CRISIL Indices Factsheet

April 05, 2021

1 Table of Contents

Constituent Details – 05 April 2021 ...... 3 Portfolio Parameters – 05 April 2021 ...... 34 Composite Index Weights ...... 37 Features and Methodology...... 43 Weighing Approach/Methodology...... 49 List of CRISIL Indices – Objectives and Inception Dates ...... 64

Constituent Details – 05 April 2021

The securities that would form a part of the indices with effect from 05 April 2021 are as follows:

Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Axis Bank Limited 07.65% 1 INE238A08468 30-Jan-27 7.65% 3.98% (Series 5) 30-Jan-2027 HDFC 06.83% (Series Y-005) 2 INE001A07SW3 8-Jan-31 6.83% 10.00% 08-Jan-2031 ICICI HOME FINANCE COMPANY LIMITED SR 3 INE071G08AJ6 10-Dec-35 7.65% 0.26% HDSBDEC201 7.65 BD 10DC35 FVRS5LAC IRFC 08.75% (Series- 53 C) 29- 4 INE053F09EL2 29-Nov-26 8.75% 10.00% Nov-2026 5 INE115A08369 LICHF 07.05% 21-Dec-2030 21-Dec-30 7.05% 10.00% NABARD 06.42% (Series PMAY 6 INE261F08CO1 25-Nov-30 6.42% 10.00% G PD2) 25-Nov-2030 CRISIL AAA NHAI 08.27% (2018-19 Series Long Term 7 INE906B07GP0 28-Mar-29 8.27% 10.00% 6) 28-Mar-2029 Bond Index NTPC 07.32% (Series 69) 17- 8 INE733E07KL3 17-Jul-29 7.32% 9.00% Jul-2029 PFC 07.41% (Series -196) 25- 9 INE134E08KL2 25-Feb-30 7.41% 10.00% Feb-2030 Power Grid Corporation 10 INE752E07OF7 07.30% (Series LIX 2017-18) 19-Jun-27 7.30% 10.00% 19-Jun-2027 RECL 06.63% (GOI Fully 11 INE020B08DN0 Serviced Bond Series XIII) 28- 28-Jan-31 6.63% 10.00% Jan-2031 TCFSL 08.50% [TCFSL NCD H 12 INE306N07LO1 SERIES FY 2019-20] 06-Nov- 6-Nov-29 8.50% 6.76% 2029 Exim Bank 05.62% (Series 1 INE514E08FU6 20-Jun-25 5.62% 6.24% W01 20025) 20-Jun-2025 HPCL 07.00% (Series II) 14- 2 INE094A08036 14-Aug-24 7.00% 7.11% Aug-2024 HDFC 05.78% (Series Y- 002) CRISIL AAA 3 INE001A07ST9 25-Nov-25 5.78% 10.00% 25-Nov-2025 Medium Term India Infradebt 07.00% (Series Bond Index 4 INE537P07588 12-Nov-25 7.00% 7.11% I Tranche I) 12-Nov-2025 IOC 05.60% (Series XX) 23-Jan- 5 INE242A08494 23-Jan-26 5.60% 10.00% 2026 L&T Infrastructure Fin 07.95% 6 INE691I07ER4 28-Jul-25 7.95% 3.13% (Series E Option 1) 28-Jul-2025 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights LICHF 05.7760% (Tranch 403) 7 INE115A07OY6 11-Sep-25 5.78% 10.00% 11-Sep-2025 NABARD 07.69% (Series 20C) 8 INE261F08BK1 29-May-24 7.69% 9.57% 29-May-2024 9 INE557F08FH9 NHBank 06.88% 21-Jan-2025 21-Jan-25 6.88% 6.84% NTPC 05.45% (Series 72) 15- 10 INE733E08163 15-Oct-25 5.45% 10.00% Oct-2025 PFC 06.50% (Series 208) 17- 11 INE134E08LD7 17-Sep-25 6.50% 10.00% Sep-2025 RECL 05.81% (Series 204-B) 12 INE020B08DH2 31-Dec-25 5.81% 10.00% 31-Dec 2025 Bajaj Finance 07.70% (Series 1 INE296A07QH4 28-Dec-22 7.70% 10.00% 226) 28-Dec-2022 HDB Financial Services 08.81% 2 INE756I07BY7 (Opt. 1 Series 2018 A/1/120 ) 7-Jul-21 8.81% 5.24% 07-Jul-2021 HUDCO 06.99% (Series E 3 INE031A08756 11-Nov-22 6.99% 4.29% 2019) 11-Nov-2022 HDFC 04.50% (Series Y- 003) 4 INE001A07SU7 14-Dec-22 4.50% 10.00% 14-Dec-2022 IOC 05.05% (Series XVII) 25- 5 INE242A08460 25-Nov-22 5.05% 3.36% Nov-2022 CRISIL AAA IRFC 05.04% (Series 155) 05- 6 INE053F07CU1 5-May-23 5.04% 10.00% Short Term May-2023 Bond Index LICHF 05.35% (Tranch 407) 20- 7 INE115A07PC9 20-Mar-23 5.35% 10.00% Mar-2023 NABARD 05.44 (Series 21F) 05- 8 INE261F08CU8 5-Feb-24 5.44% 10.00% Feb-2024 NHAI 07.17% (Bond Series III) 9 INE906B07FE6 23-Dec-21 7.17% 7.10% 23-Dec-2021 PFC 06.98% (Series -198) 20- 10 INE134E08KN8 20-Apr-23 6.98% 10.00% Apr-2023 Reliance Industries 07.00% 11 INE002A08476 31-Aug-22 7.00% 10.00% (PPD Series - A) 31-Aug-2022 RECL 05.69% (Series 202 B) 12 INE020B08DC3 30-Sep-23 5.69% 10.00% 30-Sep-2023 Adani Ports & SEZ 09.35% 04- 1 INE742F07361 4-Jul-26 9.35% 4.40% Jul-2026 Canara Bank 08.40% (Basel III CRISIL AA and 2 INE476A08050 complaint Tier 2 2016-17) 27- 27-Apr-26 8.40% 10.00% AA+ Long Apr-2026 Term Bond Cholamandalam Investment & Index 3 INE121A08OG9 Fin 09.05% (Series SD 57) 24- 24-Mar-28 9.05% 10.00% Mar-2028 HERO FINCORP LIMITED SR 4 INE957N08078 11-Dec-30 7.65% 9.89% 042 7.65 NCD 11DC30 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights FVRS10LAC IREDA 07.74% (Series- X) 08- 5 INE202E08060 8-May-30 7.74% 10.00% May-2030 JM Financial Credit Solutions 6 INE651J07622 09.75% (Tranche I Option VI) 7-Jun-28 9.75% 10.00% 07-Jun-2028 MMFSL 09.30% (Series III INE774D07SW 7 CATEGORY III & IV) 18-Jan- 18-Jan-27 9.30% 10.00% 9 2027 Mahindra Rural Housing 8 INE950O07248 Finance 09.18% (Series 1-Jun-28 9.18% 2.20% MRHFL-AA2018) 01-Jun-2028 SHRIRAM CITY UNION 9 INE722A07AQ4 FINANCE LIMITED SR XXI OP II 21-Feb-31 9.50% 3.63% 9.50 NCD 21FB31 FVRS10LAC SP Jammu Udhampur Highway 10 INE923L07316 Ltd. 09.15% (Series XXXI) 31- 31-Dec-30 9.15% 10.00% Dec-2030 THDC INDIA LIMITED SR IV 11 INE812V07047 20-Jan-31 7.45% 10.00% 7.45 LOA 20JN31 FVRS10LAC GE Shipping Co.08.25% 25- 12 INE017A08292 25-May-27 8.25% 9.89% May-2027 Cholamandalam Investment & 1 INE121A07PM6 Fin 07.92% (Option I) 08-Jul- 8-Jul-25 7.92% 14.29% 2025 HERO FINCORP LIMITED SR 2 INE957N07542 041/OPT II 6.95 NCD 03NV25 3-Nov-25 6.95% 14.29% FVRS10LAC IDFC First Bank 08.70% 3 INE092T08BY2 [SERIES IDFC BANK OBB 23-Jun-25 8.70% 14.29% CRISIL AA and 10/2016] 23-Jun-2025 AA+ Medium MMFSL 08.90% (Series 4 INE774D08LO9 27-Oct-25 8.90% 14.29% Term Bond EEE2015) 27-Oct-2025 Index Mahindra Rural Housing Finance 09.25% (Series 5 INE950O08022 13-Oct-25 9.25% 14.29% MRHFL-CCC Tier II)13-Oct- 2025 SP Jammu Udhampur Highway 6 INE923L07191 Ltd. 09.15% (Series XIX) 31- 31-Dec-24 9.15% 14.29% Dec-2024 GE Shipping Co.08.24% 7 INE017A08250 10-Nov-25 8.24% 14.29% (Tranche1) 10-Nov-2025 Adani Ports & SEZ 06.50% 11- CRISIL AA and 1 INE742F07502 11-Sep-23 6.50% 8.57% Sep-2023 AA+ Short Cholamandalam Investment & Term Bond 2 INE121A08NV0 Finance 10.020% (Series SD 28-Nov-21 10.02% 10.00% Index 45) 28-Nov-2021 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Fullerton India Credit 0% 3 INE535H07AK8 15-Jul-21 0.00% 4.48% (Series 69) 15-Jul-2021 GIC Housing Finance 06.94% 4 INE289B07032 22-Feb-23 6.94% 2.86% (Series 3) 22-Feb-2023 IDFC First Bank 08.75% 5 INE092T08CA0 [SERIES IDFC BANK OBB 28-Jul-23 8.75% 10.00% 12/2016] 28-Jul-2023 JM Financial Credit Solutions 6 INE651J07580 7-Aug-21 9.25% 10.00% 09.25% (Series I) 07-Aug-2021 MMFSL 05.25% (Series 7 INE774D07UA1 AQ2020 Option II ) 04-Dec- 4-Dec-23 5.25% 10.00% 2023 Manappuram Finance 08.35% 8 INE522D07BS6 18-Feb-22 8.35% 10.00% 18-Feb-2022 Muthoot Fin 07.50% ( Series 9 INE414G07FC4 16-Oct-23 7.50% 10.00% 16-A,Option I) 16-Oct-2023 NCDC 07.85% (Series IV) 26- 10 INE014N07054 26-May-23 7.85% 9.33% May-2023 NTPC SAIL Power Company 11 INE115D07019 07.72% (Series1/2017) 11-Jul- 11-Jul-22 7.72% 4.76% 2022 PNBHF 07.59% (Series XXXVI 12 INE572E09486 27-Jul-22 7.59% 10.00% Option B) 27-Jul-2022 Indiabulls Commercial Credit 1 INE244L08042 28-Mar-28 8.85% 25.00% 08.85% 28-Mar-2028 JM Financial Credit Solutions 2 INE651J07622 09.75% (Tranche I Option VI) 7-Jun-28 9.75% 25.00% CRISIL AA 07-Jun-2028 Long Term SHRIRAM CITY UNION Bond Index 3 INE722A07AQ4 FINANCE LIMITED SR XXI OP II 21-Feb-31 9.50% 25.00% 9.50 NCD 21FB31 FVRS10LAC THDC INDIA LIMITED SR IV 4 INE812V07047 20-Jan-31 7.45% 25.00% 7.45 LOA 20JN31 FVRS10LAC IDFC First Bank 08.70% 1 INE092T08BY2 [SERIES IDFC BANK OBB 23-Jun-25 8.70% 33.33% 10/2016] 23-Jun-2025 CRISIL AA Gujarat State Investments Medium Term 2 INE08EQ08056 09.45% (Series 5) 22-Mar- 22-Mar-25 9.45% 33.33% Bond Index 2025 Welspun Corp 07.25% 16- 3 INE191B07162 16-Feb-26 7.25% 33.33% Feb-2026 Bharti Hexacom 06.00% 19- 1 INE343G08018 19-Jan-24 6.00% 10.00% Jan-2024 CRISIL AA Hindalco Industries 9.55% Short Term 2 INE038A07258 25-Apr-22 9.55% 10.00% (Series-I (2012)) 25-Apr-2022 Bond Index IDFC First Bank 08.75% 3 INE092T08CA0 28-Jul-23 8.75% 10.00% [SERIES IDFC BANK OBB Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 12/2016] 28-Jul-2023 IIFL Home Finance 0% (Series 4 INE477L07883 26-Jul-21 0.00% 5.78% C3 Option I) 26-Jul-2021 IIFL Wealth Finance 0.00% 5 INE248U08101 6-Jun-22 0.00% 3.56% (Series A) 06-Jun-2022 JM Financial Credit Solutions 6 INE651J07580 7-Aug-21 9.25% 10.00% 09.25% (Series I) 07-Aug-2021 7 INE220B08050 KPTL 08.11% 27-Sep-2022 27-Sep-22 8.11% 1.78% Manappuram Finance 08.35% 8 INE522D07BS6 18-Feb-22 8.35% 10.00% 18-Feb-2022 NCDC 07.85% (Series IV) 26- 9 INE014N07054 26-May-23 7.85% 10.00% May-2023 NTPC SAIL Power Company 10 INE115D07019 07.72% (Series1/2017) 11-Jul- 11-Jul-22 7.72% 8.89% 2022 PNBHF 07.59% (Series XXXVI 11 INE572E09486 27-Jul-22 7.59% 10.00% Option B) 27-Jul-2022 Tata Projects Ltd 08.10% 12 INE725H08048 30-Aug-22 8.10% 10.00% (Series C) 30-Aug-2022 Adani Ports & SEZ 09.35% 04- 1 INE742F07361 4-Jul-26 9.35% 11.11% Jul-2026 Canara Bank 08.40% (Basel III 2 INE476A08050 complaint Tier 2 2016-17) 27- 27-Apr-26 8.40% 11.11% Apr-2026 Cholamandalam Investment & 3 INE121A08OG9 Fin 09.05% (Series SD 57) 24- 24-Mar-28 9.05% 11.11% Mar-2028 HERO FINCORP LIMITED SR 4 INE957N08078 042 7.65 NCD 11DC30 11-Dec-30 7.65% 11.11% FVRS10LAC CRISIL AA+ IREDA 07.74% (Series- X) 08- Long Term 5 INE202E08060 8-May-30 7.74% 11.11% May-2030 Bond Index MMFSL 09.30% (Series III INE774D07SW 6 CATEGORY III & IV) 18-Jan- 18-Jan-27 9.30% 11.11% 9 2027 Mahindra Rural Housing 7 INE950O07248 Finance 09.18% (Series 1-Jun-28 9.18% 11.11% MRHFL-AA2018) 01-Jun-2028 SP Jammu Udhampur Highway 8 INE923L07316 Ltd. 09.15% (Series XXXI) 31- 31-Dec-30 9.15% 11.11% Dec-2030 GE Shipping Co.08.25% 25- 9 INE017A08292 25-May-27 8.25% 11.11% May-2027 CRISIL AA+ Cholamandalam Investment & Medium Term 1 INE121A07PM6 Fin 07.92% (Option I) 08-Jul- 8-Jul-25 7.92% 16.67% Bond Index 2025 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights HERO FINCORP LIMITED SR 2 INE957N07542 041/OPT II 6.95 NCD 03NV25 3-Nov-25 6.95% 16.67% FVRS10LAC MMFSL 08.90% (Series 3 INE774D08LO9 27-Oct-25 8.90% 16.67% EEE2015) 27-Oct-2025 Mahindra Rural Housing Finance 09.25% (Series 4 INE950O08022 13-Oct-25 9.25% 16.67% MRHFL-CCC Tier II)13-Oct- 2025 SP Jammu Udhampur Highway 5 INE923L07191 Ltd. 09.15% (Series XIX) 31- 31-Dec-24 9.15% 16.67% Dec-2024 GE Shipping Co.08.24% 6 INE017A08250 10-Nov-25 8.24% 16.67% (Tranche1) 10-Nov-2025 Adani Ports & SEZ 06.50% 11- 1 INE742F07502 11-Sep-23 6.50% 11.11% Sep-2023 Cholamandalam Investment & 2 INE121A08NV0 Finance 10.020% (Series SD 28-Nov-21 10.02% 11.11% 45) 28-Nov-2021 Daimler Financial Serv 08.35% 3 INE094O08136 17-Sep-21 8.35% 11.11% 17-Sep-2021 Fullerton India Credit 0% 4 INE535H07AK8 15-Jul-21 0.00% 11.11% (Series 69) 15-Jul-2021 CRISIL AA+ GIC Housing Finance 06.94% Short Term 5 INE289B07032 22-Feb-23 6.94% 11.11% (Series 3) 22-Feb-2023 Bond Index MMFSL 05.25% (Series 6 INE774D07UA1 AQ2020 Option II ) 04-Dec- 4-Dec-23 5.25% 11.11% 2023 Muthoot Fin 07.50% ( Series 7 INE414G07FC4 16-Oct-23 7.50% 11.11% 16-A,Option I) 16-Oct-2023 SHFL 07.75% (Series 314) 03- 8 INE667F07HQ5 3-Feb-22 7.75% 11.11% Feb-2022 Andhra Bank 09.35% 22-Aug- 9 INE434A08018 22-Aug-21 9.35% 11.11% 2021 Aadhar Housing Finance 1 INE538L07528 29-Sep-28 9.35% 16.67% 09.35% (Series V) 29-Sep-2028 Fedbank Financial Services 2 INE007N08015 30-Sep-27 9.90% 16.67% 09.90% 30-Sep-2027 HINDUJA LEYLAND FINANCE CRISIL AA- 3 INE146O08167 LIMITED 9.75 NCD 18AG26 18-Aug-26 9.75% 16.67% Long Term FVRS10LAC Bond Index Punjab & Sind 09.50% (Basel 4 INE608A08033 III Tier II Series XV) 26-Oct- 26-Oct-29 9.50% 16.67% 2029 Tata Motors Fin 10.00% (Tier II 5 INE601U08051 Series B FY 18-19) 29-Mar- 29-Mar-29 10.00% 16.67% 2029 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights TVS Credit Services 09.40% 6 INE729N08048 26-Aug-26 9.40% 16.67% 26-Aug-2026 1 INE114A07869 SAIL 09.00% 14-Oct-2024 14-Oct-24 9.00% 33.33% TML Financial Services 09.70% CRISIL AA- (Series- TMFL- NCD Tier II 2 INE909H08212 19-Dec-24 9.70% 33.33% Medium Term Series C FY 2014-15) 19-Dec- Bond Index 2024 Tata Motors 09.81% 20-Aug- 3 INE155A08191 20-Aug-24 9.81% 33.33% 2024 Aadhar Housing Finance 1 INE883F07199 1-Sep-23 8.20% 16.67% 08.20% 01-Sep-2023 Arvind 07.79% [SERIES 2] 29- 2 INE034A08057 29-Sep-22 7.79% 16.67% Sep-2022 Hinduja Leyland Finance 3 INE146O08092 8-Apr-22 11.10% 16.67% CRISIL AA- 11.10% 08-Apr-2022 Short Term Indostar Capital Finance Bond Index 4 INE896L07751 08.30% (Series XXXIX-)13-Apr- 13-Apr-22 8.30% 16.67% 2022 Magma Fincorp 10.25% 5 INE511C07656 6-May-22 10.25% 16.67% (SERIES I) 06-May-2022 Tata Power 09.40% 28-Dec- 6 INE245A07424 28-Dec-22 9.40% 16.67% 2022 Axis Bank Limited 07.65% 1 INE238A08468 30-Jan-27 7.65% 10.00% (Series 5) 30-Jan-2027 Canara Bank 08.50%(Series III 2 INE476A08100 Basel III Tier I Perpetual) 31- 31-Dec-25 8.50% 10.00% Dec-2025 HDFC Bank 07.95% 21-Sep- 3 INE040A08369 21-Sep-26 7.95% 10.00% 2026 IDFC First Bank 08.70% 4 INE092T08BY2 [SERIES IDFC BANK OBB 23-Jun-25 