Sr No.

Short Name Scheme Name

1 PPFCF Parag Parikh Flexi Cap Fund
2 PPLF Parag Parikh Liquid Fund
3 PPELTSF Parag Parikh ELSS Tax Saver Fund
4 PPCHF Parag Parikh Conservative Hybrid Fund
5 PPAF Parag Parikh Arbitrage Fund
6 PPDAAF Parag Parikh Dynamic Asset Allocation Fund
Parag Parikh Flexi Cap Fund (An open-ended dynamic equity scheme investing across large cap, mid-cap, small-cap stocks)

Monthly Portfolio Statement as on June 30, 2024

Name of the Instrument ISIN Industry

Equity & Equity related

(a) Listed / awaiting listing on Stock Exchanges
HDFC Bank Limited INE040A01034 Banks
Power Grid Corporation of India Limited INE752E01010 Power
Bajaj Holdings & Investment Limited INE118A01012 Finance
ITC Limited INE154A01025 Diversified FMCG
ICICI Bank Limited INE090A01021 Banks
Coal India Limited INE522F01014 Consumable Fuels
Maruti Suzuki India Limited INE585B01010 Automobiles
Axis Bank Limited INE238A01034 Banks
HCL Technologies Limited INE860A01027 IT - Software
Kotak Mahindra Bank Limited INE237A01028 Banks
Motilal Oswal Financial Services Limited INE338I01027 Capital Markets
Balkrishna Industries Limited INE787D01026 Auto Components
NMDC Limited INE584A01023 Minerals & Mining
Central Depository Services (India) Limited INE736A01011 Capital Markets
Multi Commodity Exchange of India Limited INE745G01035 Capital Markets
Zydus Lifesciences Limited INE010B01027 Pharmaceuticals & Biotechnology
Indian Energy Exchange Limited INE022Q01020 Capital Markets
Dr. Reddy's Laboratories Limited INE089A01023 Pharmaceuticals & Biotechnology
Infosys Limited INE009A01021 IT - Software
Indraprastha Gas Limited INE203G01027 Gas
Cipla Limited INE059A01026 Pharmaceuticals & Biotechnology
Oracle Financial Services Software Limited INE881D01027 IT - Software
IPCA Laboratories Limited INE571A01038 Pharmaceuticals & Biotechnology
UTI Asset Management Company Limited INE094J01016 Capital Markets
ICRA Limited INE725G01011 Capital Markets
EID Parry India Limited INE126A01031 Fertilizers & Agrochemicals
Maharashtra Scooters Limited INE288A01013 Finance
Swaraj Engines Limited INE277A01016 Industrial Products
Accelya Solutions India Limited INE793A01012 IT - Software

Arbitrage & Special Situations

Bajaj Finance Limited INE296A01024 Finance
Bharat Electronics Limited INE263A01024 Aerospace & Defense
IndusInd Bank Limited INE095A01012 Banks
Tech Mahindra Limited INE669C01036 IT - Software
Tata Motors Limited DVR IN9155A01020 Automobiles
Bharti Airtel Limited INE397D01024 Telecom - Services
Mahindra & Mahindra Limited INE101A01026 Automobiles
Hindalco Industries Limited INE038A01020 Non - Ferrous Metals
Bandhan Bank Limited INE545U01014 Banks
Reliance Industries Limited INE002A01018 Petroleum Products
Biocon Limited INE376G01013 Pharmaceuticals & Biotechnology
Hindustan Copper Limited INE531E01026 Non - Ferrous Metals
Bharat Heavy Electricals Limited INE257A01026 Electrical Equipment
IDFC Limited INE043D01016 Finance
Hindustan Unilever Limited INE030A01027 Diversified FMCG
DLF Limited INE271C01023 Realty
Titan Company Limited INE280A01028 Consumer Durables
Piramal Enterprises Limited INE140A01024 Finance
PI Industries Limited INE603J01030 Fertilizers & Agrochemicals
HDFC Life Insurance Company Limited INE795G01014 Insurance
Jindal Steel & Power Limited INE749A01030 Ferrous Metals
Bajaj Finserv Limited INE918I01026 Finance
Larsen & Toubro Limited INE018A01030 Construction
Tata Consultancy Services Limited INE467B01029 IT - Software
United Spirits Limited INE854D01024 Beverages
Sub Total
(b) Unlisted
Sub Total
Total
Equity & Equity related Foreign Investments
(a) Listed / awaiting listing on Stock Exchanges
Alphabet Inc A US02079K3059 Computer Software: Programming, Data
Microsoft Corp US5949181045 Processing #
Computer Software: Prepackaged Software #
Meta Platforms Registered Shares A US30303M1027 Computer Software: Programming, Data
Amazon Com Inc US0231351067 Processing #
Catalog/Specialty Distribution #
Sub Total
(b) Unlisted
Sub Total
Total
Derivatives
Index / Stock Options
Nifty 50 Index 22000 Call December 2024 Option
Sub Total
Total
Money Market Instruments
Certificate of Deposit
Punjab National Bank (15/05/2025) INE160A16PF9 CRISIL A1+
Canara Bank (22/01/2025) INE476A16XK3 CRISIL A1+
Union Bank of India (31/01/2025) INE692A16GS3 IND A1+
Bank of Baroda (20/02/2025) INE028A16EX5 IND A1+
Indian Bank (13/03/2025) INE562A16MR8 CRISIL A1+
ICICI Bank Limited (29/10/2024) INE090AD6071 ICRA A1+
National Bank For Agriculture and Rural Development (17/01/2025) INE261F16769 CRISIL A1+
Axis Bank Limited (05/06/2025) INE238AD6843 CRISIL A1+
HDFC Bank Limited (28/01/2025) INE040A16EL5 CARE A1+
Kotak Mahindra Bank Limited (29/01/2025) INE237A168V8 CRISIL A1+
Axis Bank Limited (30/01/2025) INE238AD6645 CRISIL A1+
HDFC Bank Limited (24/06/2025) INE040A16FA5 CRISIL A1+
Kotak Mahindra Bank Limited (09/05/2025) INE237A162X7 CRISIL A1+
Indian Bank (23/05/2025) INE562A16MZ1 CRISIL A1+
National Bank For Agriculture and Rural Development (20/06/2025) INE261F16876 CRISIL A1+
Kotak Mahindra Bank Limited (14/01/2025) INE237A163V9 CRISIL A1+
National Bank For Agriculture and Rural Development (13/11/2024) INE261F16751 CRISIL A1+
HDFC Bank Limited (09/01/2025) INE040A16EK7 IND A1+
Axis Bank Limited (10/01/2025) INE238AD6629 CRISIL A1+
ICICI Bank Limited (27/02/2025) INE090AD6139 ICRA A1+
HDFC Bank Limited (28/02/2025) INE040A16EP6 CARE A1+
Sub Total
Treasury Bill
364 Days Tbill (MD 16/01/2025) IN002023Z448 Sovereign
364 Days Tbill (MD 09/01/2025) IN002023Z430 Sovereign
Sub Total
Total
Reverse Repo / TREPS
Clearing Corporation of India Ltd
Sub Total
Total
Net Receivables / (Payables)
GRAND TOTAL

Derivatives
Name of the Instrument Long / Short
Index / Stock Futures
Bajaj Finance Limited July 2024 Future
Bharat Electronics Limited July 2024 Future
IndusInd Bank Limited July 2024 Future
Tech Mahindra Limited July 2024 Future
Tata Motors Limited July 2024 Future
Bharti Airtel Limited July 2024 Future
Mahindra & Mahindra Limited July 2024 Future
Hindalco Industries Limited July 2024 Future
Bandhan Bank Limited July 2024 Future
Reliance Industries Limited July 2024 Future
Biocon Limited July 2024 Future
Hindustan Copper Limited July 2024 Future
Bharat Heavy Electricals Limited July 2024 Future
IDFC Limited July 2024 Future
Hindustan Unilever Limited July 2024 Future
DLF Limited July 2024 Future
Titan Company Limited July 2024 Future
Piramal Enterprises Limited July 2024 Future
PI Industries Limited July 2024 Future
HDFC Life Insurance Company Limited July 2024 Future
Jindal Steel & Power Limited July 2024 Future
Bajaj Finserv Limited July 2024 Future
Larsen & Toubro Limited July 2024 Future
Tata Consultancy Services Limited July 2024 Future
United Spirits Limited July 2024 Future
Sub Total
Total

$ Less Than 0.01% of Net Asset Value

~ YTM as on June 30, 2024
^ Pursuant to AMFI circular no. 135/BP/91/2020-21, Yield to Call (YTC) for AT-1 bonds and Tier-2 bonds as on June 30, 2024.

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 - NIL

Net receivable/ market value

Name of security ISIN Code
(Rs. in Lakhs)
NIL NIL NIL
Total value provided for securities classified as below investment grade or default and its percentage to NAV - NIL

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

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

Plan / Option May 31, 2024(Rs.) June 28, 2024(Rs.)
Direct Plan 77.7696 81.9385
Regular Plan 71.9157 75.7294

4. Total Dividend (Net) declared during the period ended Jun 30, 2024 - Nil

5. Total Bonus declared during the period ended Jun 30, 2024 - Nil

6. Total outstanding exposure in derivative instruments as on Jun 30, 2024 : Rs. (5,45,49,59,093.75)
(Gross exposure means sum of all long and short positions in derivatives)
7. Total investment in Foreign Securities / ADRs / GDRs as on Jun 30, 2024 : Rs. 1,02,68,14,11,670.7

8. Total Commission paid in the month of Jun 2024 : Rs. 151,448,393.36

9. Total Brokerage paid for Buying/ Selling of Investment for Jun 2024 is Rs. 75,87,483.03

10. Portfolio Turnover Ratio (Including Equity Arbitrage): 19.51

11. Portfolio Turnover Ratio (Excluding Equity Arbitrage): 3.31

12. Repo transactions in corporate debt securities during the period ending Jun 30, 2024 is Nil.

13. Deviation from the valuation prices given by valuation agencies: NIL

14. Disclosure for investments in derivative instruments

Underlying Series Long / Short

a. Equity Futures
Bajaj Finance Limited July/24 Short
Bandhan Bank Limited July/24 Short
Bajaj Finserv Limited July/24 Short
Bharat Heavy Electricals Limited July/24 Short
Bharat Electronics Limited July/24 Short
Biocon Limited July/24 Short
Bharti Airtel Limited July/24 Short
DLF Limited July/24 Short
HDFC Life Insurance Company Limited July/24 Short
Hindustan Copper Limited July/24 Short
Hindalco Industries Limited July/24 Short
Hindustan Unilever Limited July/24 Short
IDFC Limited July/24 Short
IndusInd Bank Limited July/24 Short
Jindal Steel & Power Limited July/24 Short
Larsen & Toubro Limited July/24 Short
Mahindra & Mahindra Limited July/24 Short
United Spirits Limited July/24 Short
Piramal Enterprises Limited July/24 Short
PI Industries Limited July/24 Short
Reliance Industries Limited July/24 Short
Tata Consultancy Services Limited July/24 Short
Tata Motors Limited July/24 Short
Tech Mahindra Limited July/24 Short
Titan Company Limited July/24 Short

Total %age of existing assets hedged through futures: 0.79%

Note: In addition to this, 14.33% of our Portfolio is in Foreign Securities (USD) and 0.0029% is in Foreign Currency (USD). 0.00% of total Foreign Portfolio (USD) is hedged th

For the period 01-Jun-2024 to 30-Jun-2024, the following details specified for hedging transactions through futures which have been squared off/expired :
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.
Exposure created due to over hedging through futures (quantity of hedging position exceeding the quantity of existing position being hedged) is Nil.

B. Other than Hedging Positions through Futures as on 30-Jun-2024: Nil

For the period 01-Jun-2024 to 30-Jun-2024, the following details specified for other than hedging transactions through futures which have been squared off/expire

Exposure created due to over hedging through futures (quantity of hedging position exceeding the quantity of existing position being hedged) is Nil.

C. Hedging Position through Put Option as on 30-Jun-2024: Nil

D. Other than Hedging Positions through Options as on 30-Jun-2024

Underlying Call/Put Number of Contracts

Nifty 50 Index 22000 Call December 2024 Option Call 2078

Total exposure through options as a % of net assets : 0.02%

For the period 01-Jun-2024 to 30-Jun-2024, the following details specified for other than hedging transactions through options which have already been exercise
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 Positions through swaps as on 30-Jun-2024: Nil

Lumpsum Investment Performance (Compounded annual returns)

Scheme

Date PPFAS FCF PPFAS FCF (Direct Plan)

Since Inception (24 May, 2013) 20.00% 20.86%

June 30, 2023 to June 28, 2024 (Last 1 Year) 36.39% 37.41%

June 30, 2021 to June 28, 2024 (Last 3 Years) 20.76% 21.83%

June 28, 2019 to June 28, 2024 (Last 5 Years) 24.57% 25.70%

June 31, 2014 to June 28, 2024 (Last 10 Years) 18.33% 19.20%

SIP Investment Performance - Parag Parikh Flexi Cap Fund - Regular Plan

Since Inception (24 May,

2013) June 30, 2023 to June 28, 2024 (Last 1 Year)
Total Amount Invested 1,340,000 120,000
Market value of Investment 4,525,994 143,509
Returns (Annualised) (%) 20.42 38.83
Nifty 500 (TRI) Returns (Annualised) (%) 17.43 43.30
Nifty 50 (TRI) Returns (Annualised) (%) 15.54 31.52

SIP Investment Performance - Parag Parikh Flexi Cap Fund - Direct Plan

Since Inception (24 May,

2013) June 30, 2023 to June 28, 2024 (Last 1 Year)
Total Amount Invested 1,340,000 120,000
Market value of Investment 4,788,451 144,103
Returns (Annualised) (%) 21.33 39.86
Nifty 500 (TRI) Returns (Annualised) (%) 17.43 43.30
Nifty 50 (TRI) Returns (Annualised) (%) 15.54 31.52

Quantitative indicators
Standard Deviation 11.26%
Standard Deviation( Benchmark ) 13.21%
Sharpe Ratio 1.13
Beta 0.71
Treynor Ratio 0.18
VaR -3.82%
Information Ratio 0.056
Risk free rate of return (FIMMDA MIBOR) 6.86%

Debt Quants as on as on June 30, 2024

Macaulay Duration (years) 0.1739

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 portfolio primarily of Equity and Equity
Related Securities. Scheme shall invest in Indian equities, foreign equities and related instruments and debt 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
 Market/Fair Value % to Net null
Quantity YTM~ YTC^
(Rs. in Lakhs) Assets

