PPFAS Monthly Portfolio Report September 30 2024

Sr No.
Short Name Scheme Name

1 PPFCF Parag Parikh Flexi Cap Fund
2 PPLF Parag Parikh Liquid Fund
3 PPETSF 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 September 30, 2024

Market/Fair Value
Name of the Instrument ISIN Industry / Rating Quantity
(Rs. in Lakhs)
Equity & Equity related

(a) Listed / awaiting listing on Stock Exchanges
HDFC Bank Limited INE040A01034 Banks 38,717,754 670,610.86
Power Grid Corporation of India Limited INE752E01010 Power 170,268,886 600,793.76
Bajaj Holdings & Investment Limited INE118A01012 Finance 5,276,536 553,756.62
Coal India Limited INE522F01014 Consumable Fuels 97,650,994 498,166.55
ITC Limited INE154A01025 Diversified FMCG 88,311,955 457,588.39
ICICI Bank Limited INE090A01021 Banks 33,093,059 421,274.64
Maruti Suzuki India Limited INE585B01010 Automobiles 3,043,078 402,842.67
HCL Technologies Limited INE860A01027 IT - Software 18,706,973 335,995.94
Axis Bank Limited INE238A01034 Banks 23,645,558 291,360.57
Kotak Mahindra Bank Limited INE237A01028 Banks 13,141,651 243,639.64
Motilal Oswal Financial Services Limited INE338I01027 Capital Markets 22,275,986 169,765.29
Infosys Limited INE009A01021 IT - Software 8,733,754 163,810.29
Balkrishna Industries Limited INE787D01026 Auto Components 4,189,074 127,773.04
Multi Commodity Exchange of India Limited INE745G01035 Capital Markets 1,871,649 105,940.95
Indian Energy Exchange Limited INE022Q01020 Capital Markets 44,206,584 90,305.21
Central Depository Services (India) Limited INE736A01011 Capital Markets 6,156,590 88,476.35
Zydus Lifesciences Limited INE010B01027 Pharmaceuticals & Biotechnology 7,678,847 82,052.32
Dr. Reddy's Laboratories Limited INE089A01023 Pharmaceuticals & Biotechnology 1,187,695 80,188.42
Cipla Limited INE059A01026 Pharmaceuticals & Biotechnology 4,174,123 69,044.17
IPCA Laboratories Limited INE571A01038 Pharmaceuticals & Biotechnology 3,541,831 53,060.17
Indraprastha Gas Limited INE203G01027 Gas 9,335,026 52,140.79
NMDC Limited INE584A01023 Minerals & Mining 17,775,934 43,535.04
ICRA Limited INE725G01011 Capital Markets 422,587 30,585.58
EID Parry India Limited INE126A01031 Fertilizers & Agrochemicals 2,259,531 19,381.13
UTI Asset Management Company Limited INE094J01016 Capital Markets 962,555 11,929.43
Maharashtra Scooters Limited INE288A01013 Finance 80,159 9,413.75
Swaraj Engines Limited INE277A01016 Industrial Products 47,293 1,514.49
Accelya Solutions India Limited INE793A01012 IT - Software 25,272 473.17
Arbitrage
Bajaj Finance Limited INE296A01024 Finance 372,250 28,674.42
Bharat Electronics Limited INE263A01024 Aerospace & Defense 1,117,200 3,185.14
IndusInd Bank Limited INE095A01012 Banks 207,500 3,003.77
Bharti Airtel Limited INE397D01024 Telecom - Services 166,250 2,842.13
Tata Motors Limited INE155A01022 Automobiles 289,850 2,825.02
Mahindra & Mahindra Limited INE101A01026 Automobiles 76,300 2,361.41
Hindalco Industries Limited INE038A01020 Non - Ferrous Metals 306,600 2,318.51
Bandhan Bank Limited INE545U01014 Banks 677,600 1,346.66
Biocon Limited INE376G01013 Pharmaceuticals & Biotechnology 367,500 1,334.39
Reliance Industries Limited INE002A01018 Petroleum Products 41,750 1,232.94
NMDC Limited INE584A01023 Minerals & Mining 346,500 848.61
Bharat Heavy Electricals Limited INE257A01026 Electrical Equipment 228,375 638.76
Titan Company Limited INE280A01028 Consumer Durables 16,100 615.66
DLF Limited INE271C01023 Realty 66,825 598.18
IDFC Limited INE043D01016 Finance 480,000 543.79
Hindustan Copper Limited INE531E01026 Non - Ferrous Metals 124,550 428.33
PI Industries Limited INE603J01030 Fertilizers & Agrochemicals 5,250 244.43
Tata Steel Limited INE081A01020 Ferrous Metals 99,000 166.86
HDFC Life Insurance Company Limited INE795G01014 Insurance 19,800 142.16
Jindal Steel & Power Limited INE749A01030 Ferrous Metals 8,750 90.97
Bajaj Finserv Limited INE918I01026 Finance 4,500 88.80
Hindustan Unilever Limited INE030A01027 Diversified FMCG 2,700 79.87
Larsen & Toubro Limited INE018A01030 Construction 1,200 44.11
United Spirits Limited INE854D01024 Beverages 1,400 22.26
Sub Total 5,729,096.41
(b) Unlisted NIL
Sub Total NIL
Total 5,729,096.41
Equity & Equity related Foreign Investments
Meta Platforms Registered Shares A US30303M1027 Computer Software: Programming, 591,056 283,522.20
Microsoft Corp US5949181045 Data Processing
Computer # Prepackaged
Software: 733,019 264,310.88
Alphabet Inc A US02079K3059 Software #Software: Programming,
Computer 1,879,477 261,204.68
Amazon Com Inc US0231351067 Data Processing #Distribution #
Catalog/Specialty 1,368,668 213,702.38
Sub Total 1,022,740.14
(b) Unlisted NIL
Sub Total NIL
Total 1,022,740.14
Derivatives
Index / Stock Options
Nifty 50 Index 22000 Call December 2024 Option 51,950 2,157.72
Sub Total 2,157.72
Total 2,157.72
Money Market Instruments
Certificate of Deposit
Punjab National Bank (15/05/2025) INE160A16PF9 CRISIL A1+ 6,000 28,665.27
Canara Bank (02/09/2025) INE476A16YY2 CRISIL A1+ 6,000 28,055.28
ICICI Bank Limited (27/06/2025) INE090AD6162 ICRA A1+ 5,500 26,065.05
Union Bank of India (31/01/2025) INE692A16GS3 IND A1+ 4,000 19,520.46
Bank of Baroda (20/02/2025) INE028A16EX5 IND A1+ 4,000 19,444.00
Indian Bank (20/08/2025) INE562A16NH7 CRISIL A1+ 4,000 18,742.00
National Bank For Agriculture and Rural Development (17/01/2025) INE261F16769 CRISIL A1+ 3,500 17,127.51
HDFC Bank Limited (11/07/2025) INE040A16FD9 CARE A1+ 3,500 16,529.07
Axis Bank Limited (05/06/2025) INE238AD6843 CRISIL A1+ 3,000 14,274.09
Kotak Mahindra Bank Limited (29/01/2025) INE237A168V8 CRISIL A1+ 2,500 12,206.35
HDFC Bank Limited (24/06/2025) INE040A16FA5 CRISIL A1+ 2,500 11,849.74
Kotak Mahindra Bank Limited (09/05/2025) INE237A162X7 CRISIL A1+ 2,000 9,568.60
Indian Bank (23/05/2025) INE562A16MZ1 CRISIL A1+ 2,000 9,540.37
Kotak Mahindra Bank Limited (22/08/2025) INE237A162Y5 CRISIL A1+ 2,000 9,372.83
HDFC Bank Limited (22/08/2025) INE040A16FJ6 CARE A1+ 2,000 9,368.04
ICICI Bank Limited (25/07/2025) INE090AD6170 ICRA A1+ 500 2,355.67
Sub Total 295,406.65
Treasury Bill
364 Days Tbill (MD 16/01/2025) IN002023Z448 Sovereign 30,000,000 29,439.06
Sub Total 44,808.31
Total 340,214.96
Reverse Repo / TREPS
Clearing Corporation of India Ltd 1,150,220.00
Sub Total 1,150,220.00
Total 1,150,220.00
Net Receivables / (Payables) (321.76)
GRAND TOTAL 8,244,107.47
Derivatives
Name of the Instrument Long / Short Quantity Market value
(Rs. in Lakhs)
Index / Stock Futures
Bajaj Finance Limited October 2024 Future -372,250 (28,890.69)
Bharat Electronics Limited October 2024 Future -1,117,200 (3,203.57)
IndusInd Bank Limited October 2024 Future -207,500 (3,020.68)
Bharti Airtel Limited October 2024 Future -166,250 (2,866.40)
Tata Motors Limited October 2024 Future -289,850 (2,847.34)
Mahindra & Mahindra Limited October 2024 Future -76,300 (2,381.13)
Hindalco Industries Limited October 2024 Future -306,600 (2,331.08)
Bandhan Bank Limited October 2024 Future -677,600 (1,355.67)
Biocon Limited October 2024 Future -367,500 (1,346.15)
Reliance Industries Limited October 2024 Future -41,750 (1,242.98)
NMDC Limited October 2024 Future -346,500 (854.02)
Bharat Heavy Electricals Limited October 2024 Future -228,375 (641.73)
Titan Company Limited October 2024 Future -16,100 (620.06)
DLF Limited October 2024 Future -66,825 (602.09)
IDFC Limited October 2024 Future -480,000 (545.81)
Hindustan Copper Limited October 2024 Future -124,550 (431.38)
PI Industries Limited October 2024 Future -5,250 (246.39)
Tata Steel Limited October 2024 Future -99,000 (167.76)
HDFC Life Insurance Company Limited October 2024 Future -19,800 (143.36)
Jindal Steel & Power Limited October 2024 Future -8,750 (91.65)
Bajaj Finserv Limited October 2024 Future -4,500 (89.53)
Hindustan Unilever Limited October 2024 Future -2,700 (80.42)
Larsen & Toubro Limited October 2024 Future -1,200 (44.46)
United Spirits Limited October 2024 Future -1,400 (22.46)
Sub Total (54,066.81)
$ Less Than 0.01% of Net Asset Value

~ Yield to Maturity YTM as on September 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 September
30, 2024
Notes & Symbols :-

^ 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
Total amount due

Net receivable/
Net receivable/ market value (including principal
Name of security ISIN Code market value
and interest)
(Rs. in Lakhs) (as % to NAV) (Rs. in Lakhs)

NIL NIL NIL NIL NIL
2. Total value and percentage of Illiquid Equity Shares: Nil
3. Plan wise per unit Net Asset Value are as follows:

Plan / Option August 30, 2024(Rs.) September 30, 2024(Rs.)
Direct Plan 85.8868 88.6165
Regular Plan 79.2838 81.7556
4. Total Dividend (Net) declared during the period ended Sep 30, 2024 - Nil
5. Total Bonus declared during the period ended Sep 30, 2024 - Nil
6. Total outstanding exposure in derivative instruments as on Sep 30, 2024 : Rs. (5,19,09,10,134.5)
(Gross exposure means sum of all long and short positions in derivatives)
7. Total investment in Foreign Securities / ADRs / GDRs as on Sep 30, 2024 : Rs. 1,02,27,40,15,703.05
8. Total Commission paid in the month of Sep 2024 : Rs.15,85,52,645.29
9. Total Brokerage paid for Buying/ Selling of Investment for Sep 2024 is Rs. 1,81,56,138.68
10. Portfolio Turnover Ratio (Including Equity Arbitrage): 19.26

11. Portfolio Turnover Ratio (Excluding Equity Arbitrage): 8.26
12. Repo transactions in corporate debt securities during the period ending Sep 30, 2024 is Nil.
13. Deviation from the valuation prices given by valuation agencies: NIL
14. Disclosure for investments in derivative instruments
A. Hedging Positions through Futures as on 30 September 2024:

Underlying Series Long / Short Futures Price when Current price of
purchased the contract
( Rs. Per unit) ( Rs. Per unit)
a. Equity Futures
United Spirits Limited October/24 Short 1,607.90 1,604.05
Larsen & Toubro Limited October/24 Short 3,815.76 3,705.30
Hindustan Unilever Limited October/24 Short 2,979.46 2,978.40
Bajaj Finserv Limited October/24 Short 1,930.89 1,989.60
Jindal Steel & Power Limited October/24 Short 1,019.56 1,047.40
HDFC Life Insurance Company Limited October/24 Short 722.42 724.05
Tata Steel Limited October/24 Short 157.10 169.45
PI Industries Limited October/24 Short 4,728.36 4,693.05
Hindustan Copper Limited October/24 Short 333.01 346.35
IDFC Limited October/24 Short 111.26 113.71
DLF Limited October/24 Short 902.54 901.00
Titan Company Limited October/24 Short 3,823.09 3,851.30
Bharat Heavy Electricals Limited October/24 Short 273.48 281.00
NMDC Limited October/24 Short 218.38 246.47
Reliance Industries Limited October/24 Short 3,002.93 2,977.20
Biocon Limited October/24 Short 373.61 366.30
Bandhan Bank Limited October/24 Short 211.10 200.07
Hindalco Industries Limited October/24 Short 698.09 760.30
Mahindra & Mahindra Limited October/24 Short 3,018.99 3,120.75
Tata Motors Limited October/24 Short 978.31 982.35
Bharti Airtel Limited October/24 Short 1,704.30 1,724.15
IndusInd Bank Limited October/24 Short 1,476.99 1,455.75
Bharat Electronics Limited October/24 Short 289.03 286.75
Bajaj Finance Limited October/24 Short 7,620.18 7,761.10
Total %age of existing assets hedged through futures: 0.67%