8.70% 10.00% 10/2016] 23-Jun-2025 CRISIL Indian Bank 08.44% (Perpetual Medium to 5 INE562A08073 Basel III AT I Series-IV) 30-Dec- 30-Dec-25 8.44% 10.00% Long Term 2025 Banking Debt SBI 07.73% (Series II Basel III Index 6 INE062A08272 24-Nov-25 7.73% 10.00% Tier I) C 24-Nov-2025 Union Bank 08.64% ( Basel III 7 INE692A08128 AT1 SeriesXXVIII Perpetual) 11-Jan-26 8.64% 10.00% 11-Jan-2026 ICICI Bank Ltd 09.20% (Basel INE090A08TW 8 III Tier I Perpetual) 17-Mar- 17-Mar-22 9.20% 10.00% 2 2117 C 17-Mar-2022 PNB 08.95% (Basel III Tier I PDI 9 INE160A08100 I Series VIII Perpetual Bond) 3-Mar-22 8.95% 10.00% 03-Mar-2022 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights IndusInd Bank 10.50%(Basel III 10 INE095A08082 Tier 1 AT1) Perpetual 28-Mar- 28-Mar-24 10.50% 10.00% 2024 EXIM 07.22% (Series U 04- 1 INE514E08FP6 3-Aug-27 7.22% 4.03% 2027) 03-Aug-2027 IOC 05.60% (Series XX) 23-Jan- 2 INE242A08494 23-Jan-26 5.60% 10.00% 2026 IRFC 06.85% (Series 153) 29- 3 INE053F07CS5 29-Oct-40 6.85% 10.00% Oct-2040 NABARD 06.42% (Series PMAY 4 INE261F08CO1 25-Nov-30 6.42% 10.00% G PD2) 25-Nov-2030 NHAI 06.94% (2020-21 Series- 5 INE906B07II1 30-Dec-36 6.94% 10.00% IX) 30-Dec-2036 CRISIL 6 INE557F08FH9 NHBank 06.88% 21-Jan-2025 21-Jan-25 6.88% 2.69% Medium to NHPC 08.12% (GOI) 22-Mar- 7 INE848E08136 22-Mar-29 8.12% 10.00% Long Term 2029 PSU Debt NTPC 05.45% (Series 72) 15- 8 INE733E08163 15-Oct-25 5.45% 10.00% Index Oct-2025 PFC 07.41% (Series -196) 25- 9 INE134E08KL2 25-Feb-30 7.41% 10.00% Feb-2030 Power Grid Corporation 10 INE752E07OF7 07.30% (Series LIX 2017-18) 19-Jun-27 7.30% 10.00% 19-Jun-2027 RECL 06.63% (GOI Fully 11 INE020B08DN0 Serviced Bond Series XIII) 28- 28-Jan-31 6.63% 10.00% Jan-2031 THDC INDIA LIMITED SR IV 12 INE812V07047 20-Jan-31 7.45% 3.28% 7.45 LOA 20JN31 FVRS10LAC Axis Bank Limited 08.75% Series 26 (Basel III,Tier 1 1 INE238A08427 14-Dec-21 8.75% 10.00% Perpetual) C-14-Dec-2021 M- 14-Dec-2116 BOI 9.80% Basel III (Tier II 2 INE084A08045 30-Sep-23 9.80% 10.00% Series XI) 30-Sep-2023 Canara Bank 11.25%(SeriesIII 3 INE667A08070 Basel III) Perpetual 15-Jul- 15-Jul-21 11.25% 10.00% CRISIL Short 2116 C-15-Jul-2021 Term Banking HDFC Bank 08.85% (Basel III Debt Index 4 INE040A08377 Perpetual ATI Series 1/2017- 12-May-22 8.85% 10.00% 2018) 12-May-2022 ICICI Bank Ltd 09.20% (Basel INE090A08TW 5 III Tier I Perpetual) 17-Mar- 17-Mar-22 9.20% 10.00% 2 2117 C 17-Mar-2022 IDFC First Bank 08.75% 6 INE092T08CA0 [SERIES IDFC BANK OBB 28-Jul-23 8.75% 10.00% 12/2016] 28-Jul-2023 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights IndusInd Bank 10.50%(Basel III 7 INE095A08082 Tier 1 AT1) Perpetual 28-Mar- 28-Mar-24 10.50% 10.00% 2024 PNB 08.95% (Basel III Tier I PDI 8 INE160A08100 I Series VIII Perpetual Bond) 3-Mar-22 8.95% 10.00% 03-Mar-2022 SBI 09.56% (Perpetual Basel III 9 INE062A08173 Additional Tier 1 ) C 04-Dec- 4-Dec-23 9.56% 10.00% 2023 Andhra Bank 09.35% 22-Aug- 10 INE434A08018 22-Aug-21 9.35% 10.00% 2021 HPCL 04.79% (Series IV) 23- 1 INE094A08085 23-Oct-23 4.79% 4.15% Oct-2023 HUDCO 06.99% (Series E 2 INE031A08756 11-Nov-22 6.99% 7.36% 2019) 11-Nov-2022 IOC 05.05% (Series XVII) 25- 3 INE242A08460 25-Nov-22 5.05% 5.76% Nov-2022 IRFC 05.04% (Series 155) 05- 4 INE053F07CU1 5-May-23 5.04% 10.00% May-2023 NABARD 05.44 (Series 21F) 05- 5 INE261F08CU8 5-Feb-24 5.44% 10.00% Feb-2024 NHAI 07.17% (Bond Series III) CRISIL Short 6 INE906B07FE6 23-Dec-21 7.17% 10.00% Term PSU 23-Dec-2021 Debt Index 7 INE557F08FL1 NHBank 05.35% 12-Feb-2024 12-Feb-24 5.35% 6.38% NTPC 06.55% (Series 70) 17- 8 INE733E08148 17-Apr-23 6.55% 8.91% Apr-2023 PFC 06.98% (Series -198) 20- 9 INE134E08KN8 20-Apr-23 6.98% 10.00% Apr-2023 Power Grid Corp. 07.20% 10 INE752E07OD2 21-Dec-21 7.20% 7.43% (Bonds-LVII) 21-Dec-2021 RECL 05.69% (Series 202 B) 11 INE020B08DC3 30-Sep-23 5.69% 10.00% 30-Sep-2023 SIDBI 08.40% (Series IV FY 12 INE556F08JH3 10-Aug-21 8.40% 10.00% 2018-19) 10-Aug-2021 Fincare Small Finance Bank 1 INE519Q08137 11.30% (Tranche I) 22-Jun- 22-Jun-24 11.30% 11.11% 2024 ESAF Small Finance Bank 2 INE818W08032 1-Jun-25 11.50% 11.11% CRISIL A 11.50% 01-Jun-2025 Medium To Andhra Pradesh Capital Long Term 3 INE01E708057 Region10.32%(Strpps E)16- 16-Aug-28 10.32% 11.11% Bond Index Aug-2028 Asirvad Micro Finance 11.63% 4 INE516Q08281 30-May-24 11.63% 11.11% (Tranche1-2) 30-May-2024 IRB Infrastructure Developers 5 INE821I07052 28-Jun-25 9.55% 11.11% 9.55% 28-Jun-2025 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Suryoday Small Finance Bank 6 INE428Q08073 7-Apr-27 12.50% 11.11% 12.50% 07-Apr-2027 Satin Creditcare Network 7 INE836B07550 23-Apr-24 11.50% 11.11% 11.50% 23-Apr-2024 MEGHALAYA ENERGY 8 INE760I07078 17-Feb-31 10.96% 11.11% CORP.LTD. KOGTA FINANCIAL (INDIA) 9 INE192U07160 25-Feb-25 11.45% 11.11% LTD. Elecon Engineering Co.12.25% 1 INE205B07046 28-Feb-22 12.25% 1.22% [Series I] 28-Feb-2022 JMC Projects (India) 10.55% 2 INE890A08011 21-Oct-22 10.55% 2.03% 21-Oct-2022 DLF 09.25% ( Series A) 17- 3 INE271C07186 17-Mar-23 9.25% 10.13% Mar-2023 P/C 19-Mar-2021 IRB Infrastructure Developers 4 INE821I07029 20-May-23 9.55% 4.05% 9.55% 20-May-2023 Xander Finance (XFPL) 10.25% 5 INE252T07065 26-May-23 10.25% 0.51% [SERIES V] 26-May-2023 Indiabulls Real Estate Co. 6 INE065I07015 28-Jan-23 11.00% 10.00% 11.00% 28-Jan-2023 Dilip Buildcon Ltd. 08.67% 29- 7 INE917M07159 29-Jun-23 8.67% 4.05% Jun-2023 Shubham Housing 8 INE967Q07031 Development 10.00% 29-Jun- 29-Jun-23 10.00% 0.41% 2023 Centrum Housing Finance 9 INE575U07026 26-Jun-23 9.90% 0.51% CRISIL A Short (Series 2) 09.90% 26-Jun-2023 Term Bond India Shelter Finance Index 10 INE922K07054 Corporation 10.25% 12-Jun- 12-Jun-23 10.25% 0.30% 2023 Avanse Fin Services 08.75% 11 INE087P07154 (SERIES 9 TRANCHE 3) 10-Jan- 10-Jan-22 8.75% 1.01% 2022 Home First Fin Ltd. 08.50% 12 INE481N07048 21-Jan-22 8.50% 1.01% (Series IV) 21-Jan-2022 IKF Home Finance 11% (series 13 INE02VP07032 23-Jul-23 11.00% 0.20% 451-550) 23-Jul-2023 Capri Global Housing Finance 14 INE328J07015 28-Jan-22 8.00% 0.51% 08.00% 28-Jan-2022 Auxilo Finserve 11% (SR 15 INE605Y07049 30-Jul-23 11.00% 0.51% 2021/004 ) 30-Jul-2023 Capri Global Capital 08.35% 16 INE180C07122 4-Feb-22 8.35% 3.04% (Series 9) 04-Feb-2022 Samasta Microfinance 10.00% 17 INE413U07137 11-Feb-22 10.00% 3.04% (Series 5) 11-Feb-2022 MAS Financial Services 09.00% 18 INE348L07068 19-Feb-22 9.00% 2.03% 19-Feb-2022 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Muthoot Fincorp 09.35% 19 INE549K07782 19-Feb-22 9.35% 9.63% (Series 5) 19-Feb-2022 Prism Johnson 09.75% (Series 20 INE010A08123 21-Aug-23 9.75% 1.52% XVII) 21-Aug-2023 INE04MH0702 Aptus Finance India 8.90% 07- 21 7-Sep-23 8.90% 0.51% 6 Sep-2023 SBFC Finance 09.25% (Series 22 INE423Y07054 14-Mar-22 9.25% 2.03% B) 14-Mar-2022 Northern Arc Capital 09.50% 23 INE850M07301 14-Mar-22 9.50% 3.04% 14-Mar-2022 Avendus Finance Pvt. Ltd. 24 INE177R07092 10.25% (Tranche3 SeriesC 24-Sep-23 10.25% 0.30% AFPL 2020-21) 22-Sep-2023 Vastu Housing Fin Corp Ltd. 25 INE459T07199 30-Mar-22 8.60% 0.51% 08.60% 30-Mar-2022 Capsave Finance 09.75% 21- 26 INE0DBJ07069 21-Apr-23 9.75% 0.30% Apr-2023 Sankhya Fin Services 10.00% 27 INE471X07048 21-Apr-23 10.00% 0.51% (Series IV 20-21) 21-Apr-2023 Moneywise Financial Services 28 INE956L07050 10-May-22 9.50% 0.51% 09.50% 10-May-2022 Paisalo Digital 10.50% (Series 29 INE420C07031 9-May-22 10.50% 0.32% 11 -2020 ) 09-May2022 Muthoot Microfine 10.50% 30 INE046W07107 18-May-22 10.50% 8.11% 18-May-2022 Cashpor Micro Credit 10% 31 INE094P07044 19-May-22 10.00% 1.52% 19-May-2022 Muthoot Capital Services 32 INE296G07051 19-May-22 9.30% 2.03% 09.30% 19-May-2022 Incred Financial Services 33 INE945W07225 4-Jun-22 9.10% 1.01% 09.10% 04-Jun-2022 Creditaccess Grameen 09.15% 34 INE741K07389 10-Jun-22 9.15% 2.03% 10-Jun-2022 Asirvad Micro Finance 09.00% 35 INE516Q07358 14-Jun-22 9.00% 2.03% 14-Jun 2022 Belstar Microfinance 10.50% 36 INE443L07141 15-Sep-22 10.50% 0.81% 15-Sep-2022 Chaitanya India Fin Credit 37 INE140R07140 15-Jun-22 9.35% 0.51% 09.35% 15-Jun-2022 Fusion Microfinance 11.25% 38 INE139R07373 22-Dec-23 11.25% 1.52% 22-Dec-2023 IKF Finance 09.25% 30-Jun- 39 INE859C07105 30-Jun-22 9.25% 1.01% 2022 Satin Creditcare Network 40 INE836B07600 30-Jun-22 10.30% 3.04% 10.30% 30-Jun-2022 UGRO Capital 10.25% (Series 41 INE583D07083 30-Jun-22 10.25% 0.20% 2) 30-Jun-2022 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Vistaar Financial Services 42 INE016P07179 30-Jun-22 9.53% 1.01% 09.525% 30-Jun-2022 Wisemore Advisory 0.00% 08- 43 INE714W07035 8-Aug-23 0.00% 9.93% Aug-2023 Veritas Finance 10.58% 25- 44 INE448U07174 25-Jan-24 10.58% 0.51% Jan-2024 P/C 27-Jan-2022 SVATANTRA MICROFIN 45 INE00MX08037 24-Feb-23 12.00% 1.01% PVT.LTD. Fincare Small Finance Bank 1 INE519Q08137 11.30% (Tranche I) 22-Jun- 22-Jun-24 11.30% 14.29% 2024 ESAF Small Finance Bank 2 INE818W08032 1-Jun-25 11.50% 14.29% 11.50% 01-Jun-2025 Asirvad Micro Finance 11.63% 3 INE516Q08281 30-May-24 11.63% 14.29% CRISIL A (Tranche1-2) 30-May-2024 Medium Term IRB Infrastructure Developers 4 INE821I07052 28-Jun-25 9.55% 14.29% Bond Index 9.55% 28-Jun-2025 Satin Creditcare Network 5 INE836B07550 23-Apr-24 11.50% 14.29% 11.50% 23-Apr-2024 Muthoot Microfine 11.40% 6 INE046W07115 24-May-24 11.40% 14.29% 24-May-2024 KOGTA FINANCIAL (INDIA) 7 INE192U07160 25-Feb-25 11.45% 14.29% LTD. Cholamandalam Investment & 1 INE121A08NV0 Finance 10.020% (Series SD 28-Nov-21 10.02% 10.00% 45) 28-Nov-2021 Daimler Financial Serv 08.35% 2 INE094O08136 17-Sep-21 8.35% 7.86% 17-Sep-2021 Fullerton India Credit 0% 3 INE535H07AK8 15-Jul-21 0.00% 1.38% (Series 69) 15-Jul-2021 IIFL Home Finance 0% (Series 4 INE477L07883 26-Jul-21 0.00% 6.39% C3 Option I) 26-Jul-2021 CRISIL AA and JM Financial Credit Solutions AA+ up to 1 5 INE651J07580 7-Aug-21 9.25% 10.00% 09.25% (Series I) 07-Aug-2021 Year Short MMFSL 0.00% (Series AL2018 Term Bond 6 INE774D07SH0 23-Jul-21 0.00% 9.82% Option II) 23-Jul-2021 Index Manappuram Finance 08.35% 7 INE522D07BS6 18-Feb-22 8.35% 10.00% 18-Feb-2022 Muthoot Fin 09.50% 8 INE414G07EK0 27-Dec-21 9.50% 10.00% (OptionIV) 27-Dec-2021 PNBHF 08.47% (Option A) 01- 9 INE572E09361 1-Jul-21 8.47% 10.00% Jul-2021 SHFL 07.75% (Series 314) 03- 10 INE667F07HQ5 3-Feb-22 7.75% 4.91% Feb-2022 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Tata Projects Ltd 08.35% 11 INE725H08022 17-Dec-21 8.35% 9.82% (Series A) 17-Dec-2021 Andhra Bank 09.35% 22-Aug- 12 INE434A08018 22-Aug-21 9.35% 9.82% 2021 Adani Ports & SEZ 06.50% 11- 1 INE742F07502 11-Sep-23 6.50% 10.00% Sep-2023 Bharti Hexacom 06.00% 19- 2 INE343G08018 19-Jan-24 6.00% 10.00% Jan-2024 Cholamandalam Investment & 3 INE121A07PZ8 Fin 06.45% (Series 603) 23- 23-Feb-24 6.45% 10.00% Feb-2024 Fullerton India Credit 08.00% 4 INE535H07AC5 28-Dec-22 8.00% 6.15% (Series 62) 28-Dec-2022 GIC Housing Finance 06.94% 5 INE289B07032 22-Feb-23 6.94% 4.62% (Series 3) 22-Feb-2023 IDFC First Bank 08.75% CRISIL AA and 6 INE092T08CA0 [SERIES IDFC BANK OBB 28-Jul-23 8.75% 10.00% AA+ 1 to 3 12/2016] 28-Jul-2023 Year Short Term Bond 7 INE220B08050 KPTL 08.11% 27-Sep-2022 27-Sep-22 8.11% 1.54% Index MMFSL 05.25% (Series 8 INE774D07UA1 AQ2020 Option II ) 04-Dec- 4-Dec-23 5.25% 10.00% 2023 Muthoot Fin 07.50% ( Series 9 INE414G07FC4 16-Oct-23 7.50% 10.00% 16-A,Option I) 16-Oct-2023 NCDC 07.85% (Series IV) 26- 10 INE014N07054 26-May-23 7.85% 10.00% May-2023 NTPC SAIL Power Company 11 INE115D07019 07.72% (Series1/2017) 11-Jul- 11-Jul-22 7.72% 7.69% 2022 PNBHF 07.59% (Series XXXVI 12 INE572E09486 27-Jul-22 7.59% 10.00% Option B) 27-Jul-2022 Aditya Birla Finnace 08.90% 1 INE860H07FS2 (Series- ABFL NCD C3 FY 2018- 24-Sep-21 8.90% 5.21% 19) 24-Sep-2021 HDB Financial Services 08.81% 2 INE756I07BY7 (Opt. 1 Series 2018 A/1/120 ) 7-Jul-21 8.81% 10.00% CRISIL AAA up 07-Jul-2021 to 1 Year HDFC 06.22% (Series-X-005) 3 INE001A07SN2 10-Dec-21 6.22% 10.00% Short Term 10-Dec-2021 Bond Index LICHF 08.595% (TRANCHE 380 4 INE115A07NZ5 14-Jan-22 8.60% 10.00% Option I) 14-Jan-2022 NABARD 08.60% (Series 19B) 5 INE261F08AI7 31-Jan-22 8.60% 10.00% 31-Jan-2022 6 INE906B07FE6 NHAI 07.17% (Bond Series III) 23-Dec-21 7.17% 10.00% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 23-Dec-2021 NIIF Infrastructure Fin 07.35% 7 INE246R07137 (Series NIIF IFL PP 7/2017) 12- 12-Jan-22 7.35% 0.36% Jan-2022 Power Finance Corp.08.18% 8 INE134E08JW1 19-Mar-22 8.18% 10.00% (Series 183) 19-Mar-2022 Reliance Industries 08.30% 9 INE002A08575 8-Mar-22 8.30% 10.00% (PPD Series - J) 08-Mar-2022 RECL 06.32% (Series 190 B) 10 INE020B08CL6 31-Dec-21 6.32% 10.00% 31-Dec-2021 SIDBI 08.40% (Series IV FY 11 INE556F08JH3 10-Aug-21 8.40% 9.47% 2018-19) 10-Aug-2021 TCFSL 0.00% (TCFSL E FY 2018- 12 INE306N07KH7 26-Oct-21 0.00% 4.97% 19) 26-Oct-2021 Bajaj Finance 07.70% (Series 1 INE296A07QH4 