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CRISIL Indices Factsheet

May 03, 2021

1 Table of Contents

Constituent Details – 03 May 2021 ...... 3 Portfolio Parameters – 03 May 2021 ...... 39 Composite Index Weights ...... 42 Features and Methodology...... 48 Weighing Approach/Methodology...... 55 List of CRISIL Indices – Objectives and Inception Dates ...... 74

Constituent Details – 03 May 2021

The securities that would form a part of the indices with effect from 03 May 2021 are as follows:

Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Axis 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) 4 INE053F09EL2 29-Nov-26 8.75% 10.00% 29-Nov-2026 5 INE115A08369 LICHF 07.05% 21-Dec-2030 21-Dec-30 7.05% 10.00% NABARD 06.42% (Series 6 INE261F08CO1 25-Nov-30 6.42% 10.00% PMAY G PD2) 25-Nov-2030 CRISIL AAA Long NHAI 08.27% (2018-19 7 INE906B07GP0 28-Mar-29 8.27% 10.00% Term Bond Index Series 6) 28-Mar-2029 NTPC 07.32% (Series 69) 8 INE733E07KL3 17-Jul-29 7.32% 9.00% 17-Jul-2029 PFC 07.41% (Series -196) 9 INE134E08KL2 25-Feb-30 7.41% 10.00% 25-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-Jan-31 6.63% 10.00% 28-Jan-2031 TCFSL 08.50% [TCFSL NCD 12 INE306N07LO1 H SERIES FY 2019-20] 06- 6-Nov-29 8.50% 6.76% Nov-2029 CRISIL AAA Exim Bank 05.62% (Series Medium Term 1 INE514E08FU6 20-Jun-25 5.62% 6.24% W01 20025) 20-Jun-2025 Bond Index HPCL 07.00% (Series II) 14- 2 INE094A08036 14-Aug-24 7.00% 7.11% Aug-2024 HDFC 05.78% (Series Y- 3 INE001A07ST9 25-Nov-25 5.78% 10.00% 002) 25-Nov-2025 Infradebt 07.00% 4 INE537P07588 (Series I Tranche I) 12-Nov- 12-Nov-25 7.00% 7.11% 2025 IOC 05.60% (Series XX) 23- 5 INE242A08494 23-Jan-26 5.60% 10.00% Jan-2026 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights L&T Finance Ltd. 07.95% 6 INE691I07ER4 (Series E Option 1) 28-Jul- 28-Jul-25 7.95% 3.13% 2025 LICHF 05.7760% (Tranch 7 INE115A07OY6 11-Sep-25 5.78% 10.00% 403) 11-Sep-2025 NABARD 07.69% (Series 8 INE261F08BK1 29-May-24 7.69% 9.57% 20C) 29-May-2024 NHBank 06.88% 21-Jan- 9 INE557F08FH9 21-Jan-25 6.88% 6.84% 2025 NTPC 05.45% (Series 72) 10 INE733E08163 15-Oct-25 5.45% 10.00% 15-Oct-2025 PFC 06.50% (Series 208) 11 INE134E08LD7 17-Sep-25 6.50% 10.00% 17-Sep-2025 RECL 05.81% (Series 204-B) 12 INE020B08DH2 31-Dec-25 5.81% 10.00% 31-Dec 2025 CRISIL AAA Short 07.70% 1 INE296A07QH4 28-Dec-22 7.70% 10.00% Term Bond Index (Series 226) 28-Dec-2022 HDB 2 INE756I07BY7 08.81% (Opt. 1 Series 2018 7-Jul-21 8.81% 5.24% A/1/120 ) 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- 4 INE001A07SU7 14-Dec-22 4.50% 10.00% 003) 14-Dec-2022 IOC 05.05% (Series XVII) 5 INE242A08460 25-Nov-22 5.05% 3.36% 25-Nov-2022 IRFC 05.04% (Series 155) 6 INE053F07CU1 5-May-23 5.04% 10.00% 05-May-2023 LICHF 05.35% (Tranch 407) 7 INE115A07PC9 20-Mar-23 5.35% 10.00% 20-Mar-2023 NABARD 05.44 (Series 21F) 8 INE261F08CU8 5-Feb-24 5.44% 10.00% 05-Feb-2024 NHAI 07.17% (Bond Series 9 INE906B07FE6 23-Dec-21 7.17% 7.10% III) 23-Dec-2021 PFC 06.98% (Series -198) 10 INE134E08KN8 20-Apr-23 6.98% 10.00% 20-Apr-2023 07.00% 11 INE002A08476 (PPD Series - A) 31-Aug- 31-Aug-22 7.00% 10.00% 2022 RECL 05.69% (Series 202 B) 12 INE020B08DC3 30-Sep-23 5.69% 10.00% 30-Sep-2023 CRISIL AA and Adani Ports & SEZ 09.35% AA+ Long Term 1 INE742F07361 4-Jul-26 9.35% 4.40% 04-Jul-2026 Bond Index Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 08.40% (Basel 2 INE476A08050 III complaint Tier 2 2016- 27-Apr-26 8.40% 10.00% 17) 27-Apr-2026 Cholamandalam 3 INE121A08OG9 Investment & Fin 09.05% 24-Mar-28 9.05% 10.00% (Series SD 57) 24-Mar-2028 HERO FINCORP LIMITED SR 4 INE957N08078 042 7.65 NCD 11DC30 11-Dec-30 7.65% 9.89% FVRS10LAC IREDA 07.74% (Series- X) 5 INE202E08060 8-May-30 7.74% 10.00% 08-May-2030 JM Financial Credit 6 INE651J07622 Solutions 09.75% (Tranche 7-Jun-28 9.75% 10.00% I Option VI) 07-Jun-2028 MMFSL 09.30% (Series III 7 INE774D07SW9 CATEGORY III & IV) 18-Jan- 18-Jan-27 9.30% 10.00% 2027 Mahindra Rural Housing Finance 09.18% (Series 8 INE950O07248 1-Jun-28 9.18% 2.20% MRHFL-AA2018) 01-Jun- 2028 SHRIRAM CITY UNION FINANCE LIMITED SR XXI 9 INE722A07AQ4 21-Feb-31 9.50% 3.63% OP II 9.50 NCD 21FB31 FVRS10LAC SP Jammu Udhampur 10 INE923L07316 Highway Ltd. 09.15% 31-Dec-30 9.15% 10.00% (Series XXXI) 31-Dec-2030 THDC INDIA LIMITED SR IV 11 INE812V07047 7.45 LOA 20JN31 20-Jan-31 7.45% 10.00% FVRS10LAC GE Shipping Co.08.25% 25- 12 INE017A08292 25-May-27 8.25% 9.89% May-2027 CRISIL AA and Cholamandalam AA+ Medium 1 INE121A07PM6 Investment & Fin 07.92% 8-Jul-25 7.92% 14.29% Term Bond Index (Option I) 08-Jul-2025 HERO FINCORP LIMITED SR 2 INE957N07542 041/OPT II 6.95 NCD 3-Nov-25 6.95% 14.29% 03NV25 FVRS10LAC IDFC First Bank 08.70% 3 INE092T08BY2 [SERIES IDFC BANK OBB 23-Jun-25 8.70% 14.29% 10/2016] 23-Jun-2025 MMFSL 08.90% (Series 4 INE774D08LO9 27-Oct-25 8.90% 14.29% EEE2015) 27-Oct-2025 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 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 6 INE923L07191 Highway Ltd. 09.15% 31-Dec-24 9.15% 14.29% (Series XIX) 31-Dec-2024 GE Shipping Co.08.24% 7 INE017A08250 10-Nov-25 8.24% 14.29% (Tranche1) 10-Nov-2025 CRISIL AA and Adani Ports & SEZ 06.50% AA+ Short Term 1 INE742F07502 11-Sep-23 6.50% 8.57% 11-Sep-2023 Bond Index Cholamandalam Investment & Finance 2 INE121A08NV0 28-Nov-21 10.02% 10.00% 10.020% (Series SD 45) 28- Nov-2021 Fullerton India Credit 0% 3 INE535H07AK8 15-Jul-21 0.00% 4.48% (Series 69) 15-Jul-2021 GIC Housing Finance 4 INE289B07032 06.94% (Series 3) 22-Feb- 22-Feb-23 6.94% 2.86% 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 6 INE651J07580 Solutions 09.25% (Series I) 7-Aug-21 9.25% 10.00% 07-Aug-2021 MMFSL 05.25% (Series 7 INE774D07UA1 AQ2020 Option II ) 04-Dec- 4-Dec-23 5.25% 10.00% 2023 Manappuram Finance 8 INE522D07BS6 18-Feb-22 8.35% 10.00% 08.35% 18-Feb-2022 Muthoot Fin 07.50% ( 9 INE414G07FC4 Series 16-A,Option I) 16- 16-Oct-23 7.50% 10.00% Oct-2023 NCDC 07.85% (Series IV) 10 INE014N07054 26-May-23 7.85% 9.33% 26-May-2023 NTPC SAIL Power Company 11 INE115D07019 07.72% (Series1/2017) 11- 11-Jul-22 7.72% 4.76% Jul-2022 PNBHF 07.59% (Series 12 INE572E09486 XXXVI Option B) 27-Jul- 27-Jul-22 7.59% 10.00% 2022 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Commercial CRISIL AA Long 1 INE244L08042 Credit 08.85% 28-Mar- 28-Mar-28 8.85% 25.00% Term Bond Index 2028 JM Financial Credit 2 INE651J07622 Solutions 09.75% (Tranche 7-Jun-28 9.75% 25.00% I Option VI) 07-Jun-2028 SHRIRAM CITY UNION FINANCE LIMITED SR XXI 3 INE722A07AQ4 21-Feb-31 9.50% 25.00% OP II 9.50 NCD 21FB31 FVRS10LAC THDC INDIA LIMITED SR IV 4 INE812V07047 7.45 LOA 20JN31 20-Jan-31 7.45% 25.00% FVRS10LAC CRISIL AA IDFC First Bank 08.70% Medium Term 1 INE092T08BY2 [SERIES IDFC BANK OBB 23-Jun-25 8.70% 33.33% Bond Index 10/2016] 23-Jun-2025 Gujarat State Investments 2 INE08EQ08056 09.45% (Series 5) 22-Mar- 22-Mar-25 9.45% 33.33% 2025 07.25% 16- 3 INE191B07162 16-Feb-26 7.25% 33.33% Feb-2026 CRISIL AA Short Bharti Hexacom 06.00% 1 INE343G08018 19-Jan-24 6.00% 10.00% Term Bond Index 19-Jan-2024 9.55% 2 INE038A07258 (Series-I (2012)) 25-Apr- 25-Apr-22 9.55% 10.00% 2022 IDFC First Bank 08.75% 3 INE092T08CA0 [SERIES IDFC BANK OBB 28-Jul-23 8.75% 10.00% 12/2016] 28-Jul-2023 IIFL Home Finance 0% 4 INE477L07883 (Series C3 Option I) 26-Jul- 26-Jul-21 0.00% 5.78% 2021 IIFL Wealth Finance 0.00% 5 INE248U08101 6-Jun-22 0.00% 3.56% (Series A) 06-Jun-2022 JM Financial Credit 6 INE651J07580 Solutions 09.25% (Series I) 7-Aug-21 9.25% 10.00% 07-Aug-2021 7 INE220B08050 KPTL 08.11% 27-Sep-2022 27-Sep-22 8.11% 1.78% Manappuram Finance 8 INE522D07BS6 18-Feb-22 8.35% 10.00% 08.35% 18-Feb-2022 NCDC 07.85% (Series IV) 9 INE014N07054 26-May-23 7.85% 10.00% 26-May-2023 NTPC SAIL Power Company 10 INE115D07019 07.72% (Series1/2017) 11- 11-Jul-22 7.72% 8.89% Jul-2022 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights PNBHF 07.59% (Series 11 INE572E09486 XXXVI Option B) 27-Jul- 27-Jul-22 7.59% 10.00% 2022 Tata Projects Ltd 08.10% 12 INE725H08048 30-Aug-22 8.10% 10.00% (Series C) 30-Aug-2022 CRISIL AA+ Long Adani Ports & SEZ 09.35% 1 INE742F07361 4-Jul-26 9.35% 11.11% Term Bond Index 04-Jul-2026 Canara Bank 08.40% (Basel 2 INE476A08050 III complaint Tier 2 2016- 27-Apr-26 8.40% 11.11% 17) 27-Apr-2026 Cholamandalam 3 INE121A08OG9 Investment & Fin 09.05% 24-Mar-28 9.05% 11.11% (Series SD 57) 24-Mar-2028 HERO FINCORP LIMITED SR 4 INE957N08078 042 7.65 NCD 11DC30 11-Dec-30 7.65% 11.11% FVRS10LAC IREDA 07.74% (Series- X) 5 INE202E08060 8-May-30 7.74% 11.11% 08-May-2030 MMFSL 09.30% (Series III 6 INE774D07SW9 CATEGORY III & IV) 18-Jan- 18-Jan-27 9.30% 11.11% 2027 Mahindra Rural Housing Finance 09.18% (Series 7 INE950O07248 1-Jun-28 9.18% 11.11% MRHFL-AA2018) 01-Jun- 2028 SP Jammu Udhampur 8 INE923L07316 Highway Ltd. 09.15% 31-Dec-30 9.15% 11.11% (Series XXXI) 31-Dec-2030 GE Shipping Co.08.25% 25- 9 INE017A08292 25-May-27 8.25% 11.11% May-2027 CRISIL AA+ Cholamandalam Medium Term 1 INE121A07PM6 Investment & Fin 07.92% 8-Jul-25 7.92% 16.67% Bond Index (Option I) 08-Jul-2025 HERO FINCORP LIMITED SR 2 INE957N07542 041/OPT II 6.95 NCD 3-Nov-25 6.95% 16.67% 03NV25 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 5 INE923L07191 Highway Ltd. 09.15% 31-Dec-24 9.15% 16.67% (Series XIX) 31-Dec-2024 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights GE Shipping Co.08.24% 6 INE017A08250 10-Nov-25 8.24% 16.67% (Tranche1) 10-Nov-2025 CRISIL AA+ Short Adani Ports & SEZ 06.50% 1 INE742F07502 11-Sep-23 6.50% 11.11% Term Bond Index 11-Sep-2023 Cholamandalam Investment & Finance 2 INE121A08NV0 28-Nov-21 10.02% 11.11% 10.020% (Series SD 45) 28- Nov-2021 Daimler Financial Serv 3 INE094O08136 17-Sep-21 8.35% 11.11% 08.35% 17-Sep-2021 Fullerton India Credit 0% 4 INE535H07AK8 15-Jul-21 0.00% 11.11% (Series 69) 15-Jul-2021 GIC Housing Finance 5 INE289B07032 06.94% (Series 3) 22-Feb- 22-Feb-23 6.94% 11.11% 2023 MMFSL 05.25% (Series 6 INE774D07UA1 AQ2020 Option II ) 04-Dec- 4-Dec-23 5.25% 11.11% 2023 Muthoot Fin 07.50% ( 7 INE414G07FC4 Series 16-A,Option I) 16- 16-Oct-23 7.50% 11.11% Oct-2023 SHFL 07.75% (Series 314) 8 INE667F07HQ5 3-Feb-22 7.75% 11.11% 03-Feb-2022 09.35% 22- 9 INE434A08018 22-Aug-21 9.35% 11.11% Aug-2021 Aadhar Housing Finance CRISIL AA- Long 1 INE538L07528 09.35% (Series V) 29-Sep- 29-Sep-28 9.35% 16.67% Term Bond Index 2028 Fedbank Financial Services 2 INE007N08015 30-Sep-27 9.90% 16.67% 09.90% 30-Sep-2027 HINDUJA LEYLAND 3 INE146O08167 FINANCE LIMITED 9.75 NCD 18-Aug-26 9.75% 16.67% 18AG26 FVRS10LAC Punjab & Sind 09.50% 4 INE608A08033 (Basel III Tier II Series XV) 26-Oct-29 9.50% 16.67% 26-Oct-2029 Fin 10.00% 5 INE601U08051 (Tier II Series B FY 18-19) 29-Mar-29 10.00% 16.67% 29-Mar-2029 TVS Credit Services 09.40% 6 INE729N08048 26-Aug-26 9.40% 16.67% 26-Aug-2026 CRISIL AA- Medium Term 1 INE114A07869 SAIL 09.00% 14-Oct-2024 14-Oct-24 9.00% 33.33% Bond Index Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights TML Financial Services 09.70% (Series- TMFL- NCD 2 INE909H08212 19-Dec-24 9.70% 33.33% Tier II Series C FY 2014-15) 19-Dec-2024 Tata Motors 09.81% 20- 3 INE155A08191 20-Aug-24 9.81% 33.33% Aug-2024 CRISIL