Note: In addition to this, 12.41% of our Portfolio is in Foreign Securities (USD) and 0.0002% is in Foreign Currency (USD). 0.00% of total Foreign Portfolio (USD) is hedged thr
Derivatives to avoid currency risk.
For the period 01-Sep-2024 to 30-Sep-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 6,678
Total Number of contracts where futures were sold (opening balance) 6,678
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. 5,711,698,292
Gross Notional Value of contracts where futures were sold (opening balance) Rs. 5,422,177,148
Gross Notional Value of contracts where futures were sold Rs. -
Net Profit/Loss value on all contracts combined Rs. (289,521,145)
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-Sep-2024: Nil
For the period 01-Sep-2024 to 30-Sep-2024, the following details specified for other than hedging transactions through futures which have been squared off/expire
C. Hedging Position through Put Option as on 30-Sep-2024: Nil
D. Other than Hedging Positions through Options as on 30-Sep-2024

Underlying Call/Put Number of Contracts Option Price when Current Option
purchased (Rs. Per Price ( Rs. Per
unit) unit)
Nifty 50 Index 22000 Call December 2024 Option Call 2078 1,941.45 4,153.45
Total exposure through options as a % of net assets : 0.03%
For the period 01-Sep-2024 to 30-Sep-2024, the following details specified for other than hedging transactions through options which have already been exercise
Total Number of contracts entered into 7,288
Gross Notional Value of contracts entered into Rs. 8,542,836,000
Net Profit/Loss value on all contracts (treat premium paid as loss) Rs. 22,550,169
E. Hedging Positions through swaps as on 30-Sep-2024: Nil
Lumpsum Investment Performance (Compounded annual returns)

Scheme Benchmark Index
Date Regular Plan PPFAS FCF (Direct Plan) Nifty 500 (TRI) Nifty 50 (TRI)
Since Inception (24 May, 2013) 20.31% 21.17% 16.89% 15.16%
Sep 29, 2023 to Sep 30, 2024 (Last 1 Year) 39.74% 40.75% 41.27% 32.80%
Sep 30, 2021 to Sep 30, 2024 (Last 3 Years) 18.14% 19.15% 18.42% 14.92%
SIP Investment Performance - Parag Parikh Flexi Cap Fund - Regular Plan
Sep 30, 2021 to Sep 30, 2019 to
Since Inception (24 Sep 29, 2023 to Sep 30, 2024 (Last Sep 30, 2024 (Last Sep 30, 2024 (Last
May, 2013) 1 Year) 3 Years) 5 Years)
Total Amount Invested 1370000 120000 360000 600000
Market value of Investment 4917499 143136 537615 1174739
Returns (Annualised) (%) 20.87 37.62 27.86 27.25
Nifty 500 (TRI) Returns (Annualised) (%) 17.96 40.93 27.83 25.92
SIP Investment Performance - Parag Parikh Flexi Cap Fund - Direct Plan
Sep 30, 2021 to Sep 30, 2019 to
Since Inception (24 Sep 29, 2023 to Sep 30, 2024 (Last Sep 30, 2024 (Last Sep 30, 2024 (Last
May, 2013) 1 Year) 3 Years) 5 Years)
Quantitative indicators
Standard Deviation 10.77%
Standard Deviation( Benchmark ) 12.94%
Sharpe Ratio 0.98
Beta 0.72
Treynor Ratio 0.15
VaR -3.82%
Information Ratio -0.075
Risk free rate of return (FIMMDA MIBOR) 6.76%
Debt Quants as on as on Sep 30, 2024

Macaulay Duration (years) 0.1447
Riskometer
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
null
% to Net
YTM~ YTC^
Assets
8.13%
7.29%
6.72%
6.04%
5.55%
5.11%
4.89%
4.08%
3.53%
2.96%
2.06%
1.99%
1.55%
1.29%
1.10%
1.07%
1.00%
0.97%
0.84%
0.64%
0.63%
0.53%
0.37%
0.24%
0.14%
0.11%
0.02%
0.01%
0.35%
0.04%
0.04%
0.03%
0.03%
0.03%
0.03%
0.02%
0.02%
0.01%
0.01%
0.01%
0.01%
0.01%
0.01%
0.01%
$0.00%
$0.00%
$0.00%
$0.00%
$0.00%
$0.00%
$0.00%
$0.00%
69.52%
NIL
NIL
69.52%
3.44%
3.21%
3.17%
2.59%
12.41%
NIL
NIL
12.41%
0.03%
0.03%
0.03%
0.35% 7.52%
0.34% 7.53%
0.32% 7.47%
0.24% 7.35%
0.24% 7.35%
0.23% 7.59%
0.21% 7.35%
0.20% 7.58%
0.17% 7.52%
0.17% 7.60%
0.15% 7.32%
0.14% 7.56%
0.14% 7.53%
0.12% 7.48%
0.12% 7.51%
0.11% 7.52%
0.11% 7.58%
0.11% 7.60%
0.09% 7.32%
0.03% 7.53%
3.59%
0.36% 6.50%
0.11% 6.53%
0.07% 6.50%
0.54%
4.13%
13.95% 6.61%
13.95%
13.95%
(0.04)%
100.00%
% to AUM Notes &

Symbols
(0.35)%
(0.04)%
(0.04)%
(0.03)%
(0.03)%
(0.03)%
(0.03)%
(0.02)%
(0.02)%
(0.02)%
(0.01)%
(0.01)%
(0.01)%
(0.01)%
(0.01)%
(0.01)%
$0.00%
$0.00%
$0.00%
$0.00%
$0.00%
$0.00%
$0.00%
$0.00%
(0.67)%
Margin
maintained in
Rs. Lakhs
9,409.55
hrough Currency
ired : Nil
sed/expired
PPFAS
FCF
Index
BSE SENSEX Value of(Direct
Investment of Rs.
Nifty 500 10,000/-
Nifty 50
(TRI) PPFAS FCF Plan) (TRI) (TRI)
15.18% 81756 88617 58907 49709
29.48% 13999 14102 14154 13300
13.98% 16495 16926 16614 15184
18.26% 32182 33661 27335 23839
13.62% 55647 59946 42194 36578
Sep 30, 2014 to
Sep 30, 2024
(Last 10 Years)
1200000
3682595
21.24
18.40
16.59
Sep 30, 2014 to

Sep 30, 2024
(Last 10 Years)
1200000
3874937
22.18
18.40
16.59
Parag Parikh Liquid Fund (An Open Ended Liquid Scheme. A Relatively Low Interest Rate Risk and Relatively low Credit Risk)

Market/Fair Value
Name of the Instrument ISIN Rating Quantity
(Rs. in Lakhs)
Debt Instruments
(a) Listed / awaiting listing on Stock Exchange
9.15% Government of India (14/11/2024) IN0020110048 Sovereign 10,000,000 10,027.73
6.18% Government of India (04/11/2024) IN0020190396 Sovereign 5,000,000 4,997.22
7.49% Power Grid Corporation of India Limited (25/10/2024) INE752E08593 CRISIL AAA 834 2,501.62
7.42% Power Finance Corporation Limited (19/11/2024) INE134E08KH0 CRISIL AAA 250 2,498.93
Sub Total 20,025.50
(b) Privately placed / Unlisted NIL
Sub Total NIL
Total 20,025.50
Indian Bank (13/11/2024) INE562A16NF1 CRISIL A1+ 2,000 9,915.89
HDFC Bank Limited (13/11/2024) INE040A16FH0 CARE A1+ 2,000 9,915.78
Punjab National Bank (05/12/2024) INE160A16OF2 CRISIL A1+ 2,000 9,874.79
Bank of Baroda (04/10/2024) INE028A16FV6 IND A1+ 1,500 7,495.64
State Bank of India (31/10/2024) INE062A16507 CARE A1+ 1,500 7,456.82
Canara Bank (25/10/2024) INE476A16YU0 CRISIL A1+ 1,000 4,976.64
Canara Bank (25/11/2024) INE476A16YW6 CRISIL A1+ 1,000 4,946.60
State Bank of India (04/12/2024) INE062A16515 CRISIL A1+ 1,000 4,938.69
Bank of Baroda (21/10/2024) INE028A16FI3 IND A1+ 500 2,490.32
Punjab National Bank (11/11/2024) INE160A16PO1 CARE A1+ 500 2,480.21
Bank of Baroda (25/11/2024) INE028A16FO1 IND A1+ 500 2,473.28
Axis Bank Limited (28/11/2024) INE238AD6587 CRISIL A1+ 500 2,471.53
HDFC Bank Limited (06/12/2024) INE040A16EH3 CRISIL A1+ 500 2,467.65
Canara Bank (16/12/2024) INE476A16YR6 CRISIL A1+ 500 2,463.18
Commercial Paper
Indian Oil Corporation Limited (11/11/2024) INE242A14XO6 CRISIL A1+ 2,000 9,919.83
National Bank For Agriculture and Rural Development (05/11/2024) INE261F14ME9 CRISIL A1+ 500 2,482.90
Sub Total 12,402.73
Treasury Bill
182 Days Tbill (MD 24/10/2024) IN002024Y043 Sovereign 12,500,000 12,450.19
91 Days Tbill (MD 07/11/2024) IN002024X201 Sovereign 10,000,000 9,935.54
182 Days Tbill (MD 14/11/2024) IN002024Y076 Sovereign 2,500,000 2,480.86
Sub Total 86,947.43
Total 215,866.70
Others
Corporate Debt Market Development Fund
Corporate Debt Market Development Fund - Class A2 Units INF0RQ622028 5,372 559.03
Sub Total 559.03
Total 559.03
Clearing Corporation of India Ltd 7,945.00
Sub Total 7,945.00
Sub Total NIL
Total 7,945.00
Net Receivables / (Payables) 1,259.61
GRAND TOTAL 245,655.84
~ Yield to Maturity (YTM) as on September 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 September 30, 2024.
Notes:
Total amount due
Net receivable/ Net receivable/
(including principal
Name of security ISIN Code market value market value
and interest)
NIL NIL NIL NIL NIL

Options AUG 31 2024(Rs.) SEP 30 2024(Rs.)
Direct Plan
Parag Parikh Liquid Fund- Direct Plan Growth 1380.6173 1388.3911
Parag Parikh Liquid Fund- Direct Plan- Daily Reinvestment of IDCW* 1000.5405 1000.5405
Parag Parikh Liquid Fund- Direct Plan- Weekly Reinvestment of IDCW* 1001.8850 1001.0000
Parag Parikh Liquid Fund- Direct Plan- Monthly IDCW* 1003.8861 1003.0000
Regular Plan
Parag Parikh Liquid Fund- Regular Plan Growth 1371.8186 1379.4304
Parag Parikh Liquid Fund- Regular Plan- Daily Reinvestment of IDCW* 1000.5404 1000.5404
Parag Parikh Liquid Fund- Regular Plan- Weekly Reinvestment of IDCW* 1001.8703 1001.0000
Parag Parikh Liquid Fund- Regular Plan- Monthly IDCW* 1003.8716 1003.0000
3. Total Dividend (Net) declared during the period ended SEP 30, 2024:
Record Date Daily IDCW* Dividend Per Unit Dividend Per Unit
(Direct) (Huf & Individuals) (Others)
Sep-24 Direct Plan- Daily
Reinvestment of
IDCW* 5.64039862 5.64039862
Record Date Daily IDCW* Dividend Per Unit Dividend Per Unit
(Regular) (Huf & Individuals) (Others)
Sep-24 Regular Plan- Daily
Reinvestment of
IDCW*
5.54469953 5.54469953
Record Date Weekly IDCW* Dividend Per Unit Dividend Per Unit
2/Sep/24 Direct Plan-
Weekly
Reinvestment of
IDCW* 1.26549972 1.26549972
Weekly
Reinvestment of
IDCW* 1.25039952 1.25039952
Weekly
Reinvestment of
IDCW* 1.27669998 1.27669998
Weekly
Reinvestment of
IDCW* 1.33149976 1.33149976
Weekly
Reinvestment of
IDCW* 1.38800053 1.38800053
Record Date Weekly IDCW* Dividend Per Unit Dividend Per Unit
Weekly
Reinvestment of
IDCW* 1.24519964 1.24519964
Weekly
Reinvestment of
IDCW* 1.23080011 1.23080011
Weekly
Reinvestment of
IDCW* 1.25619999 1.25619999
Weekly
Reinvestment of
IDCW* 1.31220025 1.31220025
Weekly
Reinvestment of
IDCW* 1.36800037 1.36800037
Record Date Monthly IDCW* Dividend Per Unit Dividend Per Unit
Sep-24 Direct Plan-
Monthly IDCW* 6.53850016 6.53850016
Sep-24 Regular Plan-
Monthly IDCW* 6.44089999 6.44089999
* 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 F
April 1st ,2021 Dividend Option(s) / Plan(s) is renamed as Income 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 Sep 30, 2024- Nil
5. Total outstanding exposure in derivative instruments as on Sep 30, 2024- Nil

6. Total investment in Foreign Securities / ADRs / GDRs as on Sep 30, 2024- Nil
7. Details of transactions of "Credit Default Swap" for the month ended Sep 30, 2024- Nil
8. Average Portfolio Maturity is 40 days.
9. Repo transactions in corporate debt securities during the period ending Sep 30, 2024- Nil
10. Portfolio Classification by Asset Class(%) :

T Bills 35.40
Goverment Securities 6.11
Commercial Papers (CP) / Certificate Of Deposit (CD) 52.49
Debt Securities 2.04
Cash,Cash Equivalents and Net Current Assets including TREPS 3.96
11. Portfolio Classification by Rating Class(%) :
Sovereign 41.51
CRISIL A1+ 52.49
CRISIL AAA 2.04
Cash,Cash Equivalents and Net Current Assets including TREPS 3.96

