Obligor Probability Of Default in Range [20,00 %,100,00 %] The total outstanding amount of underlying exposures whose one-year-ahead probability of default has been assessed as in the range 20,00 % <= x <= 100,00 %. This estimate can either come from the originator or the relevant national central bank. Where there is no regulatory requirement to calculate Probability of Default, enter ND5. NOYES IVSS37Internal Loss Given Default Estimate The originator’s latest Loss Given Default estimate for the underlying exposure in a downturn scenario, weighted using the total outstanding principal balance of the underlying exposures as at the data cut-off date. Where there is no regulatory requirement to calculate Loss Given Default, enter ND5. NOYESIVSS38Arrears 1-29 DaysThe percentage of exposures of this type in arrears on principal and/or interest payments due for a period between 1 and 29 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date.NONOIVSS39Arrears 30-59 DaysThe percentage of exposures in arrears on principal and/or interest payments due for a period between 30 and 59 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures in this category of arrears, relative to the total outstanding principal amount of all exposures as at the data cut-off date.NONOIVSS40Arrears 60-89 DaysThe percentage of exposures in arrears on principal and/or interest payments due for a period between 60 and 89 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures in this category of arrears, relative to the total outstanding principal amount of all exposures as at the data cut-off date.NONOIVSS41Arrears 90-119 DaysThe percentage of exposures in arrears on principal and/or interest payments due for a period between 90 and 119 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures in this category of arrears, relative to the total outstanding principal amount of all exposures as at the data cut-off date.NONOIVSS42Arrears 120-149 DaysThe percentage of exposures in arrears on principal and/or interest payments due for a period between 120 and 149 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures in this category of arrears, relative to the total outstanding principal amount of all exposures as at the data cut-off date.NONO

IVSS43Arrears 150-179 DaysThe percentage of exposures in arrears on principal and/or interest payments due for a period between 150 and 179 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures in this category of arrears, relative to the total outstanding principal amount of all exposures as at the data cut-off date.NONOIVSS44Arrears 180+ DaysThe percentage of exposures in arrears on principal and/or interest payments due for a period for 180 days or more as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures in this category of arrears, relative to the total outstanding principal amount of all exposures as at the data cut-off date.NONOTests/Events/Triggers information sectionIVSR1Unique IdentifierReport the same unique identifier here as the one entered into field IVSS1.NONOIVSR2Original Test/Event/Trigger IdentifierThe original unique test/event/trigger identifier. The reporting entity must not amend this unique identifier.NONOIVSR3New Test/Event/Trigger IdentifierIf the original identifier in field IVSR2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in IVSR2. The reporting entity must not amend this unique identifier.NONOIVSR4DescriptionDescribe the test/event/trigger, including any formulae. This is a free text field, however the description of the test/event/trigger includes any formulae and key definitions to allow an investor/potential investor to form a reasonable view of the test/event/trigger and any conditions and consequences attached to it.NONOIVSR5Threshold LevelEnter the level at which the test is deemed to have been met, the trigger is deemed to have been breached, or at which any other action is deemed to occur, as applicable given the type of test/event/trigger being reported. In the event of non-numerical tests/events/triggers, enter ND5.NOYESIVSR6Actual ValueEnter the current value of the measure being compared against the threshold level. In the event of non-numerical tests/events/triggers, enter ND5. Where percentages are being entered, these are to be entered in the form of percentage points, e.g. 99.50 for 99,50 %, e.g. 0.006 for 0,006 %.NOYESIVSR7StatusIs this status of the test/event/trigger set to Breach (i.e. the test has not been met or the trigger conditions have been met) at the data cut-off date?NONO IVSR8Cure PeriodEnter the maximum number of days granted for this test/trigger to be brought back into compliance with the required level. If no time is granted (i.e. there is no Cure Period), enter 0.NOYESIVSR9Calculation FrequencyEnter the number of calendar days’ interval for calculating the test. Use round numbers, for example 7 for weekly, 30 for monthly, 90 for quarterly, and 365 yearly.NOYESIVSR10Consequence for Breach Enter the consequence, as per the securitisation documentation, for this test/event/trigger not being satisfied (i.e. being breached):

Change in the priority of payments (CHPP) Replacement of a counterparty (CHCP) Both change in the priority of payments and replacement of a counterparty (BOTH) Other consequence (OTHR) NONOCash-flow information sectionIVSF1Unique IdentifierReport the same unique identifier here as the one entered into field IVSS1.NONOIVSF2Original Cashflow Item IdentifierThe original unique cashflow item identifier. The reporting entity must not amend this unique identifier.NONOIVSF3New Cashflow Item IdentifierIf the original identifier in field IVSF2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in IVSF2. The reporting entity must not amend this unique identifier.NONOIVSF4Cashflow ItemList the cashflow item. This field is to be completed in the order of the applicable priority of receipts or payments as at the data cut-off date. That is, each source of cash inflows must be listed in turn, after which sources of cash outflows must be listed.NONOIVSF5Amount Paid During Period What are the funds paid out as per the priority of payments for this item? Enter negative values for funds paid out, positive values for funds received. Note that the Amount Paid During Period value entered in a given line (e.g. in line B) plus the Available Funds Post value entered in the preceding line (e.g. line A) together equal the Available Funds Post value entered in this line (e.g. line B). Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONO IVSF6Available Funds Post What are the funds available to the priority of payments after to the application of the cashflow item? Note that the Amount Paid During Period value entered in a given line (e.g. in line B) plus the Available Funds Post value entered in the preceding line (e.g. line A) together equal the Available Funds Post value entered in this line (e.g. line B). Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONO

Annex

ANNEX XIII INVESTOR REPORT INFORMATION — ASSET BACKED COMMERCIAL PAPER SECURITISATION Field codeField nameContent to reportND1-ND4 allowed?ND5 allowed?Programme information sectionIVAS1Unique Identifier — ABCP ProgrammeThe unique identifier assigned by the reporting entity to this ABCP programme in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224.NONOIVAS2Data Cut-Off DateThe data cut-off date for this data submission.NONOIVAS3Reporting Entity NameThe full Legal name of the entity designated as per Article 7(2) of Regulation (EU) 2017/2402; that name must match the name entered in for that entity in field SEAP3 in the counterparty information section. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.NONOIVAS4Reporting Entity Contact PersonFirst and Last name of the contact person(s) responsible for preparing this securitisation data submission and to whom questions on this data submission must be addressed.NONOIVAS5Reporting Entity Contact TelephoneDirect telephone number(s) of the contact person(s) responsible for preparing this securitisation data submission and to whom questions on this data submission must be addressed.NONOIVAS6Reporting Entity Contact EmailsDirect email address(es) of the contact person(s) responsible for preparing this securitisation data submission and to whom questions on this data submission must be addressed.NONOIVAS7Trigger Measurements/RatiosHas any underlying exposure-related trigger event occurred? These include any delinquency, dilution, default, loss, stop-substitution, stop-revolving, or similar exposure-related events which impact the securitisation, as at the data cut-off date. This also includes if there is a debit balance on any Principal Deficiency Ledger or an asset deficiency.NOYESIVAS8Non-Compliant Exposures

