Half Yearly Portfolio Disclosure March 2024

Index
Sr No. Short Name Scheme Name Exchange

1 PP001 Parag Parikh Flexi Cap Fund
2 PP002 Parag Parikh Liquid Fund
3 PP003 Parag Parikh ELSS Tax Saver Fund
4 PP005 Parag Parikh Conservative Hybrid Fund
5 PP006 Parag Parikh Arbitrage Fund
6 PP007 Parag Parikh Dynamic Asset Allocation Fund
# 000000
PPFAS Mutual Fund PP001
SCHEME NAME : Parag Parikh Flexi Cap Fund (An open-e
PORTFOLIO STATEMENT AS ON : March 31, 2024
Name of the Instrument / Issuer ISIN
Equity & Equity related

(a) Listed / awaiting listing on Stock Exchanges
HDFC Bank Limited INE040A01034
Bajaj Holdings & Investment Limited INE118A01012
Power Grid Corporation of India Limited INE752E01010
Maruti Suzuki India Limited INE585B01010
ICICI Bank Limited INE090A01021
ITC Limited INE154A01025
Coal India Limited INE522F01014
HCL Technologies Limited INE860A01027
Axis Bank Limited INE238A01034
Kotak Mahindra Bank Limited INE237A01028
Motilal Oswal Financial Services Limited INE338I01027
Balkrishna Industries Limited INE787D01026
NMDC Limited INE584A01023
Multi Commodity Exchange of India Limited INE745G01035
Central Depository Services (India) Limited INE736A01011
Zydus Lifesciences Limited INE010B01027
Infosys Limited INE009A01021
Cipla Limited INE059A01026
Dr. Reddy's Laboratories Limited INE089A01023
Indian Energy Exchange Limited INE022Q01020
Indraprastha Gas Limited INE203G01027
Oracle Financial Services Software Limited INE881D01027
IPCA Laboratories Limited INE571A01038
UTI Asset Management Company Limited INE094J01016
ICRA Limited INE725G01011
EID Parry India Limited INE126A01031
Maharashtra Scooters Limited INE288A01013
Swaraj Engines Limited INE277A01016
Accelya Solutions India Limited INE793A01012
Arbitrage
Bajaj Finance Limited INE296A01024
Zee Entertainment Enterprises Limited INE256A01028
Tata Consultancy Services Limited INE467B01029
IndusInd Bank Limited INE095A01012
Tata Motors Limited INE155A01022
Reliance Industries Limited INE002A01018
Tech Mahindra Limited INE669C01036
Mahindra & Mahindra Limited INE101A01026
Bandhan Bank Limited INE545U01014
Biocon Limited INE376G01013
# 000000
Piramal Enterprises Limited INE140A01024
Hindustan Unilever Limited INE030A01027
HDFC Life Insurance Company Limited INE795G01014
United Spirits Limited INE854D01024
Larsen & Toubro Limited INE018A01030
Total
b) Unlisted
Total
c) Foreign Securities and /or overseas ETF
Microsoft Corp US5949181045
Meta Platforms Registered Shares A US30303M1027
Alphabet Inc A US02079K3059

Amazon Com Inc US0231351067
Total
d) ADR/GDR
Total
d) ReITs
e) InVITs
f) ADR/GDR
DEBT INSTRUMENTS
Corporate Bonds/NCDs
a) Listed/awaiting listing on the stock exchanges
b) Privately Placed/Unlisted
c) Securitised Debt Instruments
d) Central Government Securities
e) State Government Securities
MONEY MARKET INSTRUMENTS
a) Commercial Paper
HDFC Bank Limited (22/04/2024) INE040A14284
Total
b) Certificate of Deposits
# 000000
Canara Bank (22/01/2025) INE476A16XK3
Punjab National Bank (31/01/2025) INE160A16OH8
Union Bank of India (31/01/2025) INE692A16GS3
ICICI Bank Limited (29/10/2024) INE090AD6071
National Bank For Agriculture and Rural Development (17/01/2025) INE261F16769
Bank of Baroda (13/06/2024) INE028A16EN6
Kotak Mahindra Bank Limited (29/01/2025) INE237A168V8
HDFC Bank Limited (28/01/2025) INE040A16EL5
Axis Bank Limited (30/01/2025) INE238AD6645
State Bank of India (17/05/2024) INE062A16499
Bank of Baroda (17/05/2024) INE028A16EJ4
HDFC Bank Limited (09/01/2025) INE040A16EK7
ICICI Bank Limited (13/06/2024) INE090A169Z3
Total
c) Treasury Bills
364 Days Tbill (MD 16/01/2025) IN002023Z448
364 Days Tbill (MD 09/01/2025) IN002023Z430
364 Days Tbill (MD 06/06/2024) IN002023Z117
Total
d) Bills Re- Discounting
OTHERS
a) Mutual Fund Units / Exchange Traded Funds
b) Short Term Deposits
c) Term Deposits Placed as Margins
Total
d) TREPS / Reverse Repo Investments

TREPS
Total
Other Current Assets / (Liabilities)

Net Receivable / (Payable)
Total
GRAND TOTAL (AUM)
DERIVATIVES
Name of the Instrument

Index / Stock Futures
# 000000
Bajaj Finance Limited 25-Apr-2024
Zee Entertainment Enterprises Limited 25-Apr-2024
Tata Consultancy Services Limited 25-Apr-2024
IndusInd Bank Limited 25-Apr-2024
Tata Motors Limited 25-Apr-2024
Reliance Industries Limited 25-Apr-2024
Tech Mahindra Limited 25-Apr-2024
Mahindra & Mahindra Limited 25-Apr-2024
Bandhan Bank Limited 25-Apr-2024
Piramal Enterprises Limited 25-Apr-2024
Hindustan Unilever Limited 25-Apr-2024
HDFC Life Insurance Company Limited 25-Apr-2024
United Spirits Limited 25-Apr-2024
Larsen & Toubro Limited 25-Apr-2024
Biocon Limited 25-Apr-2024
Total
Currency Futures
BSE_FUTCUR_USDINR_26/04/2024
NSE_FUTCUR_USDINR_26/04/2024
Total
Derivatives Total
Notes & Symbols :-

*Traded on US OTC Markets. Underlying shares are listed on Tokyo Stock Exchange
^ The Name of the Industry is in accordance with Industry Classification as recommended by AMFI.
# The Name of the Industry is in accordance with Industry Classification for Foreign Securities is as per NASDAQ.
Notes:
1. Total value provided for securities classified as below investment grade or default and its percentage to NAV - N
Name of security ISIN Code
NIL NIL
Total value provided for securities classified as below investment grade or default and its percentage to NAV - NI
2. Total value and percentage of Illiquid Equity Shares: Nil
3. Plan wise per unit Net Asset Value are as follows:

Plan / Option Sept 29, 2023(Rs.)
Direct Plan 62.8402
Regular Plan 58.4003
4. Total Dividend (Net) declared during the period ended March 31 2024 - Nil
5. Total Bonus declared during the period ended March 31 2024 - Nil
6. Total outstanding exposure in derivative instruments as on Mar 31, 2024 : Rs. (65,40,19,43,858.75)
(Gross exposure means sum of all long and short positions in derivatives)
# 000000
7. Total investment in Foreign Securities / ADRs / GDRs as on Mar 31, 2024 : Rs. 93,73,66,38,803.54
8. Portfolio Turnover Ratio (Including Equity Arbitrage): 25.84
9. Portfolio Turnover Ratio (Excluding Equity Arbitrage): 3.97
10. Repo transactions in corporate debt securities during the period ending Mar 2024 is Nil.
11. Deviation from the valuation prices given by valuation agencies: NIL
12. Disclosure for investments in derivative instruments
A. Hedging Positions through Futures as on 31-March-2024 :
Underlying Series
a. Equity Futures
Bajaj Finance Limited April/24
Bandhan Bank Limited April/24
Biocon Limited April/24
HDFC Life Insurance Company Limited April/24
Hindustan Unilever Limited April/24
IndusInd Bank Limited April/24
Larsen & Toubro Limited April/24
Mahindra & Mahindra Limited April/24
United Spirits Limited April/24
Piramal Enterprises Limited April/24
Reliance Industries Limited April/24
Tata Consultancy Services Limited April/24
Tata Motors Limited April/24
Tech Mahindra Limited April/24
Zee Entertainment Enterprises Limited April/24
b. Currency Future
Currency Derivatives-26-Apr-2024 April/24
Currency Derivatives-26-Apr-2024 April/24
Total %age of existing assets hedged through futures: 10.80%

Note: In addition to this, 15.48% of our Portfolio is in Foreign Securities (USD) and 0.0033% is in Foreign Currency
avoid currency risk.
For the period 01-October-2023 to 31-March-2024, the following details specified for hedging transactions t
Total Number of contracts where futures were bought (opening balance)
Total Number of contracts where futures were bought
Total Number of contracts where futures were sold (opening balance)
Total Number of contracts where futures were sold
Gross Notional Value of contracts where futures were bought (opening balance) Rs.
Gross Notional Value of contracts where futures were bought Rs.
Gross Notional Value of contracts where futures were sold (opening balance) Rs.
Gross Notional Value of contracts where futures were sold Rs.
Net Profit/Loss value on all contracts combined Rs.
# 000000
Exposure created due to over hedging through futures (quantity of hedging position exceeding the quantity of exist
B. Other than Hedging Positions through Futures as on 31-March-2024 : Nil

For the period 01-October-2023 to 31-March-2024, the following details specified for other than hedging tra
C. Hedging Position through Put Option as on 31-March-2024: Nil
D. Other than Hedging Positions through Options as on 31-March-2024: Nil
For the period 01-October-2023 to 31-March-2024, the following details specified for non-hedging transacti
Total Number of contracts entered into
Gross Notional Value of contracts entered into Rs.
Net Profit/Loss value on all contracts (treat premium paid as loss) Rs.
E. Hedging Position through Swaps as on 31-March-2024: Nil
Lumpsum Investment Performance (Compounded annual returns)

Scheme
Date PPFAS FCF

Since Inception (24 May, 2013) 19.53%
March 31, 2023 to March 28, 2024 (Last 1 Year) 40.33%
March 31, 2021 to March 28, 2024 (Last 3 Years) 22.23%
SIP Investment Performance - Parag Parikh Flexi Cap Fund - Regular Plan
Since Inception (24

May, 2013)
Total Amount Invested 1,310,000
Market value of Investment 4,113,862
Returns (Annualised) (%) 19.69%
Nifty 500 (TRI) Returns (Annualised) (%) 16.24%
SIP Investment Performance - Parag Parikh Flexi Cap Fund - Direct Plan
# 000000
Since Inception (24
May, 2013)
Total Amount Invested 1,310,000
Quantitative indicators
Standard Deviation 11.37%
Standard Deviation( Benchmark ) 13.17%
Sharpe Ratio 1.14
Beta 0.70
Treynor Ratio 0.19
VaR -3.82%
Information Ratio 0.287
Risk free rate of return (FIMMDA MIBOR) 7.90%
Debt Quants as on as on March 31, 2024

Macaulay Duration (years) 0.1769
Product Labelling of the Scheme
This product is suitable for investors who are seeking*

The investment objective of the Scheme is to seek to generate long-term capital growth from an actively managed
of Equity and Equity Related Securities. Scheme shall invest in Indian equities, foreign equities and related instrum
securities.
*Investors should consult their financial advisers if in doubt about whether this product is suitable for them
Tier I Benchmark’s Risk-o-meter

NIFTY 500 TRI
# 000000
# 000000
h Flexi Cap Fund (An open-ended dynamic equity scheme investing across large cap, mid-cap, small-cap stocks)
Market value
Rating / Industry ^ Quantity % to AUM
(Rs. in Lakhs)
Banks 33,704,692.00 488,010.24 8.06%