28-Dec-22 7.70% 10.00% 226) 28-Dec-2022 HUDCO 06.99% (Series E 2 INE031A08756 11-Nov-22 6.99% 4.58% 2019) 11-Nov-2022 HDFC 04.50% (Series Y- 003) 3 INE001A07SU7 14-Dec-22 4.50% 10.00% 14-Dec-2022 IOC 05.05% (Series XVII) 25- 4 INE242A08460 25-Nov-22 5.05% 3.59% Nov-2022 IRFC 05.04% (Series 155) 05- 5 INE053F07CU1 5-May-23 5.04% 9.80% CRISIL AAA 1 May-2023 to 3 Year LICHF 05.35% (Tranch 407) 20- 6 INE115A07PC9 20-Mar-23 5.35% 10.00% Short Term Mar-2023 Bond Index NABARD 05.44 (Series 21F) 05- 7 INE261F08CU8 5-Feb-24 5.44% 10.00% Feb-2024 8 INE557F08FL1 NHBank 05.35% 12-Feb-2024 12-Feb-24 5.35% 3.97% PFC 06.98% (Series -198) 20- 9 INE134E08KN8 20-Apr-23 6.98% 10.00% Apr-2023 Reliance Industries 07.00% 10 INE002A08476 31-Aug-22 7.00% 10.00% (PPD Series - A) 31-Aug-2022 RECL 05.69% (Series 202 B) 11 INE020B08DC3 30-Sep-23 5.69% 10.00% 30-Sep-2023 SIDBI 04.58% (Series II FY 12 INE556F08JR2 18-Dec-23 4.58% 8.07% 2020-21) 18-Dec-2023 1 IN0020200153 05.77 GS 2030 3-Aug-30 5.77% 9.81% 2 IN0020200294 05.85 GS 2030 1-Dec-30 5.85% 5.94% CRISIL 3 IN0020200245 06.22% GS 2035 16-Mar-35 6.22% 8.99% Dynamic Gilt 4 IN0020200278 05.15 GS 2025 9-Nov-25 5.15% 9.29% Index 5 IN0020200112 05.22 GS 2025 15-Jun-25 5.22% 9.41% 6 IN0020200096 06.19 GS 2034 16-Sep-34 6.19% 10.13% 7 IN0020190362 06.45 GS 2029 7-Oct-29 6.45% 9.16% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 8 IN0020180454 07.26% GS 2029 14-Jan-29 7.26% 9.48% 9 IN0020190396 06.18 GS 2024 4-Nov-24 6.18% 8.15% 10 IN0020170174 07.17% CGL 2028 8-Jan-28 7.17% 9.03% 11 IN0020180488 07.32% GS 2024 28-Jan-24 7.32% 5.80% 12 IN0020190016 07.27% GS 2026 8-Apr-26 7.27% 4.81% 1 IN0020200245 06.22% GS 2035 16-Mar-35 6.22% 14.69% 2 IN0020200096 06.19 GS 2034 16-Sep-34 6.19% 16.56% 3 IN0020200187 06.80 GS 2060 15-Dec-60 6.80% 13.19% CRISIL 4 IN0020200153 05.77 GS 2030 3-Aug-30 5.77% 17.51% Composite 5 IN0020200294 05.85 GS 2030 1-Dec-30 5.85% 10.59% Gilt Index 6 IN0020190362 06.45 GS 2029 7-Oct-29 6.45% 16.35% 7 IN0020200278 05.15 GS 2025 9-Nov-25 5.15% 3.85% 8 IN0020200112 05.22 GS 2025 15-Jun-25 5.22% 3.90% 9 IN0020190396 06.18 GS 2024 4-Nov-24 6.18% 3.37% 1 IN0020200245 06.22% GS 2035 16-Mar-35 6.22% 13.07% 2 IN0020200096 06.19 GS 2034 16-Sep-34 6.19% 14.73% 3 IN0020200187 06.80 GS 2060 15-Dec-60 6.80% 11.74% CRISIL Long 4 IN0020190065 07.57% GOI 2033 17-Jun-33 7.57% 14.01% Term Gilt Index 5 IN0020170042 06.68 GS 2031 17-Sep-31 6.68% 12.23% 6 IN0020160100 06.57% GS 2033 5-Dec-33 6.57% 11.13% 7 IN0020050012 07.40% CGL 2035 9-Sep-35 7.40% 11.51% 8 IN0020200054 07.16 GS 2050 20-Sep-50 7.16% 11.58% 1 IN0020200153 05.77 GS 2030 3-Aug-30 5.77% 14.69% 2 IN0020200294 05.85 GS 2030 1-Dec-30 5.85% 8.89% 3 IN0020190362 06.45 GS 2029 7-Oct-29 6.45% 13.72% CRISIL 4 IN0020180454 07.26% GS 2029 14-Jan-29 7.26% 14.20% Medium Term 5 IN0020170174 07.17% CGL 2028 8-Jan-28 7.17% 13.52% Gilt Index 6 IN0020190016 07.27% GS 2026 8-Apr-26 7.27% 7.20% 7 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 14.45% 8 IN0020200070 05.79 GS 2030 11-May-30 5.79% 13.33% 1 IN0020200278 05.15 GS 2025 9-Nov-25 5.15% 18.51% 2 IN0020200112 05.22 GS 2025 15-Jun-25 5.22% 18.75% 3 IN0020190396 06.18 GS 2024 4-Nov-24 6.18% 16.23% CRISIL Short 4 IN0020180488 07.32% GS 2024 28-Jan-24 7.32% 11.56% Term Gilt Index 5 IN0020130012 07.16% CGL 2023 20-May-23 7.16% 12.25% 6 IN0020200021 05.09 GS 2022 13-Apr-22 5.09% 9.39% 7 IN0020060037 08.20% CGL 2022 15-Feb-22 8.20% 7.90% 8 IN0020190099 06.17 GS 2021 15-Jul-21 6.17% 5.41% CRISIL 1 1 INE514E16BR4 Export Import Bank Of India 22-Apr-21 - 16.67% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Month CD 2 INE171A16IT2 Federal Bank Ltd. 4-May-21 - 16.67% Index 3 INE092T16PN8 IDFC First Bank Ltd. 4-May-21 - 16.67% 4 INE976G16LU3 RBL Bank Ltd. 3-May-21 - 16.67% 5 INE028A16CD1 Bank of Baroda 26-Apr-21 - 16.67% 6 INE443O16286 Credit Suisse AG 20-Apr-21 - 16.67% 1 INE171A16JC6 Federal Bank Ltd. 14-May-21 - 10.00% 2 INE028A16CG4 Bank of Baroda 1-Jun-21 - 10.00% 3 INE608A16OX3 Punjab & Sind Bank 25-May-21 - 10.00% 4 INE092T16QE5 IDFC First Bank Ltd. 27-May-21 - 10.00% CRISIL 2 5 INE095A16K07 IndusInd Bank Ltd. 4-Jun-21 - 10.00% month CD 6 INE238A168U9 Axis Bank Ltd. 28-May-21 - 10.00% Index 7 INE019516058 CTBC Bank Co., Ltd. 28-May-21 - 10.00% 8 INE07PX16087 Sbm Bank (India) Ltd. 28-May-21 - 10.00% 9 INE976G16LX7 RBL Bank Ltd. 25-May-21 - 10.00% 10 INE083J16199 Barclays Bank Plc. 24-May-21 - 10.00% 1 INE092T16QB1 IDFC First Bank Ltd. 16-Jun-21 - 10.00% 2 INE083J16215 Barclays Bank Plc. 25-Jun-21 - 10.00% 3 INE095A16J91 IndusInd Bank Ltd. 15-Jun-21 - 10.00% 4 INE608A16OZ8 Punjab & Sind Bank 17-Jun-21 - 10.00% Ujjivan Small Finance Bank CRISIL 3 5 INE551W16966 22-Jun-21 - 10.00% Ltd. month CD 6 INE545U16285 Bandhan Bank Ltd. 14-Jun-21 - 10.00% Index National Bank for Agriculture 7 INE261F16546 17-Jun-21 - 10.00% & Rural Development 8 INE07PX16129 Sbm Bank (India) Ltd. 29-Jun-21 - 10.00% 9 INE028A16CH2 Bank of Baroda 22-Jun-21 - 10.00% 10 INE679A16045 Csb Bank Ltd. 21-Jun-21 - 10.00% 1 INE095A16L55 IndusInd Bank Ltd. 30-Sep-21 - 12.50% 2 INE545U16277 Bandhan Bank Ltd. 24-Sep-21 - 12.50% Utkarsh Small Finance Bank 3 INE735W16338 8-Sep-21 - 12.50% Ltd. CRISIL 6 4 INE949L16AV1 AU Small Finance Bank Ltd. 24-Sep-21 - 12.50% month CD 5 INE238A168V7 Axis Bank Ltd. 17-Sep-21 - 12.50% Index 6 INE976G16LZ2 RBL Bank Ltd. 15-Sep-21 - 12.50% Ujjivan Small Finance Bank 7 INE551W16941 27-Aug-21 - 12.50% Ltd. Equitas Small Finance Bank 8 INE063P16842 27-Aug-21 - 12.50% Ltd. 1 INE238A166V1 Axis Bank Ltd. 10-Mar-22 - 16.67% CRISIL 1 Year 2 INE095A16L48 IndusInd Bank Ltd. 10-Mar-22 - 16.67% CD Index 3 INE556F16853 Small Industries Development 18-Mar-22 - 16.67% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Bank Of India 4 INE949L16AX7 AU Small Finance Bank Ltd. 11-Mar-22 - 16.67% National Bank for Agriculture 5 INE261F16595 18-Feb-22 - 16.67% & Rural Development 6 INE237A165M3 Kotak Mahindra Bank Ltd. 23-Mar-22 - 16.67% 1 INE028A16CF6 Bank of Baroda 16-Apr-21 - 5.00% 2 INE514E16BR4 Export Import Bank Of India 22-Apr-21 - 5.00% 3 INE028A16CD1 Bank of Baroda 26-Apr-21 - 5.00% 4 INE092T16PO6 IDFC First Bank Ltd. 30-Apr-21 - 5.00% 5 INE976G16LU3 RBL Bank Ltd. 3-May-21 - 5.00% 6 INE976G16LT5 RBL Bank Ltd. 6-May-21 - 1.32% 7 INE07PX16061 Sbm Bank (India) Ltd. 14-May-21 - 1.32% 8 INE545U16251 Bandhan Bank Ltd. 17-May-21 - 1.32% 9 INE976G16LV1 RBL Bank Ltd. 12-May-21 - 1.32% 10 INE171A16IU0 Federal Bank Ltd. 6-May-21 - 1.32% 11 INE238A168U9 Axis Bank Ltd. 28-May-21 - 1.32% 12 INE028A16CE9 Bank of Baroda 28-May-21 - 1.32% 13 INE171A16IV8 Federal Bank Ltd. 30-Apr-21 - 5.00% 14 INE092T16PM0 IDFC First Bank Ltd. 23-Apr-21 - 5.00% 15 INE095A16K23 IndusInd Bank Ltd. 31-May-21 - 1.32% CRISIL Up to 16 INE07PX16087 Sbm Bank (India) Ltd. 28-May-21 - 1.32% 91-Day CD 17 INE092T16PN8 IDFC First Bank Ltd. 4-May-21 - 5.00% Index 18 INE092T16PV1 IDFC First Bank Ltd. 14-May-21 - 1.32% 19 INE019516058 CTBC Bank Co., Ltd. 28-May-21 - 1.32% 20 INE171A16IZ9 Federal Bank Ltd. 25-May-21 - 1.32% 21 INE976G16LX7 RBL Bank Ltd. 25-May-21 - 1.32% 22 INE171A16IW6 Federal Bank Ltd. 22-Apr-21 - 5.00% 23 INE083J16199 Barclays Bank Plc. 24-May-21 - 1.32% National Bank for Agriculture 24 10-Jun-21 - 2.27% INE261F16538 & Rural Development 25 INE028A16CG4 Bank of Baroda 1-Jun-21 - 1.32% 26 INE095A16K56 IndusInd Bank Ltd. 11-Jun-21 - 2.27% 27 INE092T16PY5 IDFC First Bank Ltd. 11-Jun-21 - 2.27% 28 INE514E16BT0 Export Import Bank Of India 10-Jun-21 - 2.27% 29 INE238A163V8 Axis Bank Ltd. 10-Jun-21 - 2.27% 30 INE07PX16079 Sbm Bank (India) Ltd. 21-May-21 - 1.32% 31 INE171A16IT2 Federal Bank Ltd. 4-May-21 - 5.00% 32 INE092T16QE5 IDFC First Bank Ltd. 27-May-21 - 1.32% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 33 INE171A16JC6 Federal Bank Ltd. 14-May-21 - 1.32% 34 INE095A16K07 IndusInd Bank Ltd. 4-Jun-21 - 1.32% 35 INE092T16QB1 IDFC First Bank Ltd. 16-Jun-21 - 2.27% 36 INE095A16J91 IndusInd Bank Ltd. 15-Jun-21 - 2.27% 37 INE545U16285 Bandhan Bank Ltd. 14-Jun-21 - 2.27% National Bank for Agriculture 38 17-Jun-21 - 2.27% INE261F16546 & Rural Development 39 INE028A16CH2 Bank of Baroda 22-Jun-21 - 2.27% 40 INE171A16IS4 Federal Bank Ltd. 15-Jun-21 - 2.27% 1 INE242A14TF2 Indian Oil Corporation Ltd. 30-Apr-21 - 6.67% ICICI Securities Primary 2 INE849D14GP4 28-Apr-21 - 6.67% Dealership Ltd. Bharat Petroleum Corporation 3 INE029A14BD6 26-Apr-21 - 6.67% Ltd. Hindustan Petroleum 4 INE094A14GN8 22-Apr-21 - 6.67% Corporation Ltd. 5 INE463A14JX8 Berger Paints India Ltd. 20-Apr-21 - 6.67% Bahadur Chand Investments 6 INE087M14959 30-Apr-21 - 6.67% CRISIL 1 Pvt. Ltd. Month CP Deutsche Investments India 7 INE144H14EA8 30-Apr-21 - 6.67% Index Pvt. Ltd. 8 INE233A14RF5 Godrej Industries Ltd. 5-May-21 - 6.67% 9 INE929O14164 Reliance Retail Ventures Ltd. 5-May-21 - 6.67% 10 INE484J14LM4 Godrej Properties Ltd. 5-May-21 - 6.67% 11 INE442H14360 Ashoka Buildcon Ltd. 4-May-21 - 6.67% 12 INE389H14FS8 KEC International Ltd. 3-May-21 - 6.67% 13 INE481G14CJ1 Ultratech Cement Ltd. 4-May-21 - 6.67% 14 INE331A14KS5 The Ramco Cements Ltd. 29-Apr-21 - 6.67% 15 INE047A14743 Grasim Industries Ltd. 20-Apr-21 - 6.67% INE870H14MA Network 18 Media & Invst. 1 4-Jun-21 - 6.67% 1 Ltd. 2 INE233A14RK5 Godrej Industries Ltd. 4-Jun-21 - 6.67% 3 INE850D14JC4 Godrej Agrovet Ltd. 4-Jun-21 - 6.67% 4 INE110L14PB5 Reliance Jio Infocomm Ltd. 4-Jun-21 - 6.67% CRISIL 2 5 INE05C614063 Nlc Tamil Nadu Power Ltd. 3-Jun-21 - 6.67% Month CP 6 INE211H14047 Sharekhan Ltd. 3-Jun-21 - 6.67% Index 7 INE886H14FZ8 TV18 Broadcast Ltd. 2-Jun-21 - 6.67% 8 INE929O14198 Reliance Retail Ventures Ltd. 2-Jun-21 - 6.67% 9 INE089C14AV0 Sterlite Technologies Ltd. 2-Jun-21 - 6.67% 10 INE002A14HN9 Reliance Industries Ltd. 1-Jun-21 - 6.67% 11 INE501G14BW Ht Media Ltd. 28-May-21 - 6.67% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 1 Small Industries Development 12 INE556F14HV6 24-May-21 - 6.67% Bank Of India Power Grid Corporation of 13 INE752E14492 19-May-21 - 6.67% India Ltd. ICICI Securities Primary 14 INE849D14GQ2 10-May-21 - 6.67% Dealership Ltd. 15 INE397D14274 Bharti Airtel Ltd. 2-Jun-21 - 6.67% Motilal Oswal Financial 1 INE338I14CD2 16-Jun-21 - 6.67% Services Ltd. INE414G14QW 2 Muthoot Finance Ltd. 16-Jun-21 - 6.67% 5 INE870H14MH Network 18 Media & Invst. 3 16-Jun-21 - 10.00% 6 Ltd. INE233A14RM 4 Godrej Industries Ltd. 16-Jun-21 - 6.67% 1 5 INE929O14214 Reliance Retail Ventures Ltd. 14-Jun-21 - 6.67% 6 INE09OL14599 Birla Group Holdings Pvt. Ltd. 14-Jun-21 - 6.67% Dalmia Bharat Sugar & CRISIL 3 7 INE495A14850 11-Jun-21 - 6.67% Industries Ltd. Month CP Index 8 INE508G14AH9 Time Technoplast Ltd. 11-Jun-21 - 6.67% Hindustan Petroleum 9 INE094A14GO6 11-Jun-21 - 6.67% Corporation Ltd. 10 INE245A14EL5 Tata Power Co. Ltd. 11-Jun-21 - 6.67% 11 INE115A14CQ3 LIC Housing Finance Ltd. 14-Jun-21 - 3.33% 12 INE002A14GE0 Reliance Industries Ltd. 11-Jun-21 - 6.67% 13 INE02GX14017 Tata Advanced Systems Ltd. 29-Jun-21 - 6.67% National Engineering 14 INE492E14JY7 18-Jun-21 - 6.67% Industries Ltd. 15 INE377Y14769 Bajaj Housing Finance Ltd. 29-Jun-21 - 3.33% 16 INE477A14AV1 CanFin Homes Ltd. 23-Jun-21 - 3.33% Tata Realty & Infrastructure 1 INE371K14AP7 27-Sep-21 - 6.67% Ltd. 2 INE514E14PK4 Export Import Bank Of India 14-Sep-21 - 6.67% 3 INE343G14289 Bharti Hexacom Ltd. 9-Sep-21 - 10.00% Barclays Investments & Loans 4 INE704I14EG4 9-Sep-21 - 6.67% CRISIL 6 (India) Pvt. Ltd. Month CP National Bank for Agriculture 5 INE261F14HT7 31-Aug-21 - 6.67% Index & Rural Development INE001A14WW Housing Development Finance 6 24-Sep-21 - 3.33% 1 Corporation Ltd. 7 INE477A14AZ2 CanFin Homes Ltd. 27-Sep-21 - 3.33% 8 INE667F14FM4 Sundaram Home Finance Ltd. 21-Sep-21 - 3.33% 9 INE582L14FY8 Tata Housing Development 29-Sep-21 - 6.67% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Co. Ltd. 10 INE725H14AD6 Tata Projects Ltd. 23-Aug-21 - 6.67% 11 INE397D14282 Bharti Airtel Ltd. 3-Sep-21 - 10.00% 12 INE140A14G83 Piramal Enterprises Ltd. 28-Sep-21 - 10.00% 13 INE613R14043 Net Magic IT Services Pvt. Ltd. 17-Sep-21 - 10.00% 14 INE733E14914 NTPC 14-Sep-21 - 10.00% 1 INE957N14EQ7 Hero Fincorp Ltd. 17-Mar-22 - 6.67% 2 INE477A14BI6 CanFin Homes Ltd. 16-Mar-22 - 3.33% 3 INE037E14AC5 Tata Teleservices Ltd. 11-Mar-22 - 10.00% Tata Teleservices 4 INE517B14800 11-Mar-22 - 10.00% (Maharashtra) Ltd. 5 INE800X14093 Hero Housing Finance Ltd. 11-Mar-22 - 3.33% INE870H14MC Network 18 Media & Invst. 