CRISIL Short Term Bond Fund Index Factsheet March 2018

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CRISIL Short Term Bond Fund Index

Factsheet – March, 2018

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About the Index ... 3

Features ... 3

Key Characteristics ... 3

Methodology ... 3

CRISIL Short Term Bond Fund Index: Asset Allocation – March 01, 2018 ... 4

CRISIL Short Term Bond Fund Index Details – March 01, 2018 ... 6

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3 About the Index

CRISIL Short Term Bond Fund Index seeks to track the performance of a debt portfolio that includes government securities, AAA/AA rated corporate bonds, Commercial Papers and Certificates of Deposit.

Features

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

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Base date for the Index : March 31, 2002

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Index portfolio marked-to-market on a daily basis using CRISIL Gilt and Bond valuations

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Index is fully invested at all points of time with no cash component

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Derived index from the following sub-indices

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CRISIL Gilt Index

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CRISIL AAA Short Term Bond Index

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CRISIL AA Short Term Bond Index

−

CRISIL Composite CP Index

−

CRISIL Composite CD Index

Key Characteristics

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Rich history: CRISIL Short Term Bond Fund Index has an inception date of March 31, 2002. Thus the index has been in existence over a decade, seen multiple interest rate cycles, and has stood the test of time

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Liquidity: The index seeks to capture the movement in a portfolio consisting of most liquid government and corporate securities by using appropriate market representation

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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

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Weights to each of the sub-indices rebalanced annually based on market polls

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Index valued on a daily basis using CRISIL Valuation services

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CRISIL Short Term Bond Fund Index: Asset Allocation – March 01, 2018

The securities that form part of the index with effect from March 01, 2018 are as follows:

