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Bank of England Loan Level Data: Reporting Template for CMBS Portfolios

(Version 1, December 2011)


The three tables in this template should be populated with details relating to all loans assigned to the transaction
Guidance Notes:
- Where lists are used, issuers should try where possible to adhere to the designations provided but may add terms to the list provided they are defined in the reporting glossary
- Data should be published on 'optional' fields to the extent the Originator holds and/or uses such information and its provision would not breach any Data Protection legislation
- Where fields are tagged as 'dynamic', related data should be as of the most recent pool cut-off date
- Where fields are tagged as 'static', related data is expected to be recorded as at origination. However, to the extent updated information for these fields is available, such data should be recorded in the template
- Characterisation of fields as static or dynamic should be considered as a guide only. If updated information is available on the static fields these fields should be updated
- Data on redeemed and repurchased loans should be included for one reporting period following redemption. Data on defaulted assets should continually be provided
- Comply or explain principles apply in relation to definitions. Issuers should seek to adhere with the definitions published in the spreadsheet or those considered to be standard market practice
- A glossary of definitions should be provided by the Issuer
- Where data for fields has not been collected, the related field should be left blank
- There are a number of refernces to ECB defintions which are yet to be published. In the event the ECB's definitons are not available by the time of publication of data, issuers should clearly outline the defintions they have utilised

Property Level
Template for Newly Added Assets - Initial Rating Point, Substituted Assets, Product Changes etc.
Field Number

Priority

TAG

Field Name

Category

Data Type

AC1

Mandatory

static

Transaction Pool Identifier

Core

Text/Numeric

Field Definition & Criteria

Data Type / Format

Maximum Length

Jurisdiction

Text/Numeric

50

AC2

Mandatory

static

Group Identifier

Core

Text/Numeric

AC3

Mandatory

static

Loan Servicer Identifier

Core

Text/Numeric

The alpha-numeric code assigned to each loan group within an issue. A group identifier may not be applicable for
every transaction.
The loan servicer unique identification string assigned to the loan.

All

Text/Numeric

50

AC4

Mandatory

static

Offering Circular Loan Identifier

Core

Text/Numeric

The offering circular or prospectus unique number assigned to each loan within the transaction or pool.

All

Text/Numeric

50

All

Text/Numeric

50

AC5

Mandatory

static

Transaction Loan Name

Core

Text

The offering circular or prospectus unique name assigned to each loan within the transaction or pool.

All

Text

50

AC6
AC7
AC8
AC9
AC10
AC11
AC12

Mandatory
Mandatory

static
static

Loan Sponsor
Loan Origination Date
blank
blank
blank
blank
blank

Core
Core

Text
Date

All

Loan sponsor
Date of original loan advance.

Text
DD-MM-YYYY

50
10

All
All

AC13

Mandatory

dynamic

Property Cross-Collateralised
Loan Grouping

Property Collateral

Text/Numeric

AC14

Mandatory

static

Property Name

Property Collateral

Text

Please enter relevant Offering Circular Loan Identifiers, if one property secures several loans within the transaction or
pool.
The name of the property that serves as security for the loan. If multiple properties, print "Various."

Text/Numeric

50

All

Text

50

AC15

Mandatory

static

Property Address

Property Collateral

Text

All

The address of the property that serves as security for the loan. If multiple properties, print "Various."

Text

50

AC16

Mandatory

static

Property City Town

Property Collateral

Text

All

City or town name where the property or properties are located. If multiple properties have the same city then print
the city, otherwise print "Various". Missing information print "Incomplete".

Text

50

All

The unique transaction or pool identification string. Transaction name

The region description of where the property is located based on the Nomenclature of Terratorial Units for Statistics
(NUTS) using regional coding format (NUTS2).
AC17

Mandatory

static

Property Region

Property Collateral

Text

AC18

Mandatory

static

Property Post Code

Property Collateral

Text/Numeric

AC19

Mandatory

static

Property Country

Property Collateral

AC20

Mandatory

AC21

Mandatory

AC22

Mandatory

AC23

Mandatory

AC24

Mandatory

AC25

Mandatory

static

Text

50

All

The primary property postal code. First 2 - 4 characters must be provided at a minimum.

Text/Numeric

50

All

List

The country where the property is located. If multiple properties have the same country then print the country,
otherwise print "Various".

Text/Numeric

50

All

The property type or use reference defined in the valuation report or offering documentation.
Caravan Park (1)
Car Park (2)
Health Care (3)
Hospitality / Hotel (4)
Industrial (5)
Land (6)
Leisure (7)
Multifamily (8)
Mixed Use (9)
Office (10)
Pub (11)
Retail (12)
Self Storage (13)
Warehouse (14)
Various (15)
Other (16)
No Data (0)

List

All

YYYY

All

YYYY

All

9(11).99

14

All

Y / N / ND

All

9(4)

All

List

All

List

All

DD-MM-YYYY

10

All

List

All

DD-MM-YYYY

10

All

9(11).99

14

All

DD-MM-YYYY

10

All

9(11).99

14

All

Text

50

All

9(11).99

14

All

Property Type Code

Property Collateral

List

static

Year Built

Property Collateral

Date

dynamic

Year Last Renovated

Property Collateral

Date

dynamic

Net Square Metres At Issue Date

Property Collateral

Numeric

dynamic

Net Internal Floor Area Validated

Property Collateral

Y / N / ND

static

Number of Units/Beds/Rooms

Property Collateral

Numeric

Year the property was built per the valuation report or offering document. For multiple properties, if all the same print
the year, else leave empty.
Year that last major renovation/new construction was completed on the property per the valuation report or offering
document.
The total net rentable area of the properties in square metres that serve as security for the loan per the most recent
valuation report. Complete either square feet or square metres field (or both if easier) .
Has a Valuer verified the net internal floor area of the property?
For property type Multifamily enter number of units, for Hospitality/Hotel/Healthcare - beds, for Caravan Parks - units,
Lodging=rooms, Self Storage=units.
Most recent loan status of property. Please utilise the relevant coding.
In Foreclosure (1)
Real Estate Owned (REO) (2)
Defeased (3)
Partial Release (4)
Release (5)
Same as at issue date (6)
Other (7)
No Data (8)

AC26

Mandatory

dynamic

Property Status

Property Collateral

List

AC27

Optional

static

Property Condition

Property Collateral

List

Property condition per loan servicer most recent property inspection or valuation report.
Excellent (1)
Good (2)
Fair (3)
Poor (4)
Other (5)
No Data (0)

AC28

Optional

dynamic

Date of Last Property Inspection

Property Collateral

Date

Date of last physical site inspection

List

The relevant form of property title. A lease on land only, in which the borrower usually owns a building or is required to
build as specified in the lease. Such leases are usually long-term net leases; the borrower's rights and obligations
continue until the lease expires or is terminated through default.
Leasehold (1)
Freehold (2)
Mixed (3)
Other (4)
No Data (0)
Provide the earliest date the leasehold interest expires.

AC29

Mandatory

static

Property Form of Title

Property Collateral

AC30
AC31

Mandatory

static

Property Leasehold Expiry

Property Collateral

Date

Mandatory

dynamic

Ground Rent Payable

Property Collateral

Numeric

AC32

Mandatory

dynamic

Date of Most Recent Valuation

Property Collateral

Date

AC33

Mandatory

dynamic

Most Recent Valuation

Property Collateral

Numeric

AC34

Optional

dynamic

Most Recent Valuation Source

Property Collateral

Text

AC35

Optional

static

AC36

Optional

dynamic

Total Reserve Balance allocated to


Property Collateral
Property
Party that carried out the last
property inspection

Numeric

Property Collateral

If property is leasehold, please provide the current annual leasehold rent payable to the leassor.
Date of the last property valuation. For multiple properties, if several dates, enter latest.
The most recent valuation of all properties securing the loan. If multiple properties, sum the value. If missing any,
leave empty.
Name of valuation firm who performed the most recent property valuation.
Total balance of the reserve accounts for the property at the Loan Payment Date. Includes Maintenance, Repairs &
Environmental, etc. (excludes Tax & Insurance escrows). Includes leasing commissions for reserves.

Text

The party that carried out the last property inspection.

Text

50

All

List

All

AC37

Mandatory

dynamic

Most Recent Valuation Basis

Property Collateral

List

The most recent Valuation Basis


Open Market (1)
Vacant Possession (2)
Other (3)
No Data (0)
With Special Assumption

AC38

Optional

dynamic

Next Scheduled Valuation Date

Property Collateral

Date

Next scheduled valuation date.

DD-MM-YYYY

10

All

Date the property was contributed to this securitisation. If this property has been substituted, enter the date of the
substitution. If the property was part of the original transaction, this will be the Issue Date.

DD-MM-YYYY

10

All

9(2).99

All

DD-MM-YYYY

10

All

9(11).99

14

All

AC39
AC40
AC41
AC42
AC43
AC44

blank
blank
blank
blank
blank
Mandatory

static

Property Issue Date

CMBS Issue Date


Details

Date

CMBS Issue Date


Details

Numeric

AC45

Mandatory

static

Allocated Percentage of Loan at


Issue Date

AC46

Mandatory

static

Date of Financials at Issue Date

AC47

Optional

static

Property Revenue at Issue Date

AC48

Optional

static

Operating Expenses at Issue Date

AC49

Optional

dynamic

Net Operating Income at Issue


Date

AC50

Optional

static

AC51

Optional

static

AC52

Optional

static

Debt Service Cover Ratio (Net


Operating Income) at Issue Date

AC53

Mandatory

static

Valuation at Issue Date

AC54

Mandatory

static

Name of Valuer at Issue

AC55

Mandatory

dynamic

Date of Valuation at Issue Date

AC56

Optional

dynamic

Vacant Possession Value at Date


of Issue

AC57

Mandatory

dynamic

Commercial Area

CMBS Issue Date


Details
CMBS Issue Date
Details
CMBS Issue Date
Details

CMBS Issue Date


Details
CMBS Issue Date
Capital Expenditure at Issue Date
Details
CMBS Issue Date
Net Cash Flow at Issue Date
Details
CMBS Issue Date
Details
CMBS Issue Date
Details
CMBS Issue Date
Details
CMBS Issue Date
Details
CMBS Issue Date
Details
CMBS Issue Date
Details

Date
Numeric

Allocated loan % attributable to property at Issue Date where there is more than one property securing the loan. This
may be set out in the Loan Agreement, otherwise assign by valuation or NOI.
The end date of the financials for the information used in the Offering Circular (e.g. year to date, annual, Quarterly or
trailing 12 months).
The total underwritten revenue from all sources for a property as described in the Offering Circular. If multiple
properties, sum the values.

Numeric

Total underwritten operating expenses for the properties a 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.

9(11).99

14

All

Numeric

Revenue less Operating Expenses at Issue Date. If multiple properties, sum the values.

9(11).99

14

All

Numeric

Capital Expenses at Issue Date (as opposed to repairs and maintenance) if identified in the Offering Circular.

9(11).99

14

All

Numeric

Net Operating Income less Capital Expenses at Issue Date .

9(11).99

14

All

Numeric

The Debt Service Cover Ratio (DSCR) at Issue Date. Calculate by using the Net Operating Income (NOI) at Issue
Date and applying the Allocated % of Loan at Issue Date to the Periodic Principal and Interest at Issue Date.

9(8).9(4)

13

All

Numeric

The valuation of the properties securing the loan at Issue Date as described in the Offering Circular.

9(11).99

14

All

Text

Name of valuation firm who performed the property valuation at issue.

Date

The date the valuation was prepared for the values disclosed in the Offering Circular.

Text

50

All

DD-MM-YYYY

10

All

Numeric

Vacant possession value at Date of Issue.

9(11).99

14

All

Numeric

The total net Commercial rentable area of the properties in square metres that serve as security for the loan per the
most recent valuation report.

9(11).99

14

All

Bank of England Loan Level Data: Reporting Template for Commercial Mortgage Pools (Property Level)

Page 1 of 13

Field Number

Priority

TAG

Field Name

Category

Data Type

AC58

Mandatory

dynamic

Residential Area

CMBS Issue Date


Details

Numeric

Residential area of property in square meters. The total net Residential rentable area of the properties in square
metres that serve as security for the loan per the most recent valuation report.

AC59
AC60
AC61
AC62
AC63
AC64

Field Definition & Criteria

Data Type / Format

Maximum Length

Jurisdiction

9(11).99

14

All

blank
blank
blank
blank
blank
Mandatory

dynamic

Current Allocated Loan


Percentage

Recent YTD
Financials

Numeric

Allocated loan % attributable to property at Loan Payment Date where there is more than one property securing the
loan, the sum of all % should total 100%. This may be set out in the Loan Agreement, otherwise assign by valuation
(Net Operating Income).

9(2).99

All

Recent YTD
Financials

Numeric

Apply the Current Allocated % to the Actual Balance outstanding on the Loan.

9(11).99

14

All

AC65

Mandatory

dynamic

Current Allocated Ending Loan


Amount

AC66

Mandatory

dynamic

Most Recent Financial As of Start


Date

Recent YTD
Financials

Date

The first day of the financials used for the most recent financial operating statement (e.g. Monthly, Quarterly, Year to
Date or Trailing 12 months). If multiple properties and all the same date, print date.

DD-MM-YYYY

10

All

AC67

Mandatory

dynamic

Most Recent Financial As of End


Date

Recent YTD
Financials

Date

The end date of the financials used for the most recent financial operating statement (e.g. Monthly, Quarterly, Year to
Date or Trailing 12 months). If multiple properties and all the same date, print date.

DD-MM-YYYY

10

All

AC68

Mandatory

dynamic

Last Month of Year used for


Reporting Financials

Recent YTD
Financials

text

Enter the month that the financials for each year (most recent, preceding and second preceding) will end.

Text

50

All

AC69

Optional

dynamic

Net Operating Income / Net Cash


Flow Indicator

Recent YTD
Financials

List

Text/Numeric

50

All

List

All

The calculation method in which Net Operating Income (NOI) / Net Cash Flow (NCF) is being used in these reports.