AA- Short Aadhar Housing Finance 1 INE883F07199 1-Sep-23 8.20% 16.67% Term Bond Index 08.20% 01-Sep-2023 07.79% [SERIES 2] 2 INE034A08057 29-Sep-22 7.79% 16.67% 29-Sep-2022 Hinduja Leyland Finance 3 INE146O08092 8-Apr-22 11.10% 16.67% 11.10% 08-Apr-2022 Indostar Capital Finance 4 INE896L07751 08.30% (Series XXXIX-)13- 13-Apr-22 8.30% 16.67% Apr-2022 Magma Fincorp 10.25% 5 INE511C07656 6-May-22 10.25% 16.67% (SERIES I) 06-May-2022 09.40% 28-Dec- 6 INE245A07424 28-Dec-22 9.40% 16.67% 2022 CRISIL Medium to Long Term Limited 07.65% 1 INE238A08468 30-Jan-27 7.65% 10.00% Banking Debt (Series 5) 30-Jan-2027 Index Canara Bank 08.50%(Series 2 INE476A08100 III Basel III Tier I Perpetual) 31-Dec-25 8.50% 10.00% 31-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 08.44% 5 INE562A08073 (Perpetual Basel III AT I 30-Dec-25 8.44% 10.00% Series-IV) 30-Dec-2025 SBI 07.73% (Series II Basel 6 INE062A08272 24-Nov-25 7.73% 10.00% III Tier I) C 24-Nov-2025 Union Bank 08.64% ( Basel 7 INE692A08128 III AT1 SeriesXXVIII 11-Jan-26 8.64% 10.00% Perpetual) 11-Jan-2026 ICICI Bank Ltd 09.20% (Basel III Tier I Perpetual) 8 INE090A08TW2 17-Mar-22 9.20% 10.00% 17-Mar-2117 C 17-Mar- 2022 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights PNB 08.95% (Basel III Tier I 9 INE160A08100 PDI I Series VIII Perpetual 3-Mar-22 8.95% 10.00% Bond) 03-Mar-2022 IndusInd Bank 10 INE095A08082 10.50%(Basel III Tier 1 AT1) 28-Mar-24 10.50% 10.00% Perpetual 28-Mar-2024 CRISIL Medium to EXIM 07.22% (Series U 04- Long Term PSU 1 INE514E08FP6 3-Aug-27 7.22% 4.03% 2027) 03-Aug-2027 Debt Index IOC 05.60% (Series XX) 23- 2 INE242A08494 23-Jan-26 5.60% 10.00% Jan-2026 IRFC 06.85% (Series 153) 3 INE053F07CS5 29-Oct-40 6.85% 10.00% 29-Oct-2040 NABARD 06.42% (Series 4 INE261F08CO1 25-Nov-30 6.42% 10.00% PMAY G PD2) 25-Nov-2030 NHAI 06.94% (2020-21 5 INE906B07II1 30-Dec-36 6.94% 10.00% Series-IX) 30-Dec-2036 NHBank 06.88% 21-Jan- 6 INE557F08FH9 21-Jan-25 6.88% 2.69% 2025 NHPC 08.12% (GOI) 22- 7 INE848E08136 22-Mar-29 8.12% 10.00% Mar-2029 NTPC 05.45% (Series 72) 8 INE733E08163 15-Oct-25 5.45% 10.00% 15-Oct-2025 PFC 07.41% (Series -196) 9 INE134E08KL2 25-Feb-30 7.41% 10.00% 25-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-Jan-31 6.63% 10.00% 28-Jan-2031 THDC INDIA LIMITED SR IV 12 INE812V07047 7.45 LOA 20JN31 20-Jan-31 7.45% 3.28% FVRS10LAC Axis Bank Limited 08.75% CRISIL Short Series 26 (Basel III,Tier 1 Term Banking 1 INE238A08427 14-Dec-21 8.75% 10.00% Perpetual) C-14-Dec-2021 Debt Index 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 Basel III) 3 INE667A08070 15-Jul-21 11.25% 10.00% Perpetual 15-Jul-2116 C- 15-Jul-2021 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights HDFC Bank 08.85% (Basel 4 INE040A08377 III Perpetual ATI Series 12-May-22 8.85% 10.00% 1/2017-2018) 12-May-2022 ICICI Bank Ltd 09.20% (Basel III Tier I Perpetual) 5 INE090A08TW2 17-Mar-22 9.20% 10.00% 17-Mar-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 IndusInd Bank 7 INE095A08082 10.50%(Basel III Tier 1 AT1) 28-Mar-24 10.50% 10.00% Perpetual 28-Mar-2024 PNB 08.95% (Basel III Tier I 8 INE160A08100 PDI I Series VIII Perpetual 3-Mar-22 8.95% 10.00% Bond) 03-Mar-2022 SBI 09.56% (Perpetual 9 INE062A08173 Basel III Additional Tier 1 ) 4-Dec-23 9.56% 10.00% C 04-Dec-2023 Andhra Bank 09.35% 22- 10 INE434A08018 22-Aug-21 9.35% 10.00% Aug-2021 CRISIL Short HPCL 04.79% (Series IV) 23- Term PSU Debt 1 INE094A08085 23-Oct-23 4.79% 4.15% Oct-2023 Index HUDCO 06.99% (Series E 2 INE031A08756 11-Nov-22 6.99% 7.36% 2019) 11-Nov-2022 IOC 05.05% (Series XVII) 3 INE242A08460 25-Nov-22 5.05% 5.76% 25-Nov-2022 IRFC 05.04% (Series 155) 4 INE053F07CU1 5-May-23 5.04% 10.00% 05-May-2023 NABARD 05.44 (Series 21F) 5 INE261F08CU8 5-Feb-24 5.44% 10.00% 05-Feb-2024 NHAI 07.17% (Bond Series 6 INE906B07FE6 23-Dec-21 7.17% 10.00% III) 23-Dec-2021 NHBank 05.35% 12-Feb- 7 INE557F08FL1 12-Feb-24 5.35% 6.38% 2024 NTPC 06.55% (Series 70) 8 INE733E08148 17-Apr-23 6.55% 8.91% 17-Apr-2023 PFC 06.98% (Series -198) 9 INE134E08KN8 20-Apr-23 6.98% 10.00% 20-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 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights SIDBI 08.40% (Series IV FY 12 INE556F08JH3 10-Aug-21 8.40% 10.00% 2018-19) 10-Aug-2021 CRISIL A Medium Fincare To Long Term 1 INE519Q08137 11.30% (Tranche I) 22-Jun- 22-Jun-24 11.30% 11.11% Bond Index 2024 ESAF Small Finance Bank 2 INE818W08032 1-Jun-25 11.50% 11.11% 11.50% 01-Jun-2025 Andhra Pradesh Capital 3 INE01E708057 Region10.32%(Strpps E)16- 16-Aug-28 10.32% 11.11% Aug-2028 Asirvad Micro Finance 4 INE516Q08281 11.63% (Tranche1-2) 30- 30-May-24 11.63% 11.11% May-2024 IRB Infrastructure 5 INE821I07052 Developers 9.55% 28-Jun- 28-Jun-25 9.55% 11.11% 2025 Suryoday Small Finance 6 INE428Q08073 7-Apr-27 12.50% 11.11% Bank 12.50% 07-Apr-2027 Meghalaya Energy Corp 7 INE760I07078 (Series 7) 10.96% 17-Feb- 17-Feb-31 10.96% 11.11% 2031 8 INE192U07160 Kogta Financial (India) Ltd. 25-Feb-25 11.45% 11.11% 9 INE00MX08045 Pvt. Ltd. 30-Sep-26 12.90% 11.11% Elecon Engineering CRISIL A Short 1 INE205B07046 Co.12.25% [Series I] 28- 28-Feb-22 12.25% 1.21% Term Bond Index Feb-2022 JMC Projects (India) 2 INE890A08011 21-Oct-22 10.55% 2.02% 10.55% 21-Oct-2022 IRB Infrastructure 3 INE821I07029 Developers 9.55% 20-May- 20-May-23 9.55% 4.04% 2023 Xander Finance (XFPL) 4 INE252T07065 10.25% [SERIES V] 26-May- 26-May-23 10.25% 0.50% 2023 Indiabulls Real Estate Co. 5 INE065I07015 28-Jan-23 11.00% 10.00% 11.00% 28-Jan-2023 Dilip Buildcon Ltd. 08.67% 6 INE917M07159 29-Jun-23 8.67% 4.04% 29-Jun-2023 Shubham Housing 7 INE967Q07031 Development 10.00% 29- 29-Jun-23 10.00% 0.40% Jun-2023 Centrum Housing Finance 8 INE575U07026 (Series 2) 09.90% 26-Jun- 26-Jun-23 9.90% 0.50% 2023 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights India Shelter Finance 9 INE922K07054 Corporation 10.25% 12- 12-Jun-23 10.25% 0.30% Jun-2023 Avanse Fin Services 08.75% 10 INE087P07154 (SERIES 9 TRANCHE 3) 10- 10-Jan-22 8.75% 1.01% Jan-2022 Home First Fin Ltd. 08.50% 11 INE481N07048 21-Jan-22 8.50% 1.01% (Series IV) 21-Jan-2022 IKF Home Finance 11% 12 INE02VP07032 (series 451-550) 23-Jul- 23-Jul-23 11.00% 0.20% 2023 Capri Global Housing 13 INE328J07015 Finance 08.00% 28-Jan- 28-Jan-22 8.00% 0.50% 2022 Auxilo Finserve 11% (SR 14 INE605Y07049 30-Jul-23 11.00% 0.50% 2021/004 ) 30-Jul-2023 Capri Global Capital 08.35% 15 INE180C07122 4-Feb-22 8.35% 3.03% (Series 9) 04-Feb-2022 Samasta 16 INE413U07137 10.00% (Series 5) 11-Feb- 11-Feb-22 10.00% 3.03% 2022 MAS Financial Services 17 INE348L07068 19-Feb-22 9.00% 2.02% 09.00% 19-Feb-2022 Muthoot Fincorp 09.35% 18 INE549K07782 19-Feb-22 9.35% 9.59% (Series 5) 19-Feb-2022 Prism Johnson 09.75% 19 INE010A08123 21-Aug-23 9.75% 1.51% (Series XVII) 21-Aug-2023 Aptus Finance India 8.90% 20 INE04MH07026 7-Sep-23 8.90% 0.50% 07-Sep-2023 SBFC Finance 09.25% 21 INE423Y07054 14-Mar-22 9.25% 2.02% (Series B) 14-Mar-2022 Northern Arc Capital 22 INE850M07301 14-Mar-22 9.50% 3.03% 09.50% 14-Mar-2022 Avendus Finance Pvt. Ltd. 23 INE177R07092 10.25% (Tranche3 SeriesC 24-Sep-23 10.25% 0.30% AFPL 2020-21) 22-Sep-2023 Vastu Housing Fin Corp Ltd. 24 INE459T07199 30-Mar-22 8.60% 0.50% 08.60% 30-Mar-2022 Capsave Finance 09.75% 25 INE0DBJ07069 21-Apr-23 9.75% 0.30% 21-Apr-2023 Sankhya Fin Services 26 INE471X07048 10.00% (Series IV 20-21) 21-Apr-23 10.00% 0.50% 21-Apr-2023 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Moneywise Financial 27 INE956L07050 Services 09.50% 10-May- 10-May-22 9.50% 0.50% 2022 Paisalo Digital 10.50% 28 INE420C07031 (Series 11 -2020 ) 09- 9-May-22 10.50% 0.32% May2022 Muthoot Microfine 10.50% 29 INE046W07107 18-May-22 10.50% 8.08% 18-May-2022 Cashpor Micro Credit 10% 30 INE094P07044 19-May-22 10.00% 1.51% 19-May-2022 Muthoot Capital Services 31 INE296G07051 19-May-22 9.30% 2.02% 09.30% 19-May-2022 Incred Financial Services 32 INE945W07225 4-Jun-22 9.10% 1.01% 09.10% 04-Jun-2022 Asirvad Micro Finance 33 INE516Q07358 14-Jun-22 9.00% 2.02% 09.00% 14-Jun 2022 Belstar Microfinance 34 INE443L07141 15-Sep-22 10.50% 0.81% 10.50% 15-Sep-2022 Chaitanya India Fin Credit 35 INE140R07140 15-Jun-22 9.35% 0.50% 09.35% 15-Jun-2022 IKF Finance 09.25% 30-Jun- 36 INE859C07105 30-Jun-22 9.25% 1.01% 2022 Satin Creditcare Network 37 INE836B07600 30-Jun-22 10.30% 3.03% 10.30% 30-Jun-2022 UGRO Capital 10.25% 38 INE583D07083 30-Jun-22 10.25% 0.20% (Series 2) 30-Jun-2022 Vistaar Financial Services 39 INE016P07179 30-Jun-22 9.53% 1.01% 09.525% 30-Jun-2022 Wisemore Advisory 0.00% 40 INE714W07035 8-Aug-23 0.00% 9.90% 08-Aug-2023 Veritas Finance 10.58% 25- 41 INE448U07174 27-Jan-22 10.58% 0.50% Jan-2024 P/C 27-Jan-2022 Svatantra Microfin 12.00% 42 INE00MX08037 24-Feb-23 12.00% 1.01% 24-Feb-2023 DLF 08.25% 25-Mar-2024 43 INE271C07202 25-Mar-22 8.25% 10.00% P/C 25-Mar-2022 9.85% CreditAccess 44 INE741K07405 31-Mar-24 9.85% 2.93% Grameen Limited 2026 Fusion MicroFinance Pvt. 45 INE139R07407 18-Mar-24 11.00% 1.01% Ltd. Fincare Small Finance Bank CRISIL A Medium 1 INE519Q08137 11.30% (Tranche I) 22-Jun- 22-Jun-24 11.30% 16.67% Term Bond Index 2024 ESAF Small Finance Bank 2 INE818W08032 1-Jun-25 11.50% 16.67% 11.50% 01-Jun-2025 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Asirvad Micro Finance 3 INE516Q08281 11.63% (Tranche1-2) 30- 30-May-24 11.63% 16.67% May-2024 IRB Infrastructure 4 INE821I07052 Developers 9.55% 28-Jun- 28-Jun-25 9.55% 16.67% 2025 Muthoot Microfine 11.40% 5 INE046W07115 24-May-24 11.40% 16.67% 24-May-2024 Kogta Financial 11.45% 25- 6 INE192U07160 25-Feb-25 11.45% 16.67% Feb-2025 CRISIL AA and Cholamandalam AA+ up to 1 Year Investment & Finance 1 INE121A08NV0 28-Nov-21 10.02% 10.00% Short Term Bond 10.020% (Series SD 45) 28- Index Nov-2021 Daimler Financial Serv 2 INE094O08136 17-Sep-21 8.35% 7.86% 08.35% 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% 4 INE477L07883 (Series C3 Option I) 26-Jul- 26-Jul-21 0.00% 6.39% 2021 JM Financial Credit 5 INE651J07580 Solutions 09.25% (Series I) 7-Aug-21 9.25% 10.00% 07-Aug-2021 MMFSL 0.00% (Series 6 INE774D07SH0 AL2018 Option II) 23-Jul- 23-Jul-21 0.00% 9.82% 2021 Manappuram Finance 7 INE522D07BS6 18-Feb-22 8.35% 10.00% 08.35% 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) 9 INE572E09361 1-Jul-21 8.47% 10.00% 01-Jul-2021 SHFL 07.75% (Series 314) 10 INE667F07HQ5 3-Feb-22 7.75% 4.91% 03-Feb-2022 Tata Projects Ltd 08.35% 11 INE725H08022 17-Dec-21 8.35% 9.82% (Series A) 17-Dec-2021 Andhra Bank 09.35% 22- 12 INE434A08018 22-Aug-21 9.35% 9.82% Aug-2021 CRISIL AA and AA+ 1 to 3 Year Adani Ports & SEZ 06.50% 1 INE742F07502 11-Sep-23 6.50% 10.00% Short Term Bond 11-Sep-2023 Index Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Bharti Hexacom 06.00% 2 INE343G08018 19-Jan-24 6.00% 10.00% 19-Jan-2024 Cholamandalam 3 INE121A07PZ8 Investment & Fin 06.45% 23-Feb-24 6.45% 10.00% (Series 603) 23-Feb-2024 Fullerton India Credit 4 INE535H07AC5 08.00% (Series 62) 28-Dec- 28-Dec-22 8.00% 6.15% 2022 GIC Housing Finance 5 INE289B07032 06.94% (Series 3) 22-Feb- 22-Feb-23 6.94% 4.62% 2023 IDFC First Bank 08.75% 6 INE092T08CA0 [SERIES IDFC BANK OBB 28-Jul-23 8.75% 10.00% 12/2016] 28-Jul-2023