Pursuant to Article 26(1) of Regulation (EU) 2017/2402, enter the total value of exposures, using the current balance as at the data cut-off date, not compliant with Article 24(9), 24(10), and 24(11) of Regulation (EU) 2017/2402. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. YESYESIVAS9Weighted Average LifeEnter the remaining weighted average life of the pool of exposures underlying this ABCP programme, expressed in years.YESYES IVAS10Risk Retention Method Method for complying with risk retention requirements in the EU (e.g. Article 6 of Regulation (EU) 2017/2402, or until entry into force, Article 405 of Regulation (EU) No 575/2013): Vertical slice — i.e. Article 6(3)(a) (VSLC) Seller’s share — i.e. Article 6(3)(b) (SLLS) Randomly-selected exposures kept on balance sheet — i.e. Article 6(3)(c) (RSEX) First loss tranche — i.e. Article 6(3)(d) (FLTR) First loss exposure in each asset — i.e. Article 6(3)(e) (FLEX) No compliance with risk retention requirements (NCOM) Other (OTHR) NOYESIVAS11Risk Retention Holder Which entity is retaining the material net economic interest, as specified in Article 6 of Regulation (EU) 2017/2402, or until its entry into force, Article 405 of Regulation (EU) No 575/2013): Originator (ORIG) Sponsor (SPON) Original Lender (OLND) Seller (SELL) No Compliance with Risk Retention Requirement (NCOM) Other (OTHR) NOYESTransaction information sectionIVAN1Unique Identifier — ABCP ProgrammeReport the same unique ABCP programme identifier here as the one entered into field IVAS1.NONOIVAN2Unique Identifier — ABCP TransactionThe unique identifier assigned by the reporting entity to this ABCP transaction in accordance with Article 11(2) of Delegated Regulation (EU) 2020/1224.NONOIVAN3Data Cut-Off DateThe data cut-off date for this data submission. This must match the data cut-off date in the underlying exposure templates submitted under Annex XI.NONOIVAN4NACE Industry CodeOriginator industry NACE Code, as set out in Regulation (EC) No 1893/2006.NOYESIVAN5Risk Retention Method Method for complying with risk retention requirements in the EU (e.g. Article 6 of Regulation (EU) 2017/2402, or until entry into force, Article 405 of Regulation (EU) No 575/2013): Vertical slice — i.e. Article 6(3)(a) (VSLC) Seller’s share — i.e. Article 6(3)(b) (SLLS) Randomly-selected exposures kept on balance sheet — i.e. Article 6(3)(c) (RSEX) First loss tranche — i.e. Article 6(3)(d) (FLTR) First loss exposure in each asset — i.e. Article 6(3)(e) (FLEX) No compliance with risk retention requirements (NCOM) Other (OTHR) NOYES IVAN6Risk Retention Holder Which entity is retaining the material net economic interest, as specified in Article 6 of Regulation (EU) 2017/2402, or until its entry into force, Article 405 of Regulation (EU) No 575/2013): Originator (ORIG) Sponsor (SPON) Original Lender (OLND) Seller (SELL) No Compliance with Risk Retention Requirement (NCOM) Other (OTHR) NOYESIVAN7Weighted Average LifeEnter the remaining weighted average life of the pool of exposures underlying this transaction, expressed in years.YESYESTests/Events/Triggers information sectionIVAR1Unique Identifier — ABCP TransactionReport the same unique ABCP transaction identifier here as the one entered into field IVAN2.NONOIVAR2Original Test/Event/Trigger IdentifierThe original unique test/event/trigger identifier. The reporting entity must not amend this unique identifier.NONOIVAR3New Test/Event/Trigger IdentifierIf the original identifier in field IVAR2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in IVAR2. The reporting entity must not amend this unique identifier.NONOIVAR4DescriptionDescribe the test/event/trigger, including any formulae. This is a free text field, however the description of the test/event/trigger includes any formulae and key definitions to allow an investor/potential investor to form a reasonable view of the test/event/trigger and any conditions and consequences attached to it.NONOIVAR5StatusHas the test been met as at the data cut-off date? In the event of a trigger, is the trigger not being breached?NONO

IVAR6Consequence for Breach Enter the consequence, as per the securitisation documentation, for this test/event/trigger not being satisfied (i.e. being breached): Change in the priority of payments (CHPP) Replacement of a counterparty (CHCP) Both change in the priority of payments and replacement of a counterparty (BOTH) Other consequence (OTHR) NONO

Annex

ANNEX XIV INSIDE INFORMATION OR SIGNIFICANT EVENT INFORMATION — NON-ASSET BACKED COMMERCIAL PAPER SECURITISATION Field codeField nameContent to reportND1-ND4 allowed?ND5 allowed?Securitisation information sectionSESS1Unique IdentifierThe unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224.NONOSESS2Data Cut-Off DateThe data cut-off date for this data submission. When submitted alongside an underlying exposures and investor report data submission, this must match the data cut-off date in the applicable underlying exposure and investor report templates submitted.NONOSESS3No Longer STSHas the securitisation ceased to meet STS requirements? If the securitisation has never had STS status, then enter ND5.NOYESSESS4Remedial ActionsHave competent authorities taken any remedial actions relating to this securitisation? If the securitisation is not an STS securitisation, then enter ND5.NOYESSESS5Administrative ActionsHave competent authorities taken any administrative actions relating to this securitisation? If the securitisation is not an STS securitisation, then enter ND5.NOYESSESS6Material Amendment to Transaction DocumentsDescribe any material amendments made to transaction documents, including the name and item code (pursuant to Table 3 in Annex I) of the document as well as a detailed description of the amendments.NOYESSESS7Perfection Of SalePursuant to Article 20(5) of Regulation (EU) 2017/2402, is the transfer of underlying exposures to the SSPE (i.e. perfection of sale) being performed after the securitisation closing date?NOYESSESS8Current Waterfall Type Choose, from the list below, the closest waterfall arrangement currently applicable to the securitisation: Turbo Waterfall (TRWT) Sequential Waterfall (SQWT) Pro-rata Waterfall (PRWT) Currently Sequential, with Possibility to Switch to Pro-rata in the Future (SQPR) Currently Pro-rata, with Possibility to Switch to Sequential in the Future (PRSQ) Other (OTHR) NONO SESS9Master Trust Type If the securitisation has a master trust structure, select the most appropriate description of the structure: Each SSPE is independent from other SSPEs with respect to note issuance and cashflow distribution (a.k.a. capitalist structure) (CSTR) Losses are shared across all SSPEs and single classes of notes are issued independently from more senior or junior classes (a.k.a. socialist structure or de-linked master trust) (SSTR) Other (OTHR) NOYESSESS10SSPE Value If the securitisation has a master trust structure, enter the face value of all underlying exposures (principal and charges) in which the trust or SSPE has a beneficial interest at the data cut-off date.

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESSESS11SSPE Principal Value If the securitisation has a master trust structure, enter the face value of all underlying exposures (principal only) in which the trust had a beneficial interest at the data cut-off date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESSESS12SSPE Number Of AccountsIf the securitisation has a master trust structure, enter the number of accounts in which the trust or SSPE has a beneficial interest at the data cut-off date.NOYESSESS13Note Principal Balance If the securitisation has a master trust structure, enter the face value of all asset-backed notes, collateralised by the underlying exposures in the trust. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESSESS14Seller ShareIf the securitisation has a master trust structure, enter the originator’s interest in the trust, expressed as a percentage. In the event of multiple originators, enter the aggregate interest across all originators.NOYESSESS15Funding ShareIf the securitisation has a master trust structure, enter the SSPE’s interest of this series in the trust at the data cut-off date, expressed as a percentage.NOYESSESS16Revenue Allocated To This Series If the securitisation has a master trust structure, enter the revenue amounts allocated to this series from the trust. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESSESS17Interest Rate Swap Benchmark Describe the type of interest rate swap benchmark on the payer leg of the swap is fixed to: MuniAAA (MAAA) FutureSWAP (FUSW) LIBID (LIBI) LIBOR (LIBO) SWAP (SWAP) Treasury (TREA) Euribor (EURI) Pfandbriefe (PFAN) EONIA (EONA) EONIASwaps (EONS) EURODOLLAR (EUUS) EuroSwiss (EUCH) TIBOR (TIBO) ISDAFIX (ISDA) GCFRepo (GCFR) STIBOR (STBO) BBSW (BBSW) JIBAR (JIBA) BUBOR (BUBO) CDOR (CDOR) CIBOR (CIBO) MOSPRIM (MOSP) NIBOR (NIBO) PRIBOR (PRBO) TELBOR (TLBO) WIBOR (WIBO) Bank of England Base Rate (BOER) European Central Bank Base Rate (ECBR) Lender’s Own Rate (LDOR) Other (OTHR) NOYES SESS18Interest Rate Swap Maturity DateDate of maturity for the interest rate swap.NOYESSESS19Interest Rate Swap Notional Interest rate swap notional amount as at the data cut-off date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESSESS20Currency Swap Payer CurrencyEnter the currency that the payer leg of the swap is paying.NOYES SESS21Currency Swap Receiver CurrencyEnter the currency that the receiver leg of the swap is paying.NOYESSESS22Exchange Rate For Currency SwapThe exchange rate that has been set for a currency swap.NOYESSESS23Currency Swap Maturity DateDate of maturity for the currency swap.NOYESSESS24Currency Swap Notional Currency swap notional amount as at the data cut-off date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESTranche/bond-level information sectionSEST1Unique IdentifierReport the same unique identifier here as the one entered into field SESS1.NONOSEST2Original Tranche IdentifierThe original unique identifier assigned to this instrument. The reporting entity must not amend this unique identifier.NONOSEST3New Tranche IdentifierIf the original identifier in field SEST2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the value in field SEST2. The reporting entity must not amend this unique identifier.NONOSEST4International Securities Identification NumberThe ISIN code assigned to this tranche, where applicable.NOYESSEST5Tranche NameThe designation (typically a letter and/or number) given to this tranche of bonds (or class of securities) which exhibit the same rights, priorities and characteristics as defined in the prospectus i.e. Series 1, Class A1 etc.NOYESSEST6Tranche/Bond Type