This field is used to describe the period for which the most recent financial data is reflected.
Check Start & End Date applies to fields EL66 to EL83. If there are multiple properties that are all the same, print the
value. If missing any values or they are not the same, use combination of statements covering the same period with
the same value.
Trailing 12 months actual (1)
Trailing 12 months normalized (2)
Year to Date actual (3)
Year to Date normalized (4)
Other (5)
No Data (0)

AC70

Mandatory

dynamic

Most Recent Financial Indicator

Recent YTD
Financials

List

AC71

Mandatory

dynamic

Most Recent Revenue

Recent YTD
Financials

Numeric

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 all the properties. For multiple properties then sum the revenue (should match
figures for sum of properties in Property File for this loan). If multiple properties exist and data is not available for all
properties

9(11).99

14

All

AC72

Mandatory

dynamic

Most Recent Operating Expenses

Recent YTD
Financials

Numeric

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 all properties. 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. If multiple properties exist and data is not available for all properties.

9(11).99

14

All

AC73

Mandatory

dynamic

Most Recent Net Operating


Income

Recent YTD
Financials

Numeric

Total revenues less total operating expenses for the period covered by the most recent financial operating statement.
If multiple properties exist and data is not available for all properties.

9(11).99

14

All

AC74

Mandatory

dynamic

Most Recent Capital Expenditure

Recent YTD
Financials

Numeric

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 all the properties. If
multiple properties exist and data is not available for all properties.

9(11).99

14

All

AC75

Mandatory

dynamic

Most Recent Net Cash Flow

Recent YTD
Financials

Numeric

Total Net Operating Income less Capital Expenses for the period covered by the most recent financial operating
statement.

9(11).99

14

All

AC76

Mandatory

dynamic

Most Recent Debt Service Amount

Recent YTD
Financials

Numeric

Total scheduled payments of principal and interest due during the period covered by the most recent financial
operating statement (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months).

9(11).99

14

All

AC77

Mandatory

dynamic

Most Recent DSCR (NOI)

9(11).99

14

All

AC78

Mandatory

dynamic

Contractual Annual Rental Income

9(11).99

14

All

AC79
AC80
AC81
AC82
AC83

Recent YTD
Financials
Recent YTD
Financials

Numeric
Numeric

Calculate the DSCR based on NOI for the period covered by the most recent financial operating statement (e.g.
Monthly, Quarterly, Year to Date or Trailing 12 months).
The contractual annual rental income derived from the most recent Borrower tenancy schedule. Refer to EP100 for
inputs.

blank
blank
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AC84

Mandatory

dynamic

AC85

Mandatory

dynamic

AC86

Mandatory

dynamic

AC87

Optional

dynamic

Property
Occupancy Detail

Date

DD-MM-YYYY

10

All

Property
Occupancy Detail

Numeric

The most recent available percentage of rentable space actually occupied (ie where tenants are actually in
occupation and not vacated). Should be derived from a rent roll or other document indicating occupancy consistent
with most recent financial year information. If multiple properties, populate with weighted average, using the
calculation Current Allocated % (Prop) * Occupancy (Oper) for each Property.

9(2).99

All

Most Recent Physical Occupancy

Property
Occupancy Detail

Numeric

The most recent available percentage of rentable space actually occupied (ie where tenants are actually in
occupation and not vacated). Should be derived from a rent roll or other document indicating occupancy consistent
with most recent financial year information.

9(2).99

All

Most Recent Economic


Occupancy

Property
Occupancy Detail

Numeric

The most recent available percentage of rentable space with signed leases in place (tenants may not be in
occupation but are paying rent). Should be derived from a rent roll or other document indicating occupancy consistent
with most recent financial year information.

9(2).99

All

Y / N / ND

Y / N / ND

All

9(4)

All

DD-MM-YYYY

10

All

9(4)

All

Occupancy as of Date

Physical Occupancy at Issue Date

Date 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).

AC88

Mandatory

dynamic

Available Tenant by Tenant Data

Property
Occupancy Detail

AC89

Optional

dynamic

Number of Tenants

Property
Occupancy Detail

Numeric

AC90

Optional

dynamic

Current Units As of Date

Property
Occupancy Detail

Date

AC91

Optional

dynamic

Current Units

Property
Occupancy Detail

Numeric

For property type Multifamily Breakup (MFB) enter number of units left to be sold

AC92

Mandatory

dynamic

Weighted Average Lease Terms

Property
Occupancy Detail

Numeric

Weighted average lease terms.

9(11).99

14

All

AC93

Mandatory

dynamic

Weighted Average Lease Terms


(1st Break)

Property
Occupancy Detail

Numeric

Weighted average lease terms after all 1st Break options.

9(11).99

14

All

AC94
AC95
AC96
AC97
AC98

Is the tenant information available on a tenant by tenant basis?


Number of tenants. This refers to the number of Tenant's NOT Tenancies. So if the same company has more than 1
lease in the same property this only counts as 1 tenant.
Date of most recent update to current units.

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blank

AC99

Mandatory

dynamic

% Income expiring 1-12 months

CMBS Top Three


Tenant Details

Numeric

Percentage of income expiring in 1 to 12 months from Occupancy as of Date (Field EP100).

9(2).99

All

AC100

Mandatory

dynamic

% Income expiring 13-24 months

CMBS Top Three


Tenant Details

Numeric

Percentage of income expiring in 13 to 24 months.

9(2).99

All

AC101

Mandatory

dynamic

% Income expiring 25-36 months

CMBS Top Three


Tenant Details

Numeric

Percentage of income expiring in 25 to 36 months.

9(2).99

All

AC102

Mandatory

dynamic

% Income expiring 37-48 months

CMBS Top Three


Tenant Details

Numeric

Percentage of income expiring in 37 to 48 months.

9(2).99

All

AC103

Mandatory

dynamic

% Income expiring 49+ months

CMBS Top Three


Tenant Details

Numeric

Percentage of income expiring in 49 or more months.

9(2).99

All

AC104

Mandatory

dynamic

Largest Tenant by income (Net)

CMBS Top Three


Tenant Details

Text

Name of largest current tenant by net rent.

Text

50

All

AC105

Mandatory

dynamic

Date of Lease Expiration of


Largest Tenant

CMBS Top Three


Tenant Details

Date

Expiration date of lease of largest current tenant (by net rent).

DD-MM-YYYY

10

All

AC106

Mandatory

dynamic

Rent Payable by Largest Tenant

CMBS Top Three


Tenant Details

Numeric

9(11).99

14

All

AC107

Mandatory

dynamic

2nd Largest Tenant by Income


(Net)

CMBS Top Three


Tenant Details

Text/Numeric

Name of second largest current tenant (by net rent).

Text/Numeric

50

All

AC108

Mandatory

dynamic

Date of Lease Expiration of 2nd


Largest Tenant

CMBS Top Three


Tenant Details

Date

Expiration date of lease of second largest current tenant (net annual rent).

DD-MM-YYYY

10

All

AC109

Mandatory

dynamic

Rent Payable by 2nd Largest


Tenant

CMBS Top Three


Tenant Details

Numeric

9(11).99

14

All

AC110

Mandatory

dynamic

3rd Largest Tenant by Income


(Net)

CMBS Top Three


Tenant Details

Text/Numeric

Name of third largest current tenant (by net rent).

Text/Numeric

50

All

AC111

Mandatory

dynamic

Date of Lease Expiration of 3rd


Largest Tenant

CMBS Top Three


Tenant Details

Date

Expiration date of lease of third largest current tenant (net annual rent).

DD-MM-YYYY

10

All

AC112

Mandatory

dynamic

Rent Payable by 3rd Largest


Tenant

CMBS Top Three


Tenant Details

Numeric

9(11).99

14

All

AC113

Optional

dynamic

Rating of Largest Tenant

CMBS Top Three


Tenant Details

Text/Numeric

Rating of largest tenant as of the Distribution Date

Text/Numeric

50

All

AC114
AC115
AC116
AC117
AC118

Annual Rent payable by largest current tenant.

Rent Payable by second largest current tenant.

Rent Payable by third largest current tenant.

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AC119

Mandatory

dynamic

Date Asset Expected to Be


Resolved or Foreclosed

CMBS Foreclosure
Detail

Date

Estimated date the Special Servicer expects resolution. If multiple properties, print latest date from the affiliated
properties. If in foreclosure = Expected Date of Foreclosure and if Property Possession = Expected Sale Date.

DD-MM-YYYY

10

All

AC120

Mandatory

dynamic

Possession Proceedings Start


Date

CMBS Foreclosure
Detail

Date

The date on which foreclosure proceedings or alternative enforcement procedures were initiated against or agreed by
the borrower.

DD-MM-YYYY

10

All

AC121

Mandatory

dynamic

Date of Receivership

CMBS Foreclosure
Detail

Date

The date on which title to (or an alternative form of effective control and ability to dispose of) the collateral property
were obtained.

DD-MM-YYYY

10

All

AC122
AC123
AC124
AC125
AC126

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Bank of England Loan Level Data: Reporting Template for Commercial Mortgage Pools (Property Level)

Page 2 of 13

Bank of England Loan Level Data: Reporting Template for CMBS Loan Portfolios
(Version 1, December 2011)
The three tables in this template should be populated with details relating to all loans assigned to the transaction
Guidance Notes are provided on the Property Level table.

Loan Periodic
Field
Number
AC1

Priority

TAG

Field Name

Category

Data Type

Mandatory

static

Transaction Pool Identifier

Core

Text/Numeric

The unique transaction or pool identification string. Transaction name

Text/Numeric

50

All

AC2

Mandatory

static

Group Identifier

Core

Text/Numeric

The alpha-numeric code assigned to each loan group within an issue. A group identifier may not be applicable for every transaction.

Text/Numeric

50

All

AC3
AC4
AC5
AC6
AC7
AC8
AC9
AC10
AC11
AC12

Mandatory
Mandatory
Mandatory
Mandatory
Mandatory

static
static
static
static
static

Loan Servicer Identifier


Offering Circular Loan Identifier
Transaction Loan Name
Loan Sponsor
Loan Origination Date
blank
blank
blank
blank
blank

Core
Core
Core
Core
Core

Text/Numeric
Text/Numeric
Text
Text
Date

The loan servicer unique identification string assigned to the loan.


The offering circular or prospectus unique number assigned to each loan within the transaction or pool.
The offering circular or prospectus unique name assigned to each loan within the transaction or pool.
Loan sponsor
Date of original loan advance.

Text/Numeric
Text/Numeric
Text
Text
DD-MM-YYYY

50
50
50
50
10

All
All
All
All
All

AC127

Mandatory

dynamic

Number of Properties

Payment Dates

Numeric

9(4)

All

AC128

Mandatory

dynamic

Loan Payment Date

Payment Dates

Date

The date principal and interest is paid to the Issuer, this would normally be the interest payment date of the loan.

DD-MM-YYYY

10

All

AC129

Mandatory

dynamic

Paid through Date

Payment Dates

Date

The date at which all payments have been paid in full with no shortfalls. On a performing loan this will be the Loan Payment Date immediately
prior to the date in Field EL6.

DD-MM-YYYY

10

All

AC130

Mandatory

dynamic

Index Rate Reset Date

Payment Dates

Date

For adjustable rate loans, the next date that the interest rate is due to change. For fixed rate loans, enter the next interest payment date.

DD-MM-YYYY

10

All

DD-MM-YYYY

10

All

DD-MM-YYYY

10

All

DD-MM-YYYY

10

All

9(4).9(8)

13

All

9(4).9(8)

13

All

AC131

Mandatory

dynamic

Next Payment Adjustment Date

Payment Dates

Date

AC132

Mandatory

dynamic

Loan Maturity Date

Payment Dates

Date

AC133

Mandatory

dynamic

Next Loan Payment Date

Payment Dates

Date

AC134
AC135
AC136
AC137
AC138

Field Definition & Criteria

The number of properties that serve as security for the loan.

For adjustable rate loans, the next date that the amount of scheduled principal and/or interest is due to change. For fixed rate loans, enter the
next payment date.
The current maturity date of the loan as defined in the loan agreement. This would not take into account any approved maturity date
extendtensions that may be allowed under the loan agreement.
Date of next loan payment.

Data Type / Format Maximum Length

Jurisdiction

blank
blank
blank
blank
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The index rate used to determine the current whole loan interest rate. The interest rate (before margin) used to calculate the interest paid on the
(Whole) Loan Payment Date in Field EL6.
Margin used to determine the current whole loan interest rate. The margin being used to calculate the interest paid on the (Whole) Loan
Payment Date in Field EL6.

AC139

Mandatory

dynamic

Current Index Rate (Whole Loan)

Interest Rate

Numeric

AC140

Mandatory

dynamic

Current Margin Rate (Whole Loan)

Interest Rate

Numeric

AC141

Mandatory

dynamic

Current Interest Rate (Whole Loan)

Interest Rate

Numeric

The total interest rate being used to calculate the interest paid on the(Whole) Loan Payment Date in Field EL6 (sum of Field EL16 and EL18).

9(4).9(8)

13

All

AC142

Mandatory

dynamic

Current Interest Rate (A-Loan)

Interest Rate

Numeric

9(4).9(8)

13

All

AC143

Mandatory

dynamic

Next Index Rate (Whole Loan)

Interest Rate

Numeric

Gross rate per annum used to calculate the current period scheduled interest on the A portion of the loan.
The next period index rate used to determine the current whole loan interest rate. The interest rate (before margin) used to calculate the interest
paid on the (Whole) Loan Payment Date in Field EL6.

9(4).9(8)

13

All

AC144

Mandatory

dynamic

Current Defalut Rate (Whole Loan)

Interest Rate

Numeric

Total interest being used to calculate the default interest paid on the whole loan paymnet date in field EL42

9(4).9(8)

13

All

AC145
AC146
AC147
AC148
AC149

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blank
blank
blank
blank

AC150

Mandatory

dynamic

Current Beginning Opening Balance


(Whole Loan)

CMBS Principal
Details

Numeric

Outstanding balance at beginning of current period. The outstanding balance of the loan at the beginning of the interest period used the
calculate the interest due on the Loan Payment Date in Field EL6.