36,494,675 614,497.34 8.57%

135,966,902 449,982.46 6.28%
5,120,903 437,133.08 6.10%
93,113,355 395,638.65 5.52%
31,693,059 380,189.94 5.30%
76,262,459 360,835.82 5.03%
2,976,078 358,136.76 4.99%
23,645,558 299,175.42 4.17%
18,706,973 273,046.98 3.81%
10,266,647 185,056.31 2.58%
26,612,854 163,549.29 2.28%
4,189,074 135,265.20 1.89%
47,246,858 116,250.89 1.62%
4,799,727 114,581.48 1.60%
2,492,885 97,818.31 1.36%
7,678,847 82,466.98 1.15%
44,206,584 79,810.57 1.11%
1,172,545 75,070.43 1.05%
4,702,120 73,670.47 1.03%
14,515,177 73,112.95 1.02%
4,174,123 61,810.41 0.86%
534,216 52,792.56 0.74%
3,541,831 40,012.06 0.56%
2,726,649 27,280.12 0.38%
422,587 24,656.05 0.34%
2,259,531 17,257.17 0.24%
80,159 7,185.65 0.10%
47,293 1,364.99 0.02%
25,272 437.10 0.01%

386,375 27,492.71 0.38%

1,117,200 3,417.51 0.05%
220,000 3,221.90 0.04%
201,000 2,875.00 0.04%
414,072 2,756.06 0.04%
175,750 2,537.92 0.04%
84,700 2,428.05 0.03%
313,600 2,174.97 0.03%
677,600 1,380.81 0.02%
 41,750 1,307.11 0.02%
367,500 1,290.29 0.02%
246,450 785.44 0.01%
228,375 687.07 0.01%
515,000 629.12 0.01%
23,700 586.11 0.01%
66,825 551.14 0.01%
16,100 548.08 0.01%
35,250 326.77 $0.00%
5,250 199.43 $0.00%
19,800 117.82 $0.00%
8,750 91.39 $0.00%
4,500 71.47 $0.00%
1,200 42.58 $0.00%
700 27.33 $0.00%
1,400 17.87 $0.00%
5,053,649.39 70.48%
NIL NIL
NIL NIL
5,053,649.39 70.48%

1,876,657 285,015.29 3.98%

733,019 273,167.01 3.81%
591,056 248,486.49 3.47%
1,366,268 220,145.33 3.07%
1,026,814.12 14.33%
NIL NIL
NIL NIL
1,026,814.12 14.33%

51,950 1,455.61 0.02%

1,455.61 0.02%
1,455.61 0.02%

6,000 28,133.49 0.39% 7.61%

4,000 19,191.60 0.27% 7.50%
4,000 19,153.30 0.27% 7.54%
4,000 19,086.56 0.27% 7.47%
4,000 19,005.50 0.27% 7.49%
3,500 17,085.46 0.24% 7.38%
3,500 16,804.80 0.23% 7.55%
3,000 14,004.35 0.20% 7.66%
2,500 11,979.26 0.17% 7.52%
2,500 11,978.54 0.17% 7.50%
2,500 11,973.51 0.17% 7.54%
 2,500 11,630.74 0.16% 7.62%
2,000 9,389.99 0.13% 7.60%
2,000 9,360.83 0.13% 7.65%
2,000 9,308.88 0.13% 7.66%
1,500 7,208.40 0.10% 7.50%
500 2,433.18 0.03% 7.43%
500 2,404.88 0.03% 7.52%
500 2,404.15 0.03% 7.54%
500 2,382.49 0.03% 7.47%
500 2,381.28 0.03% 7.52%
247,301.19 3.45%

30,000,000 28,909.29 0.40% 6.92%

6,000,000 5,789.41 0.08% 6.92%
34,698.70 0.48%
281,999.89 3.93%

805,195.00 11.23% 6.72%

805,195.00 11.23%
805,195.00 11.23%
933.68 0.01%
7,170,047.69 100.00%

Quantity Market value % to AUM Notes & Symbols

-386,375 (27,679.13) (0.39)%

-1,117,200 (3,443.77) (0.05)%
-220,000 (3,236.86) (0.05)%
-201,000 (2,893.60) (0.04)%
-289,850 (2,878.94) (0.04)%
-175,750 (2,552.51) (0.04)%
-84,700 (2,426.99) (0.03)%
-313,600 (2,183.44) (0.03)%
-677,600 (1,391.45) (0.02)%
-41,750 (1,315.73) (0.02)%
-367,500 (1,297.09) (0.02)%
-246,450 (790.49) (0.01)%
-228,375 (691.06) (0.01)%
-515,000 (633.45) (0.01)%
-23,700 (589.25) (0.01)%
-66,825 (553.34) (0.01)%
-16,100 (551.69) (0.01)%
-35,250 (325.50) $0.00%
-5,250 (200.56) $0.00%
-19,800 (118.35) $0.00%
-8,750 (91.99) $0.00%
 -4,500 (71.76) $0.00%
-1,200 (42.88) $0.00%
-700 (27.45) $0.00%
-1,400 (17.92) $0.00%
(56,005.20) (0.79)%
(56,005.20) (0.79)%

Net receivable/ market Total amount due (including

value principal and interest)

(as % to NAV) (Rs. in Lakhs)

NIL NIL
Futures Price when Current price of the Margin maintained in
purchased contract Rs. Lakhs
( Rs. Per unit) ( Rs. Per unit)

7,128.14 7,163.80
205.19 205.35
1,593.59 1,594.65
297.60 302.60
311.18 308.25
344.84 352.95
1,433.99 1,452.35
839.42 828.05
587.42 597.75
329.05 320.75
686.34 696.25
2,461.63 2,486.30
123.64 123.00
10,491.88
1,496.25 1,471.30
1,067.86 1,051.30
3,591.79 3,573.15
2,885.87 2,865.40
1,287.73 1,280.25
908.94 923.40
3,806.58 3,820.10
3,007.40 3,151.45
 3,893.20 3,921.80
979.17 993.25
1,420.94 1,439.60
3,412.11 3,426.65

o (USD) is hedged through Currency Derivatives.

off/expired :

9,646

82

7,218,255,011

110,950,277
(266,865,726)

n squared off/expired : Nil

Option Price when Current Option Price ( Rs.

purchased (Rs. Per Per unit)
unit)
1,941.45 2,801.95

eady been exercised/expired

7,500
8,685,404,000
74,221,597
Benchmark Index Value of Investment of Rs. 10,000/-
PPFAS FCF (Direct
Nifty 500 (TRI) Nifty 50 (TRI) PPFAS FCF Plan) Nifty 500 (TRI) Nifty 50 (TRI)
16.53% 14.76% 75729 81939 54666 46107
38.67% 26.66% 13639 13741 13867 12666
20.01% 16.55% 17601 18073 17276 15826
19.76% 16.66% 30034 31418 24660 21626
15.11% 13.55% 53826 57956 40873 35660

June 30, 2021 to June 28, June 28, 2019 to June 28, June 31, 2014 to June
2024 (Last 3 Years) 2024 (Last 5 Years) 28, 2024 (Last 10 Years)
360,000 600,000 1,200,000
518,810 1,151,005 3,540,348
25.36 26.46 20.54
25.51 24.76 17.60
19.80 20.44 15.73

June 30, 2021 to June 28, June 28, 2019 to June 28, June 31, 2014 to June
2024 (Last 3 Years) 2024 (Last 5 Years) 28, 2024 (Last 10 Years)
360,000 600,000 1,200,000
525,859 1,182,199 3,724,211
26.35 27.59 21.47
25.51 24.76 17.60
19.80 20.44 15.73
Riskometer
Parag Parikh Liquid Fund (An Open Ended Liquid Scheme. A Relatively Low Interest Rate Risk and Relatively low Credit Risk)

Monthly Portfolio Statement as on June 30, 2024

Name of the Instrument ISIN Industry / Rating

Debt Instruments
(a) Listed / awaiting listing on Stock Exchange
8.97% Karnataka SDL (MD 23/07/2024) IN1920140036 Sovereign
8.60% Power Finance Corporation Limited (07/08/2024) INE134E08BP2 CRISIL AAA
Sub Total
(b) Privately placed / Unlisted
Sub Total
Total
Money Market Instruments
Certificate of Deposit
Punjab National Bank (01/07/2024) INE160A16OQ9 ICRA A1+
Canara Bank (12/07/2024) INE476A16YF1 CRISIL A1+
Axis Bank Limited (22/07/2024) INE238AD6751 CRISIL A1+
Indian Bank (24/07/2024) INE562A16MS6 CRISIL A1+
Union Bank of India (27/08/2024) INE692A16HI2 IND A1+
HDFC Bank Limited (04/09/2024) INE040A16EY8 ICRA A1+
Bank of Baroda (16/08/2024) INE028A16FM5 IND A1+
Kotak Mahindra Bank Limited (26/07/2024) INE237A165U6 CRISIL A1+
Bank of Baroda (20/08/2024) INE028A16FN3 IND A1+
Sub Total
Commercial Paper
NTPC Limited (29/07/2024) INE733E14BO2 CRISIL A1+
National Housing Bank (28/08/2024) INE557F14FK1 ICRA A1+
Indian Oil Corporation Limited (13/09/2024) INE242A14XK4 CRISIL A1+
National Bank For Agriculture and Rural Development (31/07/2024) INE261F14LM4 ICRA A1+
National Bank For Agriculture and Rural Development (14/08/2024) INE261F14LP7 CRISIL A1+
Sub Total
Treasury Bill
91 Days Tbill (MD 02/08/2024) IN002024X060 Sovereign
91 Days Tbill (MD 04/07/2024) IN002024X011 Sovereign
91 Days Tbill (MD 19/07/2024) IN002024X037 Sovereign
182 Days Tbill (MD 08/08/2024) IN002023Y466 Sovereign
182 Days Tbill (MD 05/09/2024) IN002023Y516 Sovereign
182 Days Tbill (MD 12/09/2024) IN002023Y524 Sovereign
91 Days Tbill (MD 26/09/2024) IN002024X144 Sovereign
91 Days Tbill (MD 25/07/2024) IN002024X045 Sovereign
182 Days Tbill (MD 18/07/2024) IN002023Y433 Sovereign
364 Days Tbill (MD 22/08/2024) IN002023Z232 Sovereign
182 Days Tbill (MD 19/09/2024) IN002023Y532 Sovereign
182 Days Tbill (MD 26/09/2024) IN002023Y540 Sovereign
182 Days Tbill (MD 22/08/2024) IN002023Y490 Sovereign
Sub Total
Total
Others
Corporate Debt Market Development Fund
Corporate Debt Market Development Fund # INF0RQ622028
Sub Total
Total
Reverse Repo / TREPS
Clearing Corporation of India Ltd
Sub Total
(b) Privately placed / Unlisted
Sub Total
Total
Net Receivables / (Payables)
GRAND TOTAL

# Unlisted Security
~ YTM as on June 30, 2024
^ Pursuant to AMFI circular no. 135/BP/91/2020-21, Yield to Call (YTC) for AT-1 bonds and Tier-2 bonds as on June 30, 2024.

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

Net receivable/ market value

Name of security ISIN Code
(Rs. in Lakhs)
NIL NIL NIL
Total value provided for securities classified as below investment grade or default and its percentage to NAV - NIL

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

Options MAY 31, 2024(Rs.) JUN 30 2024(Rs.)
Direct Plan
Parag Parikh Liquid Fund- Direct Plan Growth 1357.3926 1364.9876
Parag Parikh Liquid Fund- Direct Plan- Daily Reinvestment of IDCW* 1000.5405 1000.5405
Parag Parikh Liquid Fund- Direct Plan- Weekly Reinvestment of IDCW* 1001.7540 1002.1185
Parag Parikh Liquid Fund- Direct Plan- Monthly IDCW* 1003.7553 1004.1216
Regular Plan
Parag Parikh Liquid Fund- Regular Plan Growth 1349.0816 1356.5192
Parag Parikh Liquid Fund- Regular Plan- Daily Reinvestment of IDCW* 1000.5404 1000.5404
Parag Parikh Liquid Fund- Regular Plan- Weekly Reinvestment of IDCW* 1001.7429 1002.1026
Parag Parikh Liquid Fund- Regular Plan- Monthly IDCW* 1003.7442 1004.1047

3. Total Dividend (Net) declared during the period ended JUN 30, 2024:
Record Date Daily IDCW* (Direct) Dividend Per Unit
(Huf & Individuals)
Jun-24 Direct Plan- Daily Reinvestment
of IDCW*
5.58390156

Record Date Daily IDCW* (Regular) Dividend Per Unit

(Huf & Individuals)
Jun-24 Regular Plan- Daily
Reinvestment of IDCW*
5.49960037

Record Date Weekly IDCW* (Direct) Dividend Per Unit

(Huf & Individuals)
3/Jun/24 Direct Plan- Weekly
Reinvestment of IDCW*
1.33940068
10/Jun/24 Direct Plan- Weekly
Reinvestment of IDCW*
1.30939963
18/Jun/24 Direct Plan- Weekly
Reinvestment of IDCW*
1.47209989
24/Jun/24 Direct Plan- Weekly
Reinvestment of IDCW*
1.10270018

Record Date Weekly IDCW* (Regular) Dividend Per Unit

(Huf & Individuals)
3/Jun/24 Regular Plan- Weekly
Reinvestment of IDCW*
1.32009999
10/Jun/24 Regular Plan- Weekly
Reinvestment of IDCW*
1.29010010
18/Jun/24 Regular Plan- Weekly
Reinvestment of IDCW*
1.45050003
24/Jun/24 Regular Plan- Weekly
Reinvestment of IDCW*
1.08630002

Record Date Monthly IDCW* (Direct) Dividend Per Unit

(Huf & Individuals)
Jun-24 Direct Plan- Monthly IDCW*

5.24449996
 Record Date Monthly IDCW* (Regular) Dividend Per Unit
(Huf & Individuals)
Jun-24 Regular Plan- Monthly IDCW*

5.16689933

* Pursuant to SEBI Circular vide reference no. SEBI/HO/IMD/DF3/CIR/P/2020/194 dated October 5, 2020 regarding ‘Review of Dividend Option(s) / Plan(s) in case of Mutual Fund Schemes, effe
Distribution cum capital withdrawal (“IDCW”) Option(s) / Plan(s).