6 11-Mar-22 - 10.00% 7 Ltd. CRISIL 1 Year Tata Motors Finance Solutions 7 INE477S14BB3 7-Mar-22 - 6.67% CP Index Ltd. Daimler Financial Services 8 INE094O14CI8 7-Mar-22 - 6.67% India Pvt. Ltd. 9 INE572E14IK7 PNB Housing Finance Ltd. 4-Mar-22 - 3.33% 10 INE508G14AG1 Time Technoplast Ltd. 4-Mar-22 - 10.00% 11 INE140A14J72 Piramal Enterprises Ltd. 4-Mar-22 - 10.00% Tata Housing Development 12 INE582L14GD0 10-Feb-22 - 10.00% Co. Ltd. 13 INE733E14AE5 NTPC 8-Feb-22 - 10.00% Deutsche Investments India 1 16-Apr-21 - 0.50% INE144H14EF7 Pvt. Ltd. Pilani Investment & Industries 2 26-Apr-21 - 0.50% INE417C14108 Corporation Ltd. 3 INE233A14RB4 Godrej Industries Ltd. 19-Apr-21 - 0.50% National Cooperative 4 16-Apr-21 - 0.50% INE014N14AA9 Development Corporation 5 INE028E14HR7 Kotak Securities Ltd. 16-Apr-21 - 0.50% CRISIL Up to 6 INE463A14JV2 Berger Paints India Ltd. 16-Apr-21 - 0.50% 91-Day CP Sudarshan Chemical Industries 7 16-Apr-21 - 0.50% Index INE659A14455 Ltd. 8 INE278H14178 Sandhar Technologies Ltd. 16-Apr-21 - 0.50% 9 INE860H14R99 Aditya Birla Finance Ltd. 15-Apr-21 - 0.50% 10 INE114A14JQ1 Steel Authority Of India Ltd. 12-Apr-21 - 0.50% National Bank for Agriculture 11 12-Apr-21 - 0.50% INE261F14HI0 & Rural Development 12 INE508G14AE6 Time Technoplast Ltd. 12-Apr-21 - 0.50% 13 INE050M14726 Vardhman Special Steels Ltd. 12-Apr-21 - 0.50% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Indian Railway Finance 14 12-Apr-21 - 0.50% INE053F14203 Corporation Ltd. 15 INE498L14AT8 L&T Finance Holdings Ltd. 12-Apr-21 - 0.50% 16 INE257A14482 Bharat Heavy Electricals Ltd. 9-Apr-21 - 0.50% 17 INE886H14FS3 TV18 Broadcast Ltd. 9-Apr-21 - 0.50% 18 INE700G14355 Hdfc Securities Ltd. 9-Apr-21 - 0.50% 19 INE089C14AT4 Sterlite Technologies Ltd. 8-Apr-21 - 0.50% Network 18 Media & Invst. 20 7-Apr-21 - 0.50% INE870H14LP1 Ltd. 21 INE672R14288 Gati Kinestu Express Pvt. Ltd. 7-Apr-21 - 0.50% 22 INE484J14LJ0 Godrej Properties Ltd. 16-Apr-21 - 0.50% 23 INE700G14371 Hdfc Securities Ltd. 16-Apr-21 - 0.50% 24 INE002A14HC2 Reliance Industries Ltd. 16-Apr-21 - 0.50% 25 INE121J14085 Bharti Infratel Ltd. 3-May-21 - 0.50% 26 INE163N14147 ONGC Petro Additions Ltd. 2-May-21 - 0.50% 27 INE601U14GV1 Tata Motors Finance Ltd. 30-Apr-21 - 0.50% 28 INE733E14AC9 NTPC 30-Apr-21 - 0.50% 29 INE763G14JP4 ICICI Securities Ltd. 30-Apr-21 - 0.50% National Bank for Agriculture 30 30-Apr-21 - 0.50% INE261F14HM2 & Rural Development 31 INE027E14KH4 L&T Finance Ltd. 29-Apr-21 - 0.50% 32 INE445L14BT7 Nabha Power Ltd. 29-Apr-21 - 0.50% 33 INE481G14CR4 Ultratech Cement Ltd. 29-Apr-21 - 0.50% 34 INE002A14HG3 Reliance Industries Ltd. 29-Apr-21 - 0.50% 35 INE729N14FJ2 TVS Credit Services Ltd. 29-Apr-21 - 0.50% 36 INE322J14188 Bharat Oman Refineries Ltd. 28-Apr-21 - 0.50% 37 INE700G14397 Hdfc Securities Ltd. 28-Apr-21 - 0.50% 38 INE514E14PG2 Export Import Bank Of India 27-Apr-21 - 0.50% Jamnagar Utilities & Power 39 26-Apr-21 - 0.50% INE936D14055 Pvt. Ltd. 40 INE941D14071 Sikka Ports & Terminals Ltd. 26-Apr-21 - 0.50% 41 INE377Y14785 Bajaj Housing Finance Ltd. 26-Apr-21 - 0.50% 42 INE05C614048 Nlc Tamil Nadu Power Ltd. 22-Apr-21 - 0.50% 43 INE860H14S15 Aditya Birla Finance Ltd. 22-Apr-21 - 0.50% 44 INE047A14743 Grasim Industries Ltd. 20-Apr-21 - 0.50% 45 INE886H14FV7 TV18 Broadcast Ltd. 30-Apr-21 - 0.50% Housing Development Finance 46 30-Apr-21 - 0.50% INE001A14XJ6 Corporation Ltd. 47 INE957N14EN4 Hero Fincorp Ltd. 30-Apr-21 - 0.50% 48 INE110L14OZ7 Reliance Jio Infocomm Ltd. 30-Apr-21 - 0.50% 49 INE289B14HB5 Gic Housing Finance Ltd. 29-Apr-21 - 0.50% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Kotak Mahindra Investments 50 23-Apr-21 - 0.50% INE975F14UF4 Ltd. 51 INE466L14767 Iifl Wealth Management Ltd. 20-Apr-21 - 0.50% 52 INE245A14EJ9 Tata Power Co. Ltd. 16-Apr-21 - 0.50% 53 INE242A14SY5 Indian Oil Corporation Ltd. 15-Apr-21 - 0.50% 54 INE916D14X16 Kotak Mahindra Prime Ltd. 12-Apr-21 - 0.50% 55 INE860H14R32 Aditya Birla Finance Ltd. 30-Apr-21 - 0.50% 56 INE121J14051 Bharti Infratel Ltd. 30-Apr-21 - 0.50% 57 INE0BJR14032 Wrss XXI (A) Transco Ltd. 28-Apr-21 - 0.50% 58 INE002A14HF5 Reliance Industries Ltd. 27-Apr-21 - 0.50% 59 INE233A14RD0 Godrej Industries Ltd. 26-Apr-21 - 0.50% 60 INE733E14AB1 NTPC 22-Apr-21 - 0.50% 61 INE155A14RT1 Tata Motors Ltd. 30-Apr-21 - 0.50% Bahadur Chand Investments 62 30-Apr-21 - 0.50% INE087M14959 Pvt. Ltd. 63 INE850D14IV6 Godrej Agrovet Ltd. 30-Apr-21 - 0.50% 64 INE484J14LL6 Godrej Properties Ltd. 29-Apr-21 - 0.50% 65 INE296A14RH8 Bajaj Finance Ltd. 18-May-21 - 0.32% 66 INE028E14HV9 Kotak Securities Ltd. 18-May-21 - 0.32% 67 INE700G14421 Hdfc Securities Ltd. 18-May-21 - 0.32% 68 INE233A14RI9 Godrej Industries Ltd. 18-May-21 - 0.32% 69 INE414G14QS3 Muthoot Finance Ltd. 17-May-21 - 0.32% 70 INE481G14CS2 Ultratech Cement Ltd. 17-May-21 - 0.32% 71 INE514E14PH0 Export Import Bank Of India 14-May-21 - 0.32% Tata Capital Housing Finance 72 14-May-21 - 0.32% INE033L14LJ1 Ltd. 73 INE860H14S31 Aditya Birla Finance Ltd. 14-May-21 - 0.32% L&T Infrastructure Finance Co. 74 12-May-21 - 0.32% INE691I14KR7 Ltd. 75 INE929O14180 Reliance Retail Ventures Ltd. 12-May-21 - 0.32% Julius Baer Capital (India) Pvt. 76 11-May-21 - 0.32% INE824H14DO8 Ltd. 77 INE601U14HA3 Tata Motors Finance Ltd. 11-May-21 - 0.32% INE957N14EM 78 Hero Fincorp Ltd. 11-May-21 - 0.32% 6 79 INE114A14JT5 Steel Authority Of India Ltd. 11-May-21 - 0.32% 80 INE916D14X40 Kotak Mahindra Prime Ltd. 7-May-21 - 0.32% 81 INE002A14HH1 Reliance Industries Ltd. 6-May-21 - 0.32% Tata Teleservices 82 6-May-21 - 0.32% INE517B14776 (Maharashtra) Ltd. 83 INE589A14215 Nlc India Ltd. 5-May-21 - 0.50% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Chennai Petroleum 84 3-May-21 - 0.50% INE178A14GI9 Corporation Ltd. 85 INE423A14LD0 Adani Enterprises Ltd. 5-Apr-21 - 0.50% 86 INE089C14AN7 Sterlite Technologies Ltd. 12-Apr-21 - 0.50% 87 INE233A14RA6 Godrej Industries Ltd. 12-Apr-21 - 0.50% 88 INE245A14EI1 Tata Power Co. Ltd. 12-Apr-21 - 0.50% 89 INE242A14TA3 Indian Oil Corporation Ltd. 12-Apr-21 - 0.50% Tata Motors Finance Solutions 90 9-Apr-21 - 0.50% INE477S14AT7 Ltd. Edelweiss Rural & Corporate 91 9-Apr-21 - 0.50% INE657N14TB3 Services Ltd. Sudarshan Chemical Industries 92 9-Apr-21 - 0.50% INE659A14448 Ltd. 93 INE289B14HA7 Gic Housing Finance Ltd. 9-Apr-21 - 0.50% National Cooperative 94 8-Apr-21 - 0.50% INE014N14993 Development Corporation 95 INE140A14H33 Piramal Enterprises Ltd. 7-Apr-21 - 0.50% 96 INE523H14T62 JM Financial Products Ltd. 6-Apr-21 - 0.50% 97 INE301A14HO3 Raymond Ltd. 6-Apr-21 - 0.50% 98 INE165K14775 Jhajjar Power Ltd. 5-Apr-21 - 0.50% 99 INE322J14162 Bharat Oman Refineries Ltd. 5-Apr-21 - 0.50% 100 INE114A14JP3 Steel Authority Of India Ltd. 9-Apr-21 - 0.50% 101 INE165K14809 Jhajjar Power Ltd. 12-May-21 - 0.32% Oil & Natural Gas Corporation 102 11-May-21 - 0.32% INE213A14287 Ltd. 103 INE763G14JV2 ICICI Securities Ltd. 4-May-21 - 0.50% 104 INE850D14IY0 Godrej Agrovet Ltd. 27-Apr-21 - 0.50% 105 INE245A14EK7 Tata Power Co. Ltd. 20-Apr-21 - 0.50% Chennai Petroleum 106 19-Apr-21 - 0.50% INE178A14GJ7 Corporation Ltd. 107 INE601U14GF4 Tata Motors Finance Ltd. 13-May-21 - 0.32% 108 INE002A14HE8 Reliance Industries Ltd. 22-Apr-21 - 0.50% National Bank for Agriculture 109 22-Apr-21 - 0.50% INE261F14HL4 & Rural Development 110 INE233A14RC2 Godrej Industries Ltd. 22-Apr-21 - 0.50% INE522D14MN 111 Manappuram Finance Ltd. 14-May-21 - 0.32% 0 INE414G14QO 112 Muthoot Finance Ltd. 14-May-21 - 0.32% 2 113 INE909H14OS5 TMF Holdings Ltd. 14-May-21 - 0.32% 114 INE755K14DH2 Dalmia Cement (Bharat) Ltd. 14-May-21 - 0.32% 115 INE891K14KG2 Axis Finance Ltd. 14-May-21 - 0.32% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 116 INE423A14KR2 Adani Enterprises Ltd. 13-May-21 - 0.32% INE091A14CM 117 Nirma Ltd. 12-May-21 - 0.32% 5 Barclays Investments & Loans 118 12-May-21 - 0.32% INE704I14EB5 (India) Pvt. Ltd. 119 INE027E14KK8 L&T Finance Ltd. 12-May-21 - 0.32% 120 INE331A14KT3 The Ramco Cements Ltd. 12-May-21 - 0.32% 121 INE700G14462 Hdfc Securities Ltd. 1-Jun-21 - 0.32% 122 INE481G14CT0 Ultratech Cement Ltd. 31-May-21 - 0.32% 123 INE414G14QT1 Muthoot Finance Ltd. 31-May-21 - 0.32% 124 INE114A14JW9 Steel Authority Of India Ltd. 31-May-21 - 0.32% 125 INE028E14HY3 Kotak Securities Ltd. 31-May-21 - 0.32% 126 INE05C614055 Nlc Tamil Nadu Power Ltd. 27-May-21 - 0.32% 127 INE445L14BU5 Nabha Power Ltd. 27-May-21 - 0.32% 128 INE589A14231 Nlc India Ltd. 27-May-21 - 0.32% National Bank for Agriculture 129 25-May-21 - 0.32% INE261F14HR1 & Rural Development 130 INE733E14AF2 NTPC 25-May-21 - 0.32% Jamnagar Utilities & Power 131 24-May-21 - 0.32% INE936D14071 Pvt. Ltd. 132 INE09OL14573 Birla Group Holdings Pvt. Ltd. 21-May-21 - 0.32% 133 INE296A14RL0 Bajaj Finance Ltd. 20-May-21 - 0.32% 134 INE002A14HK5 Reliance Industries Ltd. 20-May-21 - 0.32% 135 INE729N14FK0 TVS Credit Services Ltd. 20-May-21 - 0.32% 136 INE557F14FB0 National Housing Bank 20-May-21 - 0.32% 137 INE514E14PI8 Export Import Bank Of India 19-May-21 - 0.32% Mangalore Refinery & 138 19-May-21 - 0.32% INE103A14272 Petrochemicals Ltd. Tata Teleservices 139 19-May-21 - 0.32% INE517B14784 (Maharashtra) Ltd. 140 INE027E14KL6 L&T Finance Ltd. 18-May-21 - 0.32% 141 INE242A14TF2 Indian Oil Corporation Ltd. 30-Apr-21 - 0.50% ICICI Securities Primary 142 28-Apr-21 - 0.50% INE849D14GP4 Dealership Ltd. Bharat Petroleum Corporation 143 26-Apr-21 - 0.50% INE029A14BD6 Ltd. Hindustan Petroleum 144 22-Apr-21 - 0.50% INE094A14GN8 Corporation Ltd. Mangalore Refinery & 145 5-May-21 - 0.50% INE103A14264 Petrochemicals Ltd. 146 INE233A14RF5 Godrej Industries Ltd. 5-May-21 - 0.50% 147 INE484J14LM4 Godrej Properties Ltd. 5-May-21 - 0.50% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 148 INE481G14CJ1 Ultratech Cement Ltd. 4-May-21 - 0.50% 149 INE498L14AQ4 L&T Finance Holdings Ltd. 4-May-21 - 0.50% Julius Baer Capital (India) Pvt. 150 4-May-21 - 0.50% INE824H14DN0 Ltd. 151 INE700G14413 Hdfc Securities Ltd. 4-May-21 - 0.50% 152 INE04TA14121 Volkswagen India Pvt. Ltd. 29-Apr-21 - 0.50% L&T Infrastructure Finance Co. 153 29-Apr-21 - 0.50% INE691I14KI6 Ltd. 154 INE110O14179 Axis Securities Ltd. 29-Apr-21 - 0.50% 155 INE331A14KS5 The Ramco Cements Ltd. 29-Apr-21 - 0.50% Network 18 Media & Invst. 156 28-Apr-21 - 0.50% INE870H14LR7 Ltd. 157 INE089C14AU2 Sterlite Technologies Ltd. 28-Apr-21 - 0.50% Barclays Investments & Loans 158 27-Apr-21 - 0.50% INE704I14DZ6 (India) Pvt. Ltd. Cholamandalam Investment & 159 26-Apr-21 - 0.50% INE121A14TC5 Finance Co. Ltd. 160 INE912E14LJ1 SBI Global Factors Ltd. 26-Apr-21 - 0.50% INE870H14MA Network 18 Media & Invst. 161 4-Jun-21 - 0.32% 1 Ltd. Julius Baer Capital (India) Pvt. 162 4-Jun-21 - 0.32% INE824H14DS9 Ltd. 163 INE233A14RK5 Godrej Industries Ltd. 4-Jun-21 - 0.32% 164 INE850D14JC4 Godrej Agrovet Ltd. 4-Jun-21 - 0.32% 165 INE110L14PB5 Reliance Jio Infocomm Ltd. 4-Jun-21 - 0.32% 166 INE484J14LS1 Godrej Properties Ltd. 3-Jun-21 - 0.32% 167 INE05C614063 Nlc Tamil Nadu Power Ltd. 3-Jun-21 - 0.32% 168 INE211H14047 Sharekhan Ltd. 3-Jun-21 - 0.32% 169 INE891K14KI8 Axis Finance Ltd. 3-Jun-21 - 0.32% Chennai Petroleum 170 3-Jun-21 - 0.32% INE178A14GK5 Corporation Ltd. 171 INE886H14FZ8 TV18 Broadcast Ltd. 2-Jun-21 - 0.32% 172 INE089C14AV0 Sterlite Technologies Ltd. 2-Jun-21 - 0.32% 173 INE002A14HN9 Reliance Industries Ltd. 1-Jun-21 - 0.32% INE501G14BW 174 Ht Media Ltd. 28-May-21 - 0.32% 1 Small Industries Development 175 24-May-21 - 0.32% INE556F14HV6 Bank Of India Power Grid Corporation of 176 19-May-21 - 0.32% INE752E14492 India Ltd. ICICI Securities Primary 177 10-May-21 - 0.32% INE849D14GQ2 Dealership Ltd. 178 INE289B14HC3 Gic Housing Finance Ltd. 7-May-21 - 0.32% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights National Bank for Agriculture 179 1-Jun-21 - 0.32% INE261F14HF6 & Rural Development Housing Development Finance 180 28-May-21 - 0.32% INE001A14XG2 Corporation Ltd. Motilal Oswal Financial 181 16-Jun-21 - 1.14% INE338I14CD2 Services Ltd. INE414G14QW 182 Muthoot Finance Ltd. 16-Jun-21 - 1.14% 5 INE870H14MH Network 18 Media & Invst. 183 16-Jun-21 - 1.14% 6 Ltd. Julius Baer Capital (India) Pvt. 184 16-Jun-21 - 1.14% INE824H14DV3 Ltd. INE233A14RM 185 Godrej Industries Ltd. 16-Jun-21 - 1.14% 1 186 INE028E14HZ0 Kotak Securities Ltd. 14-Jun-21 - 1.14% Hindustan Petroleum 187 11-Jun-21 - 1.14% INE094A14GO6 Corporation Ltd. 188 INE763G14JY6 ICICI Securities Ltd. 11-Jun-21 - 1.14% 189 INE700G14488 Hdfc Securities Ltd. 11-Jun-21 - 1.14% Mangalore Refinery & 190 10-Jun-21 - 1.14% INE103A14298 Petrochemicals Ltd. Small Industries Development 191 10-Jun-21 - 1.14% INE556F14HU8 Bank Of India 192 INE514E14PJ6 Export Import Bank Of India 9-Jun-21 - 1.14% 193 INE047A14750 Grasim Industries Ltd. 9-Jun-21 - 1.14% 194 INE647A14864 SRF Ltd. 9-Jun-21 - 1.14% 195 INE733E14AG0 NTPC 8-Jun-21 - 1.14% 196 INE566O14032 Ongc Tripura Power Co. Ltd. 8-Jun-21 - 1.14% 197 INE589A14249 Nlc India Ltd. 8-Jun-21 - 1.14% 198 INE110L14PA7 Reliance Jio Infocomm Ltd. 7-Jun-21 - 1.14% 199 INE484J14LR3 Godrej Properties Ltd. 7-Jun-21 - 1.14% 200 INE01C314056 Bajaj Financial Securities Ltd. 7-Jun-21 - 1.14%