9(11).99

14

All

AC151

Mandatory

dynamic

Scheduled Principal Amount (Whole


Loan)

CMBS Principal
Details

Numeric

Scheduled principal payment due on the loan for the current period . The principal payment due to be paid to the Issuer on the Loan Payment
Date in Field EL6 eg amortisation but not prepayments.

9(11).99

14

All

AC152

Mandatory

dynamic

Current Ending Scheduled Balance


(Whole Loan)

CMBS Principal
Details

Numeric

Outstanding scheduled principal balance of loan at end of current period following amortisation but prior to any prepayments. The principal
balance of the loan that would be outstanding following the scheduled principal payment but prior to any prepayments (Field EL24 minus
EL25).

9(11).99

14

All

AC153

Mandatory

dynamic

Unscheduled Principal Collections (Whole CMBS Principal


Loan)
Details

Numeric

Unscheduled payments of principal received during the current period. Other principal payments received during the interest period that will be
used to pay down the loan. This may relate to sales proceeds, voluntary prepayments, or liquidation amounts.

9(11).99

14

All

AC154

Mandatory

dynamic

Other Principal Adjustments (Whole Loan)

CMBS Principal
Details

Numeric

Unscheduled principal adjustments for interest period, not associated with movement of cash. Any other amounts that would cause the balance
of the loan to be decreased or increased in the current period which are not considered Unscheduled Principal Collections and are not
Scheduled Principal. Examples include write offs and adjustments necessary to synchronize the Servicer's records with the value of the bonds.

9(11).99

14

All

AC155

Mandatory

dynamic

Actual principal paid

CMBS Principal
Details

Numeric

The actual princpal paid as of the most recent IPD

9(11).99

14

All

AC156

Mandatory

dynamic

Actual Ending Loan Balance (Whole


Loan)

CMBS Principal
Details

Numeric

Outstanding actual principal balance at the end of the current period. The actual balance of the loan outstanding for the next interest period
following all principal payments.

9(11).99

14

All

AC157

Mandatory

dynamic

Current Beginning Balance (A- Loan)

CMBS Principal
Details

Numeric

Outstanding balance (A- Loan) at beginning of current period. The outstanding balance of the A Loan at the beginning of the interest period
used to calculate the interest due on the Loan Payment Date.

9(11).99

14

All

AC158

Mandatory

dynamic

Total Principal Collections (A- Loan)

CMBS Principal
Details

Numeric

All payments of principal (A- Loan) received during the current period. The principal payment of the A- Loan due to be paid to the Issuer on the
Loan Payment Date in Field EL6 eg amortisation but not prepayments.

9(11).99

14

All

AC159

Mandatory

dynamic

Actual Ending Loan Balance (A- Loan)

CMBS Principal
Details

Numeric

Outstanding actual principal balance (A- Loan) at the end of the current period. The principal balance of the A- Loan that would be outstanding
following the scheduled principal payment.

9(11).99

14

All

AC160

Mandatory

dynamic

Committed Undrawn Facility Loan


Balance (Whole Loan)

CMBS Principal
Details

Numeric

The total whole loan (senior debt) remaining facility/ Undrawn balance at the end of the period. The total whole loan (senior debt) remaining
facility at the end of the Interest Payment Date that the borrower can still draw upon

9(11).99

14

All

CMBS Interest
Details

Numeric

Gross interest for period assuming no repayment in current period for the whole loan. The total interest that is due on the Loan Payment Date,
assuming no prepayments are made during the interest period. Interest should be based on the underlying rate as per the loan agreement

9(11).99

14

All

9(11).99

14

All

AC161
AC162
AC163
AC164
AC165
AC166

AC167

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blank
blank
blank
blank
Mandatory

Mandatory

dynamic

dynamic

Scheduled Interest Amount Due (Whole


Loan)

Prepayment Interest Excess_Shortfall

CMBS Interest
Details

Numeric

Shortfall or excess of actual interest payment from the scheduled interest payment for the current period that is not related to a loan 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 Loan Payment Date, (this would only apply if there is a shortfall after the
borrower has paid any break costs). Excess Interest collected in excess of the accrued interest due for the loan interest accrual period. A
negative number displays shortfall and excess is displayed as a positive number.

AC168

Mandatory

dynamic

Other Interest Adjustment

CMBS Interest
Details

Numeric

Companion field for Other Principal Adjustments (Field EL28) to show unscheduled interest adjustments for the related collection period.

9(11).99

14

All

AC169

Optional

dynamic

Reimbursed Interest on Advances

CMBS Interest
Details

Numeric

Indicates any reimbursed interest on property protection advances in the calculation of the reconciliation of funds. Cumulative amount of interest
paid to the Servicer for any property protection advances.

9(11).99

14

All

AC170

Mandatory

dynamic

Negative Amortisation

CMBS Interest
Details

Numeric

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 loan balance.

9(11).99

14

All

AC171

Mandatory

dynamic

Actual Interest Paid (Whole Loan)

CMBS Interest
Details

Numeric

Whole Loan actual interest paid current period. Total amount of interest paid by the borrower during the interest period or on the Loan Payment
Date.

9(11).99

14

All

AC172

Mandatory

dynamic

Actual Interest Paid (A- Loan)

CMBS Interest
Details

Numeric

Total amount of interest paid to the A Loan during the interest period or on the Loan Payment Date.

9(11).99

14

All

AC173

Mandatory

dynamic

Actual Default Interest

CMBS Interest
Details

Numeric

Whole loan actual default interest paid in current period. Total amount of default interest paid by the borrower during the interest period or on
the loan payment date.

9(11).99

14

All

AC174

Mandatory

dynamic

Deferred Interest (Whole Loan)

CMBS Interest
Details

Numeric

Deferred interest on the whole loan. Deferred interest is the amount by which the interest a borrower is required to pay on a mortgage loan is
less than the amount of interest accrued on the outstanding principal balance. Deferred interest is not added to the outstanding loan balance.

9(11).99

14

All

AC175

Mandatory

dynamic

Capitalised Interest (Whole Loan)

CMBS Interest
Details

Numeric

Capitalised interest on the whole loan. Capitalised interest is where interest is added to the loan balance at the end of the interest period in
accordance with loan agreement.

9(11).99

14

All

AC176
AC177
AC178
AC179
AC180
AC181

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Mandatory

dynamic

Total Scheduled Principal & Interest due CMBS Principal &


(Whole Loan)
Interest Details

Numeric

Scheduled principal & interest payment due on the loan for the current period for the Issuer (whole loan). The total scheduled principal and
interest due on the Loan Payment Date (sum of Fields EL25 and EL35) - can be used for DSCR calculations.

9(11).99

14

All

CMBS Principal &


Interest Details

9(11).99

14

All

9(11).99

14

All

AC182

Mandatory

dynamic

Total Shortfalls in Principal & Interest


Outstanding (Whole Loan)

Numeric

Cumulative outstanding P&I amounts due on loan at the end of the current period. The cumulative amount of any unpaid principal and interest
on the Loan Payment Date.

AC183

Mandatory

dynamic

Total Other Amounts Outstanding

CMBS Principal &


Interest Details

Numeric

Cumulative outstanding amounts on loan (e.g., insurance premium, ground rents, cap ex) at the end of the current period that have been
expended by Issuer/Servicer. The cumulative amount of any property protection advances or other sums that have been advanced by the
Servicer or Issuer and not yet reimbursed by the borrower.

Numeric

The sum of Field EL47 and EL48

Y/N

AC184

Optional

dynamic

Cumulative Amount Outstanding

CMBS Principal &


Interest Details

AC185

Mandatory

dynamic

Amortisation Trigger Reached

CMBS Principal &


Interest Details

Y=Yes N=No ND=No data

The type of amortisation that applies to the A-Loan. A-Loan amortisation type:
Fully Amortising (1)
Amortising Balloon (2)
Interest Only Balloon (3)
Interest Only / Amortising (Hard/Soft) (4)
Interest Only / Amortising (Hard/Soft) / Balloon (5)
Principal Only (6)
Annuity (7)
Linear (8)
Cash Sweep (9)
Trigger (10)
Hyper-Amortisation (11)
Other (12)
No Data (0)

9(11).99

14

All

Y / N / ND

All

List

All

9(4)

All

AC186

Mandatory

dynamic

Current Amortisation Type

CMBS Principal &


Interest Details

List

AC187

Optional

dynamic

Annuity Full Amortisation Period

CMBS Principal &


Interest Details

Numeric

If Annuity amortisation, period over which loan would fully amortise if scheduled annuity payment continued to paid until zero balance was
achieved

Linear Amortisation per Annum

CMBS Principal &


Interest Details

Numeric

If Linear amortisation, percentage of amortisation per annum, calculated as percentage of day 1 loan balance

9(2).99

14

All

Total Scheduled Principal & Interest Paid CMBS Principal &


(A- Loan)
Interest Details

Numeric

Scheduled Principal & Interest payment due on the A - Loan for the current period for the Issuer.

9(11).99

14

All

AC188

Optional

dynamic

AC189

Mandatory

dynamic

AC190
AC191
AC192
AC193
AC194

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blank
blank
blank
blank

AC195

Optional

dynamic

Most Recent Financial As of Start Date

Recent YTD
Financials

Date

The first day of the financials used for the most recent financial operating statement (e.g. year to date or trailing 12 months) - should be the day
after the date for preceding fiscal year end statement Field EL86. If multiple properties and all the same date, print date. If multiple properties
and different dates use the earliest date .

DD-MM-YYYY

10

All

AC196

Optional

dynamic

Most Recent Financial As of End Date

Recent YTD
Financials

Date

The end date of the financials used for the most recent financial operating statement (e.g. year to date or trailing 12 months). If multiple
properties and all the same date, print date. If multiple properties and different dates use the latest date.

DD-MM-YYYY

10

All

List

This field is used to describe the period for which the most recent financial data is reflected.
Check Start & End Date applies to fields EL65 to EL83.
Trailing 12 months actual (1)
Trailing 12 months normalized (2)
Year to Date actual (3)
Year to Date normalized (4)
Other (5)
No Data (0)

List

All

AC197

Optional

dynamic

Most Recent Financial Indicator

Recent YTD
Financials

Bank of England Loan Level Date Reporting Template for Commercial Mortgage Pools (Loan Periodic)

Page 3 of 13

Field
Number

Priority

TAG

Field Name

Category

Data Type

AC198

Optional

dynamic

Net Operating Income / Net Cash Flow


Indicator

Recent YTD
Financials

List

Field Definition & Criteria


The calculation method in which Net Operating Income (NOI) / Net Cash Flow (NCF) used in these reports. Applies to methodology used in the
Preceding Fiscal Year Financial Details (EL66-EL101) and Second Preceding Fiscal Year Financial Details (EL102-EL117).

Complete if there has been a breach, otherwise ND. pe of Covenant Breach / Trigger:
Interest Cover Ratio (ICR) (1)
Debt Service Cover Ratio (DSCR) (2)
Loan to Value (LTV) (3)
ICR / DSCR (4)
ICR / DSCR / LTV (5)
Property Level Breach (6)
Borrower Level Breach (7)
Tenant / Vacancy Level Breach (8)
Other (9)
No Data (0)

Data Type / Format Maximum Length

Jurisdiction

Text/Numeric

50

All

List

All

AC199

Mandatory

dynamic

Loan Covenant Trigger Breach

Recent YTD
Financials

AC200

Mandatory

dynamic

Borrower Reporting Breach

Recent YTD
Financials

Y/N

Y / N / ND

All

AC201

Optional

dynamic

Most Recent Revenue

Recent YTD
Financials

Numeric

Total revenues for the period covered by the most recent financial operating statement (i.e year to date or trailing 12 months) for all the
properties. If multiple properties then sum the revenue (should match figures for sum of properties in Property File for this loan). May be
normalised if required by the applicable servicing agreement.

9(11).99

14

All

Numeric

Total operating expenses for the period covered by the most recent financial operating statement (i.e. year to date or trailing 12 months) for all
properties. 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. If multiple properties exist and data is not available for all properties or if received/consolidated. May be normalised if required by
the applicable servicing agreement.

9(11).99

14

All

Numeric

Total revenues less total operating expenses for the period covered by the most recent financial operating statement (Field EL65 minus EL66).

9(11).99

14

All

9(11).99

14

All

9(11).99

14

All

9(11).99

14

All

AC202

Optional

dynamic

Most Recent Operating Expenses

AC203

Optional

dynamic

Most Recent NOI

AC204

Optional

dynamic

Most Recent Capital Expenditure

AC205

Optional

dynamic

Most Recent Net Cash Flow

AC206

Optional

dynamic

Most Recent Interest Paid

AC207

Optional

dynamic

Most Recent ICR (NOI)

AC208

Optional

dynamic

Most Recent Debt Service Amount

AC209

Optional

dynamic

Most Recent DSCR (NOI)

AC210

Optional

dynamic

Most Recent DSCR (NCF)

Recent YTD
Financials

Recent YTD
Financials
Recent YTD
Financials
Recent YTD
Financials
Recent YTD
Financials
Recent YTD
Financials
Recent YTD
Financials
Recent YTD
Financials
Recent YTD
Financials

List

Numeric
Numeric
Numeric

Is Borrower in breach of its obligation to deliver reports to loan servicer or lender? Y = Yes or N = No

Total capex (as opposed to repairs and maintenance) for the period covered by the most recent financial operating statement (ie year to date or
trailing 12 months) for all the properties.
Most Recent Net Cash Flow related to Financial As of Ending Date EL73. Total NOI less total capex for the period covered by the most recent
financial operating statement (Field EL67 minus EL68).
Total interest due for the period covered by the most recent financial operating statement (ie year to date or trailing 12 months). Sum of interest
paid in Financial YTD

Numeric

Calculate Interest Coverage Ratio for the loan (whole) based on Net Operating Income for the most recent period.

9(11).99

14

All

Numeric

Total scheduled payments of principal and Interest due during the period covered by the most recent financial operating statement (ie year to
date or trailing 12 months). Should equal the sum of the values for properties securing this loan shown in the Property File Field EP67.