Select the most appropriate option to describe the repayment profile of the instrument: Hard bullet (i.e. fixed maturity date) (HBUL) Soft bullet (i.e. scheduled maturity date can be extended to the legal maturity date) (SBUL) Scheduled amortisation (i.e. repayment of principal on scheduled amortisation dates) (SAMO) Controlled amortisation (i.e. repayment of principal begins at a specified period) (CAMM) Other (OTHR) NONOSEST7CurrencyThe currency denomination of this instrument.NONO SEST8Original Principal Balance The Original Principal Balance of this tranche at issuance Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOSEST9Current Principal Balance The par, or notional, balance of this tranche after the current Principal Payment Date Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOSEST10Interest Payment Frequency The frequency with which interest is due to be paid on this instrument: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) NONOSEST11Interest Payment DateThe first occurring date, after the data cut-off date being reported, upon which interest payments are scheduled to be distributed to bondholders of this tranche.NOYESSEST12Principal Payment DateThe first occurring date, after the data cut-off date being reported, upon which principal payments are scheduled to be distributed to bondholders of this tranche.NOYESSEST13Current CouponThe coupon on the instrument in basis points.NONOSEST14Current Interest Rate Margin/SpreadThe coupon spread applied to the reference interest index as defined in the offering document applicable to the specific instrument in basis points.NOYESSEST15Coupon FloorThe coupon floor of the instrument.NOYESSEST16Coupon CapThe coupon cap of the instrument.NOYESSEST17Step-Up/Step-Down Coupon ValueIf any, what is the value of the Step-up/Step-down coupon as per the terms and conditions of the securitisation/programme?NOYESSEST18Step-Up/Step-Down Coupon DateIf any, what is the date on which the coupon definition is supposed to change as per the terms and conditions of the securitisation/programme?NOYESSEST19Business Day Convention Business day convention used for the calculation of interest due: Following (FWNG) Modified Following (MODF) Nearest (NEAR) Preceding (PREC) Other (OTHR) NOYES SEST20Current Interest Rate Index The base reference interest index currently applicable (the reference rate off which the interest rate is set): MuniAAA (MAAA) FutureSWAP (FUSW) LIBID (LIBI) LIBOR (LIBO) SWAP (SWAP) Treasury (TREA) Euribor (EURI) Pfandbriefe (PFAN) EONIA (EONA) EONIASwaps (EONS) EURODOLLAR (EUUS) EuroSwiss (EUCH) TIBOR (TIBO) ISDAFIX (ISDA) GCFRepo (GCFR) STIBOR (STBO) BBSW (BBSW) JIBAR (JIBA) BUBOR (BUBO) CDOR (CDOR) CIBOR (CIBO) MOSPRIM (MOSP) NIBOR (NIBO) PRIBOR (PRBO) TELBOR (TLBO) WIBOR (WIBO) Bank of England Base Rate (BOER) European Central Bank Base Rate (ECBR) Lender’s Own Rate (LDOR) Other (OTHR) NOYESSEST21Current Interest Rate Index Tenor

Tenor of the current interest rate index: Overnight (OVNG) IntraDay (INDA) 1 day (DAIL) 1 week (WEEK) 2 week (TOWK) 1 month (MNTH) 2 month (TOMN) 3 month (QUTR) 4 month (FOMN) 6 month (SEMI) 12 month (YEAR) On Demand (ONDE) Other (OTHR) NOYES SEST22Issue DateDate on which this instrument was issued.NONOSEST23Disbursement DateFirst date starting on which the amount of interest payable on the instrument is calculated.NOYESSEST24Legal MaturityThe date before which this instrument must be repaid in order not to be in default.NOYESSEST25Extension Clause Select the most appropriate option to describe which party has the right to extend the maturity of the instrument, as per the terms and conditions of the securitisation/programme: SSPE only (ISUR) Noteholder (NHLD) Either SSPE or noteholder (ISNH) No option (NOPT) NOYESSEST26Next Call DateWhat is the next date on which the instrument can be called as per the terms and conditions of the securitisation/programme? This excludes clean-up arrangements.NOYESSEST27Clean-Up Call ThresholdWhat is the clean-up call threshold as per the terms and conditions of the securitisation/programme?NOYESSEST28Next Put dateWhat is the next put date as per the terms and conditions of the securitisation/programme?NOYESSEST29Day Count Convention The days convention used to calculate interest: 30/360 (A011) Actual/365 (A005) Actual/360 (A004) Actual/Actual ICMA (A006) Actual/Actual ISDA (A008) Actual/Actual AFB (A010) Actual/366 (A009) Other (OTHR) NOYES SEST30Settlement Convention Usual settlement convention for the tranche: T Plus One (TONE) T Plus Two (TTWO) T Plus Three (TTRE) As soon as possible (ASAP) At the end of the Contract (ENDC) End of Month (MONT) Future (FUTU) Next Day (NXTD) Regular (REGU) T Plus Five (TFIV) T Plus Four (TFOR) When and if issued (WHIF) When Distributed (WDIS) When Issued (WISS) When Issued or Distributed (WHID) Other (OTHR) NOYESSEST31Current Attachment PointThe current tranche attachment point, calculated as per Article 256 of Regulation (EU) No 575/2013, and multiplied by 100.NONOSEST32Original Attachment PointThe tranche attachment point at the time of issuance of the tranche notes, calculated as per Article 256 of Regulation (EU) No 575/2013, and multiplied by 100.NOYESSEST33Current Credit EnhancementThe current tranche credit enhancement, calculated as per the originator/sponsor/SSPE’s definitionNONOSEST34Original Credit EnhancementThe tranche credit enhancement at the time of issuance of the tranche notes, calculated as per the originator/sponsor/SSPE’s definitionNOYESSEST35Credit Enhancement FormulaDescribe/Enter the formula used to calculate the tranche credit enhancement.NONOSEST36Pari-Passu TranchesEnter the ISINs of all tranches (including this one) that, as at the data cut-off date, rank pari-passu with the current tranche according to the securitisation priority of payments as at the data cut-off date. In the event of multiple ISINs, all ISINs must be provided in accordance with the XML schema.NOYESSEST37Senior TranchesEnter the ISINs of all tranches that, as at the data cut-off date, rank senior to the current tranche according to the securitisation priority of payments as at the data cut-off date. In the event of multiple ISINs, all ISINs must be provided in accordance with the XML schema.NOYES

SEST38Outstanding Principal Deficiency Ledger Balance The unpaid Principal Deficiency Ledger balance of the tranche in question. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESSEST39Guarantor Legal Entity IdentifierIf the tranche has been guaranteed, provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the guarantor. If not guaranteed, enter ND5.NOYESSEST40Guarantor NameGive the full legal name of the guarantor. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. If not guaranteed, enter ND5.NOYESSEST41Guarantor ESA SubsectorThe ESA 2010 classification of the guarantor according to Regulation (EU) No 549/2013 ESA 2010). This entry must be provided at the sub-sector level. Use one of the values available in Table 1 of Annex I to this Regulation. If not guaranteed, enter ND5.NOYESSEST42Protection Type List the type of protection instrument used: Credit Default Swap (CDSX) Credit-Linked Note (CLKN) Total Return Swap (TRES) Financial Guarantee (a.k.a. unfunded credit risk mitigation) (FGUA) Credit Insurance (CINS) Other (OTHR) NOYESAccount-level information sectionSESA1Unique IdentifierReport the same unique identifier here as the one entered into field SESS1.NONOSESA2Original Account IdentifierThe original unique account identifier. The reporting entity must not amend this unique identifier.NONOSESA3New Account IdentifierIf the original identifier in field SESA2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in SESA2. The reporting entity must not amend this unique identifier.NONOSESA4Account Type The type of account: Cash Reserve Account (CARE) Commingling Reserve Account (CORE) Set-off Reserve Account (SORE) Liquidity Facility (LQDF) Margin Account (MGAC) Other Account (OTHR) NONO SESA5Account Target Balance The amount of funds that would be on deposit in the account in question when it is fully funded pursuant to the securitisation documentation. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESSESA6Account Actual Balance The balance of funds on deposit in the account in question at the Accrual End Date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOSESA7Amortising AccountIs the account amortising over the lifetime of the securitisation?NONOCounterparty-level information sectionSESP1Unique IdentifierReport the same unique identifier here as the one entered into field SESS1.NONOSESP2Counterparty Legal Entity IdentifierProvide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the counterparty.NONOSESP3Counterparty NameGive the full legal name of the counterparty. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.NONOSESP4Counterparty Type