For more details on Dividend history visit our website on following path: https://amc.ppfas.com/schemes/parag-parikh-liquid-fund/dividend/
Face Value per unit = Rs.1000/-

4. Total Bonus declared during the period ended JUN 30, 2024- Nil

5. Total outstanding exposure in derivative instruments as on JUN 30, 2024- Nil

(Gross exposure means sum of all long and short positions in derivatives)

6. Total investment in Foreign Securities / ADRs / GDRs as on JUN 30, 2024- Nil

7. Details of transactions of "Credit Default Swap" for the month ended JUN 30, 2024- Nil

8. Average Portfolio Maturity is 40 days.

9. Repo transactions in corporate debt securities during the period ending JUN 30, 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+
Cash,Cash Equivalents and Net Current Assets including TREPS

12. Deviation from the valuation prices given by valuation agencies: NIL

Lumpsum Investment Performance (Compounded annual returns)

Scheme
Date PPFAS LF PPFAS LF (Direct Plan)
Since Inception (11 May, 2018) 5.09% 5.20%

June 23, 2024 to June 30, 2024 (Last 7 Days) 6.64% 6.74%

June 15, 2024 to June 30, 2024 (Last 15 Days) 6.63% 6.73%

May 31, 2024 to June 30, 2024 (Last 1 Month) 6.71% 6.81%

June 30, 2023 to June 30, 2024 (Last 1 Year) 6.87% 6.97%

June 30, 2021 to June 30, 2024 (Last 3 Years) 5.40% 5.50%

June 30, 2019 to June 30, 2024 (Last 5 Years) 4.81% 4.91%

Debt Quants as on as on June 30, 2024

Avg maturity of the fund (days) 40.11
Modified duration (years) 0.1003
Macaulay Duration (years) 0.1072
YTM 6.94%

Product Labelling of the Scheme

This product is suitable for investors who are seeking*
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.

Tier I Benchmark’s Risk-o-meter

CRISIL Liquid Debt A-I Index
 Market/Fair Value % to Net null
Quantity YTM~ YTC^
(Rs. in Lakhs) Assets

6,500,000 6,507.84 3.00% 6.82%

250 2,501.85 1.15% 7.30%
9,009.69 4.15%
NIL NIL
NIL NIL
9,009.69 4.15%

2,000 10,000.00 4.61% 6.94%

2,000 9,978.52 4.60% 7.14%
2,000 9,959.03 4.59% 7.15%
2,000 9,955.18 4.59% 7.15%
2,000 9,889.43 4.56% 7.16%
2,000 9,874.28 4.55% 7.15%
1,500 7,432.93 3.43% 7.16%
1,000 4,975.77 2.29% 7.11%
500 2,475.72 1.14% 7.16%
74,540.86 34.36%

2,000 9,945.53 4.59% 7.14%

2,000 9,887.66 4.56% 7.15%
2,000 9,857.02 4.55% 7.15%
1,000 4,970.45 2.29% 7.24%
1,000 4,957.94 2.29% 7.04%
39,618.60 18.28%

12,500,000 12,427.98 5.73% 6.61%

7,500,000 7,495.94 3.46% 6.60%
7,500,000 7,475.57 3.45% 6.63%
7,500,000 7,447.91 3.43% 6.72%
7,500,000 7,409.28 3.42% 6.77%
7,500,000 7,399.73 3.41% 6.78%
7,500,000 7,380.72 3.40% 6.78%
5,399,200 5,375.87 2.48% 6.60%
5,000,000 4,984.65 2.30% 6.61%
5,000,000 4,952.22 2.28% 6.77%
5,000,000 4,926.81 2.27% 6.78%
5,000,000 4,920.48 2.27% 6.78%
2,500,000 2,476.10 1.14% 6.78%
84,673.26 39.04%
 198,832.72 91.68%

5,149 529.77 0.24%

529.77 0.24%
529.77 0.24%

12,685.00 5.85% 6.70%

12,685.00 5.85%
NIL NIL
NIL NIL
12,685.00 5.85%
(4,214.43) (1.92)%
216,842.75 100.00%

Total amount due (including

Net receivable/ market value
principal and interest)

(as % to NAV) (Rs. in Lakhs)

NIL NIL
 Dividend Per Unit
(Others)

5.58390156

Dividend Per Unit

(Others)

5.49960037

Dividend Per Unit

(Others)

1.33940068

1.30939963

1.47209989

1.10270018

Dividend Per Unit

(Others)

1.32009999

1.29010010

1.45050003

1.08630002

Dividend Per Unit

(Others)

5.24449996
Dividend Per Unit
(Others)

5.16689933

Mutual Fund Schemes, effective April 1st ,2021 Dividend Option(s) / Plan(s) is renamed as Income

39.04
4.15
52.64
4.17

43.19
52.64
4.17

Benchmark Index Value of Investment of Rs. 10,000/-

CRISIL Liquid Debt A-I PPFAS LF (Direct CRISIL Liquid CRISIL 1 Year
Index CRISIL 1 Year T-Bill Index PPFAS LF Plan) Debt A-I Index T-Bill Index
5.65% 5.90% 13565 13650 14012 14224
6.85% 7.94% 10664 10674 10685 10794
6.84% 7.93% 10663 10673 10684 10793
6.95% 7.62% 10671 10681 10695 10762
7.29% 7.13% 10689 10699 10731 10715
5.85% 5.50% 11711 11746 11862 11745
5.29% 5.55% 12651 12714 12945 13105

Riskometer
Parag Parikh ELSS Tax Saver Fund (An open ended equity linked saving scheme with a statutory lock in of 3 years and tax benefit)

Monthly Portfolio Statement as on June 30, 2024

Name of the Instrument ISIN Industry

Equity & Equity related

(a) Listed / awaiting listing on Stock Exchanges
HDFC Bank Limited INE040A01034 Banks
Bajaj Holdings & Investment Limited INE118A01012 Finance
Power Grid Corporation of India Limited INE752E01010 Power
Coal India Limited INE522F01014 Consumable Fuels
ICICI Bank Limited INE090A01021 Banks
ITC Limited INE154A01025 Diversified FMCG
Maruti Suzuki India Limited INE585B01010 Automobiles
Maharashtra Scooters Limited INE288A01013 Finance
Axis Bank Limited INE238A01034 Banks
HCL Technologies Limited INE860A01027 IT - Software
Tata Consultancy Services Limited INE467B01029 IT - Software
Wipro Limited INE075A01022 IT - Software
Kotak Mahindra Bank Limited INE237A01028 Banks
Infosys Limited INE009A01021 IT - Software
Balkrishna Industries Limited INE787D01026 Auto Components
NMDC Limited INE584A01023 Minerals & Mining
Motilal Oswal Financial Services Limited INE338I01027 Capital Markets
Oracle Financial Services Software Limited INE881D01027 IT - Software
VST Industries Limited INE710A01016 Cigarettes & Tobacco Products
Zydus Lifesciences Limited INE010B01027 Pharmaceuticals & Biotechnology
Dr. Reddy's Laboratories Limited INE089A01023 Pharmaceuticals & Biotechnology
Indraprastha Gas Limited INE203G01027 Gas
CMS Info System Limited INE925R01014 Commercial Services & Supplies
Cipla Limited INE059A01026 Pharmaceuticals & Biotechnology
UTI Asset Management Company Limited INE094J01016 Capital Markets
IPCA Laboratories Limited INE571A01038 Pharmaceuticals & Biotechnology
Central Depository Services (India) Limited INE736A01011 Capital Markets
Multi Commodity Exchange of India Limited INE745G01035 Capital Markets
Indian Energy Exchange Limited INE022Q01020 Capital Markets
CCL Products (India) Limited INE421D01022 Agricultural Food & other Products
ICRA Limited INE725G01011 Capital Markets
Swaraj Engines Limited INE277A01016 Industrial Products
EID Parry India Limited INE126A01031 Fertilizers & Agrochemicals
Accelya Solutions India Limited INE793A01012 IT - Software
Sub Total
(b) Unlisted
Sub Total
Total
Money Market Instruments
Certificate of Deposit
National Bank For Agriculture and Rural Development (13/11/2024) INE261F16751 CRISIL A1+
Axis Bank Limited (10/01/2025) INE238AD6629 CRISIL A1+
Canara Bank (22/01/2025) INE476A16XK3 CRISIL A1+
Union Bank of India (31/01/2025) INE692A16GS3 IND A1+
Punjab National Bank (06/02/2025) INE160A16OI6 ICRA A1+
Bank of Baroda (20/02/2025) INE028A16EX5 IND A1+
ICICI Bank Limited (27/02/2025) INE090AD6139 ICRA A1+
HDFC Bank Limited (28/02/2025) INE040A16EP6 CARE A1+
Indian Bank (13/03/2025) INE562A16MR8 CRISIL A1+
Kotak Mahindra Bank Limited (09/05/2025) INE237A162X7 CRISIL A1+
Sub Total
Treasury Bill
364 Days Tbill (MD 09/01/2025) IN002023Z430 Sovereign
Sub Total
Total
Reverse Repo / TREPS
Clearing Corporation of India Ltd
Sub Total
Total
Net Receivables / (Payables)
GRAND TOTAL

** Thinly Traded / Non Traded Security

# Unlisted Security
~ YTM as on June 30, 2024
^ Pursuant to AMFI circular no. 135/BP/91/2020-21, Yield to Call (YTC) for AT-1 bonds and Tier-2 bonds as on June 30, 2024.

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

Net receivable/ market value

Name of security ISIN Code
(Rs. in Lakhs)
NIL NIL NIL
Total value provided for securities classified as below investment grade or default and its percentage to NAV - NIL

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

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

Plan / Option May 31, 2024(Rs.) June 28, 2024(Rs.)
Direct Plan 28.7800 30.4481
Regular Plan 27.1135 28.6611

4. Total Dividend (Net) declared during the period ended Jun 30, 2024 - Nil
5. Total Bonus declared during the period ended Jun 30, 2024 - Nil

6. Total outstanding exposure in derivative instruments as on Jun 30, 2024 - Nil

(Gross exposure means sum of all long and short positions in derivatives)

7. Total investment in Foreign Securities / ADRs / GDRs as on Jun 30, 2024 - Nil

8. Total Commission paid in the month of Jun 2024 : Rs 11,828,012.28

9. Total Brokerage paid for Buying/ Selling of Investment for Jun 2024 is Rs. 4,84,882.9

10. Portfolio Turnover Ratio : 7.73

11. Repo transactions in corporate debt securities during the period ending Jun 30, 2024 - Nil

12. Deviation from the valuation prices given by valuation agencies: NIL

Lumpsum Investment Performance (Compounded annual returns)

Scheme

Date PPFAS ELSS PPFAS ELSS (Direct Plan)

Since Inception (24 July, 2019) 23.79% 25.31%

June 30, 2023 to June 28, 2024 (Last 1 Year) 32.33% 33.78%

June 30, 2021 to June 28, 2024 (Last 3 Years) 21.29% 22.79%

June 28, 2019 to June 28, 2024 (Last 5 Years) NA NA

SIP Investment Performance - Parag Parikh ELSS Tax Saver Fund - Regular Plan - Growth

Since Inception (24 July,

2019) June 30, 2023 to June 28, 2024 (Last 1 Year)
Total Amount Invested 600000 120000
Market value of Investment 1113266 140480
Returns (Annualised) (%) 25.08 33.61
Nifty 500 (TRI) Returns (Annualised) (%) 24.83 43.30
Nifty 50 (TRI) Returns (Annualised) (%) 20.49 31.52

SIP Investment Performance - Parag Parikh ELSS Tax Saver Fund - Direct Plan - Growth
 Since Inception (24 July,
2019) June 30, 2023 to June 28, 2024 (Last 1 Year)
Total Amount Invested 600000 120000
Market value of Investment 1154641 141334
Returns (Annualised) (%) 26.61 35.08
Nifty 500 (TRI) Returns (Annualised) (%) 24.83 43.30
Nifty 50 (TRI) Returns (Annualised) (%) 20.49 31.52

Quantitative indicators
Standard Deviation 9.94%
Standard Deviation( Benchmark ) 13.21%
Sharpe Ratio 1.31
Beta 0.65
Treynor Ratio 0.20
VaR -3.29%
Information Ratio 0.104
Risk free rate of return (FIMMDA MIBOR) 6.86%

Debt Quants as on as on June 30, 2024

Macaulay Duration (years) 0.2553

Product Labelling of the Scheme

This product is suitable for investors who are seeking*
1.Long Term Capital Appreciation.
2.Investment predominantly in equity and equity related 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
 Market/Fair Value % to Net null
Quantity YTM~ YTC^
(Rs. in Lakhs) Assets

1,899,923 31,990.90 8.57%

340,202 29,040.49 7.78%
7,109,246 23,528.05 6.31%
4,765,628 22,548.57 6.04%
1,646,596 19,752.57 5.29%
4,397,721 18,685.92 5.01%
154,645 18,609.75 4.99%
186,064 16,679.24 4.47%
1,130,472 14,303.30 3.83%
911,366 13,302.30 3.57%
339,684 13,261.77 3.55%
2,468,377 12,708.44 3.41%
535,002 9,643.41 2.58%
612,140 9,590.70 2.57%
247,317 7,985.87 2.14%
2,389,000 5,878.13 1.58%
819,576 5,036.70 1.35%
45,121 4,458.97 1.20%
106,869 4,269.79 1.14%
375,183 4,029.28 1.08%
60,839 3,895.13 1.04%
766,374 3,860.23 1.03%
709,493 3,501.70 0.94%
206,528 3,058.27 0.82%
281,828 2,819.69 0.76%
174,919 1,976.06 0.53%
81,364 1,942.36 0.52%
48,775 1,913.88 0.51%
878,211 1,585.52 0.42%
176,391 1,042.56 0.28%
16,672 972.74 0.26%
31,709 915.20 0.25%
112,174 856.73 0.23%
9,000 155.66 0.04%
313,799.88 84.09%
NIL NIL
NIL NIL
313,799.88 84.09%
 500 2,433.18 0.65% 7.43%
500 2,404.15 0.64% 7.54%
500 2,398.95 0.64% 7.50%
500 2,394.16 0.64% 7.54%
500 2,392.01 0.64% 7.49%
500 2,385.82 0.64% 7.47%
500 2,382.49 0.64% 7.47%
500 2,381.28 0.64% 7.52%
500 2,375.69 0.64% 7.49%
500 2,347.50 0.63% 7.60%
23,895.23 6.40%

500,000 482.45 0.13% 6.92%

482.45 0.13%
24,377.68 6.53%

34,615.00 9.28% 6.72%

34,615.00 9.28%
34,615.00 9.28%
327.18 0.10%
373,119.74 100.00%

Net receivable/ market Total amount due (including

value principal and interest)
(as % to NAV) (Rs. in Lakhs)
NIL NIL
Benchmark Index Value of Investment of Rs. 10,000/-

PPFAS ELSS
Nifty 500 (TRI) Nifty 50 (TRI) PPFAS ELSS (Direct Plan) Nifty 500 (TRI) Nifty 50 (TRI)
21.31% 17.93% 28661 30448 25938 22565
38.67% 26.66% 13233 13378 13867 12666
20.01% 16.55% 17833 18504 17276 15826

NA NA NA NA NA NA

June 30, 2021 to June 28, June 28, 2019 to June 28,
2024 (Last 3 Years) 2024 (Last 5 Years)
360000 NA
505605 NA
23.46 NA
25.51 NA
19.80 NA
June 30, 2021 to June 28, June 28, 2019 to June 28,
2024 (Last 3 Years) 2024 (Last 5 Years)
360000 NA
515552 NA
24.89 NA
25.51 NA
19.80 NA