7 INE220B08050 KPTL 08.11% 27-Sep-2022 27-Sep-22 8.11% 1.54%

MMFSL 05.25% (Series 8 INE774D07UA1 AQ2020 Option II ) 04-Dec- 4-Dec-23 5.25% 10.00% 2023 Muthoot Fin 07.50% ( 9 INE414G07FC4 Series 16-A,Option I) 16- 16-Oct-23 7.50% 10.00% Oct-2023 NCDC 07.85% (Series IV) 10 INE014N07054 26-May-23 7.85% 10.00% 26-May-2023 NTPC SAIL Power Company 11 INE115D07019 07.72% (Series1/2017) 11- 11-Jul-22 7.72% 7.69% Jul-2022 PNBHF 07.59% (Series 12 INE572E09486 XXXVI Option B) 27-Jul- 27-Jul-22 7.59% 10.00% 2022 CRISIL AAA up to Aditya Birla Finnace 08.90% 1 Year Short 1 INE860H07FS2 (Series- ABFL NCD C3 FY 24-Sep-21 8.90% 5.21% Term Bond Index 2018-19) 24-Sep-2021 HDB Financial Services 2 INE756I07BY7 08.81% (Opt. 1 Series 2018 7-Jul-21 8.81% 10.00% A/1/120 ) 07-Jul-2021 HDFC 06.22% (Series-X- 3 INE001A07SN2 10-Dec-21 6.22% 10.00% 005) 10-Dec-2021 LICHF 08.595% (TRANCHE 4 INE115A07NZ5 14-Jan-22 8.60% 10.00% 380 Option I) 14-Jan-2022 NABARD 08.60% (Series 5 INE261F08AI7 31-Jan-22 8.60% 10.00% 19B) 31-Jan-2022 NHAI 07.17% (Bond Series 6 INE906B07FE6 23-Dec-21 7.17% 10.00% III) 23-Dec-2021 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights NIIF Infrastructure Fin 7 INE246R07137 07.35% (Series NIIF IFL PP 12-Jan-22 7.35% 0.36% 7/2017) 12-Jan-2022 Power Finance 8 INE134E08JW1 Corp.08.18% (Series 183) 19-Mar-22 8.18% 10.00% 19-Mar-2022 Reliance Industries 08.30% 9 INE002A08575 (PPD Series - J) 08-Mar- 8-Mar-22 8.30% 10.00% 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 12 INE306N07KH7 26-Oct-21 0.00% 4.97% 2018-19) 26-Oct-2021 CRISIL AAA 1 to 3 Bajaj Finance 07.70% Year Short Term 1 INE296A07QH4 28-Dec-22 7.70% 10.00% (Series 226) 28-Dec-2022 Bond Index HUDCO 06.99% (Series E 2 INE031A08756 11-Nov-22 6.99% 4.58% 2019) 11-Nov-2022 HDFC 04.50% (Series Y- 3 INE001A07SU7 14-Dec-22 4.50% 10.00% 003) 14-Dec-2022 IOC 05.05% (Series XVII) 4 INE242A08460 25-Nov-22 5.05% 3.59% 25-Nov-2022 IRFC 05.04% (Series 155) 5 INE053F07CU1 5-May-23 5.04% 9.80% 05-May-2023 LICHF 05.35% (Tranch 407) 6 INE115A07PC9 20-Mar-23 5.35% 10.00% 20-Mar-2023 NABARD 05.44 (Series 21F) 7 INE261F08CU8 5-Feb-24 5.44% 10.00% 05-Feb-2024 NHBank 05.35% 12-Feb- 8 INE557F08FL1 12-Feb-24 5.35% 3.97% 2024 PFC 06.98% (Series -198) 9 INE134E08KN8 20-Apr-23 6.98% 10.00% 20-Apr-2023 Reliance Industries 07.00% 10 INE002A08476 (PPD Series - A) 31-Aug- 31-Aug-22 7.00% 10.00% 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 CRISIL Dynamic 1 IN0020200294 05.85 GS 2030 1-Dec-30 5.85% 5.72% Gilt Index 2 IN0020200153 05.77 GS 2030 3-Aug-30 5.77% 9.46% 3 IN0020200245 06.22% GS 2035 16-Mar-35 6.22% 8.66% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 4 IN0020200278 05.15 GS 2025 9-Nov-25 5.15% 8.95% 5 IN0020200112 05.22 GS 2025 15-Jun-25 5.22% 9.07% 6 IN0020180454 07.26% GS 2029 14-Jan-29 7.26% 9.14% 7 IN0020190362 06.45 GS 2029 7-Oct-29 6.45% 8.83% 8 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 9.30% 9 IN0020170174 07.17% CGL 2028 8-Jan-28 7.17% 8.70% 10 IN0020190016 07.27% GS 2026 8-Apr-26 7.27% 4.63% 11 IN0020200096 06.19 GS 2034 16-Sep-34 6.19% 9.76% 12 IN0020200187 06.80 GS 2060 15-Dec-60 6.80% 7.78% CRISIL Composite 1 IN0020200245 06.22% GS 2035 16-Mar-35 6.22% 14.69% Gilt Index 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% 4 IN0020200294 05.85 GS 2030 1-Dec-30 5.85% 10.59% 5 IN0020200153 05.77 GS 2030 3-Aug-30 5.77% 17.51% 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% CRISIL Long Term 1 IN0020200245 06.22% GS 2035 16-Mar-35 6.22% 13.84% Gilt Index 2 IN0020200096 06.19 GS 2034 16-Sep-34 6.19% 15.60% 3 IN0020200187 06.80 GS 2060 15-Dec-60 6.80% 12.43% 4 IN0020190065 07.57% GOI 2033 17-Jun-33 7.57% 14.84% 5 IN0020170042 06.68 GS 2031 17-Sep-31 6.68% 12.95% 6 IN0020160100 06.57% GS 2033 5-Dec-33 6.57% 11.79% 7 IN0020200252 06.67% GS 2050 17-Dec-50 6.67% 6.34% 8 IN0020050012 07.40% CGL 2035 9-Sep-35 7.40% 12.19% CRISIL Medium 1 IN0020200294 05.85 GS 2030 1-Dec-30 5.85% 8.31% Term Gilt Index 2 IN0020200153 05.77 GS 2030 3-Aug-30 5.77% 13.73% 3 IN0020180454 07.26% GS 2029 14-Jan-29 7.26% 13.27% 4 IN0020190362 06.45 GS 2029 7-Oct-29 6.45% 12.82% 5 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 13.51% 6 IN0020170174 07.17% CGL 2028 8-Jan-28 7.17% 12.63% 7 IN0020160118 06.79% GS 2029 26-Dec-29 6.79% 13.26% 8 IN0020200070 05.79 GS 2030 11-May-30 5.79% 12.46% CRISIL Short 1 IN0020200278 05.15 GS 2025 9-Nov-25 5.15% 18.56% Term Gilt Index Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 2 IN0020200112 05.22 GS 2025 15-Jun-25 5.22% 18.80% 3 IN0020190016 07.27% GS 2026 8-Apr-26 7.27% 9.60% 4 IN0020180488 07.32% GS 2024 28-Jan-24 7.32% 11.27% 5 IN0020190396 06.18 GS 2024 4-Nov-24 6.18% 16.27% 6 IN0020130012 07.16% CGL 2023 20-May-23 7.16% 12.15% 7 IN0020190099 06.17 GS 2021 15-Jul-21 6.17% 5.43% 8 IN0020060037 08.20% CGL 2022 15-Feb-22 8.20% 7.92% CRISIL 1 Month 1 INE028A16CG4 1-Jun-21 - 10.00% CD Index 2 INE238A168U9 Axis Bank Ltd. 28-May-21 - 10.00% 3 INE095A16K23 IndusInd Bank Ltd. 31-May-21 - 10.00% 4 INE092T16QF2 IDFC First Bank Ltd. 28-May-21 - 10.00% 5 INE07PX16087 Sbm Bank (India) Ltd. 28-May-21 - 10.00% 6 INE019516058 CTBC Bank Co., Ltd. 28-May-21 - 10.00% 7 INE171A16IZ9 Ltd. 25-May-21 - 10.00% 8 INE545U16301 Ltd. 25-May-21 - 10.00% 9 INE608A16OX3 Punjab & Sind Bank 25-May-21 - 10.00% 10 INE976G16LX7 RBL Bank Ltd. 25-May-21 - 10.00% CRISIL 2 month 1 INE238A163V8 Axis Bank Ltd. 10-Jun-21 - 10.00% CD Index National Bank for 2 INE261F16538 Agriculture & Rural 10-Jun-21 - 10.00% Development 3 INE028A16CH2 Bank of Baroda 22-Jun-21 - 10.00% 4 INE095A16J91 IndusInd Bank Ltd. 15-Jun-21 - 10.00% 5 INE083J16207 Bank Plc. 29-Jun-21 - 10.00% 6 INE679A16060 Csb Bank Ltd. 29-Jun-21 - 10.00% 7 INE07PX16129 Sbm Bank (India) Ltd. 29-Jun-21 - 10.00% 8 INE949L16AZ2 AU Small Finance Bank Ltd. 25-Jun-21 - 10.00% 9 INE545U16319 Bandhan Bank Ltd. 24-Jun-21 - 10.00% 10 INE092T16QD7 IDFC First Bank Ltd. 22-Jun-21 - 10.00% CRISIL 3 month 1 INE545U16335 Bandhan Bank Ltd. 20-Jul-21 - 25.00% CD Index National Bank for 2 INE261F16553 Agriculture & Rural 27-Jul-21 - 25.00% Development Utkarsh Small Finance Bank 3 INE735W16346 19-Jul-21 - 25.00% Ltd. 4 INE238A160W2 Axis Bank Ltd. 5-Jul-21 - 25.00% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights CRISIL 6 month 1 INE238A168V7 Axis Bank Ltd. 17-Sep-21 - 16.67% CD Index 2 INE095A16L14 IndusInd Bank Ltd. 14-Oct-21 - 16.67% 3 INE949L16AV1 AU Small Finance Bank Ltd. 24-Sep-21 - 16.67% 4 INE545U16277 Bandhan Bank Ltd. 24-Sep-21 - 16.67% 5 INE976G16LZ2 RBL Bank Ltd. 15-Sep-21 - 16.67% Utkarsh Small Finance Bank 6 INE735W16338 8-Sep-21 - 16.67% Ltd. CRISIL 1 Year CD 1 INE545U16327 Bandhan Bank Ltd. 15-Mar-22 - 14.29% Index 2 INE090A168W2 ICICI Bank Ltd. 28-Mar-22 - 14.29% 3 INE095A16L30 IndusInd Bank Ltd. 28-Feb-22 - 14.29% Small Industries 4 INE556F16861 25-Mar-22 - 14.29% Development 5 INE237A165M3 Ltd. 23-Mar-22 - 14.29% 6 INE949L16AX7 AU Small Finance Bank Ltd. 11-Mar-22 - 14.29% 7 INE238A166V1 Axis Bank Ltd. 10-Mar-22 - 14.29% CRISIL Up to 91- 1 INE976G16LU3 RBL Bank Ltd. 3-May-21 - 2.00% Day CD Index 2 INE976G16LT5 RBL Bank Ltd. 6-May-21 - 2.00% 3 INE07PX16061 Sbm Bank (India) Ltd. 14-May-21 - 2.00% 4 INE545U16251 Bandhan Bank Ltd. 17-May-21 - 2.00% 5 INE976G16LV1 RBL Bank Ltd. 12-May-21 - 2.00% 6 INE171A16IU0 Federal Bank Ltd. 6-May-21 - 2.00% 7 INE238A168U9 Axis Bank Ltd. 28-May-21 - 2.00% 8 INE028A16CE9 Bank of Baroda 28-May-21 - 2.00% 9 INE095A16K23 IndusInd Bank Ltd. 31-May-21 - 2.00% 10 INE07PX16087 Sbm Bank (India) Ltd. 28-May-21 - 2.00% 11 INE092T16PN8 IDFC First Bank Ltd. 4-May-21 - 2.00% 12 INE092T16PV1 IDFC First Bank Ltd. 14-May-21 - 2.00% 13 INE019516058 CTBC Bank Co., Ltd. 28-May-21 - 2.00% 14 INE171A16IZ9 Federal Bank Ltd. 25-May-21 - 2.00% 15 INE976G16LX7 RBL Bank Ltd. 25-May-21 - 2.00% 16 INE083J16199 Barclays Bank Plc. 24-May-21 - 2.00% National Bank for 17 INE261F16538 Agriculture & Rural 10-Jun-21 - 1.19% Development 18 INE028A16CG4 Bank of Baroda 1-Jun-21 - 2.00% 19 INE095A16K56 IndusInd Bank Ltd. 11-Jun-21 - 1.19% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 20 INE092T16PY5 IDFC First Bank Ltd. 11-Jun-21 - 1.19% Export Import Bank Of 21 INE514E16BT0 10-Jun-21 - 1.19% India 22 INE238A163V8 Axis Bank Ltd. 10-Jun-21 - 1.19% 23 INE07PX16079 Sbm Bank (India) Ltd. 21-May-21 - 2.00% 24 INE171A16IT2 Federal Bank Ltd. 4-May-21 - 2.00% 25 INE092T16QE5 IDFC First Bank Ltd. 27-May-21 - 2.00% 26 INE171A16JC6 Federal Bank Ltd. 14-May-21 - 2.00% 27 INE095A16K07 IndusInd Bank Ltd. 4-Jun-21 - 1.19% 28 INE092T16QB1 IDFC First Bank Ltd. 16-Jun-21 - 1.19% 29 INE095A16J91 IndusInd Bank Ltd. 15-Jun-21 - 1.19% 30 INE545U16285 Bandhan Bank Ltd. 14-Jun-21 - 1.19% National Bank for 31 INE261F16546 Agriculture & Rural 17-Jun-21 - 1.19% Development 32 INE028A16CH2 Bank of Baroda 22-Jun-21 - 1.19% 33 INE171A16IS4 Federal Bank Ltd. 15-Jun-21 - 1.19% 34 INE171A16JB8 Federal Bank Ltd. 11-May-21 - 2.00% 35 INE171A16JD4 Federal Bank Ltd. 10-Jun-21 - 1.19% 36 INE095A16K31 IndusInd Bank Ltd. 7-Jun-21 - 1.19% 37 INE092T16QI6 IDFC First Bank Ltd. 3-Jun-21 - 1.19% 38 INE545U16301 Bandhan Bank Ltd. 25-May-21 - 2.00% 39 INE545U16319 Bandhan Bank Ltd. 24-Jun-21 - 1.19% 40 INE092T16QD7 IDFC First Bank Ltd. 22-Jun-21 - 1.19% 41 INE095A16L71 IndusInd Bank Ltd. 18-Jun-21 - 1.19% 42 INE238A160W2 Axis Bank Ltd. 5-Jul-21 - 8.33% 43 INE545U16335 Bandhan Bank Ltd. 20-Jul-21 - 8.33% 44 INE095A16K15 IndusInd Bank Ltd. 28-May-21 - 2.00% 45 INE092T16QF2 IDFC First Bank Ltd. 28-May-21 - 2.00% 46 INE092T16QC9 IDFC First Bank Ltd. 18-Jun-21 - 1.19% 47 INE095A16K49 IndusInd Bank Ltd. 9-Jun-21 - 1.19% 48 INE171A16JE2 Federal Bank Ltd. 7-Jun-21 - 1.19% National Bank for 49 INE261F16553 Agriculture & Rural 27-Jul-21 - 8.33% Development CRISIL 1 Month 1 INE094A14GR9 28-May-21 - 5.83% CP Index Corporation Ltd. 2 INE460M14115 Sembcorp Energy India Ltd. 28-May-21 - 5.83% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights National Bank for 3 INE261F14HF6 Agriculture & Rural 1-Jun-21 - 6.67% Development Housing Development 4 INE001A14WP5 25-May-21 - 3.33% Finance Corporation Ltd. Power Grid Corporation of 5 INE752E14492 19-May-21 - 5.83% India Ltd. Mahindra & Mahindra 6 INE774D14QS7 2-Jun-21 - 6.67% Financial Services Ltd. Barclays Investments & 7 INE704I14EF6 2-Jun-21 - 6.67% Loans (India) Pvt. Ltd. 8 INE115A14CP5 LIC Housing Finance Ltd. 26-May-21 - 3.33% 9 INE477A14AU3 CanFin Homes Ltd. 25-May-21 - 3.33% 10 INE397D14274 Ltd. 2-Jun-21 - 5.83% 11 INE089C14AV0 Sterlite Technologies Ltd. 2-Jun-21 - 5.83% Tata Teleservices 12 INE517B14727 1-Jun-21 - 5.83% () Ltd. Reliance Retail Ventures 13 INE929O14198 2-Jun-21 - 5.83% Ltd. 14 INE850D14JB6 Ltd. 1-Jun-21 - 5.83% 15 INE233A14QX0 . 28-May-21 - 5.83% 16 INE886H14FZ8 TV18 Broadcast Ltd. 2-Jun-21 - 5.83% 17 INE501G14BW1 Ht Media Ltd. 28-May-21 - 5.83% Network 18 Media & Invst. 18 INE870H14LU1 18-May-21 - 5.83% Ltd. CRISIL 2 Month 1 INE002A14HS8 Reliance Industries Ltd. 30-Jun-21 - 6.67% CP Index 2 INE114A14JX7 29-Jun-21 - 6.67% Ltd. Adani Ports & Special 3 INE742F14PD3 29-Jun-21 - 6.67% Economic Zone Ltd. 4 INE423A14MO5 Adani Enterprises Ltd. 29-Jun-21 - 6.67% Hindustan Petroleum 5 INE094A14GS7 25-Jun-21 - 6.67% Corporation Ltd. 6 INE700G14520 Hdfc Securities Ltd. 23-Jun-21 - 6.67% 7 INE081A14AV1 Ltd. 18-Jun-21 - 6.67% 8 INE825A14916 Vardhman Textiles Ltd. 11-Jun-21 - 10.00% 9 INE028E14ID5 Kotak Securities Ltd. 10-Jun-21 - 6.67% 10 INE242A14TJ4 Ltd. 9-Jun-21 - 6.67% 11 INE916D14Y23 Kotak Mahindra Prime Ltd. 7-Jun-21 - 6.67% 12 INE191B14457 Welspun Corp Ltd. 22-Jun-21 - 6.67% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Transport Corporation of 13 INE688A14KR0 28-Jun-21 - 6.67% India Ltd. 14 INE192B14513 Welspun India Ltd. 28-Jun-21 - 10.00% CRISIL 3 Month 1 INE245A14EN1 Tata Power Co. Ltd. 20-Jul-21 - 10.00% CP Index 2 INE484J14MA7 Godrej Properties Ltd. 20-Jul-21 - 6.67% 3 INE110L14PF6 Reliance Jio Infocomm Ltd. 19-Jul-21 - 10.00% 4 INE481G14CU8 Ultratech Cement Ltd. 19-Jul-21 - 10.00% 5 INE725H14AI5 Tata Projects Ltd. 19-Jul-21 - 6.67% 6 INE389H14GE6 KEC International Ltd. 19-Jul-21 - 6.67% 7 INE331A14KV9 The Ltd. 19-Jul-21 - 10.00% 8 INE700G14512 Hdfc Securities Ltd. 15-Jul-21 - 6.67% 9 INE865C14FY6 Aditya Birla Money Ltd. 14-Jul-21 - 6.67% National Bank for 10 INE261F14HV3 Agriculture & Rural 12-Jul-21 - 6.67% Development 11 INE233A14RR0 Godrej Industries Ltd. 19-Jul-21 - 10.00% 12 INE423A14MN7 Adani Enterprises Ltd. 15-Jul-21 - 10.00% CRISIL 6 Month 1 INE343G14297 Bharti Hexacom Ltd. 15-Oct-21 - 10.00% CP Index Iifl 2 INE466L14841 12-Oct-21 - 6.67% Ltd. 3 INE628A14ES7 UPL Ltd. 11-Oct-21 - 10.00% 4 INE484J14LY9 Godrej Properties Ltd. 28-Sep-21 - 6.67% National Bank for 5 INE261F14HW1 Agriculture & Rural 27-Sep-21 - 6.67% Development 6 INE245A14EM3 Tata Power Co. Ltd. 27-Sep-21 - 10.00% 7 INE403G14NV7 Investments & Loans 20-Sep-21 - 6.67% (India) Ltd. Housing Development 8 INE001A14WW1 24-Sep-21 - 3.33% Finance Corporation Ltd. 9 INE725H14AF1 Tata Projects Ltd. 21-Oct-21 - 6.67% Tata Housing Development 10 INE582L14FY8 29-Sep-21 - 6.67% Co. Ltd. 11 INE377Y14744 Bajaj Housing Finance Ltd. 29-Oct-21 - 3.33% 12 INE115A14CS9 LIC Housing Finance Ltd. 25-Oct-21 - 3.33% 13 INE508G14AM9 Time Technoplast Ltd. 5-Oct-21 - 10.00% 14 INE423A14LJ7 Adani Enterprises Ltd. 2-Nov-21 - 10.00% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights CRISIL 1 Year CP 1 INE140A14L03 Piramal Enterprises Ltd. 12-Apr-22 - 14.29% Index 2 INE601U14HF2 Tata Motors Finance Ltd. 28-Mar-22 - 4.76% 3 INE660A14WD4 Sundaram Finance Ltd. 28-Mar-22 - 4.76% Tata Motors Finance 4 INE477S14BD9 25-Mar-22 - 4.76% Solutions Ltd. Housing Development 5 INE001A14XM0 28-Feb-22 - 4.76% Finance Corporation Ltd. 6 INE377Y14819 Bajaj Housing Finance Ltd. 30-Mar-22 - 4.76% 7 INE477A14BI6 CanFin Homes Ltd. 16-Mar-22 - 4.76% 8 INE508G14AJ5 Time Technoplast Ltd. 29-Mar-22 - 14.29% 9 INE216A14173 Ltd. 29-Mar-22 - 14.29% 10 INE037E14AC5 Tata Teleservices Ltd. 11-Mar-22 - 14.29% Network 18 Media & Invst. 11 INE870H14MC7 11-Mar-22 - 14.29% Ltd. CRISIL Up to 91- 1 INE121J14085 Bharti Infratel Ltd. 3-May-21 - 0.49% Day CP Index 2 INE296A14RH8 Bajaj Finance Ltd. 18-May-21 - 0.49% 3 INE028E14HV9 Kotak Securities Ltd. 18-May-21 - 0.49% 4 INE700G14421 Hdfc Securities Ltd. 18-May-21 - 0.49% 5 INE233A14RI9 Godrej Industries Ltd. 18-May-21 - 0.49% 6 INE414G14QS3 Ltd. 17-May-21 - 0.49% 7 INE481G14CS2 Ultratech Cement Ltd. 17-May-21 - 0.49% Export Import Bank Of 8 INE514E14PH0 14-May-21 - 0.49% India Tata Capital Housing 9 INE033L14LJ1 14-May-21 - 0.49% Finance Ltd. 10 INE860H14S31 Aditya Birla Finance Ltd. 14-May-21 - 0.49% 11 INE691I14KR7 L&T Finance Ltd. 12-May-21 - 0.49% Reliance Retail Ventures 12 INE929O14180 12-May-21 - 0.49% Ltd. Julius Baer Capital (India) 13 INE824H14DO8 11-May-21 - 0.49% Pvt. Ltd. 14 INE601U14HA3 Tata Motors Finance Ltd. 11-May-21 - 0.49% 15 INE957N14EM6 Hero Fincorp Ltd. 11-May-21 - 0.49% Steel Authority Of India 16 INE114A14JT5 11-May-21 - 0.49% Ltd. 17 INE916D14X40 Kotak Mahindra Prime Ltd. 7-May-21 - 0.49% 18 INE002A14HH1 Reliance Industries Ltd. 6-May-21 - 0.49% Tata Teleservices 19 INE517B14776 6-May-21 - 0.49% (Maharashtra) Ltd. Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 20 INE589A14215 Nlc India Ltd. 5-May-21 - 0.49% Chennai Petroleum 21 INE178A14GI9 3-May-21 - 0.49% Corporation Ltd. 22 INE165K14809 Jhajjar Power Ltd. 12-May-21 - 0.49% Oil & Natural Gas 23 INE213A14287 11-May-21 - 0.49% Corporation Ltd. 24 INE763G14JV2 ICICI Securities Ltd. 4-May-21 - 0.49% 25 INE601U14GF4 Tata Motors Finance Ltd. 13-May-21 - 0.49% 26 INE522D14MN0 Manappuram Finance Ltd. 14-May-21 - 0.49% 27 INE414G14QO2 Muthoot Finance Ltd. 14-May-21 - 0.49% 28 INE909H14OS5 TMF Holdings Ltd. 14-May-21 - 0.49% Dalmia Cement (Bharat) 29 INE755K14DH2 14-May-21 - 0.49% Ltd. 30 INE891K14KG2 Axis Finance Ltd. 14-May-21 - 0.49% 31 INE423A14KR2 Adani Enterprises Ltd. 13-May-21 - 0.49% 32 INE091A14CM5 Nirma Ltd. 12-May-21 - 0.49% Barclays Investments & 33 INE704I14EB5 12-May-21 - 0.49% Loans (India) Pvt. Ltd. 34 INE027E14KK8 L&T Finance Ltd. 12-May-21 - 0.49% 35 INE331A14KT3 The Ramco Cements Ltd. 12-May-21 - 0.49% 36 INE700G14462 Hdfc Securities Ltd. 1-Jun-21 - 0.49% 37 INE481G14CT0 Ultratech Cement Ltd. 31-May-21 - 0.49% 38 INE414G14QT1 Muthoot Finance Ltd. 31-May-21 - 0.49% Steel Authority Of India 39 INE114A14JW9 31-May-21 - 0.49% Ltd. 40 INE028E14HY3 Kotak Securities Ltd. 31-May-21 - 0.49% 41 INE05C614055 Nlc Tamil Nadu Power Ltd. 27-May-21 - 0.49% 42 INE445L14BU5 Nabha Power Ltd. 27-May-21 - 0.49% 43 INE589A14231 Nlc India Ltd. 27-May-21 - 0.49% National Bank for 44 INE261F14HR1 Agriculture & Rural 25-May-21 - 0.49% Development 45 INE733E14AF2 NTPC 25-May-21 - 0.49% Jamnagar Utilities & Power 46 INE936D14071 24-May-21 - 0.49% Pvt. Ltd. Birla Group Holdings Pvt. 47 INE09OL14573 21-May-21 - 0.49% Ltd. 48 INE296A14RL0 Bajaj Finance Ltd. 20-May-21 - 0.49% 49 INE002A14HK5 Reliance Industries Ltd. 20-May-21 - 0.49% 50 INE729N14FK0 TVS Credit Services Ltd. 20-May-21 - 0.49% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 51 INE557F14FB0 20-May-21 - 0.49% Export Import Bank Of 52 INE514E14PI8 19-May-21 - 0.49% India Mangalore Refinery & 53 INE103A14272 19-May-21 - 0.49% Petrochemicals Ltd. Tata Teleservices 54 INE517B14784 19-May-21 - 0.49% (Maharashtra) Ltd. 55 INE027E14KL6 L&T Finance Ltd. 18-May-21 - 0.49% Mangalore Refinery & 56 INE103A14264 5-May-21 - 0.49% Petrochemicals Ltd. 57 INE233A14RF5 Godrej Industries Ltd. 5-May-21 - 0.49% 58 INE484J14LM4 Godrej Properties Ltd. 5-May-21 - 0.49% 59 INE481G14CJ1 Ultratech Cement Ltd. 4-May-21 - 0.49% 60 INE498L14AQ4 L&T Finance Holdings Ltd. 4-May-21 - 0.49% Julius Baer Capital (India) 61 INE824H14DN0 4-May-21 - 0.49% Pvt. Ltd. 62 INE700G14413 Hdfc Securities Ltd. 4-May-21 - 0.49% Network 18 Media & Invst. 