TaxTMI 
TaxTMI 
Format for statements/reports to be submitted to Stock Exchange (s) by listed entity which has listed its securitised debt instruments
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....ity and also to disseminate the same on its website. This circular shall come into force on December 01, 2015. 4. This circular is issued under regulation 82(3) read with regulation 101(2) of Listing Regulations, 2015. 5. This circular is available on SEBI website at www.sebi.gov.in under the categories "Legal Framework" and under the drop down "Corp Debt Market". Yours faithfully, Richa Goel Agarwal Deputy General Manager [email protected] ANNEXURE I Note- Explanation for the terms used in the tables is given at the end Disclosures for the month of __________ A. Snapshot A1. Pool snapshot Originator Total billing during the month SPDE Total collections during the month Asset class (es) Cumulative collections efficiency ratio Deal structure (Par/Premium) Excess Spread percentage Original Pool size Change in reserve account balance Current Pool size Number of loans prepaid or foreclosed during the month Original Weighted Average Life Amount of loans prepaid or foreclosed during the month Current weighted average life Original weighted average LTV Door-to-door maturity Current weighted average LTV Initial weighted average seasoning Total number of ove....
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....s/ charges incurred by Trustee Costs/ charges incurred by Designated Bank Liquidity Facility Fee / Interest Collection and Processing Agent Miscellaneous Payment to Senior Contributors A1 Tranche A2 Tranche A3 Tranche Payment of excess to Residual Contributors / Subordinate Payouts Payments to Liquidity Facility Payments to Second Loss Facility Payments to First Loss facility Total Payments B5. Future cash flows schedule till maturity Month (Starting from next month) Asset class 1 Asset class 2 Total Principal Interest Principal Interest Principal Interest B6. Collection efficiency report Asset Class-1 Asset Class-2 Total Cumulative billing Cumulative collections Current billing Billing pertaining to > 90 DPD contracts Billing pertaining to repossessed contracts Billing pertaining to < 90 DPD Current collections [excluding prepayments and other collections] Collections pertaining to > 90 DPD contracts Collections pertaining to repossessed contracts Collection pertaining to < 90 DPD Prepayment collection Collection of prepayment premium Other collections net of deductions Closing overdues Closing pertaining to repossessed contracts O....
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.... originator prior to securitization(in months) Remaining maturity as on date(in months) Principal payments due till date Principal payments made till date Principal payment due for the month Interest payments due till date Interest payments made till date Interest payment due for the month Overdue status- 1. Not overdue 2. <90 days 3. 90-180 days 4. > 180 days If overdue, principal overdue till date If overdue, interest overdue till date 1 2 3 4 5 6 7 8 9 10 *In case interest rate if fixed but maturity changes according to interest rate-mention as 'floating maturity' Notes- For every asset class, loan level details in the above format shall be furnished for top 20 loans in descending order of value of principal outstanding. Explanation of Terms A. Snapshot Particulars Data format Description Nature A1. Pool snapshot Originator Text Name of the originator including the group to which it belongs, if applicable Static SPDE Text Special Purpose Distinct Entity as defined in SEBI (Public Offer and Listing of Securitized Debt Instruments) Regulations, 2008 Static Asset class Text The asset class(es) underlying the securities e.g.....
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....umeric The ratio obtained by dividing the Original Total Value of the Loans by the weighted average market value of the underlying assets securing the loans Static Current 'weighted average LTV(Loan-to-value) Numeric The ratio obtained by dividing the current Total Value of the Loans by the weighted average market value of the underlying assets securing the loans based on the latest available valuations. Where valuation is not available, estimates/self-assessments may be used. Dynamic Total number of overdue loans Numeric Cumulative loans overdue as on the last date of the month Dynamic Initial weighted average seasoning Numeric Weighted average of the holding period in months of the securitized loans by originator prior to securitization weighted by original principal balance Static A2. Tranche snapshot Tranche Class Name Alpha-numeric The designation (letter(s) and/or number(s)) given to the tranche Static ISIN Numeric The security identification code assigned to the class/tranche of security pursuant to the securities code established by an exchange Static Stock exchange Text The identified stock exchange/s where the security is listed Static Lega....
