CRISIL Indices Factsheet November 02, 2020 1 Table of Contents Constituent Details – 02 November 2020 ................................................................................................................. 3 Portfolio Parameters – 02 November 2020 ............................................................................................................. 40 Composite Index Weights ........................................................................................................................................ 43 Features and Methodology ...................................................................................................................................... 52 Weighing Approach/Methodology .......................................................................................................................... 58 List of CRISIL Indices – Objectives and Inception Dates ..................................................................................... 68 Constituent Details – 02 November 2020 The securities that would form a part of the indices with effect from 02 November 2020 are as follows: Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights HUDCO 08.41% (Series 1 INE031A08699 15-Mar-29 8.41% 7.58% V) 15-Mar-2029 HDFC 07.25% (Series X- 2 INE001A07SO0 17-Jun-30 7.25% 10.00% 006) 17-Jun-2030 IRFC 06.73% (Series 3 INE053F07CQ9 6-Jul-35 6.73% 10.00% 151) 06-Jul-2035 L&T Infrastructure Fin 4 INE691I07EO1 08.10% (Series B of FY 28-Jun-30 8.10% 0.49% 2020-21) 28-Jun-2030 LICHF 08.70% 5 INE115A07OB4 (TRANCHE 382) 23- 23-Mar-29 8.70% 8.66% Mar-2029 NABARD 07.43% CRISIL AAA Long 6 INE261F08BX4 (Series PC1POB1) 31- 31-Jan-30 7.43% 10.00% Term Bond Index Jan-2030 NHAI 07.70% (2019-20 7 INE906B07HH5 13-Sep-29 7.70% 10.00% Series V) 13-Sep-2029 NTPC 08.30% (Series 8 INE733E07KJ7 15-Jan-29 8.30% 8.23% 67) 15-Jan-2029 PFC 07.05% (Series 9 INE134E08KZ2 9-Aug-30 7.05% 10.00% 205-A) 09-Aug-2030 PGC 07.20% (Bonds- 10 INE752E07OG5 9-Aug-27 7.20% 9.68% LX) 09-Aug-2027 Reliance Industries 11 INE002A08534 09.05% (PPD Series - G) 17-Oct-28 9.05% 5.36% 17-Oct-2028 RECL 07.96% (Series 12 INE020B08CX1 15-Jun-30 7.96% 10.00% 199) 15-Jun-2030 Axis Bank Limited 1 INE238A08401 07.60% (Series 3)20- 20-Oct-23 7.60% 9.81% Oct-2023 Exim Bank 06.35% 2 INE514E08FT8 (Series V 01-2025) 18- 18-Feb-25 6.35% 4.44% Feb-2025 CRISIL AAA Medium HPCL 05.36% (Series III) 3 INE094A08077 11-Apr-25 5.36% 4.64% Term Bond Index 11-Apr-2025 HDFC 07.50% (Series- 4 INE001A07SE1 8-Jan-25 7.50% 10.00% W-006) 08-Jan-2025 IOC 06.39% (Series XVI) 5 INE242A08452 6-Mar-25 6.39% 10.00% 06-Mar-2025 6 INE018A08BA7 Larsen & Toubro 28-Apr-25 7.70% 7.04% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 07.70% 28-Apr-2025 LICHF 07.40% (Tranche 7 INE115A07ML7 349, Option I) 06-Sep- 6-Sep-24 7.40% 10.00% 2024 NABARD 05.14% 8 INE261F08CK9 (Series 21 D) 31-Jan- 31-Jan-24 5.14% 9.81% 2024 NHBank 06.88% 21- 9 INE557F08FH9 21-Jan-25 6.88% 4.46% Jan-2025 PFC 07.17% (Series 10 INE134E08KT5 22-May-25 7.17% 10.00% 202-B) 22-May-2025 Reliance Industries Ltd. 11 INE002A08617 07.40% (Series L PPD) 25-Apr-25 7.40% 9.81% 25-April-2025 