Finance 4,772,429.00 394,811.12 6.52%
Power 134,958,517.00 373,700.13 6.17%
Automobiles 2,762,479.00 348,082.02 5.75%
Banks 28,744,540.00 314,264.06 5.19%
Diversified FMCG 73,149,287.00 313,334.97 5.17%
Consumable Fuels 69,326,793.00 300,947.61 4.97%
IT - Software 18,706,973.00 288,751.48 4.77%
Banks 23,645,558.00 247,616.28 4.09%
Banks 7,762,358.00 138,596.90 2.29%
Capital Markets 7,618,643.00 126,983.73 2.10%
Auto Components 4,189,074.00 97,075.51 1.60%
Minerals & Mining 47,246,858.00 95,320.54 1.57%
Capital Markets 2,492,885.00 83,501.68 1.38%
Capital Markets 4,799,727.00 82,168.93 1.36%
Pharmaceuticals & Biotechnology 7,678,847.00 77,352.87 1.28%
IT - Software 4,702,120.00 70,440.11 1.16%
Capital Markets 44,206,584.00 59,391.55 0.98%
Gas 13,098,505.00 56,428.36 0.93%
IT - Software 534,216.00 46,872.65 0.77%
Capital Markets 3,368,913.00 27,389.26 0.45%
Capital Markets 422,587.00 23,006.06 0.38%
Fertilizers & Agrochemicals 2,259,531.00 12,330.26 0.20%
Finance 80,159.00 5,747.68 0.09%
Industrial Products 47,293.00 1,079.75 0.02%
IT - Software 25,272.00 424.63 0.01%
Finance 362,250.00 26,245.92 0.43%

Entertainment 6,222,000.00 8,620.58 0.14%
IT - Software 164,150.00 6,362.95 0.11%
Banks 265,000.00 4,115.45 0.07%
Automobiles 246,525.00 2,447.50 0.04%
Petroleum Products 65,250.00 1,939.03 0.03%
IT - Software 148,200.00 1,849.68 0.03%
Automobiles 94,500.00 1,815.68 0.03%
Banks 675,000.00 1,215.00 0.02%
Pharmaceuticals & Biotechnology 367,500.00 970.75 0.02%
# 000000
Finance 71,250.00 605.16 0.01%
Diversified FMCG 23,700.00 536.65 0.01%
Insurance 23,100.00 146.30 $0.00%
Beverages 7,000.00 79.40 $0.00%
Construction 1,200.00 45.17 $0.00%
4,298,900.10 70.97%
NIL NIL
NIL NIL
Computer Software: Prepackaged

Software # 733019 257180.78 4.25%
Computer Software: Programming,
Data Processing # 591056 239342.34 3.95%
Computer Software: Programming,
Data Processing # 1873307 235784.17 3.89%
Catalog/Specialty Distribution # 1363203 205059.09 3.39%
937,366.38 15.48%
NIL NIL
- -
NIL NIL
NIL NIL
NIL NIL
NIL NIL
NIL NIL
NIL NIL
NIL NIL
NIL NIL
CRISIL A1+ 500 2,488.81 0.04%

2,488.81 0.04%
# 000000
CRISIL A1+ 4,000 18,844.66 0.31%
CRISIL A1+ 4,000 18,805.70 0.31%
IND A1+ 4,000 18,802.76 0.31%
ICRA A1+ 3,500 16,773.84 0.28%
CRISIL A1+ 3,500 16,503.64 0.27%
IND A1+ 3,000 14,778.36 0.24%
CRISIL A1+ 2,500 11,764.61 0.19%
CARE A1+ 2,500 11,762.76 0.19%
CRISIL A1+ 2,500 11,757.73 0.19%
CARE A1+ 1,500 7,429.50 0.12%
CRISIL A1+ 1,500 7,079.39 0.12%
IND A1+ 1,000 4,952.88 0.08%
CRISIL A1+ 1,000 4,761.69 0.08%
IND A1+ 1,000 4,722.63 0.08%
ICRA A1+ 500 2,463.03 0.04%
CRISIL A1+ 500 2,388.21 0.04%
CRISIL A1+ 500 2,360.77 0.04%
175,952.16 2.89%
Sovereign 25,000,000 23,671.73 0.39%

Sovereign 6,000,000 5,688.51 0.09%
Sovereign 500,000 493.86 0.01%
29,854.10 0.49%
NIL NIL
NIL NIL
NIL NIL
Duration (in Days)
- 0.00%
619,315.51 10.23%
619,315.51 10.23%
(7,933.79) (0.10)%
(7,933.79) (0.10)%
6,055,943.27 100.00%
Market value
Long / Short Quantity % to AUM
(Rs. in Lakhs)
# 000000
Short (362,250) (26,371.62) (0.44)%
Short (6,222,000) (8,757.47) (0.14)%
Short (164,150) (6,413.83) (0.11)%
Short (265,000) (4,138.11) (0.07)%
Short (246,525) (2,467.35) (0.04)%
Short (65,250) (1,951.79) (0.03)%
Short (148,200) (1,864.28) (0.03)%
Short (94,500) (1,830.23) (0.03)%
Short (675,000) (1,226.81) (0.02)%
Short (71,250) (610.36) (0.01)%
Short (23,700) (540.98) (0.01)%
Short (23,100) (147.49) 0.00%
Short (7,000) (79.73) 0.00%
Short (1,200) (45.48) 0.00%
Short (367,500) (977.92) (0.02)%
(57,423.45) (0.95)%
Short (25,000,000.00) (20,860.00) (0.00)

Short (690,000,000.00) (575,736.00) (9.51)%
(596,596.00) (9.85)%
(654,019.45) (10.80)%
nded by AMFI.
ecurities is as per NASDAQ.
and its percentage to NAV - NIL

Total amount due
Net receivable/ market
Net receivable/ market value (including principal and
value
interest)
(Rs. in Lakhs) (as % to NAV) (Rs. in Lakhs)
NIL NIL NIL
nd its percentage to NAV - NIL
Mar 31, 2024(Rs.)

74.8685
69.3187
65,40,19,43,858.75)
# 000000
3,73,66,38,803.54
Long / Short Futures Price when Current price of the Margin maintained in
purchased contract Rs. Lakhs
( Rs. Per unit) ( Rs. Per unit)
Short 6,965.92 7,279.95

Short 182.77 181.75
Short 263.18 266.10
Short 635.89 638.50
Short 2,274.92 2,282.60
Short 1,521.71 1,561.55
Short 3,673.03 3,789.85
Short 1,886.71 1,936.75
15,075.96
Short 1,139.90 1,138.95
Short 868.37 856.65
Short 2,925.74 2,991.25
Short 3,952.40 3,907.30
Short 994.16 1,000.85
Short 1,265.91 1,257.95
Short 143.03 140.75
Short 83.3993 83.4400

Short 83.4029 83.4400 12,157.61
0033% is in Foreign Currency (USD). 9.85% of total Foreign Portfolio (USD) is hedged through Currency Derivatives to
d for hedging transactions through futures which have been squared off/expired :
613082
3371105
613082
3371105
57,099,664,095
301,688,224,968
57,310,209,141
301,980,025,828
502,345,906
# 000000
xceeding the quantity of existing position being hedged) is Nil.
d for other than hedging transactions through futures which have been squared off/expired :
1718
2841
1718
2841
1326839663.97
1811750948.82
1326839663.97
1823989150
12238201.1800005
d for non-hedging transactions through options which have already been exercised/expired :
15,902
17,248,943,250
77,704,106
Scheme Benchmark Index Value of Investment of Rs. 10,0
PPFAS FCF (Direct Plan) Nifty 500 (TRI) Nifty 50 (TRI) PPFAS FCF
20.38% 15.75% 14.30% 69321
41.40% 40.75% 30.27% 14007
23.36% 19.32% 16.35% 18241
23.80% 17.19% 15.27% 27811
20.28% 15.80% 14.16% 58913
March 31, 2021 to March 29, 2019 to March 31, 2014 to

March 31, 2023 to March 28, 2024 March 28, 2024 (Last 3 March 28, 2024 (Last March 28, 2024 (Last
(Last 1 Year) Years) 5 Years) 10 Years)
120,000 360,000 600,000 1,200,000
142,378 497,975 1,107,727 3,377,337
36.36% 22.26% 24.80% 19.64%
36.73% 20.57% 21.66% 16.19%
27.81% 16.88% 18.58% 14.86%
# 000000
March 31, 2023 to March 28, 2024 March 28, 2024 (Last 3 March 28, 2024 (Last March 28, 2024 (Last
(Last 1 Year) Years) 5 Years) 10 Years)
120,000 360,000 600,000 1,200,000
142,984 504,991 1,138,153 3,552,093
37.39% 23.28% 25.93% 20.57%
36.73% 20.57% 21.66% 16.19%
27.81% 16.88% 18.58% 14.86%
Riskometer
th from an actively managed portfolio primarily

n equities and related instruments and debt
product is suitable for them.
# 000000
Back to Index
Yield %
# 000000
7.81%
# 000000
7.56%
7.60%
7.62%
7.49%
7.57%
7.50%
7.53%
7.58%
7.58%
7.53%
7.53%
7.55%
7.58%
7.58%
7.51%
7.56%
7.58%
7.06%
7.06%
6.88%
7.05%
Notes & Symbols
# 000000
# 000000
# 000000
of Investment of Rs. 10,000/-
PPFAS FCF (Direct
Plan)
74866
14113
18750
29096
63372
# 000000
# 000000
PPFAS Mutual Fund
SCHEME NAME :
PORTFOLIO STATEMENT AS ON :
Name of the Instrument / Issuer
DEBT INSTRUMENTS
Total

a) Commercial Paper
National Bank For Agriculture and Rural Development (02/04/2024)
HDFC Bank Limited (16/04/2024)
Total
Indian Bank (02/04/2024)
Union Bank of India (02/04/2024)
ICICI Bank Limited (30/04/2024)
Canara Bank (08/05/2024)
Axis Bank Limited (15/05/2024)
Punjab National Bank (02/04/2024)
Kotak Mahindra Bank Limited (17/04/2024)
Bank of Baroda (02/05/2024)
Total
c) Treasury Bills
# 000000
182 Days Tbill (MD 04/04/2024)
91 Days Tbill (MD 11/04/2024)
91 Days Tbill (MD 18/04/2024)
91 Days Tbill (MD 02/05/2024)
364 Days Tbill (MD 09/05/2024)
91 Days Tbill (MD 16/05/2024)
91 Days Tbill (MD 30/05/2024)
182 Days Tbill (MD 06/06/2024)
91 Days Tbill (MD 20/06/2024)
91 Days Tbill (MD 27/06/2024)
182 Days Tbill (MD 13/06/2024)
182 Days Tbill (MD 11/04/2024)
364 Days Tbill (MD 25/04/2024)
364 Days Tbill (MD 30/05/2024)
Total
OTHERS
Total
Total
e) Corporate Debt Market Development Fund

Corporate Debt Market Development Fund #
Total

Total
GRAND TOTAL (AUM)
Notes:
1. Total value provided for securities classified as below investment grade or default and its percentage to NAV - NIL
Name of security
# 000000
Name of security
NIL
Total value provided for securities classified as below investment grade or default and its percentage to NAV - NIL

Options
Direct Plan
Parag Parikh Liquid Fund-Direct Plan Growth
Parag Parikh Liquid Fund- Direct Plan- Daily Reinvestment of IDCW*
Parag Parikh Liquid Fund- Direct Plan- Weekly Reinvestment of IDCW*
Parag Parikh Liquid Fund- Direct Plan- Monthly IDCW*
Regular Plan
Parag Parikh Liquid Fund-Regular Plan Growth
Parag Parikh Liquid Fund- Regular Plan- Daily Reinvestment of IDCW*
Parag Parikh Liquid Fund- Regular Plan- Weekly Reinvestment of IDCW*
Parag Parikh Liquid Fund- Regular Plan- Monthly IDCW*
3. Total Dividend (Net) declared during the period ended March 31 2024 :
Record Date
October-23
November-23
December-23
January-24
February-24
March-24
October-23
November-23
December-23
January-24
February-24
March-24
# 000000
Record Date
30/Oct/23
28/Nov/23
26/Dec/23
29/Jan/24
26/Feb/24
26/Mar/24
30/Oct/23
28/Nov/23
Record Date
26/Dec/23
29/Jan/24
26/Feb/24
26/Mar/24
Record Date
3/Oct/23
9/Oct/23
16/Oct/23
23/Oct/23
30/Oct/23
6/Nov/23
# 000000
13/Nov/23
20/Nov/23
28/Nov/23
4/Dec/23
11/Dec/23
18/Dec/23
26/Dec/23
1/Jan/24
8/Jan/24
15/Jan/24
23/Jan/24
29/Jan/24
5/Feb/24
12/Feb/24
20/Feb/24
26/Feb/24
4/Mar/24
11/Mar/24
18/Mar/24
26/Mar/24
Record Date
3/Oct/23
# 000000
9/Oct/23
16/Oct/23
23/Oct/23
30/Oct/23
6/Nov/23
13/Nov/23
20/Nov/23
28/Nov/23
4/Dec/23
11/Dec/23
18/Dec/23
26/Dec/23
1/Jan/24
8/Jan/24
15/Jan/24
23/Jan/24
29/Jan/24
5/Feb/24
12/Feb/24
20/Feb/24
26/Feb/24
4/Mar/24
# 000000
11/Mar/24
18/Mar/24
26/Mar/24
* Pursuant to SEBI Circular vide reference no. SEBI/HO/IMD/DF3/CIR/P/2020/194 dated October 5, 2020 regarding
1st ,2021 Dividend Option(s) / Plan(s) is renamed as Income Distribution cum capital withdrawal (“IDCW”) Option(s
For more details on Dividend history visit our website on following path: https://amc.ppfas.com/schemes/parag-parik
Face Value per unit = Rs.1000/-
5. Total outstanding exposure in derivative instruments as on March 31 2024 - Nil