9(11).99

14

All

Numeric

Calculate Debt Service Coverage Ratio for the loan (whole) based on Net Operating Income for the most recent period.

9(11).99

14

All

Numeric

Calculate Debt Service Coverage Ratio for the loan (whole) based on Net Cash Flow for the most recent period.

9(11).99

14

All

List

All

Flag used to explain how the DSCR was calculated when there are multiple properties.
Partial - Not all properties received financials; Servicer to leave empty (1)
Average - Not all properties received financials; Servicer allocates debt service only to properties where financials received (2)
Full - All statements collected for all properties (3)
None Collected - no financials were received (4)
Consolidated - All properties reported on one "rolled up" financial from the borrower (5)
Other (6)
No Data (0)

AC211

Optional

dynamic

Most Recent DSCR Indicator

Recent YTD
Financials

List

AC212

Optional

dynamic

Most Recent Economic Occupancy

Recent YTD
Financials

Numeric

The most recent available percentage of rentable space with signed leases in place (tenants may not be in occupation but are paying rent).
Should be derived from a rent roll or other document indicating occupancy consistent with most recent financial year information.

9(2).99

All

AC213

Optional

dynamic

Most Recent Physical Occupancy

Recent YTD
Financials

Numeric

The most recent available percentage of rentable space actually occupied (ie where tenants are actually in occupation and not vacated). Should
be derived from a rent roll or other document indicating occupancy consistent with most recent financial year information.

9(2).99

All

AC214

Mandatory

dynamic

Most Recent Valuation Date

AC215

Mandatory

dynamic

Most Recent Valuation or Internal Value

AC216

Mandatory

dynamic

AC217

Mandatory

dynamic

AC218

Mandatory

dynamic

AC219

Mandatory

dynamic

AC220

Mandatory

dynamic

AC221

Mandatory

dynamic

AC228

Mandatory

dynamic

Total Reserve Balance

AC229

Mandatory

dynamic

dynamic

AC222
AC223
AC224
AC225
AC226
AC227

AC230

Mandatory

AC231
AC232
AC233
AC234
AC235
AC236

Recent YTD
Financials
Recent YTD
Financials
Recent YTD
Financials
Recent YTD
Financials
Recent YTD
Financials
Recent YTD
Financials
Recent YTD
Financials
Recent YTD
Financials

DD-MM-YYYY

10

All

The most recent valuation of all properties securing the loan. If multiple properties, sum the value. Refer to total in Loan periodic file.

9(11).99

14

All

Numeric

Most recent Loan to Value (LTV) for the loan (whole) based on the loan documentation

9(4).9(8)

13

All

Numeric

Most recent Debt Service Coverage Ratio (DSCR) for the loan (whole) based on the loan documentation

9(4).9(8)

13

All

Numeric

Most recent Interest Coverage Ratio (ICR) for the loan (whole) based on the loan documentation

9(4).9(8)

13

All

Numeric

Most recent interest coverage ratio calculation for the A-Loan based on the offering documentation.

9(4).9(8)

13

All

Numeric

Most recent debt service coverage ratio calculation for the A-Loan based on the offering documentation.

9(4).9(8)

13

All

Numeric

Most recent Loan to Value ratio (LTV) for the A-Loan based on the offering documentation.

9(4).9(8)

13

All

CMBS Reserve &


Escrow Details

Numeric

Total balance of the reserve accounts at the loan level at the Loan Payment Date. Includes Maintenance, Repairs & Environmental, etc.
(excludes Tax & Insurance reserves Includes LC's for reserves. Should be completed if Field ES75 Collection of Other Reserves in Loan Set up
is "Y" = Yes. If no reserve accounts then '0' to be used.

Escrow Trigger Event Occurred

CMBS Reserve &


Escrow Details

Y/N

Amounts Added to Escrows in Current


Period

CMBS Reserve &


Escrow Details

Numeric

CMBS Liquidation
& Prepayment
Details

Date

The date on which an unscheduled principal payment or liquidation proceeds are received.

Code assigned to any unscheduled principal payments or liquidation proceeds received during the collection period.
Partial Liquidation (Curtailment) (1)
Payoff Prior to Maturity (2)
Liquidation / Disposition (3)
Repurchase / Substitution (4)
Full Payoff at Maturity (5)
Discounted Payoff (DPO) (6)
Payoff w/ Penalty (7)
Payoff w/ Yield Mantenancy (8)
Curtailment w / Penalty (9)
Curtailment w / Yield Maintenance (10)
Other (11)
No Data (0)

Most Recent Loan to Value Ratio (Whole


Loan)
Most Recent Debt Service Cover Ratio
(Whole Loan)
Most Recent Interest Cover Ratio (Whole
Loan)
Most Recent Interest Cover Ratio (ALoan)
Most Recent Debt Service Cover Ratio (ALoan)
Most Recent Loan to Value Ratio (ALoan)
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Date

The date the most recent valuation/appraisal was prepared. If multiple properties and all the same date, print date. If multiple properties use
the earliest valuation date.

Numeric

Enter Yes if an event has occurred which has caused reserve amounts to be established . Enter No if payments are built up as a normal
condition of the loan agreement.

Amount that has been added to any escrows or reserves during Current Period.

9(11).99

14

All

Y / N / ND

All

9(11).99

14

All

DD-MM-YYYY

10

All

List

All

9(11).99

14

All

Text

50

All

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blank
blank
blank
Mandatory

dynamic

Liquidation / Prepayment Date

AC237

Mandatory

dynamic

Liquidation / Prepayment Code

CMBS Liquidation
& Prepayment
Details

List

AC238

Optional

dynamic

Loan Prepayment Fee

CMBS Liquidation
& Prepayment
Details

Numeric

AC239
AC240
AC241
AC242
AC243

Amount collected from the borrower as the fee due for making prepayments as required under the terms of the loan agreement. This is not
intended to include any amounts paid as a "break cost" to make up interest payments up to the Loan Payment Date.

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blank
blank
blank

AC244

Mandatory

dynamic

Name of Loan Swap Provider (Borrower


Level)

CMBS Borrower
Level Hedging
Details

Text

AC245

Mandatory

dynamic

Actual Ratings of Loan Swap Provider


(Borrower Level)

CMBS Borrower
Level Hedging
Details

Text/Numeric

Identify the ratings of the Swap Counterparty as of the Loan Payment Date.

Text/Numeric

50

All

If loan swap has been terminated during current period, identify reason.
Swap terminated due to ratings downgrade of loan level swap provider (1)
Swap terminated do to payment default to loan swap provider (2)
Swap terminated for other default by swap counterparty (3)
Swap terminated for other default by borrower (4)
Swap terminated in connection with full or partial prepayment by borrower (5)
Other (6)
No Data (0)

List

All

The name of the Swap provider for the loan if the Borrower has the direct contract with the swap counterparty.

AC246

Mandatory

dynamic

Full or Partial Termination Event of Loan


Level Swap for Current Period (Borrower
Level)

CMBS Borrower
Level Hedging
Details

List

AC247

Mandatory

dynamic

Net Periodic Payment due to Loan Swap


Provider (Borrower Level)

CMBS Borrower
Level Hedging
Details

Numeric

Amount of payment made by the borrower to the swap counterparty on the Loan Payment Date as required by the Swap contract. This does
not include any breakage or termination payments.

9(11).99

14

All

dynamic

Net Periodic Payment due from Loan


Swap Provider (Borrower Level)

CMBS Borrower
Level Hedging
Details

Numeric

Amount of payment made by the swap counterparty to the borrower on the Loan Payment Date as required by the Swap contract. This does
not include any breakage or termination payments.

9(11).99

14

All

Numeric

Amount of any payment due from the borrower to the swap counterparty for partial of full termination of the Swap.

9(11).99

14

All

AC248

Mandatory

AC249

Mandatory

dynamic

Breakage Costs Due to Loan Swap


Provider

CMBS Borrower
Level Hedging
Details

AC250

Mandatory

dynamic

Shortfall in Payment of Breakage Costs


on Loan Level Swap

CMBS Borrower
Level Hedging
Details

Numeric

Amount of any shortfall, if any, of breakage costs resulting from the full or partial termination of the swap, paid by the borrower.

9(11).99

14

All

AC251

Mandatory

dynamic

Breakage Costs Due from Loan Level


Swap Countparty

CMBS Borrower
Level Hedging
Details

Numeric

Amount of any gains paid by the swap counterparty to the borrower on full or partial termination.

9(11).99

14

All

DD-MM-YYYY

10

All

List

All

AC252

Mandatory

dynamic

AC253
AC254
AC255
AC256
AC257

AC258

CMBS Borrower
Next Reset Date for the Loan Level Swap Level Hedging
Details

Date

Date of next reset date on the loan level swap.

List

Satus of properties:
Lasting Power of Attorney (LPA) (1)
Receivership (2)
In Foreclosure (3)
Real Estate Owned (REO) (4)
Defeased (5)
Partial Release (6)
Released (7)
Same as at Issue Date (8)
Other (9)
No Data (0)

blank
blank
blank
blank
blank

Mandatory

dynamic

Status of Properties

CMBS Delinquent
Loan Status
Details

Bank of England Loan Level Date Reporting Template for Commercial Mortgage Pools (Loan Periodic)

Page 4 of 13

Field
Number

Priority

TAG

Field Name

Category

Data Type

Field Definition & Criteria

Loan status (ie current, non payment etc ). If a loan has multiple Status Codes triggered, Servicer discretion to determine which codes reported.
Payment no received but still in grace period (1)
Late paymnet but less than 30 days delinquent (2)
Current (3)
90+ days delinqent (4)
Performing matured balloon loan (5)
Non performing matured balloon loan (6)
Enforcement in process (7)
Non-payment interest and/or scheduled amortisation (8)
Non-payment interest (9)
Non-payment accrued amounts at maturity (10)
Monatary Default (11)
Technical Default (12)
Insolvency (13)
Fully Withdrawn (14)
Property in posession (15)
Other (16)
No Data (0)

AC259

Mandatory

dynamic

Loan Status

CMBS Delinquent
Loan Status
Details

List

AC260

Mandatory

dynamic

Enforcement Start Date

CMBS Delinquent
Loan Status
Details

Date

Date the loan defaulted.

Work-out strategy:
Modification (1)
Enforcement (2)
Receivership (3)
Insolvency (4)
Extension (5)
Loan Sale (6)
Discounted Pay Off (7)
Property in Possession (8)
Resolved (9)
Pending Return to Servicer (10)
Deed in Lieu of Foreclosure (11)
Full Pay Off (12)
Reps and Warranties (13)
Other (14)
No Data (0)

Expected recovery timing in months

Data Type / Format Maximum Length

Jurisdiction

List

All

DD-MM-YYYY

10

All

List

All

9(4)

All

AC261

Mandatory

dynamic

Workout Strategy Code

CMBS Delinquent
Loan Status
Details

List

AC262

Mandatory

dynamic

Expected Timing of Recoveries

CMBS Delinquent
Loan Status
Details

Numeric

Y/N

Insolvency Status of Loan (If In Insolvency "Y", Else "N").

Y / N / ND

All

Date

Date Of Insolvency.

DD-MM-YYYY

10

All

AC263

Mandatory

dynamic

In Insolvency

CMBS Delinquent
Loan Status
Details

AC264

Mandatory

dynamic

Insolvency Date

CMBS Delinquent
Loan Status
Details

Date

The date on which title to (or an alternative form of effective control and ability to dispose of) the collateral property were obtained. If multiple
properties have the same date then print that date otherwise ND

DD-MM-YYYY

10

All

Numeric

Net proceeds recieved on liquidation used to determine loss to the Issuer per the Transaction Documents. The amount of the net proceeds of
sale received, this will determine whether there is a loss or shortfall on the loan.

9(11).99

14

All

9(11).99

14

All

9(11).99

14

All

9(4)

All

AC265

Mandatory

dynamic

Property Possession Date

CMBS Delinquent
Loan Status
Details

AC266

Mandatory

dynamic

Net Proceeds Received on Liquidation

CMBS Delinquent
Loan Status
Details

AC267

Mandatory

dynamic

Liquidation Expense

CMBS Delinquent
Loan Status
Details

Numeric

Expenses associated with the liquidation to be netted from the other assets of issuer to determine loss per the Transaction Documents. Amount
of any liquidation expenses that will be paid out of the net sales proceeds to determine whether there will be any loss.

AC268

Mandatory

dynamic

Realised Loss to Securitisation

CMBS Delinquent
Loan Status
Details

Numeric

Outstanding balance of loan (plus Liquidation Expenses) less net Liquidation Proceeds Received. The amount of any loss to the Issuer after
deducting liquidation expenses from the net sales proceeds.

AC269

Mandatory

dynamic

Number of months in Arrears

CMBS Delinquent
Loan Status
Details

Numeric

Number of months this loan is in arrears at the end of the current period according to the definition of the issuer.

AC270

Mandatory

dynamic

Default Amount

CMBS Delinquent
Loan Status
Details

Numeric

Total default amount before the application of sale proceeds and recoveries

9(11).99

14

All

AC271

Mandatory

dynamic

Cumulative Recoveries

CMBS Delinquent
Loan Status
Details

Numeric

Total recoveries including all sale proceeds. Only relevant for loans that have defaulted/foreclosed

9(11).99

14

All

Numeric

Present value of expected recoveries

9(11).99

14

All

Y / N / ND

All

AC272

Optional

dynamic

Present Value of Expected Recoveries

CMBS Delinquent
Loan Status
Details

AC273

Mandatory

dynamic

Special Servicing Status

CMBS Delinquent
Loan Status
Details

Y/N

As of the Loan Payment Date is the loan currently being specially serviced? Y= Yes or N =No.

AC274
AC275
AC276
AC277
AC278

blank
blank
blank
blank
blank

AC279

Mandatory

dynamic

Noteholder Consent

CMBS Loan
Modification
Details

Y/N

Is Noteholder consent needed in a restructuring?

