Format for statements/reports to be submitted to Stock Exchange (s) by listed entity which has listed its securitised debt instruments - SEBI - CIR/IMD/DF1/ 10 /2015

CIRCULAR CIR/IMD/DF1/ 10 /2015 November 27, 2015 All Listed Entities All the Recognized Stock Exchanges Dear Sir/Madam, Sub: Format for statements/reports to be submitted to Stock Exchange (s) by listed entity which has listed its securitised debt instruments 1. Regulation 82(3) of Securities and Exchange Board of India (Listing Obligations and Disclosure Requirements) Regulations, 2015 ( Listing Regulations ), specifies that the listed entity shall submit statements/reports to stock exchange within seven days from the end of the month/ actual payment date, either by itself or through the servicer, on a monthly basis in the format as specified by the Board from time to time. 2. Accordingly, formats for statements/reports as per the Annexure I to this circular are being prescribed which requires the listed entity to provide pool level, tranche level and loan level details. 3. The Stock Exchanges are advised to bring the provisions 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 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 overdue loans A2. Tranche snapshot A1 Tranche A2 Tranche A3 tranche A4 Tranche A5 Tranche Tranche Class Name ISIN Stock exchange Legal Maturity of tranche Rating agency Original Rating Current Rating Record Date Payment Date Coupon rate Principal excess/shortfalls Interest excess/shortfalls B. Pool level details Note:- The asset classes are defined as Asset class-1, Asset Class-2 etc. for illustration purposes. The asset class (E.g. Home loans/two-wheeler loans, etc.) shall be named as such in the respective columns B1. Loan details Particulars Asset Class-1 Asset Class-2 Total Number of loans Value of loans Number of loans Value of loans Number of loans Value of loans Original Number /value of Loans Loans- opening balance Loans Naturally terminated Loans Prepaid Loans Foreclosed Loans- Closing balance 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 / Guarantee available at beginning of the month - Closing Balance / Guarantee available at end of the month Second Loss facility - Opening Balance / Guarantee available at beginning of the month - Closing Balance / Guarantee available at end of the month Change in reserve account balance B4. Waterfall mechanism Receipts Collections pertaining to current billing Collections pertaining to previous overdues Prepayment collection Collection of prepayment premium Other collections net of deductions Liquidity facility - Utilization for current payout First Loss facility - Utilization for current payout Second Loss facility- Utilization for current payout Total Receipts Payments Statutory / regulatory dues Costs/ 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 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 Overdue upto 90 days Overdue 91 to 180 days Overdue 180 days Number of loans Principal overdue Interest overdue Future principal due of overdue loans Future interest due of overdue loans Assets Class-2 Particulars Total overdue Overdue upto 90 days Overdue 91 to 180 days Overdue 180 days Number of loans Principal overdue Interest overdue Future principal due of overdue loans Future interest due of overdue loans Total Particulars Total overdue Overdue upto 90 days Overdue 91 to 180 days Overdue 180 days Number of loans Principal overdue Interest overdue Future principal due of overdue loans Future interest due of overdue loans C. Tranche level details (Provide details for every tranche under the pool) Note:- The tranches are defined as A1 Tranche, A2 tranche, etc. for illustration purposes. The tranches are required to be named as in the offer document C1. General details Particulars A1 Tranche A2 Tranche A3 tranche A4 Tranche A5 Tranche Number of PTCs Original collateral Current collateral C2. Principal payments Original Principal Outstanding Opening Principal outstanding Principal payments made 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) Current Coupon rate Coupon amount Current Interest Shortfall Cumulative Interest Shortfall C4. Credit rating Original Rating Rating change (Upgraded/Downgraded/No change) - 1st change - 2nd change - 3rd change Current Rating C5. Future cash flows schedule till maturity Month (Starting from next month) A1 Tranche A2 Tranche Principal Interest Principal Interest D. Loan level details D1. Loan level data Sr No Asset Class Original Principal balance Current Principal balance Interest rate- Fixed or Floating* Current Interest Rate (in p.a.) Original maturity of loan (in months) Holding period by 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. Home loans/Auto loans,etc. Nomenclature and classification of asset classes shall be as defined by the issuer in the offer document Static Deal Structure Text Whether the structure of the deal is par/premium structure Static Original Pool size Numeric Value of the loans in the pool at the time of issuance Static Current Pool size Numeric Value of the loans in the pool as on date Dynamic Original Weighted Average life Numeric The original weighted average maturity of the loans collateralizing the pool in months weighted by their original principal balance Static Current Weighted Average Life Numeric The current weighted average maturity date of the loans collateralizing the pool in months weighted by their current principal balance Dynamic Door-to-door maturity Numeric The number of months since the date of disbursement till the date of collection of final prinicipal/interest Dynamic Total billing during the month Numeric Total amount due from all the loans underlying the pool for the month Dynamic Total collections during the month Numeric Total collections pertaining to the dues for the current month Dynamic Cumulative collection efficiency ratio (CCER) Numeric Total collections until the current month excluding pre payments/ Total overdues as on date Dynamic Excess Spread Percentage Numeric The amount of funds remaining as a percentage (%) of the Current Loan Principal 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 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 Legal Maturity of the tranche Date The date before which a specific tranche of the security must be repaid in order not to be in default Static Rating agency Text Name of the rating agency or agencies as stated in the prospectus Static 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 Current Rating Alpha-numeric The rating assigned by the rating agency or agencies for the tranche as on date Dynamic Record Date Date The date on which registered holders of the security are determined for the purpose of making payments to such registered holders on the next succeeding payment date Static Payment Date Date The periodic date on which the recurring payment of the tranche is scheduled to occur; the period between the 2 payment dates referred to as 'the month' Static Coupon 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 