The type of counterparty: Account Bank (ABNK) Backup Account Bank (BABN) Account Bank Facilitator (ABFC) Account Bank Guarantor (ABGR) Collateral Agent (CAGT) Paying Agent (PAYA) Calculation Agent (CALC) Administration Agent (ADMI) Administration Sub-Agent (ADSA) Transfer Agent (RANA) Verification agent (VERI) Security agent (SECU) Cash Advance Provider (CAPR) Collateral Provider (COLL) Guaranteed Investment Contract Provider (GICP) Insurance Policy Credit Provider (IPCP) Liquidity Facility Provider (LQFP) Backup Liquidity Facility Provider (BLQP) Savings Mortgage Participant (SVMP) Issuer (ISSR) Originator (ORIG) Seller (SELL) Sponsor of the Securitisation Special Purpose Entity (SSSP) Servicer (SERV) Backup Servicer (BSER) Backup Servicer Facilitator (BSRF) Special Servicer (SSRV) Subscriber (SUBS) Interest Rate Swap Provider (IRSP) Backup Interest Rate Swap Provider (BIPR) Currency Swap Provider (CSPR) Backup Currency Swap Provider (BCSP) Auditor (AUDT) Counsel (CNSL) Trustee (TRUS) Representative of Noteholders (REPN) Underwriter (UNDR) Arranger (ARRG) Dealer (DEAL) Manager (MNGR) Letter of Credit Provider (LCPR) Multi-Seller Conduit (MSCD) Securitisation Special Purpose Entity (SSPE) Liquidity or Liquidation Agent (LQAG) Equity owner of conduit/SSPE (EQOC) Swingline Facility Provider (SWNG) Start-up Loan or Lease Provider (SULP) Repurchase Agreement Counterparty (RAGC) Cash Manager (CASM) Collection Account Bank (CACB) Collateral Account Bank (COLA) Subordinated Loan Provider (SBLP) Collateralised Loan Obligation Manager (CLOM) Portfolio Advisor (PRTA) Substitution Agent (SUBA) Other (OTHR) NONO SESP5Counterparty Country Of EstablishmentCountry where the counterparty is established.NONO SESP6Counterparty Rating Threshold If there is a ratings-based threshold specified for the service performed by this counterparty in the securitisation, enter the counterparty rating threshold as at the data cut-off date. In the event of multiple ratings, all ratings are to be provided as per the XML schema. If there is no such ratings-based threshold, enter ND5. NOYESSESP7Counterparty Rating If there is a ratings-based threshold specified for the service performed by this counterparty in the securitisation, enter the counterparty rating as at the data cut-off date. In the event of multiple rating thresholds, all rating thresholds are to be provided as per the XML schema. If there is no such ratings-based threshold, enter ND5. NOYESSESP8Counterparty Rating Source Legal Entity Identifier If there is a ratings-based threshold specified for the service performed by this counterparty in the securitisation, enter the Legal Entity Identifier of the provider of the counterparty rating (as specified in the Global Legal Entity Foundation (GLEIF) database) as at the data cut-off date. In the event of multiple ratings, all rating provider Legal Entity Identifiers are to be provided as per the XML schema. If there is no such ratings-based threshold, enter ND5. NOYESSESP9Counterparty Rating Source Name

If there is a ratings-based threshold specified for the service performed by this counterparty in the securitisation, enter the full name of the provider of the counterparty rating as at the data cut-off date. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. In the event of multiple ratings, all rating provider Legal Entity Identifiers are to be provided as per the XML schema. If there is no such ratings-based threshold, enter ND5. NOYESCLO Securitisation information sectionSESC1Unique IdentifierReport the same unique identifier here as the one entered into field SESS1.NONOSESC2Non-Call Period End-DateEnter the date at which any non-call period ends (e.g. when any tranche holders are prohibited from calling for the SSPE to liquidate the portfolio and redeem all tranches, to reset or refinance the tranches, etc.).NOYESSESC3CLO Type The CLO type that best describes this transaction: Balance Sheet Collateralized Loan Obligation (BCLO) Arbitrage Collateralized Loan Obligation (ACLO) Other (OTHR) NOYES SESC4Current Period The current period status of the CLO: Warehouse (WRHS) Ramp-up (RMUP) Reinvestment (RINV) Post-reinvestment (PORI) Other (OTHR) NONOSESC5Current Period Start DateEnter the date in which the current period was entered into.NOYESSESC6Current Period End DateEnter the date in which the current period will/is expected to cease.NOYESSESC7Concentration LimitEnter the concentration limit, in percentage of the portfolio par value, that applies to any counterparty/obligor, as set out in the transaction documentation. In the event of multiple limits, enter the maximum limit (e.g. if there are two limits, depending on the rating, of 10 % and 20 %, then enter 20 %).NOYESSESC8Restrictions — Legal MaturityAllowed percentage (vs. portfolio par balance) of exposures with legal final maturity that exceed the shortest legal final maturity of the tranches? (assuming clean-up option is exercised)NOYESSESC9Restrictions —Subordinated ExposuresAllowed percentage (vs. portfolio par balance) of non first-lien exposures that can be purchased?NOYESSESC10Restrictions — Non-Performing ExposuresAllowed percentage (vs. portfolio par balance) of non-performing exposures that can be purchased?NOYESSESC11Restrictions — PIK ExposuresAllowed percentage (vs. portfolio par balance) of pay-in-kind exposures that can be held at any time?NOYESSESC12Restrictions — Zero-Coupon ExposuresAllowed percentage (vs. portfolio par balance) of zero-coupon exposures that can be held at any time?NOYESSESC13Restrictions — Equity ExposuresAllowed percentage (vs. portfolio par balance) of equity or debt-convertible-to-equity that can be purchased?NOYESSESC14Restrictions —Participation ExposuresAllowed percentage (vs. portfolio par balance) of loan participations that can be purchased?NOYESSESC15Restrictions —Discretionary SalesAllowed percentage (vs. portfolio par balance) of discretionary sales per year?NOYES SESC16Discretionary Sales

Actual discretionary sales, year to date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOSESC17Reinvestments Amount reinvested, year to date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOSESC18Restrictions — Credit EnhancementCan the CLO manager withdraw or monetise any surplus credit enhancement?NONOSESC19Restrictions — QuotesCan the CLO manager obtain quotes with dealers other than the arranger?NONOSESC20Restrictions — TradesCan the CLO manager obtain trade with dealers other than the arranger?NONOSESC21Restrictions —IssuancesAre there restrictions on the additional issuance of notes?NONOSESC22Restrictions —RedemptionsAre there restrictions on the origin of funds used to selectively buyback/redeem notes? (e.g. cannot use principal proceeds to effect a redemption; any redemptions must occur in the order of the notes’ payment priority; must maintain or improve OC test ratios after purchase)NONOSESC23Restrictions —RefinancingAre there restrictions when notes can be refinanced?NONOSESC24Restrictions — Note RemunerationAre noteholders able to surrender their notes to the trustee for cancellation without receiving payment in return?NONOSESC25Restrictions — Credit ProtectionIs the CLO manager able to buy or sell credit protection on underlying assets?NONOSESC26Collateral Liquidation PeriodEnter the number of calendar days after which collateral must be liquidated. In case of a range or multiple possible periods, enter the minimum number of calendar days.NOYESSESC27Collateral Liquidation — WaiverCan some or all noteholders choose to waive the collateral liquidation period?NONOCLO Manager information sectionSESL1Unique IdentifierReport the same unique identifier here as the one entered into field SESS1.NONOSESL2CLO Manager Legal Entity IdentifierProvide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the CLO manager.NONO SESL3Manager NameGive the full legal name of the CLO manager. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.NONOSESL4Establishment DateDate of CLO manager incorporation/establishmentNOYESSESL5Registration DateDate of registration within the EU as an investment adviserNOYESSESL6EmployeesTotal number of employeesNONOSESL7Employees — CLOsTotal number of employees dedicated to loan trading and management of CLO portfoliosNONOSESL8Employees —WorkoutTotal employees dedicated to working out distressed creditsNONOSESL9AUM Assets under management Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOSESL10AUM — Leveraged Loans Total leveraged loan assets under management Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOSESL11AUM — CLOs Total CLO assets under management Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOSESL12AUM — EU

