Debt Quants for the Month of Homepage

November 2018

Debt Funds By Category

Short Term Funds Medium Term Funds Long Term Funds Across Duration

Overnight Medium Duration Banking & PSU

Long Duration

Liquid Corporate Bond Gilt Funds with 10 Year Dynamic Bond

Constant Duration

Ultra Short Duration Credit Risk Floater

Low Duration Med to Long Duration Gilt Funds

Money Market

Short Duration

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king & PSU

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Floater

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 Overnight Funds

Portfolio Indicators
Average Modified
Scheme Name YTM (%) Maturity Expense Ratio
Duration
(Yrs)
HDFC Overnight Fund 6.28 0.01 0.01 0.25
ICICI Prudential Overnight Fund 6.40 0.01 0.01 0.19
L&T Cash Fund 6.30 0.00 0.00 0.80
SBI Overnight Fund 6.39 0.00 0.00 0.16
UTI Overnight Fund 6.40 0.00 0.00 0.22
 Liquid Funds

Portfolio Indicators
Average Modified
Scheme Name YTM (%) Maturity Expense Ratio
Duration
(Yrs)
Aditya Birla Sun Life Liquid Fund 7.42 0.10 0.10 0.23
Axis Liquid Fund 7.35 0.12 0.11 0.16
Baroda Liquid Fund - Plan A 7.47 0.08 0.07 0.22
BNP Paribas Liquid Fund 7.24 0.07 0.07 0.19
DHFL Pramerica Insta Cash Fund 7.14 0.10 0.10 0.21
DSP Liquidity Fund 7.42 0.11 0.10 0.21
Edelweiss Liquid Fund 7.87 0.07 0.07 -
Franklin India Liquid Fund - Super IP 7.80 0.14 0.13 0.86
HDFC Liquid Fund 7.34 0.12 0.11 0.25
HSBC Cash Fund 7.37 0.09 0.09 0.14
ICICI Prudential Liquid Fund 7.45 0.11 0.10 0.22
IDFC Cash Fund 7.12 0.08 0.08 0.15
Kotak Liquid Scheme 7.40 0.09 0.09 0.20
L&T Liquid Fund 7.32 0.12 0.11 0.15
Reliance Liquid Fund 7.66 0.13 0.12 0.23
SBI Liquid Fund 7.48 0.07 0.06 0.25
UTI Liquid Cash Plan 7.43 0.08 NA 0.18
 Ultra Short Duration

Portfolio Indicators
Average Modified
Scheme Name YTM (%) Maturity Expense Ratio
Duration
(Yrs)
Aditya Birla Sun Life Savings Fund 8.40 0.51 0.44 0.34
Axis Ultra Short Term Fund 8.60 0.39 0.35 1.03
Baroda Ultra Short Duration Fund 8.39 0.27 0.25 0.54
DHFL Pramerica Ultra Short-Term Fund 9.98 0.46 0.40 0.50
DSP Ultra Short Fund 8.00 0.36 0.32 1.00
Franklin India Ultra Short Bond Fund - Super IP 9.96 0.55 0.47 0.86
ICICI Prudential Ultra Short Term Fund 8.72 0.33 0.27 0.95
IDFC Ultra Short Term Fund 8.07 0.41 0.39 0.29
Kotak Savings Fund 8.40 0.49 0.45 0.65
L&T Ultra Short Term Fund 8.10 0.35 0.33 0.52
Reliance Ultra Short Duration Fund 9.10 0.43 0.39 1.11
SBI Magnum Ultra Short Duration Fund 7.97 0.29 0.27 0.39
UTI Ultra Short Term Fund 9.49 0.61 0.38 0.96
 Low Duration

Portfolio Indicators
Average Modified
Scheme Name YTM (%) Maturity Expense Ratio
Duration
(Yrs)
Aditya Birla Sun Life Low Duration Fund 9.47 0.64 0.59 1.23
Axis Treasury Advantage Fund 8.37 0.59 0.52 0.72
Baroda Treasury Advantage Fund - Plan A 9.49 1.00 0.82 0.91
BNP Paribas Low Duration Fund 8.47 0.54 0.49 0.91
DHFL Pramerica Low Duration Fund 10.26 0.61 0.53 1.24
DSP Low Duration Fund 8.27 0.62 0.56 0.48
Edelweiss Low Duration Fund 8.98 0.61 0.56 -
Franklin India Low Duration Fund 10.35 0.93 0.82 0.78
HDFC Low Duration Fund - Ret 8.37 0.70 0.58 1.03
HSBC Low Duration Fund 8.58 0.74 0.59 1.04
ICICI Prudential Savings Fund 8.40 0.61 0.51 0.45
IDFC Low Duration Fund 8.10 0.61 0.53 0.53
Kotak Low Duration Fund - Std 9.75 0.92 0.77 1.05
L&T Low Duration Fund 9.50 1.21 0.83 0.96
Reliance Low Duration Fund 8.87 0.68 0.61 0.63
SBI Magnum Low Duration Fund 8.34 0.57 0.53 0.47
UTI Treasury Advantage Fund 8.54 0.73 0.59 0.42
 Money Market