PPFAS LF (Direct CRISIL Liquid Debt CRISIL 1 Year T-Bill

Date Regular Plan Plan) A-I Index Index
September 23, 2024 to Sep 30, 2024 (Last 7 Days) 7.13% 7.23% 7.29% 7.29%
September 15, 2024 to Sep 30, 2024 (Last 15 Days) 6.97% 7.07% 7.19% 8.26%
August 31, 2024 to Sep 30, 2024 (Last 1 Month) 6.75% 6.85% 7.03% 8.06%
September 29, 2023 to Sep 30, 2024 (Last 1 Year) 6.92% 7.03% 7.34% 7.64%
September 30, 2021 to Sep 30, 2024 (Last 3 Years) 5.72% 5.82% 6.17% 5.84%
September 30, 2019 to Sep 30, 2024 (Last 5 Years) 4.86% 4.96% 5.33% 5.56%

Avg maturity of the fund (days) 39.58
Modified duration (years) 0.0992
YTM 6.83%
Riskometer
1.Income over short term.
2.Investments in Debt/Money Market instruments.
CRISIL Liquid Debt A-I Index
% to Net null
YTM~ YTC^
Assets
4.08% 6.52%
2.03% 6.52%
1.02% 7.22%
1.02% 7.28%
8.15%
NIL
NIL
8.15%
4.05% 7.13%
4.04% 7.15%
4.04% 7.20%
4.04% 7.21%
4.02% 7.25%
4.02% 7.12%
3.05% 7.09%
3.04% 7.11%
3.04% 7.05%
2.03% 7.14%
2.01% 7.16%
2.01% 7.08%
2.01% 7.15%
1.01% 7.09%
1.01% 7.10%
1.01% 7.17%
1.01% 7.25%
1.00% 7.25%
1.00% 7.18%
47.44%
4.04% 7.20%
1.01% 7.18%
5.05%
5.07% 6.35%
4.07% 6.35%
4.04% 6.40%
3.04% 6.36%
3.03% 6.40%
3.02% 6.40%
2.03% 6.40%
2.03% 6.35%
2.01% 6.40%
2.01% 6.40%
2.01% 6.40%
1.02% 6.40%
1.01% 6.40%
1.01% 6.40%
35.40%
87.89%
0.23%
0.23%
0.23%
3.23% 6.76%
3.23%
NIL
NIL
3.23%
0.50%
100.00%
Parag Parik 30-Sep-24 1388.3911

Parag Parik 30-Sep-24 1003
Parag Pari 30-Sep-24 1001
e of Mutual Fund Schemes, effective
Value of Investment of Rs. 10,000/-
CRISIL CRISIL 1
PPFAS LF Liquid Debt Year T-Bill
PPFAS LF (Direct Plan) A-I Index Index
13794 13884 14259 14511
10713 10723 10729 10729
10697 10707 10719 10826
10675 10685 10703 10806
10696 10707 10738 10768
11817 11852 11969 11857
12679 12743 12971 13108
r
Parag Parikh ELSS Tax Saver Fund (An open ended equity linked saving scheme with a statutory lock in of 3 years and tax benefit)

Market/Fair
Name of the Instrument ISIN Industry / Rating Quantity Value
(Rs. in Lakhs)
Bajaj Holdings & Investment Limited INE118A01012 Finance 342,702 35,965.55
HDFC Bank Limited INE040A01034 Banks 2,064,221 35,753.34
Coal India Limited INE522F01014 Consumable Fuels 5,564,810 28,388.88
Maharashtra Scooters Limited INE288A01013 Finance 210,580 24,730.20
ITC Limited INE154A01025 Diversified FMCG 4,486,721 23,247.94
ICICI Bank Limited INE090A01021 Banks 1,742,096 22,176.88
Maruti Suzuki India Limited INE585B01010 Automobiles 159,145 21,067.62
HCL Technologies Limited INE860A01027 IT - Software 911,366 16,369.04
Axis Bank Limited INE238A01034 Banks 1,244,906 15,339.73
Infosys Limited INE009A01021 IT - Software 804,984 15,098.28
Tata Consultancy Services Limited INE467B01029 IT - Software 339,684 14,499.41
Wipro Limited INE075A01022 IT - Software 2,468,377 13,365.03
Kotak Mahindra Bank Limited INE237A01028 Banks 700,450 12,985.99
Balkrishna Industries Limited INE787D01026 Auto Components 247,317 7,543.54
Motilal Oswal Financial Services Limited INE338I01027 Capital Markets 819,576 6,245.99
Dr. Reddy's Laboratories Limited INE089A01023 Pharmaceuticals & Biotechnology 65,505 4,422.64
Zydus Lifesciences Limited INE010B01027 Pharmaceuticals & Biotechnology 411,183 4,393.70
CMS Info System Limited INE925R01014 Commercial Services & Supplies 709,493 4,244.19
Cipla Limited INE059A01026 Pharmaceuticals & Biotechnology 206,528 3,416.18
NMDC Limited INE584A01023 Minerals & Mining 1,265,468 3,099.26
Indraprastha Gas Limited INE203G01027 Gas 508,346 2,839.37
IPCA Laboratories Limited INE571A01038 Pharmaceuticals & Biotechnology 174,919 2,620.46
VST Industries Limited INE710A01016 Cigarettes & Tobacco Products 690,461 2,591.99
Indian Energy Exchange Limited INE022Q01020 Capital Markets 878,211 1,794.01
Multi Commodity Exchange of India Limited INE745G01035 Capital Markets 31,531 1,784.75
Central Depository Services (India) Limited INE736A01011 Capital Markets 103,262 1,483.98
CCL Products (India) Limited INE421D01022 Agricultural Food & other Products 176,391 1,241.88
ICRA Limited INE725G01011 Capital Markets 16,672 1,206.67
UTI Asset Management Company Limited INE094J01016 Capital Markets 85,628 1,061.23
EID Parry India Limited INE126A01031 Fertilizers & Agrochemicals 112,174 962.17
Accelya Solutions India Limited INE793A01012 IT - Software 9,000 168.51
(b) Unlisted NIL
Sub Total NIL
Total 361,175.16
HDFC Bank Limited (11/07/2025) INE040A16FD9 CARE A1+ 1,000 4,722.59
Union Bank of India (31/01/2025) INE692A16GS3 IND A1+ 500 2,440.06
Bank of Baroda (20/02/2025) INE028A16EX5 IND A1+ 500 2,430.50
Kotak Mahindra Bank Limited (09/05/2025) INE237A162X7 CRISIL A1+ 500 2,392.15
Punjab National Bank (15/05/2025) INE160A16PF9 CRISIL A1+ 500 2,388.77
National Bank For Agriculture and Rural Development INE261F16876 CRISIL A1+ 500 2,371.32
(20/06/2025)
Punjab National Bank (10/07/2025) INE160A16PJ1 CRISIL A1+ 500 2,361.87
Kotak Mahindra Bank Limited (24/07/2025) INE237A161Y7 CRISIL A1+ 500 2,356.39
Indian Bank (20/08/2025) INE562A16NH7 CRISIL A1+ 500 2,342.75
Canara Bank (02/09/2025) INE476A16YY2 CRISIL A1+ 500 2,337.94
Sub Total 33,218.07
Treasury Bill
364 Days Tbill (MD 09/01/2025) IN002023Z430 Sovereign 500,000 491.25
Sub Total 491.25
Total 33,709.32
Sub Total 41,115.00
Total 41,115.00
Net Receivables / (Payables) 218.16

Notes:
Total amount due
Net receivable/ (including
Net receivable/ market value
Name of security ISIN Code market value principal and
interest)
NIL NIL NIL NIL NIL

Direct Plan 32.5752 33.6398
Regular Plan 30.6056 31.5765
6. Total outstanding exposure in derivative instruments as on Sep 30, 2024 - Nil
7. Total investment in Foreign Securities / ADRs / GDRs as on Sep 30, 2024 - Nil
8. Total Commission paid in the month of Sep 2024 : Rs 13,304,846.72
9. Total Brokerage paid for Buying/ Selling of Investment for Sep 2024 is Rs. 9,86,308.71
10. Portfolio Turnover Ratio : 13.50
11. Repo transactions in corporate debt securities during the period ending Sep 30, 2024 - Nil

Date Regular Plan PPFAS ELSS (Direct Plan) Nifty 500 (TRI) Nifty 50 (TRI)
Since Inception (24 July, 2019) 24.79% 26.32% 21.89% 18.68%
SIP Investment Performance - Parag Parikh ELSS Tax Saver Fund - Regular Plan - Growth
Sep 30, 2021 to Sep 30, 2019 to
Since Inception (24 Sep 29, 2023 to Sep 30, 2024 Sep 30, 2024 Sep 30, 2024
July, 2019) (Last 1 Year) (Last 3 Years) (Last 5 Years)
SIP Investment Performance - Parag Parikh ELSS Tax Saver Fund - Direct Plan - Growth
Sep 30, 2021 to Sep 30, 2019 to
Since Inception (24 Sep 29, 2023 to Sep 30, 2024 Sep 30, 2024 Sep 30, 2024
July, 2019) (Last 1 Year) (Last 3 Years) (Last 5 Years)
Quantitative indicators
Standard Deviation 9.66%
Standard Deviation( Benchmark ) 12.94%
Sharpe Ratio 1.20
Beta 0.66
Treynor Ratio 0.18
VaR -3.29%
Information Ratio 0.084
Risk free rate of return (FIMMDA MIBOR) 6.76%

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

NIFTY 500 TRI
null
% to Net
YTM~ YTC^
Assets
8.24%
8.20%
6.89%
6.51%
5.67%
5.33%
5.08%
4.83%
3.75%
3.52%
3.46%
3.32%
3.06%
2.98%
1.73%
1.43%
1.01%
1.01%
0.97%
0.78%
0.71%
0.65%
0.60%
0.59%
0.41%
0.41%
0.34%
0.28%
0.28%
0.24%
0.23%
0.22%
0.04%
82.77%
NIL
NIL
82.77%
1.08% 7.58%
1.08% 7.60%
0.56% 7.35%
0.56% 7.35%
0.55% 7.48%
0.55% 7.52%
0.54% 7.56%
0.54% 7.57%
0.54% 7.52%
0.54% 7.53%
0.54% 7.59%
0.54% 7.53%
7.62%
0.11% 6.50%
0.11%
7.73%
9.43% 6.66%
9.43%
9.43%
0.07%
100.00%
Index Value of Investment of Rs. 10,000/-
PPFAS
ELSS Nifty 500 Nifty 50
PPFAS ELSS (Direct Plan) (TRI) (TRI)
31577 33640 27950 24328
13657 13808 14154 13300
17051 17684 16614 15184
30304 32216 27335 23839
Parag Parikh Conservative Hybrid Fund (An open-ended hybrid scheme investing predominantly in debt instruments)