Total EU assets under management Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOSESL13AUM — EU CLOs Total EU CLOs under management Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOSESL14Number EU CLOsNumber EU CLOs under managementNONOSESL15Capital Total capital Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOSESL16Capital — Risk Retention Capital for funding risk retention Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOSESL17Settlement TimeAverage time needed, in calendar days, for trade settlementNONO SESL18Pricing FrequencyFrequency (in number of days) of pricing/re-pricing portfolios. If there are different frequencies applied, enter the weighted average frequency, using as weights the assets under management of each category, rounded to the nearest day.NONOSESL19Default Rate - 1 yearAverage annualised default rate on the CLO securitisation-related assets managed by the CLO manager, trailing 1 year.NONOSESL20Default Rate - 5 yearsAverage annualised default rate on the CLO securitisation-related assets managed by the CLO manager, trailing 5 years.NONOSESL21Default Rate - 10 yearsAverage annualised default rate on the CLO securitisation-related assets managed by the CLO manager, trailing 10 years.NONOSynthetic coverage information sectionSESV1Unique IdentifierReport the same unique identifier here as the one entered into field SESS1.NONOSESV2Protection Instrument IdentifierThe unique identifier of the protection instrument. The reporting entity must not amend this unique identifier.NONOSESV3Protection Type List the type of protection instrument used: Credit Default Swap (CDSX) Credit-Linked Note (CLKN) Total Return Swap (TRES) Financial Guarantee (a.k.a. unfunded credit risk mitigation) (FGUA) Credit Insurance (CINS) Other (OTHR) NONOSESV4Protection Instrument International Securities Identification NumberEnter the ISIN code of the protection instrument, where applicable.NOYESSESV5Protection Provider NameEnter the full legal name of the protection provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.NONOSESV6Protection Provider Legal Entity IdentifierProvide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the protection provider.NONOSESV7Public Entity With Zero Risk WeightIs the protection provider a public entity classified under Articles 113(4), 117(2), or 118 of Regulation (EU) No 575/2013 (or as otherwise amended)?NONO SESV8Governing LawJurisdiction governing the protection agreement.NONOSESV9ISDA Master Agreement Basis for protection documentation: ISDA Agreement 2002 (ISDA) ISDA Agreement 2014 (IS14) ISDA Agreement Other (ISOT) Rhamenvertrag (DERV) Other (OTHR) NONOSESV10Default And Termination Events Where are the protection arrangement events of default and termination events listed?

Schedule to the ISDA 2002 (ISDA) Schedule to the ISDA 2014 (IS14) Other — Bespoke (OTHR) NOYESSESV11Synthetic Securitisation TypeIs this a balance sheet synthetic securitisation?NONOSESV12Protection CurrencyProtection currency denomination.NONOSESV13Current Protection Notional Total amount of coverage under the protection agreement, as at the data cut-off date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOSESV14Maximum Protection Notional Maximum amount of coverage under the protection agreement. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOSESV15Protection Attachment PointIn terms of the pool principal, enter the percentage attachment point at which protection coverage begins.NOYESSESV16Protection Detachment PointIn terms of the pool principal, enter the percentage detachment point at which protection coverage ends.NOYESSESV17International Securities Identification Number Of Notes CoveredIf protection is provided to cover specific tranches (e.g. a guarantee), enter the ISIN of each tranche covered by the specific protection agreement. In the event of multiple ISINs, all ISINs must be provided in accordance with the XML schema.NOYESSESV18Protection Coverage Report the option that best describes the coverage of the protection amount: Covers loss of principal only (PRNC) Covers loss of principal, loss of accrued interest (PACC) Covers loss of principal, loss of accrued interest, interest penalties (PAPE) Covers loss of principal, loss of accrued interest, cost of foreclosure (PINF) Covers loss of principal, loss of accrued interest, interest penalties, cost of foreclosure (PIPF) Other (OTHR) NOYES SESV19Protection Termination DateEnter the contractual date at which the protection is scheduled to expire/be terminated.NOYESSESV20Materiality ThresholdsAre there materiality thresholds before protection payouts can be made? For example, is there a minimum amount of credit deterioration in the cashflow-generating assets necessary before a claim on the protection seller can be made?NONOSESV21Payment Release Conditions The conditions relating to the release of payments made by the protection seller: Immediately after a credit event for the full amount of defaulted asset (IFAM) Immediately after a credit event for the full amount of defaulted assets net of expected recovery (IFAR) After a predetermined period allowed for collection activity (ACOL) After a predetermined period allowed for collection activities, for a sum equal to the actual loss minus the expected recovery (APCR) After full workout of loss, for the actual loss (AWRK) Other (OTHR) NOYESSESV22Adjustment Payments PossibleDo the terms and conditions of the credit protection agreement provide for the payment of adjustment payments to the protection buyer (e.g. if, after the maturity of the credit protection agreement, there are discrepancies in previously estimated and exchanged amounts)?NONOSESV23Length Of Workout PeriodIf, as regards the timing of payments, a predetermined period is allowed for collection activities to take place and any adjustments to be made to the initial loss settlement, enter the number of days that this period is stipulated to last.NOYESSESV24Obligation To RepayIs the protection buyer under any obligation to repay any protection payments previously received (besides at termination of the derivative, or as a result of a credit event trigger, or for breach of warranty in relation to the reference obligations)?NONOSESV25Collateral SubstitutableWhere collateral is held, can the assets in the collateral portfolio be substituted? This field is expected to be completed for funded synthetic arrangements, or where otherwise applicable (e.g. cash is held as collateral for protection payments).NONO

SESV26Collateral Coverage RequirementsWhere collateral is held, enter the % (in terms of protection notional) coverage requirement, as stipulated in the securitisation documentation. This field is expected to be completed for funded synthetic arrangements, or where otherwise applicable (e.g. cash is held as collateral for protection payments).NOYESSESV27Collateral Initial Margin If a repo is used, enter the initial margin required for eligible investments (collateral), as stipulated in the securitisation documentation. This field is expected to be completed for funded synthetic arrangements, or where otherwise applicable (e.g. cash is held as collateral for protection payments). Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESSESV28Collateral Delivery DeadlineIf a repo is used, enter the deadline (in days), as per the securitisation documentation, by which collateral must be delivered, in the event it must be released. This field is expected to be completed for funded synthetic arrangements, or where otherwise applicable (e.g. cash is held as collateral for protection payments).NOYESSESV29Settlement Compensation to be delivered: Cash (CASH) Physical settlement (PHYS) NOYESSESV30Maximum Maturity Date PermittedIf physical settlement, provide the maximum maturity date stipulated in the securitisation documentation for any securities that can be delivered.NOYESSESV31Current Index For Payments To Protection Buyer Current interest rate index (the reference rate off of which payments to the protection buyer are set). This field would in particular be expected to be completed in the event of protection arrangements being provided via a swap: MuniAAA (MAAA) FutureSWAP (FUSW) LIBID (LIBI) LIBOR (LIBO) SWAP (SWAP) Treasury (TREA) Euribor (EURI) Pfandbriefe (PFAN) EONIA (EONA) EONIASwaps (EONS) EURODOLLAR (EUUS) EuroSwiss (EUCH) TIBOR (TIBO) ISDAFIX (ISDA) GCFRepo (GCFR) STIBOR (STBO) BBSW (BBSW) JIBAR (JIBA) BUBOR (BUBO) CDOR (CDOR) CIBOR (CIBO) MOSPRIM (MOSP) NIBOR (NIBO) PRIBOR (PRBO) TELBOR (TLBO) WIBOR (WIBO) Bank of England Base Rate (BOER) European Central Bank Base Rate (ECBR) Lender’s Own Rate (LDOR) Other (OTHR) NOYES SESV32Current Index For Payments To Protection Buyer Tenor Tenor of the interest rate index used for payments to the protection buyer: Overnight (OVNG) IntraDay (INDA) 1 day (DAIL) 1 week (WEEK) 2 week (TOWK) 1 month (MNTH) 2 month (TOMN) 3 month (QUTR) 4 month (FOMN) 6 month (SEMI) 12 month (YEAR) On Demand (ONDE) Other (OTHR) NOYESSESV33Payment Reset Frequency — To Protection Buyer Frequency with which payments to the protection buyer are reset according to the credit protection agreement: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) NOYES SESV34Current Interest Rate Margin For Payments To Protection BuyerCurrent interest rate margin applied on floating-rate payments to the protection buyer over (or, if under, input as a negative) the index rate used as a reference off of which payments to the protection buyer are set. This field would in particular be expected to be completed in the event of protection arrangements being provided via a swap.NOYESSESV35Current Interest Rate For Payments To Protection BuyerCurrent interest rate applied on payments to the protection buyer. This field would in particular be expected to be completed in the event of protection arrangements being provided via a swap.NOYESSESV36Current Index For Payments To Protection Seller