63 INE870H14MA1 4-Jun-21 - 0.27% Ltd. Julius Baer Capital (India) 64 INE824H14DS9 4-Jun-21 - 0.27% Pvt. Ltd. 65 INE233A14RK5 Godrej Industries Ltd. 4-Jun-21 - 0.27% 66 INE850D14JC4 Godrej Agrovet Ltd. 4-Jun-21 - 0.27% 67 INE110L14PB5 Reliance Jio Infocomm Ltd. 4-Jun-21 - 0.27% 68 INE484J14LS1 Godrej Properties Ltd. 3-Jun-21 - 0.27% 69 INE05C614063 Nlc Tamil Nadu Power Ltd. 3-Jun-21 - 0.27% 70 INE211H14047 Ltd. 3-Jun-21 - 0.27% 71 INE891K14KI8 Axis Finance Ltd. 3-Jun-21 - 0.27% Chennai Petroleum 72 INE178A14GK5 3-Jun-21 - 0.27% Corporation Ltd. 73 INE886H14FZ8 TV18 Broadcast Ltd. 2-Jun-21 - 0.49% 74 INE089C14AV0 Sterlite Technologies Ltd. 2-Jun-21 - 0.49% 75 INE002A14HN9 Reliance Industries Ltd. 1-Jun-21 - 0.49% 76 INE501G14BW1 Ht Media Ltd. 28-May-21 - 0.49% Small Industries 77 INE556F14HV6 24-May-21 - 0.49% Development Bank Of India Power Grid Corporation of 78 INE752E14492 19-May-21 - 0.49% India Ltd. ICICI Securities Primary 79 INE849D14GQ2 10-May-21 - 0.49% Dealership Ltd. 80 INE289B14HC3 Gic Housing Finance Ltd. 7-May-21 - 0.49% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights National Bank for 81 INE261F14HF6 Agriculture & Rural 1-Jun-21 - 0.49% Development Housing Development 82 INE001A14XG2 28-May-21 - 0.49% Finance Corporation Ltd. Motilal Oswal Financial 83 INE338I14CD2 16-Jun-21 - 0.27% Services Ltd. 84 INE414G14QW5 Muthoot Finance Ltd. 16-Jun-21 - 0.27% Network 18 Media & Invst. 85 INE870H14MH6 16-Jun-21 - 0.27% Ltd. Julius Baer Capital (India) 86 INE824H14DV3 16-Jun-21 - 0.27% Pvt. Ltd. 87 INE233A14RM1 Godrej Industries Ltd. 16-Jun-21 - 0.27% 88 INE028E14HZ0 Kotak Securities Ltd. 14-Jun-21 - 0.27% Hindustan Petroleum 89 INE094A14GO6 11-Jun-21 - 0.27% Corporation Ltd. 90 INE763G14JY6 ICICI Securities Ltd. 11-Jun-21 - 0.27% 91 INE700G14488 Hdfc Securities Ltd. 11-Jun-21 - 0.27% Mangalore Refinery & 92 INE103A14298 10-Jun-21 - 0.27% Petrochemicals Ltd. Small Industries 93 INE556F14HU8 10-Jun-21 - 0.27% Development Bank Of India Export Import Bank Of 94 INE514E14PJ6 9-Jun-21 - 0.27% India 95 INE047A14750 Ltd. 9-Jun-21 - 0.27% 96 INE647A14864 SRF Ltd. 9-Jun-21 - 0.27% 97 INE733E14AG0 NTPC 8-Jun-21 - 0.27% Ongc Tripura Power Co. 98 INE566O14032 8-Jun-21 - 0.27% Ltd. 99 INE589A14249 Nlc India Ltd. 8-Jun-21 - 0.27% 100 INE110L14PA7 Reliance Jio Infocomm Ltd. 7-Jun-21 - 0.27% 101 INE484J14LR3 Godrej Properties Ltd. 7-Jun-21 - 0.27% Bajaj Financial Securities 102 INE01C314056 7-Jun-21 - 0.27% Ltd. 103 INE242A14TI6 Indian Oil Corporation Ltd. 10-May-21 - 0.49% 104 INE481G14CK9 Ultratech Cement Ltd. 11-May-21 - 0.49% 105 INE233A14RH1 Godrej Industries Ltd. 12-May-21 - 0.49% 106 INE850D14IX2 Godrej Agrovet Ltd. 12-May-21 - 0.49% 107 INE484J14LO0 Godrej Properties Ltd. 12-May-21 - 0.49% 108 INE110L14PD1 Reliance Jio Infocomm Ltd. 12-May-21 - 0.49% 109 INE660A14VZ9 Sundaram Finance Ltd. 10-May-21 - 0.49% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Network 18 Media & Invst. 110 INE870H14LV9 10-May-21 - 0.49% Ltd. 111 INE028E14HU1 Kotak Securities Ltd. 10-May-21 - 0.49% 112 INE523H14U77 JM Financial Products Ltd. 7-May-21 - 0.49% 113 INE140A14J31 Piramal Enterprises Ltd. 7-May-21 - 0.49% 114 INE912E14LK9 SBI Global Factors Ltd. 6-May-21 - 0.49% 115 INE886H14FW5 TV18 Broadcast Ltd. 6-May-21 - 0.49% Motilal Oswal Financial 116 INE338I14CE0 11-Jun-21 - 0.27% Services Ltd. 117 INE763G14KA4 ICICI Securities Ltd. 8-Jun-21 - 0.27% 118 INE289B14HE9 Gic Housing Finance Ltd. 4-Jun-21 - 0.27% 119 INE070A14489 Ltd. 31-May-21 - 0.49% Kotak Mahindra 120 INE975F14UP3 31-May-21 - 0.49% Investments Ltd. Housing Development 121 INE001A14WP5 25-May-21 - 0.49% Finance Corporation Ltd. Bharat Heavy Electricals 122 INE257A14508 21-May-21 - 0.49% Ltd. 123 INE115A14CQ3 LIC Housing Finance Ltd. 14-Jun-21 - 0.27% Barclays Investments & 124 INE704I14DX1 14-Jun-21 - 0.27% Loans (India) Pvt. Ltd. 125 INE002A14GE0 Reliance Industries Ltd. 11-Jun-21 - 0.27% 126 INE267A14473 Ltd. 10-Jun-21 - 0.27% National Bank for 127 INE261F14HE9 Agriculture & Rural 28-May-21 - 0.49% Development Standard Chartered 128 INE403G14NJ2 Investments & Loans 27-May-21 - 0.49% (India) Ltd. 129 INE477A14AU3 CanFin Homes Ltd. 25-May-21 - 0.49% 130 INE476M14DQ2 L&T Finance Ltd. 20-May-21 - 0.49% Julius Baer Capital (India) 131 INE824H14DU5 14-Jun-21 - 0.27% Pvt. Ltd. Network 18 Media & Invst. 132 INE870H14MF0 14-Jun-21 - 0.27% Ltd. 133 INE572E14IG5 PNB Housing Finance Ltd. 11-Jun-21 - 0.27% 134 INE484J14LF8 Godrej Properties Ltd. 11-Jun-21 - 0.27% 135 INE691I14KN6 L&T Finance Ltd. 11-Jun-21 - 0.27% Chennai Petroleum 136 INE178A14GN9 30-Jun-21 - 0.27% Corporation Ltd. 137 INE414G14RB7 Muthoot Finance Ltd. 29-Jun-21 - 0.27% 138 INE912E14LN3 SBI Global Factors Ltd. 29-Jun-21 - 0.27% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Julius Baer Capital (India) 139 INE824H14EA5 29-Jun-21 - 0.27% Pvt. Ltd. Bharat Heavy Electricals 140 INE257A14524 28-Jun-21 - 0.27% Ltd. Small Industries 141 INE556F14HX2 28-Jun-21 - 0.27% Development Bank Of India 142 INE091A14CP8 Nirma Ltd. 28-Jun-21 - 0.27% 143 INE589A14264 Nlc India Ltd. 25-Jun-21 - 0.27% 144 INE700G14504 Hdfc Securities Ltd. 24-Jun-21 - 0.27% Godrej & Boyce 145 INE982D14AB6 23-Jun-21 - 0.27% Manufacturing Co. Ltd. 146 INE028E14IC7 Kotak Securities Ltd. 23-Jun-21 - 0.27% 147 INE140A14K38 Piramal Enterprises Ltd. 23-Jun-21 - 0.27% Bharat Refineries 148 INE322J14204 23-Jun-21 - 0.27% Ltd. 149 INE628A14EQ1 UPL Ltd. 22-Jun-21 - 0.27% 150 INE733E14AH8 NTPC 21-Jun-21 - 0.27% 151 INE110O14203 Axis Securities Ltd. 21-Jun-21 - 0.27% 152 INE850D14JE0 Godrej Agrovet Ltd. 18-Jun-21 - 0.27% Housing Development 153 INE001A14XK4 16-Jun-21 - 0.27% Finance Corporation Ltd. Mangalore Refinery & 154 INE103A14306 16-Jun-21 - 0.27% Petrochemicals Ltd. 155 INE248U14IR5 IIFL Wealth Finance Ltd. 16-Jun-21 - 0.27% Hindustan Petroleum 156 INE094A14GR9 28-May-21 - 0.49% Corporation Ltd. Housing Development 157 INE001A14XF4 20-May-21 - 0.49% Finance Corporation Ltd. 158 INE110O14138 Axis Securities Ltd. 8-Jun-21 - 0.27% Mahindra & Mahindra 159 INE774D14QS7 2-Jun-21 - 0.49% Financial Services Ltd. Barclays Investments & 160 INE704I14EF6 2-Jun-21 - 0.49% Loans (India) Pvt. Ltd. 161 INE397D14274 Bharti Airtel Ltd. 2-Jun-21 - 0.49% HDFC Credila Financial 162 INE539K14AG8 1-Jun-21 - 0.49% Services Pvt. Ltd. 163 INE850D14JB6 Godrej Agrovet Ltd. 1-Jun-21 - 0.49% Standard Chartered 164 INE403G14NK0 Investments & Loans 1-Jun-21 - 0.49% (India) Ltd. Deutsche Investments 165 INE144H14DX2 1-Jun-21 - 0.49% India Pvt. Ltd. Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 166 INE484J14LT9 Godrej Properties Ltd. 1-Jun-21 - 0.49% Fullerton India Credit Co. 167 INE535H14IE0 31-May-21 - 0.49% Ltd. Tata Capital Financial 168 INE306N14SS3 31-May-21 - 0.49% Services Ltd. Iifl Wealth Management 169 INE466L14791 31-May-21 - 0.49% Ltd. Bharat Oman Refineries 170 INE322J14196 31-May-21 - 0.49% Ltd. 171 INE763G14JD0 ICICI Securities Ltd. 28-May-21 - 0.49% 172 INE233A14QX0 Godrej Industries Ltd. 28-May-21 - 0.49% 173 INE414G14QU9 Muthoot Finance Ltd. 28-May-21 - 0.49% 174 INE027214100 Bob Financial Solutions Ltd. 28-May-21 - 0.49% 175 INE028E14HX5 Kotak Securities Ltd. 28-May-21 - 0.49% 176 INE002A14HS8 Reliance Industries Ltd. 30-Jun-21 - 0.27% Adani Ports & Special 177 INE742F14PD3 29-Jun-21 - 0.27% Economic Zone Ltd. 178 INE628A14ER9 UPL Ltd. 29-Jun-21 - 0.27% 179 INE331A14KU1 The Ramco Cements Ltd. 29-Jun-21 - 0.27% Kalpataru Power 180 INE220B14AW1 28-Jun-21 - 0.27% Transmission Ltd. Kotak Mahindra 181 INE975F14UT5 28-Jun-21 - 0.27% Investments Ltd. Hindustan Petroleum 182 INE094A14GS7 25-Jun-21 - 0.27% Corporation Ltd. 183 INE140A14K95 Piramal Enterprises Ltd. 25-Jun-21 - 0.27% 184 INE700G14520 Hdfc Securities Ltd. 23-Jun-21 - 0.27% Chennai Petroleum 185 INE178A14GM1 18-Jun-21 - 0.27% Corporation Ltd. 186 INE081A14AV1 Tata Steel Ltd. 18-Jun-21 - 0.27% 187 INE289B14HF6 Gic Housing Finance Ltd. 11-Jun-21 - 0.27% 188 INE825A14916 Vardhman Textiles Ltd. 11-Jun-21 - 0.27% 189 INE028E14ID5 Kotak Securities Ltd. 10-Jun-21 - 0.27% 190 INE242A14TJ4 Indian Oil Corporation Ltd. 9-Jun-21 - 0.27% 191 INE916D14Y23 Kotak Mahindra Prime Ltd. 7-Jun-21 - 0.27% National Bank for 192 INE261F14HH2 Agriculture & Rural 30-Jun-21 - 0.27% Development Export Import Bank Of 193 INE514E14PE7 29-Jun-21 - 0.27% India 194 INE047A14685 Grasim Industries Ltd. 17-Jun-21 - 0.27% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Cholamandalam 195 INE121A14SP9 Investment & Finance Co. 15-Jun-21 - 0.27% Ltd. 196 INE484J14MA7 Godrej Properties Ltd. 20-Jul-21 - 1.14% 197 INE110L14PF6 Reliance Jio Infocomm Ltd. 19-Jul-21 - 1.14% 198 INE233A14RR0 Godrej Industries Ltd. 19-Jul-21 - 1.14% 199 INE886H14GB7 TV18 Broadcast Ltd. 19-Jul-21 - 1.14% 200 INE481G14CU8 Ultratech Cement Ltd. 19-Jul-21 - 1.14% 201 INE725H14AI5 Tata Projects Ltd. 19-Jul-21 - 1.14% 202 INE331A14KV9 The Ramco Cements Ltd. 19-Jul-21 - 1.14% 203 INE463A14KB2 India Ltd. 19-Jul-21 - 1.14% 204 INE060A14332 Navneet Education Ltd. 19-Jul-21 - 1.14% 205 INE700G14512 Hdfc Securities Ltd. 15-Jul-21 - 1.14% National Bank for 206 INE261F14HV3 Agriculture & Rural 12-Jul-21 - 1.14% Development Iifl Wealth Management 207 INE466L14858 7-Jul-21 - 1.14% Ltd. 208 INE248U14IS3 IIFL Wealth Finance Ltd. 7-Jul-21 - 1.14% 209 INE140A14K61 Piramal Enterprises Ltd. 6-Jul-21 - 1.14% 210 INE05C614071 Nlc Tamil Nadu Power Ltd. 6-Jul-21 - 1.14% Bharat Oman Refineries 211 INE322J14212 5-Jul-21 - 1.14% Ltd. Power Finance Corporation 212 INE134E14AR8 30-Jul-21 - 1.14% Ltd. 213 INE018A14IF9 Larsen & Toubro Ltd. 27-Jul-21 - 1.14% 214 INE115A14CY7 LIC Housing Finance Ltd. 20-Jul-21 - 1.14% Tata Capital Financial 215 INE306N14SD5 6-Jul-21 - 1.14% Services Ltd. CRISIL 10 Year 1 IN1220200365 Assam 24-Mar-31 6.85% 3.22% SDL Index 2 IN1520200305 Gujarat 24-Mar-31 6.84% 9.09%