Market/Fair
Name of the Instrument ISIN Industry / Rating Quantity Value
(Rs. in Lakhs)
Petronet LNG Limited INE347G01014 Gas 1,664,812 5,686.17
ITC Limited INE154A01025 Diversified FMCG 924,920 4,792.47
Coal India Limited INE522F01014 Consumable Fuels 896,330 4,572.63
NMDC Limited INE584A01023 Minerals & Mining 668,939 1,638.30
Indraprastha Gas Limited INE203G01027 Gas 264,364 1,476.61
Arbitrage
HDFC Bank Limited INE040A01034 Banks 67,650 1,171.73
Tata Motors Limited INE155A01022 Automobiles 109,450 1,066.75
Kotak Mahindra Bank Limited INE237A01028 Banks 48,000 889.90
Indian Oil Corporation Limited INE242A01010 Petroleum Products 117,000 210.78
GMR Airports Infrastructure Limited INE776C01039 Transport Infrastructure 157,500 148.14
Steel Authority of India Limited INE114A01011 Ferrous Metals 72,000 101.78
Balrampur Chini Mills Limited INE119A01028 Agricultural Food & other 6,400 41.53
Sub Total Products 29,659.41
(b) Reits
Brookfield India Real Estate Trust INE0FDU25010 Realty 3,165,727 9,027.39
Embassy Office Parks REIT INE041025011 Realty 1,536,079 5,989.33
Mindspace Business Parks REIT INE0CCU25019 Realty 493,139 1,753.75
Sub Total 16,770.47
(c) Unlisted NIL
Sub Total NIL
Total 46,429.88
Debt Instruments
7.33% Maharashtra SDL (MD 31/05/2031) IN2220230055 Sovereign 5,000,000 5,068.02
7.14% Karnataka SDL (MD 12/01/2032) IN1920210243 Sovereign 5,000,000 5,019.48
6.88% REC Ltd Sr 190 A (MD 20/03/2025) INE020B08CK8 CRISIL AAA 350 3,488.82
7.68% Gujarat SDL (MD 15/02/2030) IN1520220238 Sovereign 3,000,000 3,083.48
8.16% Rajasthan SDL (MD 09/05/2028) IN2920180030 Sovereign 2,500,000 2,591.94
7.7% Andhra Pradesh SDL (MD 23/03/2030) IN1020220738 Sovereign 2,500,000 2,573.29
7.58% Power Fin Corp NCD Sr222 (MD15/01/2026) INE134E08LZ0 CRISIL AAA 250 2,497.71
7.57% NABARD Sr 23G NCD (MD 19/03/2026) INE261F08DW2 CRISIL AAA 2,500 2,493.24
7.50% NABARD Sr 24A NCD (MD 31/08/2026) INE261F08EA6 CRISIL AAA 2,500 2,493.12
8.34% Punjab SDL (MD 30/05/2028) IN2820180049 Sovereign 2,000,000 2,085.59
7.63% Haryana SDL (MD 01/06/2028) IN1620220070 Sovereign 2,000,000 2,042.91
7.37% Power Fin Corp NCD Sr 230 (MD 22/05/2026) INE134E08MO2 CRISIL AAA 2,000 1,993.11
8.48% Kerala SDL (MD 08/08/2030) IN2020180070 Sovereign 1,500,000 1,598.97
8.42% Madhya Pradesh SDL (MD 08/08/2028) IN2120180053 Sovereign 1,500,000 1,571.27
8.29% West Bengal SDL (MD 21/02/2028) IN3420170182 Sovereign 1,500,000 1,557.46
8.15% Tamil Nadu SDL (MD 09/05/2028) IN3120180036 Sovereign 1,500,000 1,555.70
7.1% GOI (MD 18/04/2029) IN0020220011 Sovereign 1,500,000 1,524.54
7.77% REC Ltd NCD Ser 227 A (MD 30/09/2026) INE020B08EP3 CRISIL AAA 1,500 1,505.36
7.68% IRFC NCD Series 173 (MD 24/11/2026) INE053F08338 CRISIL AAA 1,500 1,505.26
8.39% Power Finance Corp Ltd NCD SrC (MD19/04/25) INE134E08HD5 CRISIL AAA 150 1,504.70
6.98% Telangana SDL (MD 22/04/2028) IN4520200044 Sovereign 1,500,000 1,500.72
6.79% West Bangal SDL (MD 30/06/2028) IN3420210046 Sovereign 1,500,000 1,491.02
8.45% Uttar Pradesh SDL (MD 27/02/2029) IN3320180166 Sovereign 1,000,000 1,054.66
8.43% Goa SDL (MD 13/03/2029) IN1420180151 Sovereign 1,000,000 1,052.34
8.37% Madhya Pradesh SDL (MD 05/12/2028) IN2120180095 Sovereign 1,000,000 1,049.19
8.45% Uttar Pradesh SDL (MD 27/06/2028) IN3320180034 Sovereign 1,000,000 1,047.51
8.2% Uttarakhand SDL (MD 09/05/2028) IN3620180023 Sovereign 1,000,000 1,038.00
8.15% Chhattisgarh SDL (MD 27/03/2028) IN3520170090 Sovereign 1,000,000 1,035.08
7.19% Tamilnadu SDL (MD 27/11/2030) IN3120190225 Sovereign 1,000,000 1,006.34
7.09% Rajasthan SDL (MD 16/02/2032) IN2920210498 Sovereign 1,000,000 999.84
6.82% Bihar SDL (MD 14/07/2028) IN1320210041 Sovereign 1,000,000 994.83
6.45% Gujarat SDL (MD 06/01/2030) IN1520200248 Sovereign 1,000,000 974.87
8.39% Andhra Pradesh SDL (MD 06/02/2031) IN1020180411 Sovereign 500,000 533.05
8.84 % Rajasthan SDL 12/09/2028 IN2920180196 Sovereign 500,000 531.49
8.73% Uttar Pradesh SDL (MD 10/10/2028) IN3320180042 Sovereign 500,000 530.25
8.7% Gujarat SDL (MD 19/09/2028) IN1520180119 Sovereign 500,000 529.59
8.22% Karnataka SDL (MD 30/01/2031) IN1920180156 Sovereign 500,000 528.87
8.65% Rajasthan SDL (MD 03/10/2028) IN2920180212 Sovereign 500,000 528.65
8.61% Punjab SDL (MD 14/11/2028) IN2820180106 Sovereign 500,000 528.48
8.49% Uttarakhand SDL (MD 21/08/2028) IN3620180106 Sovereign 500,000 525.16
8.44% West Bengal SDL (MD 27/06/2028) IN3420180017 Sovereign 500,000 523.24
8.31% Jharkhand SDL (MD 13/02/2029) IN3720180063 Sovereign 500,000 523.23
8.25% Tamilnadu SDL (MD 02/01/2029) IN3120180218 Sovereign 500,000 522.62
8.2% Jammu and Kashmir SDL (MD 30/01/2029) IN1820180108 Sovereign 500,000 521.53
8.29% Haryana SDL (MD 14/03/2028) IN1620170150 Sovereign 500,000 519.94
8.19% Odisha SDL (MD 09/05/2028) IN2720180032 Sovereign 500,000 518.87
7.73% Maharashtra SDL (MD 29/03/2032) IN2220220254 Sovereign 500,000 518.25
8.11% Chattisgarh SDL (MD 31/01/2028) IN3520170041 Sovereign 500,000 516.18
7.97% Assam SDL (MD 18/04/2028) IN1220180021 Sovereign 500,000 515.13
7.06% GOI (MD 10/04/2028) IN0020230010 Sovereign 500,000 506.01
7.24% Haryana SDL (MD 18/03/2029) IN1620190190 Sovereign 500,000 504.69
7.87% India Grid Trust Ser Y (MD 24/02/2027) INE219X07454 CRISIL AAA 500 502.94
7.13% Kerala SDL (MD 10/07/2029) IN2020190103 Sovereign 500,000 502.58
7.09% Goa SDL (MD 28/08/2029) IN1420190085 Sovereign 500,000 501.53
7.64% REC Ltd NCD Ser 225 (MD 30/06/2026) INE020B08EM0 CRISIL AAA 500 500.37
7.58% NABARD Sr 23H NCD (MD 31/07/2026) INE261F08DX0 CRISIL AAA 500 499.27
7.4% National Hsg Bank Ltd NCD (16/07/2026) INE557F08FS6 CRISIL AAA 500 498.99
7.7% India Grid Trust Ser 3 (MD 06/05/2028) INE219X07215 CRISIL AAA 50,000 498.74
6.53% Chattisgarh SDL (MD 15/09/2028) IN3520210037 Sovereign 500,000 492.49
6.54% MAHARASTRA SDL (MD 27/05/2030) IN2220200033 Sovereign 500,000 488.65
Sub Total NIL
Total 145,243.72
Punjab National Bank (15/05/2025) INE160A16PF9 CRISIL A1+ 1,100 5,255.30
HDFC Bank Limited (24/06/2025) INE040A16FA5 CRISIL A1+ 500 2,369.95
HDFC Bank Limited (11/07/2025) INE040A16FD9 CARE A1+ 500 2,361.30
HDFC Bank Limited (25/07/2025) INE040A16FF4 CARE A1+ 500 2,354.83
Kotak Mahindra Bank Limited (14/01/2025) INE237A163V9 CRISIL A1+ 300 1,469.08
Kotak Mahindra Bank Limited (09/05/2025) INE237A162X7 CRISIL A1+ 300 1,435.29
Kotak Mahindra Bank Limited (03/01/2025) INE237A162V1 CRISIL A1+ 200 981.50
Kotak Mahindra Bank Limited (15/05/2025) INE237A163X5 CRISIL A1+ 200 955.74
Sub Total 26,160.72
Treasury Bill
Sub Total 491.25
Total 26,651.97
Others
Corporate Debt Market Development Fund
Corporate Debt Market Development Fund - Class A2 Units INF0RQ622028 5,023 522.68
Sub Total 522.68
Mutual Fund Units
Parag Parikh Liquid Fund- Direct Plan- Growth INF879O01068 73,943 1,026.62
Sub Total 1,026.62
Total 1,549.30
Sub Total 3,225.00
Sub Total NIL
Total 3,225.00
Net Receivables / (Payables) 1,910.45

Derivatives
Name of the Instrument Long / Short Quantity Market value
(Rs. in Lakhs)
Reliance Industries Limited November 2024 Future Short -45,500 (1,363.48)
HDFC Bank Limited October 2024 Future Short -67,650 (1,181.37)
Tata Motors Limited October 2024 Future Short -109,450 (1,075.18)
Kotak Mahindra Bank Limited October 2024 Future Short -48,000 (897.48)
Indian Oil Corporation Limited October 2024 Future Short -117,000 (211.93)
GMR Airports Infrastructure Limited November 2024 Future Short -157,500 (150.37)
Steel Authority of India Limited October 2024 Future Short -72,000 (102.26)
Balrampur Chini Mills Limited October 2024 Future Short -6,400 (41.74)
Sub Total (5,023.81)
Total (5,023.81)
Notes:
Total amount due
Net receivable/ market Net receivable/ (including
Name of security ISIN Code
value market value principal and
interest)
NIL NIL NIL NIL NIL

Options AUG 30 2024(Rs.) SEP 30 2024(Rs.)
Direct Plan
Parag Parikh Conservative Hybrid Fund - Direct Plan - Growth 14.3374 14.4729
Parag Parikh Conservative Hybrid Fund - Direct Plan - Monthly IDCW* 11.1563 10.9767
Regular Plan
Parag Parikh Conservative Hybrid Fund - Regular Plan - Growth 14.1982 14.3288
Parag Parikh Conservative Hybrid Fund - Regular Plan - Monthly IDCW* 11.1741 11.0182
3. Total Dividend (Net) declared during the period ended SEP 30, 2024 :-
Sep-24 Direct Plan- Monthly
IDCW* 0.28503569 0.28503569
Sep-24 Regular Plan-
Monthly IDCW* 0.25863936 0.25863936
effective April 1st ,2021 Dividend Option(s) / Plan(s) is renamed as Income Distribution cum capital withdrawal (“IDCW”) Option(s) / Plan(s).
5. Total outstanding exposure in derivative instruments as on Sep 30, 2024: Rs (50,23,81,442.50)


T Bills 0.22
Goverment Securities 55.61
Commercial Papers (CP) / Certificate Of Deposit (CD) 11.63
Equity & Equity related 18.40
Debt Securities 8.88
Cash,Cash Equivalents and Net Current Assets including TREPS and Others (MF and CDMDF) 5.26

Sovereign 55.83
CRISIL AAA 8.88
Others 18.40
CRISIL A1+ 11.63
Cash,Cash Equivalents and Net Current Assets including TREPS and Others (MF and CDMDF) 5.26
A. Hedging Positions through Futures as on 30-Sep-2024:

Underlying Series Long / Short Futures Price Current price of
when purchased the contract
Balrampur Chini Mills Limited October/24 Short 594.94 652.25

Steel Authority of India Limited October/24 Short 136.73 142.03
GMR Airports Infrastructure Limited November/24 Short 96.18 95.47
Indian Oil Corporation Limited October/24 Short 169.44 181.14
Kotak Mahindra Bank Limited October/24 Short 1,920.45 1,869.75
Tata Motors Limited October/24 Short 982.17 982.35
HDFC Bank Limited October/24 Short 1,780.79 1,746.30
Reliance Industries Limited November/24 Short 3,007.77 2,996.65
Total exposure through futures as % of net assets : -2.25%
Total Number of contracts where futures were bought 488
Total Number of contracts where futures were sold (opening balance) 488
Gross Notional Value of contracts where futures were bought Rs. 351,256,287
Gross Notional Value of contracts where futures were sold (opening balance) Rs. 349,798,474
B. Other than Hedging Positions through Futures as on 30-Sep-2024 : Nil
For the period 01-Sep-2024 to 30-Sep-2024, the following details specified for other than hedging transactions through futures which have been squared off/expire
D. Other than Hedging Positions through Options as on 30-Sep-2024 :- Nil
For the period 01-Sep-2024 to 30-Sep-2024, the following details specified for non-hedging transactions through options which have already been exercised/expire
Total Number of contracts entered into 240
Gross Notional Value of contracts entered into Rs. 292,980,000
Net Profit/Loss value on all contracts (treat premium paid as loss) Rs. 992,153
Lumpsum Investment Performance

CRISIL Hybrid
85+15
Conservative Crisil 10 year
Date Regular Plan PPFAS CHF (Direct Plan) Index Gilt Index
SIP Investment Performance - Parag Parikh Conservative Hybrid Fund - Regular Plan - Growth
Sep 30, 2021 to Sep 30, 2019 to

Since Inception (26 Sep 29, 2023 to Sep 30, Sep 30, 2024 Sep 30, 2024
May, 2021) 2024 (Last 1 Year) (Last 3 Years) (Last 5 Years)
Total Amount Invested 410000 120000 360000 NA
Market value of Investment 514511 130418 443196 NA
Returns (Annualised) (%) 13.39 16.51 13.98 NA
CRISIL Hybrid 85+15 - Conservative Index Returns (Annualised) (%) 10.00 14.33 10.60 NA
Crisil 10 year Gilt Index Returns (Annualised) (%) 7.45 11.65 8.19 NA
SIP Investment Performance - Parag Parikh Conservative Hybrid Fund - Direct Plan - Growth
Sep 30, 2021 to Sep 30, 2019 to

Since Inception (26 Sep 29, 2023 to Sep 30, Sep 30, 2024 Sep 30, 2024
May, 2021) 2024 (Last 1 Year) (Last 3 Years) (Last 5 Years)
Total Amount Invested 410000 120000 360000 NA
Market value of Investment 517342 130633 445335 NA
Returns (Annualised) (%) 13.72 16.85 14.32 NA
CRISIL Hybrid 85+15 - Conservative Index Returns (Annualised) (%) 10.00 14.33 10.60 NA
Crisil 10 year Gilt Index Returns (Annualised) (%) 7.45 11.65 8.19 NA