Current interest rate index (the reference rate off of which payments to the protection seller are set): MuniAAA (MAAA) FutureSWAP (FUSW) LIBID (LIBI) LIBOR (LIBO) SWAP (SWAP) Treasury (TREA) Euribor (EURI) Pfandbriefe (PFAN) EONIA (EONA) EONIASwaps (EONS) EURODOLLAR (EUUS) EuroSwiss (EUCH) TIBOR (TIBO) ISDAFIX (ISDA) GCFRepo (GCFR) STIBOR (STBO) BBSW (BBSW) JIBAR (JIBA) BUBOR (BUBO) CDOR (CDOR) CIBOR (CIBO) MOSPRIM (MOSP) NIBOR (NIBO) PRIBOR (PRBO) TELBOR (TLBO) WIBOR (WIBO) Bank of England Base Rate (BOER) European Central Bank Base Rate (ECBR) Lender’s Own Rate (LDOR) Other (OTHR) NOYES SESV37Current Index For Payments To Protection Seller Tenor Tenor of the interest rate index used for payments to the protection seller: Overnight (OVNG) IntraDay (INDA) 1 day (DAIL) 1 week (WEEK) 2 week (TOWK) 1 month (MNTH) 2 month (TOMN) 3 month (QUTR) 4 month (FOMN) 6 month (SEMI) 12 month (YEAR) On Demand (ONDE) Other (OTHR) NOYESSESV38Payment Reset Frequency — To Protection Seller Frequency with which payments to the protection seller are reset according to the credit protection agreement: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) NOYESSESV39Current Interest Rate Margin For Payments To Protection SellerCurrent interest rate margin applied on floating-rate payments to the protection seller over (or, if under, input as a negative) the index rate used as a reference off of which payments to the protection buyer are set. This field would in particular be expected to be completed in the event of protection arrangements being provided via a swap.NOYESSESV40Current Interest Rate For Payments To Protection SellerCurrent interest rate applied on payments to the protection seller.NOYESSESV41Excess Spread SupportIs excess spread used as a credit enhancement to the most junior class of notes?NONOSESV42Excess Spread DefinitionAccording to the securitisation documentation, the excess spread definition is best described as Fixed Excess Spread (e.g. amount of available excess spread is predetermined, usually in the form of a fixed percentage)NONOSESV43Current Protection Status The current status of the protection, as at the data cut-off date? Active (ACTI) Cancelled (CANC) Deactivated (DEAC) Expired (EXPI) Inactive (INAC) Withdrawn (WITH) Other (OTHR) NONO SESV44Bankruptcy Is Credit EventIs bankruptcy of the reference credit/obligor included in the protection agreement’s definition of credit events?NONOSESV45Failure To Pay Is Credit EventIs obligor failure to pay after 90 days included in the protection agreement’s definition of credit events?NONOSESV46Restructuring Is Credit EventIs restructuring of the reference credit/obligor included in the protection agreement’s definition of credit events?NONOSESV47Credit EventHas a credit event notice been given?NONOSESV48Cumulative Payments To Protection Buyer Total amount of payments made to the protection buyer by the protection seller, as at the data cut-off date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

NONOSESV49Cumulative Adjustment Payments To Protection Buyer Total amount of adjustment payments made to the protection buyer by the protection seller, as at the data cut-off date (for example, to compensate for the difference between initial payments for expected losses and subsequent actual losses realised on impaired cashflow-generating assets). Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOSESV50Cumulative Payments To Protection Seller Total amount of payments made to the protection seller by the protection buyer, as at the data cut-off date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOSESV51Cumulative Adjustment Payments To Protection Seller Total amount of adjustment payments made to the protection seller by the protection buyer, as at the data cut-off date (for example, to compensate for the difference between initial payments for expected losses and subsequent actual losses realised on impaired cashflow-generating assets). Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOSESV52Synthetic Excess Spread Ledger Amount Total amount of the synthetic excess spread ledger, as at the data cut-off date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESIssuer collateral information sectionSESI1Unique IdentifierReport the same unique identifier here as the one entered into field SESS1.NONO SESI2Protection Instrument IdentifierReport the same unique identifier here as the one entered into field SESV2.NONOSESI3Original Collateral Instrument IdentifierThe original unique identifier assigned to the collateral instrument. The reporting entity must not amend this unique identifier.NONOSESI4New Collateral IdentifierIf the original identifier in field SESI3 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in SESI3. The reporting entity must not amend this unique identifier.NONOSESI5Collateral Instrument International Securities Identification NumberEnter the ISIN code of the collateral instrument, where applicable.NOYESSESI6Collateral Instrument Type Type of collateral instrument: Cash (CASH) Government Bond (GBND) Commercial Paper (CPAP) Unsecured Bank Debt (UBDT) Senior Unsecured Corporate Debt (SUCD) Junior Unsecured Corporate Debt (JUCD) Covered Bond (CBND) Asset-Backed Security (ABSE) Other (OTHR) NONOSESI7Collateral Issuer ESA SubsectorThe ESA 2010 classification of the collateral according to Regulation (EU) No 549/2013 (ESA 2010). This entry must be provided at the sub-sector level. Use one of the values available in Table 1 of Annex I to this Regulation.NOYESSESI8Collateral Issuer Legal Entity IdentifierProvide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the collateral issuer.NONOSESI9Collateral Issuer Affiliated With Originator?Do the collateral issuer and main securitisation originator share the same ultimate parent?NONOSESI10Current Outstanding Balance

Total outstanding principal balance of the collateral item, as at the data cut-off date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOSESI11Instrument CurrencyCurrency denomination of the instrument.NONO SESI12Maturity DateMaturity date of the collateral item.NOYESSESI13HaircutEnter the % haircut (applied to the current outstanding principal balance) to this collateral item, as stipulated in the securitisation documentation.NOYESSESI14Current Interest Rate Index The base reference interest index currently applicable (the reference rate off which the interest rate is set): MuniAAA (MAAA) FutureSWAP (FUSW) LIBID (LIBI) LIBOR (LIBO) SWAP (SWAP) Treasury (TREA) Euribor (EURI) Pfandbriefe (PFAN) EONIA (EONA) EONIASwaps (EONS) EURODOLLAR (EUUS) EuroSwiss (EUCH) TIBOR (TIBO) ISDAFIX (ISDA) GCFRepo (GCFR) STIBOR (STBO) BBSW (BBSW) JIBAR (JIBA) BUBOR (BUBO) CDOR (CDOR) CIBOR (CIBO) MOSPRIM (MOSP) NIBOR (NIBO) PRIBOR (PRBO) TELBOR (TLBO) WIBOR (WIBO) Bank of England Base Rate (BOER) European Central Bank Base Rate (ECBR) Lender’s Own Rate (LDOR) Other (OTHR) NOYESSESI15Current Interest Rate Index Tenor Tenor of the current interest rate index: Overnight (OVNG) IntraDay (INDA) 1 day (DAIL) 1 week (WEEK) 2 week (TOWK) 1 month (MNTH) 2 month (TOMN) 3 month (QUTR) 4 month (FOMN) 6 month (SEMI) 12 month (YEAR) On Demand (ONDE) Other (OTHR) NOYES SESI16Current Interest Rate on Cash DepositsWhere the collateral instrument type is cash deposits, enter the current interest rate on those deposits. In the event of multiple deposit accounts per currency, enter the weighted average current interest rate, using the current balance of cash deposits in the respective accounts as weights.NOYESSESI17Repo Counterparty NameIf the collateral item forms part of a repurchase agreement (repo), provide the full legal name of the counterparty to the securitisation. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.NOYESSESI18Repo Counterparty Legal Entity IdentifierIf the collateral item forms part of a repurchase agreement (repo), provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the counterparty where the cash is deposited.NOYESSESI19Repo Maturity DateIf the collateral item forms part of a repurchase agreement (repo), provide the maturity date of the securitisation.NOYESAny other information sectionSESO1Unique IdentifierThe unique identifier entered into field SESS1.NONOSESO2Any Other Information Line NumberEnter the line number of the other informationNONOSESO3Any Other InformationThe other information, line by lineNONO

Annex

ANNEX XV INSIDE INFORMATION OR SIGNIFICANT EVENT INFORMATION — ASSET BACKED COMMERCIAL PAPER SECURITISATION Field codeField nameContent to reportND1-ND4 allowed?ND5 allowed?Programme information sectionSEAS1Unique Identifier — ABCP ProgrammeThe unique identifier assigned by the reporting entity to this ABCP programme in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224.NONOSEAS2Data Cut-Off DateThe data cut-off date for this data submission. When submitted alongside an underlying exposures and investor report data submission, this must match the data cut-off date in the applicable underlying exposure and investor report templates submitted.NONOSEAS3No Longer STSHas the ABCP programme ceased to meet STS requirements? If the ABCP programme has never had STS status, then enter ND5.NOYESSEAS4Remedial ActionsHave competent authorities taken any remedial actions relating to this securitisation? If the securitisation is not an STS securitisation, then enter ND5.NOYESSEAS5Administrative ActionsHave competent authorities taken any administrative actions relating to this securitisation? If the securitisation is not an STS securitisation, then enter ND5.NOYESSEAS6Material Amendment to Transaction DocumentsDescribe any material amendments made to transaction documents, including the name and item code (pursuant to Table 3 in Annex I) of the document as well as a detailed description of the amendments.NOYESSEAS7Governing LawJurisdiction governing the programme.NONOSEAS8Length Of The Liquidity FacilityPeriod during which the programme-level liquidity facility provides coverage to the programme (in days).NOYESSEAS9Liquidity Facility CoverageMaximum funding amount (in percentage of the programme underlying exposures) covered by the respective programme-level liquidity facility.NOYESSEAS10Liquidity Facility Coverage IntervalThe maximum number of days’ interval before the programme-level liquidity facility begins to fund the transaction, following any trigger breach generating liquidity facility payouts.NOYESSEAS11Liquidity Facility Maturity DateDate at which the programme-level liquidity facility will expire.NOYES

