Index

Scheme Code Scheme Short code Scheme Name

PP001 PPLTVF Parag Parikh Long Term Equity Fund
PP002 PPLF Parag Parikh Liquid Fund
PP003 PPTSF Parag Parikh Tax Saver Fund
PPFAS Mutual Fund PP001
SCHEME NAME : Parag Parikh Long Term Equity Fund (An ope
PORTFOLIO STATEMENT AS ON : October 31, 2020

Name of the Instrument / Issuer ISIN

EQUITY & EQUITY RELATED

a) Listed/awaiting listing on Stock Exchanges
ITC Ltd. INE154A01025
Persistent Systems Ltd. INE262H01013
Mphasis Ltd. INE356A01018
Bajaj Holdings & Investment Ltd. INE118A01012
Indian Energy Exchange Ltd. INE022Q01020
Hero MotoCorp Ltd. INE158A01026
HDFC Bank Ltd. INE040A01034
Axis Bank Ltd. INE238A01034
ICICI Bank Ltd. INE090A01021
Balkrishna Industries Ltd. INE787D01026
Oracle Financial Services Software Ltd. INE881D01027
Zydus Wellness Ltd. INE768C01010
Central Depository Services (I) Ltd. INE736A01011
Multi Commodity Exchange of India Ltd. INE745G01035
Lupin Ltd. INE326A01037
Dr. Reddy's Laboratories Ltd. INE089A01023
Cadila Healthcare Ltd. INE010B01027
Sun Pharmaceutical Industries Ltd. INE044A01036
IPCA Laboratories Ltd. INE571A01020
Mahindra Holidays & Resorts India Ltd. INE998I01010
ICRA Ltd. INE725G01011
Computer Age Management Services Ltd. INE596I01012
Total

b) Unlisted
Suzuki Motor Corporation* US86959X1072
Total

c) Foreign Securities and /or overseas ETF

Alphabet Inc. US02079K1079
Amazon.Com Inc US0231351067
Microsoft Corporation US5949181045
Facebook Inc US30303M1027
Total

d) ADR/GDR

DEBT INSTRUMENTS
a) Listed/awaiting listing on the stock exchanges

b) Privately Placed/Unlisted

c) Securitised Debt Instruments

d) Central Government Securities

e) State Government Securities

MONEY MARKET INSTRUMENTS

a) Commercial Paper

b) Certificate of Deposits

c) Treasury Bills

d) Bills Re- Discounting

OTHERS
a) Mutual Fund Units / Exchange Traded Funds

b) Short Term Deposits

c) Term Deposits Placed as Margins

3.15% Axis Bank Ltd. (Duration 365 Days)
3.15% Axis Bank Ltd. (Duration 365 Days)
3.15% Axis Bank Ltd. (Duration 365 Days)
3.00% Axis Bank Ltd. (Duration 365 Days)
3.15% Axis Bank Ltd. (Duration 365 Days)
4.00% Axis Bank Ltd. (Duration 365 Days)
4.90% HDFC Bank Ltd. (Duration 365 Days)
Total

d) TREPS / Reverse Repo Investments

TREPS 02-Nov-2020
Total

Other Current Assets / (Liabilities)

Net Receivable / Payable
Total

GRAND TOTAL (AUM)

DERIVATIVES
Name of the Instrument
Currency Future
Currency Derivatives 25-NOV-20
Currency Derivatives 29-DEC-20
Derivatives Total

Notes & Symbols :-

*Traded on US OTC Markets. Underlying shares are listed on Tokyo Stock Exchange
^ The Name of the Industry is in accordance with Industry Classification as recommended by AMFI.
# The Name of the Industry is in accordance with Industry Classification for Foreign Securities is as per NASDAQ.

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

Name of security ISIN Code

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 Oct 01, 2020 (Rs.)
Direct Plan 32.9793
Regular Plan 31.5381

4. Total Dividend (Net) declared during the period ended October 31, 2020 - Nil

5. Total Bonus declared during the period ended October 31, 2020 - Nil

6. Total outstanding exposure in derivative instruments as on October 31, 2020: Rs.(11,73,41,35,625)

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

7. Total investment in Foreign Securities / ADRs / GDRs as on October 31, 2020: Rs.14,67,04,59,008.61

8. Total Commission paid in the month of October 2020: Rs. 10,281,403.02

9. Total Brokerage paid for Buying/ Selling of Investment for October 2020 is Rs. 43,50,711.77

10. Portfolio Turnover Ratio (Including Equity Arbitrage): 27.11

11. Portfolio Turnover Ratio (Excluding Equity Arbitrage): 5.72

12. Repo transactions in corporate debt securities during the period ending October 31, 2020 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 October 31, 2020 :

Underlying Series

a. Equity Futures
Nil
b. Currency Future
Currency Derivatives-25-NOV-2020 November/20
Currency Derivatives-29-DEC-2020 December/20
Total %age of existing assets hedged through futures: 23.43%
Note: 29,30% of our Portfolio is in Foreign Securities (USD) and 1.12% is in Foreign Currency (USD). 77.04% of total For
currency risk.