YTM 7.23%
Riskometer
•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

CRISIL Hybrid 85+15 - Conservative Index TRI
null
% to Net
YTM~ YTC^
Assets
2.53%
2.13%
2.03%
2.01%
0.89%
0.73%
0.66%
0.60%
0.52%
0.47%
0.40%
0.09%
0.07%
0.05%
0.02%
13.20%
4.01%
2.66%
0.78%
7.45%
NIL
NIL
20.65%
2.25% 7.19%
2.23% 7.19%
2.07% 7.18%
1.83% 7.18%
1.61% 7.18%
1.55% 7.50%
1.38% 7.18%
1.37% 7.17%
1.33% 7.15%
1.31% 7.15%
1.15% 7.18%
1.15% 7.11%
1.14% 7.17%
1.14% 7.17%
1.14% 7.19%
1.11% 7.63%
1.11% 7.72%
1.11% 7.65%
0.96% 7.18%
0.93% 7.11%
0.91% 7.07%
0.89% 7.56%
0.71% 7.21%
0.70% 7.11%
0.70% 7.11%
0.70% 7.11%
0.69% 7.08%
0.69% 7.12%
0.69% 7.09%
0.68% 7.18%
0.68% 6.79%
0.67% 7.57%
0.67% 7.51%
0.67% 7.68%
0.67% 7.08%
0.67% 7.15%
0.66% 7.09%
0.47% 7.18%
0.47% 7.11%
0.47% 7.09%
0.47% 7.16%
0.47% 7.11%
0.47% 7.10%
0.46% 7.11%
0.46% 7.07%
0.46% 7.11%
0.46% 7.12%
0.46% 7.10%
0.46% 7.18%
0.45% 7.15%
0.45% 7.16%
0.45% 7.10%
0.45% 7.05%
0.45% 7.18%
0.44% 7.08%
0.44% 7.22%
0.44% 7.09%
0.43% 7.15%
0.24% 7.20%
0.24% 7.20%
0.24% 7.11%
0.24% 7.10%
0.24% 7.09%
0.24% 7.19%
0.23% 7.11%
0.23% 7.11%
0.23% 7.11%
0.23% 7.09%
0.23% 7.11%
0.23% 7.11%
0.23% 7.11%
0.23% 7.32%
0.23% 7.12%
0.23% 7.12%
0.23% 7.18%
0.23% 7.11%
0.23% 7.11%
0.23% 7.12%
0.23% 7.11%
0.23% 7.09%
0.23% 7.15%
0.23% 7.17%
0.23% 7.08%
0.23% 7.09%
0.23% 7.11%
0.23% 7.22%
0.23% 7.11%
0.23% 7.07%
0.23% 7.18%
0.23% 7.11%
0.23% 7.12%
0.23% 7.21%
0.23% 7.21%
0.23% 7.09%
0.23% 7.11%
0.23% 7.11%
0.23% 7.09%
0.23% 7.16%
0.23% 7.19%
0.22% 6.78%
0.22% 7.15%
0.22% 7.11%
0.22% 7.82%
0.22% 7.09%
0.22% 7.12%
0.22% 7.15%
0.22% 7.14%
0.22% 7.16%
0.22% 7.21%
0.22% 7.17%
0.22% 7.56%
0.22% 7.17%
0.22% 7.65%
0.22% 7.50%
0.22% 7.76%
0.22% 7.16%
0.22% 7.16%
0.22% 7.09%
0.22% 7.16%
0.22% 7.17%
0.22% 7.19%
0.22% 7.09%
0.22% 7.15%
0.22% 7.16%
64.49%
NIL
NIL
64.49%
2.34% 7.52%
2.11% 7.52%
1.05% 7.53%
1.05% 7.58%
1.05% 7.58%
1.04% 7.60%
0.84% 7.53%
0.65% 7.32%
0.64% 7.48%
0.44% 7.32%
0.42% 7.48%
11.63%
0.22% 6.50%
0.22%
11.85%
0.23%
0.23%
0.46%
0.46%
0.69%
1.43% 6.76%
1.43%
NIL
NIL
1.43%
0.89%
100.00%
% to AUM Notes &

Symbols
(0.61)%
(0.53)%
(0.48)%
(0.40)%
(0.09)%
(0.07)%
(0.05)%
(0.02)%
(2.25)%
(2.25)%
ase of Mutual Fund Schemes,
Margin
maintained in
Rs. Lakhs
958.59
ired :
ared off/expired : Nil
ercised/expired :

CRISIL
Hybrid
85+15 Crisil 10
PPFAS CHF Conservativ year Gilt
Regular Plan (Direct Plan) e Index Index
14329 14473 12971 11698
11688 11724 11356 11037
13773 13897 12503 11702
Parag Parikh Arbitrage Fund ( An open ended scheme investing in arbitrage opportunities )