Y / N / ND

All

AC280

Mandatory

dynamic

Noteholder Meeting Scheduled

CMBS Loan
Modification
Details

Date

What date is the next noteholder meeting scheduled for?

DD-MM-YYYY

10

All

AC281

Mandatory

dynamic

Last Setup Change Date

CMBS Loan
Modification
Details

Date

The Loan Payment Date that any information in the Loan Set Up File was last changed, following any amendments/modifications to the loan
agreement.

DD-MM-YYYY

10

All

AC282

Mandatory

dynamic

Last Loan Sale Date

CMBS Loan
Modification
Details

Date

The date the loan was sold to the Issuer, if the loan was part of the original securitisation, then this will be the Issue Date.

DD-MM-YYYY

10

All

AC283

Mandatory

dynamic

Last Property Issue Date

CMBS Loan
Modification
Details

Date

Date the latest property or properties were contributed to this securitisation. If any properties have been substituted, enter the date of the last
substitution. If the properties was part of the original transaction, this will be the Issue Date.

DD-MM-YYYY

10

All

AC284

Mandatory

dynamic

Date of Assumption

CMBS Loan
Modification
Details

Date

Date the assignment/novation or assumption was executed by the new borrower.

DD-MM-YYYY

10

All

AC285

Mandatory

dynamic

Appraisal Reduction Amount Date

CMBS Loan
Modification
Details

Date

Date the Appraisal Reduction Amount was calculated and approved (initial or updated calculation as of date). The calculation may be
performed monthly, annually, etc. and is triggered by an Appraisal Reduction Event. The Appraisal Reduction Amount is then reported as of
the loan or note payment date that follows the Appraisal Reduction Amount calculation date. The effective date of the last Appraisal Reduction
Amount, not the date of the appraisal used to derive the ARA amount

DD-MM-YYYY

10

All

AC286

Mandatory

dynamic

Date of Last Modification

CMBS Loan
Modification
Details

Date

Last effective date the loan was modified.

DD-MM-YYYY

10

All

Type of modification
Loan maturity date extension (1)
Amortisation change (2)
Principal write-off (3)
Temorary rate reduction (4)
Capitalisation of interest (5)
Capitalistion of costs advanced (eg insurance, ground rent) (6)
Combination (7)
Other (8)
No Data (0)

List

All

Modification Code

CMBS Loan
Modification
Details

List

dynamic

Modified Payment Rate

CMBS Loan
Modification
Details

Numeric

If the loan has been restructured (probably during a workout process), and the amortisation schedule has been amended, then the new amount,
expressed as a percentage of the loan balance, should be entered, otherwise ND.

9(4).9(8)

13

All

dynamic

Modified Loan Interest Rate

CMBS Loan
Modification
Details

Numeric

If the loan has been restructured (probably during a workout process), and the interest rate/margin has been amended, then the new rate
should be entered, otherwise ND.

9(4).9(8)

13

All

AC287

Mandatory

dynamic

AC288

Mandatory

AC289

Mandatory

AC290
AC291
AC292
AC293
AC294

blank
blank
blank
blank
blank

AC295

Mandatory

dynamic

Servicer Watchlist

CMBS Special
Servicing Details

Y / N / ND

Y / N / ND

All

AC296

Mandatory

dynamic

Most Recent Special Servicer Transfer


Date

CMBS Special
Servicing Details

Date

The date a loan was transferred to the special Servicer following a servicing transfer event. Note: If the loan has had multiple transfers, this
should be the last date transferred to special servicing.

DD-MM-YYYY

10

All

AC297

Mandatory

dynamic

Most Recent Primary Servicer Return


Date

CMBS Special
Servicing Details

Date

The date a loan becomes a "corrected mortgage loan", which is the date the loan was returned to the master/primary Servicer from the special
Servicer. Note: If the loan has had multiple transfers, this should be the last date returned to the master/primary Servicer from special servicing.

DD-MM-YYYY

10

All

AC298

Optional

dynamic

Special Servicing Fee Amount plus


Adjustments

CMBS Special
Servicing Details

Numeric

The total of all amounts paid to the Special Servicer during the current period, this will include the basic fee plus any other amounts paid
whether expenses or fees.

9(11).99

14

All

AC299

Optional

dynamic

Servicer Fee Amount

CMBS Special
Servicing Details

Numeric

The amount of the fee paid to the Servicer for the current period as calculated in accordance with the Servicing Agreement.

9(11).99

14

All

CMBS Special
Servicing Details

Numeric

Any other amounts that may be deducted from the interest paid by the borrowerat the loan level that would reduce the amounts payable to the
Issuer

9(11).99

14

All

Workout Fee Amount

CMBS Special
Servicing Details

Numeric

The amount of any workout fee being paid to the special Servicer for the current period on a loan that has become a corrected loan.

9(11).99

14

All

Numeric

The amount of any liquidation fee paid to the special Servicer for the current period on a specially serviced loan following the liquidation of a
property securing the loan.

AC300

Optional

dynamic

AC301

Optional

dynamic

Period Cost

Is the loan currently on the Servicer Watchlist

AC302

Optional

dynamic

Liquidation Fee Amount

CMBS Special
Servicing Details

AC303

Mandatory

dynamic

Non Recoverability Determined

CMBS Special
Servicing Details

Y/N

Indicator (Yes/No) as to whether the Servicer/Special has determined that there will be a shortfall in recovering any advances it has made and
the outstanding loan balance and any other amounts owing on the loan from proceeds upon sale or liquidation of the property or Loan.

9(11).99

14

All

Y / N / ND

All

AC304

Mandatory

dynamic

Date of Loan Breach

CMBS Special
Servicing Details

Date

The date the breach occurred. If multipal breaches, the date of the earliest breach.

DD-MM-YYYY

10

All

AC305

Mandatory

dynamic

Date of Loan Breach Cure

CMBS Special
Servicing Details

Date

The date the breach cured. If multipal breaches, the date which the last breach cured.

DD-MM-YYYY

10

All

Watchlist Criteria Code

CMBS Special
Servicing Details

List

Servicer Watchlist Code. If multiple criteria are applicable, please list the most detrimental code.

Text/Numeric

50

All

Percentage of Total Loan which is


Securitised

CMBS Loan
Syndication &
Participation
Details

Numeric

9(2).99

All

Change in Controlling Party

CMBS Loan
Syndication &
Participation
Details

Y/N

Has there been a change in the Controlling Party since the prior reporting period? Y=Yes or N=No

Y / N / ND

All

Name of Old Controlling Party

CMBS Loan
Syndication &
Participation
Details

Text

Name of Institution

Text

50

All

AC306

Mandatory

dynamic

AC307
AC308
AC309
AC310
AC311

AC312

AC313

AC314

blank
blank
blank
blank
blank

Optional

Optional

Optional

dynamic

dynamic

dynamic

Bank of England Loan Level Date Reporting Template for Commercial Mortgage Pools (Loan Periodic)

If the loan has been split or in the case of a syndicated loan, the Issuer owns a part of the loan, Please give the current percentage of the loan
that is sold to the Issuer as of the most recent Loan Payment Date.

Page 5 of 13

Field
Number

Priority

TAG

Field Name

Category

Data Type

AC315

Optional

dynamic

Name of New Controlling Party

CMBS Loan
Syndication &
Participation
Details

Text

Name of Institution

AC316

Optional

dynamic

Date of Change of Controlling Party

CMBS Loan
Syndication &
Participation
Details

Date

Date that Controlling Party under Syndicated Loan has changed.

AC317
AC318
AC319
AC320
AC321

Field Definition & Criteria

Data Type / Format Maximum Length

Jurisdiction

Text

50

All

DD-MM-YYYY

10

All

blank
blank
blank
blank
blank

AC322

Mandatory

dynamic

Special Servicer Name

CMBS Special
Servicer Details

Text

Special Servicer name

Text

50

All

AC323

Mandatory

dynamic

Special Servicer Change?

CMBS Special
Servicer Details

Y/N

Has the special servicing been novated to another Special Servicer?

Y / N / ND

All

dynamic

Other Ranking Lender Enforcement


Involvement

CMBS Special
Servicer Details

Y/N

Is another party which has a security interest in the collateral involved in a enforcement action?

Y / N / ND

All

Default or Foreclosure

CMBS Delinquent
Loan Status
Details

Y/N

The maturity date of the loan as defined in the loan agreement at issue. This would not take into account any extended maturity dates that
may be allowed under the loan agreement, but the initial maturity date.

Default Reason

CMBS Delinquent
Loan Status
Details

AC324

Mandatory

AC325
AC326
AC327
AC328
AC329
AC330
AC331

AC332

AC333

blank
blank
blank
blank
blank
blank
Mandatory

Mandatory

Mandatory

dynamic

dynamic

dynamic

AC334
AC335
AC336
AC337
AC338
AC339

AC340

AC341

Covenant Breach / Trigger

Y / N / ND

All

List

Reason for default.


Bankruptcy / Insolvency (1)
Failure to Pay (2)
Breach of Terms (3)
Other (4)
No data (0)

List

All

CMBS Delinquent
Loan Status
Details

List

Type of Covenant Breach / Trigger:


Interest Cover Ratio (ICR) (1)
Debt Service Cover Ratio (DSCR) (2)
Loan to Value (LTV) (3)
ICR / DSCR (4)
ICR / DSCR / LTV (5)
Property Level Breach (6)
Borrower Level Breach (7)
Tenant / Vacancy Level Breach (8)
Other (9)
No Data (0)

List

All

Capital
Requirement

List

1. Vertical Slice of Notes


2. Sellers Share
3. Random Selection
4. Equity Retention

List

All

List

Retention
0-5% (1)
5-10% (2)
10-25% (3)
25-50% (4)
50-75% (5)
75%+ (6)

List

All

blank
blank
blank
blank
blank
Mandatory

Mandatory

dynamic

dynamic

Specify Originator compliance with one of


four retention options

Retained by Originator

Capital
Requirement

blank

Bank of England Loan Level Date Reporting Template for Commercial Mortgage Pools (Loan Periodic)

Page 6 of 13

Bank of England Loan Level Data: Reporting Template for CMBS Loan Portfolios
(Version 1, December 2011)
The three tables in this template should be populated with details relating to all loans assigned to the transaction
Guidance Notes are provided on the Property Level table.

Loan Setup
Field
Number

Priority

TAG

Field Name

Category

Data Type

Data Type /
Format

Maximum Length

Jurisdiction

AC1

Mandatory

static

Transaction_Pool Identifier

Core

Text/Numeric

The unique transaction or pool identification string. Transaction name

Text/Numeric

50

All

AC2

Mandatory

static

Group Identifier

Core

Text/Numeric

The alpha-numeric code assigned to each loan group within an issue. A group identifier
may not be applicable for every transaction.

Text/Numeric

50

All

AC3

Mandatory

static

Loan Servicer Identifier

Core

Text/Numeric

The loan servicer unique identification string assigned to the loan.

Text/Numeric

50

All

AC4

Mandatory

static

Offering Circular Loan Identifier

Core

Text/Numeric

Text/Numeric

50

All

AC5

Mandatory

static

Transaction Loan Name

Core

Text

Text

50

All

AC6

Mandatory

static

Loan Sponsor

Core

Text

The offering circular or prospectus unique number assigned to each loan within the
transaction or pool.
The offering circular or prospectus unique name assigned to each loan within the
transaction or pool.
Loan sponsor

Text

50

All

AC7

Mandatory

static

Loan Origination Date

Core

Date

Date of original loan advance.

DD-MM-YYYY

10

All

Loan currency denomination:


ALL (1)
BYR (2)
EUR (3)
BAM (4)
BGN (5)
HRK (6)
CHF (7)
CZK (8)
DKK (9)
NOK (10)
EEK (11)
GBP (12)
GIP (13)
HUF (14)
ISK (15)
LVL (16)
LTL (17)
MKD (18)
MDL (19)
ANG (20)
PLN (21)
RON (22)
RUB (23)
RSD (24)
SEK (25)
TRY (26)
UAH (27)
Other (28)

List

All

9(11).99

14

All

AC8
AC9
AC10
AC11
AC12

Field Definition & Criteria

blank
blank
blank
blank
blank

AC341

Mandatory

static

Loan Currency

CMBS Original
Loan Terms

List

AC342

Mandatory

static

Whole Loan Balance at


Origination

CMBS Original
Loan Terms

Numeric

Whole loan balance at origination representing 100% full facility i.e. securitised and
unsecuritised / owned and un-owned amount (in loan currency).

Numeric

Original contractual term (number of months).

Date

AC343

Mandatory

static

Original Term of Loan

CMBS Original
Loan Terms

AC344

Mandatory

static

Start Date of Amortisation

CMBS Original
Loan Terms

AC345

Mandatory

static

Interest Rate Index Code

CMBS Original
Loan Terms

List

The date that amortisation will commence on the whole loan (this may be a date prior to
the issue date).
Current interest rate index (the reference rate off which the mortgage interest rate is set):
1 month LIBOR (1)
1 month EURIBOR (2)
3 month LIBOR (3)
3 month EURIBOR (4)
6 month LIBOR (5)
6 month EURIBOR (6)
12 month LIBOR (7)
12 month EURIBOR (8)
BoE Base Rate (9)
ECB Base Rate (10)

9(4)

All

DD-MM-YYYY

10

All

List

All

Standard Variable Rate (11)


Other (12)
No Data (0)
AC346

AC347

Mandatory

Mandatory

static

static

Original Loan Interest Rate

CMBS Original
Loan Terms

Numeric

Loan all-in interest rate at inception of loan. If multiple tranches with different interest
rates then apply a weighted average rate.

9(4).9(8)

13

All

First Loan Payment Due Date

CMBS Original
Loan Terms

Date

The first payment date of the mortgage loan which is not the first payment date after
issuance. The date that the first interest payment was due on the loan following
origination (not first date after securitisation).

DD-MM-YYYY

10

All

Date

Pool or Portfolio cut-off date.

DD-MM-YYYY

10

All

List

Country of permanent establishment.