REC LTD 5.90% (Series 12 INE020B08CZ6 31-Mar-25 5.90% 10.00% 201-A) 31-Mar-2025 Bajaj Finance 0% 1 INE296A07QN2 (Series 230 Option II) 2-Sep-22 0.00% 9.89% 02-Sep-2022 HDB Financial Services 08.00% (SERIES 2019 2 INE756I07CS7 25-Aug-22 8.00% 5.15% A/1(FX)/138) 25-Aug- 2022 HUDCO 08.46% (Series 3 INE031A08632 15-Feb-22 8.46% 6.03% B- 2018) 15-Feb-2022 HDFC 05.40% 11-Aug- 4 INE001A07SP7 11-Aug-23 5.40% 10.00% 2023 IRFC 06.59% (Series 5 INE053F07BZ2 14-Apr-23 6.59% 8.09% 145) 14-Apr-2023 LICHF 08.2534% 6 INE115A07OA6 (TRANCHE 381) 17-Sep- 17-Sep-21 8.25% 10.00% CRISIL AAA Short 2021 Term Bond Index NABARD 06.40% 7 INE261F08CA0 (Series 20K) 31-Jul- 31-Jul-23 6.40% 10.00% 2023 NTPC 06.55% (Series 8 INE733E08148 17-Apr-23 6.55% 5.16% 70) 17-Apr-2023 PFC 05.47% (Series 9 INE134E08LB1 19-Aug-23 5.47% 10.00% 206) 19-Aug-2023 Reliance Industries Ltd. 10 INE002A08625 07.05% (PPD Series M1 13-Sep-23 7.05% 10.00% ) 13-Sep-2023 RECL 05.69% (Series 11 INE020B08DC3 30-Sep-23 5.69% 10.00% 202 B) 30-Sep-2023 Sikka Ports & Terminals 12 INE941D07133 08.45% (PPD 5) 12-Jun- 12-Jun-23 8.45% 5.68% 2023 Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights Birla Corp 09.25% 1 INE340A07084 18-Aug-26 9.25% 7.23% (Option II) 18-Aug-2026 Canara Bank 08.40% (Basel III complaint Tier 2 INE476A08050 27-Apr-26 8.40% 10.00% 2 2016-17) 27-Apr- 2026 Cholamandalam Investment & Fin 3 INE121A08OG9 24-Mar-28 9.05% 3.18% 09.05% (Series SD 57) 24-Mar-2028 Fullerton India Credit 4 INE535H08728 09.30% (Series 13) 08- 8-Jun-28 9.30% 8.68% Jun-2028 Hero Fincorp 08.52% (Series 5 INE957N08037 18-Jun-27 8.52% 7.23% No.HFCL/NCD/023 Tier II 18-Jun-2027 CRISIL AA and AA+ IDFC First Bank 09.15% Long Term Bond 6 INE092T08626 [SERIES IDFC BANK OBB 6-Jan-26 9.15% 10.00% Index 33/2011] 06-Jan-2026 IREDA 07.74% (Series- 7 INE202E08060 8-May-30 7.74% 10.00% X) 08-May-2030 JM Financial Credit Solutions 09.75% 8 INE651J07622 7-Jun-28 9.75% 10.00% (Tranche I Option VI) 07-Jun-2028 MMFSL 08.00% (Series 9 INE774D08MK5 24-Jul-27 8.00% 10.00% IIB) 24-Jul-2027 MANAPPURAM FINANCE LIMITED SR 10 INE522D07BN7 9-Jul-30 09.50% 3.69% 05/2020-21-SR A 9.50 NCD 09JL30 FVRS10LAC THDC India Ltd.(Series 11 INE812V07039 24-Jul-30 7.19% 10.00% III) 07.19% 24-Jul-2030 GE Shipping Co.08.85% 12 INE017A07559 12-Apr-28 8.85% 10.00% 12-Apr-2028 Cholamandalam Investment & Fin 1 INE121A07PM6 8-Jul-25 7.92% 14.29% 07.92% (Option I) 08- Jul-2025 CRISIL AA and AA+ Fullerton India Credit Medium Term Bond 2 INE535H07AO0 09.20% (Series 73) 08- 8-Aug-25 9.20% 14.29% Index Aug-2025 Gujarat State 3 INE08EQ08056 Investments 09.45% 22-Mar-25 9.45% 14.29% (Series 5) 22-Mar-2025 4 INE092T08BY2 IDFC First Bank 08.70% 23-Jun-25 8.70% 14.29% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights [SERIES IDFC BANK OBB 10/2016] 23-Jun-2025 IIFL Wealth Finance 5 INE248U08143 0.00% (Series A3)10- 10-Jan-24 0.00% 14.29% Jan-2024 MMFSL 09.18% 31-Jan- 6 INE774D08LK7 31-Jan-25 9.18% 14.29% 2025 MUTHOOT FINANCE LIMITED SR 9A OPT I 7 INE414G07ET1 18-Jun-25 09.50% 14.29% 9.50 NCD 18JU25 FVRS10LAC FICCL 09.10% (Option I 1 INE535H07AI2 1-Dec-21 9.10% 4.68% Series 68) 01-Dec-2021 Hindalco Industries 2 