Riskometer
Parag Parikh Conservative Hybrid Fund (An open-ended hybrid scheme investing predominantly in debt instruments)

Monthly Portfolio Statement as on June 30, 2024

Name of the Instrument ISIN Industry

Equity & Equity related

(a) Listed / awaiting listing on Stock Exchanges
Petronet LNG Limited INE347G01014 Gas
Power Grid Corporation of India Limited INE752E01010 Power
Coal India Limited INE522F01014 Consumable Fuels
Bajaj Auto Limited INE917I01010 Automobiles
ITC Limited INE154A01025 Diversified FMCG
NMDC Limited INE584A01023 Minerals & Mining
Indraprastha Gas Limited INE203G01027 Gas
Swaraj Engines Limited INE277A01016 Industrial Products

Arbitrage & Special Situations

HDFC Bank Limited INE040A01034 Banks
Kotak Mahindra Bank Limited INE237A01028 Banks
Tata Motors Limited DVR IN9155A01020 Automobiles
Indian Oil Corporation Limited INE242A01010 Petroleum Products
Steel Authority of India Limited INE114A01011 Ferrous Metals
Balrampur Chini Mills Limited INE119A01028 Agricultural Food & other Products
Sub Total
(b) Unlisted
Sub Total
(c) ReITs
Brookfield India Real Estate Trust INE0FDU25010 Realty
Embassy Office Parks REIT INE041025011 Realty
Mindspace Business Parks REIT INE0CCU25019 Realty
Sub Total
Total
Debt Instruments
(a) Listed / awaiting listing on Stock Exchange
7.76% Maharashtra SDL (MD 04/10/2030) IN2220220122 Sovereign
7.7% Maharashtra SDL (MD 19/10/2030) IN2220220130 Sovereign
8.08% Tamilnadu SDL (MD 26/12/2028) IN3120180200 Sovereign
7.83% Maharashtra SDL (MD 08/04/2030) IN2220200017 Sovereign
6.88% REC Ltd Sr 190 A (MD 20/03/2025) INE020B08CK8 CRISIL AAA
8.37% Tamil Nadu SDL (MD 05/12/2028) IN3120180176 Sovereign
8.36% Tamil Nadu SDL (MD 12/12/2028) IN3120180184 Sovereign
7.78% Maharashtra SDL (MD 27/10/2030) IN2220220148 Sovereign
7.68% Gujarat SDL (MD 15/02/2030) IN1520220238 Sovereign
7.33% Maharashtra SDL (MD 31/05/2031) IN2220230055 Sovereign
8.57% Gujarat SDL (MD 06/11/2028) IN1520180184 Sovereign
8.18% Tamilnadu SDL (MD 19/12/2028) IN3120180192 Sovereign
8.16% Rajasthan SDL (MD 09/05/2028) IN2920180030 Sovereign
7.86% Maharashtra SDL (MD 08/06/2030) IN2220220080 Sovereign
8% Kerala SDL (MD 11/04/2028) IN2020180013 Sovereign
7.7% Andhra Pradesh SDL (MD 23/03/2030) IN1020220738 Sovereign
7.7% Andhra Pradesh SDL (MD 22/02/2030) IN1020220662 Sovereign
7.57% NABARD Sr 23G NCD (MD 19/03/2026) INE261F08DW2 CRISIL AAA
7.50% NABARD Sr 24A NCD (MD 31/08/2026) INE261F08EA6 CRISIL AAA
8.68% Andhra Pradesh SDL (MD 24/10/2030) IN1020180304 Sovereign
8.34% Punjab SDL (MD 30/05/2028) IN2820180049 Sovereign
7.63% Haryana SDL (MD 01/06/2028) IN1620220070 Sovereign
8.48% Kerala SDL (MD 08/08/2030) IN2020180070 Sovereign
8.43% Punjab SDL (MD 05/12/2028) IN2820180114 Sovereign
8.42% Madhya Pradesh SDL (MD 08/08/2028) IN2120180053 Sovereign
8.33% Kerala SDL (MD 30/05/2028) IN2020180039 Sovereign
8.29% West Bengal SDL (MD 21/02/2028) IN3420170182 Sovereign
8.08% Maharashtra SDL (MD 26/12/2028) IN2220180052 Sovereign
8.15% Tamil Nadu SDL (MD 09/05/2028) IN3120180036 Sovereign
7.63% Maharashtra SDL (MD 11/05/2030) IN2220220049 Sovereign
8.39% Power Finance Corp Ltd NCD SrC (MD19/04/25) INE134E08HD5 CRISIL AAA
7.1% GOI (MD 18/04/2029) IN0020220011 Sovereign
7.77% REC Ltd NCD Ser 227 A (MD 30/09/2026) INE020B08EP3 CRISIL AAA
7.37% Power Fin Corp NCD Sr 230 (MD 22/05/2026) INE134E08MO2 CRISIL AAA
6.98% Telangana SDL (MD 22/04/2028) IN4520200044 Sovereign
6.79% West Bangal SDL (MD 30/06/2028) IN3420210046 Sovereign
8.5% Gujarat SDL (MD 28/11/2028) IN1520180200 Sovereign
8.45% Uttar Pradesh SDL (MD 27/02/2029) IN3320180166 Sovereign
8.43% Goa SDL (MD 13/03/2029) IN1420180151 Sovereign
8.37% Madhya Pradesh SDL (MD 05/12/2028) IN2120180095 Sovereign
8.45% Uttar Pradesh SDL (MD 27/06/2028) IN3320180034 Sovereign
8.41% Kerala SDL (MD 06/06/2028) IN2020180047 Sovereign
8.08% Karnataka SDL (MD 26/12/2028) IN1920180115 Sovereign
8.2% Uttarakhand SDL (MD 09/05/2028) IN3620180023 Sovereign
8.15% Chhattisgarh SDL (MD 27/03/2028) IN3520170090 Sovereign
7.99% Punjab SDL (MD 11/04/2028) IN2820180015 Sovereign
7.6% Maharashtra SDL (MD 15/04/2030) IN2220200025 Sovereign
7.5% Telangana SDL (MD 15/04/2028) IN4520200010 Sovereign
7.41% Andhra Pradesh SDL (MD 26/04/2030) IN1020230042 Sovereign
7.39% Maharashtra SDL (MD 03/07/2030) IN2220190036 Sovereign
7.15% Karnataka SDL (MD 09/10/2028) IN1920190056 Sovereign
6.99% Telangana SDL (MD 10/06/2028) IN4520200093 Sovereign
6.82% Bihar SDL (MD 14/07/2028) IN1320210041 Sovereign
8.43% Andhra Pradesh SDL (MD 05/12/2030) IN1020180361 Sovereign
8.84 % Rajasthan SDL 12/09/2028 IN2920180196 Sovereign
8.39% Andhra Pradesh SDL (MD 06/02/2031) IN1020180411 Sovereign
8.37% Andhra Pradesh SDL (MD 02/01/2031) IN1020180379 Sovereign
8.73% Uttar Pradesh SDL (MD 10/10/2028) IN3320180042 Sovereign
8.7% Gujarat SDL (MD 19/09/2028) IN1520180119 Sovereign
8.65% Rajasthan SDL (MD 03/10/2028) IN2920180212 Sovereign
8.61% Punjab SDL (MD 14/11/2028) IN2820180106 Sovereign
8.63% Rajasthan SDL (MD 03/09/2028) IN2920180188 Sovereign
8.53% Gujarat SDL (MD 20/11/2028) IN1520180192 Sovereign
8.22% Karnataka SDL (MD 30/01/2031) IN1920180156 Sovereign
8.43% Uttar Pradesh SDL (MD 06/03/2029) IN3320180174 Sovereign
8.49% Uttarakhand SDL (MD 21/08/2028) IN3620180106 Sovereign
8.39% Uttar Pradesh SDL (MD 13/03/2029) IN3320180182 Sovereign
8.5% Andhra Pradesh SDL (MD 28/03/2029) IN1020140134 Sovereign
8.44% West Bengal SDL (MD 27/06/2028) IN3420180017 Sovereign
8.28% Gujarat SDL (MD 20/02/2029) IN1520180291 Sovereign
8.4% Rajasthan SDL (MD 20/06/2028) IN2920180097 Sovereign
8.4% Andhra Pradesh SDL (MD 20/06/2028) IN1020180130 Sovereign
8.31% Jharkhand SDL (MD 13/02/2029) IN3720180063 Sovereign
8.39% Andhra Pradesh SDL (MD 23/05/2028) IN1020180080 Sovereign
8.25% Tamilnadu SDL (MD 02/01/2029) IN3120180218 Sovereign
8.2% Jammu and Kashmir SDL (MD 30/01/2029) IN1820180108 Sovereign
8.17% Gujarat SDL (MD 19/12/2028) IN1520180226 Sovereign
8.21% West Bengal SDL (MD 23/01/2029) IN3420180124 Sovereign
8.29% Haryana SDL (MD 14/03/2028) IN1620170150 Sovereign
8.08% Gujarat SDL (MD 26/12/2028) IN1520180234 Sovereign
8.19% Odisha SDL (MD 09/05/2028) IN2720180032 Sovereign
8.13% Rajasthan SDL (MD 27/03/2028) IN2920170205 Sovereign
8.09% West Bengal SDL (MD 27/03/2028) IN3420170216 Sovereign
8.05% Tamilnadu SDL (MD 18/04/2028) IN3120180010 Sovereign
8.11% Chattisgarh SDL (MD 31/01/2028) IN3520170041 Sovereign
7.97% Assam SDL (MD 18/04/2028) IN1220180021 Sovereign
7.8% Karnataka SDL (MD 08/04/2030) IN1920200012 Sovereign
7.98% Uttar Pradesh SDL (MD 11/04/2028) IN3320180018 Sovereign
7.86% Haryana SDL (MD 27/12/2027) IN1620170101 Sovereign
7.72% Maharashtra SDL (MD 01/03/2031) IN2220220171 Sovereign
7.7% Maharashtra SDL (MD 08/03/2031) IN2220220197 Sovereign
7.77% Andhra Pradesh SDL (MD 10/01/2028) IN1020170131 Sovereign
7.61% Maharashtra SDL (MD 11/05/2029) IN2220220031 Sovereign
7.54% Andhra Pradesh SDL (MD 11/01/2029) IN1020220613 Sovereign
7.06% GOI (MD 10/04/2028) IN0020230010 Sovereign
7.64% REC Ltd NCD Ser 225 (MD 30/06/2026) INE020B08EM0 CRISIL AAA
7.32% West Bengal SDL (MD 26/06/2029) IN3420190016 Sovereign
7.24% Haryana SDL (MD 18/03/2029) IN1620190190 Sovereign
7.13% Kerala SDL (MD 10/07/2029) IN2020190103 Sovereign
7.11% Tamilnadu SDL (MD 31/07/2029) IN3120190068 Sovereign
7.7% India Grid Trust Ser 3 (MD 06/05/2028) INE219X07215 CRISIL AAA
7.09% Goa SDL (MD 28/08/2029) IN1420190085 Sovereign
7.09% Karnataka SDL (MD 18/03/2030) IN1920190213 Sovereign
6.83% West Bengal SDL (MD 07/07/2028) IN3420210053 Sovereign
6.98% Tamilnadu SDL (MD 14/07/2031) IN3120210114 Sovereign
6.53% Chattisgarh SDL (MD 15/09/2028) IN3520210037 Sovereign
6.46% Rajasthan SDL (MD 12/08/2030) IN2920200317 Sovereign
Sub Total
(b) Privately placed / Unlisted
Sub Total
Total
Money Market Instruments
Certificate of Deposit
Punjab National Bank (15/05/2025) INE160A16PF9 CRISIL A1+
Axis Bank Limited (05/06/2025) INE238AD6843 CRISIL A1+
HDFC Bank Limited (28/02/2025) INE040A16EP6 CARE A1+
HDFC Bank Limited (24/06/2025) INE040A16FA5 CRISIL A1+
Kotak Mahindra Bank Limited (14/01/2025) INE237A163V9 CRISIL A1+
Kotak Mahindra Bank Limited (09/05/2025) INE237A162X7 CRISIL A1+
Kotak Mahindra Bank Limited (03/01/2025) INE237A162V1 CRISIL A1+
Kotak Mahindra Bank Limited (15/05/2025) INE237A163X5 CRISIL A1+
Sub Total
Treasury Bill
364 Days Tbill (MD 09/01/2025) IN002023Z430 Sovereign
Sub Total
Total
Others
Corporate Debt Market Development Fund
Corporate Debt Market Development Fund # INF0RQ622028
Sub Total
Mutual Fund Units
Parag Parikh Liquid Fund- Direct Plan- Growth INF879O01068
Sub Total
Total
Reverse Repo / TREPS
Clearing Corporation of India Ltd
Sub Total
(b) Privately placed / Unlisted
Sub Total
Total
Net Receivables / (Payables)
GRAND TOTAL

Derivatives
Name of the Instrument Long / Short
Index / Stock Futures
HDFC Bank Limited July 2024 Future
Kotak Mahindra Bank Limited July 2024 Future
Tata Motors Limited July 2024 Future
Indian Oil Corporation Limited July 2024 Future
Steel Authority of India Limited July 2024 Future
Balrampur Chini Mills Limited July 2024 Future
Sub Total
Total
# Unlisted Security
~ YTM as on June 30, 2024
^ Pursuant to AMFI circular no. 135/BP/91/2020-21, Yield to Call (YTC) for AT-1 bonds and Tier-2 bonds as on June 30, 2024.