Text/Numeric

50

All

Loan purpose, permissible answers:


Acquisition for investment (1)
Acquisition for liquidation (2)
Refinancing (3)
Construction (4)
Redevelopment (5)
Other (6)
No Data (0)

List

All

AC348

Mandatory

static

Pool Cut-off Date

CMBS Original
Loan Terms

AC349

Mandatory

static

Loan Country

CMBS Original
Loan Terms

AC350

Mandatory

static

Loan Purpose

CMBS Original
Loan Terms

List

AC351

Mandatory

static

Mortgage Security

CMBS Original
Loan Terms

Y / N / ND

Is the Loan secured by the mortgages on the properties?

Y / N / ND

AC352
AC353
AC354
AC355
AC356
AC357
AC358

AC359

AC360

blank
blank
blank
blank
blank
blank
Mandatory

Mandatory

Mandatory

static

CMBS Loan
Interest Coverage Ratio for the
Statistics at Issue
loan (whole) at the Issue Date
Date

Numeric

The Interest Coverage Ratio for the loan (whole) at the Issue Date .

9(4).9(8)

13

All

static

Debt Service Coverage Ratio for


CMBS Loan
the loan (whole) at the Issue Statistics at Issue
Date
Date

Numeric

The Debt Service Coverage Ratio for the loan (whole) at the Issue Date.

9(4).9(8)

13

All

static

CMBS Loan
Loan to Value Ratio for the loan
Statistics at Issue
(whole) at the Issue Date
Date

Numeric

The Loan to Value Ratio for the loan (whole) at the Issue Date.

9(4).9(8)

13

All

Numeric

At issue interest coverage ratio calculation for the A-Loan based on the offering
documentation.

9(4).9(8)

13

All

Numeric

At issue debt service coverage ratio calculation for the A-Loan based on the offering
documentation.

9(4).9(8)

13

All

Numeric

At issue Loan to Value ratio (LTV) for the A-Loan based on the he offering documentation.

9(4).9(8)

13

All

9(4)

All

AC361

Mandatory

static

CMBS Loan
Issue Date Interest Cover Ratio
Statistics at Issue
(A- Loan)
Date

AC362

Mandatory

static

CMBS Loan
Issue Date Debt Service Cover
Statistics at Issue
Ratio (A- Loan)
Date

AC363

Mandatory

static

Mandatory

Static

AC364
AC365
AC366
AC367
AC368
AC369

CMBS Loan
Issue Date Loan to Value Ratio
Statistics at Issue
(A- Loan)
Date
blank
blank
blank
blank
blank
Number of Properties At Issue
Date

CMBS Collateral
Details

Bank of England Loan Level Data: Reporting Template for Commercial Mortgage Pools (Loan Setup)

Date

The number of properties that serve as security for the loan at the Issue Date.

Page 7 of 13

Field
Number

Priority

TAG

AC370

Mandatory

Static

AC371

Optional

Static

AC372

AC373

Optional

Mandatory

Static

Static

AC374
AC375
AC376
AC377
AC378

AC379

AC380

AC381

AC382

AC383

AC384

Field Name

Category

Data Type

Field Definition & Criteria

Data Type /
Format

Maximum Length

Jurisdiction

9(11).99

14

All

Issue Date Net Square Metre

CMBS Collateral
Details

Numeric

The total net rentable area of the properties in square metres that serve as security for
the loan at the Issue Date.
Complete either square feet or square metres field (or both if easier) .

Issue Date Number of


Units/Beds/Rooms

CMBS Collateral
Details

Numeric

For property type Multifamily enter number of units, for Hospitality/Hotel/Healthcare beds, for Caravan Parks - units, Lodging=rooms, Self Storage=units. For Multiple
properties, if all the same Property Type, sum the values.

9(4)

All

Year Built

CMBS Collateral
Details

Numeric

Year the property was built per the valuation report or offering document. For multiple
properties, include the earliest date of the property.

Property Form of Title

CMBS Collateral
Details

YYYY

All

Text

The relevant form of property title. A lease on land only, in which the borrower usually
owns a building or is required to build as specified in the lease. Such leases are usually
long-term net leases; the borrower's rights and obligations continue until the lease
expires or is terminated through default.
Leasehold (1)
Freehold (2)
Mixed (3)
Other (4)
No Data (0)

Text

50

All

List

Please define calculation of ICR financial covenant requirement at the whole loan level,
the inferred method of calculation.
Current Period (1)
Projection - 6 month forward calculation (2)
Projection - 12 month forward calculation (3)
Combo 6 - Current period and a 6 month forward calculation (4)
Combo 12 - Current period and a 12 month forward calculation (5)
Historical - 6 month backward calculation (6)
Historical - 12 month backward calculation (7)
Modified - Includes a reserve injection or a percentage rental income probability
calculation (8)
Multiple Period - Consecutive period calculation (9)
Loan to Value (LTV) - based on outstanding principal balance / current portfolio value
(10)
LTV - Other (11)
Other (12)
No data (0)

List

All

List

Please define calculation of DSCR financial covenant requirement at the whole loan
level, the inferred method of calculation.
Current Period (1)
Projection - 6 month forward calculation (2)
Projection - 12 month forward calculation (3)
Combo 6 - Current period and a 6 month forward calculation (4)
Combo 12 - Current period and a 12 month forward calculation (5)
Historical - 6 month backward calculation (6)
Historical - 12 month backward calculation (7)
Modified - Includes a reserve injection or a percentage rental income probability
calculation (8)
Multiple Period - Consecutive period calculation (9)
Loan to Value (LTV) - based on outstanding principal balance / current portfolio value
(10)
LTV - Other (11)
Other (12)
No data (0)

List

All

List

Please define calculation of LTV financial covenant requirement at the whole loan level,
the inferred method of calculation.
Current Period (1)
Projection - 6 month forward calculation (2)
Projection - 12 month forward calculation (3)
Combo 6 - Current period and a 6 month forward calculation (4)
Combo 12 - Current period and a 12 month forward calculation (5)
Historical - 6 month backward calculation (6)
Historical - 12 month backward calculation (7)
Modified - Includes a reserve injection or a percentage rental income probability
calculation (8)
Multiple Period - Consecutive period calculation (9)
Loan to Value (LTV) - based on outstanding principal balance / current portfolio value
(10)
LTV - Other (11)
Other (12)
No data (0)

List

All

List

If there is another code required for ICR or DSCR financial covenant requirement at the
whole loan level.
Current Period (1)
Projection - 6 month forward calculation (2)
Projection - 12 month forward calculation (3)
Combo 6 - Current period and a 6 month forward calculation (4)
Combo 12 - Current period and a 12 month forward calculation (5)
Historical - 6 month backward calculation (6)
Historical - 12 month backward calculation (7)
Modified - Includes a reserve injection or a percentage rental income probability
calculation (8)
Multiple Period - Consecutive period calculation (9)
Loan to Value (LTV) - based on outstanding principal balance / current portfolio value
(10)
LTV - Other (11)
Other (12)
No data (0)

List

All

List

Please define the A- Loan Interest Coverage Ratio method of calculation.


Current Period (1)
Projection - 6 month forward calculation (2)
Projection - 12 month forward calculation (3)
Combo 6 - Current period and a 6 month forward calculation (4)
Combo 12 - Current period and a 12 month forward calculation (5)
Historical - 6 month backward calculation (6)
Historical - 12 month backward calculation (7)
Modified - Includes a reserve injection or a percentage rental income probability
calculation (8)
Multiple Period - Consecutive period calculation (9)
Loan to Value (LTV) - based on outstanding principal balance / current portfolio value
(10)
LTV - Other (11)
Other (12)
No data (0)

List

All

List

Please define the A- Loan Debt Service Coverage Ratio method of calculation.
Current Period (1)
Projection - 6 month forward calculation (2)
Projection - 12 month forward calculation (3)
Combo 6 - Current period and a 6 month forward calculation (4)
Combo 12 - Current period and a 12 month forward calculation (5)
Historical - 6 month backward calculation (6)
Historical - 12 month backward calculation (7)
Modified - Includes a reserve injection or a percentage rental income probability
calculation (8)
Multiple Period - Consecutive period calculation (9)
Loan to Value (LTV) - based on outstanding principal balance / current portfolio value
(10)
LTV - Other (11)
Other (12)
No data (0)

List

All

blank
blank
blank
blank
blank

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Static

Static

Static

Static

Static

Static

Interest Coverage Ratio Method


CMBS Loan
(Whole Loan)
Covenant Details

Debt Service Coverage Ratio


Method (Whole Loan)

Loan to Value Method (Whole)

Other Financial Covenant Code

CMBS Loan
Covenant Details

CMBS Loan
Covenant Details

CMBS Loan
Covenant Details

Interest Coverage Ratio Method


CMBS Loan
(A-Loan)
Covenant Details

Debt Service Coverage Ratio


Method (A- Loan)

CMBS Loan
Covenant Details

Bank of England Loan Level Data: Reporting Template for Commercial Mortgage Pools (Loan Setup)

Page 8 of 13

Field
Number

AC385

Priority

Mandatory

TAG

Static

AC386
AC387
AC388
AC389
AC390
AC391

Field Name

Loan to Value Method (A- Loan)

blank
blank
blank
blank
blank
Mandatory

static

Revenue At Issue Date

Category

Data Type

CMBS Loan
Covenant Details

blank
blank
blank
blank
blank
CMBS Loan
Statistics at Issue
Date

List

Field Definition & Criteria

Please define the A- Loan Loan to Value Method method of calculation.


Current Period (1)
Projection - 6 month forward calculation (2)
Projection - 12 month forward calculation (3)
Combo 6 - Current period and a 6 month forward calculation (4)
Combo 12 - Current period and a 12 month forward calculation (5)
Historical - 6 month backward calculation (6)
Historical - 12 month backward calculation (7)
Modified - Includes a reserve injection or a percentage rental income probability
calculation (8)
Multiple Period - Consecutive period calculation (9)
Loan to Value (LTV) - based on outstanding principal balance / current portfolio value
(10)
LTV - Other (11)
Current period calculation (12)
LTV (13)
Other (14)
No data (0)

Data Type /
Format

Maximum Length

Jurisdiction

List

All

Numeric

The total underwritten revenue from all sources for a property as described in the
Offering Circular. If multiple properties, sum the values in the Property File.

9(11).99

14

All

9(11).99

14

All

AC392

Mandatory

static

Operating Expenses At Issue


Date

CMBS Loan
Statistics at Issue
Date

Numeric

Total underwritten operating expenses for the properties a 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.

AC393

Mandatory

static

NOI At Issue Date

CMBS Loan
Statistics at Issue
Date

Numeric

Revenue less Operating Expenses at Issue Date (Field ES45 minus ES46) If multiple
properties, sum the values.

9(11).99

14

All

Numeric

Capex at Issue Date (as opposed to repairs and maintenance) if identified in the Offering
Circular.

9(11).99

14

All

Numeric

NOI less Capex at Issue Date (Field ES47 less ES48).

9(11).99

14

All

Numeric

Interest Coverage Ratio for the loan (Whole Loan) at the issue date as described in the
offering circular (if available), and/or reflects the calculated method within the loan
documentation (i.e. compliance ratio).

9(11).99

14

All

Numeric

Debt Service Coverage Ratio for the loan (Whole Loan) at the issue date as described in
the offering circular (if available), and/or reflects the calculated method within the loan
documentation (i.e. compliance ratio).

9(11).99

14

All

List

All

AC394

Mandatory

static

Capital Expenditures at Issue


Date

CMBS Loan
Statistics at Issue
Date

AC395

Mandatory

static

NCF At Issue Date

CMBS Loan
Statistics at Issue
Date

Whole Loan ICR at Issue Date

CMBS Loan
Statistics at Issue
Date

AC396

AC397

Mandatory

Mandatory

static

static

CMBS Loan
Whole Loan DSCR at Issue Date Statistics at Issue
Date

How the DSCR is calculated/applied when a loan has multiple properties.


Partial - Not all properties received financials, servicer to leave empty (1)
Average - Not all properties received financials, servicer allocates debt service only to
properties where financials are received (2)
Full - All statements collected for all properties (3)
Worst Case - Not all properties received financials, servicer allocates 100% of debt
service to all properties where financials are received (4)
None Collected - No financials were received (5)
Consolidated - All properties reported on one "rolled up" financial from the borrower (6)
Whole loan based on loan agreements (7)
Whole loan based on method (8)
Trust Note based on loan agreements (9)
Trust Note based on method (10)
Other (11)
No Data (0)

AC398

Mandatory

static

ICR / DSCR Indicator At Issue


Date

CMBS Loan
Statistics at Issue
Date

List

AC399

Mandatory

static

Loan to Value Ratio at Issue


Date (Whole Loan)

CMBS Loan
Statistics at Issue
Date

Numeric

Original Loan to Value (LTV) at issue date (Whole Loan) as described in the offering
circular (if available).

9(4).9(8)

13

All

Portfolio Value At Issue Date

CMBS Loan
Statistics at Issue
Date

Numeric

The valuation of the properties securing the loan at Issue Date as described in the
Offering Circular. If multiple properties sum the value in the Property File, otherwise ND.

9(11).99

14

All

Valuation Date At Issue Date

CMBS Loan
Statistics at Issue
Date

AC400

AC401

Mandatory

Mandatory

static

static

Date

The date the valuation was prepared for the values disclosed in the Offering Circular.
For multiple properties, if several dates, take the most recent date.

DD-MM-YYYY

10

All

Numeric

The percentage of rentable space with signed leased in place at Issue Date if disclosed
in Offering Circular (tenants may not be in occupation but are paying rent). If multiple
properties use weighted average by using the calculation {Current Allocated %
(Prop)*Occupancy)} for each property.

9(2).99

All

AC402

Mandatory

static

CMBS Loan
Economic Occupancy At Issue
Statistics at Issue
Date
Date

AC403

Mandatory

static

CMBS Loan
Committed Principal Balance At
Statistics at Issue
Issue Date
Date

Numeric

The committed balance, including any undrawn amounts, of the whole loan at Issue Date.

9(11).99

14

All

AC404

Mandatory

static

Actual Principal Balance At


Issue Date (Whole Loan)

CMBS Loan
Statistics at Issue
Date

Numeric

Actual Principal Balance of the whole loan at the Issue Date as identified in the Offering
Circular.