6. Total investment in Foreign Securities / ADRs / GDRs as on March 31 2024 - Nil
7. Details of transactions of "Credit Default Swap" for the month ended March 31 2024 - Nil
8. Average Portfolio Maturity is 31 days.
9. Repo transactions in corporate debt securities during the period ending March 31 2024 - Nil
10. Portfolio Classification by Asset Class(%) :

T Bills
Goverment Securities
Commercial Papers (CP) / Certificate Of Deposit (CD)
Cash,Cash Equivalents and Net Current Assets including TREPS
11. Portfolio Classification by Rating Class(%) :

Sovereign
CRISIL A1+
Date
Since Inception (11 May, 2018)
# 000000
March 24, 2024 to March 31, 2024 (Last 7 Days)
March 16, 2024 to March 31, 2024 (Last 15 Days)
February 29, 2024 to March 31, 2024 (Last 1 Month)
March 31, 2023 to March 31, 2024 (Last 1 Year)
March 31, 2021 to March 31, 2024 (Last 3 Years)
March 31, 2019 to March 31, 2024 (Last 5 Years)

Avg maturity of the fund (days)
Modified duration (years)
Macaulay Duration (years)
YTM

1.Income over short term.
2.Investments in Debt/Money Market instruments.
*Investors should consult their financial advisers if in doubt about whether this product is suitable for them.

CRISIL Liquid Debt A-I Index
# 000000
PP002
Parag Parikh Liquid Fund (An Open Ended Liquid Scheme. A Relatively Low Interest Rate Risk and Relatively low
March 31, 2024
Market value
ISIN Rating / Industry ^ Quantity
(Rs. in Lakhs)
NIL
NIL
NIL
NIL
NIL
INE261F14KR5 CRISIL A1+ 1,000 4,998.99

INE040A14276 CRISIL A1+ 1,000 4,984.00
INE040A14292 CARE A1+ 1,000 4,975.50
INE261F14KS3 ICRA A1+ 500 2,487.65
INE261F14KT1 CRISIL A1+ 500 2,485.09
19,931.23
INE562A16MK3 CRISIL A1+ 2,000 9,998.01

INE692A16GH6 IND A1+ 2,000 9,997.99
INE090A168Z5 ICRA A1+ 2,000 9,939.83
INE476A16XM9 CRISIL A1+ 2,000 9,924.05
INE238AD6421 CRISIL A1+ 2,000 9,909.81
INE160A16OD7 CRISIL A1+ 1,500 7,498.49
INE237A163T3 CRISIL A1+ 1,000 4,983.73
INE028A16EO4 IND A1+ 1,000 4,968.15
INE237A166T6 CRISIL A1+ 1,000 4,961.37
INE028A16EP1 IND A1+ 500 2,483.56
INE160A16OK2 CRISIL A1+ 500 2,479.99
INE028A16EJ4 IND A1+ 500 2,476.44
79,621.42
# 000000
IN002023Y284 Sovereign 7,500,000 7,495.91
IN002023X427 Sovereign 7,500,000 7,486.36
IN002023X435 Sovereign 7,500,000 7,476.84
IN002023X450 Sovereign 7,500,000 7,457.57
IN002023Z075 Sovereign 7,500,000 7,448.05
IN002023X476 Sovereign 7,500,000 7,438.33
IN002023X518 Sovereign 7,500,000 7,419.35
IN002023Y375 Sovereign 7,500,000 7,407.88
IN002023X542 Sovereign 7,500,000 7,388.27
IN002023X559 Sovereign 7,500,000 7,378.64
IN002023Y383 Sovereign 6,500,000 6,411.81
IN002023Y292 Sovereign 5,000,000 4,990.91
IN002023Z059 Sovereign 5,000,000 4,978.23
IN002023Z109 Sovereign 2,500,000 2,473.12
93,251.27
NIL
NIL
NIL
Duration (in Days) NIL
11,332.86
11,332.86
INF0RQ622028 5,149 524.47
524.47
374.07
374.07
205,035.32
de or default and its percentage to NAV - NIL

Total amount due
ISIN Code value
interest)
# 000000
ISIN Code

NIL NIL NIL NIL
nt grade or default and its percentage to NAV - NIL
Sept 29, 2023(Rs.) MAR 31, 2024(Rs.)
1296.6962 1341.9180
1000.5405 1000.5405
1001.8113 1002.2373
1003.8125 1004.2398
1289.6221 1333.9286
1000.5404 1000.5404
1001.8000 1002.2239
1003.8024 1004.2262
Daily IDCW* (Direct) Dividend Per Unit Dividend Per Unit

(Huf & Individuals) (Others)
Direct Plan- Daily
Reinvestment of IDCW* 5.6827975 5.6827975
Direct Plan- Daily
Direct Plan- Daily
Direct Plan- Daily
Direct Plan- Daily
Direct Plan- Daily
Regular Plan- Daily
Regular Plan- Daily
Regular Plan- Daily
Regular Plan- Daily
Regular Plan- Daily
Regular Plan- Daily
# 000000
Monthly IDCW* (Direct) Dividend Per Unit Dividend Per Unit
Direct Plan- Monthly
IDCW* 6.33920015 6.33920015
IDCW* 5.29720007 5.29720007
IDCW* 5.17199994 5.17199994
IDCW* 6.33319984 6.33319984
IDCW* 5.39439975 5.39439975
IDCW* 5.51530012 5.51530012
Regular Plan- Monthly
IDCW* 6.24479948 6.24479948
IDCW* 5.21770004 5.21770004

IDCW* 5.09490009 5.09490009
IDCW* 6.23960029 6.23960029
IDCW* 5.31720005 5.31720005
IDCW* 5.43600005 5.43600005
Weekly IDCW* (Direct) Dividend Per Unit Dividend Per Unit

Direct Plan- Weekly
Direct Plan- Weekly
Direct Plan- Weekly
Direct Plan- Weekly
Direct Plan- Weekly
Direct Plan- Weekly
# 000000
Direct Plan- Weekly
Direct Plan- Weekly
Direct Plan- Weekly
Direct Plan- Weekly
Direct Plan- Weekly
Direct Plan- Weekly
Direct Plan- Weekly
Direct Plan- Weekly
Direct Plan- Weekly
Direct Plan- Weekly
Direct Plan- Weekly
Direct Plan- Weekly
Direct Plan- Weekly
Direct Plan- Weekly
Direct Plan- Weekly
Direct Plan- Weekly
Direct Plan- Weekly
Direct Plan- Weekly
Direct Plan- Weekly
Direct Plan- Weekly
Weekly IDCW* (Direct) Dividend Per Unit Dividend Per Unit

Regular Plan- Weekly
# 000000
# 000000
F3/CIR/P/2020/194 dated October 5, 2020 regarding ‘Review of Dividend Option(s) / Plan(s) in case of Mutual Fund Schemes, effective Ap
ribution cum capital withdrawal (“IDCW”) Option(s) / Plan(s).
ng path: https://amc.ppfas.com/schemes/parag-parikh-liquid-fund/dividend/
March 31 2024 - Nil

derivatives)
March 31 2024 - Nil
h ended March 31 2024 - Nil
d ending March 31 2024 - Nil
45.49
-
48.56
5.95
45.49
48.56
5.95
Scheme Benchmark Index

CRISIL Liquid Debt A- CRISIL 1 Year T-Bill
PPFAS LF PPFAS LF (Direct Plan) I Index Index
5.01% 5.12% 5.57% 5.83%
# 000000
7.92% 8.02% 7.58% 7.32%
7.18% 7.28% 7.19% 6.39%
7.07% 7.17% 7.23% 7.22%
6.80% 6.90% 7.25% 7.21%
5.08% 5.18% 5.53% 5.15%
4.76% 4.87% 5.27% 5.51%
31.25
0.0775
0.0830
7.12%
Riskometer
about whether this product is suitable for them.
# 000000
Back to Index
Rate Risk and Relatively low Credit Risk)
% to AUM Yield %
NIL
NIL
NIL
NIL
NIL
0.00%
2.44% 7.39%
2.43% 7.82%
2.43% 7.82%
1.21% 7.55%
1.21% 7.55%
9.72%
4.88% 7.25%
4.88% 7.34%
4.85% 7.62%
4.84% 7.55%
4.83% 7.55%
3.66% 7.34%
2.43% 7.45%
2.42% 7.55%
2.42% 7.48%
1.21% 7.55%
1.21% 7.55%
1.21% 7.55%
38.84%
# 000000
3.66% 6.65%
3.65% 6.65%
3.65% 6.65%
3.64% 6.70%
3.63% 6.70%
3.63% 6.73%
3.62% 6.73%
3.61% 6.88%
3.60% 6.90%
3.60% 6.90%
3.13% 6.88%
2.43% 6.65%
2.43% 6.65%
1.21% 6.73%
45.49%
NIL
NIL
NIL
NIL
0.00%
5.53% 6.91%
5.53%
0.26%
0.26%
0.16%
0.16%
100.00%
# 000000
# 000000
# 000000
# 000000
# 000000
ual Fund Schemes, effective April
Value of Investment of Rs. 10,000/-

PPFAS LF (Direct
PPFAS LF Plan)
13339 13419
# 000000
10015 10015
10030 10030
10060 10061
10682 10692
11603 11637
12623 12686
eter
# 000000
SCHEME NAME : Parag Parikh ELSS Tax Saver Fund (A
EQUITY & EQUITY RELATED

a) Listed/awaiting listing on Stock Exchanges
Bajaj Holdings & Investment Limited INE118A01012
Wipro Limited INE075A01022
Maharashtra Scooters Limited INE288A01013
Balkrishna Industries Limited INE787D01026
NMDC Limited INE584A01023
Oracle Financial Services Software Limited INE881D01027
Motilal Oswal Financial Services Limited INE338I01027
VST Industries Limited INE710A01016
Zydus Lifesciences Limited INE010B01027
Cipla Limited INE059A01026
Indraprastha Gas Limited INE203G01027
CMS Info System Limited INE925R01014
UTI Asset Management Company Limited INE094J01016
IPCA Laboratories Limited INE571A01038
Multi Commodity Exchange of India Limited INE745G01035
Central Depository Services (India) Limited INE736A01011
Indian Energy Exchange Limited INE022Q01020
CCL Products (India) Limited INE421D01022
ICRA Limited INE725G01011
EID Parry India Limited INE126A01031
Accelya Solutions India Limited INE793A01012
Total
b) Unlisted
# 000000
d) ReITs
e) InVITs
f) ADR/GDR
DEBT INSTRUMENTS
a) Commercial Paper
Total
State Bank of India (17/05/2024) INE062A16499
Bank of Baroda (13/06/2024) INE028A16EN6
ICICI Bank Limited (13/06/2024) INE090A169Z3
Union Bank of India (31/01/2025) INE692A16GS3
Total
c) Treasury Bills
364 Days Tbill (MD 09/01/2025) IN002023Z430
Total
OTHERS
# 000000
Total

Total
GRAND TOTAL (AUM)
Notes:
NIL NIL

Direct Plan 24.3628
Regular Plan 23.1208
6. Total outstanding exposure in derivative instruments as on March 31 2024 - Nil

8. Portfolio Turnover Ratio : 4.31
# 000000
Scheme
Date PPFAS ELSS

Since Inception (24 July, 2019) 22.99%
March 31, 2023 to March 28, 2024 (Last 1 Year) 33.95%
March 29, 2019 to March 28, 2024 (Last 5 Years) NA
SIP Investment Performance - Parag Parikh ELSS Tax Saver Fund - Regular Plan - Growth
Since Inception (24 July,