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

Net receivable/ market value

Name of security ISIN Code
(Rs. in Lakhs)
NIL NIL NIL
Total value provided for securities classified as below investment grade or default and its percentage to NAV - NIL

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

Options MAY 31, 2024(Rs.) JUN 28, 2024(Rs.)
Direct Plan
Parag Parikh Conservative Hybrid Fund - Direct Plan - Growth 13.7007 13.8840
Parag Parikh Conservative Hybrid Fund - Direct Plan - Monthly IDCW* 10.7630 10.8341
Regular Plan
Parag Parikh Conservative Hybrid Fund - Regular Plan - Growth 13.5777 13.7563
Parag Parikh Conservative Hybrid Fund - Regular Plan - Monthly IDCW* 10.8476 10.9595

3. Total Dividend (Net) declared during the period ended JUN 30, 2024 :-

Record Date Monthly IDCW* (Direct) Dividend Per Unit

(Huf & Individuals)

Jun-24 Direct Plan- Monthly

IDCW* 0.07301468
Jun-24 Regular Plan- Monthly
IDCW* 0.03076095

4. Total Bonus declared during the period ended JUN 30, 2024- Nil

5. Total outstanding exposure in derivative instruments as on JUN 30, 2024: Rs (32,56,32,385)

(Gross exposure means sum of all long and short positions in derivatives)

6. Total investment in Foreign Securities / ADRs / GDRs as on JUN 30, 2024- Nil

7. Details of transactions of "Credit Default Swap" for the month ended JUN 30, 2024- Nil

8. Average Portfolio Maturity is 1091 days.

9. Repo transactions in corporate debt securities during the period ending JUN 30, 2024- Nil

10. Portfolio Classification by Asset Class(%) :

 T Bills
Goverment Securities
Commercial Papers (CP) / Certificate Of Deposit (CD)
Equity & Equity related
Debt Securities
Cash,Cash Equivalents and Net Current Assets including TREPS

11. Portfolio Classification by Rating Class(%) :

Sovereign
CRISIL AAA
Others
CRISIL A1+
Cash,Cash Equivalents and Net Current Assets including TREPS

12. Deviation from the valuation prices given by valuation agencies: NIL

13. Disclosure for investments in derivative instruments

A. Hedging Positions through Futures as on 30-Jun-2024:

Underlying Series Long / Short

Balrampur Chini Mills Limited July/24 Short

HDFC Bank Limited July/24 Short
Indian Oil Corporation Limited July/24 Short
Kotak Mahindra Bank Limited July/24 Short
Steel Authority of India Limited July/24 Short
Tata Motors Limited July/24 Short

Total exposure through futures as % of net assets : 1.61%

For the period 01-Jun-2024 to 30-Jun- 2024, the following details specified for hedging transactions through futures which have been squared off/expired :
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.

Exposure created due to over hedging through futures (quantity of hedging position exceeding the quantity of existing position being hedged) is Nil.

B. Other than Hedging Positions through Futures as on 30-Jun-2024 : Nil

For the period 01-Jun-2024 to 30-Jun- 2024, the following details specified for other than hedging transactions through futures which have been squared off/expir

C. Hedging Position through Put Option as on 30-Jun-2024: Nil

D. Other than Hedging Positions through Options as on 30-Jun-2024 :- Nil

For the period 01-Jun-2024 to 30-Jun-2024, the following details specified for non-hedging transactions through options which have already been exercised/expir
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 Positions through swaps as on 30-Jun-2024: Nil

Lumpsum Investment Performance

Scheme

Date PPFAS CHF PPFAS CHF (Direct Plan)

Since Inception (26 May, 2021) 10.86% 11.19%

June 30, 2023 to June 28, 2024 (Last 1 Year) 17.77% 18.12%

June 30, 2021 to June 28, 2024 (Last 3 Years) 11.25% 11.58%

SIP Investment Performance - Parag Parikh Conservative Hybrid Fund - Regular Plan - Growth

Since Inception (26 May, June 30, 2023 to June 28, 2024
2021) (Last 1 Year)
Total Amount Invested 380000 120000
Market value of Investment 464520 130648
Returns (Annualised) (%) 12.83 17.12
CRISIL Hybrid 85+15 - Conservative Index Returns (Annualised) (%) 9.24 12.98
Crisil 10 year Gilt Index Returns (Annualised) (%) 6.36 8.68

SIP Investment Performance - Parag Parikh Conservative Hybrid Fund - Direct Plan - Growth

Since Inception (26 May, June 30, 2023 to June 28, 2024
2021) (Last 1 Year)
Total Amount Invested 380000 120000
Market value of Investment 466865 130860
Returns (Annualised) (%) 13.16 17.47
CRISIL Hybrid 85+15 - Conservative Index Returns (Annualised) (%) 9.24 12.98
Crisil 10 year Gilt Index Returns (Annualised) (%) 6.36 8.68

Debt Quants as on as on June 30, 2024

Avg maturity of the fund (days) 1428.93
Modified duration (years) 3.1640
Macaulay Duration (years) 3.2890
YTM 7.47%

Product Labelling of the Scheme

This product is suitable for investors who are seeking*
•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.

Tier I Benchmark’s Risk-o-meter

CRISIL Hybrid 85+15 - Conservative Index TRI
 Market/Fair Value % to Net null
Quantity YTM~ YTC^
(Rs. in Lakhs) Assets

1,664,812 5,498.04 2.70%

1,534,893 5,079.73 2.50%
896,330 4,240.99 2.09%
44,624 4,240.02 2.09%
924,920 3,929.99 1.93%
1,120,000 2,755.76 1.36%
434,035 2,186.23 1.08%
62,212 1,795.59 0.88%

85,800 1,444.70 0.71%

48,000 865.20 0.43%
86,429 575.27 0.28%
117,000 193.79 0.10%
72,000 107.03 0.05%
6,400 27.50 0.01%
32,939.84 16.21%
NIL NIL
NIL NIL

2,814,280 7458.12 3.67%

1,536,079 5458.00 2.68%
493,139 1642.65 0.81%
14558.77 7.16%
47,498.61 23.37%

4,500,000 4,590.30 2.26% 7.35%

4,000,000 4,068.65 2.00% 7.35%
3,500,000 3,601.61 1.77% 7.31%
3,500,000 3,577.13 1.76% 7.35%
350 3,483.53 1.71% 7.52%
3,000,000 3,117.15 1.53% 7.32%
3,000,000 3,116.54 1.53% 7.32%
3,000,000 3,063.72 1.51% 7.35%
3,000,000 3,044.72 1.50% 7.35%
3,000,000 2,998.14 1.47% 7.34%
2,500,000 2,614.32 1.29% 7.32%
2,500,000 2,580.61 1.27% 7.32%
2,500,000 2,567.97 1.26% 7.33%
2,500,000 2,560.18 1.26% 7.35%
2,500,000 2,554.38 1.26% 7.32%
2,500,000 2,539.30 1.25% 7.36%
2,500,000 2,538.90 1.25% 7.36%
2,500 2,491.59 1.23% 7.75%
2,500 2,487.94 1.22% 7.73%
2,000,000 2,130.55 1.05% 7.36%
2,000,000 2,066.07 1.02% 7.35%
2,000,000 2,021.08 0.99% 7.31%
1,500,000 1,580.20 0.78% 7.37%
1,500,000 1,560.14 0.77% 7.35%
1,500,000 1,557.23 0.77% 7.32%
1,500,000 1,549.83 0.76% 7.34%
1,500,000 1,545.02 0.76% 7.33%
1,500,000 1,543.45 0.76% 7.31%
1,500,000 1,541.00 0.76% 7.32%
1,500,000 1,519.46 0.75% 7.35%
150 1,507.71 0.74% 7.65%
1,500,000 1,504.47 0.74% 7.02%
1,500 1,501.22 0.74% 7.71%
1,500 1,491.11 0.73% 7.70%
1,500,000 1,484.17 0.73% 7.30%
1,500,000 1,472.76 0.72% 7.32%
1,000,000 1,043.73 0.51% 7.32%
1,000,000 1,041.65 0.51% 7.37%
1,000,000 1,041.38 0.51% 7.37%
1,000,000 1,039.55 0.51% 7.31%
1,000,000 1,037.34 0.51% 7.35%
1,000,000 1,036.05 0.51% 7.34%
1,000,000 1,029.09 0.51% 7.31%
1,000,000 1,028.96 0.51% 7.32%
1,000,000 1,026.13 0.50% 7.33%
1,000,000 1,020.93 0.50% 7.34%
1,000,000 1,011.42 0.50% 7.35%
1,000,000 1,005.77 0.49% 7.32%
1,000,000 1,003.11 0.49% 7.34%
1,000,000 1,002.59 0.49% 7.34%
1,000,000 994.70 0.49% 7.29%
1,000,000 989.55 0.49% 7.30%
1,000,000 983.19 0.48% 7.31%
500,000 526.84 0.26% 7.36%
500,000 526.71 0.26% 7.33%
500,000 525.54 0.26% 7.40%
500,000 524.80 0.26% 7.40%
500,000 524.78 0.26% 7.35%
500,000 524.58 0.26% 7.32%
500,000 523.60 0.26% 7.33%
500,000 523.11 0.26% 7.35%
500,000 522.86 0.26% 7.33%
500,000 522.31 0.26% 7.32%
500,000 521.83 0.26% 7.37%
500,000 520.52 0.26% 7.37%
500,000 520.49 0.26% 7.32%
500,000 519.81 0.26% 7.37%
500,000 519.10 0.26% 7.52%
500,000 518.50 0.26% 7.35%
500,000 518.16 0.25% 7.34%
500,000 518.07 0.25% 7.33%
500,000 517.97 0.25% 7.34%
500,000 517.91 0.25% 7.38%
500,000 517.47 0.25% 7.34%
500,000 517.12 0.25% 7.34%
500,000 516.03 0.25% 7.36%
500,000 515.95 0.25% 7.32%
500,000 515.80 0.25% 7.38%
500,000 515.46 0.25% 7.32%
500,000 514.52 0.25% 7.31%
500,000 514.09 0.25% 7.33%
500,000 513.30 0.25% 7.30%
500,000 512.30 0.25% 7.32%
500,000 512.01 0.25% 7.31%
500,000 512.00 0.25% 7.33%
500,000 510.45 0.25% 7.32%
500,000 510.39 0.25% 7.35%
500,000 510.26 0.25% 7.34%
500,000 509.85 0.25% 7.21%
500,000 509.41 0.25% 7.35%
500,000 508.91 0.25% 7.35%
500,000 506.88 0.25% 7.32%
500,000 505.62 0.25% 7.33%
500,000 503.51 0.25% 7.35%
500,000 500.80 0.25% 7.01%
500 499.28 0.25% 7.72%
500,000 499.28 0.25% 7.35%
500,000 498.22 0.25% 7.33%
500,000 495.63 0.24% 7.34%
500,000 495.61 0.24% 7.32%
50,000 495.01 0.24% 8.00%
500,000 494.59 0.24% 7.34%
500,000 494.34 0.24% 7.33%
500,000 491.56 0.24% 7.32%
500,000 490.20 0.24% 7.34%
500,000 485.87 0.24% 7.32%
500,000 479.01 0.24% 7.32%
130,115.51 63.98%
NIL NIL
 NIL NIL
130,115.51 63.98%

1,100 5,157.81 2.54% 7.61%

1,000 4,668.12 2.30% 7.66%
500 2,381.28 1.17% 7.52%
500 2,326.15 1.14% 7.62%
300 1,441.68 0.71% 7.50%
300 1,408.50 0.69% 7.60%
200 963.24 0.47% 7.49%
200 937.90 0.46% 7.60%
19,284.68 9.48%

500,000 482.45 0.24% 6.92%

482.45 0.24%
19,767.13 9.72%

4,268 439.11 0.22%

439.11 0.22%

73,943 1,008.93 0.50%

1,008.93 0.50%
1,448.04 0.72%

2,045.00 1.01% 6.70%

2,045.00 1.01%
NIL NIL
NIL NIL
2,045.00 1.01%
2,453.61 1.20%
203,327.83 100.00%

Quantity Market value % to AUM Notes &

Symbols
-85,800 (1,453.97) (0.72)%
-48,000 (871.15) (0.43)%
-60,500 (600.92) (0.30)%
-117,000 (194.69) (0.10)%
-72,000 (107.89) (0.05)%
-6,400 (27.71) (0.01)%
(3,256.33) (1.61)%
(3,256.33) (1.61)%
Net receivable/ market Total amount due (including
value principal and interest)
(as % to NAV) (Rs. in Lakhs)
NIL NIL

Dividend Per Unit

(Others)

0.07301468

0.03076095
 0.24
57.12
9.48
23.37
6.86
2.93

57.36
6.86
23.37
9.48
2.93

Futures Price when Current price of the Margin maintained in

purchased contract Rs. Lakhs
( Rs. Per unit) ( Rs. Per unit)

433.03 432.95
1,691.33 1,694.60
166.56 166.40
1,788.61 1,814.90 621.39
154.77 149.85
984.51 993.25

f/expired :

439

368,641,091

(22,716,103)
squared off/expired : Nil

n exercised/expired :
424
523,636,000
3,810,429

Benchmark Index Value of Investment of Rs. 10,000/-

CRISIL Hybrid
85+15
CRISIL Hybrid 85+15 PPFAS CHF Conservative Crisil 10 year
Conservative Index Crisil 10 year Gilt Index PPFAS CHF (Direct Plan) Index Gilt Index
7.54% 4.02% 13756 13884 12521 11298
11.59% 7.30% 11771 11806 11156 10728
7.69% 4.15% 13763 13887 12487 11296

June 30, 2021 to June June 28, 2019 to June 28,

28, 2024 (Last 3 Years) 2024 (Last 5 Years)
360000 NA
437014 NA
13.07 NA
9.45 NA
6.63 NA

June 30, 2021 to June June 28, 2019 to June 28,

28, 2024 (Last 3 Years) 2024 (Last 5 Years)
360000 NA
439104 NA
 13.40 NA
9.45 NA
6.63 NA

Riskometer
Parag Parikh Arbitrage Fund ( An open ended scheme investing in arbitrage opportunities )