Portfolio Indicators
Average Modified
Scheme Name YTM (%) Maturity Expense Ratio
Duration
(Yrs)
Aditya Birla Sun Life Money Manager Fund 7.80 0.29 0.29 0.27
DSP Savings Fund 7.67 0.25 0.23 0.49
Franklin India Savings Fund 8.25 0.37 0.34 0.34
HDFC Money Market Fund 7.70 0.24 0.21 0.35
ICICI Prudential Money Market Fund 7.77 0.18 0.17 0.27
IDFC Money Manager Fund 7.76 0.30 0.29 1.14
Kotak Money Market Scheme 8.22 0.25 0.25 0.21
L&T Money Market Fund - Cumulative 8.31 0.30 0.28 0.74
Reliance Money Market Fund 8.07 0.27 0.25 0.25
SBI Savings Fund 8.07 0.23 0.21 0.91
UTI Money Market Fund 8.20 0.15 NA 0.26
 Short Duration

Portfolio Indicators
Average Modified
Scheme Name YTM (%) Maturity Expense Ratio
Duration
(Yrs)
Aditya Birla Sun Life Short Term Opportunities 9.64 2.15 1.63 1.13
Fund
Axis Short Term Fund 8.57 1.60 1.30 0.91
Baroda Short Term Bond Fund 9.84 1.12 0.93 1.32
BNP Paribas Short Term Fund 8.76 1.33 1.13 1.19
DHFL Pramerica Short Maturity Fund 10.53 1.63 1.26 1.36
DSP Short Term Fund 8.43 2.46 1.87 0.99
Edelweiss Short Term Fund 10.43 2.13 1.78 0.74
Franklin India STIP 11.19 2.84 2.07 1.57
HDFC Short Term Debt Fund 8.73 1.34 1.16 0.40
HSBC Short Duration Fund 8.93 1.85 1.42 1.30
ICICI Prudential Short Term Fund 8.59 1.46 1.18 1.15
IDFC Bond Fund - Short Term Plan 8.47 1.97 1.66 0.78
Kotak Bond Short Term Plan 8.71 1.93 1.60 1.14
L&T Short Term Bond Fund 8.62 2.11 1.70 0.73
Reliance Short Term Fund 8.89 1.86 1.46 1.11
SBI Short Term Debt Fund 8.51 1.72 1.42 0.94
UTI Short Term Income Fund 8.67 1.52 1.23 0.88
 Medium Duration

Portfolio Indicators
Average Modified
Scheme Name YTM (%) Maturity Expense Ratio
Duration
(Yrs)
Aditya Birla Sun Life Medium Term Plan 12.32 2.91 2.12 1.66
Axis Strategic Bond Fund 9.85 2.40 1.90 1.05
BNP Paribas Medium Term Fund 8.81 3.81 2.90 1.28
DHFL Pramerica Medium Term Fund 9.63 3.14 2.25 1.04
DSP Bond Fund 8.74 3.63 2.64 0.79
Franklin India Income Opportunities Fund 11.10 4.45 3.09 1.70
HDFC Medium Term Debt Fund 9.04 2.30 1.83 1.29
ICICI Prudential Medium Term Bond Fund 9.73 2.16 1.61 1.54
IDFC Bond Fund - Medium Term Plan 8.51 2.84 2.16 1.45
Kotak Medium Term Fund 10.15 3.07 2.01 1.74
L&T Resurgent India Bond Fund 9.59 4.57 3.09 1.73
Reliance Strategic Debt Fund 10.16 3.41 2.24 1.68
SBI Magnum Medium Duration Fund 9.41 3.14 2.36 1.25
UTI Medium Term Fund 10.13 2.43 1.86 1.57
 Corporate Bond