2019)
Total Amount Invested 570,000
Market value of Investment 994,215
SIP Investment Performance - Parag Parikh ELSS Tax Saver Fund - Direct Plan - Growth
Since Inception (24 July,

2019)
Total Amount Invested 570,000
Quantitative indicators
Standard Deviation 10.05%
Standard Deviation( Benchmark ) 13.17%
Sharpe Ratio 1.24
Beta 0.66
Treynor Ratio 0.19
VaR -3.29%
Information Ratio 0.257
Risk free rate of return (FIMMDA MIBOR) 7.90%

# 000000
1.Long Term Capital Appreciation.
2.Investment predominantly in equity and equity related securities.

NIFTY 500 TRI
# 000000
LSS Tax Saver Fund (An open ended equity linked saving scheme with a statutory lock in of 3 years and tax benefit)
Market value
(Rs. in Lakhs)
Banks 1,734,973 25,120.67 7.91%

Finance 253,785 20,995.00 6.61%
Power 6,888,300 19,073.70 6.01%
Consumable Fuels 4,364,222 18,945.09 5.97%
Automobiles 136,835 17,241.69 5.43%
Diversified FMCG 3,763,935 16,122.82 5.08%
Banks 1,439,180 15,734.55 4.96%
IT - Software 911,366 14,067.39 4.43%
IT - Software 339,684 13,167.17 4.15%
IT - Software 2,468,377 11,850.68 3.73%
Banks 1,130,472 11,838.30 3.73%
Finance 153,586 11,012.65 3.47%
IT - Software 497,071 7,446.37 2.35%
Banks 395,782 7,066.69 2.23%
Auto Components 247,317 5,731.20 1.81%
Minerals & Mining 2,389,000 4,819.81 1.52%
IT - Software 45,121 3,958.96 1.25%
Capital Markets 230,215 3,837.11 1.21%
Cigarettes & Tobacco Products 106,869 3,815.22 1.20%
Pharmaceuticals & Biotechnology 375,183 3,779.41 1.19%
Gas 691,374 2,978.44 0.94%
Commercial Services & Supplies 709,493 2,771.63 0.87%
Capital Markets 315,084 2,561.63 0.81%
Capital Markets 48,775 1,633.77 0.51%
Capital Markets 81,364 1,392.91 0.44%
Capital Markets 878,211 1,179.88 0.37%
Agricultural Food & other Products 176,391 1,034.18 0.33%
Capital Markets 16,672 907.64 0.29%
Industrial Products 31,709 723.95 0.23%
Fertilizers & Agrochemicals 112,174 612.13 0.19%
IT - Software 9,000 151.22 0.05%
260,104.86 81.95%
NIL NIL
# 000000
NIL NIL
NIL NIL
NIL NIL
NIL NIL
NIL NIL
NIL NIL
NIL NIL
NIL NIL
NIL NIL
CRISIL A1+ 500 2,488.81 0.78%

2,488.81 0.78%
CARE A1+ 500 2,476.50 0.78%

IND A1+ 500 2,463.06 0.78%
ICRA A1+ 500 2,463.03 0.78%
CRISIL A1+ 500 2,397.81 0.76%
CRISIL A1+ 500 2,388.21 0.75%
CRISIL A1+ 500 2,360.77 0.74%
IND A1+ 500 2,350.35 0.74%
16,899.73 5.33%
Sovereign 500,000 474.04 0.00
474.04 0.15%
NIL NIL
NIL NIL
# 000000
NIL NIL
NIL NIL
36,578.08 11.52%
36,578.08 11.52%
936.60 0.27%
936.60 0.27%
317,482.12 100.00%
ntage to NAV - NIL

Total amount due
value
interest)
NIL NIL NIL
s percentage to NAV - NIL
Mar 31, 2024(Rs.)

27.9147
26.3463
# 000000
Scheme Benchmark Index Value of Investment of Rs. 10,000/-
PPFAS ELSS (Direct Plan) Nifty 500 (TRI) Nifty 50 (TRI) PPFAS ELSS
24.51% 19.69% 17.01% 26347
35.42% 40.75% 30.27% 13374
23.34% 19.32% 16.35% 18055
NA NA NA NA
March 31, 2021 to March 29, 2019 to

March 31, 2023 to March 28, 2024 March 28, 2024 (Last 3 March 28, 2024 (Last 5
(Last 1 Year) Years) Years)
120,000 360,000 NA
138,569 487,901 NA
29.94% 20.79% NA
36.73% 20.57% NA
27.81% 16.88% NA
March 31, 2021 to March 29, 2019 to

March 31, 2023 to March 28, 2024 March 28, 2024 (Last 3 March 28, 2024 (Last 5
(Last 1 Year) Years) Years)
120,000 360,000 NA
139,424 497,752 NA
31.37% 22.23% NA
36.73% 20.57% NA
27.81% 16.88% NA
Riskometer
# 000000
duct is suitable for them.
# 000000
Back to Index
rs and tax benefit)
Yield %
# 000000
7.81%
7.53%
7.50%
7.51%
7.52%
7.56%
7.58%
7.62%
0.07
# 000000
6.91%
# 000000
e of Investment of Rs. 10,000/-
PPFAS ELSS (Direct
Plan)
27913
13520
18743
NA
# 000000
PPFAS Mutual Fund
SCHEME NAME :
PORTFOLIO STATEMENT AS ON :
Name of the Instrument / Issuer
EQUITY & EQUITY RELATED

a) Listed/awaiting listing on Stock Exchanges
Petronet LNG Limited
Power Grid Corporation of India Limited
Bajaj Auto Limited
ITC Limited
Coal India Limited
NMDC Limited
Indraprastha Gas Limited
Swaraj Engines Limited
Arbitrage
Tata Motors Limited
HDFC Bank Limited
HCL Technologies Limited
Total
b) Unlisted
c) ReITs
Brookfield India Real Estate Trust
Embassy Office Parks REIT
Mindspace Business Parks REIT
Total
d) Foreign Securities and /or overseas ETF
DEBT INSTRUMENTS
6.88% REC Limited (20/03/2025)

5.96% National Bank For Agriculture and Rural Development (06/02/2025)
8.39% Power Finance Corporation Limited (19/04/2025)
5.63% National Bank For Agriculture and Rural Development (26/02/2025)
7.7% India Grid Trust InvIT Fund (06/05/2028)
# 000000
Total
Total

8.08% Tamilnadu SDL (MD 26/12/2028)
7.83% Maharashtra SDL (MD 08/04/2030)
8.37% Tamil Nadu SDL (MD 05/12/2028)
8.36% Tamil Nadu SDL (MD 12/12/2028)
7.68% Gujarat SDL (MD 15/02/2030)
8.57% Gujarat SDL (MD 06/11/2028)
8.16% Rajasthan SDL (MD 09/05/2028)
8% Kerala SDL (MD 11/04/2028)
7.7% Andhra Pradesh SDL (MD 23/03/2030)
8.34% Punjab SDL (MD 30/05/2028)
7.63% Haryana SDL (MD 01/06/2028)
8.48% Kerala SDL (MD 08/08/2030)
8.43% Punjab SDL (MD 05/12/2028)
8.42% Madhya Pradesh SDL (MD 08/08/2028)
8.33% Kerala SDL (MD 30/05/2028)
8.29% West Bengal SDL (MD 21/02/2028)
8.15% Tamil Nadu SDL (MD 09/05/2028)
7.1% GOI (MD 18/04/2029)
6.98% Telangana SDL (MD 22/04/2028)
6.79% West Bangal SDL (MD 30/06/2028)
8.5% Gujarat SDL (MD 28/11/2028)
8.45% Uttar Pradesh SDL (MD 27/02/2029)
8.43% Goa SDL (MD 13/03/2029)
8.37% Madhya Pradesh SDL (MD 05/12/2028)
8.41% Kerala SDL (MD 06/06/2028)
8.2% Uttarakhand SDL (MD 09/05/2028)
# 000000
8.08% Karnataka SDL (MD 26/12/2028)
8.15% Chhattisgarh SDL (MD 27/03/2028)
7.99% Punjab SDL (MD 11/04/2028)
7.15% Karnataka SDL (MD 09/10/2028)
6.82% Bihar SDL (MD 14/07/2028)
8.84 % Rajasthan SDL 12/09/2028
8.7% Gujarat SDL (MD 19/09/2028)
8.61% Punjab SDL (MD 14/11/2028)
8.53% Gujarat SDL (MD 20/11/2028)
8.49% Uttarakhand SDL (MD 21/08/2028)
8.28% Gujarat SDL (MD 20/02/2029)
8.31% Jharkhand SDL (MD 13/02/2029)
8.2% Jammu and Kashmir SDL (MD 30/01/2029)
8.17% Gujarat SDL (MD 19/12/2028)
8.29% Haryana SDL (MD 14/03/2028)
8.08% Gujarat SDL (MD 26/12/2028)
8.19% Odisha SDL (MD 09/05/2028)
8.11% Chattisgarh SDL (MD 31/01/2028)
7.97% Assam SDL (MD 18/04/2028)
7.86% Haryana SDL (MD 27/12/2027)
7.06% GOI (MD 10/04/2028)
# 000000
7.24% Haryana SDL (MD 18/03/2029)
7.13% Kerala SDL (MD 10/07/2029)
7.09% Goa SDL (MD 28/08/2029)
6.53% Chattisgarh SDL (MD 15/09/2028)
Total
a) Commercial Paper
Total
Union Bank of India (21/02/2025)
ICICI Bank Limited (29/10/2024)
Total
c) Treasury Bills
364 Days Tbill (MD 09/01/2025)
Total
OTHERS
d) Corporate Debt Market Development Fund

Corporate Debt Market Development Fund #
Total
e) TREPS / Reverse Repo Investments
# 000000
Total

Total
GRAND TOTAL (AUM)
DERIVATIVES

HCL Technologies Limited April 2024 Future
HDFC Bank Limited April 2024 Future
Tata Motors Limited April 2024 Future
Total
Symbols :-
Notes:
Name of security
NIL
Total value provided for securities classified as below investment grade or default and its percentage to NAV - N

Options
Direct Plan
Parag Parikh Conservative Hybrid Fund - Direct Plan - Growth
Parag Parikh Conservative Hybrid Fund - Direct Plan - Monthly IDCW*
Regular Plan
Parag Parikh Conservative Hybrid Fund - Regular Plan - Growth
Parag Parikh Conservative Hybrid Fund - Regular Plan - Monthly IDCW*
3. Total Dividend (Net) declared during the period ended March 31 2024 :
Record Date
# 000000
30/Oct/23
28/Nov/23
26/Dec/23
29/Jan/24
26/Feb/24
26/Mar/24
Record Date
30/Oct/23
28/Nov/23
26/Dec/23
29/Jan/24
26/Feb/24
26/Mar/24
* Pursuant to SEBI Circular vide reference no. SEBI/HO/IMD/DF3/CIR/P/2020/194 dated October 5, 2020 regarding ‘Review of Dividend
Schemes, effective April 1st ,2021 Dividend Option(s) / Plan(s) is renamed as Income Distribution cum capital withdrawal (“IDCW”) Optio
5. Total outstanding exposure in derivative instruments as on March 31, 2024: Rs (16,92,19,525)

7. Details of transactions of "Credit Default Swap" for the month ended March 31 2024 - Nil
8. Average Portfolio Maturity is 1129 days.
10. Portfolio Classification by Asset Class(%) :
# 000000
T Bills
Goverment Securities
Commercial Papers (CP) / Certificate Of Deposit (CD)
Debt Securities
11. Portfolio Classification by Rating Class(%) :

Sovereign
CRISIL AAA
Others
CRISIL A1+

Underlying
HCL Technologies Limited

HDFC Bank Limited
Tata Motors Limited
Total exposure through futures as % of net assets : 0.89%
For the period 01-October-2023 to 31-March-2024, the following details specified for hedging transactions th
Exposure created due to over hedging through futures (quantity of hedging position exceeding the quantity of exist
C. Hedging Position through Put Option as on 31-March-2024 : Nil
D. Other than Hedging Positions through Options as on 31-March-2024 : NIL
# 000000
For the period 01-October-2023 to 31-March-2024, the following details specified for non-hedging transactio
E. Hedging Positions through swaps as on 31-March-2024 : Nil
Lumpsum Investment Performance
Date
Since Inception (26 May, 2021)
March 31, 2023 to March 28, 2024 (Last 1 Year)
SIP Investment Performance - Parag Parikh Conservative Hybrid Fund - Regular Plan - Growth
Total Amount Invested

