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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....rovisions of this circular to the notice of Listed Entity 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....
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.... B2. Yield, maturity & LTV details Particulars Asset Class-1 Asset Class-2 Total Original Weighted Average Yield or Coupon Current Weighted Average Yield or Coupon Original Weighted Average Maturity Current Weighted Average Maturity Original Loan to Value (LTV) Ratio Current Loan to Value (LTV) Ratio Door-to-door maturity B3. Credit enhancement details Excess Spread Percentage Excess Spread Amount Over collateral, if any Nature of credit enhancement facilities - whether guarantee/ deposit/ overdraft/ others. If others, please specify - Liquidity facility - First Loss Facility - Second Loss facility Liquidity facility - Opening Balance / Guarantee available at beginning of the month - Closing Balance / Guarantee available at end of the month First Loss facility - Opening Balance ....
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....s 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 Overdues pertaining to other contracts Profit / Loss on Repossession Contracts Cumulative collection efficiency ratio (CCER) B7. Details of overdue loans Assets Class-1 Particulars Total overdue Ove....
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.... Principal payments received Principal excess/ Shortfall Closing outstanding Principal Cumulative Principal Shortfalls Previous factor (principal) Current factor (principal C3. Interest payments Original Interest Outstanding Opening interest outstanding Interest payments due Interest payments received closing interest Outstanding Previous factor (interest) Current factor (interest) &nb....
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....l Balance after the period's collections have been fully applied to cover the issuer's obligations (i.e. senior fees, bond interest due, swap payments) pursuant to the priority of payments given in the transaction documentation 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 quantity represents a net withdrawal from the account Dynamic Number of loans prepaid or foreclosed during the month Numeric Number of loans underlying the pool which have either been prepaid or foreclosed during the month Dynamic Value of loans prepaid or foreclosed during the month Numeric Value of loans underlying the pool which have either been prepaid or foreclosed during the month Dynamic Original weighted average LTV(Loan-to-value) 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 'weighted average ....
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....the amount of Total Scheduled Principal distribution and the amount of principal paid to the tranche during the month Specify excess or shortfall in parenthesis alongside the figure Dynamic Interest excess/shortfall Numeric The difference between the Coupon Amount and the amount of the interest paid or accrued for the month on the tranche Dynamic B. Pool level details B1. Loan details Original Number /Value of Loans Numeric Number & value of securitized loans in the pool at the time of issuance Static Loans-opening balance Numeric Number & value of securitized loans in the pool at the beginning of the month Dynamic Loans naturally terminated Numeric Number & value of loans naturally terminated which were due for termination during the month Dynamic Loans prepaid Numeric Number & value of loans pre-paid before the maturity of the loans during the month Dynamic Loans foreclosed Numeric Number & value of loans foreclosed during the month Dynamic Loans-closing balance Numeric Number & value of securitized loans in the pool at the end of the month Dynamic ....
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.... pool and the principal balance on the outstanding PTCs Dynamic Nature of credit enhancement facilities Text Whether the credit enhancement facility is in the nature of a guarantee/ deposit/ overdraft/ others. If others, please specify Dynamic Liquidity Facility- Opening Balance / Guarantee available at beginning of the month Numeric Liquidity facilities' enable SPVs to assure investors of timely payments. These include smoothening of timing differences between payment of interest and principal on pooled assets and payments due to investors. Provide the balance of funds on deposit in the Liquid facilities account at the beginning of the month/ Guarantee available at beginning of the month Dynamic Liquidity Facility- - Closing Balance / Guarantee available at end of the month Numeric The balance of funds on deposit in the Liquid facilities account at the end of the month/ Guarantee available at end of the month Dynamic First Loss facility- Opening Balance / Guarantee available at beginning of the month Numeric A 'first loss facility' represents the first level of financial support to a SPV as part of the process in bringing....
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.... Dynamic First Loss facility - Utilization for current payout Numeric Amount withdrawn from the First Loss facility for payout to investors during current month Dynamic Second Loss facility- Utilization for current payout Numeric Amount utilized from the Second Loss facility for payout to investors during current month Dynamic Total Receipts Numeric Total of all receipts during the month Dynamic Statutory / regulatory dues Numeric Statutory / regulatory dues paid for the month Dynamic Costs/ charges incurred by Trustee Numeric Costs/ charges incurred by Trustee for the month Dynamic Costs/ charges incurred by Designated Bank Numeric Costs/ charges incurred by Designated Bank for the month Dynamic Liquidity Facility Fee / Interest Numeric Fee / Interest for maintaining liquidity facility the month Dynamic Collection and Processing Agent fees Numeric Collection and Processing Agent fees paid out for the month Dynamic Miscellaneous payments Numeric Any miscellaneous payments not included ab....
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....g to > 90 DPD contracts Numeric DPD- Days past Due Total amount collected during the month excluding prepayments and other collections pertaining to the loans where interest or principal or both have been due for more than 90 days OR Dynamic Collections pertaining to repossessed contracts Numeric Total amount collected during the month excluding prepayments and other collections pertaining to the loans where the contracts are repossessed Dynamic Collection pertaining to < 90 DPD Numeric DPD- Days past Due Total amount collected during the month excluding prepayments and other collections excluding the loans mentioned in the above row Dynamic Prepayment collection Numeric Total prepayments received from the loans underlying the pool during the month Dynamic Collection of prepayment premium Numeric Total Prepayment Premium collected pertaining to the loans pre-paid during the month Dynamic Other collections net of deductions Numeric Other collections from the loans except for the ones mentioned above net of deductions Dynamic Closing overdues Numeric Total loans overdue as on date Dynamic Closing p....
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....tes/ self-assessments may be used. Dynamic C2. Principal payments Original Principal Outstanding Numeric The Original Principal Balance of the tranche at issuance Static Opening Principal outstanding Numeric The par, or notional, balance of the prinicpal of the tranche at the beginning of the month Dynamic Principal payments due Numeric The total amount of principal payments due during the month Dynamic Principal payments made Numeric The total amount of principal payments made during the month Dynamic Principal excess/ Shortfall Numeric The par, or notional, balance of the tranche at the end of the month Dynamic Closing outstanding Principal Numeric The difference between the amount of Total Scheduled Principal distribution and the amount of principal paid to the tranche during the month Specify excess or shortfall in parenthesis alongside the figure Dynamic Cumulative Principal Shortfalls Numeric The cumulative amount of Principal Shortfall as on date Dynamic Previous factor (principal) Numeric Total prinicpal Outstanding at beginning of month / Origina....
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....ill date Dynamic Current Rating Alpha-numeric The rating assigned by the rating agency or agencies for the tranche as on date for all rating agencies Dynamic C5. Future cash flows schedule till maturity Details of future cash flows for every tranche Numeric Details of the projected cash flows for every tranche subdividing the cash flows into interest and principal payments for every month till maturity Dynamic D. Loan level details D1. Loan level data Asset Class Text Name of the asset class to which the loan belongs. E.g. (Home loan, 2-wheeler loan, etc.) Static Original Principal balance Numeric Original principal balance of the loan at the time of grant of loan Static Current Principal balance Numeric Principal balance due of the loan at the end of the month Dynamic Interest rate- Fixed or Floating* Text Whether the interest rate on the loan is fixed/ floating. In case interest rate if fixed but maturity changes according to interest rate-mention as 'floating maturity' Static Current Interest Rate (in p.a.) Rate Mention interest rate currently applicable on the loan ....