Sr

No. ISIN Security Name Sub Index Coupon Redemption

Date Weight

1 IN0020170042 06.68% CGL 2031

CRISIL Gilt Index

6.68% 17-Sep-31 3.71%

2 IN0020170026 06.79% CGL 2027 6.79% 15-May-27 3.71%

3 IN0020170174 07.17% CGL 2028 (New 10 year G-sec) 7.17% 8-Jan-28 3.08%

4 IN0020160050 06.84% CGL 2022 6.84% 19-Dec-22 1.25%

5 IN0020060037 08.20% CGL 2022 (Recaptalised Bond) 8.20% 15-Feb-22 1.01%

6 IN0020120013 08.15% CGL 2022 8.15% 11-Jun-22 1.16%

7 IN0020080068 06.05% CGL 2019 (FEB) 6.05% 2-Feb-19 0.94%

8 IN0020060318 07.94% CGL 2021 7.94% 24-May-21 0.91%

9 IN0020150036 07.72% CGL 2025 - New 10 Year G-Sec. 7.72% 25-May-25 1.14%

10 IN0020140029 08.27% CGL 2020 (New 6 Year Bond) 8.27% 9-Jun-20 1.05%

11 IN0020020171 06.35% CGL 2020 6.35% 2-Jan-20 0.96%

12 IN0020130012 07.16% CGL 2023 7.16% 20-May-23 1.07%

13 INE001A07QW7 HDFC 07.33% (Series R- 021) 11-Dec- 2018

CRISIL AAA Short Term Bond Index

7.33% 11-Dec-18 2.60%

14 INE002A08518 RIL 6.95% (PPD Sr E) 14-Dec-2020 6.95% 14-Dec-20 2.60%

15 INE020B08AN6 RECL 06.99% 31-Dec-2020 6.99% 31-Dec-20 2.60%

16 INE110L07013 Reliance Jio Infocomm Ltd. 08.55%

(Series PPD6) 31-Jul-2018 8.55% 31-Jul-18 1.38%

17 INE115A07MM5 LICHF 06.92% (Series NCD-349 -Option

2) 15-Nov-2018 6.92% 15-Nov-18 2.60%

18 INE134E08IU7 Power Finance Corp. 06.90% (Series

161) 16-Jul-2018 6.90% 16-Jul-18 2.60%

19 INE261F08907 NABARD 06.98% (Series 18 G) 30-Sep-

2020 6.98% 30-Sep-20 2.60%

20 INE296A07QC5 Bajaj Finance 07.2525% (Series 223) 10-

Nov-2020 7.25% 10-Nov-20 2.25%

21 INE556F09601 SIDBI 8.04% (Series 6 FY 2015-16) 15-

Mar-2019 8.04% 15-Mar-19 2.09%

22 INE756I07AH4 HDB Financial Services 07.85% (Series

A/1/90) 24-Sep-2018 7.85% 24-Sep-18 1.51%

23 INE916DA7OA5 Kotak Mahindra Prime 07.7612% (Series

III) 29-May-2019 7.76% 29-May-19 1.37%

24 INE148I07FP6 Indiabulls Housing finance 08.80%

(Option II) 10-Aug-2018 8.80% 10-Aug-18 1.80%

25 INE027E07469 L&T Finance 07.85% (Series F of FY 2017-18) 19-Jun-2020

CRISIL AA Short Term Bond Index

7.85% 19-Jun-20 1.90%

26 INE121A07MA8 Cholamandalam Investment & Fin

09.13% 05-Jun-2018 9.13% 5-Jun-18 1.90%

27 INE126D07081 Reliance Commercial Finance 08.80%

(Series - B 07 Type I) 25-Feb-2019 8.80% 25-Feb-19 1.20%

28 INE268A07145 Sterlite Inds 09.10% 05-Apr-2023 P/C 05-

Apr-2018 9.10% 5-Apr-18 1.90%

29 INE306N07JS6 TCFSL 07.6293% (TCFSL M Series FY

2017-18) 28-Mar-2019 7.63% 28-Mar-19 1.90%

30 INE321N07228 KKR India Financial Services 0.00% 07-

Feb-2020 0.00% 7-Feb-20 0.93%

31 INE540P07046 U.P. Power Corporation 08.97% (Series

III 2016-17-A) 15-Feb-2021 8.97% 15-Feb-21 1.88%

32 INE572E09536 PNBHF 07.44% (Series XLI Option A) 31-

Oct-2019 7.44% 31-Oct-19 1.90%

33 INE721A07LT7 STFC 0% (Series PPD 16-17 E-01) 29-

Jun-2018 0.00% 29-Jun-18 1.90%

34 INE774D07PB9 MMFSL 08.51% 22-Jun-2018 8.51% 22-Jun-18 1.43%

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5

Sr

Date Weight 35 INE860H07EB1

Aditya Birla Finance 07.76% (Series ABFL Sub Debt H2 FY 2016-17 ) 23-Nov-

2018

7.76% 23-Nov-18 0.96%

36 INE866I07BA4 IIFL 09.30% (Series A11) 20-Sep-2018 9.30% 20-Sep-18 1.19%

37 INE237A16Z41 Kotak Mahindra Bank Ltd.

CRISIL 2 Month CD Index

- 19-Apr-18 0.60%

38 INE528G16M63 Yes Bank - 18-Apr-18 0.60%

39 INE090A163O0 ICICI Bank Ltd. - 20-Apr-18 0.60%

40 INE683A16KC8 South Indian Bank Ltd. - 17-Apr-18 0.60%