SEAS12Drawings Under Liquidity FacilityIf the securitisation has a programme-level liquidity facility confirm whether or not there has been a drawing under the liquidity facility in the period ending on the last interest payment date.NOYESSEAS13Total Issuance Total programme issuance outstanding, converted into EUR. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOSEAS14Maximum Issuance If there is a limit to the amount of issuance of the ABCP programme at any time, enter it here. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESTransaction information sectionSEAR1Unique Identifier — ABCP ProgrammeReport the same unique ABCP programme identifier here as the one entered into field SEAS1.NONOSEAR2Unique Identifier — ABCP TransactionThe unique identifier assigned by the reporting entity to this ABCP transaction in accordance with Article 11(2) of Delegated Regulation (EU) 2020/1224.NONOSEAR3Number Of Programmes Funding The TransactionNumber of ABCP programmes that are funding this transaction.NONOSEAR4No Longer STSHas the ABCP transaction ceased to meet STS requirements? If the ABCP transaction has never had STS status, then enter ND5.NOYESSEAR5Originator A Client Of The Programme SponsorHave the originator and programme sponsor been, at the time of the transfer of assets, in a client relationship?NONOSEAR6Security Interest GrantedDoes the relevant SSPE/bankruptcy-remote subsidiary of the originator grant security interest over its assets to the purchaser (SSPE)?NONOSEAR7Revenue Total originator revenues for the period covered by the most recent financial operating statement (i.e. year to date or trailing 12 months). Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESSEAR8Operating Expenses Total originator operating expenses provided by the most recent financial operating statement (i.e. year to date or trailing 12 months). Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYES SEAR9Current Assets Originator current assets (maturing within the next 12 months or as per the applicable accounting standard), as of the most recent financial operating statement. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESSEAR10Cash Originator cash holdings, as of the most recent financial operating statement. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESSEAR11Marketable Securities Originator marketable securities, as of the most recent financial operating statement. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESSEAR12Accounts Receivable Originator accounts receivable, as of the most recent financial operating statement. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESSEAR13Current Liabilities Originator current liabilities (due within the next 12 months or as per the applicable accounting standard), as of the most recent financial operating statement.

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESSEAR14Total Debt Originator total debt, as of the most recent financial operating statement. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESSEAR15Total Equity Originator total equity, as of the most recent financial operating statement. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESSEAR16Financial Statement CurrencyThe currency used in the financial reporting of fields SEAR7 — SEAR15.NOYESSEAR17Sponsor Supports Transaction At what level is the sponsor providing support: Transaction Level (TRXN) Programme Level (PRGM) Other (OTHR) NOYESSEAR18Sponsor Support TypeIs the sponsor providing full support to this transaction?NOYESSEAR19Length Of The Liquidity FacilityPeriod during which the transaction-level liquidity facility provides coverage to the transaction (in days).NOYES SEAR20Liquidity Facility Drawn Amount Amount drawn on the liquidity agreement between the previous data cut-off date and the data cut-off date of the present data submission. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESSEAR21Liquidity Facility CoverageMaximum funding amount (in percentage of the transaction underlying exposures) covered by the respective transaction-level liquidity facility.NOYESSEAR22Liquidity Facility Coverage IntervalThe maximum number of days interval before the liquidity facility begins to fund the transaction, following any trigger breach generating liquidity facility payouts.NOYESSEAR23Liquidity Facility Type Type of transaction-level liquidity facility: Asset Purchase (ASPR) Repurchase Agreement (RPAG) Loan Facility (LOFA) Participation Agreement (PAGR) Other (OTHR) NOYESSEAR24Liquidity Facility Repurchase Agreement Maturity DateIf the transaction-level liquidity facility uses repurchase agreements, enter the date at which the repurchase agreement will expire.NOYESSEAR25Liquidity Facility CurrencyThe currency in which funds from the transaction-level liquidity facility can be drawn.NOYESSEAR26Liquidity Facility Maturity DateDate at which the transaction-level liquidity facility will expire.NOYESSEAR27Liquidity Facility Provider NameEnter the full legal name of the transaction-level liquidity facility provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.NOYESSEAR28Liquidity Facility Provider Legal Entity IdentifierProvide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the transaction-level liquidity facility provider.NOYESSEAR29Overcollateralisation/Subordinated InterestThe percentage of subordinated interest retained in the underlying exposures sold by the seller (alternatively: the discount granted by the seller on the purchase price of the underlying exposures). Where the percentage of subordinated interest varies across the underlying exposures, the minimum OC across all of the underlying exposures are to be provided.NONO

SEAR30Transaction Excess Spread The amount of funds left over after application of all currently-applicable payments, costs, fees, etc., commonly referred to as excess spread. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOSEAR31Letter Of Credit Provider NameEnter the full legal name of the letter of credit provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.NOYESSEAR32Letter Of Credit Provider Legal Entity IdentifierProvide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the letter of credit provider for the transaction.NOYESSEAR33Letter Of Credit CurrencyLetter of credit currency denomination.NOYESSEAR34Maximum Letter Of Credit ProtectionMaximum amount of coverage, in percentage of the transaction underlying exposures, under the letter of credit protection agreement.NOYESSEAR35Guarantor NameEnter the full legal name of the guarantor--this includes arrangements whereby an institution commits to buy defaulted receivables from the seller. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.NOYESSEAR36Guarantor Legal Entity IdentifierProvide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the guarantor--this includes arrangements whereby an institution commits to buy defaulted receivables from the seller.NOYESSEAR37Maximum Guarantee Coverage Maximum amount of coverage under the guarantee/purchasing agreement. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESSEAR38Guarantee CurrencyThe currency in which funds from the guarantee are provided.NOYESSEAR39Guarantee Maturity DateDate at which the guarantee will expire.NOYESSEAR40Receivables Transfer Type How has the transfer of underlying exposures to the purchaser been achieved? True sale (1) Secured loan (2) Other (3) NONOSEAR41Repurchase Agreement Maturity DateDate at which any repurchase agreement governing the transfer of underlying exposures to the purchaser will expire.NOYES SEAR42Purchased Amount Amount of underlying exposures purchased from the originator in this transaction between the previous data cut-off date and the data cut-off date of the present data submission. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOSEAR43Maximum Funding Limit Maximum funding limit that can be provided to the originator under the transaction, as at the data cut-off date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESSEAR44Interest Rate Swap Benchmark Describe the type of interest rate swap benchmark on the payer leg of the swap is fixed to. In the event of multiple swaps in this transaction, this must reference the type of the most recently-contracted interest rate swap. MuniAAA (MAAA) FutureSWAP (FUSW)

LIBID (LIBI) LIBOR (LIBO) SWAP (SWAP) Treasury (TREA) Euribor (EURI) Pfandbriefe (PFAN) EONIA (EONA) EONIASwaps (EONS) EURODOLLAR (EUUS) EuroSwiss (EUCH) TIBOR (TIBO) ISDAFIX (ISDA) GCFRepo (GCFR) STIBOR (STBO) BBSW (BBSW) JIBAR (JIBA) BUBOR (BUBO) CDOR (CDOR) CIBOR (CIBO) MOSPRIM (MOSP) NIBOR (NIBO) PRIBOR (PRBO) TELBOR (TLBO) WIBOR (WIBO) Bank of England Base Rate (BOER) European Central Bank Base Rate (ECBR) Lender’s Own Rate (LDOR) Other (OTHR) NOYESSEAR45Interest Rate Swap Maturity Date Date of maturity for the transaction-level interest rate swap. In the event of multiple swaps in this transaction, enter the maturity date of the most recent swap. NOYESSEAR46Interest Rate Swap Notional Transaction-level interest rate swap notional amount. In the event of multiple swaps in this transaction, enter the notional of the most recent interest rate swap. NOYES SEAR47Currency Swap Payer CurrencyEnter the currency that the payer leg of the swap is paying. In the event of multiple swaps in this transaction, this must reference the type of the most recently-contracted currency rate swap.NOYESSEAR48Currency Swap Receiver CurrencyEnter the currency that the receiver leg of the swap is paying. In the event of multiple swaps in this transaction, this must reference the type of the most recently-contracted currency rate swap.NOYESSEAR49Exchange Rate For Currency Swap The exchange rate that has been set for a transaction-level currency swap. In the event of multiple swaps in this transaction, enter the exchange rate set for the most recent swap. NOYESSEAR50Currency Swap Maturity Date Date of maturity for the transaction-level currency swap. In the event of multiple swaps in this transaction, enter the maturity date of the most recently-concluded swap. NOYESSEAR51Currency Swap Notional Transaction-level currency swap notional amount. In the event of multiple swaps in this transaction, enter the amount covered by the most recently-contracted swap. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESTranche/bond-level information sectionSEAT1Unique Identifier — ABCP ProgrammeReport the same unique ABCP programme identifier here as the one entered into field SEAS1.NONOSEAT2Original Bond IdentifierThe original unique identifier assigned to this instrument. The reporting entity must not amend this unique identifier.NONOSEAT3New Bond IdentifierIf the original identifier in field SEAT2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the value in field SEAT2. The reporting entity must not amend this unique identifier.NONOSEAT4International Securities Identification NumberThe ISIN code assigned to this instrument, where applicable.NOYESSEAT5Tranche/Bond Type Select the most appropriate option to describe the repayment profile of the instrument: Hard bullet (i.e. fixed maturity date) (HBUL) Soft bullet (i.e. scheduled maturity date can be extended to the legal maturity date) (SBUL)