9(11).99

14

All

CMBS Loan
Statistics at Issue
Date

Numeric

The scheduled principal & interest amount that is due on the next Loan Payment Date as
at the Issue Date.

9(11).99

14

All

CMBS Loan
Statistics at Issue
Date

Numeric

The total interest rate (eg Libor + Margin) that is being used to calculate interest due on
the loan at the Issue Date.

9(4).9(8)

13

All

List

All

AC405

Mandatory

dynamic

Periodic Principal &Interest


Payment At Issue Date

AC406

Mandatory

static

Loan Rate At Issue Date

AC407

AC408

AC409

Mandatory

Optional

Mandatory

static

CMBS Loan
Ranking of Charge at Issue Date Statistics at Issue
Date

List

Is the security granted to the Issue a first ranking security:


Priority over all other lenders/parties (1)
Second ranking, ie subordinated in some way (2)
Other (3)
No Data (0)

static

CMBS Loan
Financials reported at issuance
Statistics at Issue
as of Date
Date

Date

The end date of the financials used to support the Revenue and Expenses amounts
disclosed in the Offering Circular if available, otherwise the Issue Date.

static

Remaining Term At Issue Date

CMBS Loan
Statistics at Issue
Date

Remaining Amortisation Term


At Issue Date

CMBS Loan
Statistics at Issue
Date

AC410

Mandatory

static

AC411

Mandatory

static

AC412

Mandatory

static

AC413

Mandatory

dynamic

Extension Option

AC415

Mandatory

Mandatory

static

static

AC416
AC417
AC418
AC419
AC420

10

All

Numeric

9(4)

All

Numeric

The number of months remaining to maturity of the loan of the amortisation term. If
amortisation has not commenced at the Issue Date this will be less than the Remaining
Term at Issue Date.

9(4)

All

Date

The maturity date of the loan as defined in the loan agreement. This would not take into
account any extended maturity date that may be allowed under the loan agreement, but
the initial maturity date.

DD-MM-YYYY

10

All

Actual Principal Balance of the A Note loan at the Issue Date as identified in the Offering
Circular.

CMBS Loan
Loan Maturity Date at Issue Date Statistics at Issue
Date
Actual Principal Balance At
Issue Date (A Loan)

AC414

DD-MM-YYYY

Remaining number of months (excluding any extenstion options) until maturity of loan at
issue date.

CMBS Loan
Statistics at Issue
Date

Numeric

CMBS Loan
Statistics at Issue
Date

Y / N / ND

CMBS Loan
Duration of Shortest Extension
Statistics at Issue
Option
Date

Nature of extension option

List

CMBS Loan
Statistics at Issue
Date

List

Indicate whether there is an option to extend the term of the loan and push out the
maturity date.
No Extension Option
1 Year or Less (1)
1-3 Years (2)
3-6 Years (3)
6+ Years (4)
No Extension Option (1)
Minimum ICR (2)
Minimum DSCR (3)
Maximum LTV (4)

9(11).99

14

All

Y / N / ND

All

List

All

List

All

9(11).99

14

All

Y / N / ND

All

blank
blank
blank
blank
blank

AC421

Mandatory

static

Amounts Held in Escrow at


Issue Date

CMBS Loan
Escrow & Reserve
Details

Numeric

AC422

Mandatory

static

Collection Of Escrows

CMBS Loan
Escrow & Reserve
Details

Y / N / ND

Bank of England Loan Level Data: Reporting Template for Commercial Mortgage Pools (Loan Setup)

Total balance of the legally charged reserve accounts at the loan level at the Issue Date.

Enter Y - (yes) 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 loan agreement, otherwise N - (No).

Page 9 of 13

Field
Number

Priority

TAG

AC423

Mandatory

static

AC424

Mandatory

static

Data Type

Field Definition & Criteria

Data Type /
Format

Maximum Length

Jurisdiction

CMBS Loan
Escrow & Reserve
Details

Y / N / ND

Are any amounts other than round rents taxes or insurance held in reserve accounts as
required under the terms of the loan agreement for tenant improvements, leasing
commissions and similar items in respect of the related property or for purpose of
providing additional collateral for such loan. Y= Yes or N =No

Y / N / ND

All

CMBS Loan
Escrow Held Upon Trigger Event Escrow & Reserve
Details

Y / N / ND

Does the loan agreement require reserve amounts to be made upon the occurrence of
any trigger events. Y= Yes or N =No

Field Name

Collection Of Other Reserves

Category

Y / N / ND

All

List

All

9(11).99

14

All

Text/Numeric

50

All

List

All

AC425

Mandatory

static

Trigger for Escrow to be Held

CMBS Loan
Escrow & Reserve
Details

List

Type of trigger event:


Loan to Value Trigger (1)
Interest Cover Trigger (2)
Debt Service Cover Trigger (3)
Net Operating Income Trigger (4)
Other (5)
No Data (0)

AC426

Mandatory

static

Target Escrow Amounts /


Reserves

CMBS Loan
Escrow & Reserve
Details

Numeric

Target escrow amounts / reserves

Escrow Account Release


Conditions

CMBS Loan
Escrow & Reserve
Details

List

Release conditions of the escrow account. Linked to DSCR/ICR/LTV

CMBS Loan
Escrow & Reserve
Details

List

When can the Cash Reserve be used:


Breach of Financial Covenant (1)
Trigger Event (2)
Other (3)
No Data (0)

Cross-Collateralised Loan

CMBS Loan
Grouping &
Substitution
Details

Y / N / ND

Indicate if there is any cross collateralised loans (Example: loans 1 and 44 are cross
collateralised as are loans 4 and 47).

Y / N / ND

All

Substituted Loan

CMBS Loan
Grouping &
Substitution
Details

Y / N / ND

Is this loan a substitute for another loan on a date after the Issue Date? Y=Yes N=No

Y / N / ND

All

Date of Substitution

CMBS Loan
Grouping &
Substitution
Details

Date

DD-MM-YYYY

10

All

Numeric

The number of days after a payment is due in which the lender will not charge a late
penalty or report the payment as late.

9(4)

All

AC427

AC428

Mandatory

Mandatory

static

static

AC429
AC430
AC431
AC432
AC433
AC434

AC435

AC436

Conditions of Drawing Cash


Reserve
blank
blank
blank
blank
blank

Mandatory

Mandatory

Mandatory

static

dynamic

dynamic

If loan was substituted after the Issue Date, the date of such substitution

AC437

Mandatory

static

Grace Days Allowed

CMBS Loan
Grouping &
Substitution
Details

AC438

Mandatory

static

Additional Financing Indicator

CMBS Loan
Grouping &
Substitution
Details

List

Has the whole loan has additional financing/mezzanine debt present.


Whole loan to additional financing (1)
Whole loan with additional financing (2)
Participated loan structure, no mezzanine financing (3)
Participated loan structure with additional mezzanine financing (4)
Other (5)
No Data (0)

List

All

Interest Rate Type

CMBS Loan
Interest Rate
Details (at Issue
Date)

List

Type of interest rate applied to the loan.


Fixed (1)
Floating (2)
Step (3)
Mixed/Fixed Floating (4)
Other (5)
No Data (0)

List

All

List

Code indicating the 'number of days' convention used to calculate interest.


30 / 360 (1)
Actual / 365 (2)
Actual / 360 (3)
Actual / Actual (4)
Actual / 366 (5)
Other (6)
No Data (0)

List

All

Y / N / ND

Y / N / ND

All

List

Type of amortisation that applies to the A-Loan. A-Loan amortisation type:


Fully Amortising (1)
Amortising Balloon (2)
Interest Only Balloon (3)
Interest Only / Amortising (Hard/Soft) (4)
Interest Only / Amortising (Hard/Soft) / Balloon (5)
Principal Only (6)
Annuity (7)
Linear (8)
Cash Sweep (9)
Trigger (10)
Hyper-Amortisation (11)
Other (12)
No Data (0)

List

All

Type of amortisation that applies to the loan. Whole loan amortisation type:
Fully Amortising (1)
Amortising Balloon (2)
Interest Only Balloon (3)
Interest Only / Amortising (Hard/Soft) (4)
Interest Only / Amortising (Hard/Soft) / Balloon (5)
Principal Only (6)
Annuity (7)
Linear (8)
Cash Sweep (9)
Trigger (10)
Hyper-Amortisation (11)
Other (12)
No Data (0)

List

All

Number of months that loan is interest only (from the date of origination not from the
Issue Date)

9(4)

All

Y / N / ND

All

List

All

AC439
AC440
AC441
AC442
AC443

AC444

blank
blank
blank
blank
blank

Mandatory

static

AC445

Mandatory

static

Interest Accrual Method Code

CMBS Loan
Interest Rate
Details (at Issue
Date)

AC446

Mandatory

static

Interest in Arrears

CMBS Loan
Interest Rate
Details (at Issue
Date)

AC447

Mandatory

static

AC448
AC449
AC450
AC451
AC452

A Loan Amortisation Type (if


applicable)

CMBS Loan
Interest Rate
Details (at Issue
Date)

blank
blank
blank
blank
blank

AC453

Mandatory

static

CMBS Whole
Whole Loan Amortisation Type Loan Amortisation
(if applicable)
Details (at Issue
Date)

List

AC454

Optional

static

CMBS Whole
Original Length of Interest Only Loan Amortisation
Period
Details (at Issue
Date)

Numeric

AC455

Mandatory

static

AC456

Is the interest that accrues on the loan paid in arrears Y(es) or N(o)

Mandatory

static

Amortisation Trigger

Amortisation Trigger Types

CMBS Whole
Loan Amortisation
Details (at Issue
Date)

Y / N / ND

CMBS Whole
Loan Amortisation
Details (at Issue
Date)

Bank of England Loan Level Data: Reporting Template for Commercial Mortgage Pools (Loan Setup)

List

Y=Yes N=No . Identify if a trigger event caused the loan to amortise in addition to
scheduled amortisation.

If yes, type of amortisation trigger:


Interest Cover Ratio (ICR) (1)
Debt Service Cover Ratio (DSCR) (2)
Loan to Value (LTV) (3)
ICR / DSCR (4)
ICR / DSCR / LTV (5)
Property Level Breach (6)
Borrower Level Breach (7)
Tenant / Vacancy Level Breach (8)
Other (9)
No Data (0)

Page 10 of 13

Field
Number

Priority

TAG

Field Name

Category

Data Type

Numeric

Y / N / ND

Field Definition & Criteria

Data Type /
Format

Maximum Length

Jurisdiction

9(2).99

All

Y / N / ND

All

List

All

9(2).99

All

List

All

AC457

Mandatory

static

Amortisation Trigger Levels

CMBS Whole
Loan Amortisation
Details (at Issue
Date)

AC458

Mandatory

static

Accrual of Interest Allowed

CMBS Whole
Loan Amortisation
Details (at Issue
Date)

AC459

Mandatory

static

AC460

Mandatory

static

Modified Pro Rata A-B Loan


(PRINCIPAL)

CMBS Whole
Loan Amortisation
Details (at Issue
Date)

Numeric

AC461

Mandatory

static

Waterfall Type A-B Loan

CMBS Whole
Loan Amortisation
Details (at Issue
Date)

List

Type of waterfall:
IPIP (interest A, principal A, interest B, principal B) (1)
IIPP (interest A, interest B, principal A, principal B) (2)
Other (3)
No Data (0)

Prepayment Lock-out End Date

CMBS Loan
Prepayment
Details (at Issue
Date)

Date

The date after which the lender allows prepayment of the loan.

DD-MM-YYYY

10

All

Yield Maintenance End Date

CMBS Loan
Prepayment
Details (at Issue
Date)

Date

The date after which the lender allows prepayment of the loan without requirement for a
prepayment fee or yield maintenance to be paid. Date after which loan can be prepaid
without yield maintenance

DD-MM-YYYY

10

All

Prepayment Premium End Date

CMBS Loan
Prepayment
Details (at Issue
Date)

Date

The date after which the lender allows prepayment of the loan without requirement for a
prepayment fee to be paid.

DD-MM-YYYY

10

All

static

Prepayment Terms Description

CMBS Loan
Prepayment
Details (at Issue
Date)

Text / Numeric

Should 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).

Text/Numeric

50

All

static

Do Non-payments on Prior
Ranking Claims Constitute a
Default of the Loan?

CMBS Loan
Prepayment
Details (at Issue
Date)

Y / N / ND

Do Non-payments on Prior Ranking Claims Constitute a Default of the Loan?

Y / N / ND

All

Non-payments on Equal
Ranking Loans Constitute
Default of Property?

CMBS Loan
Prepayment
Details (at Issue
Date)

Y / N / ND

Non-payments on Equal Ranking Loans Constitute Default of Property?