41 INE551W16172 Ujjivan Small Finance Bank Ltd. - 10-Apr-18 0.60%

42 INE503A16ET5 DCB Bank Ltd. - 3-Apr-18 0.60%

43 INE092T16CV9 IDFC Bank ltd. - 9-Apr-18 0.60%

44 INE949L16064 AU Small Finance Bank Ltd. - 9-Apr-18 0.60%

45 INE976G16HF2 RBL Bank Ltd. - 19-Apr-18 0.60%

46 INE238A16Y25 Axis Bank Ltd. - 24-May-18 0.98%

47 INE092T16BG2 IDFC Bank ltd. - 29-May-18 0.98%

48 INE090A160O6 ICICI Bank Ltd. - 31-May-18 0.98%

49 INE526V16218 Abu Dhabi Commercial Bank Ltd. CRISIL 3 Month CD Index

- 6-Jun-18 0.98%

50 INE545U16061 Bandhan Bank Ltd. - 4-Jun-18 0.98%

51 INE237A166D0 Kotak Mahindra Bank Ltd. - 31-May-18 0.98%

52 INE095A16WI7 IndusInd Bank Ltd. - 30-May-18 0.98%

53 INE556F16242 Small Industries Development Bank Of

India - 29-May-18 0.98%

54 INE528G16M89 Yes Bank - 22-May-18 0.98%

55 INE090A160N8 ICICI Bank Ltd.

CRISIL 6 Month CD Index

- 23-Aug-18 0.25%

56 INE237A162B3 Kotak Mahindra Bank Ltd. - 14-Aug-18 0.25%

57 INE514E16BF9 Export Import Bank Of India - 10-Aug-18 0.25%

58 INE528G16L07 Yes Bank - 8-Aug-18 0.25%

59 INE040A16CA2 HDFC Bank Ltd.

- 25-Jan-19 0.53%

60 INE238A16X91 Axis Bank Ltd. - 31-Jan-19 0.53%

61 INE528G16N54 Yes Bank - 1-Feb-19 0.53%

62 INE514E16BG7 Export Import Bank Of India - 8-Feb-19 0.53%

63 INE261F16264 National Bank for Agriculture & Rural Development

CRISIL 1 Year CD

Index - 14-Feb-19 0.53%

64 INE556F16341 Small Industries Development Bank Of

India - 14-Feb-19 0.53%

65 INE090A168O9 ICICI Bank Ltd. - 21-Feb-19 0.53%

66 INE095A16XH7 IndusInd Bank Ltd. - 14-Feb-19 0.53%

67 INE443O16211 Credit Suisse AG - 14-Feb-19 0.53%

68 INE028E14DJ3 Kotak Securities Ltd.

CRISIL 2 Month CP Index

- 13-Apr-18 0.57%

69 INE110L14GF5 Reliance Jio Infocomm Ltd. - 13-Apr-18 0.57%

70 INE871D14JJ5 Infrastructure Leasing & Financial

Services Ltd. (IL&FS) - 16-Apr-18 0.57%

71 INE121H14IP5 IL & FS Financial Services Ltd. - 16-Apr-18 0.57%

72 INE445L14779 Nabha Power Ltd. - 16-Apr-18 0.57%

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Sr

Date Weight

73 INE501G14563 Ht Media Ltd. - 13-Apr-18 0.57%

74 INE854D14209 United Spirits Ltd. - 11-Apr-18 0.57%

75 INE870H14ER2 Network 18 Media & Invst. Ltd. - 13-Apr-18 0.57%

76 INE306N14MT4 Tata Capital Financial Services Ltd. - 9-Apr-18 0.57%

77 INE248U14DC8 IIFL Wealth Finance Ltd. - 13-Apr-18 0.57%

78 INE144H14BP2 Deutsche Investments India Pvt. Ltd.

CRISIL 3 Month CP Index

- 22-May-18 0.78%

79 INE020E14ID2 STCI Finance Ltd. - 22-May-18 0.78%

80 INE896L14BV7 Indostar Capital Finance Ltd. - 6-Jun-18 0.78%

81 INE076B14377 Siyaram Silk Mills Ltd. - 25-May-18 0.78%

82 INE191H14298 PVR Ltd. - 22-May-18 0.78%

83 INE423A14GN9 Adani Enterprises Ltd. - 1-Jun-18 0.78%

84 INE001A14RR1 Housing Development Finance

Corporation Ltd. - 30-May-18 0.78%

85 INE027E14DE6 L&T Finance Ltd. - 25-May-18 0.78%

86 INE722A14BL9 Shriram City Union Finance Ltd. - 25-May-18 0.78%

87 INE523H14A48 JM Financial Products Ltd. - 22-May-18 0.78%

88

CRISIL 6 Month CP

Index - CRISIL 6 Month CP

Index - - 0.30%

89

CRISIL 12 Month

CP Index - CRISIL 1 Year CP

Index - - 1.20%

CRISIL Short Term Bond Fund Index Details – March 01, 2018

Parameters Values

Average Maturity (years) 2.23

Modified Duration (years) 1.68

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CRISIL Short Term Bond Fund Index Factsheet March 2018