Market/Fair Value
(Rs. in Lakhs)
HDFC Bank Limited INE040A01034 Banks 206,250 3,572.35
Bank of Baroda INE028A01039 Banks 1,307,475 3,239.92
Tata Power Company Limited INE245A01021 Power 658,800 3,179.37
Vodafone Idea Limited INE669E01016 Telecom - Services 26,920,000 2,788.91
Tata Steel Limited INE081A01020 Ferrous Metals 1,617,000 2,725.45
Kotak Mahindra Bank Limited INE237A01028 Banks 122,400 2,269.23
Hindustan Aeronautics Limited INE066F01020 Aerospace & Defense 48,300 2,135.17
Bandhan Bank Limited INE545U01014 Banks 1,036,000 2,058.95
IndusInd Bank Limited INE095A01012 Banks 140,500 2,033.88
Bajaj Finance Limited INE296A01024 Finance 26,000 2,002.78
Larsen & Toubro Limited INE018A01030 Construction 50,700 1,863.50
Canara Bank INE476A01022 Banks 1,633,500 1,818.58
Oil & Natural Gas Corporation Limited INE213A01029 Oil 596,750 1,775.93
Bharat Electronics Limited INE263A01024 Aerospace & Defense 584,250 1,665.70
GMR Airports Infrastructure Limited INE776C01039 Transport Infrastructure 1,732,500 1,629.59
NTPC Limited INE733E01010 Power 355,500 1,575.58
State Bank of India INE062A01020 Banks 183,750 1,447.77
Infosys Limited INE009A01021 IT - Software 74,800 1,402.95
Hindalco Industries Limited INE038A01020 Non - Ferrous Metals 184,800 1,397.46
Hindustan Petroleum Corporation Limited INE094A01015 Petroleum Products 281,475 1,240.04
RBL Bank Limited INE976G01028 Banks 605,000 1,235.89
Bharat Heavy Electricals Limited INE257A01026 Electrical Equipment 396,375 1,108.66
GAIL (India) Limited INE129A01019 Gas 430,050 1,033.37
National Aluminium Company Limited INE139A01034 Non - Ferrous Metals 453,750 954.19
DLF Limited INE271C01023 Realty 104,775 937.89
Punjab National Bank INE160A01022 Banks 808,000 866.26
Bharat Petroleum Corporation Limited INE029A01011 Petroleum Products 223,200 825.73
Aditya Birla Fashion and Retail Limited INE647O01011 Retailing 234,000 817.13
Vedanta Limited INE205A01025 Diversified Metals 156,400 801.78
Indian Oil Corporation Limited INE242A01010 Petroleum Products 443,625 799.19
Biocon Limited INE376G01013 Pharmaceuticals & 212,500 771.59
Titan Company Limited INE280A01028 Biotechnology
Consumer Durables 18,200 695.96
HDFC Life Insurance Company Limited INE795G01014 Insurance 96,800 695.02
Steel Authority of India Limited INE114A01011 Ferrous Metals 484,000 684.18
The Ramco Cements Limited INE331A01037 Cement & Cement Products 78,200 677.99
Axis Bank Limited INE238A01034 Banks 55,000 677.71
REC Limited INE020B01018 Finance 122,000 676.49
Oberoi Realty Limited INE093I01010 Realty 35,000 662.27
The Indian Hotels Company Limited INE053A01029 Leisure Services 94,000 643.62
Hindustan Copper Limited INE531E01026 Non - Ferrous Metals 185,500 637.93
Zydus Lifesciences Limited INE010B01027 Pharmaceuticals & 58,500 625.10
Indian Railway Catering And Tourism Corporation Limited INE335Y01020 Biotechnology
Leisure Services 65,625 609.36
ITC Limited INE154A01025 Diversified FMCG 115,200 596.91
Aarti Industries Limited INE769A01020 Chemicals & Petrochemicals 90,000 524.66
Grasim Industries Limited INE047A01021 Cement & Cement Products 18,250 510.19
L&T Finance Limited INE498L01015 Finance 267,720 497.48
City Union Bank Limited INE491A01021 Banks 295,000 483.59
NMDC Limited INE584A01023 Minerals & Mining 171,000 418.80
Tata Motors Limited INE155A01022 Automobiles 42,350 412.76
Granules India Limited INE101D01020 Pharmaceuticals & 66,000 368.68
Chambal Fertilizers & Chemicals Limited INE085A01013 Biotechnology
Fertilizers & Agrochemicals 68,400 362.14
United Spirits Limited INE854D01024 Beverages 21,000 333.88
Gujarat Narmada Valley Fertilizers and Chemicals Limited INE113A01013 Chemicals & Petrochemicals 44,200 298.66
Nestle India Limited INE239A01024 Food Products 11,000 295.89
Godrej Properties Limited INE484J01027 Realty 9,225 291.60
Dixon Technologies (India) Limited INE935N01020 Consumer Durables 1,900 262.26
Crompton Greaves Consumer Electricals Limited INE299U01018 Consumer Durables 61,200 254.75
Glenmark Pharmaceuticals Limited INE935A01035 Pharmaceuticals & 13,775 230.52
Abbott India Limited INE358A01014 Biotechnology
Pharmaceuticals & 760 221.66
InterGlobe Aviation Limited INE646L01027 Biotechnology
Transport Services 4,500 215.44
Aditya Birla Capital Limited INE674K01013 Finance 86,400 205.18
Shriram Finance Limited INE721A01013 Finance 5,700 203.89
Exide Industries Limited INE302A01020 Auto Components 39,600 199.01
Petronet LNG Limited INE347G01014 Gas 57,000 194.68
Havells India Limited INE176B01034 Consumer Durables 9,500 191.23
Mahindra & Mahindra Limited INE101A01026 Automobiles 5,950 184.15
TVS Motor Company Limited INE494B01023 Automobiles 6,300 178.91
LIC Housing Finance Limited INE115A01026 Finance 26,000 172.24
Navin Fluorine International Limited INE048G01026 Chemicals & Petrochemicals 4,900 168.63
Hero MotoCorp Limited INE158A01026 Automobiles 2,850 162.80
Birlasoft Limited INE836A01035 IT - Software 26,000 156.49
Wipro Limited INE075A01022 IT - Software 28,500 154.31
Apollo Hospitals Enterprise Limited INE437A01024 Healthcare Services 2,000 143.98
Britannia Industries Limited INE216A01030 Food Products 1,800 114.09
Berger Paints (I) Limited INE463A01038 Consumer Durables 17,160 106.79
Alkem Laboratories Limited INE540L01014 Pharmaceuticals & 1,700 102.90
Cholamandalam Investment and Finance Company Ltd INE121A01024 Biotechnology
Finance 6,250 100.50
Jindal Steel & Power Limited INE749A01030 Ferrous Metals 9,375 97.47
Bajaj Finserv Limited INE918I01026 Finance 4,000 78.94
Jubilant Foodworks Limited INE797F01020 Leisure Services 11,250 76.71
Maruti Suzuki India Limited INE585B01010 Automobiles 550 72.81
Power Grid Corporation of India Limited INE752E01010 Power 18,000 63.51
Aurobindo Pharma Limited INE406A01037 Pharmaceuticals & 3,300 48.20
Lupin Limited INE326A01037 Biotechnology
Pharmaceuticals & 2,125 46.56
Balkrishna Industries Limited INE787D01026 Biotechnology
Auto Components 1,500 45.75
HDFC Asset Management Company Limited INE127D01025 Capital Markets 1,050 45.14
Colgate Palmolive (India) Limited INE259A01022 Personal Products 1,050 39.95
Indraprastha Gas Limited INE203G01027 Gas 6,875 38.40
LTIMindtree Limited INE214T01019 IT - Software 600 37.47
United Breweries Limited INE686F01025 Beverages 1,600 34.81
Cipla Limited INE059A01026 Pharmaceuticals & 1,950 32.25
Coforge Limited INE591G01017 Biotechnology
IT - Software 450 31.57
SBI Cards and Payment Services Limited INE018E01016 Finance 4,000 30.95
Dr. Lal Path Labs Limited INE600L01024 Healthcare Services 900 29.72
Tata Consumer Products Limited INE192A01025 Agricultural Food & other 2,280 27.29
Dr. Reddy's Laboratories Limited INE089A01023 Products
Pharmaceuticals & 375 25.32
Bharat Forge Limited INE465A01025 Biotechnology
Auto Components 1,500 22.75
Mphasis Limited INE356A01018 IT - Software 550 16.56
Info Edge (India) Limited INE663F01024 Retailing 150 12.15
Cummins India Limited INE298A01020 Industrial Products 300 11.42
Balrampur Chini Mills Limited INE119A01028 Agricultural Food & other 1,600 10.38
Polycab India Limited INE455K01017 Products
Industrial Products 125 8.69
UPL Limited INE628A01036 Fertilizers & Agrochemicals 1,300 7.97
Sub Total 72,311.86
(b) Unlisted NIL
Sub Total NIL
Total 72,311.86
National Bank For Agriculture and Rural Development (17/01/2025) INE261F16769 CRISIL A1+ 500 2,446.79
Punjab National Bank (15/05/2025) INE160A16PF9 CRISIL A1+ 500 2,388.77
HDFC Bank Limited (24/06/2025) INE040A16FA5 CRISIL A1+ 500 2,369.95
Kotak Mahindra Bank Limited (24/07/2025) INE237A161Y7 CRISIL A1+ 400 1,885.11
Axis Bank Limited (10/01/2025) INE238AD6629 CRISIL A1+ 100 490.10
Kotak Mahindra Bank Limited (15/05/2025) INE237A163X5 CRISIL A1+ 100 477.87
Sub Total 14,317.47
Treasury Bill
Sub Total 473.01
Total 14,790.48
Others
Mutual Fund Units
Parag Parikh Liquid Fund- Direct Plan- Growth INF879O01068 916,018 12,717.92
Sub Total 12,717.92
Total 12,717.92
Sub Total 1,590.00
Total 1,590.00
Net Receivables / (Payables) 608.56
Derivatives
Futures Price when Current price of the
Market value
Name of the Instrument purchased contract Quantity
(Rs. in Lakhs)
HDFC Bank Limited October 2024 Future 1765.71 1746.30 -206,250 (3,601.74)
Bank of Baroda October 2024 Future 243.72 249.05 -1,307,475 (3,256.27)
Vodafone Idea Limited October 2024 Future 11.03 10.45 -26,920,000 (2,813.14)
Tata Steel Limited October 2024 Future 155.33 169.45 -1,485,000 (2,516.33)
IndusInd Bank Limited October 2024 Future 1477.80 1455.75 -140,500 (2,045.33)
Bajaj Finance Limited October 2024 Future 7384.33 7761.10 -25,125 (1,949.98)
Reliance Industries Limited October 2024 Future 3009.70 2977.20 -62,500 (1,860.75)
Tata Power Company Limited October 2024 Future 457.02 485.55 -380,700 (1,848.49)
Canara Bank October 2024 Future 108.72 112.00 -1,620,000 (1,814.40)
Oil & Natural Gas Corporation Limited October 2024 Future 288.26 300.25 -596,750 (1,791.74)
Kotak Mahindra Bank Limited October 2024 Future 1917.51 1869.75 -94,800 (1,772.52)
Larsen & Toubro Limited October 2024 Future 3806.92 3705.30 -47,700 (1,767.43)
Bharat Electronics Limited October 2024 Future 288.87 286.75 -584,250 (1,675.34)
GMR Airports Infrastructure Limited October 2024 Future 94.78 94.80 -1,732,500 (1,642.41)
Bandhan Bank Limited October 2024 Future 210.23 200.07 -820,400 (1,641.37)
Hindustan Aeronautics Limited October 2024 Future 4377.90 4450.55 -36,300 (1,615.55)
NTPC Limited October 2024 Future 425.38 445.75 -355,500 (1,584.64)
State Bank of India October 2024 Future 811.74 792.70 -180,750 (1,432.81)
Infosys Limited October 2024 Future 1888.30 1873.90 -74,800 (1,401.68)
Tata Power Company Limited November 2024 Future 481.96 488.60 -278,100 (1,358.80)
Hindalco Industries Limited October 2024 Future 698.78 760.30 -175,000 (1,330.53)
Hindustan Petroleum Corporation Limited October 2024 Future 407.62 443.20 -281,475 (1,247.50)
RBL Bank Limited October 2024 Future 222.14 205.65 -605,000 (1,244.18)
Bharat Heavy Electricals Limited October 2024 Future 276.46 281.00 -396,375 (1,113.81)
National Aluminium Company Limited October 2024 Future 194.97 212.20 -453,750 (962.86)
Reliance Industries Limited November 2024 Future 3013.12 2996.65 -30,250 (906.49)
Punjab National Bank October 2024 Future 107.51 107.73 -808,000 (870.46)
GAIL (India) Limited October 2024 Future 220.00 242.13 -352,275 (852.96)
Bharat Petroleum Corporation Limited October 2024 Future 336.96 372.05 -223,200 (830.42)
Aditya Birla Fashion and Retail Limited October 2024 Future 335.86 352.25 -234,000 (824.27)
Indian Oil Corporation Limited October 2024 Future 169.24 181.14 -443,625 (803.58)
Vedanta Limited October 2024 Future 461.51 511.90 -156,400 (800.61)
Biocon Limited October 2024 Future 373.64 366.30 -207,500 (760.07)
Steel Authority of India Limited October 2024 Future 136.59 142.03 -484,000 (687.43)
Axis Bank Limited October 2024 Future 1245.41 1242.50 -55,000 (683.38)
The Ramco Cements Limited October 2024 Future 858.12 871.40 -78,200 (681.43)
REC Limited October 2024 Future 544.72 558.30 -122,000 (681.13)
Oberoi Realty Limited October 2024 Future 1889.90 1902.55 -35,000 (665.89)
The Indian Hotels Company Limited October 2024 Future 708.89 690.45 -94,000 (649.02)
Hindustan Copper Limited October 2024 Future 331.30 346.35 -185,500 (642.48)
DLF Limited October 2024 Future 860.35 901.00 -70,125 (631.83)
Titan Company Limited October 2024 Future 3827.93 3851.30 -16,275 (626.80)
Indian Railway Catering And Tourism Corporation Limited October 20 905.64 933.60 -65,625 (612.68)
ITC Limited October 2024 Future 519.48 522.45 -115,200 (601.86)
Zydus Lifesciences Limited October 2024 Future 1060.94 1075.50 -55,800 (600.13)
Hindustan Aeronautics Limited November 2024 Future 4695.67 4475.60 -12,000 (537.07)
Kotak Mahindra Bank Limited November 2024 Future 1932.64 1883.35 -27,600 (519.80)
Grasim Industries Limited October 2024 Future 2682.72 2819.25 -18,250 (514.51)
L&T Finance Limited October 2024 Future 183.54 187.32 -267,720 (501.49)
HDFC Life Insurance Company Limited November 2024 Future 710.97 728.45 -68,200 (496.80)
City Union Bank Limited October 2024 Future 169.06 164.96 -295,000 (486.63)
Bandhan Bank Limited November 2024 Future 216.25 201.55 -215,600 (434.54)
NMDC Limited October 2024 Future 221.66 246.47 -171,000 (421.46)
Tata Motors Limited November 2024 Future 982.78 988.80 -42,350 (418.76)
Granules India Limited October 2024 Future 561.39 563.30 -66,000 (371.78)
Chambal Fertilizers & Chemicals Limited October 2024 Future 505.78 534.10 -68,400 (365.32)
United Spirits Limited October 2024 Future 1603.22 1604.05 -21,000 (336.85)
Aarti Industries Limited October 2024 Future 586.74 587.95 -57,000 (335.13)
DLF Limited November 2024 Future 872.51 906.80 -34,650 (314.21)
Gujarat Narmada Valley Fertilizers and Chemicals Limited October 20 669.37 681.90 -44,200 (301.40)
Nestle India Limited October 2024 Future 2714.74 2710.45 -11,000 (298.15)
Godrej Properties Limited October 2024 Future 3085.85 3181.10 -9,225 (293.46)
Dixon Technologies (India) Limited October 2024 Future 14193.94 13917.45 -1,900 (264.43)
Crompton Greaves Consumer Electricals Limited October 2024 Future 444.98 419.85 -61,200 (256.95)
Glenmark Pharmaceuticals Limited October 2024 Future 1690.56 1688.15 -13,775 (232.54)
Tata Steel Limited November 2024 Future 166.32 170.52 -132,000 (225.09)
Abbott India Limited October 2024 Future 28386.43 29353.95 -760 (223.09)
HDFC Life Insurance Company Limited October 2024 Future 720.41 724.05 -28,600 (207.08)
Aditya Birla Capital Limited October 2024 Future 231.34 238.89 -86,400 (206.40)
Shriram Finance Limited October 2024 Future 3562.53 3607.95 -5,700 (205.65)
Exide Industries Limited October 2024 Future 471.89 506.00 -39,600 (200.38)
Petronet LNG Limited October 2024 Future 330.99 344.30 -57,000 (196.25)
Aarti Industries Limited November 2024 Future 590.08 592.05 -33,000 (195.38)
Havells India Limited October 2024 Future 2058.91 2030.85 -9,500 (192.93)
GAIL (India) Limited November 2024 Future 221.01 243.52 -77,775 (189.40)
TVS Motor Company Limited October 2024 Future 2851.91 2864.60 -6,300 (180.47)
Mahindra & Mahindra Limited November 2024 Future 2733.07 3140.90 -5,600 (175.89)
LIC Housing Finance Limited October 2024 Future 670.98 668.25 -26,000 (173.75)
Navin Fluorine International Limited October 2024 Future 3374.60 3461.40 -4,900 (169.61)
Hero MotoCorp Limited October 2024 Future 6103.15 5749.90 -2,850 (163.87)
Birlasoft Limited October 2024 Future 631.59 607.20 -26,000 (157.87)
Wipro Limited October 2024 Future 538.75 544.65 -28,500 (155.23)
Apollo Hospitals Enterprise Limited October 2024 Future 7159.55 7262.30 -2,000 (145.25)
InterGlobe Aviation Limited October 2024 Future 4870.76 4826.75 -2,700 (130.32)
Britannia Industries Limited October 2024 Future 6224.27 6392.20 -1,800 (115.06)
Larsen & Toubro Limited November 2024 Future 3603.87 3729.80 -3,000 (111.89)
Berger Paints (I) Limited October 2024 Future 613.45 626.35 -17,160 (107.48)
Alkem Laboratories Limited October 2024 Future 6108.96 6100.85 -1,700 (103.71)
Cholamandalam Investment and Finance Company Ltd October 2024 1618.46 1621.50 -6,250 (101.34)
Jindal Steel & Power Limited October 2024 Future 1021.07 1047.40 -9,375 (98.19)
InterGlobe Aviation Limited November 2024 Future 4913.42 4859.55 -1,800 (87.47)
Bajaj Finserv Limited October 2024 Future 1923.50 1989.60 -4,000 (79.58)
Jubilant Foodworks Limited October 2024 Future 689.60 687.40 -11,250 (77.33)
Hindalco Industries Limited November 2024 Future 669.64 764.60 -9,800 (74.93)
Titan Company Limited November 2024 Future 3763.79 3874.65 -1,925 (74.59)
Maruti Suzuki India Limited November 2024 Future 12379.57 13432.10 -550 (73.88)
Bajaj Finance Limited November 2024 Future 7658.10 7806.90 -875 (68.31)
Power Grid Corporation of India Limited October 2024 Future 353.77 355.50 -18,000 (63.99)
Aurobindo Pharma Limited October 2024 Future 1509.89 1470.05 -3,300 (48.51)
Lupin Limited October 2024 Future 2188.51 2209.15 -2,125 (46.94)
Balkrishna Industries Limited October 2024 Future 3008.95 3071.65 -1,500 (46.07)
HDFC Asset Management Company Limited October 2024 Future 4461.45 4330.20 -1,050 (45.47)
Colgate Palmolive (India) Limited October 2024 Future 3694.80 3830.80 -1,050 (40.22)
Indraprastha Gas Limited October 2024 Future 544.45 562.75 -6,875 (38.69)
LTIMindtree Limited October 2024 Future 6197.00 6276.20 -600 (37.66)
United Breweries Limited October 2024 Future 2155.26 2192.45 -1,600 (35.08)
Cipla Limited October 2024 Future 1654.67 1668.10 -1,950 (32.53)
Coforge Limited October 2024 Future 6928.08 7052.50 -450 (31.74)
SBI Cards and Payment Services Limited October 2024 Future 783.73 780.20 -4,000 (31.21)
Dr. Lal Path Labs Limited October 2024 Future 3266.85 3332.35 -900 (29.99)
Zydus Lifesciences Limited November 2024 Future 1112.67 1083.40 -2,700 (29.25)
Tata Consumer Products Limited October 2024 Future 1214.02 1207.30 -2,280 (27.53)
Dr. Reddy's Laboratories Limited October 2024 Future 6675.33 6803.05 -375 (25.51)
State Bank of India November 2024 Future 814.44 797.95 -3,000 (23.94)
Bharat Forge Limited October 2024 Future 1600.33 1529.75 -1,500 (22.95)
Biocon Limited November 2024 Future 368.85 368.90 -5,000 (18.45)
Mphasis Limited October 2024 Future 3047.15 3036.65 -550 (16.70)
Canara Bank November 2024 Future 105.72 112.64 -13,500 (15.21)
Info Edge (India) Limited October 2024 Future 8273.65 8170.45 -150 (12.26)
Cummins India Limited October 2024 Future 3901.70 3831.80 -300 (11.50)
Mahindra & Mahindra Limited October 2024 Future 3139.05 3120.75 -350 (10.92)
Balrampur Chini Mills Limited October 2024 Future 597.45 652.25 -1,600 (10.44)
Polycab India Limited October 2024 Future 6626.20 7013.30 -125 (8.77)
UPL Limited October 2024 Future 592.30 617.55 -1,300 (8.03)
Sub Total (72,841.03)
Total (72,841.03)

Notes:
Total amount due
Net receivable/
Name of security ISIN Code Net receivable/ market value (including principal
market value
and interest)

NIL NIL NIL NIL NIL

Direct Plan 10.6443 10.7022
Regular Plan 10.6136 10.6681
6. Total outstanding exposure in derivative instruments as on Sep 30, 2024 : Rs.(7,28,40,99,312.65)

7. Total investment in Foreign Securities / ADRs / GDRs as on Sep 30, 2024 : Nil
8. Total Commission paid in the month of Sep 2024 : Rs. 713,011.49
9. Total Brokerage paid for Buying/ Selling of Investment for Sep 2024 is Rs. 16,53,775.72
10. Portfolio Turnover Ratio (Including Equity Arbitrage): 789.35
11. Repo transactions in corporate debt securities during the period ending Sep 30, 2024 is Nil.
Net Profit/Loss value on all contracts combined Rs. 124,824,848
A. Other than Hedging Positions through Futures as on 30-Sep-2024: Nil

B. Hedging Position through Put Option as on 30-Sep-2024: Nil
C. Other than Hedging Positions through Options as on 30-Sep-2024: NIL
D. Hedging Positions through swaps as on 30-Sep-2024: Nil
Lumpsum Investment Performance

Nifty 50 Arbitrage
Date PPFAS AF PPFAS AF (Direct Plan) TRI Nifty 50 TRI
Since Inception (02 Nov, 2023) 7.35% 7.72% NA 40.45%

YTM 7.13%
Riskometer
•To generate income by investing in arbitrage opportunities
• Predominantly investing in arbitrage opportunities in the cash and derivatives segment of the equity market.