Portfolio Indicators
Average Modified
Scheme Name YTM (%) Maturity Expense Ratio
Duration
(Yrs)
Aditya Birla Sun Life Corporate Bond Fund 8.59 2.38 1.79 0.38
Axis Corporate Debt Fund 9.30 1.80 1.40 1.04
BNP Paribas Corporate Bond Fund 9.00 3.03 2.47 0.45
DHFL Pramerica Premier Bond Fund 8.07 1.46 1.18 1.12
DSP Corporate Bond Fund 8.42 2.95 2.45 0.46
Edelweiss Corporate Bond Fund 10.25 3.58 2.65 1.05
Franklin India Corporate Debt Fund 9.60 3.38 2.59 0.90
HDFC Corporate Bond Fund 8.69 2.59 2.00 0.45
ICICI Prudential Corporate Bond Fund 8.62 1.49 1.18 0.54
IDFC Corporate Bond Fund 8.63 1.41 1.24 0.54
Kotak Corporate Bond Fund - Std 8.90 1.04 0.93 0.58
L&T Triple Ace Bond Fund 8.75 8.73 5.72 0.68
Reliance Prime Debt Fund 9.10 1.09 0.95 0.74
UTI Corporate Bond Fund 9.57 2.32 1.97 0.51
 Credit Risk

Portfolio Indicators
Average Modified
Scheme Name YTM (%) Maturity Expense Ratio
Duration
(Yrs)
Aditya Birla Sun Life Credit Risk Fund 11.60 2.02 1.53 1.78
Axis Credit Risk Fund 10.02 1.90 1.60 1.70
Baroda Credit Risk Fund 10.13 1.85 1.42 1.98
DHFL Pramerica Credit Risk Fund 10.34 1.90 1.42 1.86
DSP Credit Risk Fund 9.09 1.44 1.13 1.39
Franklin India Credit Risk Fund 11.25 3.25 2.27 1.75
HDFC Credit Risk Debt Fund 9.79 2.50 1.99 1.63
ICICI Prudential Credit Risk Fund 10.14 1.60 1.30 1.70
IDFC Credit Risk Fund 9.28 1.95 1.62 1.65
Kotak Credit Risk Fund 10.29 2.92 1.57 1.72
L&T Credit Risk Fund 10.25 2.25 1.58 1.76
Reliance Credit Risk Fund 10.88 2.15 1.71 1.66
SBI Credit Risk Fund 9.72 1.76 1.43 1.61
UTI Credit Risk Fund 10.17 1.85 1.38 1.69
 Medium to Long Duration

Portfolio Indicators
Average Modified
Scheme Name YTM (%) Maturity Expense Ratio
Duration
(Yrs)
Aditya Birla Sun Life Income Fund 8.15 5.89 4.13 1.59
Baroda Income Fund 8.68 6.83 4.83 2.49
HDFC Income Fund 8.49 3.65 2.65 2.15
HSBC Debt Fund 7.85 7.20 4.99 2.03
ICICI Prudential Bond Fund 8.48 3.34 2.55 1.07
Kotak Bond Scheme 8.62 5.68 3.81 1.82
Reliance Income Fund - G P 7.71 7.89 5.54 1.75
SBI Magnum Income Fund 8.26 4.92 3.51 1.54
UTI Bond Fund 9.05 2.28 1.78 1.72
 Long Duration

Portfolio Indicators
Average Modified
Scheme Name YTM (%) Maturity Expense Ratio
Duration
(Yrs)
ICICI Prudential Long Term Bond Fund 8.13 10.57 6.85 1.48
IDFC Bond Fund - Income Plan 8.13 6.60 4.73 1.76
Reliance Nivesh Lakshya Fund 7.72 25.54 10.29 0.53
 Gilt Funds with 10 Year Constant Duration

Portfolio Indicators
Average Modified
Scheme Name YTM (%) Maturity Expense Ratio
Duration
(Yrs)
DSP 10Y G-Sec Fund 7.43 8.82 6.18 0.46
ICICI Prudential Constant Maturity Gilt Fund 7.72 9.34 6.36 0.33
IDFC Government Securities Fund Constant 7.91 9.15 6.30 0.48
Maturity Plan
SBI Magnum Constant Maturity Fund 7.59 9.64 6.50 0.74
 Banking & PSU