INE038A07274 9.60% (Series- 2-Aug-22 9.60% 10.00% III(2012)) 02-Aug-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 Wealth Finance 4 INE248U08101 0.00% (Series A) 06- 6-Jun-22 0.00% 2.37% Jun-2022 JM Financial Credit 5 INE651J07580 Solutions 09.25% 7-Aug-21 9.25% 10.00% (Series I) 07-Aug-2021 MMFSL 06.95% (Series 6 INE774D07TR7 16-Jun-22 6.95% 10.00% CRISIL AA and AA+ AH 2020) 16-Jun-2022 Short Term Bond Manappuram Finance Index 08.35% (Series NCD 7 INE522D07BQ0 31-Jan-22 8.35% 6.89% 07A/2020-21) 31-Jan- 2022 Muthoot Finance 8 INE414G07CM0 08.75% (Series XVIII 19-Jun-21 8.75% 10.00% Option V) 19-Jun-2021 Tata Projects Ltd 9 INE725H08055 08.30% (Series D) 30- 30-Aug-23 8.30% 10.00% Aug-2023 GE Shipping Co.09.70% 10 INE017A08185 7-Jan-23 9.70% 6.06% 07-Jan-2023 Bharti Airtel Ltd 08.35% 11 INE397D08037 20-Apr-21 8.35% 10.00% (Series-II) 20-Apr-2021 Bharti Telecom Ltd 12 INE403D08066 08.90% (Series V) 17- 17-Feb-22 8.90% 10.00% Feb-2022 Birla Corp 09.25% 1 INE340A07084 18-Aug-26 9.25% 20.00% CRISIL AA Long Term (Option II) 18-Aug-2026 Bond Index 2 INE092T08626 IDFC First Bank 09.15% 6-Jan-26 9.15% 20.00% Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights [SERIES IDFC BANK OBB 33/2011] 06-Jan-2026 JM Financial Credit Solutions 09.75% 3 INE651J07622 7-Jun-28 9.75% 20.00% (Tranche I Option VI) 07-Jun-2028 MANAPPURAM FINANCE LIMITED SR 4 INE522D07BN7 9-Jul-30 09.50% 20.00% 05/2020-21-SR A 9.50 NCD 09JL30 FVRS10LAC THDC India Ltd.(Series 5 INE812V07039 24-Jul-30 7.19% 20.00% III) 07.19% 24-Jul-2030 Gujarat State 1 INE08EQ08056 Investments 09.45% 22-Mar-25 9.45% 25.00% (Series 5) 22-Mar-2025 IDFC First Bank 08.70% 2 INE092T08BY2 [SERIES IDFC BANK OBB 23-Jun-25 8.70% 25.00% 10/2016] 23-Jun-2025 CRISIL AA Medium IIFL Wealth Finance Term Bond Index 3 INE248U08143 0.00% (Series A3)10- 10-Jan-24 0.00% 25.00% Jan-2024 MUTHOOT FINANCE LIMITED SR 9A OPT I 4 INE414G07ET1 18-Jun-25 09.50% 25.00% 9.50 NCD 18JU25 FVRS10LAC Bharti Airtel Ltd 08.35% 1 INE397D08037 20-Apr-21 8.35% 10.00% (Series-II) 20-Apr-2021 Can Fin Homes 07.89% 2 INE477A07241 18-May-22 7.89% 10.00% (Series 6) 18-May-2022 Gujarat State 3 INE08EQ08023 Investments 09.45% 1-Oct-22 9.45% 10.00% (Series 2) 01-Oct-2022 Hindalco Industries 4 INE038A07274 9.60% (Series- 2-Aug-22 9.60% 10.00% III(2012)) 02-Aug-2022 CRISIL AA Short IDFC First Bank 08.75% Term Bond Index 5 INE092T08CA0 [SERIES IDFC BANK OBB 28-Jul-23 8.75% 10.00% 12/2016] 28-Jul-2023 IIFL Wealth Finance 6 INE248U08101 0.00% (Series A) 06- 6-Jun-22 0.00% 10.00% Jun-2022 JM Financial Credit 7 INE651J07580 Solutions 09.25% 7-Aug-21 9.25% 10.00% (Series I) 07-Aug-2021 Manappuram Finance 8 INE522D07BQ0 08.35% (Series NCD 31-Jan-22 8.35% 10.00% 07A/2020-21) 31-Jan- Redemption Index Index Sr.No ISIN Issuer/Security Name Coupon Date* Weights 2022 Muthoot Finance 9 INE414G07CM0 08.75% (Series XVIII 19-Jun-21 8.75% 10.00% Option V) 19-Jun-2021 Tata Projects Ltd 10 INE725H08055 08.30% (Series D) 30- 30-Aug-23 8.30% 10.00% Aug-2023 Adani Ports & SEZ 1 INE742F07361 4-Jul-26 9.35% 12.50% 09.35% 04-Jul-2026 Canara Bank 08.40% (Basel III complaint Tier 2 INE476A08050 27-Apr-26 8.40% 12.50% 2 2016-17)