3 IN1620200171 Haryana 17-Mar-31 7.14% 3.59%

4 IN4920200164 Jammu & Kashmir 31-Mar-31 6.84% 2.05%

5 IN1920200533 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%

8 IN2820200193 Punjab 10-Feb-31 7.05% 2.27% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 9 IN2920210043 Rajasthan 20-Apr-31 6.82% 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 IN3420200294 24-Mar-31 6.83% 8.06% CRISIL Broad 1 IN0020060318 07.94% CGL 2021 24-May-21 7.94% 0.57% Based Gilt Index 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% 1.10% 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% 0.74% 8 IN0020120013 08.15% CGL 2022 11-Jun-22 8.15% 1.08% 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% 0.93% 12 IN0020200260 03.96 GS 2022 9-Nov-22 3.96% 0.36% 13 IN0020160050 06.84% GS 2022 19-Dec-22 6.84% 1.28% 14 IN0020180025 07.37% CGL 2023 16-Apr-23 7.37% 0.52% 15 IN0020030014 06.30% CGL 2023 9-Apr-23 6.30% 0.19% 16 IN0020030055 06.17% CGL 2023 12-Jun-23 6.17% 0.18% 17 IN0020130012 07.16% CGL 2023 20-May-23 7.16% 1.12% 18 IN0020200211 04.48% GS 2023 2-Nov-23 4.48% 0.82% 19 IN0020130061 8.83% CGL 2023 25-Nov-23 8.83% 0.99% 20 IN0020150010 07.68% GS 2023 15-Dec-23 7.68% 1.28% 21 IN0020180488 07.32% GS 2024 28-Jan-24 7.32% 1.04% 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% 1.50% 25 IN0020110048 09.15% CGL 2024 14-Nov-24 9.15% 1.23% 26 IN0020150036 07.72% GS 2025 25-May-25 7.72% 1.32% 27 IN0020200112 05.22 GS 2025 15-Jun-25 5.22% 1.73% 28 IN0020120047 8.20% CGL 2025 24-Sep-25 8.20% 1.32% 29 IN0020030071 05.97 GS 2025 25-Sep-25 5.97% 0.24% 30 IN0020200278 05.15 GS 2025 9-Nov-25 5.15% 1.71% 31 IN0020150093 07.59% GS 2026 11-Jan-26 7.59% 1.74% 32 IN0020190016 07.27% GS 2026 8-Apr-26 7.27% 0.88% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 33 IN0020210012 05.63 GS 2026 12-Apr-26 5.63% 0.16% 34 IN0020120039 8.33% CGL 2026 9-Jul-26 8.33% 1.27% 35 IN0020160035 06.97% GS 2026 6-Sep-26 6.97% 1.31% 36 IN0020010081 10.18% CGL 2026 11-Sep-26 10.18% 0.22% 37 IN0020140060 8.15% GS 2026 24-Nov-26 8.15% 1.22% 38 IN0020060078 08.24% CGL 2027 15-Feb-27 8.24% 1.63% 39 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 1.77% 40 IN0020070036 8.26% GOVT.STOCK 2027 2-Aug-27 8.26% 1.43% 41 IN0020070069 08.28% CGL 2027 21-Sep-27 8.28% 1.32% 42 IN0020020247 06.01% CGL 2028 25-Mar-28 6.01% 0.22% 43 IN0020170174 07.17% CGL 2028 8-Jan-28 7.17% 1.66% 44 IN0020140011 08.60% CGL 2028 2-Jun-28 8.60% 1.23% 45 IN0020030022 06.13% CGL 2028 4-Jun-28 6.13% 0.16% 46 IN0020150069 07.59% GS 2029 20-Mar-29 7.59% 1.41% 47 IN0020180454 07.26% GS 2029 14-Jan-29 7.26% 1.74% 48 IN0020190362 06.45 GS 2029 7-Oct-29 6.45% 1.68% 49 IN0020160118 06.79% GS 2029 26-Dec-29 6.79% 1.74% 50 IN0020150028 07.88% GS 2030 19-Mar-30 7.88% 1.30% 51 IN0020160019 07.61 GS 2030 9-May-30 7.61% 1.48% 52 IN0020200070 05.79 GS 2030 11-May-30 5.79% 1.64% 53 IN0020200153 05.77 GS 2030 3-Aug-30 5.77% 1.80% 54 IN0020130053 09.20% CGL 2030 30-Sep-30 9.20% 0.91% 55 IN0020200294 05.85 GS 2030 1-Dec-30 5.85% 1.09% 56 IN0020110055 08.97% CGL 2030 5-Dec-30 8.97% 1.32% 57 IN0020170042 06.68 GS 2031 17-Sep-31 6.68% 1.54% 58 IN0020060086 08.28% GOVT.STOCK 2032 15-Feb-32 8.28% 1.33% 59 IN0020070044 08.32% CGL 2032 2-Aug-32 8.32% 1.31% 60 IN0020020106 07.95% CGL 2032 28-Aug-32 7.95% 1.77% 61 IN0020190065 07.57% GOI 2033 17-Jun-33 7.57% 1.77% 62 IN0020140052 08.24% GOI 2033 10-Nov-33 8.24% 1.45% 63 IN0020160100 06.57% GS 2033 5-Dec-33 6.57% 1.41% 64 IN0020040039 07.50% CGL 2034 10-Aug-34 7.50% 1.45% 65 IN0020200096 06.19 GS 2034 16-Sep-34 6.19% 1.86% 66 IN0020150051 7.73% GS 2034 19-Dec-34 7.73% 1.47% 67 IN0020200245 06.22% GS 2035 16-Mar-35 6.22% 1.65% 68 IN0020210020 06.64 GS 2035 16-Jun-35 6.64% 0.28% 69 IN0020050012 07.40% CGL 2035 9-Sep-35 7.40% 1.45% 70 IN0020060045 08.33% CGL 2036 7-Jun-36 8.33% 1.26% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 71 IN0020080050 06.83% GOVT.STOCK 2039 19-Jan-39 6.83% 0.19% 72 IN0020190024 07.62% GS 2039 15-Sep-39 7.62% 0.56% 73 IN0020100031 08.30% GOVT.STOCK 2040 2-Jul-40 8.30% 1.32% 74 IN0020110063 08.83% GOVT.STOCK 2041 12-Dec-41 8.83% 1.32% 75 IN0020120062 8.30% GS 2042 31-Dec-42 8.30% 1.53% 76 IN0020190040 07.69% GS 2043 17-Jun-43 7.69% 0.54% 77 IN0020130079 9.23% GS 2043 23-Dec-43 9.23% 1.16% 78 IN0020140078 08.17% GS 2044 1-Dec-44 8.17% 1.42% 79 IN0020150044 08.13% GS 2045 22-Jun-45 8.13% 1.44% 80 IN0020160068 7.06% GS 2046 10-Oct-46 7.06% 1.47% 81 IN0020190032 07.72% GS 2049 15-Jun-49 7.72% 1.23% 82 IN0020200054 07.16 GS 2050 20-Sep-50 7.16% 1.46% 83 IN0020200252 06.67% GS 2050 17-Dec-50 6.67% 0.76% 84 IN0020160092 06.62% GS 2051 28-Nov-51 6.62% 0.81% 85 IN0020150077 07.72% GS 2055 26-Oct-55 7.72% 1.47% 86 IN0020190057 07.63 GS 2059 17-Jun-59 7.63% 1.22% 87 IN0020200039 07.19 GS 2060 15-Sep-60 7.19% 1.44% 88 IN0020200187 06.80 GS 2060 15-Dec-60 6.80% 1.48% 89 IN0020200401 06.76 GS 2061 22-Feb-61 6.76% 0.32% CRISIL Broad Based Long Term 1 IN0020170042 06.68 GS 2031 17-Sep-31 6.68% 3.75% Gilt Index 2 IN0020060086 08.28% GOVT.STOCK 2032 15-Feb-32 8.28% 3.23% 3 IN0020070044 08.32% CGL 2032 2-Aug-32 8.32% 3.19% 4 IN0020020106 07.95% CGL 2032 28-Aug-32 7.95% 4.31% 5 IN0020190065 07.57% GOI 2033 17-Jun-33 7.57% 4.30% 6 IN0020140052 08.24% GOI 2033 10-Nov-33 8.24% 3.54% 7 IN0020160100 06.57% GS 2033 5-Dec-33 6.57% 3.42% 8 IN0020040039 07.50% CGL 2034 10-Aug-34 7.50% 3.53% 9 IN0020200096 06.19 GS 2034 16-Sep-34 6.19% 4.52% 10 IN0020150051 7.73% GS 2034 19-Dec-34 7.73% 3.56% 11 IN0020200245 06.22% GS 2035 16-Mar-35 6.22% 4.01% 12 IN0020210020 06.64 GS 2035 16-Jun-35 6.64% 0.67% 13 IN0020050012 07.40% CGL 2035 9-Sep-35 7.40% 3.53% 14 IN0020060045 08.33% CGL 2036 7-Jun-36 8.33% 3.06% 15 IN0020080050 06.83% GOVT.STOCK 2039 19-Jan-39 6.83% 0.46% 16 IN0020190024 07.62% GS 2039 15-Sep-39 7.62% 1.36% 17 IN0020100031 08.30% GOVT.STOCK 2040 2-Jul-40 8.30% 3.21% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 18 IN0020110063 08.83% GOVT.STOCK 2041 12-Dec-41 8.83% 3.21% 19 IN0020120062 8.30% GS 2042 31-Dec-42 8.30% 3.72% 20 IN0020190040 07.69% GS 2043 17-Jun-43 7.69% 1.32% 21 IN0020130079 9.23% GS 2043 23-Dec-43 9.23% 2.83% 22 IN0020140078 08.17% GS 2044 1-Dec-44 8.17% 3.45% 23 IN0020150044 08.13% GS 2045 22-Jun-45 8.13% 3.49% 24 IN0020160068 7.06% GS 2046 10-Oct-46 7.06% 3.56% 25 IN0020190032 07.72% GS 2049 15-Jun-49 7.72% 2.99% 26 IN0020200054 07.16 GS 2050 20-Sep-50 7.16% 3.55% 27 IN0020200252 06.67% GS 2050 17-Dec-50 6.67% 1.84% 28 IN0020160092 06.62% GS 2051 28-Nov-51 6.62% 1.96% 29 IN0020150077 07.72% GS 2055 26-Oct-55 7.72% 3.56% 30 IN0020190057 07.63 GS 2059 17-Jun-59 7.63% 2.97% 31 IN0020200039 07.19 GS 2060 15-Sep-60 7.19% 3.50% 32 IN0020200187 06.80 GS 2060 15-Dec-60 6.80% 3.60% 33 IN0020200401 06.76 GS 2061 22-Feb-61 6.76% 0.77% CRISIL Broad Based Medium 1 IN0020120039 8.33% CGL 2026 9-Jul-26 8.33% 4.31% Term Gilt Index 2 IN0020160035 06.97% GS 2026 6-Sep-26 6.97% 4.45% 3 IN0020010081 10.18% CGL 2026 11-Sep-26 10.18% 0.74% 4 IN0020140060 8.15% GS 2026 24-Nov-26 8.15% 4.11% 5 IN0020060078 08.24% CGL 2027 15-Feb-27 8.24% 5.52% 6 IN0020170026 06.79% CGL 2027 15-May-27 6.79% 6.00% 7 IN0020070036 8.26% GOVT.STOCK 2027 2-Aug-27 8.26% 4.84% 8 IN0020070069 08.28% CGL 2027 21-Sep-27 8.28% 4.46% 9 IN0020020247 06.01% CGL 2028 25-Mar-28 6.01% 0.74% 10 IN0020170174 07.17% CGL 2028 8-Jan-28 7.17% 5.61% 11 IN0020140011 08.60% CGL 2028 2-Jun-28 8.60% 4.16% 12 IN0020030022 06.13% CGL 2028 4-Jun-28 6.13% 0.55% 13 IN0020150069 07.59% GS 2029 20-Mar-29 7.59% 4.77% 14 IN0020180454 07.26% GS 2029 14-Jan-29 7.26% 5.89% 15 IN0020190362 06.45 GS 2029 7-Oct-29 6.45% 5.69% 16 IN0020160118 06.79% GS 2029 26-Dec-29 6.79% 5.89% 17 IN0020150028 07.88% GS 2030 19-Mar-30 7.88% 4.41% 18 IN0020160019 07.61 GS 2030 9-May-30 7.61% 5.01% 19 IN0020200070 05.79 GS 2030 11-May-30 5.79% 5.53% 20 IN0020200153 05.77 GS 2030 3-Aug-30 5.77% 6.10% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 21 IN0020130053 09.20% CGL 2030 30-Sep-30 9.20% 3.07% 22 IN0020200294 05.85 GS 2030 1-Dec-30 5.85% 3.69% 23 IN0020110055 08.97% CGL 2030 5-Dec-30 8.97% 4.46% CRISIL Broad Based Short 1 IN0020060318 07.94% CGL 2021 24-May-21 7.94% 1.94% Term Gilt Index 2 IN0020010040 10.25% CGL 2021 30-May-21 10.25% 0.66% 3 IN0020190099 06.17 GS 2021 15-Jul-21 6.17% 1.70% 4 IN0020110030 08.79% CGL 2021 8-Nov-21 8.79% 3.77% 5 IN0020060037 08.20% CGL 2022 15-Feb-22 8.20% 2.49% 6 IN0020200021 05.09 GS 2022 13-Apr-22 5.09% 2.95% 7 IN0020020072 08.35% CGL 2022 14-May-22 8.35% 2.52% 8 IN0020120013 08.15% CGL 2022 11-Jun-22 8.15% 3.68% 9 IN0020070028 08.08% GOVT.STOCK 2022 2-Aug-22 8.08% 3.20% 10 IN0020039031 05.87% CGL 2022 28-Aug-22 5.87% 0.44% 11 IN0020070051 8.13% CGL 2022 21-Sep-22 8.13% 3.19% 12 IN0020200260 03.96 GS 2022 9-Nov-22 3.96% 1.23% 13 IN0020160050 06.84% GS 2022 19-Dec-22 6.84% 4.37% 14 IN0020180025 07.37% CGL 2023 16-Apr-23 7.37% 1.79% 15 IN0020030014 06.30% CGL 2023 9-Apr-23 6.30% 0.64% 16 IN0020030055 06.17% CGL 2023 12-Jun-23 6.17% 0.60% 17 IN0020130012 07.16% CGL 2023 20-May-23 7.16% 3.81% 18 IN0020200211 04.48% GS 2023 2-Nov-23 4.48% 2.80% 19 IN0020130061 8.83% CGL 2023 25-Nov-23 8.83% 3.36% 20 IN0020150010 07.68% GS 2023 15-Dec-23 7.68% 4.35% 21 IN0020180488 07.32% GS 2024 28-Jan-24 7.32% 3.54% 22 IN0020090034 07.35% CGL 2024 22-Jun-24 7.35% 2.62% 23 IN0020140045 08.40% CGL 2024 28-Jul-24 8.40% 3.98% 24 IN0020190396 06.18 GS 2024 4-Nov-24 6.18% 5.10% 25 IN0020110048 09.15% CGL 2024 14-Nov-24 9.15% 4.20% 26 IN0020150036 07.72% GS 2025 25-May-25 7.72% 4.50% 27 IN0020200112 05.22 GS 2025 15-Jun-25 5.22% 5.90% 28 IN0020120047 8.20% CGL 2025 24-Sep-25 8.20% 4.50% 29 IN0020030071 05.97 GS 2025 25-Sep-25 5.97% 0.83% 30 IN0020200278 05.15 GS 2025 9-Nov-25 5.15% 5.82% 31 IN0020150093 07.59% GS 2026 11-Jan-26 7.59% 5.95% 32 IN0020190016 07.27% GS 2026 8-Apr-26 7.27% 3.01% 31 IN0020210012 05.63 GS 2026 12-Apr-26 5.63% 0.55% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 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 – 03 May 2021