Monthly Portfolio Statement as on June 30, 2024

Name of the Instrument ISIN Industry Quantity

Equity & Equity related

(a) Listed / awaiting listing on Stock Exchanges
HDFC Bank Limited INE040A01034 Banks 216,150
Kotak Mahindra Bank Limited INE237A01028 Banks 117,600
Bharat Electronics Limited INE263A01024 Aerospace & Defense 666,900
NTPC Limited INE733E01010 Power 529,500
Oil & Natural Gas Corporation Limited INE213A01029 Oil 596,750
Bank of Baroda INE028A01039 Banks 593,775
Vodafone Idea Limited INE669E01016 Telecom - Services 8,800,000
Tata Motors Limited INE155A01022 Automobiles 155,650
Larsen & Toubro Limited INE018A01030 Construction 40,500
State Bank of India INE062A01020 Banks 160,500
Reliance Industries Limited INE002A01018 Petroleum Products 40,750
Hindustan Aeronautics Limited INE066F01020 Aerospace & Defense 21,900
Tata Power Company Limited INE245A01021 Power 226,800
Hindustan Copper Limited INE531E01026 Non - Ferrous Metals 312,700
GAIL (India) Limited INE129A01019 Gas 443,775
Bharat Heavy Electricals Limited INE257A01026 Electrical Equipment 320,250
Canara Bank INE476A01022 Banks 762,750
Vedanta Limited INE205A01025 Diversified Metals 197,800
Hindustan Petroleum Corporation Limited INE094A01015 Petroleum Products 263,250
Crompton Greaves Consumer Electricals Limited INE299U01018 Consumer Durables 208,800
Bandhan Bank Limited INE545U01014 Banks 414,400
Bajaj Finance Limited INE296A01024 Finance 11,625
National Aluminium Company Limited INE139A01034 Non - Ferrous Metals 435,000
JSW Steel Limited INE019A01038 Ferrous Metals 87,075
Bharat Petroleum Corporation Limited INE029A01011 Petroleum Products 262,800
Tata Consultancy Services Limited INE467B01029 IT - Software 20,125
Biocon Limited INE376G01013 Pharmaceuticals & Biotechnology 207,500
Divi's Laboratories Limited INE361B01024 Pharmaceuticals & Biotechnology 15,200
Steel Authority of India Limited INE114A01011 Ferrous Metals 436,000
The Federal Bank Limited INE171A01029 Banks 350,000
Hindustan Unilever Limited INE030A01027 Diversified FMCG 24,900
The India Cements Limited INE383A01012 Cement & Cement Products 208,800
GMR Airports Infrastructure Limited INE776C01039 Transport Infrastructure 630,000
REC Limited INE020B01018 Finance 114,000
Indian Railway Catering And Tourism Corporation Limited INE335Y01020 Leisure Services 60,375
IndusInd Bank Limited INE095A01012 Banks 36,500
TVS Motor Company Limited INE494B01023 Automobiles 22,050
Indian Oil Corporation Limited INE242A01010 Petroleum Products 307,125
L&T Finance Limited INE498L01015 Finance 263,258
Apollo Hospitals Enterprise Limited INE437A01024 Healthcare Services 7,625
Zydus Lifesciences Limited INE010B01027 Pharmaceuticals & Biotechnology 42,300
Punjab National Bank INE160A01022 Banks 368,000
Indus Towers Limited INE121J01017 Telecom - Services 119,000
The Indian Hotels Company Limited INE053A01029 Leisure Services 71,000
Axis Bank Limited INE238A01034 Banks 35,000
Aarti Industries Limited INE769A01020 Chemicals & Petrochemicals 58,000
Nestle India Limited INE239A01024 Food Products 15,400
Dr. Lal Path Labs Limited INE600L01024 Healthcare Services 14,100
DLF Limited INE271C01023 Realty 47,025
Bajaj Finserv Limited INE918I01026 Finance 24,000
Petronet LNG Limited INE347G01014 Gas 114,000
Tata Steel Limited INE081A01020 Ferrous Metals 181,500
United Spirits Limited INE854D01024 Beverages 22,400
Aurobindo Pharma Limited INE406A01037 Pharmaceuticals & Biotechnology 22,000
Dixon Technologies (India) Limited INE935N01020 Consumer Durables 2,100
Dabur India Limited INE016A01026 Personal Products 41,250
Granules India Limited INE101D01020 Pharmaceuticals & Biotechnology 46,000
Power Grid Corporation of India Limited INE752E01010 Power 64,800
Birlasoft Limited INE836A01035 IT - Software 31,000
Balrampur Chini Mills Limited INE119A01028 Agricultural Food & other Products 49,600
Abbott India Limited INE358A01014 Pharmaceuticals & Biotechnology 760
Aditya Birla Capital Limited INE674K01013 Finance 86,400
Oberoi Realty Limited INE093I01010 Realty 10,500
Siemens Limited INE003A01024 Electrical Equipment 2,400
RBL Bank Limited INE976G01028 Banks 70,000
Voltas Limited INE226A01021 Consumer Durables 12,000
Hero MotoCorp Limited INE158A01026 Automobiles 3,150
City Union Bank Limited INE491A01021 Banks 105,000
PVR INOX Limited INE191H01014 Entertainment 11,396
Glenmark Pharmaceuticals Limited INE935A01035 Pharmaceuticals & Biotechnology 12,325
HDFC Life Insurance Company Limited INE795G01014 Insurance 25,300
Piramal Enterprises Limited INE140A01024 Finance 15,750
ICICI Lombard General Insurance Company Limited INE765G01017 Insurance 7,500
Indraprastha Gas Limited INE203G01027 Gas 24,750
ITC Limited INE154A01025 Diversified FMCG 28,800
IDFC Limited INE043D01016 Finance 100,000
Marico Limited INE196A01026 Agricultural Food & other Products 19,200
Tech Mahindra Limited INE669C01036 IT - Software 7,200
Maruti Suzuki India Limited INE585B01010 Automobiles 850
Cholamandalam Investment and Finance Company Ltd INE121A01024 Finance 6,875
LIC Housing Finance Limited INE115A01026 Finance 11,000
Britannia Industries Limited INE216A01030 Food Products 1,600
Balkrishna Industries Limited INE787D01026 Auto Components 1,800
Infosys Limited INE009A01021 IT - Software 3,200
Gujarat Narmada Valley Fertilizers and Chemicals Limited INE113A01013 Chemicals & Petrochemicals 6,500
Ashok Leyland Limited INE208A01029 Agricultural, Commercial & Construction 15,000
Jindal Steel & Power Limited INE749A01030 Vehicles
Ferrous Metals 3,125
LTIMindtree Limited INE214T01019 IT - Software 600
Godrej Consumer Products Limited INE102D01028 Personal Products 2,000
Max Financial Services Limited INE180A01020 Insurance 2,400
Deepak Nitrite Limited INE288B01029 Chemicals & Petrochemicals 900
Hindalco Industries Limited INE038A01020 Non - Ferrous Metals 2,800
Cipla Limited INE059A01026 Pharmaceuticals & Biotechnology 1,300
NMDC Limited INE584A01023 Minerals & Mining 4,500
Info Edge (India) Limited INE663F01024 Retailing 150
Apollo Tyres Limited INE438A01022 Auto Components 1,700
Berger Paints (I) Limited INE463A01038 Consumer Durables 1,320
HCL Technologies Limited INE860A01027 IT - Software 350
Sub Total
(b) Unlisted
Sub Total
Total
Money Market Instruments
Certificate of Deposit
National Bank For Agriculture and Rural Development (17/01/2025) INE261F16769 CRISIL A1+ 500
HDFC Bank Limited (24/06/2025) INE040A16FA5 CRISIL A1+ 500
Axis Bank Limited (05/06/2025) INE238AD6843 CRISIL A1+ 400
Punjab National Bank (15/05/2025) INE160A16PF9 CRISIL A1+ 200
Axis Bank Limited (10/01/2025) INE238AD6629 CRISIL A1+ 100
Kotak Mahindra Bank Limited (15/05/2025) INE237A163X5 CRISIL A1+ 100
Sub Total
Total
Others
Mutual Fund Units
Parag Parikh Liquid Fund- Direct Plan- Growth INF879O01068 1,046,133
Sub Total
Total
Reverse Repo / TREPS
Clearing Corporation of India Ltd
Sub Total
Total
Net Receivables / (Payables)
GRAND TOTAL

Derivatives
Futures Price when
Current price of the contract
Name of the Instrument purchased Quantity
( Rs. Per unit)
( Rs. Per unit)
Index / Stock Futures
HDFC Bank Limited July 2024 Future 1683.42 1694.60 -216,150
Kotak Mahindra Bank Limited July 2024 Future 1785.84 1814.90 -117,600
Bharat Electronics Limited July 2024 Future 308.35 308.25 -666,900
NTPC Limited July 2024 Future 363.89 381.00 -529,500
Oil & Natural Gas Corporation Limited July 2024 Future 267.19 276.25 -596,750
Bank of Baroda July 2024 Future 271.02 277.20 -593,775
Vodafone Idea Limited July 2024 Future 17.98 18.00 -8,800,000
Tata Motors Limited July 2024 Future 967.01 993.25 -155,650
Larsen & Toubro Limited July 2024 Future 3595.08 3573.15 -40,500
State Bank of India July 2024 Future 844.56 854.85 -160,500
Reliance Industries Limited July 2024 Future 2997.54 3151.45 -40,750
Hindustan Aeronautics Limited July 2024 Future 4809.05 5300.10 -21,900
Hindustan Copper Limited July 2024 Future 322.59 320.75 -312,700
Tata Power Company Limited July 2024 Future 436.95 441.80 -226,800
GAIL (India) Limited July 2024 Future 213.72 221.10 -443,775
Bharat Heavy Electricals Limited July 2024 Future 294.25 302.60 -320,250
Canara Bank July 2024 Future 119.94 120.30 -762,750
Vedanta Limited July 2024 Future 442.50 457.25 -197,800
Hindustan Petroleum Corporation Limited July 2024 Future 337.38 333.95 -263,250
Bandhan Bank Limited August 2024 Future 204.17 205.95 -414,400
Crompton Greaves Consumer Electricals Limited July 2024 Future 423.66 404.95 -208,800
Bajaj Finance Limited July 2024 Future 7128.24 7163.80 -11,625
National Aluminium Company Limited July 2024 Future 188.92 187.95 -435,000
JSW Steel Limited July 2024 Future 930.26 930.95 -87,075
Bharat Petroleum Corporation Limited July 2024 Future 293.61 305.05 -262,800
Tata Consultancy Services Limited July 2024 Future 3912.84 3921.80 -20,125
Biocon Limited July 2024 Future 349.64 352.95 -207,500
Divi's Laboratories Limited July 2024 Future 4567.78 4622.75 -15,200
Steel Authority of India Limited July 2024 Future 152.72 149.85 -436,000
The Federal Bank Limited July 2024 Future 178.63 178.40 -350,000
Hindustan Unilever Limited July 2024 Future 2464.49 2486.30 -24,900
The India Cements Limited July 2024 Future 244.23 295.05 -208,800
GMR Airports Infrastructure Limited July 2024 Future 98.61 97.10 -630,000
REC Limited July 2024 Future 515.49 527.70 -114,000
Indian Railway Catering And Tourism Corporation Limited July 2024 Future 1016.61 996.05 -60,375
IndusInd Bank Limited July 2024 Future 1499.43 1471.30 -36,500
TVS Motor Company Limited July 2024 Future 2438.36 2374.50 -22,050
Indian Oil Corporation Limited July 2024 Future 168.12 166.40 -307,125
L&T Finance Limited July 2024 Future 174.02 182.20 -263,258
Apollo Hospitals Enterprise Limited July 2024 Future 6263.54 6227.50 -7,625
Zydus Lifesciences Limited July 2024 Future 1086.51 1081.85 -42,300
Punjab National Bank July 2024 Future 124.49 124.15 -368,000
Indus Towers Limited July 2024 Future 339.66 377.85 -119,000
Axis Bank Limited July 2024 Future 1272.76 1272.35 -35,000
The Indian Hotels Company Limited July 2024 Future 648.13 625.70 -71,000
Aarti Industries Limited July 2024 Future 705.39 691.05 -58,000
Dr. Lal Path Labs Limited July 2024 Future 2743.87 2797.35 -14,100
Nestle India Limited July 2024 Future 2532.25 2558.00 -15,400
DLF Limited July 2024 Future 841.65 828.05 -47,025
Bajaj Finserv Limited July 2024 Future 1600.10 1594.65 -24,000
Petronet LNG Limited July 2024 Future 314.91 328.70 -114,000
Tata Steel Limited July 2024 Future 176.25 175.30 -181,500
United Spirits Limited July 2024 Future 1280.50 1280.25 -22,400
Aurobindo Pharma Limited July 2024 Future 1234.60 1215.75 -22,000
Dixon Technologies (India) Limited July 2024 Future 11726.40 12052.05 -2,100
Granules India Limited July 2024 Future 496.38 496.30 -46,000
Power Grid Corporation of India Limited July 2024 Future 297.67 333.05 -64,800
Birlasoft Limited August 2024 Future 693.94 696.15 -31,000
Balrampur Chini Mills Limited July 2024 Future 433.29 432.95 -49,600
Abbott India Limited July 2024 Future 26876.12 27402.55 -760
Aditya Birla Capital Limited July 2024 Future 238.90 240.05 -86,400
Oberoi Realty Limited July 2024 Future 1863.49 1773.40 -10,500
Siemens Limited July 2024 Future 7618.90 7732.45 -2,400
Voltas Limited July 2024 Future 1519.26 1482.70 -12,000
Hero MotoCorp Limited July 2024 Future 5542.43 5620.60 -3,150
City Union Bank Limited July 2024 Future 166.28 168.10 -105,000
Dabur India Limited July 2024 Future 599.57 603.65 -28,750
PVR INOX Limited July 2024 Future 1467.93 1433.90 -11,396
RBL Bank Limited August 2024 Future 263.55 265.00 -57,500
Glenmark Pharmaceuticals Limited July 2024 Future 1233.74 1236.10 -12,325
HDFC Life Insurance Company Limited July 2024 Future 588.83 597.75 -25,300
Piramal Enterprises Limited July 2024 Future 909.05 923.40 -15,750
ICICI Lombard General Insurance Company Limited July 2024 Future 1769.98 1801.50 -7,500
Indraprastha Gas Limited July 2024 Future 479.22 505.70 -24,750
ITC Limited July 2024 Future 425.92 427.85 -28,800
IDFC Limited July 2024 Future 123.38 123.00 -100,000
Marico Limited July 2024 Future 621.49 617.60 -19,200
Tech Mahindra Limited July 2024 Future 1416.24 1439.60 -7,200
Maruti Suzuki India Limited July 2024 Future 12276.98 12116.15 -850
Cholamandalam Investment and Finance Company Ltd July 2024 Future 1443.66 1423.75 -6,875
LIC Housing Finance Limited July 2024 Future 751.63 802.60 -11,000
Britannia Industries Limited July 2024 Future 5406.56 5499.30 -1,600
Dabur India Limited August 2024 Future 602.49 607.35 -12,500
Balkrishna Industries Limited July 2024 Future 3217.41 3237.30 -1,800
Infosys Limited July 2024 Future 1537.60 1573.00 -3,200
Gujarat Narmada Valley Fertilizers and Chemicals Limited July 2024 Future 775.20 715.65 -6,500
Ashok Leyland Limited July 2024 Future 244.28 243.50 -15,000
RBL Bank Limited July 2024 Future 258.13 263.50 -12,500
Jindal Steel & Power Limited July 2024 Future 1075.32 1051.30 -3,125
LTIMindtree Limited July 2024 Future 5151.06 5406.00 -600
Godrej Consumer Products Limited July 2024 Future 1391.94 1383.70 -2,000
Max Financial Services Limited July 2024 Future 989.43 977.50 -2,400
Deepak Nitrite Limited July 2024 Future 2502.75 2518.95 -900
Hindalco Industries Limited July 2024 Future 687.60 696.25 -2,800
Cipla Limited July 2024 Future 1525.95 1491.00 -1,300
NMDC Limited July 2024 Future 246.85 247.85 -4,500
Info Edge (India) Limited July 2024 Future 6524.75 6817.70 -150
Apollo Tyres Limited July 2024 Future 491.65 539.75 -1,700
Berger Paints (I) Limited July 2024 Future 505.70 507.65 -1,320
HCL Technologies Limited July 2024 Future 1442.60 1452.00 -350
Sub Total
Total
~ YTM as on June 30, 2024
^ Pursuant to AMFI circular no. 135/BP/91/2020-21, Yield to Call (YTC) for AT-1 bonds and Tier-2 bonds as on June 30, 2024.