Market value of Investment
Returns (Annualised) (%)
CRISIL Hybrid 85+15 - Conservative Index Returns (Annualised) (%)
Crisil 10 year Gilt Index Returns (Annualised) (%)
SIP Investment Performance - Parag Parikh Conservative Hybrid Fund - Direct Plan - Growth
Total Amount Invested

Market value of Investment
Returns (Annualised) (%)
CRISIL Hybrid 85+15 - Conservative Index Returns (Annualised) (%)
Crisil 10 year Gilt Index Returns (Annualised) (%)

Avg maturity of the fund (days)
Modified duration (years)
Macaulay Duration (years)
YTM

# 000000
•To generate regular income through investments predominantly in debt and money market instruments
•Long term capital appreciation from the portion of equity investments under the scheme
*Investors should consult their financial advisers if in doubt about whether this product is suitable for them

CRISIL Hybrid 85+15 - Conservative Index TRI
# 000000
PP005
Parag Parikh Conservative Hybrid Fund (An open-ended hybrid scheme investing predominantly in debt instruments
March 31, 2024
Market value
ISIN Rating / Industry ^ Quantity % to AUM
(Rs. in Lakhs)
INE347G01014 Gas 1,664,812 4,381.79 2.32%

INE752E01010 Power 1,534,893 4,250.12 2.25%
INE917I01010 Automobiles 44,624 4,082.27 2.16%
INE154A01025 Diversified FMCG 924,920 3,961.89 2.10%
INE522F01014 Consumable Fuels 888,030 3,854.94 2.04%
INE584A01023 Minerals & Mining 1,120,000 2,259.60 1.20%
INE203G01027 Gas 434,035 1,869.82 0.99%
INE277A01016 Industrial Products 45,306 1,034.38 0.55%
INE155A01022 Automobiles 108,300 1,075.20 0.57%

INE040A01034 Banks 29,700 430.03 0.23%
INE860A01027 IT - Software 11,200 172.88 0.09%
27,372.92 14.50%
NIL NIL
INE0FDU25010 Realty 2,814,280 7,167.97 3.80%

INE041025011 Realty 1,536,079 5,677.50 3.01%
INE0CCU25019 Realty 493,139 1,703.25 0.90%
14,548.73 7.70%
NIL NIL
INE020B08CK8 CRISIL AAA 350 3,472.25 1.84%

INE261F08DM3 ICRA AAA 350 3,450.13 1.83%
INE134E08HD5 CRISIL AAA 150 1,510.39 0.80%
INE261F08DN1 ICRA AAA 150 1,473.51 0.78%
INE219X07215 CRISIL AAA 50,000 494.59 0.26%
# 000000
10,400.87 5.51%
NIL NIL
NIL NIL
- 0.00%
IN3120180200 Sovereign 3,500,000 3,597.26 1.90%

IN2220200017 Sovereign 3,500,000 3,576.21 1.89%
IN2220220122 Sovereign 3,500,000 3,568.63 1.89%
IN2220220130 Sovereign 3,500,000 3,558.04 1.88%
IN3120180176 Sovereign 3,000,000 3,115.31 1.65%
IN3120180184 Sovereign 3,000,000 3,114.52 1.65%
IN2220220148 Sovereign 3,000,000 3,062.13 1.62%
IN1520220238 Sovereign 3,000,000 3,043.84 1.61%
IN1520180184 Sovereign 2,500,000 2,613.74 1.38%
IN3120180192 Sovereign 2,500,000 2,578.11 1.37%
IN2920180030 Sovereign 2,500,000 2,566.09 1.36%
IN2220220080 Sovereign 2,500,000 2,558.96 1.35%
IN2020180013 Sovereign 2,500,000 2,552.82 1.35%
IN1020220738 Sovereign 2,500,000 2,538.74 1.34%
IN1020220662 Sovereign 2,500,000 2,538.07 1.34%
IN2220230055 Sovereign 2,500,000 2,496.33 1.32%
IN1020180304 Sovereign 2,000,000 2,132.74 1.13%
IN2820180049 Sovereign 2,000,000 2,062.49 1.09%
IN1620220070 Sovereign 2,000,000 2,016.05 1.07%
IN2020180070 Sovereign 1,500,000 1,579.85 0.84%
IN2820180114 Sovereign 1,500,000 1,556.99 0.82%
IN2120180053 Sovereign 1,500,000 1,554.89 0.82%
IN2020180039 Sovereign 1,500,000 1,549.35 0.82%
IN3420170182 Sovereign 1,500,000 1,543.75 0.82%
IN2220180052 Sovereign 1,500,000 1,540.79 0.82%
IN3120180036 Sovereign 1,500,000 1,540.15 0.82%
IN2220220049 Sovereign 1,500,000 1,518.37 0.80%
IN0020220011 Sovereign 1,500,000 1,502.77 0.80%
IN4520200044 Sovereign 1,500,000 1,479.41 0.78%
IN3420210046 Sovereign 1,500,000 1,466.89 0.78%
IN1520180200 Sovereign 1,000,000 1,043.24 0.55%
IN3320180166 Sovereign 1,000,000 1,041.59 0.55%
IN1420180151 Sovereign 1,000,000 1,040.63 0.55%
IN3320180034 Sovereign 1,000,000 1,037.28 0.55%
IN2120180095 Sovereign 1,000,000 1,036.94 0.55%
IN2020180047 Sovereign 1,000,000 1,035.83 0.55%
IN3620180023 Sovereign 1,000,000 1,027.82 0.54%
# 000000
IN1920180115 Sovereign 1,000,000 1,027.57 0.54%
IN3520170090 Sovereign 1,000,000 1,025.57 0.54%
IN2820180015 Sovereign 1,000,000 1,018.85 0.54%
IN2220200025 Sovereign 1,000,000 1,010.76 0.54%
IN4520200010 Sovereign 1,000,000 1,003.53 0.53%
IN1020230042 Sovereign 1,000,000 1,001.68 0.53%
IN1920190056 Sovereign 1,000,000 992.01 0.53%
IN4520200093 Sovereign 1,000,000 986.16 0.52%
IN1320210041 Sovereign 1,000,000 979.39 0.52%
IN1020180361 Sovereign 500,000 527.09 0.28%
IN2920180196 Sovereign 500,000 526.87 0.28%
IN1020180411 Sovereign 500,000 526.20 0.28%
IN1020180379 Sovereign 500,000 525.38 0.28%
IN3320180042 Sovereign 500,000 525.09 0.28%
IN1520180119 Sovereign 500,000 524.67 0.28%
IN2920180212 Sovereign 500,000 523.61 0.28%
IN2920180188 Sovereign 500,000 522.83 0.28%
IN2820180106 Sovereign 500,000 522.28 0.28%
IN1520180192 Sovereign 500,000 522.12 0.28%
IN3320180174 Sovereign 500,000 520.49 0.28%
IN3620180106 Sovereign 500,000 520.07 0.28%
IN3320180182 Sovereign 500,000 519.75 0.28%
IN1020140134 Sovereign 500,000 518.78 0.27%
IN1520180291 Sovereign 500,000 518.01 0.27%
IN3420180017 Sovereign 500,000 517.97 0.27%
IN3720180063 Sovereign 500,000 517.87 0.27%
IN2920180097 Sovereign 500,000 517.78 0.27%
IN1020180130 Sovereign 500,000 517.76 0.27%
IN1020180080 Sovereign 500,000 517.33 0.27%
IN3120180218 Sovereign 500,000 516.98 0.27%
IN3420180124 Sovereign 500,000 515.48 0.27%
IN1820180108 Sovereign 500,000 515.41 0.27%
IN1520180226 Sovereign 500,000 515.37 0.27%
IN1620170150 Sovereign 500,000 514.65 0.27%
IN1520180234 Sovereign 500,000 513.85 0.27%
IN2720180032 Sovereign 500,000 513.50 0.27%
IN2920170205 Sovereign 500,000 512.71 0.27%
IN3120180010 Sovereign 500,000 511.76 0.27%
IN3420170216 Sovereign 500,000 511.74 0.27%
IN3520170041 Sovereign 500,000 511.61 0.27%
IN3320180018 Sovereign 500,000 510.03 0.27%
IN1220180021 Sovereign 500,000 509.56 0.27%
IN2220220171 Sovereign 500,000 509.33 0.27%
IN1620170101 Sovereign 500,000 507.29 0.27%
IN1020170131 Sovereign 500,000 506.32 0.27%
IN2220220031 Sovereign 500,000 504.63 0.27%
IN1020220613 Sovereign 500,000 502.76 0.27%
IN0020230010 Sovereign 500,000 500.03 0.26%
IN3420190016 Sovereign 500,000 498.13 0.26%
# 000000
IN1620190190 Sovereign 500,000 496.88 0.26%
IN3120190068 Sovereign 500,000 494.50 0.26%
IN2020190103 Sovereign 500,000 494.25 0.26%
IN1420190085 Sovereign 500,000 492.98 0.26%
IN3420210053 Sovereign 500,000 489.64 0.26%
IN3520210037 Sovereign 500,000 483.77 0.26%
IN2920200317 Sovereign 500,000 477.16 0.25%
110,494.41 58.46%
INE040A14276 CRISIL A1+ 500 2,492.00 1.32%

2,492.00 1.32%
INE160A16OF2 CRISIL A1+ 1,000 4,755.72 2.52%

INE238AD6579 CRISIL A1+ 600 2,856.45 1.51%
INE040A16EH3 CRISIL A1+ 400 1,901.73 1.01%
INE237A168U0 CRISIL A1+ 300 1,446.79 0.77%
INE237A163V9 CRISIL A1+ 300 1,415.88 0.75%
INE692A16GX3 ICRA A1+ 300 1,404.42 0.74%
INE238AD6561 CRISIL A1+ 200 983.52 0.52%
INE090AD6071 ICRA A1+ 200 958.51 0.51%
INE237A162V1 CRISIL A1+ 200 945.94 0.50%
16,668.96 8.83%
IN002023Z430 Sovereign 1,000,000 948.09 0.50%
948.09 0.50%
NIL NIL
NIL NIL
NIL NIL
Duration (in Days) NIL NIL
INF0RQ622028 4,268 434.72 0.23%
434.72 0.23%
2,014.62 1.07%
# 000000
2,014.62 1.07%
3,486.17 1.88%
3,486.17 1.88%
188,861.49 100%
Market value
(Rs. in Lakhs)
Short (11,200.00) (174.33) (0.09)%

Short (29,700.00) (433.95) (0.23)%
Short (108,300.00) (1,083.92) (0.57)%
(1,692.20) (0.89)%
recommended by AMFI.
or default and its percentage to NAV - NIL

Total amount due
Net receivable/ market Net receivable/ market
(including principal and
ISIN Code value value
interest)
NIL NIL NIL NIL
rade or default and its percentage to NAV - NIL
Sept 29, 2023(Rs.) MAR 31, 2024(Rs.)
12.3452 13.4023
10.3752 10.7099
12.2589 13.2887
10.4502 10.7698

# 000000
IDCW* 0.20864470 0.20864470
IDCW* 0.07357673 0.07357673
IDCW* 0.04981722 0.04981722
IDCW* 0.06381221 0.06381221
IDCW* 0.06360143 0.06360143
IDCW* 0.06674265 0.06674265

IDCW* 0.21323620 0.21323620
IDCW* 0.07329354 0.07329354
IDCW* 0.02973684 0.02973684
IDCW* 0.05902660 0.05902660
IDCW* 0.08172750 0.08172750
IDCW* 0.07470862 0.07470862
4 dated October 5, 2020 regarding ‘Review of Dividend Option(s) / Plan(s) in case of Mutual Fund
me Distribution cum capital withdrawal (“IDCW”) Option(s) / Plan(s).
024: Rs (16,92,19,525)
arch 31 2024 - Nil
nded March 31 2024 - Nil
nding March 31 2024 - Nil
# 000000
0.50
58.46
10.15
22.20
5.51
3.18
58.96
5.51
22.20
10.15
3.18
Series Long / Short Futures Price when Current price of the Margin
purchased contract maintained in
( Rs. Per unit) ( Rs. Per unit) Rs. Lakhs
April/24 Short 1,551.99 1,556.50