1 IN1220200332 Assam 3-Mar-31 7.17% 3.22%

2 IN1520200297 Gujarat 17-Mar-31 7.11% 9.09%

3 IN1620200171 Haryana 17-Mar-31 7.14% 3.59% CRISIL 10 Year 4 Jammu & Kashmir 3-Feb-31 6.99% 2.05% SDL Index IN4920200149 5 IN1920200533 Karnataka 30-Dec-30 6.51% 9.74%

6 IN2120200240 Madhya Pradesh 17-Feb-31 7.03% 3.09%

7 IN2220200348 Maharashtra 24-Feb-31 7.08% 6.69% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights

8 IN2820200201 Punjab 3-Mar-31 7.23% 2.27%

9 IN2920200796 Rajasthan 17-Mar-31 7.15% 10.98%

10 IN3120200347 Tamil Nadu 13-Jan-31 6.57% 12.35%

11 IN3320200337 Uttar Pradesh 17-Mar-31 7.16% 28.88% 12 IN3420200252 West Bengal 17-Feb-31 7.05% 8.06% 1 IN0020060318 07.94% CGL 2021 24-May-21 7.94% 0.57% 2 IN0020010040 10.25% CGL 2021 30-May-21 10.25% 0.19% 3 IN0020190099 06.17 GS 2021 15-Jul-21 6.17% 0.50% 4 IN0020110030 08.79% CGL 2021 8-Nov-21 8.79% 1.11% 5 IN0020060037 08.20% CGL 2022 15-Feb-22 8.20% 0.73% 6 IN0020200021 05.09 GS 2022 13-Apr-22 5.09% 0.87% 7 IN0020020072 08.35% CGL 2022 14-May-22 8.35% 0.75% 8 IN0020120013 08.15% CGL 2022 11-Jun-22 8.15% 1.09% 9 IN0020070028 08.08% GOVT.STOCK 2022 2-Aug-22 8.08% 0.94% 10 IN0020039031 05.87% CGL 2022 28-Aug-22 5.87% 0.13% 11 IN0020070051 8.13% CGL 2022 21-Sep-22 8.13% 0.94% 12 IN0020200260 03.96 GS 2022 9-Nov-22 3.96% 0.29% 13 IN0020160050 06.84% GS 2022 19-Dec-22 6.84% 1.30% 14 IN0020180025 07.37% CGL 2023 16-Apr-23 7.37% 0.53% 15 IN0020030014 06.30% CGL 2023 9-Apr-23 6.30% 0.19% CRISIL Broad 16 IN0020030055 06.17% CGL 2023 12-Jun-23 6.17% 0.18% Based Gilt Index 17 IN0020130012 07.16% CGL 2023 20-May-23 7.16% 1.14% 18 IN0020200211 04.48% GS 2023 2-Nov-23 4.48% 0.82% 19 IN0020130061 8.83% CGL 2023 25-Nov-23 8.83% 1.01% 20 IN0020150010 07.68% GS 2023 15-Dec-23 7.68% 1.30% 21 IN0020180488 07.32% GS 2024 28-Jan-24 7.32% 1.07% 22 IN0020090034 07.35% CGL 2024 22-Jun-24 7.35% 0.77% 23 IN0020140045 08.40% CGL 2024 28-Jul-24 8.40% 1.17% 24 IN0020190396 06.18 GS 2024 4-Nov-24 6.18% 1.51% 25 IN0020110048 09.15% CGL 2024 14-Nov-24 9.15% 1.24% 26 IN0020150036 07.72% GS 2025 25-May-25 7.72% 1.33% 27 IN0020200112 05.22 GS 2025 15-Jun-25 5.22% 1.74% 28 IN0020120047 8.20% CGL 2025 24-Sep-25 8.20% 1.33% 29 IN0020030071 05.97 GS 2025 25-Sep-25 5.97% 0.25% 30 IN0020200278 05.15 GS 2025 9-Nov-25 5.15% 1.72% 31 IN0020150093 07.59% GS 2026 11-Jan-26 7.59% 1.76% 32 IN0020190016 07.27% GS 2026 8-Apr-26 7.27% 0.89% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 33 IN0020120039 8.33% CGL 2026 9-Jul-26 8.33% 1.28% 34 IN0020160035 06.97% GS 2026 6-Sep-26 6.97% 1.32% 35 IN0020010081 10.18% CGL 2026 11-Sep-26 10.18% 0.22% 36 IN0020140060 8.15% GS 2026 24-Nov-26 8.15% 1.22% 37 IN0020060078 08.24% CGL 2027 15-Feb-27 8.24% 1.64% 38 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 1.78% 39 IN0020070036 8.26% GOVT.STOCK 2027 2-Aug-27 8.26% 1.44% 40 IN0020070069 08.28% CGL 2027 21-Sep-27 8.28% 1.33% 41 IN0020020247 06.01% CGL 2028 25-Mar-28 6.01% 0.22% 42 IN0020170174 07.17% CGL 2028 8-Jan-28 7.17% 1.67% 43 IN0020140011 08.60% CGL 2028 2-Jun-28 8.60% 1.24% 44 IN0020030022 06.13% CGL 2028 4-Jun-28 6.13% 0.16% 45 IN0020150069 07.59% GS 2029 20-Mar-29 7.59% 1.42% 46 IN0020180454 07.26% GS 2029 14-Jan-29 7.26% 1.75% 47 IN0020190362 06.45 GS 2029 7-Oct-29 6.45% 1.69% 48 IN0020160118 06.79% GS 2029 26-Dec-29 6.79% 1.75% 49 IN0020150028 07.88% GS 2030 19-Mar-30 7.88% 1.31% 50 IN0020160019 07.61 GS 2030 9-May-30 7.61% 1.49% 51 IN0020200070 05.79 GS 2030 11-May-30 5.79% 1.65% 52 IN0020200153 05.77 GS 2030 3-Aug-30 5.77% 1.81% 53 IN0020130053 09.20% CGL 2030 30-Sep-30 9.20% 0.91% 54 IN0020200294 05.85 GS 2030 1-Dec-30 5.85% 1.10% 55 IN0020110055 08.97% CGL 2030 5-Dec-30 8.97% 1.33% 56 IN0020170042 06.68 GS 2031 17-Sep-31 6.68% 1.55% 57 IN0020060086 08.28% GOVT.STOCK 2032 15-Feb-32 8.28% 1.34% 58 IN0020070044 08.32% CGL 2032 2-Aug-32 8.32% 1.32% 59 IN0020020106 07.95% CGL 2032 28-Aug-32 7.95% 1.78% 60 IN0020190065 07.57% GOI 2033 17-Jun-33 7.57% 1.78% 61 IN0020140052 08.24% GOI 2033 10-Nov-33 8.24% 1.46% 62 IN0020160100 06.57% GS 2033 5-Dec-33 6.57% 1.42% 63 IN0020040039 07.50% CGL 2034 10-Aug-34 7.50% 1.46% 64 IN0020200096 06.19 GS 2034 16-Sep-34 6.19% 1.87% 65 IN0020150051 7.73% GS 2034 19-Dec-34 7.73% 1.47% 66 IN0020200245 06.22% GS 2035 16-Mar-35 6.22% 1.66% 67 IN0020050012 07.40% CGL 2035 9-Sep-35 7.40% 1.46% 68 IN0020060045 08.33% CGL 2036 7-Jun-36 8.33% 1.27% 69 IN0020080050 06.83% GOVT.STOCK 2039 19-Jan-39 6.83% 0.19% 70 IN0020190024 07.62% GS 2039 15-Sep-39 7.62% 0.56% 71 IN0020100031 08.30% GOVT.STOCK 2040 2-Jul-40 8.30% 1.33% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 72 IN0020110063 08.83% GOVT.STOCK 2041 12-Dec-41 8.83% 1.33% 73 IN0020120062 8.30% GS 2042 31-Dec-42 8.30% 1.54% 74 IN0020190040 07.69% GS 2043 17-Jun-43 7.69% 0.55% 75 IN0020130079 9.23% GS 2043 23-Dec-43 9.23% 1.17% 76 IN0020140078 08.17% GS 2044 1-Dec-44 8.17% 1.43% 77 IN0020150044 08.13% GS 2045 22-Jun-45 8.13% 1.45% 78 IN0020160068 7.06% GS 2046 10-Oct-46 7.06% 1.47% 79 IN0020190032 07.72% GS 2049 15-Jun-49 7.72% 1.24% 80 IN0020200054 07.16 GS 2050 20-Sep-50 7.16% 1.47% 81 IN0020200252 06.67% GS 2050 17-Dec-50 6.67% 0.64% 82 IN0020160092 06.62% GS 2051 28-Nov-51 6.62% 0.81% 83 IN0020150077 07.72% GS 2055 26-Oct-55 7.72% 1.47% 84 IN0020190057 07.63 GS 2059 17-Jun-59 7.63% 1.23% 85 IN0020200039 07.19 GS 2060 15-Sep-60 7.19% 1.45% 86 IN0020200187 06.80 GS 2060 15-Dec-60 6.80% 1.49% 87 IN0020200401 06.76 GS 2061 22-Feb-61 6.76% 0.19% 1 IN0020170042 06.68 GS 2031 17-Sep-31 6.68% 3.80% 2 IN0020060086 08.28% GOVT.STOCK 2032 15-Feb-32 8.28% 3.27% 3 IN0020070044 08.32% CGL 2032 2-Aug-32 8.32% 3.23% 4 IN0020020106 07.95% CGL 2032 28-Aug-32 7.95% 4.37% 5 IN0020190065 07.57% GOI 2033 17-Jun-33 7.57% 4.36% 6 IN0020140052 08.24% GOI 2033 10-Nov-33 8.24% 3.58% 7 IN0020160100 06.57% GS 2033 5-Dec-33 6.57% 3.46% 8 IN0020040039 07.50% CGL 2034 10-Aug-34 7.50% 3.58% 9 IN0020200096 06.19 GS 2034 16-Sep-34 6.19% 4.58% 10 IN0020150051 7.73% GS 2034 19-Dec-34 7.73% 3.61% CRISIL Broad 11 IN0020200245 06.22% GS 2035 16-Mar-35 6.22% 4.06% Based Long 12 IN0020050012 07.40% CGL 2035 9-Sep-35 7.40% 3.58% Term Gilt Index 13 IN0020060045 08.33% CGL 2036 7-Jun-36 8.33% 3.10% 14 IN0020080050 06.83% GOVT.STOCK 2039 19-Jan-39 6.83% 0.47% 15 IN0020190024 07.62% GS 2039 15-Sep-39 7.62% 1.38% 16 IN0020100031 08.30% GOVT.STOCK 2040 2-Jul-40 8.30% 3.25% 17 IN0020110063 08.83% GOVT.STOCK 2041 12-Dec-41 8.83% 3.25% 18 IN0020120062 8.30% GS 2042 31-Dec-42 8.30% 3.77% 19 IN0020190040 07.69% GS 2043 17-Jun-43 7.69% 1.33% 20 IN0020130079 9.23% GS 2043 23-Dec-43 9.23% 2.87% 21 IN0020140078 08.17% GS 2044 1-Dec-44 8.17% 3.50% 22 IN0020150044 08.13% GS 2045 22-Jun-45 8.13% 3.54% 23 IN0020160068 7.06% GS 2046 10-Oct-46 7.06% 3.61% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 24 IN0020190032 07.72% GS 2049 15-Jun-49 7.72% 3.03% 25 IN0020200054 07.16 GS 2050 20-Sep-50 7.16% 3.60% 26 IN0020200252 06.67% GS 2050 17-Dec-50 6.67% 1.58% 27 IN0020160092 06.62% GS 2051 28-Nov-51 6.62% 1.98% 28 IN0020150077 07.72% GS 2055 26-Oct-55 7.72% 3.61% 29 IN0020190057 07.63 GS 2059 17-Jun-59 7.63% 3.01% 30 IN0020200039 07.19 GS 2060 15-Sep-60 7.19% 3.55% 31 IN0020200187 06.80 GS 2060 15-Dec-60 6.80% 3.65% 32 IN0020200401 06.76 GS 2061 22-Feb-61 6.76% 0.46% 1 IN0020190016 07.27% GS 2026 8-Apr-26 7.27% 2.90% 2 IN0020120039 8.33% CGL 2026 9-Jul-26 8.33% 4.19% 3 IN0020160035 06.97% GS 2026 6-Sep-26 6.97% 4.32% 4 IN0020010081 10.18% CGL 2026 11-Sep-26 10.18% 0.72% 5 IN0020140060 8.15% GS 2026 24-Nov-26 8.15% 3.99% 6 IN0020060078 08.24% CGL 2027 15-Feb-27 8.24% 5.36% 7 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 5.82% 8 IN0020070036 8.26% GOVT.STOCK 2027 2-Aug-27 8.26% 4.70% 9 IN0020070069 08.28% CGL 2027 21-Sep-27 8.28% 4.33% 10 IN0020020247 06.01% CGL 2028 25-Mar-28 6.01% 0.72% CRISIL Broad 11 IN0020170174 07.17% CGL 2028 8-Jan-28 7.17% 5.45% Based 12 IN0020140011 08.60% CGL 2028 2-Jun-28 8.60% 4.04% Medium Term 13 IN0020030022 06.13% CGL 2028 4-Jun-28 6.13% 0.53% Gilt Index 14 IN0020150069 07.59% GS 2029 20-Mar-29 7.59% 4.63% 15 IN0020180454 07.26% GS 2029 14-Jan-29 7.26% 5.72% 16 IN0020190362 06.45 GS 2029 7-Oct-29 6.45% 5.53% 17 IN0020160118 06.79% GS 2029 26-Dec-29 6.79% 5.72% 18 IN0020150028 07.88% GS 2030 19-Mar-30 7.88% 4.28% 19 IN0020160019 07.61 GS 2030 9-May-30 7.61% 4.86% 20 IN0020200070 05.79 GS 2030 11-May-30 5.79% 5.37% 21 IN0020200153 05.77 GS 2030 3-Aug-30 5.77% 5.92% 22 IN0020130053 09.20% CGL 2030 30-Sep-30 9.20% 2.98% 23 IN0020200294 05.85 GS 2030 1-Dec-30 5.85% 3.58% 24 IN0020110055 08.97% CGL 2030 5-Dec-30 8.97% 4.33% 1 IN0020060318 07.94% CGL 2021 24-May-21 7.94% 2.00% CRISIL Broad 2 IN0020010040 10.25% CGL 2021 30-May-21 10.25% 0.68% Based Short 3 IN0020190099 06.17 GS 2021 15-Jul-21 6.17% 1.76% Term Gilt 4 IN0020110030 08.79% CGL 2021 8-Nov-21 8.79% 3.90% Index 5 IN0020060037 08.20% CGL 2022 15-Feb-22 8.20% 2.58% 6 IN0020200021 05.09 GS 2022 13-Apr-22 5.09% 3.06% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 7 IN0020020072 08.35% CGL 2022 14-May-22 8.35% 2.65% 8 IN0020120013 08.15% CGL 2022 11-Jun-22 8.15% 3.82% 9 IN0020070028 08.08% GOVT.STOCK 2022 2-Aug-22 8.08% 3.31% 10 IN0020039031 05.87% CGL 2022 28-Aug-22 5.87% 0.45% 11 IN0020070051 8.13% CGL 2022 21-Sep-22 8.13% 3.30% 12 IN0020200260 03.96 GS 2022 9-Nov-22 3.96% 1.01% 13 IN0020160050 06.84% GS 2022 19-Dec-22 6.84% 4.58% 14 IN0020180025 07.37% CGL 2023 16-Apr-23 7.37% 1.85% 15 IN0020030014 06.30% CGL 2023 9-Apr-23 6.30% 0.66% 16 IN0020030055 06.17% CGL 2023 12-Jun-23 6.17% 0.62% 17 IN0020130012 07.16% CGL 2023 20-May-23 7.16% 3.99% 18 IN0020200211 04.48% GS 2023 2-Nov-23 4.48% 2.90% 19 IN0020130061 8.83% CGL 2023 25-Nov-23 8.83% 3.56% 20 IN0020150010 07.68% GS 2023 15-Dec-23 7.68% 4.56% 21 IN0020180488 07.32% GS 2024 28-Jan-24 7.32% 3.77% 22 IN0020090034 07.35% CGL 2024 22-Jun-24 7.35% 2.72% 23 IN0020140045 08.40% CGL 2024 28-Jul-24 8.40% 4.12% 24 IN0020190396 06.18 GS 2024 4-Nov-24 6.18% 5.29% 25 IN0020110048 09.15% CGL 2024 14-Nov-24 9.15% 4.35% 26 IN0020150036 07.72% GS 2025 25-May-25 7.72% 4.66% 27 IN0020200112 05.22 GS 2025 15-Jun-25 5.22% 6.11% 28 IN0020120047 8.20% CGL 2025 24-Sep-25 8.20% 4.66% 29 IN0020030071 05.97 GS 2025 25-Sep-25 5.97% 0.86% 30 IN0020200278 05.15 GS 2025 9-Nov-25 5.15% 6.03% 31 IN0020150093 07.59% GS 2026 11-Jan-26 7.59% 6.16% CRISIL 10 Year 1 IN0020200294 05.85 GS 2030 1-Dec-30 5.85% 100.00% Gilt Index

*Redemption date is earlier of Maturity Date & Call/Put Date

Note: Bonds and Government Security Indices are rebalanced on 1st working day of every month with issuer rebalancing done on quarterly basis, whereas CP, CD and SDL indices are rebalanced on 1 st working day of every fortnight. Portfolio Parameters – 05 April 2021

Average Average Average Index Average MD Macaulay Maturity YTM Duration CRISIL Composite CD Index 0.4314 0.4145 3.92% 0.43 CRISIL Composite CP Index 0.2759 0.2636 4.30% 0.28 CRISIL Composite T-Bill Index 0.5325 0.5142 3.46% 0.53 CRISIL Composite Bond Fund Index 8.8585 5.5502 6.19% 5.78 CRISIL Short Term Bond Fund Index 2.3912 2.0532 5.30% 2.16 CRISIL Liquid Fund Index 0.1114 0.1077 3.60% 0.11 CRISIL Low Duration Debt Index 0.8111 0.7471 4.49% 0.78 CRISIL Ultra Short Term Debt Index 0.4368 0.4122 4.23% 0.43 CRISIL Money Market Index 0.3572 0.3428 4.05% 0.36 CRISIL Medium Term Debt Index 4.3606 3.5761 6.18% 3.79 CRISIL Medium To Long Term Debt Index 7.4970 5.5936 6.51% 5.84 CRISIL Long Term Debt Index 12.6560 7.5472 6.80% 7.88 CRISIL Corporate Bond Composite Index 4.5079 3.4961 5.93% 3.69 CRISIL Long Term Corporate Bond Index 7.7673 5.5794 6.92% 5.91 CRISIL Medium Term Corporate Bond Index 4.1561 3.4589 6.14% 3.66 CRISIL Short Term Corporate Bond Index 1.6634 1.5103 4.90% 1.59 CRISIL Composite Credit Risk Index 3.7438 2.8522 7.89% 3.04 CRISIL Medium Term Credit Risk Index 2.6756 2.2142 7.34% 2.35 CRISIL Banking and PSU Debt Index 4.6734 3.5049 5.58% 3.70 CRISIL Short Term Credit Risk Index 1.4521 1.2801 6.84% 1.36 CRISIL Dynamic Debt Index 6.6066 4.9203 6.25% 5.14 CRISIL Composite AA Long Term Bond Index 7.4767 4.9894 10.18% 5.45 CRISIL Composite AA Medium Term Bond Index 4.2376 3.3593 8.06% 3.60 CRISIL Composite AA Short Term Bond Index 1.4083 1.2345 6.66% 1.32 CRISIL FPI Index 8.5294 5.6193 6.43% 5.89 CRISIL Money Market Index-Insurance 0.5762 0.5536 3.95% 0.58 CRISIL AAA Long Term Bond Index 8.3669 5.9961 6.79% 6.34 CRISIL AAA Medium Term Bond Index 4.2875 3.5711 6.09% 3.79 CRISIL AAA Short Term Bond Index 1.8118 1.6431 4.84% 1.72 CRISIL AA Long Term Bond Index 8.4623 5.2019 14.14% 5.87 CRISIL AA Medium Term Bond Index 4.3516 3.4551 8.01% 3.68 CRISIL AA Short Term Bond Index 1.4206 1.2451 6.98% 1.33 CRISIL AA and AA+ Long Term Bond Index 7.6770 5.2119 8.49% 5.62 CRISIL AA and AA+ Medium Term Bond Index 4.3569 3.4270 7.85% 3.67 CRISIL AA and AA+ Short Term Bond Index 1.6032 1.4099 6.42% 1.50 CRISIL AA+ Long Term Bond Index 7.2122 4.9841 8.07% 5.35 CRISIL AA+ Medium Term Bond Index 4.3799 3.4591 7.84% 3.71 Average Average Average Index Average MD Macaulay Maturity YTM Duration CRISIL AA+ Short Term Bond Index 1.3455 1.2072 5.33% 1.28 CRISIL AA- Long Term Bond Index 6.8831 4.7698 9.64% 5.16 CRISIL AA- Medium Term Bond Index 3.5388 2.8088 8.65% 3.05 CRISIL AA- Short Term Bond Index 1.4566 1.2387 7.49% 1.33 CRISIL Medium to Long Term Banking Debt Index 6.2304 5.6841 8.34% 6.14 CRISIL Short Term Banking Debt Index 2.9258 4.7522 8.49% 5.16 CRISIL Medium to Long Term PSU Debt Index 9.3997 6.3214 6.59% 6.68 CRISIL Short Term PSU Debt Index 1.7864 1.6082 4.63% 1.69 CRISIL A Medium To Long Term Bond Index 4.9960 3.2976 12.00% 3.41 CRISIL A Medium Term Bond Index 3.5495 2.4340 12.23% 2.54 CRISIL A Short Term Bond Index 1.4298 1.1895 12.24% 1.28 CRISIL AAA up to 1 Year Short Term Bond Index 0.6754 0.6479 4.03% 0.67 CRISIL AAA 1 to 3 Year Short Term Bond Index 2.0832 1.8852 4.97% 1.98 CRISIL AA and AA+ up to 1 Year Short Term Bond 0.5185 0.4871 5.56% 0.51 Index CRISIL AA and AA+ 1 to 3 Year Short Term Bond 2.2211 1.9501 6.58% 2.07 Index CRISIL 10 Year Gilt Index 9.6630 7.1151 6.16% 7.33 CRISIL Dynamic Gilt Index 7.7548 5.7332 6.09% 5.91 CRISIL Long Term Gilt Index 17.9442 9.4952 6.69% 9.81 CRISIL Medium Term Gilt Index 7.8756 5.9557 6.30% 6.14 CRISIL Short Term Gilt Index 2.9854 2.6166 4.94% 2.69 CRISIL Composite Gilt Index 14.0296 7.9873 6.40% 8.25 CRISIL 1 Month CD Index 0.0635 0.0614 3.41% 0.06 CRISIL 2 Month CD Index 0.1414 0.1366 3.52% 0.14 CRISIL 3 Month CD Index 0.2077 0.2003 3.68% 0.21 CRISIL 6 Month CD Index 0.4432 0.4250 4.29% 0.44 CRISIL 1 Year CD Index 0.9297 0.8920 4.22% 0.93 CRISIL 1 Month CP Index 0.0668 0.0644 3.78% 0.07 CRISIL 2 Month CP Index 0.1512 0.1458 3.72% 0.15 CRISIL 3 Month CP Index 0.1963 0.1885 4.20% 0.20 CRISIL 6 Month CP Index 0.4445 0.4255 4.44% 0.44 CRISIL 1 Year CP Index 0.9107 0.8613 5.75% 0.91 CRISIL 10 Year SDL Index 9.8947 7.0229 6.82% 7.26 CRISIL 1 Month T-Bill Index 0.0877 0.0850 3.10% 0.09 CRISIL 2 Month T-Bill Index 0.1644 0.1593 3.20% 0.16 CRISIL 91 day T-Bill Index 0.2384 0.2308 3.26% 0.24 CRISIL 182 day T-bill index 0.4877 0.4714 3.45% 0.49 CRISIL 1 Year T-Bill Index 0.9863 0.9506 3.76% 0.99 CRISIL Overnight Index 0.0027 0.0027 3.37% 0.00 CRISIL Broad Based Gilt Index 11.5257 6.5124 6.08% 6.72 Average Average Average Index Average MD Macaulay Maturity YTM Duration CRISIL Broad Based Long Term Gilt Index 20.6195 10.0226 6.74% 10.36 CRISIL Broad Based Medium Term Gilt Index 7.5580 5.6676 6.33% 5.85 CRISIL Broad Based Short Term Gilt Index 2.7391 2.3815 4.86% 2.44 CRISIL Up to 91-Day CD Index 0.1100 0.1063 3.45% 0.11 CRISIL Up to 91-Day CP Index 0.0952 0.0918 3.81% 0.10