Portfolio Indicators
Average Modified
Scheme Name YTM (%) Maturity Expense Ratio
Duration
(Yrs)
Aditya Birla Sun Life Banking & PSU Debt Fund 8.36 2.87 2.07 0.65
Axis Banking & PSU Debt Fund 8.32 3.20 2.60 0.56
DHFL Pramerica Banking and PSU Debt Fund 8.85 3.24 2.35 0.75
DSP Banking & PSU Debt Fund 7.96 3.72 2.46 0.47
Edelweiss Banking & PSU Debt Fund 9.15 1.58 1.31 0.54
Franklin India Banking & PSU Debt Fund 8.64 3.32 2.54 0.57
HDFC Banking and PSU Debt Fund 9.00 2.89 2.27 0.80
ICICI Prudential Banking & PSU Debt Fund 8.46 1.45 1.04 0.87
IDFC Banking & PSU Debt Fund 8.54 3.79 2.99 0.51
Kotak Banking and PSU Debt Fund 8.46 1.90 1.49 0.51
L&T Banking and PSU Debt Fund 7.55 0.28 0.26 0.60
Reliance Banking & PSU Debt Fund 8.50 2.52 1.92 0.78
SBI Banking and PSU Fund 8.18 1.88 1.44 0.80
UTI Banking & PSU Debt Fund 8.48 0.88 0.76 0.31
 Dynamic Bond

Portfolio Indicators
Average Modified
Scheme Name YTM (%) Maturity Expense Ratio
Duration
(Yrs)
Aditya Birla Sun Life Dynamic Bond Fund - Ret 9.52 5.74 3.86 1.61
Axis Dynamic Bond Fund 8.94 5.80 4.00 1.41
Baroda Dynamic Bond Fund 8.18 7.89 5.51 1.62
BNP Paribas Flexi Debt Fund 8.07 4.48 3.11 1.66
DHFL Pramerica Dynamic Bond Fund 7.87 7.32 5.01 1.43
DSP Strategic Bond Fund 7.73 8.49 4.92 1.04
Edelweiss Dynamic Bond Fund - Ret 8.51 6.33 4.46 0.99
Franklin India Dynamic Accrual Fund 11.16 3.01 2.17 1.77
HDFC Dynamic Debt Fund 8.67 3.81 2.89 1.85
HSBC Flexi Debt Fund 8.02 6.04 4.31 1.73
ICICI Prudential All Seasons Bond Fund 8.89 3.37 2.42 1.30
IDFC D B F (Re-Launched) 8.17 6.46 4.65 1.58
Kotak Dynamic Bond Fund 8.27 2.56 2.04 1.05
L&T Flexi Bond Fund 8.01 5.71 4.25 1.62
Reliance Dynamic Bond Fund 7.94 6.86 4.91 1.85
SBI Dynamic Bond Fund 7.35 3.51 2.47 1.64
UTI Dynamic Bond Fund 8.80 1.83 1.42 1.72
 Floater Funds

Portfolio Indicators
Average Modified
Scheme Name YTM (%) Maturity Expense Ratio
Duration
(Yrs)
Aditya Birla Sun Life Floating Rate Fund - LTP 8.47 0.82 0.69 0.39
DHFL Pramerica Floating Rate Fund 8.42 0.34 0.30 0.38
Franklin India Floating Rate Fund 8.36 1.32 0.49 0.95
HDFC Floating Rate Debt Fund 8.35 0.72 0.62 0.58
ICICI Prudential Floating Interest Fund 9.07 0.49 0.40 1.32
Reliance Floating Rate Fund 8.85 1.73 1.45 0.60
 Gilt Funds

Portfolio Indicators
Average Modified
Scheme Name YTM (%) Maturity Expense Ratio
Duration
(Yrs)
Aditya Birla Sun Life GSec Fund 7.73 8.93 6.04 1.18
Axis Gilt Fund 7.31 6.50 4.30 0.68
Baroda Gilt Fund 7.65 9.00 6.14 1.96
DHFL Pramerica Gilt Fund 7.84 7.49 5.29 0.73
DSP Government Securities Fund 7.46 9.14 5.51 1.38
Edelweiss G Sec Fund 7.69 7.38 5.18 1.43
Franklin India Government Securities Fund 7.47 10.10 6.15 1.74
HDFC Gilt Fund 7.27 3.50 2.60 0.90
ICICI Prudential Gilt Fund 6.97 2.57 1.82 0.90
IDFC G Sec Fund - Invt Plan (Re-launched) 7.96 7.62 5.43 1.11
Kotak Gilt - Investment Regular Plan 7.71 8.61 5.20 1.46
L&T Gilt Fund 7.71 7.65 5.47 1.74
Reliance Gilt Securities Fund 7.65 6.56 4.83 1.59
SBI Magnum Gilt Fund 7.38 5.80 3.89 1.10
UTI Gilt Fund 7.05 2.52 1.76 0.93