April/24 Short 1,456.05 1,461.10 583.66
April/24 Short 994.18 1,000.85
details specified for hedging transactions through futures which have been squared off/expired :
277
1,400
277
1,400
ng balance) Rs. 210,853,137
1,241,571,108
balance) Rs. 214,431,037
1,208,455,630
(29,537,578)
edging position exceeding the quantity of existing position being hedged) is Nil.
h-2024 : Nil
h-2024 : NIL
# 000000
details specified for non-hedging transactions through options which have already been exercised/expired :
1036
830,301,500.00
5306386.76
Scheme Benchmark Index Value of Investment of R
PPFAS CHF (Direct CRISIL Hybrid 85+15 Crisil 10 year Gilt

PPFAS CHF Plan) Conservative Index Index PPFAS CHF
10.51% 10.84% 7.06% 3.71% 13285
18.00% 18.35% 12.88% 8.57% 11805
gular Plan - Growth

Since Inception (26 May, March 28, 2024 (Last March 31, 2024 (Last March 28, 2024 (Last 5
2021) 1 Year) 3 Years) Years)
350,000 120,000 NA NA
419,212 131,229 NA NA
12.59% 18.00% NA NA
8.70% 12.38% NA NA
6.19% 8.49% NA NA
rect Plan - Growth

Since Inception (26 May, March 28, 2024 (Last March 31, 2024 (Last March 28, 2024 (Last 5
2021) 1 Year) 3 Years) Years)
350,000 120,000 NA NA
421,157 131,443 NA NA
12.79% 18.17% NA NA
8.61% 12.26% NA NA
6.13% 8.40% NA NA
1456.28
3.1753
3.2982
7.52%
Riskometer
# 000000
n debt and money market instruments
nts under the scheme
out whether this product is suitable for them.
# 000000
Back to Index
antly in debt instruments)
Yield %
7.75%
7.68%
7.69%
7.67%
8.01%
# 000000
7.51%
7.51%
7.51%
7.51%
7.52%
7.52%
7.51%
7.50%
7.52%
7.52%
7.53%
7.51%
7.52%
7.51%
7.51%
7.49%
7.52%
7.59%
7.54%
7.55%
7.59%
7.55%
7.53%
7.55%
7.52%
7.52%
7.51%
7.18%
7.51%
7.54%
7.52%
7.56%
7.57%
7.54%
7.55%
7.53%
7.54%
# 000000
7.51%
7.53%
7.58%
7.51%
7.53%
7.51%
7.50%
7.51%
7.52%
7.52%
7.53%
7.53%
7.53%
7.54%
7.52%
7.53%
7.53%
7.59%
7.52%
7.56%
7.54%
7.56%
7.73%
7.52%
7.57%
7.56%
7.53%
7.54%
7.54%
7.52%
7.57%
7.56%
7.52%
7.56%
7.51%
7.55%
7.52%
7.50%
7.54%
7.53%
7.53%
7.55%
7.50%
7.54%
7.51%
7.52%
7.53%
7.18%
7.54%
# 000000
7.53%
7.50%
7.53%
7.54%
7.54%
7.53%
7.51%
7.82%
7.56%
7.58%
7.58%
7.50%
7.53%
7.62%
7.55%
7.49%
7.53%
7.06%
6.91%
# 000000
Notes & Symbols
# 000000
# 000000
# 000000
Value of Investment of Rs. 10,000/-
PPFAS CHF (Direct Plan)

13398
11840
# 000000
SCHEME NAME : Parag Parikh Arbitrage Fund ( An open ended sc

Bajaj Finance Limited INE296A01024
Canara Bank INE476A01014
State Bank of India INE062A01020
Hindustan Petroleum Corporation Limited INE094A01015
Hindustan Copper Limited INE531E01026
Indian Oil Corporation Limited INE242A01010
Tata Power Company Limited INE245A01021
NTPC Limited INE733E01010
Bank of Baroda INE028A01039
Hindustan Unilever Limited INE030A01027
JSW Steel Limited INE019A01038
Divi's Laboratories Limited INE361B01024
Bharat Electronics Limited INE263A01024
The India Cements Limited INE383A01012
Biocon Limited INE376G01013
Bandhan Bank Limited INE545U01014
Vodafone Idea Limited INE669E01016
L&T Finance Holdings Limited INE498L01015
Gujarat Narmada Valley Fertilizers and Chemicals Limited INE113A01013
Indus Towers Limited INE121J01017
Crompton Greaves Consumer Electricals Limited INE299U01018
Aarti Industries Limited INE769A01020
Bajaj Finserv Limited INE918I01026
United Spirits Limited INE854D01024
Tata Steel Limited INE081A01020
Asian Paints Limited INE021A01026
GAIL (India) Limited INE129A01019
Aurobindo Pharma Limited INE406A01037
The Federal Bank Limited INE171A01029
Abbott India Limited INE358A01014
Power Finance Corporation Limited INE134E01011
Glenmark Pharmaceuticals Limited INE935A01035
Granules India Limited INE101D01020
# 000000
Wipro Limited INE075A01022
PVR INOX Limited INE191H01014
Oil & Natural Gas Corporation Limited INE213A01029
Sun TV Network Limited INE424H01027
Piramal Enterprises Limited INE140A01024
ICICI Lombard General Insurance Company Limited INE765G01017
Dabur India Limited INE016A01026
Apollo Hospitals Enterprise Limited INE437A01024
National Aluminium Company Limited INE139A01034
Escorts Kubota Limited INE042A01014
LTIMindtree Limited INE214T01019
LIC Housing Finance Limited INE115A01026
Jindal Steel & Power Limited INE749A01030
Godrej Consumer Products Limited INE102D01028
Petronet LNG Limited INE347G01014
Tech Mahindra Limited INE669C01036
Dr. Lal Path Labs Limited INE600L01024
Manappuram Finance Limited INE522D01027
RBL Bank Limited INE976G01028
The Indian Hotels Company Limited INE053A01029
City Union Bank Limited INE491A01021
Aditya Birla Capital Limited INE674K01013
Ashok Leyland Limited INE208A01029
Vedanta Limited INE205A01025
Max Financial Services Limited INE180A01020
GMR Airports Infrastructure Limited INE776C01039
IDFC Limited INE043D01016
Hindalco Industries Limited INE038A01020
Birlasoft Limited INE836A01035
Samvardhana Motherson International Limited INE775A01035
HDFC Life Insurance Company Limited INE795G01014
Balrampur Chini Mills Limited INE119A01028
Total
b) Unlisted
Total
Total
d) ADR/GDR
Total
d) ReITs
e) InVITs
f) ADR/GDR
DEBT INSTRUMENTS
# 000000
a) Commercial Paper
Total
ICICI Bank Limited (29/10/2024) INE090AD6071
Total
c) Treasury Bills
364 Days Tbill (MD 24/10/2024) IN002023Z323
Total
OTHERS
Parag Parikh Liquid Fund- Direct Plan- Growth INF879O01068
Total
Total

TREPS
Total

Total
GRAND TOTAL (AUM)
# 000000
DERIVATIVES
Futures Price when
Name of the Instrument purchased
( Rs. Per unit)
HDFC Bank Limited April 2024 Future 1454.94
Reliance Industries Limited April 2024 Future 2964.22
Bajaj Finance Limited April 2024 Future 6785.71
Tata Motors Limited April 2024 Future 985.72
Larsen & Toubro Limited April 2024 Future 3634.86
Canara Bank April 2024 Future 574.69
State Bank of India April 2024 Future 746.40
Tata Consultancy Services Limited April 2024 Future 4045.89
Hindustan Petroleum Corporation Limited April 2024 Future 482.79
Hindustan Copper Limited April 2024 Future 271.62
Indian Oil Corporation Limited April 2024 Future 171.58
Tata Power Company Limited April 2024 Future 397.31
Axis Bank Limited April 2024 Future 1072.68
NTPC Limited April 2024 Future 332.73
Bank of Baroda April 2024 Future 263.57
Zee Entertainment Enterprises Limited April 2024 Future 144.83
Kotak Mahindra Bank Limited April 2024 Future 1768.60
Hindustan Unilever Limited April 2024 Future 2298.82
JSW Steel Limited April 2024 Future 813.68
Divi's Laboratories Limited April 2024 Future 3496.95
Bharat Electronics Limited April 2024 Future 199.12
The India Cements Limited April 2024 Future 208.41
Biocon Limited April 2024 Future 262.82
IndusInd Bank Limited April 2024 Future 1498.16
Bandhan Bank Limited April 2024 Future 195.20
Vodafone Idea Limited April 2024 Future 13.75
L&T Finance Holdings Limited April 2024 Future 159.43
Gujarat Narmada Valley Fertilizers and Chemicals Limited April 634.04
2024 Future
ITC Limited April 2024 Future 414.56
Indus Towers Limited April 2024 Future 261.71
Crompton Greaves Consumer Electricals Limited April 2024 276.63
Future
Aarti Industries Limited April 2024 Future 657.36
ICICI Bank Limited April 2024 Future 1095.65
Bajaj Finserv Limited April 2024 Future 1609.35
United Spirits Limited April 2024 Future 1143.03
Tata Steel Limited April 2024 Future 150.00
Infosys Limited April 2024 Future 1693.04
Asian Paints Limited April 2024 Future 2866.17
GAIL (India) Limited April 2024 Future 178.57
Aurobindo Pharma Limited April 2024 Future 1034.56
The Federal Bank Limited April 2024 Future 152.28
Abbott India Limited April 2024 Future 27038.37
Power Finance Corporation Limited April 2024 Future 399.71
Glenmark Pharmaceuticals Limited April 2024 Future 949.84
Granules India Limited April 2024 Future 428.32
Wipro Limited April 2024 Future 484.26
PVR INOX Limited April 2024 Future 1330.92
Oil & Natural Gas Corporation Limited April 2024 Future 266.99
# 000000
Sun TV Network Limited April 2024 Future 592.67
Piramal Enterprises Limited April 2024 Future 862.03
ICICI Lombard General Insurance Company Limited April 2024 1676.74
Future
Dabur India Limited April 2024 Future 538.32
Apollo Hospitals Enterprise Limited April 2024 Future 6397.02
National Aluminium Company Limited April 2024 Future 151.17
Escorts Kubota Limited April 2024 Future 2785.73
LTIMindtree Limited April 2024 Future 4967.90
LIC Housing Finance Limited April 2024 Future 602.31
Jindal Steel & Power Limited April 2024 Future 812.69
Godrej Consumer Products Limited April 2024 Future 1214.82
Petronet LNG Limited April 2024 Future 277.48
Tech Mahindra Limited April 2024 Future 1263.21
Dr. Lal Path Labs Limited April 2024 Future 2239.04
Manappuram Finance Limited April 2024 Future 176.61
RBL Bank Limited April 2024 Future 244.83
Power Grid Corporation of India Limited April 2024 Future 263.87
The Indian Hotels Company Limited April 2024 Future 578.66
City Union Bank Limited April 2024 Future 136.17
Dr. Reddy's Laboratories Limited April 2024 Future 6213.66
Aditya Birla Capital Limited April 2024 Future 175.03
Ashok Leyland Limited April 2024 Future 164.70
Vedanta Limited April 2024 Future 287.46
Max Financial Services Limited April 2024 Future 955.32
GMR Airports Infrastructure Limited April 2024 Future 85.88
IDFC Limited April 2024 Future 112.35
Hindalco Industries Limited April 2024 Future 548.75
Birlasoft Limited April 2024 Future 741.03
Samvardhana Motherson International Limited April 2024 116.95
Future
HDFC Life Insurance Company Limited April 2024 Future 637.85
Maruti Suzuki India Limited April 2024 Future 11503.85
Balrampur Chini Mills Limited April 2024 Future 373.65
Sub Total
Total
Currency Futures
Total
Derivatives Total
Notes & Symbols :-

Notes:
1. Total value provided for securities classified as below investment grade or default and its percentage to NAV -
NIL NIL
# 000000
Total value provided for securities classified as below investment grade or default and its percentage to NAV - N