Composite Index Weights

Sub-indices Weights Index Sub- Index/ Asset Class (New) April-21 CRISIL AAA up to 1 Year Short Term Bond 5.00% Index CRISIL AAA 1 to 3 Year Short Term Bond 16.00% Index CRISIL AA and AA+ up to 1 Year Short 2.00% CRISIL Low Duration Debt Index Term Bond Index CRISIL AA and AA+ 1 to 3 Year Short Term 7.00% Bond Index CRISIL 1 Year T-Bill Index 10.00% CRISIL Composite CD Index 9.00% CRISIL Composite CP Index 51.00% CRISIL AAA Long Term Bond Index 29.33% CRISIL AAA Medium Term Bond Index 18.57% CRISIL AAA Short Term Bond Index 32.26% CRISIL AA+ Long Term Bond Index 1.61% CRISIL AA+ Medium Term Bond Index 1.61% CRISIL AA+ Short Term Bond Index 1.61% CRISIL Corporate Bond Composite CRISIL AA- Long Term Bond Index 0.27% Index CRISIL AA- Medium Term Bond Index 0.54% CRISIL AA- Short Term Bond Index 0.54% CRISIL AA Long Term Bond Index 0.37% CRISIL AA Medium Term Bond Index 1.46% CRISIL AA Short Term Bond Index 1.83% CRISIL Short Term Gilt Index 10.00% CRISIL AAA Long Term Bond Index 82.00% CRISIL AA+ Long Term Bond Index 3.00% CRISIL Long Term Corporate Bond CRISIL AA- Long Term Bond Index 2.00% Index CRISIL Short Term Gilt Index 10.00% CRISIL AA Long Term Bond Index 3.00% CRISIL AAA Medium Term Bond Index 81.00% CRISIL Medium Term Corporate CRISIL AA+ Medium Term Bond Index 4.00% Bond Index CRISIL AA- Medium Term Bond Index 1.00% CRISIL Short Term Gilt Index 10.00% Sub-indices Weights Index Sub- Index/ Asset Class (New) April-21 CRISIL AA Medium Term Bond Index 4.00% CRISIL AAA Short Term Bond Index 75.00% CRISIL AA+ Short Term Bond Index 10.00% CRISIL Short Term Corporate Bond CRISIL AA- Short Term Bond Index 1.00% Index CRISIL 1 Year T-Bill Index 10.00% CRISIL AA Short Term Bond Index 4.00% CRISIL AAA Long Term Bond Index 6.99% CRISIL AAA Medium Term Bond Index 4.89% CRISIL AAA Short Term Bond Index 6.99% CRISIL AA+ Long Term Bond Index 0.38% CRISIL AA+ Medium Term Bond Index 0.38% CRISIL AA+ Short Term Bond Index 0.38% CRISIL AA- Long Term Bond Index 4.26% CRISIL AA- Medium Term Bond Index 4.26% CRISIL Composite Credit Risk Index CRISIL AA- Short Term Bond Index 7.66% CRISIL AA Long Term Bond Index 5.34% CRISIL AA Medium Term Bond Index 19.24% CRISIL AA Short Term Bond Index 19.24% CRISIL A Medium to Long Term Bond 6.00% Index CRISIL A Short Term Bond Index 4.00% CRISIL Short Term Gilt Index 10.00% CRISIL Medium to Long Term PSU Debt 33.00% Index CRISIL Short Term PSU Debt Index 33.00% CRISIL Banking and PSU Debt Index CRISIL Medium To Long Term Banking 10.00% Debt Index CRISIL Composite CD Index 14.00% CRISIL Short Term Gilt Index 10.00% CRISIL AAA Short Term Bond Index 18.00% CRISIL AA+ Short Term Bond Index 2.00% CRISIL AA- Short Term Bond Index 14.00% CRISIL Short Term Credit Risk Index CRISIL AA Short Term Bond Index 46.00% CRISIL A Short Term Bond Index 10.00% CRISIL 1 Year T-Bill Index 10.00% CRISIL Medium Term Credit Risk CRISIL AAA Medium Term Bond Index 6.77% Sub-indices Weights Index Sub- Index/ Asset Class (New) April-21 Index CRISIL AAA Short Term Bond Index 11.68% CRISIL AA Medium Term Bond Index 23.43% CRISIL A Medium term Bond Index 2.50% CRISIL A Short Term Bond Index 7.50% CRISIL AA+ Medium Term Bond Index 0.34% CRISIL AA+ Short Term Bond Index 1.21% CRISIL AA- Medium Term Bond Index 5.01% CRISIL AA- Short Term Bond Index 8.53% CRISIL AA Short Term Bond Index 23.04% CRISIL Short Term Gilt Index 10.00% CRISIL Composite Gilt Index 45.00% CRISIL AAA Long Term Bond Index 17.00% CRISIL AAA Medium Term Bond Index 11.00% CRISIL AAA Short Term Bond Index 20.00% CRISIL Composite Bond Fund Index CRISIL AA and AA+ Long Term Bond Index 2.00% CRISIL AA and AA+ Medium Term Bond 2.00% Index CRISIL AA and AA+ Short Term Bond 3.00% Index CRISIL Short Term Gilt Index 15.00% CRISIL AAA up to 1 Year Short Term Bond 11.00% Index CRISIL AAA 1 to 3 Year Short Term Bond 17.00% Index CRISIL AA and AA+ up to 1 Year Short 5.00% Term Bond Index CRISIL Short Term Bond Fund Index CRISIL AA and AA+ 1 to 3 Year Short Term 7.00% Bond Index CRISIL AAA Medium Term Bond Index 26.00% CRISIL AA and AA+ Medium Term Bond 4.00% Index CRISIL Composite CD Index 2.00% CRISIL Composite CP Index 13.00% CRISIL Overnight Index 15.00% CRISIL Up to 91-Day CD Index 10.00% CRISIL Liquid Fund Index CRISIL Up to 91-Day CP Index 55.00% CRISIL T-Bill Index 20.00% Sub-indices Weights Index Sub- Index/ Asset Class (New) April-21 CRISIL Composite CD Index 12.00% CRISIL Composite CP Index 66.00% CRISIL Composite T-Bill Index 10.00% CRISIL AAA up to 1 Year Short Term Bond 5.00% Index CRISIL Ultra Short Term Debt Index CRISIL AAA 1 to 3 Year Short Term Bond 4.00% Index CRISIL AA and AA+ up to 1 Year Short 2.00% Term Bond Index CRISIL AA and AA+ 1 to 3 Year Short Term 1.00% Bond Index CRISIL Composite CD Index 11.00% CRISIL Money Market Index CRISIL Composite CP Index 64.00% CRISIL Composite T-Bill Index 25.00% CRISIL Short Term Gilt Index 10.00% CRISIL AAA Long Term Bond Index 4.00% CRISIL AA and AA+ Long Term Bond Index 1.00% CRISIL Medium Term Debt Index CRISIL AAA Medium Term Bond Index 76.00% CRISIL AA and AA+ Medium Term Bond 9.00% Index CRISIL Medium Term Gilt Index 50.00% CRISIL AAA Long Term Bond Index 33.00% CRISIL Medium To Long Term Debt CRISIL AA and AA+ Long Term Bond Index 2.00% Index CRISIL AAA Medium Term Bond Index 13.00% CRISIL AA and AA+ Medium Term Bond 2.00% Index CRISIL Long Term Gilt Index 45.00% CRISIL Long Term Debt Index CRISIL AAA Long Term Bond Index 52.00% CRISIL AA and AA+ Long Term Bond Index 3.00% CRISIL 2 Month CD Index 6.00% CRISIL 3 Month CD Index 51.00% CRISIL Composite CD Index CRISIL 6 Month CD Index 17.00% CRISIL 1 Year CD Index 26.00% CRISIL 2 Month CP Index 15.00% CRISIL 3 Month CP Index 69.00% CRISIL Composite CP Index CRISIL 6 Month CP Index 6.00% CRISIL 1 Year CP Index 10.00% Sub-indices Weights Index Sub- Index/ Asset Class (New) April-21 CRISIL 91 Day T-Bill Index 38.00% CRISIL Composite T-Bill Index CRISIL 182 Day T-Bill Index 34.00% CRISIL 1 Year T-Bill Index 28.00% S&P BSE Arbitrage Rate Index 70.00% CRISIL Arbitrage Index CRISIL Liquid Fund Index 30.00% S&P BSE Arbitrage Rate Index 35.00% CRISIL Equity Savings Index S&P BSE Sensex 50 TR 35.00% CRISIL Short Term Bond Fund Index 30.00% CRISIL Dynamic Gilt Index 45.00% CRISIL AAA Long Term Bond Index 25.00% CRISIL AAA Medium Term Bond Index 13.00% CRISIL AAA Short Term Bond Index 9.00% CRISIL Dynamic Debt Index CRISIL AA and AA+ Long Term Bond Index 2.00% CRISIL AA and AA+ Medium Term Bond 2.00% Index CRISIL AA and AA+ Short Term Bond 4.00% Index CRISIL AA+ Long Term Bond Index 46.00% CRISIL Composite AA Long Term CRISIL AA Long Term Bond Index 28.00% Bond Index CRISIL AA- Long Term Bond Index 26.00% CRISIL AA+ Medium Term Bond Index 28.00% CRISIL Composite AA Medium Term CRISIL AA Medium Term Bond Index 57.00% Bond Index CRISIL AA- Medium Term Bond Index 15.00% CRISIL AA+ Short Term Bond Index 25.00% CRISIL Composite AA Short Term CRISIL AA Short Term Bond Index 57.00% Bond Index CRISIL AA- Short Term Bond Index 18.00%

$ Rounded off to nearest integer

In order to obviate a drift in the duration profile, there will be fixed duration bands for a few indices. If in a particular month the duration of any of these indices drifts beyond the mentioned range, rule-based intervention would be made. These indices and their relevant duration bands are as follows:

Fixed Macaulay Duration Index Range CRISIL Ultra Short Term Debt Index 0.28 – 0.48 CRISIL Low Duration Debt Index 0.58 – 0.90 CRISIL Short Term Bond Fund Index 1.60 – 2.40 CRISIL Medium Term Debt Index 3.30 – 3.80 CRISIL Medium To Long Term Debt Index 4.60 - 6.30

Note : The Macaulay duration numbers for all indices are estimated on the date of advance notice (rollover) and comply to the above fixed range on that date. Features and Methodology

CRISIL AAA/AA+/AA/AA- rated and Banking/ PSU Credit Indices

Features  Total Return Index seeking to capture coupon and price returns of the underlying portfolio  Index portfolio marked-to-market on a daily basis using CRISIL debt valuations

Maturity Buckets: AAA/AA+/AA/AA- rated indices 1. Long Term: Securities with residual maturity greater than 5 years 2. Medium Term: Securities with residual maturity between 3 to 5 years 3. Short Term: Securities with residual maturity up to 3 years

For Banking/ PSU Indices 1. Short Term: Securities with residual maturity up to 3 years 2. Medium to Long Term: Securities with residual maturity greater than 3 years

Key Characteristics  Rich history: CRISIL AAA rated bond indices have inception date of March 31, 2002. Thus the indices have been in existence for over a decade and have seen multiple interest rate cycles  Liquidity: The indices seeks to capture the movement of a portfolio comprising liquid AAA/AA+/AA/AA- rated corporate bonds, thereby ensuring appropriate market representation  Replicability: The indices constituents are valued on a daily basis. This lends the indices a realistic approach by having the valuations close to market levels.

Methodology  Top 12* issuers subject to buffers are identified by using a consistent liquidity score based on the following parameters analysed for the previous one quarter: o Volume traded: 70% o No of days traded: 15% o No of trades: 15%  A buffer is the rank up to which an issuer which was a part of the index for the previous quarter but has a liquidity score lower than top n issuers (where n is maximum number of issuers that can be a part of index) in the current quarter would continue to be the part of the index. This means that even if the rank of a particular issuer deteriorates to the buffer rank it will not be sold from the index. A buffer of rank 15 would be used for all the indices having 12 securities, during issuer selection. Apart from applying buffers , the following conditions will always be met: o The issuers with Ranks 1 to 3 would compulsorily form a part of the index. o If an issuer is a part of top n issuers but ignored due to buffers for 3 consecutive quarters, the same will be considered if it appears in top n for the 4th quarter.

 Only listed issuers shall be included in all CRISIL bond indices. An issuer will be considered to be listed if at least one security of such issuer is listed.  Rating considered for a bond is the conservative rating of all the bonds for that particular issuer (except for SO rated bonds)  The weights to the eligible bonds are allocated on the basis Amount outstanding of issuer  Most liquid bond for each of the shortlisted issuers is selected  Weight to each bond is subject to a cap of 10%. Excess weight is redistributed proportionately among other bonds  The index constituents are valued on a daily basis using CRISIL Valuations  The index is rebalanced on the 1st business day of every quarter  Perpetual bonds, Floating rate bonds, Tax free bonds and bonds with single option (call/put) are excluded from the universe of bonds  For Banking/ PSU indices Basel III compliant additional tier 1 bonds are included as a part of selection universe.  For Banking/ PSU indices bonds with security level rating below AA will be excluded.

 For cases where there are less than 3 issuers in a particular index during any period, a fall-back criteria will be followed: o Carry forward the existing issuers if they meet the rating and maturity criteria (select based on amount outstanding to complete 3 issuers) o Select the issuer from primary data in the preceding month of the rebalancing with the maximum issue size in that month to complete the deficit to reach 3 issuers. If this is also not resulting in 3 issuers, keep on going back month at a time in primary to select the issuers till 3 issuers are found.

*Upto 12 Issuers will be selected

CRISIL A rated Credit Indices

Features

 Base date for the Index: March 31, 2002

 Total Return Index seeking to capture coupon and price returns of the underlying portfolio

 Index portfolio marked-to-market on a daily basis using CRISIL debt valuations

Maturity Buckets:

 Short Term: Securities with residual maturity upto 3 years

 Medium to Long Term: Security with residual maturity greater than 3 years

Key Characteristics

 Replicability: The index constituents are valued on a daily basis. This lends the index a realistic approach by having the valuations close to market levels

Methodology

 Issuers are selected based on primary market issuances

 Unique issuers for the portfolio of the base month (Month of Inception) are selected based on issuances during the prior one year. All issuers that fall within the eligibility criteria of maturity and rating during the period are identified to be a part of the index.  Only listed issuers shall be included in all CRISIL bond indices. An issuer will be considered to be listed if at least one security of such issuer is listed.  On an ongoing basis, the issuances of the previous month would be considered for addition of unique issuers in the existing portfolio  For each issuer, the security that is most recently issued becomes a part of the index portfolio. These securities continue to be part of the index until  It falls out of the eligibility criteria (rating and maturity) and is removed from the index  It is replaced in case a new security of the same issuer is issued. In case more than one security of an issuer is issued on the same day, the one with the highest issuance size is selected.  Weights to eligible securities will be allocated based on the amount of issuance.

 Weight to each bond is subject to a cap of 10%. Excess weight is redistributed proportionately among other bonds

 Rating considered for a bond is the conservative rating of all the bonds for that particular issuer (except for SO rated bonds)

 The index constituents are valued on a daily basis using CRISIL Valuations

 The index is rebalanced on the 1st business day of every month  Perpetual bonds, Floating rate bonds, Tax free bonds and bonds with single option (call/put) are excluded from the universe of bonds

CRISIL Gilt Indices

Features and Characteristics  Total Return Index seeking to capture coupon and price returns of the underlying portfolio  Index constituents valued on a daily basis using CRISIL Gilt Valuation  Index weights rebalanced on the 1st business day of every month

Key Characteristics  Rich history: The indices have been in existence over a decade witnessing multiple interest rate cycles and has stood the test of time  Liquidity: The indices seeks to capture the movement in a portfolio consisting of most liquid government securities by using appropriate market representation  Replicability: The indices constituents are valued on a daily basis. This lends the index a realistic approach by having the valuations close to market levels

Methodology

 Trading pattern of government securities analysed during previous quarter with security rebalancing on monthly basis.

 Consistent Liquidity Scores assigned to each security on the basis of: o Volumes traded (70%) o Days Traded (15%) o Number of Trades (15%)  Top n securities (n defined in the table below) on the basis of Consistent Liquidity Score eligible to be part of the index subject to buffers

Index No of securities (n) Residual maturity criteria

CRISIL Long Term Gilt Index 8 Greater than 10 years

CRISIL Medium Term Gilt Index 8 Greater than 5 to and up to 10 year

CRISIL Short Term Gilt Index 8 Up to 5 years

Top 3 securities each from long, medium and short term CRISIL Composite Gilt Index 9 bucket

CRISIL Dynamic Gilt Index 12 NA

 A buffer is the rank up to which a security which was a part of the index for the previous month but has a liquidity score lower than top n securities in the current month would continue to be the part of the index. This means that even if the rank of a particular security deteriorates to the buffer rank it will not be sold from the index. The buffers to be used for each index would be as follows: Index No of securities (n) Buffer CRISIL Long Term Gilt Index 8 11 CRISIL Medium Term Gilt Index 8 11 CRISIL Short Term Gilt Index 8 11 3 each from long, medium and 6 each from long, medium and CRISIL Composite Gilt Index short term bucket short term bucket

 Apart from applying buffers, the following conditions will always be met: o The security with Rank 1 would compulsorily form a part of the index. o If a security is a part of top n securities but ignored due to buffers for 3 consecutive months, the same will be considered if it appears in top n for the 4th month. o The 10 year benchmark government security forming a part of CRISIL 10 Year Gilt Index will automatically replace the least liquid security and form a part (if not already a part) of all the eligible liquidity based gilt indices.  Weights to eligible securities will be based on Amount outstanding

 Surrogate bonds (namely Food Corporation of India bonds, Oil bonds, Fertiliser bonds and UTI Special Bonds) and Floating rate bonds kept out of the purview of the selection process since these are quasi government bonds

CRISIL Broad Based Gilt Indices

Features and Characteristics  Total Return Index seeking to capture coupon and price returns of the underlying portfolio  Index constituents valued on a daily basis using CRISIL Gilt Valuation  Index weights rebalanced on the 1st business day of every month

Key Characteristics  Rich history: The indices have been in existence over a decade witnessing multiple interest rate cycles and has stood the test of time  Liquidity: The indices seeks to capture the movement in a portfolio consisting of most liquid government securities by using appropriate market representation  Replicability: The indices constituents are valued on a daily basis. This lends the index a realistic approach by having the valuations close to market levels

Methodology

 All the Government securities outstanding as of previous month with amount outstanding greater than or equal to Rs.3000 crores will be the part of respective indices based on the residual maturity criteria as mentioned below:-

Index Residual maturity criteria

CRISIL Broad Based Long Term Gilt Index Greater than 10 years

CRISIL Broad Based Medium Term Gilt Index Greater than 5 to and up to 10 year

CRISIL Broad Based Short Term Gilt Index Up to 5 years

CRISIL Broad Based Gilt Index Securities across maturities

 While eligible securities are added to the index no security is removed till the time it ceases to meet the residual maturity criteria

 Indices will be rebalanced on monthly basis.