NIFTY 50 Arbitrage TRI
% to Net null
YTM~ YTC^
Assets
3.50%
3.18%
3.12%
2.73%
2.68%
2.67%
2.22%
2.09%
2.02%
1.99%
1.96%
1.83%
1.78%
1.74%
1.63%
1.60%
1.54%
1.42%
1.38%
1.37%
1.22%
1.21%
1.09%
1.01%
0.94%
0.92%
0.85%
0.81%
0.80%
0.79%
0.78%
0.76%
0.68%
0.68%
0.67%
0.66%
0.66%
0.66%
0.65%
0.63%
0.63%
0.61%
0.60%
0.59%
0.51%
0.50%
0.49%
0.47%
0.41%
0.40%
0.36%
0.35%
0.33%
0.29%
0.29%
0.29%
0.26%
0.25%
0.23%
0.22%
0.21%
0.20%
0.20%
0.20%
0.19%
0.19%
0.18%
0.18%
0.17%
0.17%
0.16%
0.15%
0.15%
0.14%
0.11%
0.10%
0.10%
0.10%
0.10%
0.08%
0.08%
0.07%
0.06%
0.05%
0.05%
0.04%
0.04%
0.04%
0.04%
0.04%
0.03%
0.03%
0.03%
0.03%
0.03%
0.03%
0.02%
0.02%
0.02%
0.01%
0.01%
0.01%
0.01%
0.01%
70.88%
NIL
NIL
70.88%
2.40% 7.35%
2.34% 7.52%
2.32% 7.53%
2.31% 7.53%
1.87% 7.52%
1.85% 7.52%
0.48% 7.30%
0.47% 7.48%
14.04%
0.46% 6.55%
0.46%
14.50%
12.47%
12.47%
12.47%
1.56% 6.76%
1.56%
1.56%
0.59%
100.00%
Margin
% to AUM maintained in
Rs. Lakhs
(3.53)%
(3.19)%
(2.76)%
(2.47)%
(2.00)%
(1.91)%
(1.82)%
(1.81)%
(1.78)%
(1.76)%
(1.74)%
(1.73)%
(1.64)%
(1.61)%
(1.61)%
(1.58)%
(1.55)%
(1.40)%
(1.37)%
(1.33)%
(1.30)%
(1.22)%
(1.22)%
(1.09)%
(0.94)%
(0.89)%
(0.85)%
(0.84)%
(0.81)%
(0.81)%
(0.79)%
(0.78)%
(0.75)%
(0.67)%
(0.67)%
(0.67)%
(0.67)%
(0.65)%
(0.64)%
(0.63)%
(0.62)%
(0.61)%
(0.60)%
(0.59)%
(0.59)%
(0.53)%
(0.51)%
(0.50)%
(0.49)%
(0.49)%
(0.48)%
(0.43)%
(0.41)%
(0.41)%
(0.36)%
(0.36)%
(0.33)%
(0.33)%
(0.31)%
(0.30)%
(0.29)%
(0.29)%
16840.40
(0.26)%
(0.25)%
(0.23)%
(0.22)%
(0.22)%
(0.20)%
(0.20)%
(0.20)%
(0.20)%
(0.19)%
(0.19)%
(0.19)%
(0.19)%
(0.18)%
(0.17)%
(0.17)%
(0.17)%
(0.16)%
(0.15)%
(0.15)%
(0.14)%
(0.13)%
(0.11)%
(0.11)%
(0.11)%
(0.10)%
(0.10)%
(0.10)%
(0.09)%
(0.08)%
(0.08)%
(0.07)%
(0.07)%
(0.07)%
(0.07)%
(0.06)%
(0.05)%
(0.05)%
(0.05)%
(0.04)%
(0.04)%
(0.04)%
(0.04)%
(0.03)%
(0.03)%
(0.03)%
(0.03)%
(0.03)%
(0.03)%
(0.03)%
(0.03)%
(0.02)%
(0.02)%
(0.02)%
(0.02)%
(0.01)%
(0.01)%
(0.01)%
(0.01)%
(0.01)%
(0.01)%
(0.01)%
(71.39)%
(71.39)%
Nifty 50
PPFAS AF Arbitrage
PPFAS AF (Direct Plan) TRI Nifty 50 TRI
10668 10702 NA 13633
Parag Parikh Dynamic Asset Allocation Fund (An open ended dynamic asset allocation fund )


Petronet LNG Limited INE347G01014 Gas 1,035,255
Coal India Limited INE522F01014 Consumable Fuels 683,606
Power Grid Corporation of India Limited INE752E01010 Power 975,842
ITC Limited INE154A01025 Diversified FMCG 660,357
Swaraj Engines Limited INE277A01016 Industrial Products 71,157
VST Industries Limited INE710A01016 Cigarettes & Tobacco 117,717
Products
Arbitrage
Tata Motors Limited INE155A01022 Automobiles 426,250
HDFC Bank Limited INE040A01034 Banks 153,450
Kotak Mahindra Bank Limited INE237A01028 Banks 104,800
Reliance Industries Limited INE002A01018 Petroleum Products 55,750
Vodafone Idea Limited INE669E01016 Telecom - Services 11,440,000
Bajaj Finance Limited INE296A01024 Finance 13,625
State Bank of India INE062A01020 Banks 124,500
Bharat Electronics Limited INE263A01024 Aerospace & Defense 310,650
RBL Bank Limited INE976G01028 Banks 405,000
Tata Steel Limited INE081A01020 Ferrous Metals 473,000
Aarti Industries Limited INE769A01020 Chemicals & Petrochemicals 118,000
Titan Company Limited INE280A01028 Consumer Durables 17,150
Axis Bank Limited INE238A01034 Banks 51,875
Maruti Suzuki India Limited INE585B01010 Automobiles 4,800
Bajaj Finserv Limited INE918I01026 Finance 29,500
HDFC Life Insurance Company Limited INE795G01014 Insurance 79,200
Bank of Baroda INE028A01039 Banks 219,375
Steel Authority of India Limited INE114A01011 Ferrous Metals 376,000
Bharat Heavy Electricals Limited INE257A01026 Electrical Equipment 168,000
NTPC Limited INE733E01010 Power 96,000
Tata Power Company Limited INE245A01021 Power 86,400
DLF Limited INE271C01023 Realty 45,375
IndusInd Bank Limited INE095A01012 Banks 23,500
Canara Bank INE476A01022 Banks 303,750
The Federal Bank Limited INE171A01029 Banks 160,000
Hindalco Industries Limited INE038A01020 Non - Ferrous Metals 40,600
Larsen & Toubro Limited INE018A01030 Construction 7,650
JSW Steel Limited INE019A01038 Ferrous Metals 22,950
Mahindra & Mahindra Limited INE101A01026 Automobiles 7,000
Bandhan Bank Limited INE545U01014 Banks 103,600
Hindustan Copper Limited INE531E01026 Non - Ferrous Metals 47,700
Indus Towers Limited INE121J01017 Telecom - Services 23,800
Hindustan Aeronautics Limited INE066F01020 Aerospace & Defense 1,800
Zydus Lifesciences Limited INE010B01027 Pharmaceuticals & 5,400
GMR Airports Infrastructure Limited INE776C01039 Biotechnology
Transport Infrastructure 56,250
Siemens Limited INE003A01024 Electrical Equipment 300
Dabur India Limited INE016A01026 Personal Products 1,250
Sub Total
(b) Unlisted
Sub Total
Total
Debt Instruments
7.7% Maharashtra SDL (MD 08/03/2031) IN2220220197 Sovereign 2,500,000
7.68% IRFC NCD Series 173 (MD 24/11/2026) INE053F08338 CRISIL AAA 2,000
6.98% Tamilnadu SDL (MD 14/07/2031) IN3120210114 Sovereign 2,000,000
8.22% Karnataka SDL (MD 30/01/2031) IN1920180156 Sovereign 1,500,000
7.73% Andhra Pradesh SDL (MD 23/03/2032) IN1020220746 Sovereign 1,500,000
7.65% TELANGANA SDL (MD 15/02/2032) IN4520160149 Sovereign 1,500,000
7.45% TELANGANA SDL (MD 02/08/2030) IN4520230165 Sovereign 1,500,000
7.59% National Hsg Bank NCD MD(14/07/2027) INE557F08FY4 CRISIL AAA 1,500
7.58% NABARD Sr 23H NCD (MD 31/07/2026) INE261F08DX0 CRISIL AAA 1,500
7.37% Power Fin Corp NCD Sr 230 (MD 22/05/2026) INE134E08MO2 CRISIL AAA 1,500
7.7% Andhra Pradesh SDL (MD 06/12/2029) IN1020230620 Sovereign 1,000,000
7.77% REC Ltd NCD Ser 227 A (MD 30/09/2026) INE020B08EP3 CRISIL AAA 1,000
8.39% Power Finance Corp Ltd NCD SrC (MD19/04/25) INE134E08HD5 CRISIL AAA 100
7.4% National Hsg Bank Ltd NCD (16/07/2026) INE557F08FS6 CRISIL AAA 1,000
6.88% REC Ltd Sr 190 A (MD 20/03/2025) INE020B08CK8 CRISIL AAA 100
7.25% NABARD Sr 23C NCD (MD 01/08/2025) INE261F08DQ4 CRISIL AAA 100
6.85% Rajasthan SDL (MD 03/02/2031) IN2920200622 Sovereign 1,000,000
8.68% Andhra Pradesh SDL (MD 24/10/2030) IN1020180304 Sovereign 500,000
7.93% Karnataka SDL (MD 08/04/2031) IN1920200020 Sovereign 500,000
7.86% Maharashtra SDL (MD 08/06/2030) IN2220220080 Sovereign 500,000
7.77% Gujarat SDL (MD 01/06/2031) IN1520220014 Sovereign 500,000
7.72% Maharashtra SDL (MD 01/03/2031) IN2220220171 Sovereign 500,000
7.75% Tamil Nadu SDL (MD 08/04/2030) IN3120200016 Sovereign 500,000
7.38% Gujarat SDL (MD 26/04/2030) IN1520230013 Sovereign 500,000
7.3% Tamilnadu SDL (MD 30/03/2032) IN3120210510 Sovereign 500,000
7.95% REC Ltd NCD (MD 12/03/2027) INE020B08AH8 CRISIL AAA 50
7.87% India Grid Trust Ser Y (MD 24/02/2027) INE219X07454 CRISIL AAA 500
7.05% Rajasthan SDL (MD 17/02/2031) IN2920200689 Sovereign 500,000
7.03% Rajasthan SDL (MD 29/12/2031) IN2920210415 Sovereign 500,000
Sub Total
(b) Privately placed / Unlisted
Sub Total
Total
Punjab National Bank (15/05/2025) INE160A16PF9 CRISIL A1+ 500
HDFC Bank Limited (24/06/2025) INE040A16FA5 CRISIL A1+ 500
Axis Bank Limited (16/07/2025) INE238AD6876 CRISIL A1+ 500
ICICI Bank Limited (25/07/2025) INE090AD6170 ICRA A1+ 500
Kotak Mahindra Bank Limited (15/05/2025) INE237A163X5 CRISIL A1+ 200
Sub Total
Treasury Bill
364 Days Tbill (MD 16/01/2025) IN002023Z448 Sovereign 500,000
364 Days Tbill (MD 15/08/2025) IN002024Z206 Sovereign 500,000
Sub Total
Total
Others
Mutual Fund Units
Parag Parikh Liquid Fund- Direct Plan- Growth INF879O01068 347,201
Sub Total
Total
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 Quantity

Tata Motors Limited October 2024 Future -426,250
HDFC Bank Limited October 2024 Future -153,450
Kotak Mahindra Bank Limited October 2024 Future -104,800
Vodafone Idea Limited October 2024 Future -11,440,000
Bajaj Finance Limited October 2024 Future -13,625
State Bank of India October 2024 Future -124,500
Bharat Electronics Limited October 2024 Future -310,650
Reliance Industries Limited October 2024 Future -28,500
Reliance Industries Limited November 2024 Future -27,250
Tata Steel Limited October 2024 Future -412,500
Titan Company Limited October 2024 Future -17,150
Maruti Suzuki India Limited November 2024 Future -4,800
Axis Bank Limited October 2024 Future -51,875
Bajaj Finserv Limited October 2024 Future -29,500
HDFC Life Insurance Company Limited November 2024 Future -79,200
Bank of Baroda October 2024 Future -219,375
NTPC Limited October 2024 Future -96,000
RBL Bank Limited October 2024 Future -205,000
RBL Bank Limited November 2024 Future -200,000
Aarti Industries Limited October 2024 Future -65,000
IndusInd Bank Limited October 2024 Future -23,500
Steel Authority of India Limited November 2024 Future -232,000
Tata Power Company Limited November 2024 Future -67,500
The Federal Bank Limited October 2024 Future -160,000
Aarti Industries Limited November 2024 Future -53,000
Hindalco Industries Limited October 2024 Future -40,600
Bharat Heavy Electricals Limited November 2024 Future -107,625
DLF Limited October 2024 Future -33,000
Canara Bank October 2024 Future -256,500
Larsen & Toubro Limited October 2024 Future -7,650
JSW Steel Limited October 2024 Future -22,950
Mahindra & Mahindra Limited November 2024 Future -7,000
Bandhan Bank Limited October 2024 Future -103,600
Steel Authority of India Limited October 2024 Future -144,000
Bharat Heavy Electricals Limited October 2024 Future -60,375
DLF Limited November 2024 Future -12,375
Tata Steel Limited November 2024 Future -60,500
Hindustan Copper Limited October 2024 Future -29,150
Indus Towers Limited October 2024 Future -23,800
Tata Power Company Limited October 2024 Future -18,900
Hindustan Aeronautics Limited November 2024 Future -1,800
Hindustan Copper Limited November 2024 Future -18,550
Zydus Lifesciences Limited November 2024 Future -5,400
GMR Airports Infrastructure Limited October 2024 Future -56,250
Canara Bank November 2024 Future -47,250
Siemens Limited November 2024 Future -300
Dabur India Limited October 2024 Future -1,250
Sub Total
Total