Principal excess/ Shortfall 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 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 B2. Yield, maturity LTV details 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 underlying assets securing the loans based on the latest available valuations Dynamic Door-to-door maturity Numeric The number of months since the date of disbursement till the date of collection of final principal/interest Dynamic B3. Details of Credit enhancement/liquidity facilities Excess Spread Percentage Numeric The amount of funds remaining as a percentage (%) of Current Loan Principal 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) as per priority of payments given in the transaction documentation Dynamic Excess Spread Amount Numeric The amount of funds remaining in absolute terms of the Current Loan Principal 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) as per priority of payments given in the transaction documentation Dynamic Over-collateral Numeric The difference between the principal balance on the loans in the 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 the securities issued by the SPV to investment grade. Provide the balance of funds on deposit in the First Loss Facility account at the beginning of the month/ Guarantee available 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 quantity represents a net withdrawal from the account Dynamic Receipts Collections pertaining to current month Numeric Total collections pertaining to the dues for the current month Dynamic B4. Waterfall Mechanism Collections pertaining to previous overdues Numeric Total collections pertaining to the dues for the previous months Dynamic Prepayment collection Numeric Collection of principal Prepayments during the month Dynamic Collection of prepayment premium Numeric Collection of premiums pertaining to the prepayments made during the month Dynamic Other collections net of deductions Numeric Other collections during the month net of deductions not included above Dynamic Liquid facility - Utilization for current payout Numeric Amount withdrawn from the Liquid facility for payout to investors during current month 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 above Dynamic Payment to Senior Contributors (A1, A2, A3,etc. tranche holders) Numeric Payment made to each class of tranche holders during the month Dynamic Payment of excess to Residual Contributors / Subordinate Payouts Numeric Payment of excess made to the residual contributors / subordinate payouts during the month Dynamic Payments to Liquidity facility Numeric Transfer to Liquid facility using excess reserves after current payout Dynamic Payments to Second Loss facility Numeric Transfer to Second 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 due from the loans underlying the pool for the month where the contracts are repossessed Dynamic Billing pertaining to 90 DPD Numeric Total amount due from the loans underlying the pool for the month excluding the loans mentioned in the above row Dynamic Current collections [excluding prepayments and other collections] Numeric Total amount collected during the month excluding prepayments and other collections Dynamic Collections pertaining 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 pertaining to repossessed contracts Numeric Total loans overdue as on date pertaining to repossessed contracts Dynamic Overdues pertaining to other contracts Numeric Total loans overdue as on date pertaining to contracts other than repossessed contracts Dynamic Profit / Loss on Repossesion Contracts Numeric Any Profit / Loss made on Repossesion Contracts during the month Include profit/ Loss in parenthesis across the figure Dynamic Cumulative collection efficiency ratio (CCER) Numeric Total collections during the month / Total overdues as on date Dynamic B7. Details of overdue loans Number of loans Numeric Number of 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 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 collateral underlying the loans for every tranche at the time of issuance Static Current collateral Numeric Value of the collateral underlying the loans for every tranche based on current market valuations. Where valuation is not readily available, estimates/ 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 Original Principal Outstanding Dynamic Current factor (principal) Numeric Total current prinicpal Outstanding at beginning of month Original Principal Outstanding Dynamic C3. Interest payments Original Interest Outstanding Numeric The Original interest Balance of the tranche at issuance Static Opening interest outstanding Numeric The balance of the interest of the tranche at the beginning of the month Dynamic Interest payments due Numeric The total amount of interest payments due during the month Dynamic Interest payments received Numeric The total amount of interest payments made during the month Dynamic closing interest Outstanding Numeric The balance of the interest at the end of the month Dynamic Previous factor (interest) Numeric Total interest Outstanding at beginning of month Original interest Outstanding Dynamic Current factor (interest) Numeric Total current interest Outstanding at beginning of month Original interest Outstanding Dynamic Current Coupon 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 by the instrument till 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 Dynamic Original maturity of loan (in months) Numeric Maturity of the loan at the time of grant of loan Static Holding period by originator prior to securitization (in months) Numeric Number of months the loan was in the books of the originator before being securitized Static Remaining maturity as on date(in months) Numeric Maturity of the loan as at the end of the month Dynamic Principal payments due till date Numeric Amount of principal payments due till the end of month as per the agreement whether paid or not Dynamic Principal payments made till date Numeric Amount of principal payments made till the end of month including any prepayments made Dynamic Principal payment due for the month Numeric Amount of principal payments made during the month including any prepayments made Dynamic Interest payments due till date Numeric Amount of interest payments due till the end of month as per the agreement whether paid or not Dynamic Interest payments made till date Numeric Amount of interest payments made till the end of month Dynamic Interest payment due for the month Numeric Amount of interest payments made during the month Dynamic Overdue status Text State the overdue status as either of the following- 1. Not overdue 2. 90 days 3. 90-180 days 4. 180 days Dynamic If overdue, principal overdue till date Numeric If the loan is overdue, mention the amount of principal payments overdue on the loan at the end of the month Dynamic If overdue, interest overdue till date Numeric If the loan is overdue, mention the amount of interest payments overdue on the loan at the end of the month Dynamic