 Weights to eligible securities will be based on Amount outstanding

 Surrogate bonds (namely Food Corporation of India bonds, Oil bonds, Fertiliser bonds and UTI Special Bonds) and Floating rate bonds kept out of the purview of the selection process since these are quasi government bonds

Weighing Approach/Methodology

 Monthly floating weight approach is being used for securities/asset classes.(The approach will be used for all standard and customised indices unless otherwise stated specifically in the customized requirement)

 Weights shall move with the prices of underlying securities/asset classes and shall be reset monthly. (for hybrid indices the asset allocation to debt and equity will also float on monthly basis based on the asset class performance and will be reset to the stated asset allocation at the month end rebalancing date)

 Other than the CRISIL 10 Year Gilt Index, the cash generated due to coupon payment or part redemption will be carried in all the indices and reinvested along with the monthly reset date of weights as this would mean no transactions between rebalancing periods and would improve replicability CRISIL 10 Year Gilt Index

About the Index CRISIL 10 Year Gilt Index seeks to track the performance of the on-the-run 10 year benchmark government security

Features and Characteristics

 Base date for the index: September 01, 2001  Total Return Index seeking to capture coupon and price return of the on-the-run 10-year benchmark government security  Index marked to market on a daily basis using CRISIL Gilt Valuations  Fully invested at all points of time with no cash component

Key Characteristics

 Rich history: CRISIL 10 Year Gilt Index has an inception date of September 01, 2001. Thus the index has been in existence for over a decade and seen multiple interest rate cycles

 Replicability: The index seeks to track the movement of the most actively traded government security in the market

Methodology  The on-the-run 10 year government security is considered as the 10 year benchmark security

 Amount outstanding of new security should be minimum of Rs. 24,000 Crore  The average traded volume of new security as a percentage of old, during last 7 working days, should be a minimum of 50%  Index computed on daily basis using the gross price return of 10 year benchmark government security and its coupon cash flow return

Historical Benchmarks used in the Index

Benchmark Security ISIN Maturity From To Name IN0020000116 11.50% CGL 2011 24-Nov-11 1-Sep-01 31-Jan-02

IN0020000066 11.03% CGL 2012 18-Jul-12 1-Feb-02 19-May-02

IN0020020056 07.40% CGL 2012 3-May-12 20-May-02 31-Dec-02

IN0020010032 09.81% CGL 2013 30-May-13 1-Jan-03 31-Aug-03

IN0020020122 07.27% CGL 2013 3-Sep-13 1-Sep-03 31-Dec-03 IN0020020049 07.37% CGL 2014 16-Apr-14 1-Jan-04 31-Dec-04

IN0020020130 07.38% CGL 2015 3-Sep-15 1-Jan-05 12-Apr-06

IN0020060219 07.59% CGL 2016 12-Apr-16 13-Apr-06 1-Jan-07

IN0020010107 08.07% CGL 2017 15-Jan-17 2-Jan-07 18-Jul-07

IN0020020031 07.49% CGL 2017 16-Apr-17 19-Jul-07 4-Sep-07

IN0020070010 07.99% CGL 2017 9-Jul-17 5-Sep-07 21-Apr-08

IN0020080019 08.24% CGL 2018 22-Apr-18 22-Apr-08 12-Feb-09

IN0020080068 06.05% CGL 2019 FEB 2-Feb-19 13-Feb-09 13-Jul-09

IN0020090042 06.90% CGL 2019 13-Jul-19 14-Jul-09 2-Nov-09

IN0020020171 06.35% CGL 2020 2-Jan-20 3-Nov-09 9-May-10

IN0020100015 07.80% CGL 2020 3-May-20 10-May-10 10-Apr-11

IN0020110022 07.80% CGL 2021 11-Apr-21 11-Apr-11 7-Nov-11

IN0020110030 08.79% CGL 2021 8-Nov-21 8-Nov-11 1-Jul-12

IN0020120013 08.15% CGL 2022 11-Jun-22 2-Jul-12 24-Jun-13

IN0020130012 07.16% CGL 2023 20-May-23 25-Jun-13 15-Dec-13

IN0020130061 08.83% GS 2023 25-Nov-23 16-Dec-13 10-Aug-14

IN0020140045 08.40% GS 2024 28-Jul-24 11-Aug-14 21-Jun-15

IN0020150036 07.72% GS 2025 25-May-25 22-Jun-15 8-Feb-16

IN0020150093 07.59% GS 2026 11-Jan-26 9-Feb-16 4-Oct-16

IN0020160035 06.97% GS 2026 6-Sep-26 5-Oct-16 19-Jun-17

IN0020170026 06.79% GS 2027 15-May-27 20-Jun-17 1-Feb-18

IN0020170174 07.17% CGL 2028 8-Jan-28 2-Feb-18 4-Mar-19

IN0020180454 7.26% GS 2029 14-Jan-29 5-Mar-19 17-Nov-19

IN0020190362 06.45% CGL 2029 7-Oct-29 18-Nov-19 14-Jun-20

IN0020200070 5.79% GS 2030 11-May-30 15-Jun-20 24-Aug-20

IN0020200153 5.77% GS 2030 3-Aug-30 25-Aug-20 18-Jan-20

IN0020200294 5.85% GS 2030 1-Dec-30 19-Jan-21 Till date

CRISIL T-Bill Indices

Features and Characteristics  Indices seeks to capture the return of the most recently issued on the run securities

Index Base Date Underlying Security

CRISIL 91 Day T-Bill Index 01- Jan -1995 ‘on-the-run’ 91 Day T-Bill

CRISIL 182 Day T-Bill Index 31- Mar-2002 ‘on-the-run’ 182 Day T-Bill

CRISIL 1 Year T-Bill Index 01-Jan -1995 ‘on-the-run’ 364 Day T-Bill

CRISIL 1 Month T-Bill Index 31-Mar-2002 security with residual maturity 27-36 days

CRISIL 2 Month T-Bill Index 31-Mar-2002 security with residual maturity 55-64 days

 Indices are valued on a daily basis using CRISIL T-bill Valuation  Fully invested at all points of time with no cash component

Key Characteristics  Rich history: CRISIL T-bill Indices have history of over fifteen years and have seen multiple interest rate cycles  Replicability: The Indices are marked to market on a daily basis. This lends the index a realistic approach by having the valuations close to market levels

Methodology  For CRISIL 91 Day T-Bill Index, CRISIL 182 Day T-Bill Index and CRISIL 1 Year T-Bill Index, the most recently issued 91 Day T-Bill, 182 Day T-Bill and 364 Day T-Bill is considered as the constituent for the index respectively.  For CRISIL 1 Month T-bill Index and CRISIL 2 Month T-bill Index, already issued T-Bill with highest residual maturity in the maturity bucket- 27-36 days and 55-64 days is considered as the constituent for the index respectively.  The index is rebalanced every week on the day of allotment of the 91 Day T- Bill  On a daily basis, the return for the index is computed using market returns due to change in price of the security in addition to the holding period return

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CRISIL SDL Index

Features and Characteristics

 Total Return Index seeking to capture coupon and price return of the underlying portfolio.

 Index constituents valued on a daily basis using CRISIL SDL Valuations.

 Index constituents are rebalanced on a fortnightly basis.

 Tracks the 10-Year residual maturity segment.

Key Characteristics

 Liquidity: The index seeks to capture the movement in a portfolio consisting of most liquid SDL Bonds by using appropriate market representation.

 Replicability: The index constituents are valued on a daily basis. This lends the index a realistic approach by having the valuations close to market levels.

Methodology

 Top 12 states are selected based on issuances in the previous financial year.

 Most recently issued securities of the selected states are eligible to be part of the index.

 The securities in the index are rebalanced on a fortnightly basis on the basis of issuances during the previous fortnight.

 Weights allocation: Weights to be calculated at issuer level based on issuances in the previous financial year and would be revised annually.

 UDAY bonds are kept out of the purview of the selection process.

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CRISIL CD Indices

Features

 The indices seeks to capture the return of the underlying constituents based on daily yield movement using CRISIL Money Market Valuation

 Index portfolio represents a maximum of top 10 CD issuers

Key Characteristics  Representation: The indices represents the performance of CDs across residual maturities issued by various banks, thereby seeking to represent the CD market  Replicability: The indices constituents are valued on a daily basis. This lends the index a realistic approach by having valuations close to market levels

Methodology  The indices are rebalanced on a fortnightly basis using primary market issuances, secondary market trades and holdings for A1+ rated CDs  Based on the issuance data of the previous fortnight, a maximum of 10 issuers are shortlisted based on their issuance amount in the data period.  For each of the shortlisted issuers, the security with the highest residual maturity is selected.  In case, the number of securities shortlisted using primary issuance data falls short of 10, remaining issuers are identified based on the secondary market trades data during the data period.  Based on the secondary traded data of the previous fortnight, the remaining number of issuers are shortlisted based on their traded volume in the data period.  For each of the shortlisted issuers, the security with higher residual maturity is selected.  In case, the number of securities shortlisted using primary issuance and secondary trades data falls short of 10, the remaining issuers are identified based on the CD holdings by various entities  Issuers are shortlisted based on higher residual maturity  In case the number of securities shortlisted using primary issuance, secondary trades and holdings data falls short of 10:  Remaining issuers are identified from the existing portfolio with a flexible maturity band of -7/+15 (for 1 month CD index: no relaxation, for 2 month CD index: -4/+15, and for 3 month CD index: -6/+15) days around respective tenor.  If no issuers could be identified from the above steps, indicative yield for A1+ rated CDs of appropriate residual maturities would be used as input for valuation  Issuers are shortlisted based on higher residual maturity  Equal weights assigned to each of the constituents

 Securities valued on a daily basis using CRISIL Money Market Valuation  Maturity Buckets:

Residual maturity (Days) Index as on effective date

CRISIL 1 Month CD Index 15 to 30

54

CRISIL 2 Month CD Index 35 to 60 CRISIL 3 Month CD Index 67 to 91

CRISIL 6 Month CD Index 135 to 185

CRISIL 1 Year CD Index 300 to 365

CRISIL CP Index

Features

 The indices seeks to capture the return of the underlying constituents based on daily yield movement using CRISIL Money Market Valuation

 Index portfolio represents a maximum of top 18 CP issuers

Key Characteristics

 Representation: The indices represents the performance of CPs across residual maturities issued by various entities across sectors, thereby seeking to represent the CP market

 Replicability: The indices constituents are valued on a daily basis. This lends the index a realistic approach by having valuations close to market levels

Methodology

 Based on the residual maturity criteria and rating, firstly 5 sectors based on primary (based on issuance size), secondary (based on traded volume size) and holdings (higher residual maturity) data in that order will be identified. 6 sectors can be selected in case financial services and HFC sectors both are picked in phase 1. In case the number of securities shortlisted using primary, secondary trades and holdings + outstanding data in phase 1 falls short of minimum no. of sectors or issuers in order to meet cap requirements, then the remaining issuers are identified from the existing portfolio (except for 1 Month CP Index). Sectors and issuers are shortlisted based on higher residual maturity.  For each sector, top issuers (up to 3) in each sector will be identified. The identification of issuers will be based on the size of issuance (in case of primary market data), size of traded volume (in case of secondary market data) and higher residual maturity (in case of MF holdings data). One security of each issuer with the highest maturity will be selected in the index.

 Only listed issuers shall be included in the index. An issuer will be considered to be listed if at least one security of such issuer is listed.

 The sector weights would be in close compliance with the restrictions prescribed by the regulator. The security inside each sector will be equally weighted.

55

 In Phase 1, if due to issuer weight cap requirements (10%), the index falls short of 100% weight, sectors in addition to 6 sectors already selected, will be selected in phase 2 from primary, secondary, and holdings data. Only 1 issuer per additional sector will be selected.

 If sufficient sectors/issuers are not available, then the sector/issuers from the previous rebalancing period will be carried forward.

 If no issuers could be identified from the above steps, indicative yield for A1+ rated CPs of appropriate residual maturities would be used as input for valuation

 Below table summarizes the residual maturity criteria of CP Indices

Residual maturity (Days) as Index on effective date

CRISIL 1 month CP Index 15 to 30

CRISIL 2 month CP Index 35 to 60

CRISIL 3 month CP Index 67 to 91

CRISIL 6 month CP Index 135 to 185

CRISIL 1 Year CP Index 300 to 365

CRISIL Up To 91-Day CP Index

Features

 The indices seeks to capture the return of the underlying constituents based on daily yield movement using CRISIL Money Market Valuation

 Index portfolio represents CP securities with maturity less than 91 days

Key Characteristics

 Representation: The indices represents the performance of CPs having residual maturities less than 91 days issued by various entities across sectors, thereby seeking to represent the CP market

 Replicability: The indices constituents are valued on a daily basis. This lends the index a realistic approach by having valuations close to market levels. The index is a buy and hold type index, securities are not sold out of the index, they mature in the index and on maturity the amount will be invested in TREPS

Methodology

 Based on the residual maturity criteria and rating, for each bucket (listed in table below) firstly 20 issuers based on primary (based on issuance size), secondary (based on traded volume size) and holdings (higher residual maturity) data in that order will be identified.

56

 Issuers having long term conservative rating of AAA/AA+/AA only will be considered.  For each issuer, the top ISIN (only 1) will be identified. The identification of security will be based on the residual maturity. One security of each issuer with the highest maturity will be selected in the index.  The security inside each bucket will be equally weighted, and the buckets will be weighed within the index on the basis of issuance of the previous year within those maturity segments.

 The sector weights would be in close compliance with the restrictions prescribed by the regulator.

 Each fortnight, the previous securities which have not matured yet will be carried forward and new securities will also be added

 Below table summarizes the residual maturity criteria of CP buckets in the Up To 91-Day CP Index

Residual maturity (Days) as Bucket on effective date

1 month CP Bucket 17 to 30

2 month CP Bucket 31 to 60

3 month CP Bucket 61 to 91

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CRISIL Up To 91-Day CD Index

Features

 The indices seeks to capture the return of the underlying constituents based on daily yield movement using CRISIL Money Market Valuation

 Index portfolio represents CD securities with maturity less than 91 days

Key Characteristics

 Representation: The indices represents the performance of CDs having residual maturities less than 91 days issued by various Banks, thereby seeking to represent the CD market

 Replicability: The indices constituents are valued on a daily basis. This lends the index a realistic approach by having valuations close to market levels. The index is a buy and hold type index, securities are not sold out of the index, they mature in the index and on maturity the amount will be invested in TREPS

Methodology

 Based on the residual maturity criteria and rating, for each bucket (listed in table below) firstly 20 issuers based on primary (based on issuance size), secondary (based on traded volume size) and holdings (higher residual maturity) data in that order will be identified.  Issuers having long term conservative rating of AAA/AA+/AA only will be considered.

 For each issuer, the top ISIN (only 1) will be identified. The identification of security will be based on the residual maturity. One security of each issuer with the highest maturity will be selected in the index.  The security inside each bucket will be equally weighted, and the buckets will be weighed within the index on the basis of issuance of the previous year within those maturity segments.

 Each fortnight, the previous securities which have not matured yet will be carried forward and new securities will also be added

 Below table summarizes the residual maturity criteria of CD buckets in the Up To 91-Day CD Index

Residual maturity (Days) as Bucket on effective date

1 month CD Bucket 17 to 30

2 month CD Bucket 31 to 60

3 month CD Bucket 61 to 91

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CRISIL FPI Index

Features  Total Return Index seeking to capture coupon and price returns of the underlying portfolio  Base date for the Index : August 31, 2011  Index portfolio marked-to-market on a daily basis using CRISIL Gilt and Bond valuations  Derived index from the following sub-indices o CRISIL Composite Gilt Index o CRISIL AAA Long Term Bond Index o CRISIL AAA Medium Term Bond Index o CRISIL AAA Short Term Bond Index o CRISIL AA and AA+ Long Term Bond Index o CRISIL AA and AA+ Medium Term Bond Index o CRISIL AA and AA+ Short Term Bond Index

Key Characteristics  Liquidity: The index seeks to capture the movement in a portfolio consisting of most liquid government and corporate securities by using appropriate market representation  Replicability: The index constituents are valued on a daily basis. This lends the index a realistic approach by having the valuations close to the market levels

Methodology  Weights for the broad categories of Corporate Bonds and G-Sec are to be based on the FPI investment limits on these categories which shall be reviewed monthly. In case there is change in limits for FPI Investments mid-month, the same will be reflected in the next month’s rebalancing.  Weights within each residual maturity category of corporate debt (shall be split between AAA, AA, AA+ rated issuers) and government securities will be based on issuance pattern for these categories in the previous calendar year and shall be reviewed annually.  Index valued on a daily basis using CRISIL Valuation services  Both INR and USD versions of the index series will be constructed.

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CRISIL Gilt 2027 Index

CRISIL Gilt 2027 Index seeks to measure the performance of portfolio predominantly invested in G-Sec maturing between 01 December, 2026 to 30 June, 2027. The index shall mature on 30 June, 2027.

Features  Total Return Index seeking to capture price and coupon returns of the underlying portfolio.  It’s a target date index which follows a roll-down approach.  The index uses a buy and hold strategy wherein the portfolio of G-sec is held till maturity unless they become ineligible  Small portion of portfolio(2%) is invested in on-the-run 91 Day T-bill for liquidity  Index portfolio marked-to-market on a daily basis using CRISIL Gilt and T-Bills valuations  Inception Date of Index: 28 February, 2021.

Key Characteristics  Replicability: The index constituents are valued on a daily basis. This lends the index a realistic approach by having the valuations close to the market levels

Methodology  Weights of the G-sec securities and T-bills Securities in the Index will be 98% and 2% respectively.  Securities Selection methodology in G-Sec are as follows: o All securities selected will have a maturity date in the eligible period of G-sec which is from 1st December, 2026 to 30th June, 2027 o All Securities are selected on the basis of Amount Outstanding. o Minimum Amount Outstanding should be Rs. 25000 crore. o Weights to individual securities will be calculated in the ratio of amount outstanding. o Eligible securities will be added on a 6 monthly basis and weights will be redistributed based on amount outstanding.  Securities Selection methodology in T-Bills are as follows: o Three 91-Day T-Bill will be selected by rebalancing on a bi monthly basis. o This will consist of last three on-the-run 91-Day T-Bills as on the bi-monthly (once in two months) rebalancing date. o The maturity date of such T-bill selected should not be greater than the maturity of the fund. o In case no such 91 Day on-the-run T-Bill is available closer to the maturity date of the fund, T-Bill that is closest to the maturity date but maturing before the maturity date of index will be selected. o If such T-Bill matures as well, the proceeds will be invested in TREPS. o The T-bills will be weighted equally on each rebalancing date.  If any security in G-sec gets matured before the maturity date of index, the remaining amount will be invested in T-Bill that is closest to the maturity date but maturing before the maturity date of index. If the T-bill gets matured before the maturity date of index, the amount will be invested in CBLO.

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 Coupon Cash Flow will be reinvested on month end based in the weights of the securities at that point of time.  The relative weights of the Government securities and asset classes will change due to price movement and will be reset during the 6 monthly rebalancing.  While rebalancing (security addition/ deletion/ weights reset), Impact Cost for each asset class will be as follows: o G-sec: 3 bps on each leg (total 6 bps) o T-bills: 1bps on each leg (total 2 bps)

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CRISIL Gilt 2028 Index

CRISIL Gilt 2028 Index seeks to measure the performance of portfolio predominantly invested in G-Sec maturing between 06 September, 2027 and 05 April, 2028. The index shall mature on 05 April, 2028.

Features  Total Return Index seeking to capture price and coupon returns of the underlying portfolio.  It’s a target date index which follows a roll-down approach.  The index uses a buy and hold strategy wherein the portfolio of G-sec is held till maturity unless they become ineligible  Small portion of portfolio(2%) is invested in on-the-run 91 Day T-bill for liquidity  Index portfolio marked-to-market on a daily basis using CRISIL Gilt and T-Bills valuations  Inception Date of Index: 28 February, 2021.

Key Characteristics  Replicability: The index constituents are valued on a daily basis. This lends the index a realistic approach by having the valuations close to the market levels

Methodology  Weights of the G-sec securities and T-bills Securities in the Index will be 98% and 2% respectively.  Securities Selection methodology in G-Sec are as follows: o All securities selected will have a maturity date in the eligible period of G-sec which is from 06 September, 2027 to 05 April, 2028. o All Securities are selected on the basis of Amount Outstanding. o Minimum Amount Outstanding should be Rs. 25000 crore. o Weights to individual securities will be calculated in the ratio of amount outstanding. o Eligible securities will be added on a 6 monthly basis and weights will be redistributed based on amount outstanding.  Securities Selection methodology in T-Bills are as follows: o Three 91-Day T-Bill will be selected by rebalancing on a bi monthly basis. o This will consist of last three on-the-run 91-Day T-Bills as on the bi-monthly (once in two months) rebalancing date. o The maturity date of such T-bill selected should not be greater than the maturity of the fund. o In case no such 91 Day on-the-run T-Bill is available closer to the maturity date of the fund, T-Bill that is closest to the maturity date but maturing before the maturity date of index will be selected. o If such T-Bill matures as well, the proceeds will be invested in TREPS. o The T-bills will be weighted equally on each rebalancing date.  If any security in G-sec gets matured before the maturity date of index, the remaining amount will be invested in T-Bill that is closest to the maturity date but maturing before the maturity date of index. If the T-bill gets matured before the maturity date of index, the amount will be invested in CBLO.