Y / N / ND

All

Loan Margin

CMBS Loan
Hedging Details
(at Issue Date)

Numeric

The rate added to the index rate used to calculate the interest paid on the whole loan

9(2).99

All

Numeric

Maximum rate that the borrower must pay on a floating rate loan as required under the
terms of the loan agreement

9(2).99

All

Numeric

Minimum rate that the borrower must pay on a floating rate loan as required under the
terms of the loan agreement

AC462
AC463
AC464
AC465
AC466
AC467

AC468

AC469

AC470

AC471

AC472

List

Do the loan documents allow for interest to be accrued and capitalised - Y=Yes N=No

Waterfall pre-enforcement schedule:


Sequential (1)
B Loan first (2)
Pro-rata (3)
Modified pro-rata (4)
Other (5)
No Data (0)

Please insert % of all periodical scheduled payments that go to A loan in A-B Loan
structure.

blank
blank
blank
blank
blank
Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

static

static

static

static

AC473
AC474
AC475
AC476
AC477
AC478
AC479

CMBS Whole
Waterfall A-B Pre Enforcement
Loan Amortisation
Scheduled Payments
Details (at Issue
(PRINCIPAL)
Date)

What level of amortisation will be required if a trigger event occurs. Describe as a % of


the loan balance at origination if possible.

blank
blank
blank
blank
blank
blank
Optional

static

AC480

Mandatory

static

Lifetime Rate Cap

CMBS Loan
Hedging Details
(at Issue Date)

AC481

Mandatory

static

Lifetime Rate Floor

CMBS Loan
Hedging Details
(at Issue Date)

9(2).99

All

List

All

AC482

Mandatory

static

Type of Loan Level Swap

CMBS Loan
Hedging Details
(at Issue Date)

List

Describe the type of loan level swap that applies:


Currency Swap (1)
Interest Rate Swap (2)
Currency and Interest Rate Swap (3)
Other (4)
No Data (0)

AC483

Mandatory

dynamic

Loan Swap Provider

CMBS Loan
Hedging Details
(at Issue Date)

Text

Name of loan swap provider

Text

50

All

CMBS Loan
Type of Interest Rate Loan Level
Hedging Details
Swap
(at Issue Date)

List

Describe the type of interest rate swap that applies to the loan.
Other Currency to Euro (1)
Other Currency to Great British Pound (Sterling) (2)
Other (3)
No Data (0)

List

All

Describe the type of currency rate swap


Other Currency to Euro (1)
Other Currency to Great British Pound (Sterling) (2)
Other (3)
No Data (0)

List

All

AC484

Mandatory

static

AC485

Mandatory

static

Type of Currency Loan Level


Swap

CMBS Loan
Hedging Details
(at Issue Date)

List

AC486

Mandatory

static

Payment Obligations by Loan


Swap provider

CMBS Loan
Hedging Details
(at Issue Date)

Numeric

The spread over Index (if any) payable by Loan Swap Provider on an Interest Rate Swap

9(2).99

All

AC487

Mandatory

static

CMBS Loan
Swap Rate payable by borrower Hedging Details
(at Issue Date)

Numeric

The strike price that is payable by the Borrower under the Interest Rate Swap

9(2).99

All

Numeric

The exchange rate that has been set for a currency loan level swap

9(2).99

All

AC488

Mandatory

static

Exchange Rate for Loan Level


Swap

CMBS Loan
Hedging Details
(at Issue Date)

AC489

Mandatory

static

Start Date of Loan Level Swap

CMBS Loan
Hedging Details
(at Issue Date)

Date

Start Date of Loan Level Swap

DD-MM-YYYY

10

All

AC490

Mandatory

static

End Date of Loan Level Swap

CMBS Loan
Hedging Details
(at Issue Date)

Date

End Date of Loan Level Swap

DD-MM-YYYY

10

All

Text/Numeric

Identify the minimum rating requirements of Loan Swap Provider either as required
under the loan or servicing agreement

Text/Numeric

50

All

Identify the ratings of the swap counterparty as of the date of issuance of the notes at
issue date

Text/Numeric

50

All

AC491

Mandatory

static

Required Ratings of Loan Swap


Provider

CMBS Loan
Hedging Details
(at Issue Date)

AC492

Mandatory

static

Actual Ratings of Loan Swap


Provider

CMBS Loan
Hedging Details
(at Issue Date)

Text/Numeric

Borrower Obligation to Pay


Breakage on Loan Level Swap

CMBS Loan
Hedging Details
(at Issue Date)

List

Extent to which Borrower is obligated to pay breakage costs to loan swap provider.

Text/Numeric

50

All

CMBS Loan Rate


Adjustment Details
(at Issue Date)

Date

For adjustable rate loans, enter the first date that the interest rate was due to change.
For fixed rate loans, enter the first interest payment date (not the first date after
securitisation on which it could change).

DD-MM-YYYY

10

All

CMBS Loan Rate


First Payment Adjustment Date Adjustment Details
(at Issue Date)

Date

For adjustable rate loans, the first date that the amount of scheduled principal and/or
interest is due to change. For fixed rate loans, enter the first date that the amount of
scheduled principal or interest is due (not the first date after securitisation on which it
could change).

DD-MM-YYYY

10

All

AC493

Mandatory

static

AC494
AC495
AC496
AC497
AC498

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AC499

Optional

static

AC500

Optional

static

First Rate Adjustment Date

Bank of England Loan Level Data: Reporting Template for Commercial Mortgage Pools (Loan Setup)

Page 11 of 13

Field
Number

AC501

AC502

Priority

Mandatory

Mandatory

TAG

static

static

Field Name

Category

Data Type /
Format

Maximum Length

Jurisdiction

List

Frequency of interest and amortisation payments on Loan according to original loan


documents. Frequency of payments due, i.e. number of months between payments.
Monthly (1)
Quarterly (2)
Semi annually (3)
Annual (4)
Bullet (5)
Amortisation given in template (6)
Other (7)
No Data (0)

List

All

List

Frequency with which the interest rate is reset according to original loan documents.
Monthly (1)
Quarterly (2)
Semi-Annually (3)
Annually (4)
Daily (5)
Other (6)
No Data (0)

List

All

List

All

9(4)

All

DD-MM-YYYY

10

All

Data Type

Field Definition & Criteria

Payment Frequency

CMBS Loan Rate


Adjustment Details
(at Issue Date)

Rate Reset Frequency

CMBS Loan Rate


Adjustment Details
(at Issue Date)

List

Frequency with which the P&I payment is reset according to original loan documents.
Monthly (1)
Quarterly (2)
Semi-Annually (3)
Annually (4)
Daily (5)
Other (6)
No Data (0)

The number of days prior to the interest payment date that the interest rate is set (eg
Euribor set 2 days prior to interest payment date)

AC503

Mandatory

static

Pay Reset Frequency

CMBS Loan Rate


Adjustment Details
(at Issue Date)

AC504

Mandatory

static

Index Look Back In Days

CMBS Loan Rate


Adjustment Details
(at Issue Date)

Numeric

AC505

Mandatory

static

Index Determination Date

CMBS Loan Rate


Adjustment Details
(at Issue Date)

Date

If the Loan Agreement states specific dates for the index to be set, enter date.

AC506

Optional

static

List

Sequential (1)
B Loan first (2)
Pro-rata (3)
Modified pro-rata (4)
Other (5)
No Data (0)

List

All

Refer to the Loan Structure Code to describe what structure applies to this loan eg whole
loan, A/B splits, syndicated. Use multiple codes as applicable.
Whole Loan (1)
Participated mortgage loan with pari passu debt outside the issuance vehicle eg.
syndicated loan (2)
Participated mortgage loan with subordinate debt outside the issuance vehicle (3)
A Loan; A/B participation structure (4)
B Loan; A/B participation structure (5)
A Loan; A/B/C participation structure (6)
B Loan; A/B/C participation structure (7)
C Loan; A/B/C participation structure (8)
Structural mezzanine financing (9)
Subordinate debt with separate loan documentation outside the issuance vehicle (10)
Other (11)
No Data (0)

List

All

Y / N / ND

All

DD-MM-YYYY

10

All

List

All

Text/Numeric

50

All

AC507
AC508
AC509
AC510
AC511

Waterfall A-B Pre Enforcement CMBS Loan Rate


Scheduled Payments
Adjustment Details
(INTEREST)
(at Issue Date)
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AC512

Mandatory

static

Loan Structure

CMBS Loan
Syndication &
Participant Details

List

AC513

Mandatory

static

Syndicated Loan

CMBS Loan
Syndication &
Participant Details

Y / N / ND

AC514

Optional

static

Date of Syndication

CMBS Loan
Syndication &
Participant Details

Date

Date of Syndication

Type of syndication:
Assignment (1)
Novation (2)
Equitable Assignment (3)
Funded Participation (pari passu interest) (4)
Junior Participation Interest (5)
Legal Assignment (6)
Notified Assignment (7)
Sub Participation (8)
Risk Participation (9)
Sale (10)
Other (11)
No Data (0)

Is the loan part of a syndicated loan? Y= Yes or N =No.

AC515

Optional

static

Type of Syndication

CMBS Loan
Syndication &
Participant Details

List

AC516

Optional

static

Participation of Issuer in
Syndicated Loan

CMBS Loan
Syndication &
Participant Details

Text/Numeric

AC517

Optional

static

Syndicated Total Loan Balance

CMBS Loan
Syndication &
Participant Details

Numeric

Enter the total balance of the syndicated loan at Issue Date.

9(11).99

14

All

AC518

Mandatory

static

Percentage of Total Loan


Facility being Securitised

CMBS Loan
Syndication &
Participant Details

Numeric

Percentage of total loan in securitisation at Issue Date.

9(2).99

All

Describe the method used by the Issuer to acquire ownership in the syndicated loan.

CMBS Loan
Name of Controlling Syndicate
Syndication &
Member
Participant Details

Text

Name of the party that controls or is the majority for decision making of the syndication

Text

50

All

AC519

Optional

static

AC520

Optional

static

Relationship of Controlling
Syndicate Member

CMBS Loan
Syndication &
Participant Details

List

Describe the relationship of the controlling syndicate member to the Issuer


Investor (1)
Other syndicate lender (2)
Other (3)
No Data (0)

List

All

AC521

Optional

static

Other Material Syndicate


Members (>33% interest)

CMBS Loan
Syndication &
Participant Details

Text

Name of material syndicate members: defined as banks owning the majority share of the
loan

Text

50

All

Y / N / ND

All

AC522

Mandatory

static

AC523

Optional

static

CMBS Loan
Rights of Controlling Party for
Syndication &
Material Decisions
Participant Details

Rights of Issuer's Loan

Y / N / ND

CMBS Loan
Syndication &
Participant Details

List

Refer to Controlling Party Rights (Material Decisions) in glossary to describe the rights
the Issuer may have on material decisions.

Text/Numeric

50

All

What method must the facility agent use to advise about matters relating to material
decisions:
Mail (1)
Verbal (2)
Electronic (3)
Other (4)
No Data (0)

List

All

How many days notice is required to respond on matters relating to material decisions.

9(4)

All

What methods can be used to resolve deadlocks on material decisions


Shot Gun Buy-Sell (1)
Independent Arbitrator (2)
Other (3)
No Data (0)

List

All

AC524

Optional

static

Method of Notification for


Material Decisions

CMBS Loan
Syndication &
Participant Details

List

AC525

Optional

static

Major Decision Notification


Period

CMBS Loan
Syndication &
Participant Details

Numeric

AC526

Optional

static

Participant Deadlock
Resolutions Methods

CMBS Loan
Syndication &
Participant Details

List

Bank of England Loan Level Data: Reporting Template for Commercial Mortgage Pools (Loan Setup)

Does owner of any participation other than the issuer have the right to make major
decisions? Y=Yes or N=No

Page 12 of 13

Field
Number

Priority

TAG

Field Name

Category

Data Type /
Format

Maximum Length

Jurisdiction

What method must the facility agent use to advise about matters relating to deadlocks
Mail (1)
Verbal (2)
Electronic (3)
Other (4)
No Data (0)

List

All

How many days notice is allowed to respond when there is a deadlock.

9(4)

All

Text

50

All

Data Type

Field Definition & Criteria

AC527

Optional

static

Method of Notification for


Resolutions

CMBS Loan
Syndication &
Participant Details

List

AC528

Optional

static

Deadlock Notification Period

CMBS Loan
Syndication &
Participant Details

Numeric

AC529

Mandatory

static

Agent Bank of Syndication

CMBS Loan
Syndication &
Participant Details

Text

Agent bank.

CMBS Misc. Loan


Details

Date

The Loan Payment Date that any information in the Loan Set Up File was last changed,
following any amendments/modifications to the loan agreement.

DD-MM-YYYY

10

All

List

Refer to the "Remedies Upon Breach of Financial Covenants" in taxonomy to select the
code describing the remedy for the financial covenant breach.

Text/Numeric

50

All

Text

50

All

Text/Numeric

50

All

Y / N / ND

All

Text/Numeric

50

All

9(2).99

All

List

All

AC530
AC531
AC532
AC533
AC534

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AC535

Mandatory

dynamic

Last Setup Change Date

AC536

Mandatory

static

Remedy for Breach of Financial CMBS Misc. Loan


Covenant
Details

AC537

Mandatory

static

Loan Originator

CMBS Misc. Loan


Details

Text

Name of the originator/Lender that sold the loan to the Issuer. Name of entity ultimately
responsible for the representations and warranties of the loan.

AC538

Mandatory

static

Financial Information
Submission Penalties

CMBS Misc. Loan


Details

List

Indicator for penalties for borrower's failure to submit required financial information (Op.
Stmt, Schedule, etc.) as per loan documents.

AC539

Mandatory

static

Loan Recourse

CMBS Misc. Loan


Details

Y / N / ND

AC540

Mandatory

static

Rounding Code

CMBS Misc. Loan


Details

List

AC541

Mandatory

static

Rounding Increment

CMBS Misc. Loan


Details

Numeric

Is there recourse to another party (eg guarantor) if the event the borrower defaults on an
obligation under the loan agreement? Y=Yes N=No.
Method for rounding the interest rate.
The incremental percentage by which an index rate should be rounded in determining
the interest rate as set out in the loan agreement.

AC542

Optional

static

Subordinated Debt Rights Code

CMBS Misc. Loan


Details

List

The rights/obligations the Lender may have on material decisions.


Full enforcement rights (1)
Limited enforcement rights (2)
No enforcement rights (3)
Other (4)
No Data (0)

AC543

Mandatory

static

Special Servicer Name

CMBS Misc. Loan


Details

Text

Special Servicer name at Issue

Text

50

All

Servicing Standard (Choice). Does the servicer of the loan service the Whole Loan (both
the A and B components) or just the A or B component?
Whole Loan (1)
A Loan (2)
B Loan (3)
Other (4)
No Data (0)

List

All

Y / N / ND

All

AC544

Mandatory

static

Servicing Standard

CMBS Misc. Loan


Details

List

AC545

Mandatory

static

If Restructuring, Note holder


Consent Needed?

CMBS Misc. Loan


Details

Y / N / ND

AC546
AC547
AC548
AC549
AC550

Is Note holder consent needed in a restructuring?

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Bank of England Loan Level Data: Reporting Template for Commercial Mortgage Pools (Loan Setup)

Page 13 of 13