Direct Plan -
Regular Plan -
6. Total outstanding exposure in derivative instruments as on Mar 31, 2024 : Rs. (3,38,31,54,592.25)
7. Total investment in Foreign Securities / ADRs / GDRs as on March 31, 2024: Nil
For the period 01-October-2023 to 31-March-2024, the following details specified for hedging transactions
Exposure created due to over hedging through futures (quantity of hedging position exceeding the quantity of exis
D. Other than Hedging Positions through Options as on 31-March-2024: nil
For the period 01-October-2023 to 31-March-2024, the following details specified for non-hedging transact

Avg maturity of the fund (days) 74.91
Modified duration (years) 0.1891
YTM 7.21%
# 000000
•To generate income by investing in arbitrage opportunities
• Predominantly investing in arbitrage opportunities in the cash and derivatives segment of the equity market.
*Investors should consult their financial advisers if in doubt about whether this product is suitable for the

NIFTY 50 Arbitrage Total Return Index (TRI)
# 000000
kh Arbitrage Fund ( An open ended scheme investing in arbitrage opportunities )
Market value
(Rs. in Lakhs)
Banks 211,200.00 3,057.96 7.05%

Finance 19,625.00 1,421.88 3.28%
Automobiles 133,950.00 1,329.86 3.06%
Construction 34,200.00 1,287.25 2.97%
Banks 213,300.00 1,239.38 2.86%
Banks 160,500.00 1,207.52 2.78%
IT - Software 26,950.00 1,044.66 2.41%
Non - Ferrous Metals 339,200.00 943.15 2.17%
Petroleum Products 536,250.00 899.56 2.07%
Power 226,125.00 891.38 2.05%
Banks 85,000.00 890.12 2.05%
Power 255,000.00 856.29 1.97%
Banks 304,200.00 803.24 1.85%
Banks 43,600.00 778.48 1.79%
Entertainment 561,000.00 777.27 1.79%
Ferrous Metals 87,075.00 722.90 1.67%
Aerospace & Defense 336,300.00 677.64 1.56%
Cement & Cement Products 258,100.00 548.20 1.26%
Banks 32,000.00 496.96 1.15%
Banks 265,000.00 477.00 1.10%
Telecom - Services 3,600,000.00 477.00 1.10%
Finance 263,258.00 416.61 0.96%
Chemicals & Petrochemicals 66,300.00 414.44 0.95%
Telecom - Services 136,000.00 395.96 0.91%
Consumer Durables 145,800.00 390.02 0.90%
Banks 30,800.00 336.74 0.78%
Finance 20,000.00 328.77 0.76%
Beverages 25,900.00 293.77 0.68%
Ferrous Metals 176,000.00 274.30 0.63%
IT - Software 17,200.00 257.66 0.59%
Consumer Durables 9,000.00 256.21 0.59%
Gas 137,250.00 248.49 0.57%
Banks 140,000.00 210.28 0.48%
Pharmaceuticals & Biotechnology 760.00 206.12 0.47%
Finance 50,375.00 196.59 0.45%
# 000000
IT - Software 33,000.00 158.43 0.37%
Entertainment 11,803.00 156.54 0.36%
Oil 53,900.00 144.48 0.33%
Entertainment 24,000.00 144.06 0.33%
Finance 15,000.00 127.40 0.29%
Insurance 7,500.00 126.34 0.29%
Personal Products 23,750.00 124.25 0.29%
Healthcare Services 1,750.00 111.24 0.26%
Agricultural, Commercial & Constructi 3,300.00 91.65 0.21%
IT - Software 1,800.00 88.89 0.20%
Finance 14,000.00 85.53 0.20%
Ferrous Metals 10,000.00 84.92 0.20%
Gas 30,000.00 78.96 0.18%
IT - Software 6,000.00 74.89 0.17%
Healthcare Services 3,300.00 74.67 0.17%
Finance 42,000.00 72.72 0.17%
Banks 27,500.00 66.08 0.15%
Power 21,600.00 59.81 0.14%
Leisure Services 10,000.00 59.12 0.14%
Banks 40,000.00 54.06 0.12%
Pharmaceuticals & Biotechnology 875.00 53.88 0.12%
Finance 16,200.00 28.41 0.07%
Agricultural, Commercial & Constructi 15,000.00 25.69 0.06%
Diversified Metals 9,200.00 24.99 0.06%
Insurance 2,400.00 24.05 0.06%
Transport Infrastructure 22,500.00 18.36 0.04%
Finance 15,000.00 16.61 0.04%
IT - Software 2,000.00 14.84 0.03%
Auto Components 7,100.00 8.31 0.02%
Insurance 1,100.00 6.97 0.02%
Automobiles 50.00 6.30 0.01%
Agricultural Food & other Products 1,600.00 5.79 0.01%
33,577.65 77.37%
NIL NIL
NIL NIL
NIL NIL
- -
NIL NIL
- -
NIL NIL
NIL NIL
NIL NIL
# 000000
NIL NIL
NIL NIL
NIL NIL
NIL NIL
NIL NIL
CRISIL A1+ 100 498.40 1.15%

498.40 1.15%
ICRA A1+ 300 1,437.76 3.31%

CRISIL A1+ 100 491.76 1.13%
CRISIL A1+ 100 472.15 1.09%
2,401.67 5.53%
Sovereign 500,000 480.83 1.11%

480.83 1.11%
NIL NIL
345,603 4,635.08 10.68%
4,635.08 10.68%
NIL NIL
Duration (in Days)
- 0.00%
1,189.78 2.74%
1,189.78 2.74%
613.79 1.42%
613.79 1.42%
43,397.20 100.00%
# 000000
Current price of the contract Market value
Quantity % to AUM
( Rs. Per unit) (Rs. in Lakhs)
1461.10 (211,200) (3,085.84) (7.11)%

2991.25 (56,750) (1,697.53) (3.91)%
7279.95 (19,625) (1,428.69) (3.29)%
1000.85 (133,950) (1,340.64) (3.09)%
3789.85 (34,200) (1,296.13) (2.99)%
585.65 (213,300) (1,249.19) (2.88)%
756.55 (160,500) (1,214.26) (2.80)%
3907.30 (26,950) (1,053.02) (2.43)%
478.05 (218,700) (1,045.50) (2.41)%
281.20 (339,200) (953.83) (2.20)%
168.85 (536,250) (905.46) (2.09)%
397.30 (226,125) (898.39) (2.07)%
1054.55 (85,000) (896.37) (2.07)%
338.00 (255,000) (861.90) (1.99)%
265.40 (304,200) (807.35) (1.86)%
140.75 (561,000) (789.61) (1.82)%
1800.20 (43,600) (784.89) (1.81)%
2282.60 (33,000) (753.26) (1.74)%
837.10 (87,075) (728.90) (1.68)%
3471.20 (20,600) (715.07) (1.65)%
203.25 (336,300) (683.53) (1.58)%
214.35 (258,100) (553.24) (1.27)%
266.10 (207,500) (552.16) (1.27)%
1561.55 (32,000) (499.70) (1.15)%
181.75 (265,000) (481.64) (1.11)%
13.35 (3,600,000) (480.60) (1.11)%
159.55 (263,258) (420.03) (0.97)%
630.10 (66,300) (417.76) (0.96)%
431.85 (96,000) (414.58) (0.96)%

293.10 (136,000) (398.62) (0.92)%
269.05 (145,800) (392.27) (0.90)%
669.65 (58,000) (388.40) (0.89)%

1102.20 (30,800) (339.48) (0.78)%
1658.20 (20,000) (331.64) (0.76)%
1138.95 (25,900) (294.99) (0.68)%
157.05 (176,000) (276.41) (0.64)%
1506.45 (17,200) (259.11) (0.60)%
2867.15 (9,000) (258.04) (0.59)%
182.30 (137,250) (250.21) (0.58)%
1095.00 (22,000) (240.90) (0.56)%
151.45 (140,000) (212.03) (0.49)%
27342.30 (760) (207.80) (0.48)%
393.50 (50,375) (198.23) (0.46)%
965.75 (18,125) (175.04) (0.40)%
433.20 (38,000) (164.62) (0.38)%
483.25 (33,000) (159.47) (0.37)%
1337.20 (11,803) (157.83) (0.36)%
269.85 (53,900) (145.45) (0.34)%
# 000000
601.15 (24,000) (144.28) (0.33)%
856.65 (15,000) (128.50) (0.30)%
1695.50 (7,500) (127.16) (0.29)%
527.45 (23,750) (125.27) (0.29)%

6397.00 (1,750) (111.95) (0.26)%
153.90 (67,500) (103.88) (0.24)%
2795.80 (3,300) (92.26) (0.21)%
4980.65 (1,800) (89.65) (0.21)%
614.95 (14,000) (86.09) (0.20)%
853.20 (10,000) (85.32) (0.20)%
1256.40 (6,500) (81.67) (0.19)%
264.60 (30,000) (79.38) (0.18)%
1257.95 (6,000) (75.48) (0.17)%
2282.55 (3,300) (75.32) (0.17)%
174.45 (42,000) (73.27) (0.17)%
242.40 (27,500) (66.66) (0.15)%
278.55 (21,600) (60.17) (0.14)%
594.15 (10,000) (59.42) (0.14)%
136.10 (40,000) (54.44) (0.13)%
6205.05 (875) (54.29) (0.13)%
176.80 (16,200) (28.64) (0.07)%
172.35 (15,000) (25.85) (0.06)%
273.75 (9,200) (25.19) (0.06)%
1010.45 (2,400) (24.25) (0.06)%
82.05 (22,500) (18.46) (0.04)%
111.70 (15,000) (16.76) (0.04)%
565.00 (2,800) (15.82) (0.04)%
748.65 (2,000) (14.97) (0.03)%
118.05 (7,100) (8.38) (0.02)%
638.50 (1,100) (7.02) (0.02)%

12662.40 (50) (6.33) (0.01)%
365.40 (1,600) (5.85) (0.01)%
(33,831.59) (78.01)%
(33,831.59) (78.01)%
NIL NIL
- 0.00%
(33,831.59) (78.01)%
recommended by AMFI.
or default and its percentage to NAV - NIL

Total amount due
Net receivable/
market value
interest)
NIL NIL NIL
# 000000
default and its percentage to NAV - NIL
Mar 31, 2024(Rs.)

10.3168
10.3020
24 : Rs. (3,38,31,54,592.25)
Mar 2024 is Nil.
specified for hedging transactions through futures which have been squared off/expired :
8688
8688
7,192,256,086
7,004,370,553
(187,885,532)
position exceeding the quantity of existing position being hedged) is Nil.
specified for non-hedging transactions through options which have already been exercised/expired : Nil
# 000000
Riskometer
atives segment of the equity market.
ether this product is suitable for them.
# 000000
Back to Index
Yield %
# 000000
# 000000
7.82%
7.49%
7.55%
7.58%
7.07%
6.91%
# 000000
Margin maintained in
Rs. Lakhs
7,602.12
# 000000
# 000000
xpired : Nil
# 000000
SCHEME NAME : Parag Parikh Dynamic Asset Allocation Fund

Petronet LNG Limited INE347G01014
VST Industries Limited INE710A01016
Arbitrage
State Bank of India INE062A01020
Hindustan Petroleum Corporation Limited INE094A01015
Aarti Industries Limited INE769A01020
Bajaj Finserv Limited INE918I01026
JSW Steel Limited INE019A01038
Canara Bank INE476A01014
The Federal Bank Limited INE171A01029
Divi's Laboratories Limited INE361B01024
RBL Bank Limited INE976G01028
Tata Steel Limited INE081A01020
Dabur India Limited INE016A01026
Total
b) Unlisted
Total
Total
d) ADR/GDR
Total
d) ReITs
e) InVITs
# 000000
f) ADR/GDR
DEBT INSTRUMENTS

8.39% Power Finance Corporation Limited (19/04/2025) INE134E08HD5
7.25% National Bank For Agriculture and Rural Development (01/08/20INE261F08DQ4
6.88% REC Limited (20/03/2025) INE020B08CK8
Total

7.49% Maharashtra SDL (MD 12/04/2030) IN2220230022
7.45% TELANGANA SDL (MD 02/08/2030) IN4520230165
8.37% Tamilnadu SDL (MD 06/03/2029) IN3120180226
7.7% Andhra Pradesh SDL (MD 06/12/2029) IN1020230620
6.52% Karnataka SDL (MD 16/12/2030) IN1920200491
8.68% Andhra Pradesh SDL (MD 24/10/2030) IN1020180304
7.75% Tamil Nadu SDL (MD 08/04/2030) IN3120200016
7.38% Gujarat SDL (MD 26/04/2030) IN1520230013
Total
a) Commercial Paper
Total
Punjab National Bank (31/01/2025) INE160A16OH8
Union Bank of India (21/02/2025) INE692A16GX3
Total
c) Treasury Bills
364 Days Tbill (MD 16/01/2025) IN002023Z448
Total
# 000000
OTHERS
Parag Parikh Liquid Fund- Direct Plan- Growth INF879O01068
Total
Total