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 Coupon Cash Flow will be reinvested on month end based in the weights of the securities at that point of time.  The relative weights of the Government securities and asset classes will change due to price movement and will be reset during the 6 monthly rebalancing.  While rebalancing (security addition/ deletion/ weights reset), Impact Cost for each asset class will be as follows: o G-sec: 3 bps on each leg (total 6 bps) o T-bills: 1bps on each leg (total 2 bps)

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List of CRISIL Indices – Objectives and Inception Dates

Sr. Inception Index Objective No. date Composite Indices CRISIL Composite Bond To track the performance of a debt portfolio that includes government 1 31-Mar-02 Fund Index securities and AAA/AA+/AA rated corporate bonds CRISIL Short Term Bond To track the performance of a debt portfolio that includes government 2 31-Mar-02 Fund Index securities, AAA/AA+/AA rated corporate bonds, CPs and CDs. To track the performance of a debt portfolio that includes TREPS, CPs and 3 CRISIL Liquid Fund Index 31-Mar-02 CDs. CRISIL Low Duration Debt To track the performance of low duration debt portfolio comprising of short 4 1-Jan-97 Index term AAA/AA+/AA rated bonds, CPs and CDs. To track the performance of an ultra-short term debt portfolio comprising of CRISIL Ultra Short Term 5 Treasury Bills, short term AAA/AA+/AA rated corporate bonds, CPs and 1-Jan-97 Debt Index CDs. CRISIL Medium Term Debt To track the performance of a medium term debt portfolio comprising of 6 1-Oct-04 Index government securities and AAA/AA+/AA rated corporate bonds. CRISIL Medium To Long To track the performance of a medium to long term debt portfolio comprising 7 1-Jan-97 Term Debt Index of government securities and AAA/AA+/AA rated corporate bonds. CRISIL Long Term Debt To track the performance of a long term debt portfolio comprising of 8 1-Oct-04 Index government securities and AAA/AA+/AA rated corporate bonds. To track the performance of a corporate debt portfolio comprising of CRISIL Long Term 9 AAA/AA+/AA/AA- rated corporate bonds w ith residual maturity greater than 31-Mar-02 Corporate Bond Index 5 years. To track the performance of a corporate debt portfolio comprising of CRISIL Medium Term 10 AAA/AA+/AA/AA- rated corporate bonds of residual maturity greater than 3 31-Mar-02 Corporate Bond Index years and up to 5 years. CRISIL Short Term To track the performance of a corporate debt portfolio comprising of 11 31-Mar-02 Corporate Bond Index AAA/AA+/AA/AA- rated corporate bonds of residual maturity up to 3 years. CRISIL Corporate Bond To track the performance of a corporate debt portfolio comprising of across 12 31-Mar-02 Composite Index maturity AAA/AA+/AA/AA- rated corporate bonds CRISIL Composite Credit To track the performance of a credit risk debt portfolio comprising of across 13 31-Mar-02 Risk Index the maturity AAA/AA+/AA/AA-/A/A+/A- rated corporate bonds. To track the performance of a corporate debt portfolio comprising of CRISIL Medium Term 14 AAA/AA+/AA/AA-/A/A+/A- rated corporate bonds w ith residual maturities up 31-Mar-02 Credit Risk Index to 5 years. To track the performance of a corporate debt portfolio comprising of CRISIL Short Term Credit 15 AAA/AA+/AA/AA-/A/A+/A- rated corporate bonds w ith residual maturities up 31-Mar-02 Risk Index to 3 years. To track the performance of a debt portfolio that includes government 16 CRISIL Dynamic Debt Index securities and AAA/AA+/AA rated corporate bonds across maturities 31-Mar-02

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Sr. Inception Index Objective No. date Gilt Indices To track the performance of a portfolio comprising of most liquid 17 CRISIL Dynamic Gilt Index 1-Jan-97 government securities w ithout any maturity constraints. CRISIL Short Term Gilt To track the performance of a portfolio of government securities w ith 18 1-Oct-04 Index residual maturity up to five years CRISIL Medium Term Gilt To track the performance of a portfolio of government securities w ith 19 1-Oct-04 Index residual maturity greater than five and up to ten years CRISIL Long Term Gilt To track the performance of a portfolio of government securities w ith 20 1-Oct-04 Index residual maturity greater than ten years To track the performance of a portfolio comprising most liquid government CRISIL Composite Gilt 21 securities, in each of the long term, medium term and short term maturity 1-Oct-04 Index segments CRISIL 10 Year Gilt Index seeks to track the performance of the 10 year 22 CRISIL 10 Year Gilt Index 1-Sep-01 benchmark government security Credit Indices CRISIL AAA Long Term To track the performance of a long-term debt portfolio consisting of AAA 23 31-Mar-02 Bond Index rated corporate bonds w ith residual maturity greater than five years To track the performance of a medium-term debt portfolio consisting of AAA CRISIL AAA Medium Term 24 rated corporate bonds w ith residual maturity greater than three and up to 31-Mar-02 Bond Index five years CRISIL AAA Short Term To track the performance of a short-term debt portfolio consisting of AAA 25 31-Mar-02 Bond Index rated corporate bonds w ith residual maturity up to three years To track the performance of a long-term debt portfolio consisting of "AA", CRISIL Composite AA Long 26 "AA+" and "AA-" rated corporate bonds w ith residual maturity greater than 31-Mar-02 Term Bond Index five years To track the performance of a medium-term debt portfolio consisting of CRISIL Composite AA 27 "AA", "AA+" and "AA-" rated corporate bonds w ith residual maturity greater 31-Mar-02 Medium Term Bond Index than three and up to five years To track the performance of a short-term debt portfolio consisting of "AA", CRISIL Composite AA 28 "AA+" and "AA-" rated corporate bonds w ith residual maturity up to three 31-Mar-02 Short Term Bond Index years To track the performance of a long-term debt portfolio consisting of "AA" CRISIL AA and AA+ Long 29 rated and "AA+" rated corporate bonds w ith residual maturity greater than 31-Mar-02 Term Bond Index five years To track the performance of a medium-term debt portfolio consisting of "AA" CRISIL AA and AA+ 30 rated and "AA+" rated corporate bonds w ith residual maturity greater than 31-Mar-02 Medium Term Bond Index three and up to five years To track the performance of a short-term debt portfolio consisting of "AA" CRISIL AA and AA+ Short 31 rated and "AA+" rated corporate bonds w ith residual maturity up to three 31-Mar-02 Term Bond Index years CRISIL AA Long Term To track the performance of a long-term debt portfolio consisting of "AA" 32 31-Mar-02 Bond Index rated corporate bonds w ith residual maturity greater than five years CRISIL AA+ Long Term To track the performance of a long-term debt portfolio consisting of "AA+" 33 31-Mar-02 Bond Index rated corporate bonds w ith residual maturity greater than five years

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Sr. Inception Index Objective No. date CRISIL AA- Long Term To track the performance of a long-term debt portfolio consisting of "AA-" 34 31-Mar-02 Bond Index rated corporate bonds w ith residual maturity greater than five years To track the performance of a medium-term debt portfolio consisting of "AA" CRISIL AA Medium Term 35 rated corporate bonds w ith residual maturity greater than three and up to 31-Mar-02 Bond Index five years To track the performance of a medium-term debt portfolio consisting of CRISIL AA+ Medium Term 36 "AA+" rated corporate bonds w ith residual maturity greater than three and 31-Mar-02 Bond Index up to five years To track the performance of a medium-term debt portfolio consisting of "AA- CRISIL AA- Medium Term 37 " rated corporate bonds w ith residual maturity greater than three and up to 31-Mar-02 Bond Index five years CRISIL AA Short Term To track the performance of a short-term debt portfolio consisting of "AA" 38 31-Mar-02 Bond Index rated corporate bonds w ith residual maturity up to three years CRISIL AA+ Short Term To track the performance of a short-term debt portfolio consisting of "AA+" 39 31-Mar-02 Bond Index rated corporate bonds w ith residual maturity up to three years CRISIL AA- Short Term To track the performance of a short-term debt portfolio consisting of "AA-" 40 31-Mar-02 Bond Index rated corporate bonds w ith residual maturity up to three years CRISIL A Medium to Long To track the performance of a medium to long-term debt portfolio consisting 41 31-Mar-02 Term Bond Index of A rated corporate bonds w ith residual maturity greater than three years To track the performance of a short-term debt portfolio consisting of A rated CRISIL A Medium Term 42 corporate bonds w ith residual maturity greater than three and up to five 31-Mar-02 Bond Index years CRISIL A Short Term Bond To track the performance of a short-term debt portfolio consisting of A rated 43 31-Mar-02 Index corporate bonds w ith residual maturity up to three years CRISIL AAA up to 1 Year To track the performance of a short-term debt portfolio consisting of AAA 44 31-Mar-02 Short Term Bond Index rated corporate bonds w ith residual maturity up to 1 year To track the performance of a short-term debt portfolio consisting of AAA CRISIL AAA 1 to 3 Year rated corporate bonds w ith residual maturity greater than one and up to 45 Short Term Bond Index 31-Mar-02 three years CRISIL AA and AA+ up to To track the performance of a short-term debt portfolio consisting of AA and 46 1 Year Short Term Bond 31-Mar-02 Index AA+ rated corporate bonds w ith residual maturity up to 1 year CRISIL AA and AA+ 1 to 3 To track the performance of a short-term debt portfolio consisting of AA and 47 Year Short Term Bond AA+ rated corporate bonds w ith residual maturity greater than one and up to 31-Mar-02 Index three years Hybrid Indices To track the performance of an equity-oriented hybrid portfolio having a CRISIL Hybrid 35+65 - 48 blend of the S&P BSE 200 TR(65%) and CRISIL Composite Bond Fund 31-Mar-02 Aggressive Index Index (35%) CRISIL Hybrid 50+50 - To track the performance of an hybrid portfolio having a blend of the S&P 49 31-Mar-02 Moderate Index BSE 200 TR(50%) and CRISIL Composite Bond Fund Index (50%) To track the performance of an debt-oriented hybrid portfolio having a blend CRISIL Hybrid 65+35 - 50 of the S&P BSE 200 TR(35%) and CRISIL Composite Bond Fund Index 31-Mar-02 Conservative Index (65%)

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Sr. Inception Index Objective No. date To track the performance of a debt-oriented hybrid portfolio having a blend CRISIL Hybrid 85+15 - 51 of the S&P BSE 200 TR(15%) and CRISIL Composite Bond Fund Index 31-Mar-02 Conservative Index (85%) CRISIL Short Term Debt To track the performance of a debt-oriented hybrid portfolio having a blend 52 31-Mar-02 Hybrid 60+40 Fund Index of S&P BSE 200 TR(40%) and CRISIL Short Term Bond Fund Index (60%). CRISIL Short Term Debt To track the performance of a debt-oriented hybrid portfolio having a blend 53 31-Mar-02 Hybrid 75+25 Fund Index of S&P BSE 200 TR(25%) and CRISIL Short Term Bond Fund Index (75%). To track the performance of an equity-oriented hybrid portfolio having a CRISIL Hybrid 25+75 - 54 blend of S&P BSE 200 TR(75%) and CRISIL Composite Bond Fund Index 31-Mar-02 Aggressive Index (25%). CRISIL Hybrid 75+25 - To track the performance of an debt-oriented hybrid portfolio having a blend 55 31-Mar-02 Conservative Index of S&P BSE 200 TR(25%) and CRISIL Composite Bond Fund Index (75%). To track the performance of an equity-oriented hybrid portfolio having a 56 CRISIL Arbitrage Index blend of S&P BSE Arbitrage Rate Index (70%) and CRISIL Liquid Fund 31-Jan-12 Index (30%). To track the performance of an equity-oriented hybrid portfolio having a CRISIL Equity Savings 57 blend of S&P BSE Arbitrage Rate Index (35%), S&P BSE Sensex 50 TR 31-Jan-12 Index (35%) and CRISIL Short Term Bond Fund Index (30%).

Money Market Indices To track the performance of a money market portfolio w ith a 100% 58 CRISIL Overnight Index 17-Sep-03 allocation to TREPS To track the performance of a portfolio of CDs w ith residual maturity around 59 CRISIL 1 Month CD Index 31-Mar-02 1 month To track the performance of a portfolio of CDs w ith residual maturity around 60 CRISIL 2 Month CD Index 31-Mar-02 2 months To track the performance of a portfolio of CDs w ith residual maturity around 61 CRISIL 3 Month CD Index 31-Mar-02 3 months To track the performance of a portfolio of CDs w ith residual maturity around 62 CRISIL 6 Month CD Index 31-Mar-02 6 months To track the performance of a portfolio of CDs w ith residual maturity around 63 CRISIL 1 Year CD Index 31-Mar-02 1 year CRISIL Composite CD 64 To track the performance of a portfolio of CDs across maturities 30-Sep-10 Index CRISIL Up to 91-Day CD To track the performance of a portfolio of CDs w ith residual maturity up to 65 02-Apr-20 Index 91 days To track the performance of a portfolio of CPs w ith residual maturity around 66 CRISIL 1 Month CP Index 31-Mar-02 1 month To track the performance of a portfolio of CPs w ith residual maturity around 67 CRISIL 2 Month CP Index 31-Mar-02 2 months To track the performance of a portfolio of CPs w ith residual maturity around 68 CRISIL 3 Month CP Index 31-Mar-02 3 months

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Sr. Inception Index Objective No. date To track the performance of a portfolio of CPs w ith residual maturity around 69 CRISIL 6 Month CP Index 31-Mar-02 6 months CRISIL 6 Month CP Rate To track the performance of a portfolio of most recently issued A1+ rated 6 70 30-Apr-07 Index month CP To track the performance of a portfolio of CPs w ith residual maturity around 71 CRISIL 1 Year CP Index 31-Mar-02 1 year CRISIL Composite CP 72 To track the performance of a portfolio of CPs across maturities 30-Apr-07 Index CRISIL Up to 91-Day CP To track the performance of a portfolio of CPs w ith residual maturity up to 73 02-Apr-20 Index 91 days 74 CRISIL 1 Month T-bill Index To track the performance of 1 Month T-Bill 31-Mar-02 75 CRISIL 2 Month T-bill Index To track the performance of 2 Month T-Bill 31-Mar-02 76 CRISIL 91 Day T-bill Index To track the performance of the 'on-the-run' 91 Day T-Bill 1-Jan-95 77 CRISIL 182 day T-Bill Index To track the performance of the ‘on-the-run’ 182 Day T-Bill 31-Mar-02 78 CRISIL 1 Year T-bill Index To track the performance of the 'on-the-run' 1 Year T-Bill 1-Jan-95 CRISIL Composite T-Bill 79 To track the performance of T-Bills across maturities 8-Apr-05 Index To track the performance of a money market portfolio comprising of a blend CRISIL Money Market 80 of Commercial Papers (CP), Certificates of Deposits (CD) and Treasury Bills 1-Jan-95 Index (T-Bill). To track the performance of a money market portfolio comprising of a blend CRISIL Money Market 81 of TREPS, Commercial Papers (CP), Certificates of Deposits (CD) and 30-Sep-03 Index - Insurance Treasury Bills (T-Bill). Dollar Denominated Indices CRISIL Composite Bond To track the performance of CRISIL Composite Bond Fund Index (CRISIL 82 31-Mar-02 Fund Dollar Index Compbex) converted in USD denomination CRISIL Short Term Bond To track the performance of CRISIL Short Term Bond Fund Index (CRISIL 83 31-Mar-02 Fund Dollar Index Stbex) converted in USD denomination CRISIL Liquid Fund Dollar To track the performance of CRISIL Liquid Fund Index (CRISIL Liquifex) 84 31-Mar-02 Index converted in USD denomination CRISIL 91 Day T-Bill Dollar To track the performance of CRISIL 91 Day T-Bill Index converted in USD 85 25-Aug-98 Index denomination CRISIL 1 Year T-Bill Dollar To track the performance of CRISIL 1 Year T-Bill Index converted in USD 86 25-Aug-98 Index denomination CRISIL 10 Year Gilt Dollar To track the performance of CRISIL 10 Year Gilt Index converted in USD 87 1-Sep-01 Index denomination To track the performance of CRISIL Gilt Index converted in USD 88 CRISIL Gilt Dollar Index 25-Aug-98 denomination 89 CRISIL FPI Dollar Index To capture the performance of CRISIL FPI Index in USD denomination 31-Aug-11 Banking and PSU Indices

CRISIL Medium to Long To track the performance of a debt portfolio that includes corporate bonds 90 31-Mar-02 Term Banking Debt Index issued by Banks w ith residual maturity greater than 3 years

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Sr. Inception Index Objective No. date CRISIL Short Term Banking To track the performance of a debt portfolio that includes corporate bonds 91 31-Mar-02 Debt Index issued by Banks w ith residual maturity up to 3 years To track the performance of a debt portfolio that includes corporate bonds CRISIL Medium to Long 92 issued by Public Sector Units (PSU) w ith residual maturity greater than 3 31-Mar-02 Term PSU Debt Index years CRISIL Short Term PSU To track the performance of a debt portfolio that includes corporate bonds 93 31-Mar-02 Debt Index issued by Public Sector Units (PSU) w ith residual maturity up to 3 years To track the performance of a debt portfolio that includes corporate bonds CRISIL Banking and PSU 94 issued by Public Sector Units (PSU) and Banks along w ith certificates of 31-Mar-02 Debt Index deposits issued by banks across maturities FPI Indices

To represent the investments of foreign portfolio investors in Indian debt market by tracking the performance of a debt portfolio that includes 95 CRISIL FPI Index government securities and AAA/AA rated corporate bonds, w hich w ill be 31-Aug-11 compliant to the regulatory guidelines put forth for Foreign Portfolio Investors w ith regards to the fixed income market. SDL Indices To track the performance of a portfolio comprising of state development 96 CRISIL 10 Year SDL Index loans issued by the state governments in India w ith residual maturity around 1-Apr-05 10 Years. Broad Based Indices CRISIL Broad Based Gilt To track the performance of a portfolio comprising of all government 97 01-Oct-04 Index securities, across maturities. CRISIL Broad Based Short To track the performance of a portfolio comprising of all government 98 01-Oct-04 Term Gilt Index securities w ith residual maturity up to 5 years. 99 CRISIL Broad Based To track the performance of a portfolio comprising of all government 01-Oct-04 Medium Term Gilt Index securities w ith residual maturity greater than 5 years and up to 10 years. CRISIL Broad Based Long To track the performance of a portfolio comprising of all government 100 01-Oct-04 Term Gilt Index securities w ith residual maturity greater than 10 years. Index Linked Products To track the performance of a portfolio predominantly invested in G-Sec 101 CRISIL Gilt 2027 Index 28-Feb-21 maturing betw een 01 December, 2026 to 30 June, 2027. To track the performance of a portfolio predominantly invested in G-Sec 102 CRISIL Gilt 2028 Index 28-Feb-21 maturing betw een 06 September, 2027 to 05 April, 2028.

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About CRISIL Limited CRISIL is a leading agile and innovative, global analytics company driven by its mission of making markets function better. We are India’s foremost provider of ratings, data, research, analytics and solutions. A strong track record of growth, culture of innovation and global footprint sets us apart. We have delivered independent opinions, actionable insights, and efficient solutions to over 1, 00,000 customers. We are majority owned by S&P Global Inc., a leading provider of transparent and independent ratings, benchmarks, analytics and data to the capital and commodity markets worldwide.

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Last updated: April 2016

Disclaimer CRISIL Research, a division of CRISIL Limited (CRISIL) has taken due care and caution in preparing this Report based on the information obtained by CRISIL from sources which it considers reliable (Data). How ever, CRISIL does not guarantee the accuracy, adequacy or completeness of the Data / Report and is not responsible for any errors or omissions or for the results obtained from the use of Data / Report. This Report is not a recommendation to invest / disinvest in any company / entity covered in the Report and no part of this report should be construed as an investment advice. CRISIL especially states that it has no financial liability whatsoever to the subscribers/ users/ transmitters/ distributors of this Report. CRISIL Research operates independently of, and does not have access to information obtained by CRISIL’s Ratings Division / CRISIL Risk and Infrastructure Solutions Limited (CRIS), w hich may, in their regular operations, obtain information of a confidential nature. The view s expressed in this Report are that of CRISIL Research and not of CRISIL’s Ratings Division / CRIS. No part of this Report may be published / reproduced in any form without CRISIL’s prior written approval.

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