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

Net receivable/ market

Net receivable/ market value
Name of security ISIN Code value

(Rs. in Lakhs) (as % to NAV)

NIL NIL NIL NIL
Total value provided for securities classified as below investment grade or default and its percentage to NAV - NIL

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

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

Plan / Option May 31, 2024(Rs.) June 28, 2024(Rs.)
Direct Plan 10.4504 10.5204
Regular Plan 10.4292 10.4963

4. Total Dividend (Net) declared during the period ended Jun 30, 2024 - Nil

5. Total Bonus declared during the period ended Jun 30, 2024 - Nil

6. Total outstanding exposure in derivative instruments as on Jun 30, 2024 : Rs. (5,27,28,78,615.5)
(Gross exposure means sum of all long and short positions in derivatives)

7. Total investment in Foreign Securities / ADRs / GDRs as on Jun 30, 2024 : Nil

8. Total Commission paid in the month of Jun 2024 : Rs. 462,935.86

9. Total Brokerage paid for Buying/ Selling of Investment for Jun 2024 is Rs. 14,13,031.74

10. Portfolio Turnover Ratio (Including Equity Arbitrage): 697.28

11. Repo transactions in corporate debt securities during the period ending Jun 30, 2024 is Nil.

12. Deviation from the valuation prices given by valuation agencies: NIL
13. Disclosure for investments in derivative instruments

For the period 01-Jun-2024 to 30-Jun-2024, the following details specified for hedging transactions through futures which have been squared off/expired :
Total Number of contracts where futures were bought (opening balance)
Total Number of contracts where futures were bought 8,533
Total Number of contracts where futures were sold (opening balance)
Total Number of contracts where futures were sold 461
Gross Notional Value of contracts where futures were bought (opening balance) Rs.
Gross Notional Value of contracts where futures were bought Rs. 6,161,522,346
Gross Notional Value of contracts where futures were sold (opening balance) Rs.
Gross Notional Value of contracts where futures were sold Rs. 232,558,375
Net Profit/Loss value on all contracts combined Rs. (265,864,505)
Exposure created due to over hedging through futures (quantity of hedging position exceeding the quantity of existing position being hedged) is Nil.

B. Other than Hedging Positions through Futures as on 30-Jun-2024: Nil

C. Hedging Position through Put Option as on 30-Jun-2024: Nil

D. Other than Hedging Positions through Options as on 30-Jun-2024: NIL

E. Hedging Positions through swaps as on 30-Jun-2024: Nil

Lumpsum Investment Performance

Scheme Benchmark

Date PPFAS AF PPFAS AF (Direct Plan) Nifty 50 Arbitrage TRI

Since Inception (02 Nov, 2023) 7.68% 8.06% -

Debt Quants as on as on June 30, 2024

Avg maturity of the fund (days) 117.06
Modified duration (years) 0.2964
Macaulay Duration (years) 0.3185
YTM 7.12%

Risko
Product Labelling of the Scheme
This product is suitable for investors who are seeking*
•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 them.

Tier I Benchmark’s Risk-o-meter

NIFTY 50 Arbitrage Total Return Index (TRI)
Market/Fair Value % to Net null
YTM~ YTC^
(Rs. in Lakhs) Assets

3,639.53 4.63%
2,119.74 2.70%
2,040.05 2.59%
2,003.36 2.55%
1,636.29 2.08%
1,635.26 2.08%
1,574.32 2.00%
1,540.55 1.96%
1,437.12 1.83%
1,362.56 1.73%
1,275.80 1.62%
1,152.87 1.47%
999.28 1.27%
996.57 1.27%
974.31 1.24%
963.47 1.23%
911.26 1.16%
898.01 1.14%
874.25 1.11%
846.27 1.08%
844.46 1.07%
827.18 1.05%
813.93 1.03%
811.10 1.03%
798.78 1.02%
785.71 1.00%
728.53 0.93%
698.66 0.89%
648.11 0.82%
620.38 0.79%
615.79 0.78%
612.97 0.78%
608.39 0.77%
598.96 0.76%
597.26 0.76%
534.54 0.68%
521.45 0.66%
508.69 0.65%
476.94 0.61%
471.66 0.60%
454.28 0.58%
453.60 0.58%
446.61 0.57%
443.79 0.56%
442.84 0.56%
398.03 0.51%
392.95 0.50%
392.08 0.50%
387.84 0.49%
381.16 0.48%
376.49 0.48%
315.83 0.40%
285.94 0.36%
265.67 0.34%
251.40 0.32%
247.79 0.32%
226.69 0.29%
214.46 0.27%
213.99 0.27%
213.13 0.27%
209.94 0.27%
206.25 0.26%
185.40 0.24%
184.91 0.24%
184.09 0.23%
176.66 0.22%
175.76 0.22%
175.43 0.22%
162.66 0.21%
151.66 0.19%
150.55 0.19%
146.00 0.19%
134.22 0.17%
124.67 0.16%
122.37 0.16%
122.16 0.16%
117.70 0.15%
102.99 0.13%
102.29 0.13%
97.87 0.12%
87.65 0.11%
87.61 0.11%
58.12 0.07%
50.14 0.06%
46.18 0.06%
36.28 0.05%
32.64 0.04%
32.31 0.04%
 27.52 0.03%
23.32 0.03%
22.52 0.03%
19.42 0.02%
19.25 0.02%
11.07 0.01%
10.18 0.01%
9.21 0.01%
6.66 0.01%
5.11 0.01%
52,427.70 66.65%
NIL NIL
NIL NIL
52,427.70 66.65%

2,400.69 3.05% 7.55%

2,326.15 2.96% 7.62%
1,867.25 2.37% 7.66%
937.78 1.19% 7.61%
480.83 0.61% 7.54%
468.95 0.60% 7.60%
8,481.65 10.78%
8,481.65 10.78%

14,274.22 18.15%
14,274.22 18.15%
14,274.22 18.15%

3,945.00 5.02% 6.70%

3,945.00 5.02%
3,945.00 5.02%
(483.37) (0.60)%
78,645.20 100.00%

Market value Margin maintained in

% to AUM
(Rs. in Lakhs) Rs. Lakhs

(3,662.88) (4.66)%
(2,134.32) (2.71)%
(2,055.72) (2.61)%
(2,017.40) (2.57)%
(1,648.52) (2.10)%
(1,645.94) (2.09)%
(1,584.00) (2.01)%
(1,545.99) (1.97)%
(1,447.13) (1.84)%
(1,372.03) (1.74)%
(1,284.22) (1.63)%
(1,160.72) (1.48)%
(1,002.99) (1.28)%
(1,002.00) (1.27)%
(981.19) (1.25)%
(969.08) (1.23)%
(917.59) (1.17)%
(904.44) (1.15)%
(879.12) (1.12)%
(853.46) (1.09)%
(845.54) (1.08)%
(832.79) (1.06)%
(817.58) (1.04)%
(810.62) (1.03)%
(801.67) (1.02)%
(789.26) (1.00)%
(732.37) (0.93)%
(702.66) (0.89)%
(653.35) (0.83)%
(624.40) (0.79)%
(619.09) (0.79)%
(616.06) (0.78)%
(611.73) (0.78)%
(601.58) (0.76)%
(601.37) (0.76)%
(537.02) (0.68)%
(523.58) (0.67)%
(511.06) (0.65)%
(479.66) (0.61)%
(474.85) (0.60)%
(457.62) (0.58)%
(456.87) (0.58)%
(449.64) (0.57)%
(445.32) (0.57)%
(444.25) (0.56)%
(400.81) (0.51)%
(394.43) (0.50)%
(393.93) (0.50)%
(389.39) (0.50)%
(382.72) (0.49)% 12,544.45
(374.72) (0.48)%
(318.17) (0.40)%
(286.78) (0.36)%
(267.47) (0.34)%
 (253.09) (0.32)%
(228.30) (0.29)%
(215.82) (0.27)%
(215.81) (0.27)%
(214.74) (0.27)%
(208.26) (0.26)%
(207.40) (0.26)%
(186.21) (0.24)%
(185.58) (0.24)%
(177.92) (0.23)%
(177.05) (0.23)%
(176.51) (0.22)%
(173.55) (0.22)%
(163.41) (0.21)%
(152.38) (0.19)%
(152.35) (0.19)%
(151.23) (0.19)%
(145.44) (0.18)%
(135.11) (0.17)%
(125.16) (0.16)%
(123.22) (0.16)%
(123.00) (0.16)%
(118.58) (0.15)%
(103.65) (0.13)%
(102.99) (0.13)%
(97.88) (0.12)%
(88.29) (0.11)%
(87.99) (0.11)%
(75.92) (0.10)%
(58.27) (0.07)%
(50.34) (0.06)%
(46.52) (0.06)%
(36.53) (0.05)%
(32.94) (0.04)%
(32.85) (0.04)%
(32.44) (0.04)%
(27.67) (0.04)%
(23.46) (0.03)%
(22.67) (0.03)%
(19.50) (0.02)%
(19.38) (0.02)%
(11.15) (0.01)%
(10.23) (0.01)%
(9.18) (0.01)%
(6.70) (0.01)%
(5.08) (0.01)%
(52,728.85) (66.99)%
(52,728.85) (66.99)%
Total amount due (including
principal and interest)

(Rs. in Lakhs)
NIL
Index Value of Investment of Rs. 10,000/-

PPFAS AF (Direct Nifty 50 Arbitrage

Nifty 50 TRI PPFAS AF Plan) TRI Nifty 50 TRI
43.10% 10496 10520 - 12645

kometer
Parag Parikh Dynamic Asset Allocation Fund (An open ended dynamic asset allocation fund )

Monthly Portfolio Statement as on June 30, 2024

Name of the Instrument ISIN Industry

Equity & Equity related

(a) Listed / awaiting listing on Stock Exchanges
Petronet LNG Limited INE347G01014 Gas
Power Grid Corporation of India Limited INE752E01010 Power
Coal India Limited INE522F01014 Consumable Fuels
ITC Limited INE154A01025 Diversified FMCG
Swaraj Engines Limited INE277A01016 Industrial Products
VST Industries Limited INE710A01016 Cigarettes & Tobacco Products

Arbitrage & Special Situations

Tata Motors Limited DVR IN9155A01020 Automobiles
HDFC Bank Limited INE040A01034 Banks
Kotak Mahindra Bank Limited INE237A01028 Banks
Bharat Electronics Limited INE263A01024 Aerospace & Defense
State Bank of India INE062A01020 Banks
NTPC Limited INE733E01010 Power
Reliance Industries Limited INE002A01018 Petroleum Products
Bajaj Finance Limited INE296A01024 Finance
Axis Bank Limited INE238A01034 Banks
Titan Company Limited INE280A01028 Consumer Durables
Aarti Industries Limited INE769A01020 Chemicals & Petrochemicals
Bajaj Finserv Limited INE918I01026 Finance
Hindustan Petroleum Corporation Limited INE094A01015 Petroleum Products
Hindustan Unilever Limited INE030A01027 Diversified FMCG
Tata Steel Limited INE081A01020 Ferrous Metals
JSW Steel Limited INE019A01038 Ferrous Metals
The Federal Bank Limited INE171A01029 Banks
Larsen & Toubro Limited INE018A01030 Construction
Bharti Airtel Limited INE397D01024 Telecom - Services
Hindalco Industries Limited INE038A01020 Non - Ferrous Metals
Steel Authority of India Limited INE114A01011 Ferrous Metals
Bandhan Bank Limited INE545U01014 Banks
Canara Bank INE476A01022 Banks
Tata Consultancy Services Limited INE467B01029 IT - Software
Maruti Suzuki India Limited INE585B01010 Automobiles
Hindustan Copper Limited INE531E01026 Non - Ferrous Metals
IndusInd Bank Limited INE095A01012 Banks
Divi's Laboratories Limited INE361B01024 Pharmaceuticals & Biotechnology
Indus Towers Limited INE121J01017 Telecom - Services
Piramal Enterprises Limited INE140A01024 Finance
Vodafone Idea Limited INE669E01016 Telecom - Services
DLF Limited INE271C01023 Realty
RBL Bank Limited INE976G01028 Banks
Zydus Lifesciences Limited INE010B01027 Pharmaceuticals & Biotechnology
Dabur India Limited INE016A01026 Personal Products
Sub Total
(b) Unlisted
Sub Total
Total
Debt Instruments
(a) Listed / awaiting listing on Stock Exchange
7.7% Maharashtra SDL (MD 08/03/2031) IN2220220197 Sovereign
7.49% Maharashtra SDL (MD 12/04/2030) IN2220230022 Sovereign
6.98% Tamilnadu SDL (MD 14/07/2031) IN3120210114 Sovereign
8.22% Karnataka SDL (MD 30/01/2031) IN1920180156 Sovereign
7.63% Maharashtra SDL (MD 11/05/2030) IN2220220049 Sovereign
7.45% TELANGANA SDL (MD 02/08/2030) IN4520230165 Sovereign
7.58% NABARD Sr 23H NCD (MD 31/07/2026) INE261F08DX0 CRISIL AAA
7.37% Power Fin Corp NCD Sr 230 (MD 22/05/2026) INE134E08MO2 CRISIL AAA
8.37% Tamilnadu SDL (MD 06/03/2029) IN3120180226 Sovereign
7.83% Maharashtra SDL (MD 08/04/2030) IN2220200017 Sovereign
7.76% Maharashtra SDL (MD 04/10/2030) IN2220220122 Sovereign
7.69% Maharashtra SDL (MD 15/03/2031) IN2220220213 Sovereign
7.7% Maharashtra SDL (MD 19/10/2030) IN2220220130 Sovereign
7.68% Tamilnadu SDL (MD 25/10/2030) IN3120230278 Sovereign
7.7% Andhra Pradesh SDL (MD 06/12/2029) IN1020230620 Sovereign
8.39% Power Finance Corp Ltd NCD SrC (MD19/04/25) INE134E08HD5 CRISIL AAA
6.88% REC Ltd Sr 190 A (MD 20/03/2025) INE020B08CK8 CRISIL AAA
7.25% NABARD Sr 23C NCD (MD 01/08/2025) INE261F08DQ4 CRISIL AAA
6.95% Tamilnadu SDL (MD 17/02/2031) IN3120200362 Sovereign
6.52% Karnataka SDL (MD 16/12/2030) IN1920200491 Sovereign
8.68% Andhra Pradesh SDL (MD 24/10/2030) IN1020180304 Sovereign
7.86% Maharashtra SDL (MD 08/06/2030) IN2220220080 Sovereign
7.77% Gujarat SDL (MD 01/06/2031) IN1520220014 Sovereign
7.75% Tamil Nadu SDL (MD 08/04/2030) IN3120200016 Sovereign
7.95% REC Ltd NCD (MD 12/03/2027) INE020B08AH8 CRISIL AAA
7.38% Gujarat SDL (MD 26/04/2030) IN1520230013 Sovereign
7.77% REC Ltd NCD Ser 227 A (MD 30/09/2026) INE020B08EP3 CRISIL AAA
7.09% Karnataka SDL (MD 18/03/2030) IN1920190213 Sovereign
6.53% Karnataka SDL (MD 02/12/2030) IN1920200459 Sovereign
6.33% Tamilnadu SDL (MD 22/07/2030) IN3120200222 Sovereign
Sub Total
(b) Privately placed / Unlisted
Sub Total
Total
Money Market Instruments
Certificate of Deposit
Punjab National Bank (15/05/2025) INE160A16PF9 CRISIL A1+
HDFC Bank Limited (24/06/2025) INE040A16FA5 CRISIL A1+
Kotak Mahindra Bank Limited (15/05/2025) INE237A163X5 CRISIL A1+
Sub Total
Treasury Bill
364 Days Tbill (MD 16/01/2025) IN002023Z448 Sovereign
Sub Total
Total
Others
Mutual Fund Units
Parag Parikh Liquid Fund- Direct Plan- Growth INF879O01068
Sub Total
Total
Reverse Repo / TREPS
Clearing Corporation of India Ltd
Sub Total
(b) Privately placed / Unlisted
Sub Total
Total
Net Receivables / (Payables)
GRAND TOTAL