Average Average Average Index Average MD Macaulay Maturity YTM Duration CRISIL Composite CD Index 0.4059 0.3904 3.89% 0.41 CRISIL Composite CP Index 0.2779 0.2656 4.25% 0.28 CRISIL Composite T-Bill Index 0.5353 0.5168 3.48% 0.54 CRISIL Composite Bond Fund Index 8.7818 5.4995 6.07% 5.73 CRISIL Short Term Bond Fund Index 2.3829 2.0434 5.14% 2.15 CRISIL Liquid Fund Index 0.1118 0.1080 3.54% 0.11 CRISIL Low Duration Debt Index 0.7871 0.7270 4.40% 0.76 CRISIL Ultra Short Term Debt Index 0.4261 0.4028 4.17% 0.42 CRISIL Money Market Index 0.3563 0.3421 4.02% 0.36 CRISIL Medium Term Debt Index 4.3220 3.5439 5.99% 3.75 CRISIL Medium To Long Term Debt Index 7.5734 5.6393 6.45% 5.89 CRISIL Long Term Debt Index 12.2788 7.4003 6.79% 7.73 CRISIL Corporate Bond Composite Index 4.4693 3.4658 5.81% 3.66 CRISIL Long Term Corporate Bond Index 7.7287 5.5499 6.94% 5.88 CRISIL Medium Term Corporate Bond Index 4.1175 3.4261 5.94% 3.62 CRISIL Short Term Corporate Bond Index 1.5947 1.4566 4.70% 1.53 CRISIL Composite Credit Risk Index 3.7234 2.8342 7.68% 3.02 CRISIL Medium Term Credit Risk Index 2.6426 2.1855 7.11% 2.31 CRISIL Banking and PSU Debt Index 4.8851 3.4823 5.50% 3.68 CRISIL Short Term Credit Risk Index 1.3881 1.2289 6.56% 1.30 CRISIL Dynamic Debt Index 7.8516 5.2739 6.22% 5.50 CRISIL Composite AA Long Term Bond Index 7.3999 4.9471 10.11% 5.40 CRISIL Composite AA Medium Term Bond 4.1609 3.2964 7.82% 3.52 Index CRISIL Composite AA Short Term Bond 1.3316 1.1698 6.35% 1.24 Index CRISIL FPI Index 8.4526 5.5654 6.34% 5.83 CRISIL Money Market Index- 0.5683 0.5458 4.02% 0.57 CRISIL AAA Long Term Bond Index 8.2902 5.9355 6.82% 6.28 CRISIL AAA Medium Term Bond Index 4.2108 3.5082 5.87% 3.72 CRISIL AAA Short Term Bond Index 1.7351 1.5849 4.63% 1.66 CRISIL AA Long Term Bond Index 8.3856 5.1604 14.02% 5.81 CRISIL AA Medium Term Bond Index 4.2749 3.3869 7.92% 3.61 CRISIL AA Short Term Bond Index 1.3439 1.1841 6.75% 1.26 CRISIL AA and AA+ Long Term Bond Index 7.6003 5.1841 8.40% 5.59 CRISIL AA and AA+ Medium Term Bond 4.2802 3.3682 7.52% 3.60 Index CRISIL AA and AA+ Short Term Bond Index 1.5265 1.3396 6.21% 1.42 Average Average Average Index Average MD Macaulay Maturity YTM Duration CRISIL AA+ Long Term Bond Index 7.1355 4.9535 8.02% 5.32 CRISIL AA+ Medium Term Bond Index 4.3032 3.4023 7.45% 3.63 CRISIL AA+ Short Term Bond Index 1.2688 1.1349 5.16% 1.20 CRISIL AA- Long Term Bond Index 6.8064 4.7058 9.61% 5.08 CRISIL AA- Medium Term Bond Index 3.4621 2.7551 8.13% 2.98 CRISIL AA- Short Term Bond Index 1.3799 1.1733 6.74% 1.25 CRISIL Medium to Long Term Banking Debt 8.5855 5.6340 8.35% 6.08 Index CRISIL Short Term Banking Debt Index 7.5526 4.7110 8.40% 5.11 CRISIL Medium to Long Term PSU Debt 9.3230 6.2555 6.55% 6.61 Index CRISIL Short Term PSU Debt Index 1.7097 1.5596 4.45% 1.63 CRISIL A Medium To Long Term Bond Index 5.1903 3.4382 11.61% 3.59 CRISIL A Medium Term Bond Index 3.5557 2.4268 11.80% 2.52 CRISIL A Short Term Bond Index 1.4012 1.1665 12.06% 1.25 CRISIL AAA up to 1 Year Short Term Bond 0.5987 0.5751 3.83% 0.60 Index CRISIL AAA 1 to 3 Year Short Term Bond 2.0065 1.8275 4.76% 1.92 Index CRISIL AA and AA+ up to 1 Year Short Term 0.4418 0.4146 5.24% 0.43 Bond Index CRISIL AA and AA+ 1 to 3 Year Short Term 2.1444 1.8805 6.42% 1.99 Bond Index CRISIL 10 Year Gilt Index 9.5863 7.0560 6.04% 7.27 CRISIL Dynamic Gilt Index 10.6151 6.5925 6.16% 6.80 CRISIL Long Term Gilt Index 17.1999 9.2407 6.64% 9.55 CRISIL Medium Term Gilt Index 8.1052 6.1070 6.23% 6.30 CRISIL Short Term Gilt Index 3.2896 2.8527 4.95% 2.93 CRISIL Composite Gilt Index 13.9529 7.9475 6.31% 8.20 CRISIL 1 Month CD Index 0.0671 0.0649 3.50% 0.07 CRISIL 2 Month CD Index 0.1356 0.1309 3.60% 0.14 CRISIL 3 Month CD Index 0.2075 0.2000 3.75% 0.21 CRISIL 6 Month CD Index 0.3890 0.3735 4.17% 0.39 CRISIL 1 Year CD Index 0.8685 0.8347 4.06% 0.87 CRISIL 1 Month CP Index 0.0718 0.0693 3.59% 0.07 CRISIL 2 Month CP Index 0.1347 0.1295 3.92% 0.13 CRISIL 3 Month CP Index 0.2074 0.1994 4.05% 0.21 CRISIL 6 Month CP Index 0.4352 0.4140 5.08% 0.44 CRISIL 1 Year CP Index 0.8847 0.8374 5.63% 0.88 CRISIL 10 Year SDL Index 9.8414 6.9984 6.76% 7.23 CRISIL 1 Month T-Bill Index 0.0877 0.0849 3.25% 0.09 CRISIL 2 Month T-Bill Index 0.1644 0.1592 3.28% 0.16 Average Average Average Index Average MD Macaulay Maturity YTM Duration CRISIL 91 day T-Bill Index 0.2411 0.2334 3.30% 0.24 CRISIL 182 day T-bill index 0.4904 0.4738 3.50% 0.49 CRISIL 1 Year T-Bill Index 0.9890 0.9537 3.71% 0.99 CRISIL Overnight Index 0.0027 0.0027 3.25% 0.00 CRISIL Broad Based Gilt Index 11.5058 6.4787 6.00% 6.69 CRISIL Broad Based Long Term Gilt Index 20.5857 9.9885 6.71% 10.32 CRISIL Broad Based Medium Term Gilt 7.5573 5.6609 6.23% 5.84 Index CRISIL Broad Based Short Term Gilt Index 2.7419 2.3762 4.75% 2.44 CRISIL Up to 91-Day CD Index 0.1020 0.0986 3.50% 0.10 CRISIL Up to 91-Day CP Index 0.0963 0.0928 3.72% 0.10

Composite Index Weights

The composite indices weights are arrived at keeping in mind the issuance trends, amount outstanding, duration constraints, general asset allocation trends and other constraints defined by the regulations.

Sub-indices Index Sub- Index/ Asset Class Weights (New) April-21 CRISIL AAA up to 1 Year Short Term 5.00% Bond 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 7.00% Term 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% Sub-indices Index Sub- Index/ Asset Class Weights (New) April-21 CRISIL AA+ Medium Term Bond Index 4.00% CRISIL Medium Term Corporate CRISIL AA- Medium Term Bond Index 1.00% Bond Index CRISIL Short Term Gilt Index 10.00% 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 Short Term Credit Risk Index CRISIL AA- Short Term Bond Index 14.00% CRISIL AA Short Term Bond Index 46.00% Sub-indices Index Sub- Index/ Asset Class Weights (New) April-21 CRISIL A Short Term Bond Index 10.00% CRISIL 1 Year T-Bill Index 10.00% CRISIL AAA Medium Term Bond Index 6.77% 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 Medium Term Credit Risk CRISIL AA+ Medium Term Bond Index 0.34% Index 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 AA and AA+ Long Term Bond CRISIL Composite Bond Fund Index 2.00% Index 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 11.00% Bond 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 7.00% Term 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% Sub-indices Index Sub- Index/ Asset Class Weights (New) April-21 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% 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 5.00% Bond 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 1.00% Term 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 1.00% CRISIL Medium Term Debt Index 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 AA and AA+ Long Term Bond CRISIL Medium To Long Term Debt 2.00% Index 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 AAA Long Term Bond Index 52.00% CRISIL Long Term Debt Index CRISIL AA and AA+ Long Term Bond 3.00% Index CRISIL Composite CD Index CRISIL 2 Month CD Index 6.00% Sub-indices Index Sub- Index/ Asset Class Weights (New) April-21 CRISIL 3 Month CD Index 51.00% 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% 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 AA and AA+ Long Term Bond CRISIL Dynamic Debt Index 2.00% Index 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 CRISIL AA Medium Term Bond Index 57.00% Term 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. *Upto 12 Issuers will be selected  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  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.

 The index is rebalanced on the 1st business day of every quarter.

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

 Perpetual bonds, Floating rate bonds, Tax free bonds and bonds with single option (call/put) are excluded from the universe of bonds

 The index is rebalanced on the 1st business day of every month.

Impact Cost, Rating Downgrade & High Spread for Bond Indices  At reconstitution, based on the liquidity classification of corporate bonds, an impact cost (5- 20 bps) is incorporated to the incoming and outgoing securities based on the liquidity classification of the issuer.  The issuers/securities which have been downgraded and are part of the index, shall be removed from the index with at least one month of notice.

 At the same time issuers/securities that have seen considerable increase in spreads shall be classified as a high spread issuer/security and shall be held in the index for a longer time.

 The table below summarizes the number of months the issuer/security will remain in the index post various events:

No of months to be retained in the Event for Exclusion index Rating downgrade 1 Increase in spread 2 Both rating downgrade and increase in same month 2 Increase in spread followed by rating downgrade in following 2 months Rating downgrade followed by increase in spread 2

Examples:  Any issuer that undergoes a rating downgrade in the first two months of a quarter (outside the rating criteria of the index) while it is a part of an index, will be removed from the index at the end of the quarter. However, if the downgrade happens in the third month of the quarter, the security will remain in the index for an additional month. For instance, if there is a rating downgrade in January or February, it will be removed at the end of March, whereas if there is a rating downgrade in March, it will be removed at the end of April. However, such an issuer will be considered to be a part of the index that represents the rating bucket to which it is downgraded in the April rebalancing (next quarter rebalancing)

 For any issuer, if a security is identified as high spread, it will be removed from the index after two months. For instance, if the said increase in spread happens in January, the security will be removed at the end of March.

 If both rating downgrade and increase in spread over benchmark happen in the same month, the issuer will be removed from the index after two months. For instance, if both happen in January, the security will be removed at the end of March.