TREPS
Total

Total
GRAND TOTAL (AUM)
DERIVATIVES

Dabur India Limited April 2024 Future
Tata Steel Limited April 2024 Future
RBL Bank Limited April 2024 Future
Infosys Limited April 2024 Future
Divi's Laboratories Limited April 2024 Future
The Federal Bank Limited April 2024 Future
Canara Bank April 2024 Future
IndusInd Bank Limited April 2024 Future
Tata Motors Limited April 2024 Future
JSW Steel Limited April 2024 Future
Bajaj Finserv Limited April 2024 Future
Larsen & Toubro Limited April 2024 Future
HCL Technologies Limited April 2024 Future
Aarti Industries Limited April 2024 Future
Hindustan Petroleum Corporation Limited April 2024 Future
Tata Consultancy Services Limited April 2024 Future
Axis Bank Limited April 2024 Future
HDFC Bank Limited April 2024 Future
State Bank of India April 2024 Future
Zee Entertainment Enterprises Limited April 2024 Future
Reliance Industries Limited April 2024 Future
Total
Currency Futures
Total
Derivatives Total
# 000000
Notes & Symbols :-
*Traded on US OTC Markets. Underlying shares are listed on Tokyo Stock Exchange
Notes:
1. Total value provided for securities classified as below investment grade or default and its percentage to NAV - NI
NIL NIL

Direct Plan
Parag Parikh Dynamic Asset Allocation Fund - Direct Plan - Growth -
Parag Parikh Dynamic Asset Allocation Fund - Direct Plan - Monthly -
Regular Plan
Parag Parikh Dynamic Asset Allocation Fund - Regular Plan - Growth -
Parag Parikh Dynamic Asset Allocation Fund - Regular Plan - Monthly -
6. Total outstanding exposure in derivative instruments as on Mar 31, 2024: Rs (77,66,19,487.5)

7. Total investment in Foreign Securities / ADRs / GDRs as on March 31, 2024: Nil
Underlying Series
Aarti Industries Limited April/24

Bajaj Finserv Limited April/24
Canara Bank April/24
Dabur India Limited April/24
Divi's Laboratories Limited April/24
The Federal Bank Limited April/24
HCL Technologies Limited April/24
# 000000
HDFC Bank Limited April/24
Hindustan Petroleum Corporation Limited April/24
IndusInd Bank Limited April/24
Infosys Limited April/24
JSW Steel Limited April/24
Larsen & Toubro Limited April/24
Reliance Industries Limited April/24
RBL Bank Limited April/24
State Bank of India April/24
Tata Consultancy Services Limited April/24
Tata Motors Limited April/24
Tata Steel Limited April/24
Axis Bank Limited
April/24
Zee Entertainment Enterprises Limited April/24
Total exposure through futures as % of net assets : 22.44%
For the period 01-October-2023 to 31-March-2024, the following details specified for hedging transactions th
D. Other than Hedging Positions through Options as on 31-March-2024: Nil
For the period 01-October-2023 to 31-March-2024, the following details specified for non-hedging transaction

Avg maturity of the fund (days) 1304.68
Modified duration (years) 2.7899
YTM 7.42%

•Capital Appreciation & Income generation over medium to long term.
•Investment in equity and equity related instruments as well as debt
and money market instruments while managing risk through active
asset allocation
# 000000
(CRISIL Hybrid 50+50 Moderate Index)
# 000000
h Dynamic Asset Allocation Fund (An open ended dynamic asset allocation fund)
Market value
(Rs. in Lakhs)
Power 364,781.00 1,010.08 2.92%

Diversified FMCG 234,815.00 1,005.83 2.91%
Consumable Fuels 231,640.00 1,005.55 2.91%
Gas 377,268.00 992.97 2.87%
Cigarettes & Tobacco Produc 23,187.00 827.78 2.39%
Industrial Products 28,794.00 657.40 1.90%

Entertainment 666,000.00 922.74 2.67%
Banks 102,000.00 767.40 2.22%
Banks 41,250.00 597.26 1.73%
Banks 47,500.00 497.42 1.44%
IT - Software 12,600.00 488.41 1.41%
Petroleum Products 97,200.00 462.33 1.34%
IT - Software 19,600.00 302.54 0.87%
Construction 7,800.00 293.58 0.85%
Finance 16,000.00 263.02 0.76%
Ferrous Metals 31,050.00 257.78 0.75%
Automobiles 25,650.00 254.65 0.74%
Banks 13,500.00 209.66 0.61%
Banks 35,100.00 203.95 0.59%
Banks 115,000.00 172.73 0.50%
Pharmaceuticals & Biotechno 3,400.00 117.14 0.34%
IT - Software 5,200.00 77.90 0.23%
Banks 22,500.00 54.07 0.16%
Ferrous Metals 33,000.00 51.43 0.15%
13,203.17 38.20%
NIL NIL
NIL NIL
NIL NIL
- -
NIL NIL
- -
NIL NIL
NIL NIL
# 000000
NIL NIL
CRISIL AAA 100 1,006.92 2.91%

CRISIL AAA 100 993.25 2.87%
CRISIL AAA 100 992.07 2.87%
2,992.24 8.65%
NIL NIL
NIL NIL
NIL NIL
Sovereign 2,000,000 2,012.40 5.82%

Sovereign 1,500,000 1,503.98 4.35%
Sovereign 1,000,000 1,040.00 3.01%
Sovereign 1,000,000 1,015.98 2.94%
Sovereign 1,000,000 1,013.70 2.93%
Sovereign 1,000,000 1,012.25 2.93%
Sovereign 1,000,000 956.71 2.77%
Sovereign 500,000 533.19 1.54%
Sovereign 500,000 511.79 1.48%
Sovereign 500,000 509.80 1.47%
Sovereign 500,000 509.16 1.47%
Sovereign 500,000 500.66 1.45%
Sovereign 500,000 474.62 1.37%
11,594.24 33.53%
NIL NIL
- 0.00%
CRISIL A1+ 200 940.29 2.72%

ICRA A1+ 200 936.28 2.71%
1,876.57 5.43%
Sovereign 500,000 473.43 1.37%

473.43 1.37%
NIL NIL
# 000000
75,002 1,005.90 2.91%
1,005.90 2.91%
NIL NIL
Duration (in Days)
- 0.00%
3,544.33 10.25%
3,544.33 10.25%
(104.31) (0.34)%
(104.31) (0.34)%
34,585.57 100.00%
Market value
(Rs. in Lakhs)
Short (1,250.00) (6.59) (0.02)%

Short (33,000.00) (51.83) (0.15)%
Short (22,500.00) (54.54) (0.16)%
Short (5,200.00) (78.34) (0.23)%
Short (3,400.00) (118.02) (0.34)%
Short (115,000.00) (174.17) (0.50)%
Short (35,100.00) (205.56) (0.59)%
Short (13,500.00) (210.81) (0.61)%
Short (25,650.00) (256.72) (0.74)%
Short (31,050.00) (259.92) (0.75)%
Short (16,000.00) (265.31) (0.77)%
Short (7,800.00) (295.61) (0.85)%
Short (19,600.00) (305.07) (0.88)%
Short (65,000.00) (435.27) (1.26)%
Short (97,200.00) (464.66) (1.34)%
Short (12,600.00) (492.32) (1.42)%
Short (47,500.00) (500.91) (1.45)%
Short (41,250.00) (602.70) (1.74)%
Short (102,000.00) (771.68) (2.23)%
Short (666,000.00) (937.40) (2.71)%
Short (42,750.00) (1,278.76) (3.70)%
(7,766.19) (22.44)%
NIL NIL
- 0.00%
(7,766.19) (22.44)%
# 000000
ge
ended by AMFI.
lt and its percentage to NAV - NIL

Total amount due
Net receivable/ market value (including principal
value
and interest)
NIL NIL NIL
and its percentage to NAV - NIL
Mar 31, 2024(Rs.)
10.0232
10.0235
10.0205
10.0207
77,66,19,487.5)
Long / Short Futures Price when Current price of the Margin

purchased contract maintained in
( Rs. Per unit) ( Rs. Per unit) Rs. Lakhs
Short 665.231523076923 669.65
Short 1592.17498125 1658.2
Short 543.6576 585.65
Short 548.65 527.45
Short 3530.2441 3471.2
Short 155.949956521739 151.45
Short 1552.8232 1556.5
# 000000
Short 1467.844 1461.1
Short 519.5888 478.05
Short 1481.1 1561.55
Short 1666.13461538462 1506.45
Short 818.43256747182 837.1 1766.897
Short 3576.56343076923 3789.85
Short 2961.7795019883 2991.25
Short 263.1944 242.4
Short 761.005820588235 756.55
Short 3970.86033650794 3907.3
Short 989.052700194932 1000.85
Short 145.35 157.05
Short 1088.36769094737 1054.55
Short 153.013671621622 140.75
ed for hedging transactions through futures which have been squared off/expired : Nil
ed for non-hedging transactions through options which have already been exercised/expired :
12
11,844,000
100,800
Riskometer
s product is suitable for them.
# 000000
Back to Index
Yield %
# 000000
7.69%
7.75%
7.75%
7.50%
7.53%
7.52%
7.50%
7.53%
7.51%
7.48%
7.52%
7.51%
7.51%
7.50%
7.49%
7.48%
7.60%
7.62%
7.06%
# 000000
6.91%
Notes & Symbols
# 000000
# 000000
# 000000

Half Yearly Portfolio Disclosure March 2024

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Index

Sr No. Short Name Scheme Name Exchange

Name of the Instrument / Issuer ISIN

Equity & Equity related

c) Foreign Securities and /or overseas ETF

Microsoft Corp US5949181045

Meta Platforms Registered Shares A US30303M1027

Alphabet Inc A US02079K3059

a) Listed/awaiting listing on the stock exchanges

c) Securitised Debt Instruments

d) Central Government Securities

e) State Government Securities

MONEY MARKET INSTRUMENTS

d) Bills Re- Discounting

b) Short Term Deposits

c) Term Deposits Placed as Margins

d) TREPS / Reverse Repo Investments

Other Current Assets / (Liabilities)

GRAND TOTAL (AUM)

Name of the Instrument

Notes & Symbols :-

Name of security ISIN Code

2. Total value and percentage of Illiquid Equity Shares: Nil

3. Plan wise per unit Net Asset Value are as follows:

8. Portfolio Turnover Ratio (Including Equity Arbitrage): 25.84

9. Portfolio Turnover Ratio (Excluding Equity Arbitrage): 3.97

Total %age of existing assets hedged through futures: 10.80%

B. Other than Hedging Positions through Futures as on 31-March-2024 : Nil

C. Hedging Position through Put Option as on 31-March-2024: Nil

D. Other than Hedging Positions through Options as on 31-March-2024: Nil

E. Hedging Position through Swaps as on 31-March-2024: Nil

Lumpsum Investment Performance (Compounded annual returns)

Date PPFAS FCF

Since Inception (24

Debt Quants as on as on March 31, 2024

Product Labelling of the Scheme

This product is suitable for investors who are seeking*

Tier I Benchmark’s Risk-o-meter

Banks 33,704,692.00 488,010.24 8.06%

Finance 362,250.00 26,245.92 0.43%

Computer Software: Prepackaged

CRISIL A1+ 500 2,488.81 0.04%

Sovereign 25,000,000 23,671.73 0.39%

Duration (in Days)

Short (25,000,000.00) (20,860.00) (0.00)

and its percentage to NAV - NIL

Mar 31, 2024(Rs.)

Short 6,965.92 7,279.95

Short 83.3993 83.4400

Scheme Benchmark Index Value of Investment of Rs. 10,0

March 31, 2021 to March 29, 2019 to March 31, 2014 to

th from an actively managed portfolio primarily

Notes & Symbols

Name of the Instrument / Issuer

a) Listed/awaiting listing on the stock exchanges

c) Securitised Debt Instruments

d) Central Government Securities

e) State Government Securities

MONEY MARKET INSTRUMENTS

d) Bills Re- Discounting