Notes:
Net receivable/
Name of security ISIN Code Net receivable/ market value
market value
(Rs. in Lakhs) (as % to NAV)
NIL NIL NIL NIL

Options August 30, 2024(Rs.) September 30, 2024(Rs.)
Direct Plan
Parag Parikh Dynamic Asset Allocation Fund - Direct Plan - Growth 10.8286 10.8713
Parag Parikh Dynamic Asset Allocation Fund - Direct Plan - Monthly IDCW* 10.6506 10.5696
Regular Plan
Parag Parikh Dynamic Asset Allocation Fund - Regular Plan - Growth 10.8121 10.8520
Parag Parikh Dynamic Asset Allocation Fund - Regular Plan - Monthly IDCW 10.5734 10.4054
3. Total Dividend (Net) declared during the period ended SEP 30, 2024 :-
Record Date Monthly IDCW* (Direct) Dividend Per Unit Dividend Per Unit
(Huf & Individuals) (Others)
September-24 Direct Plan- Monthly
IDCW* 0.12299143 0.12299143
September-24 Regular Plan- Monthly
IDCW* 0.20703029 0.20703029
April 1st ,2021 Dividend Option(s) / Plan(s) is renamed as Income Distribution cum capital withdrawal (“IDCW”) Option(s) / Plan(s).
5. Total outstanding exposure in derivative instruments as on Sep 30, 2024: Rs( 2562382288.25)

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

Sovereign
CRISIL AAA
Others
CRISIL A1+
Cash,Cash Equivalents and Net Current Assets including TREPS
A. Hedging Positions through Futures as on 30-Sep-2024:

Underlying Series Long / Short Futures Price
when purchased
( Rs. Per unit)
Dabur India Limited October/ 24 Short 675.40

Siemens Limited November/ 24 Short 6,758.23
Canara Bank November 2024 Future November/ 24 Short 105.65
GMR Airports Infrastructure Limited October/ 24 Short 95.35
Zydus Lifesciences Limited November/ 24 Short 1,065.93
Hindustan Copper Limited November/ 24 Short 352.62
Hindustan Aeronautics Limited November/ 24 Short 4,773.24
Tata Power Company Limited October/ 24 Short 435.49
Indus Towers Limited October/ 24 Short 398.93
Hindustan Copper Limited October/ 24 Short 332.44
Tata Steel Limited November/ 24 Short 152.58
DLF Limited November/ 24 Short 871.77
Bharat Heavy Electricals Limited October/ 24 Short 295.45
Steel Authority of India Limited October/ 24 Short 136.07
Bandhan Bank Limited October/ 24 Short 210.51
Mahindra & Mahindra Limited November/ 24 Short 2,689.23
JSW Steel Limited October/ 24 Short 990.33
Larsen & Toubro Limited October/ 24 Short 3,802.66
Canara Bank October/ 24 Short 109.30
DLF Limited October/ 24 Short 836.50
Bharat Heavy Electricals Limited November/ 24 Short 260.01
Hindalco Industries Limited October/ 24 Short 701.08
Aarti Industries Limited November/ 24 Short 607.36
The Federal Bank Limited October/ 24 Short 188.59
Tata Power Company Limited November/ 24 Short 462.49
Steel Authority of India Limited November/ 24 Short 145.44
IndusInd Bank Limited October/ 24 Short 1,476.01
Aarti Industries Limited October/ 24 Short 587.66
RBL Bank Limited November/ 24 Short 209.00
RBL Bank Limited October/ 24 Short 228.62
NTPC Limited October/ 24 Short 425.35
Bank of Baroda October/ 24 Short 245.27
HDFC Life Insurance Company Limited November/ 24 Short 711.77
Bajaj Finserv Limited October/ 24 Short 1,927.70
Axis Bank Limited October/ 24 Short 1,244.93
Maruti Suzuki India Limited November/ 24 Short 12,437.68
Titan Company Limited October/ 24 Short 3,825.77
Tata Steel Limited October/ 24 Short 155.53
Reliance Industries Limited November/ 24 Short 3,035.38
Reliance Industries Limited October/ 24 Short 3,006.82
Bharat Electronics Limited October/ 24 Short 287.85
State Bank of India October/ 24 Short 811.33
Bajaj Finance Limited October/ 24 Short 7,398.25
Vodafone Idea Limited October/ 24 Short 11.06
Kotak Mahindra Bank Limited October/ 24 Short 1,891.13
HDFC Bank Limited October/ 24 Short 1,766.10
Tata Motors Limited October/ 24 Short 977.96
Total exposure through futures as % of net assets : 22.27%
B. Other than Hedging Positions through Futures as on 30-Sep-2024 : Nil

D. Other than Hedging Positions through Options as on 30-Sep-2024 :- Nil
For the period 01-Sep-2024 to 30-Sep-2024, the following details specified for non-hedging transactions through options which have already been exercised/expire
Total Number of contracts entered into 130
Gross Notional Value of contracts entered into Rs. 157,530,000
Net Profit/Loss value on all contracts (treat premium paid as loss) Rs. 650,596

YTM 7.25%
Riskometer
•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

(CRISIL Hybrid 50+50 Moderate Index)
Market/Fair Value % to Net
YTM~ YTC^
(Rs. in Lakhs) Assets
3,535.91 3.07%
3,487.42 3.02%
3,443.26 2.99%
3,421.64 2.97%
2,278.70 1.98%
441.91 0.38%
4,154.45 3.60%
2,657.83 2.30%
1,942.94 1.68%
1,646.38 1.43%
1,185.18 1.03%
1,049.53 0.91%
980.94 0.85%
885.66 0.77%
827.33 0.72%
797.24 0.69%
687.88 0.60%
655.81 0.57%
639.20 0.55%
635.42 0.55%
582.15 0.50%
568.66 0.49%
543.61 0.47%
531.51 0.46%
469.90 0.41%
425.47 0.37%
416.97 0.36%
406.17 0.35%
340.19 0.30%
338.16 0.29%
314.77 0.27%
307.02 0.27%
281.18 0.24%
236.40 0.21%
216.64 0.19%
205.89 0.18%
164.04 0.14%
93.43 0.08%
79.57 0.07%
57.70 0.05%
52.91 0.05%
21.75 0.02%
7.82 0.01%
42,016.54 36.44%
NIL NIL
NIL NIL
42,016.54 36.44%
2,578.47 2.24% 7.21%

2,534.01 2.20% 7.19%
2,040.96 1.77% 7.16%
2,007.01 1.74% 7.51%
1,993.85 1.73% 7.16%
1,586.61 1.38% 7.19%
1,552.28 1.35% 7.25%
1,545.27 1.34% 7.24%
1,539.53 1.34% 7.18%
1,529.25 1.33% 7.16%
1,521.27 1.32% 7.19%
1,509.70 1.31% 7.31%
1,497.81 1.30% 7.65%
1,497.69 1.30% 7.17%
1,494.83 1.30% 7.56%
1,051.45 0.91% 7.12%
1,035.10 0.90% 7.18%
1,034.25 0.90% 7.18%
1,031.47 0.89% 7.18%
1,030.97 0.89% 7.21%
1,029.43 0.89% 7.20%
1,028.40 0.89% 7.16%
1,003.58 0.87% 7.57%
1,003.13 0.87% 7.68%
997.98 0.87% 7.50%
996.81 0.86% 7.50%
995.66 0.86% 7.70%
995.58 0.86% 7.16%
990.31 0.86% 7.16%
987.55 0.86% 7.19%
985.11 0.85% 7.18%
974.63 0.85% 7.16%
974.50 0.85% 7.15%
539.49 0.47% 7.18%
532.14 0.46% 7.20%
522.41 0.45% 7.18%
518.61 0.45% 7.18%
518.41 0.45% 7.19%
516.16 0.45% 7.21%
515.23 0.45% 7.20%
507.89 0.44% 7.15%
506.31 0.44% 7.21%
504.78 0.44% 7.48%
503.17 0.44% 7.18%
502.94 0.44% 7.82%
502.48 0.44% 7.18%
501.95 0.44% 7.19%
501.18 0.43% 7.16%
500.08 0.43% 7.17%
499.52 0.43% 7.17%
487.57 0.42% 7.15%
482.94 0.42% 7.18%
54,237.71 47.07%
NIL NIL
NIL NIL
54,237.71 47.07%
2,388.77 2.07% 7.52%

2,369.95 2.06% 7.53%
2,358.56 2.05% 7.60%
2,355.67 2.04% 7.53%
955.74 0.83% 7.48%
10,428.69 9.05%
490.65 0.43% 6.50%

473.01 0.41% 6.55%
963.66 0.84%
11,392.35 9.89%
4,820.50 4.18%
4,820.50 4.18%
4,820.50 4.18%
2,140.00 1.86% 6.76%

2,140.00 1.86%
NIL NIL
NIL NIL
2,140.00 1.86%
702.39 0.56%
115,309.49 100.00%
Market value % to AUM Notes &
(Rs. in Lakhs) Symbols
(4,187.27) (3.63)%
(2,679.70) (2.32)%
(1,959.50) (1.70)%
(1,195.48) (1.04)%
(1,057.45) (0.92)%
(986.91) (0.86)%
(890.79) (0.77)%
(848.50) (0.74)%
(816.59) (0.71)%
(698.98) (0.61)%
(660.50) (0.57)%
(644.74) (0.56)%
(644.55) (0.56)%
(586.93) (0.51)%
(576.93) (0.50)%
(546.35) (0.47)%
(427.92) (0.37)%
(421.58) (0.37)%
(414.82) (0.36)%
(382.17) (0.33)%
(342.10) (0.30)%
(332.11) (0.29)%
(329.81) (0.29)%
(315.90) (0.27)%
(313.79) (0.27)%
(308.68) (0.27)%
(304.47) (0.26)%
(297.33) (0.26)%
(287.28) (0.25)%
(283.46) (0.25)%
(237.72) (0.21)%
(219.86) (0.19)%
(207.27) (0.18)%
(204.52) (0.18)%
(169.65) (0.15)%
(112.22) (0.10)%
(103.16) (0.09)%
(100.96) (0.09)%
(93.94) (0.08)%
(91.77) (0.08)%
(80.56) (0.07)%
(64.67) (0.06)%
(58.50) (0.05)%
(53.33) (0.05)%
(53.22) (0.05)%
(22.02) (0.02)%
(7.87) (0.01)%
(25,623.83) (22.27)%
(25,623.83) (22.27)%
Total amount due

(including principal
and interest)
(Rs. in Lakhs)
NIL
s) in case of Mutual Fund Schemes, effective

0.84
36.21
9.05
36.44
10.86
6.60
37.05
10.86
36.44
9.05
6.60
Current price of Margin

the contract maintained in
( Rs. Per unit) Rs. Lakhs
629.70
7,338.95
112.64
94.80
1,083.40
348.60
4,475.60
485.55
394.70
346.35
170.52
906.80
281.00
142.03
200.07
3,140.90
1,035.80
3,705.30
112.00
901.00
282.90
760.30
592.05
197.44 5,674.52
488.60
143.15
1,455.75
587.95
207.41
205.65
445.75
249.05
728.45
1,989.60
1,242.50
13,432.10
3,851.30
169.45
2,996.65
2,977.20
286.75
792.70
7,761.10
10.45
1,869.75
1,746.30
982.35
off/expired :
een exercised/expired :

PPFAS Monthly Portfolio Report September 30 2024

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PPFAS Monthly Portfolio Report September 30 2024

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Sr No.

Short Name Scheme Name

Monthly Portfolio Statement as on September 30, 2024

Equity & Equity related

$ Less Than 0.01% of Net Asset Value

Notes & Symbols :-

Total amount due

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

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

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

8. Total Commission paid in the month of Sep 2024 : Rs.15,85,52,645.29

10. Portfolio Turnover Ratio (Including Equity Arbitrage): 19.26

14. Disclosure for investments in derivative instruments

A. Hedging Positions through Futures as on 30 September 2024:

Total %age of existing assets hedged through futures: 0.67%

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

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

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

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

Lumpsum Investment Performance (Compounded annual returns)

Debt Quants as on as on Sep 30, 2024

This product is suitable for investors who are seeking*

% to AUM Notes &

Sep 30, 2014 to

Monthly Portfolio Statement as on September 30, 2024

~ Yield to Maturity (YTM) as on September 30, 2024

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

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

8. Average Portfolio Maturity is 40 days.

10. Portfolio Classification by Asset Class(%) :

Lumpsum Investment Performance (Compounded annual returns)

PPFAS LF (Direct CRISIL Liquid Debt CRISIL 1 Year T-Bill

Debt Quants as on as on Sep 30, 2024

Parag Parik 30-Sep-24 1388.3911

Monthly Portfolio Statement as on September 30, 2024

~ Yield to Maturity (YTM) as on September 30, 2024

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

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

8. Total Commission paid in the month of Sep 2024 : Rs 13,304,846.72

10. Portfolio Turnover Ratio : 13.50

Lumpsum Investment Performance (Compounded annual returns)

Debt Quants as on as on Sep 30, 2024

Tier I Benchmark’s Risk-o-meter

Monthly Portfolio Statement as on September 30, 2024

~ Yield to Maturity (YTM) as on September 30, 2024

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

5. Total outstanding exposure in derivative instruments as on Sep 30, 2024: Rs (50,23,81,442.50)

8. Average Portfolio Maturity is 1115 days.

10. Portfolio Classification by Asset Class(%) :

11. Portfolio Classification by Rating Class(%) :

13. Disclosure for investments in derivative instruments

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

Balrampur Chini Mills Limited October/24 Short 594.94 652.25

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

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

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

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

Lumpsum Investment Performance

Sep 30, 2021 to Sep 30, 2019 to

Sep 30, 2021 to Sep 30, 2019 to