Derivatives
Name of the Instrument Long / Short

Index / Stock Futures

Tata Motors Limited July 2024 Future
HDFC Bank Limited July 2024 Future
Kotak Mahindra Bank Limited July 2024 Future
Bharat Electronics Limited July 2024 Future
State Bank of India July 2024 Future
NTPC Limited July 2024 Future
Reliance Industries Limited July 2024 Future
Bajaj Finance Limited July 2024 Future
Axis Bank Limited July 2024 Future
Titan Company Limited July 2024 Future
Aarti Industries Limited July 2024 Future
Bajaj Finserv Limited July 2024 Future
Hindustan Petroleum Corporation Limited July 2024 Future
Hindustan Unilever Limited July 2024 Future
Tata Steel Limited July 2024 Future
JSW Steel Limited July 2024 Future
The Federal Bank Limited July 2024 Future
Larsen & Toubro Limited July 2024 Future
Bharti Airtel Limited July 2024 Future
Hindalco Industries Limited July 2024 Future
Steel Authority of India Limited July 2024 Future
Bandhan Bank Limited July 2024 Future
Canara Bank July 2024 Future
Tata Consultancy Services Limited July 2024 Future
Maruti Suzuki India Limited July 2024 Future
Hindustan Copper Limited July 2024 Future
IndusInd Bank Limited July 2024 Future
Divi's Laboratories Limited July 2024 Future
Indus Towers Limited July 2024 Future
Piramal Enterprises Limited July 2024 Future
Vodafone Idea Limited July 2024 Future
DLF Limited July 2024 Future
RBL Bank Limited July 2024 Future
Zydus Lifesciences Limited July 2024 Future
Dabur India Limited August 2024 Future
Sub Total
Total

~ YTM as on June 30, 2024

^ Pursuant to AMFI circular no. 135/BP/91/2020-21, Yield to Call (YTC) for AT-1 bonds and Tier-2 bonds as on June 30, 2024.

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

Net receivable/ market value

Name of security ISIN Code
(Rs. in Lakhs)
NIL NIL NIL
Total value provided for securities classified as below investment grade or default and its percentage to NAV - NIL

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

Options May 31, 2024(Rs.) June 28, 2024(Rs.)
Direct Plan
Parag Parikh Dynamic Asset Allocation Fund - Direct Plan - Growth 10.2900 10.4668
Parag Parikh Dynamic Asset Allocation Fund - Direct Plan - Monthly IDCW* 10.1798 10.3503
Regular Plan
Parag Parikh Dynamic Asset Allocation Fund - Regular Plan - Growth 10.2820 10.4563
Parag Parikh Dynamic Asset Allocation Fund - Regular Plan - Monthly IDCW* 10.1546 10.3251

3. Total Dividend (Net) declared during the period ended JUN 30, 2024 :-

Record Date Monthly IDCW* (Direct) Dividend Per Unit

(Huf & Individuals)
Jun-24 Direct Plan- Monthly
IDCW* 0.00445306
 Jun-24 Regular Plan- Monthly
IDCW* 0.00179564

4. Total Bonus declared during the period ended Jun 30, 2024- Nil

5. Total outstanding exposure in derivative instruments as on Jun 30, 2024: Rs (1,86,52,90,767.5)

(Gross exposure means sum of all long and short positions in derivatives)

6. Total investment in Foreign Securities / ADRs / GDRs as on Jun 30, 2024- Nil

7. Details of transactions of "Credit Default Swap" for the month ended Jun 30, 2024- Nil

8. Average Portfolio Maturity is 811 days.

9. Repo transactions in corporate debt securities during the period ending Jun 30, 2024- Nil

10. Portfolio Classification by Asset Class(%) :

T Bills
Goverment Securities
Commercial Papers (CP) / Certificate Of Deposit (CD)
Equity & Equity related
Debt Securities
Cash,Cash Equivalents and Net Current Assets including TREPS

11. Portfolio Classification by Rating Class(%) :

Sovereign
CRISIL AAA
Others
CRISIL A1+
Cash,Cash Equivalents and Net Current Assets including TREPS

12. Deviation from the valuation prices given by valuation agencies: NIL

13. Disclosure for investments in derivative instruments

A. Hedging Positions through Futures as on 30-Jun-2024:

Underlying Series Long / Short

Aarti Industries Limited July/24 Short

Vodafone Idea Limited July/24 Short
Bajaj Finance Limited July/24 Short
Bandhan Bank Limited July/24 Short
Bajaj Finserv Limited July/24 Short
Bharat Electronics Limited July/24 Short
Indus Towers Limited July/24 Short
Bharti Airtel Limited July/24 Short
Canara Bank July/24 Short
Zydus Lifesciences Limited July/24 Short
Dabur India Limited August/24 Short
Divi's Laboratories Limited July/24 Short
DLF Limited July/24 Short
The Federal Bank Limited July/24 Short
HDFC Bank Limited July/24 Short
Hindustan Copper Limited July/24 Short
Hindalco Industries Limited July/24 Short
Hindustan Unilever Limited July/24 Short
Hindustan Petroleum Corporation Limited July/24 Short
IndusInd Bank Limited July/24 Short
JSW Steel Limited July/24 Short
Kotak Mahindra Bank Limited July/24 Short
Larsen & Toubro Limited July/24 Short
Maruti Suzuki India Limited July/24 Short
Piramal Enterprises Limited July/24 Short
NTPC Limited July/24 Short
Reliance Industries Limited July/24 Short
RBL Bank Limited July/24 Short
Steel Authority of India Limited July/24 Short
State Bank of India July/24 Short
Tata Consultancy Services Limited July/24 Short
Tata Motors Limited July/24 Short
Tata Steel Limited July/24 Short
Titan Company Limited July/24 Short
Axis Bank Limited July/24 Short
Total exposure through futures as % of net assets : 25.11%

For the period 01-Jun-2024 to 30-Jun-2024, the following details specified for hedging transactions through futures which have been squared off/expired :
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.

Exposure created due to over hedging through futures (quantity of hedging position exceeding the quantity of existing position being hedged) is Nil.

B. Other than Hedging Positions through Futures as on 30-Jun-2024 : Nil

C. Hedging Position through Put Option as on 30-Jun-2024: Nil

D. Other than Hedging Positions through Options as on 30-Jun-2024 :- Nil

For the period 01-Jun-2024 to 30-Jun- 2024, the following details specified for non-hedging transactions through options which have already been exercised/expi
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 Positions through swaps as on 30-Jun-2024: Nil

Debt Quants as on as on June 30, 2024

Avg maturity of the fund (days) 1401.67
Modified duration (years) 3.0098
Macaulay Duration (years) 3.1339
YTM 7.43%

Product Labelling of the Scheme

This product is suitable for investors who are seeking*
•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

*Investors should consult their financial advisers if in doubt about whether this product is suitable for them.
 Tier I Benchmark’s Risk-o-meter
(CRISIL Hybrid 50+50 Moderate Index)
 Market/Fair Value % to Net null
Quantity YTM~ YTC^
(Rs. in Lakhs) Assets

693,161 2,289.16 3.08%

677,421 2,241.92 3.02%
471,897 2,232.78 3.01%
521,019 2,213.81 2.98%
71,157 2,053.77 2.76%
31,743 1,268.24 1.71%

525,644 3,498.69 4.71%

206,250 3,472.84 4.67%
77,200 1,391.53 1.87%
310,650 950.28 1.28%
102,000 865.93 1.17%
225,000 851.29 1.15%
26,000 814.01 1.10%
9,250 658.19 0.89%
40,625 514.01 0.69%
14,350 488.50 0.66%
65,000 446.06 0.60%
26,500 420.86 0.57%
101,250 336.25 0.45%
12,900 319.02 0.43%
181,500 315.83 0.43%
31,050 289.23 0.39%
160,000 283.60 0.38%
7,800 276.78 0.37%
18,050 260.65 0.35%
35,000 242.74 0.33%
144,000 214.06 0.29%
103,600 211.12 0.28%
175,500 209.67 0.28%
4,725 184.47 0.25%
1,500 180.51 0.24%
55,650 177.36 0.24%
11,000 161.10 0.22%
3,000 137.89 0.19%
27,200 102.08 0.14%
5,250 48.67 0.07%
160,000 28.62 0.04%
 2,475 20.41 0.03%
5,000 13.15 0.02%
900 9.67 0.01%
1,250 7.51 0.01%
30,702.26 41.36%
NIL NIL
NIL NIL
30,702.26 41.36%

2,500,000 2,544.53 3.43% 7.35%

2,000,000 2,014.00 2.71% 7.34%
2,000,000 1,960.80 2.64% 7.34%
1,500,000 1,565.48 2.11% 7.37%
1,500,000 1,519.46 2.05% 7.35%
1,500,000 1,507.71 2.03% 7.34%
1,500 1,494.66 2.01% 7.76%
1,500 1,491.11 2.01% 7.70%
1,000,000 1,039.89 1.40% 7.34%
1,000,000 1,022.04 1.38% 7.35%
1,000,000 1,020.07 1.37% 7.35%
1,000,000 1,017.33 1.37% 7.35%
1,000,000 1,017.16 1.37% 7.35%
1,000,000 1,016.53 1.37% 7.35%
1,000,000 1,015.19 1.37% 7.35%
100 1,005.14 1.35% 7.65%
100 995.29 1.34% 7.52%
100 994.27 1.34% 7.80%
1,000,000 979.68 1.32% 7.34%
1,000,000 958.98 1.29% 7.33%
500,000 532.64 0.72% 7.36%
500,000 512.04 0.69% 7.35%
500,000 510.94 0.69% 7.36%
500,000 509.30 0.69% 7.35%
50 503.20 0.68% 7.66%
500,000 501.00 0.67% 7.33%
500 500.41 0.67% 7.71%
500,000 494.34 0.67% 7.33%
500,000 479.82 0.65% 7.33%
500,000 475.98 0.64% 7.32%
31,198.99 42.03%
NIL NIL
NIL NIL
31,198.99 42.03%

500 2,344.46 3.16% 7.61%

500 2,326.15 3.13% 7.62%
 200 937.90 1.26% 7.60%
5,608.51 7.55%

500,000 481.82 0.65% 6.92%

481.82 0.65%
6,090.33 8.20%

252,723 3,448.34 4.64%

3,448.34 4.64%
3,448.34 4.64%

4,740.00 6.38% 6.70%

4,740.00 6.38%
NIL NIL
NIL NIL
4,740.00 6.38%
(1,887.01) (2.61)%
74,292.91 100.00%

Quantity Market value % to AUM Notes & Symbols

(Rs. in Lakhs)

-367,950 (3,654.66) (4.92)%

-206,250 (3,495.11) (4.70)%
-77,200 (1,401.10) (1.89)%
-310,650 (957.58) (1.29)%
-102,000 (871.95) (1.17)%
-225,000 (857.25) (1.15)%
-26,000 (819.38) (1.10)%
-9,250 (662.65) (0.89)%
-40,625 (516.89) (0.70)%
-14,350 (491.72) (0.66)%
-65,000 (449.18) (0.60)%
-26,500 (422.58) (0.57)%
-101,250 (338.12) (0.46)%
-12,900 (320.73) (0.43)%
-181,500 (318.17) (0.43)%
-31,050 (289.06) (0.39)%
-160,000 (285.44) (0.38)%
-7,800 (278.71) (0.38)%
-18,050 (262.15) (0.35)%
-35,000 (243.69) (0.33)%
-144,000 (215.78) (0.29)%
-103,600 (212.74) (0.29)%
-175,500 (211.13) (0.28)%
 -4,725 (185.31) (0.25)%
-1,500 (181.74) (0.24)%
-55,650 (178.50) (0.24)%
-11,000 (161.84) (0.22)%
-3,000 (138.68) (0.19)%
-27,200 (102.78) (0.14)%
-5,250 (48.48) (0.07)%
-160,000 (28.80) (0.04)%
-2,475 (20.49) (0.03)%
-5,000 (13.18) (0.02)%
-900 (9.74) (0.01)%
-1,250 (7.59) (0.01)%
(18,652.90) (25.11)%
(18,652.90) (25.11)%

Net receivable/ market Total amount due (including

value principal and interest)

(as % to NAV) (Rs. in Lakhs)

NIL NIL

Dividend Per Unit

(Others)

0.00445306
 0.00179564

0.65
32.63
7.55
41.36
9.40
8.41

33.28
9.40
41.36
7.55
8.41

Futures Price when Current price of the Margin maintained in

purchased contract Rs. Lakhs
( Rs. Per unit) ( Rs. Per unit)
706.32 691.05
 18.35 18.00
7,130.48 7,163.80
208.72 205.35
1,597.36 1,594.65
311.22 308.25
339.03 377.85
1,428.11 1,452.35
119.38 120.30
1,095.15 1,081.85
600.25 607.35
4,569.05 4,622.75
842.68 828.05
178.94 178.40
1,688.88 1,694.60
329.80 320.75
686.56 696.25
2,462.42 2,486.30 3,716.20
338.93 333.95
1,497.96 1,471.30
928.97 930.95
1,792.92 1,814.90
3,590.65 3,573.15
12,261.04 12,116.15
908.35 923.40
364.49 381.00
3,021.61 3,151.45
258.25 263.50
154.90 149.85
844.60 854.85
3,864.82 3,921.80
974.90 993.25
176.96 175.30
3,413.02 3,426.65
1,252.93 1,272.35

d:

2,839
 15

2,154,554,577

19,838,044
(107,102,606)

cised/expired :
114
140,130,000
1,447,646

Riskometer