 If a rating downgrade and increase in spread happen in consecutive months, in that order, the issuer will be removed after two months. For instance, if there is a rating downgrade in the month of January. Additionally there is a increase in spread over benchmark over a month in February; it will be retained till March end. 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  At reconstitution, an impact cost of 3 bps is incorporated to incoming and outgoing government securities.

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 Fr om 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.  At reconstitution, an impact cost of 3 bps is incorporated to the incoming and outgoing securities.

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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 , 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 (except for floating rate/mibor link securities) 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

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 Maturity Buckets:

Residual maturity (Days) Index as on effective date

CRISIL 1 Month CD Index 15 to 30

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 (except for floating rate/mibor link securities) 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

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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.

 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) Index as 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

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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.  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.

 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) Bucket as 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) Bucket as 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.  Coupon Cash Flow will be reinvested on month end based in the weights of the securities at that point of time.

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 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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CRISIL AAA/AA & AA+ FMP Index

Features  Base Date for the Index: 4th April 2021  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  Index constituents are held till maturity

Key Characteristics  Liquidity: The indices seeks to capture the movement of a portfolio comprising liquid AAA/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

Maturity Buckets:  Securities with the residual maturities between 3 - 3.5 years*

Methodology  Up-to top 12 issuers are identified at the inception by using a consistent liquidity score based on the following parameters analysed : o Volume traded: 70% o No of days traded: 15% o No of trades: 15%  The index will be held till maturity and no rebalancing will be done mid period.

 The security of the selected issuers with residual maturity between 3 - 3.5 years would be selected to be a part of the index

 The weights to the securities are allocated on the basis amount outstanding of issuer  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

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

 In case of rating downgrade, the index will hold the security till its maturity and not rebalance it.

 All cash flows generated in the index will be reinvested in CBLO at the month end.

 The exclusion criteria for selection of credit indices would be the same as the standard indices i.e. Perpetual bonds, Floating rate bonds, Tax free bonds and bonds with single option (call/put) would not form a part of the universe.

*in case no securities are found in 3-3.5 years bucket, the bucket limits will be eased to 2.5-3.5 years

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CRISIL SDL FMP Index

Features:  Base Date for the Index: 4th April 2021

 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 held till maturity.

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.

Maturity Buckets:  Securities with the residual maturities between 3 - 3.5 years*

Methodology :

 Up-to top 12 issuers are selected at the inception based on issuance for last 3 months before the launch of the Index

 The security of the selected issuers with residual maturity between 3 - 3.5 years would be selected to be a part of the index

 The securities in the index will be held till maturity and no rebalancing will be done mid period.

 The weights to the eligible bonds are allocated on the basis amount outstanding of issuer.

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

*in case no securities are found in 3-3.5 years bucket, the bucket limits will be eased to 2.5-3.5 years

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CRISIL Composite FMP Index

Features :

 Base Date the Index: 4th April 2021

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

 The index portfolio marked-to-market on a daily basis using CRISIL SDL Valuations and CRISIL Bond Valuations.

 Derived index from the following sub-indices: o CRISIL AAA FMP Index

o CRISIL SDL FMP Index

Maturity Buckets:  Securities with the residual maturities between 3 - 3.5 years*

Objective:

 To track the performance of a composite debt portfolio having a blend of the CRISIL AAA FMP Index (80%) and CRISIL SDL FMP Index (20%)

*in case no securities are found in 3-3.5 years bucket, the bucket limits will be eased to 2.5-3.5 years

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CRISIL Hybrid FMP Index

Features

 Base Date the Index: 4th April 2021

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

 Debt portion of the index portfolio marked-to-market on a daily basis using CRISIL SDL Valuations and CRISIL Bond Valuations.

 Derived index from the following sub-indices: o CRISIL Composite FMP Index

o S&P BSE 200 TR Index

Maturity Buckets:  Securities with the residual maturities between 3 - 3.5 years*

Objective:

 To track the performance of an hybrid portfolio having a blend of the S&P BSE 200 TR (20%) and CRISIL Composite FMP Index (80%)

*in case no securities are found in 3-3.5 years bucket, the bucket limits will be eased to 2.5-3.5 years

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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, 3 CRISIL Liquid Fund Index 31-Mar-02 CDs and T-bills. CRISIL Low Duration Debt To track the performance of low duration debt portfolio comprising of 4 1-Jan-97 Index short term AAA/AA+/AA rated bonds, CPs and CDs. To track the performance of an ultra-short term debt portfolio comprising CRISIL Ultra Short Term 5 of Treasury Bills, short term AAA/AA+/AA rated corporate bonds, CPs 1-Jan-97 Debt Index and 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. To track the performance of a medium to long term debt portfolio CRISIL Medium To Long 7 comprising of government securities and AAA/AA+/AA rated corporate 1-Jan-97 Term Debt Index 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 31-Mar-02 Corporate Bond Index than 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 31-Mar-02 Corporate Bond Index 3 years and up to 5 years. To track the performance of a corporate debt portfolio comprising of CRISIL Short Term 11 AAA/AA+/AA/AA- rated corporate bonds of residual maturity up to 3 31-Mar-02 Corporate Bond Index years. CRISIL Corporate Bond To track the performance of a corporate debt portfolio comprising of 12 31-Mar-02 Composite Index across maturity AAA/AA+/AA/AA- rated corporate bonds CRISIL Composite Credit To track the performance of a credit risk debt portfolio comprising of 13 31-Mar-02 Risk Index across 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 Credit 14 AAA/AA+/AA/AA-/A/A+/A- rated corporate bonds w ith residual maturities 31-Mar-02 Risk Index up 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 31-Mar-02 Risk Index up 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. To track the performance of a portfolio of government securities w ith 18 CRISIL Short Term Gilt Index 1-Oct-04 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 To track the performance of a portfolio of government securities w ith 20 CRISIL Long Term Gilt Index 1-Oct-04 residual maturity greater than ten years To track the performance of a portfolio comprising most liquid 21 CRISIL Composite Gilt Index government securities, in each of the long term, medium term and short 1-Oct-04 term maturity 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 CRISIL AAA Medium Term 24 AAA rated corporate bonds w ith residual maturity greater than three and 31-Mar-02 Bond Index up to 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 31-Mar-02 Term Bond Index than 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 31-Mar-02 Medium Term Bond Index greater than three and up to five years To track the performance of a short-term debt portfolio consisting of "AA", CRISIL Composite AA Short 28 "AA+" and "AA-" rated corporate bonds w ith residual maturity up to three 31-Mar-02 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 31-Mar-02 Term Bond Index than five years To track the performance of a medium-term debt portfolio consisting of CRISIL AA and AA+ Medium 30 "AA" rated and "AA+" rated corporate bonds w ith residual maturity 31-Mar-02 Term Bond Index greater than 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 Bond To track the performance of a long-term debt portfolio consisting of "AA" 32 31-Mar-02 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 Bond To track the performance of a long-term debt portfolio consisting of "AA-" 34 31-Mar-02 Index rated corporate bonds w ith residual maturity greater than five years To track the performance of a medium-term debt portfolio consisting of CRISIL AA Medium Term 35 "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 CRISIL AA+ Medium Term 36 "AA+" rated corporate bonds w ith residual maturity greater than three 31-Mar-02 Bond Index and up to five years To track the performance of a medium-term debt portfolio consisting of CRISIL AA- Medium Term 37 "AA-" rated corporate bonds w ith residual maturity greater than three and 31-Mar-02 Bond Index up to five years CRISIL AA Short Term Bond To track the performance of a short-term debt portfolio consisting of "AA" 38 31-Mar-02 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 39 31-Mar-02 Bond Index "AA+" 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 To track the performance of a medium to long-term debt portfolio CRISIL A Medium to Long 41 consisting of A rated corporate bonds w ith residual maturity greater than 31-Mar-02 Term Bond Index three years To track the performance of a short-term debt portfolio consisting of A CRISIL A Medium Term 42 rated corporate bonds w ith residual maturity greater than three and up to 31-Mar-02 Bond Index five years CRISIL A Short Term Bond To track the performance of a short-term debt portfolio consisting of A 43 31-Mar-02 Index rated 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 Short 45 rated corporate bonds w ith residual maturity greater than one and up to 31-Mar-02 Term Bond Index three years CRISIL AA and AA+ up to 1 To track the performance of a short-term debt portfolio consisting of AA 46 31-Mar-02 Year Short Term Bond Index and AA+ rated corporate bonds w ith residual maturity up to 1 year To track the performance of a short-term debt portfolio consisting of AA CRISIL AA and AA+ 1 to 3 and AA+ rated corporate bonds w ith residual maturity greater than one 47 Year Short Term Bond Index 31-Mar-02 and up to 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 CRISIL Hybrid 65+35 - 50 blend of the S&P BSE 200 TR(35%) and CRISIL Composite Bond Fund 31-Mar-02 Conservative Index Index (65%)

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Sr. Inception Index Objective No. date To track the performance of a debt-oriented hybrid portfolio having a CRISIL Hybrid 85+15 - 51 blend of the S&P BSE 200 TR(15%) and CRISIL Composite Bond Fund 31-Mar-02 Conservative Index Index (85%) To track the performance of a debt-oriented hybrid portfolio having a CRISIL Short Term Debt 52 blend of S&P BSE 200 TR(40%) and CRISIL Short Term Bond Fund 31-Mar-02 Hybrid 60+40 Fund Index Index (60%). To track the performance of a debt-oriented hybrid portfolio having a CRISIL Short Term Debt 53 blend of S&P BSE 200 TR(25%) and CRISIL Short Term Bond Fund 31-Mar-02 Hybrid 75+25 Fund Index 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 31-Mar-02 Aggressive Index Index (25%). To track the performance of an debt-oriented hybrid portfolio having a CRISIL Hybrid 75+25 - 55 blend of S&P BSE 200 TR(25%) and CRISIL Composite Bond Fund 31-Mar-02 Conservative Index 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 57 CRISIL Equity Savings Index blend of S&P BSE Arbitrage Rate Index (35%), S&P BSE Sensex 50 TR 31-Jan-12 (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 59 CRISIL 1 Month CD Index 31-Mar-02 around 1 month To track the performance of a portfolio of CDs w ith residual maturity 60 CRISIL 2 Month CD Index 31-Mar-02 around 2 months To track the performance of a portfolio of CDs w ith residual maturity 61 CRISIL 3 Month CD Index 31-Mar-02 around 3 months To track the performance of a portfolio of CDs w ith residual maturity 62 CRISIL 6 Month CD Index 31-Mar-02 around 6 months To track the performance of a portfolio of CDs w ith residual maturity 63 CRISIL 1 Year CD Index 31-Mar-02 around 1 year 64 CRISIL Composite CD Index To track the performance of a portfolio of CDs across maturities 30-Sep-10 CRISIL Up to 91-Day CD To track the performance of a portfolio of CDs w ith residual maturity up 65 02-Apr-20 Index to 91 days To track the performance of a portfolio of CPs w ith residual maturity 66 CRISIL 1 Month CP Index 31-Mar-02 around 1 month To track the performance of a portfolio of CPs w ith residual maturity 67 CRISIL 2 Month CP Index 31-Mar-02 around 2 months To track the performance of a portfolio of CPs w ith residual maturity 68 CRISIL 3 Month CP Index 31-Mar-02 around 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 69 CRISIL 6 Month CP Index 31-Mar-02 around 6 months CRISIL 6 Month CP Rate To track the performance of a portfolio of most recently issued A1+ rated 70 30-Apr-07 Index 6 month CP To track the performance of a portfolio of CPs w ith residual maturity 71 CRISIL 1 Year CP Index 31-Mar-02 around 1 year 72 CRISIL Composite CP Index To track the performance of a portfolio of CPs across maturities 30-Apr-07 CRISIL Up to 91-Day CP To track the performance of a portfolio of CPs w ith residual maturity up 73 02-Apr-20 Index to 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 80 CRISIL Money Market Index blend of Commercial Papers (CP), Certificates of Deposits (CD) and 1-Jan-95 Treasury Bills (T-Bill). To track the performance of a money market portfolio comprising of a CRISIL Money Market Index 81 blend of TREPS, Commercial Papers (CP), Certificates of Deposits (CD) 30-Sep-03 - Insurance and Treasury Bills (T-Bill). Dollar Denominated Indices CRISIL Composite Bond To track the performance of CRISIL Composite Bond Fund Index 82 31-Mar-02 Fund Dollar Index (CRISIL Compbex) converted in USD denomination CRISIL Short Term Bond To track the performance of CRISIL Short Term Bond Fund Index 83 31-Mar-02 Fund Dollar Index (CRISIL 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 85 25-Aug-98 Index USD 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 90 31-Mar-02 Term Banking Debt Index bonds 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 91 31-Mar-02 Debt Index bonds issued by Banks w ith residual maturity up to 3 years To track the performance of a debt portfolio that includes corporate CRISIL Medium to Long 92 bonds issued by Public Sector Units (PSU) w ith residual maturity greater 31-Mar-02 Term PSU Debt Index than 3 years To track the performance of a debt portfolio that includes corporate CRISIL Short Term PSU 93 bonds issued by Public Sector Units (PSU) w ith residual maturity up to 3 31-Mar-02 Debt Index years To track the performance of a debt portfolio that includes corporate CRISIL Banking and PSU 94 bonds issued by Public Sector Units (PSU) and Banks along w ith 31-Mar-02 Debt Index certificates of 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 1-Apr-05 around 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. Target Date Indices To track the performance of a portfolio comprising liquid AAA rated 103 CRISIL AAA FMP Index 05-Apr-21 corporate bonds with residual maturity between 3-3.5 years. CRISIL AA & AA+ FMP To track the performance of a portfolio comprising liquid AA+ & AA 104 05-Apr-21 Index rated corporate bonds with residual maturity between 3-3.5 years. To track the performance of a portfolio comprising of most liquid SDL 105 CRISIL SDL FMP Index 05-Apr-21 Bonds with the residual maturity between 3-3.5 years.

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Sr. Inception Index Objective No. date To track the performance of a composite debt portfolio having a CRISIL Composite FMP 106 blend of the CRISIL AAA FMP Index (80%) and CRISIL SDL FMP 05-Apr-21 Index Index (20%) To track the performance of an hybrid portfolio having a blend of 107 CRISIL Hybrid FMP Index the S&P BSE 200 TR (20%) and CRISIL Composite FMP Index 05-Apr-21 (80%)

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Analyst Disclosure Members of the team (including their relatives) involved in the preparation of this report and whose names are published as part of this report hereby affirm that there exists no conflict of interest (including any financial interest or actual/ beneficial ownership of 1% or more of the securities of the subject companies) that can bias the output of the Report. Further, neither the members have served as officers, directors, or employees of the companies analysed in the report in the last 6 months nor have they engaged in market making activities for the subject companies.

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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 w hatsoever 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 w ithout CRISIL’s prior w ritten approval.

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