Scheduled amortisation (i.e. repayment of principal on scheduled amortisation dates) (SAMO) Controlled amortisation (i.e. repayment of principal begins at a specified period) (CAMM) Other (OTHR) NONO SEAT6Issue DateDate on which this instrument was issued.NONOSEAT7Legal MaturityThe date before which this instrument must be repaid in order not to be in default.NOYESSEAT8CurrencyThe currency denomination of this instrument.NONOSEAT9Current Principal Balance The par, or notional, balance of this instrument after the current Principal Payment Date Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOSEAT10Current CouponThe coupon on the instrument in basis points.NONOSEAT11Current Interest Rate Index The base reference interest index currently applicable (the reference rate off which the interest rate is set): MuniAAA (MAAA) FutureSWAP (FUSW) LIBID (LIBI) LIBOR (LIBO) SWAP (SWAP) Treasury (TREA) Euribor (EURI) Pfandbriefe (PFAN) EONIA (EONA) EONIASwaps (EONS) EURODOLLAR (EUUS) EuroSwiss (EUCH) TIBOR (TIBO) ISDAFIX (ISDA) GCFRepo (GCFR) STIBOR (STBO) BBSW (BBSW) JIBAR (JIBA) BUBOR (BUBO) CDOR (CDOR) CIBOR (CIBO) MOSPRIM (MOSP) NIBOR (NIBO) PRIBOR (PRBO) TELBOR (TLBO) WIBOR (WIBO) Bank of England Base Rate (BOER) European Central Bank Base Rate (ECBR) Lender’s Own Rate (LDOR) Other (OTHR) NOYES SEAT12Current Interest Rate Index Tenor Tenor of the current interest rate index: Overnight (OVNG) IntraDay (INDA) 1 day (DAIL) 1 week (WEEK) 2 week (TOWK) 1 month (MNTH) 2 month (TOMN) 3 month (QUTR) 4 month (FOMN) 6 month (SEMI) 12 month (YEAR) On Demand (ONDE) Other (OTHR) NOYESSEAT13Interest Payment Frequency The frequency with which interest is due to be paid on this instrument: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) NONOSEAT14Current Credit EnhancementThe current instrument credit enhancement, calculated as per the originator/sponsor/SSPE’s definitionNONOSEAT15Credit Enhancement FormulaDescribe/Enter the formula used to calculate the bond-level credit enhancement.NOYESAccount-level information sectionSEAA1Unique Identifier — ABCP TransactionReport the same unique ABCP transaction identifier here as the one entered into field SEAR2.NONOSEAA2Original Account IdentifierThe original unique account identifier. The reporting entity must not amend this unique identifier.NONO SEAA3New Account IdentifierIf the original identifier in field SEAA2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in SEAA2. The reporting entity must not amend this unique identifier.NONOSEAA4Account Type The type of account: Cash Reserve Account (CARE) Commingling Reserve Account (CORE) Set-off Reserve Account (SORE) Liquidity Facility (LQDF) Margin Account (MGAC) Other Account (OTHR) NONOSEAA5Account Target Balance The amount of funds that would be on deposit in the account in question when it is fully funded pursuant to the securitisation documentation.

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NOYESSEAA6Account Actual Balance The balance of funds on deposit in the account in question at the Accrual End Date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NONOSEAA7Amortising AccountIs the account amortising over the lifetime of the securitisation?NONOCounterparty-level information sectionSEAP1Unique Identifier — ABCP TransactionReport the same unique ABCP transaction identifier here as the one entered into field SEAR2.NONOSEAP2Counterparty Legal Entity IdentifierProvide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the counterparty.NONOSEAP3Counterparty NameGive the full legal name of the counterparty. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database.NONOSEAP4Counterparty Type The type of counterparty: Account Bank (ABNK) Backup Account Bank (BABN) Account Bank Facilitator (ABFC) Account Bank Guarantor (ABGR) Collateral Agent (CAGT) Paying Agent (PAYA) Calculation Agent (CALC) Administration Agent (ADMI) Administration Sub-Agent (ADSA) Transfer Agent (RANA) Verification agent (VERI) Security agent (SECU) Cash Advance Provider (CAPR) Collateral Provider (COLL) Guaranteed Investment Contract Provider (GICP) Insurance Policy Credit Provider (IPCP) Liquidity Facility Provider (LQFP) Backup Liquidity Facility Provider (BLQP) Savings Mortgage Participant (SVMP) Issuer (ISSR) Originator (ORIG) Seller (SELL) Sponsor of the Securitisation Special Purpose Entity (SSSP) Servicer (SERV) Backup Servicer (BSER) Backup Servicer Facilitator (BSRF) Special Servicer (SSRV) Subscriber (SUBS) Interest Rate Swap Provider (IRSP) Backup Interest Rate Swap Provider (BIPR) Currency Swap Provider (CSPR) Backup Currency Swap Provider (BCSP) Auditor (AUDT) Counsel (CNSL) Trustee (TRUS) Representative of Noteholders (REPN) Underwriter (UNDR) Arranger (ARRG) Dealer (DEAL) Manager (MNGR) Letter of Credit Provider (LCPR) Multi-Seller Conduit (MSCD) Securitisation Special Purpose Entity (SSPE) Liquidity or Liquidation Agent (LQAG) Equity owner of conduit/SSPE (EQOC) Swingline Facility Provider (SWNG) Start-up Loan or Lease Provider (SULP) Repurchase Agreement Counterparty (RAGC) Cash Manager (CASM) Collection Account Bank (CACB) Collateral Account Bank (COLA) Subordinated Loan Provider (SBLP) Collateralised Loan Obligation Manager (CLOM) Portfolio Advisor (PRTA) Substitution Agent (SUBA) Other (OTHR) NONO SEAP5Counterparty Country Of EstablishmentCountry where the counterparty is established.NONOSEAP6Counterparty Rating Threshold If there is a ratings-based threshold specified for the service performed by this counterparty in the securitisation, enter the counterparty rating threshold as at the data cut-off date. In the event of multiple ratings, all ratings are to be provided as per the XML schema. If there is no such ratings-based threshold, enter ND5.

NOYESSEAP7Counterparty Rating If there is a ratings-based threshold specified for the service performed by this counterparty in the securitisation, enter the counterparty rating as at the data cut-off date. In the event of multiple rating thresholds, all rating thresholds are to be provided as per the XML schema. If there is no such ratings-based threshold, enter ND5. NOYESSEAP8Counterparty Rating Source Legal Entity Identifier If there is a ratings-based threshold specified for the service performed by this counterparty in the securitisation, enter the Legal Entity Identifier of the provider of the counterparty rating (as specified in the Global Legal Entity Foundation (GLEIF) database) as at the data cut-off date. In the event of multiple ratings, all rating provider Legal Entity Identifiers are to be provided as per the XML schema. If there is no such ratings-based threshold, enter ND5. NOYESSEAP9Counterparty Rating Source Name If there is a ratings-based threshold specified for the service performed by this counterparty in the securitisation, enter the full name of the provider of the counterparty rating as at the data cut-off date. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. In the event of multiple ratings, all rating provider Legal Entity Identifiers are to be provided as per the XML schema. If there is no such ratings-based threshold, enter ND5. NOYES Any other information sectionSEAO1Unique IdentifierThe unique identifier entered into field SEAS1.NONOSEAO2Any Other Information Line NumberEnter the line number of the other informationNONOSEAO3Any Other InformationThe other information, line by lineNONO