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.... Original Weighted Average Yield or Coupon Numeric The original weighted average rate of interest (coupon or contract rate) and/or other income on the loans collateralizing the pool weighted by the original principal balance of the loans Static Current Weighted Average Yield or Coupon Numeric The current weighted average rate of interest (coupon or contract rate) and/or other income on the loans collateralizing the pool weighted by the current principal balance of the loans Dynamic Original Weighted Average Life Numeric The original weighted average maturity date of the loans collateralizing the pool weighted by their original principal balance Static Current Weighted Average Life Numeric The current weighted average maturity date of the loans collateralizing the pool weighted by their current principal balance Dynamic Original Loan to Value (LTV) Numeric The ratio obtained by dividing the Original Total Value of the Loans by the weighted average market value of the underlying assets securing the loans Static Current Loan to Value (LTV) Numeric The ratio obtained by dividing the current Total Value of the Loans by the weighted average market value of the und....
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....able at beginning of the month Dynamic First Loss Facility - Closing Balance / Guarantee available at end of the month Numeric Balance of funds on deposit in the First Loss Facility account at the end of the month/ Guarantee available at end of the month Dynamic Second Loss Facility - Opening Balance / Guarantee available at beginning of the month Numeric A "second loss facility" represents a credit enhancement providing a second (or subsequent) tier of protection to an SPV against potential losses. Provide the balance of funds on deposit in the Second Loss facility account at the beginning of the month/ Guarantee available at beginning of the month Dynamic Second Loss facility- Closing Balance / Guarantee available at end of the month Numeric The balance of funds on deposit in the Second Loss facility account at the end of the month/ Guarantee available at end of the month Dynamic Change in reserve account balance Numeric The difference between the Ending Account Balance and the Beginning Account Balance of the month in all credit enhancement accounts taken together such that a positive amount represents a net deposit to the account and a negative quantit....
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....nd Loss facility using excess reserves after current payout Dynamic Payments to First Loss facility Numeric Transfer to First Loss facility using excess reserves after current payout Dynamic Total payments Numeric Total of all payments made during the month Dynamic B5. Future cash flows schedule till maturity Details of future cash flows of the pool Numeric Details of the projected cash flows for every asset class in the pool subdividing the cash flows into interest and principal payments for every month till maturity Dynamic B6. Collection efficiency report Cumulative billing Numeric Cumulative total amount due from all the loans underlying the pool as on date Dynamic Cumulative collections Numeric Cumulative total amount collected from all the loans underlying the pool as on date Dynamic Current billing Numeric Total amount due from all the loans underlying the pool for the month Dynamic Billing pertaining to > 90 DPD contracts Numeric Total amount due from the loans underlying the pool for the month where interest or principal or both have been due for more than 90 days Dynamic Billing pertaining to repossessed contracts Numeric Total amount d....
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....Principal overdue Numeric Cumulative Prinicipal overdue on the loans overdue as on the last date of the month for upto 90 days, 91-180 days & more than 180 days respectively for every assets class & on a total basis Dynamic Interest overdue Numeric Cumulative Interest overdue on the loans overdue as on the last date of the month for upto 90 days, 91-180 days & more than 180 days respectively for every assets class & on a total basis Dynamic Future principal due of overdue loans Numeric Total prinicpal overdue in future from all loans which are overdue as on date for upto 90 days, 91-180 days & more than 180 days respectively for every assets class & on a total basis Dynamic Future interest due of overdue loans Numeric Total interest overdue in future from all loans which are overdue as on date for upto 90 days, 91-180 days & more than 180 days respectively for every assets class & on a total basis Dynamic C. Tranche level details (Provide details for every tranche under the pool) C1. General Details Number of PTCs (Pass Through Certificates) Numeric The number of Pass Through Certificates under every tranche Static Original collateral Numeric Value of the co....
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.... rate Numeric The coupon rate for the tranche whether fixed or floating - In case of fixed interest, specify the coupon rate - In case of floating interest specify as benchmark + ____bps E.g. 10 year G-Sec Rate+ 300 bps= ____ % (current rate) Dynamic Coupon amount Numeric Amount of scheduled interest due for the month for the tranche Dynamic Current Interest Shortfall Numeric The difference between the Coupon Amount and the amount of the interest paid or accrued for the month on the tranche Dynamic Cumulative Interest Shortfall Numeric The cumulative difference between Coupon Amount of interest due and the amount of interest paid or accrued till date for the tranche Dynamic C4. Credit Rating Original Rating (Indicate all ratings assigned) Alpha-numeric The original rating assigned by the rating agency or agencies for each tranche of the pool issued as defined in the prospectus Static Rating change (Upgraded/Downgraded/No change) Text Whether the rating of the tranche has been upgraded/ downgraded by any rating agency in comparison with the initial rating Dynamic 1st change/ 2nd change, etc. Alpha-numeric Mention every subsequent changed rating received b....