For the period 01-October-2020 to 31-October-2020, the following details specified for hedging transactions through
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 positi

B. Other than Hedging Positions through Futures as on October 31, 2020 : Nil

C. Hedging Position through Put Option as on October 31, 2020 : Nil

D. Other than Hedging Positions through Options as on October 31, 2020 : Nil

E. Hedging Positions through swaps as on October 31, 2020 : Nil

h Long Term Equity Fund (An open ended equity scheme investing across large cap, mid cap, small cap stocks)

Market value
Rating / Industry ^ Quantity % to NAV
(Rs. in Lakhs)

Consumer Non Durables 22,908,091 37,855.62 7.56

Software 2,958,527 34,278.97 6.85
Software 1,955,578 26,961.55 5.38
Finance 1,116,029 25,743.44 5.14
Finance 13,165,181 25,184.99 5.03
Auto 867,207 24,280.06 4.85
Banks 1,299,309 15,377.97 3.07
Banks 2,969,094 14,622.79 2.92
Banks 3,675,988 14,431.93 2.88
Auto Ancillaries 1,063,106 14,325.88 2.86
Software 417,679 13,130.16 2.62
Consumer Non Durables 673,572 12,625.43 2.52
Finance 2,595,293 12,539.16 2.50
Finance 671,200 11,417.11 2.28
Pharmaceuticals 864,964 7,864.69 1.57
Pharmaceuticals 160,325 7,837.73 1.57
Pharmaceuticals 1,790,050 7,477.04 1.49
Pharmaceuticals 1,176,500 5,479.55 1.09
Pharmaceuticals 236,663 5,474.25 1.09
Hotels, Resorts And Other Recrea 3,147,495 5,261.04 1.05
Finance 172,952 4,858.05 0.97
Finance 52,836 685.20 0.14
327,712.61 65.43

Auto # 142,519 18,270.80 3.65

18,270.80 3.65

Internet and Technology # 34,048 39,542.66 7.90

Consumer Services # 15,323 36,460.63 7.28
Internet and Technology # 175,030 26,552.87 5.30
Internet and Technology # 124,349 25,877.63 5.17
128,433.79 25.65

NIL NIL
 NIL NIL

NIL NIL

NIL NIL

NIL NIL

NIL NIL

NIL NIL

NIL NIL

NIL NIL

NIL NIL

NIL NIL

491.00 0.10
491.00 0.10
491.00 0.10
491.00 0.10
491.00 0.10
200.00 0.04
100.00 0.02
2,755.00 0.56

21,973.17 4.39
21,973.17 4.39

1,622.16 0.32
1,622.16 0.32

500,767.53 100.00

Market value
Long / Short Quantity % to AUM
(Rs. in Lakhs)
 Short (146,500,000.00) (109,296.33) (21.83)
Short (10,750,000.00) (8,045.03) (1.61)
(117,341.36) (23.44)

s is as per NASDAQ.

ercentage to NAV - NIL

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

Oct 30, 2020 (Rs.)

32.5999
31.1492

(11,73,41,35,625)

Rs.14,67,04,59,008.61

43,50,711.77

1, 2020 is Nil.
 Long / Short Futures Price when Current price of the Margin maintained in
purchased contract Rs. Lakhs
( Rs. Per unit) ( Rs. Per unit)

Short 74.05 74.61

3,098.37
Short 74.24 74.84

Currency (USD). 77.04% of total Foreign Portfolio (USD) is hedged through Currency Derivatives to avoid

ed for hedging transactions through futures which have been squared off/expired :
Nil
137,500,000
137,500,000
Nil
Nil
10,160,001,550
10,150,799,727
Nil
(9,201,823)
xceeding the quantity of existing position being hedged) is Nil.
 Back to Index
small cap stocks)

Yield %
3.15
3.15
3.15
3.00
3.15
4.00
4.90

3.07
PPFAS Mutual Fund PP002
SCHEME NAME : Parag Parikh Liquid Fund (An Open Ended Liq
PORTFOLIO STATEMENT AS ON : October 31, 2020

Name of the Instrument / Issuer ISIN

DEBT INSTRUMENTS
a) Listed/awaiting listing on the stock exchanges

b) Privately Placed/Unlisted

c) Securitised Debt Instruments

d) Central Government Securities

7.00% Government of India 21-Jan-2021 IN0020180470
8.12% Government of India 10-Dec-2020 IN0020120054
Total

e) State Government Securities

6.62% State Government of Punjab 23-Nov-2020 IN2820160306
Total

MONEY MARKET INSTRUMENTS

a) Commercial Paper

b) Certificate of Deposits

c) Treasury Bills
182 DAY T-BILL 19-Nov-2020 IN002020Y074
91 DAY T-BILL 14-Jan-2021 IN002020X290
91 DAY T-BILL 28-Jan-2021 IN002020X316
91 DAY T-BILL 26-Nov-2020 IN002020X233
91 DAY T-BILL 05-Nov-2020 IN002020X209
182 DAY T-BILL 12-Nov-2020 IN002020Y066
91 DAY T-BILL 03-Dec-2020 IN002020X241
91 DAY T-BILL 17-Dec-2020 IN002020X266
182 DAY T-BILL 31-Dec-2020 IN002020Y132
182 DAY T-BILL 07-Jan-2021 IN002020Y140
91 DAY T-BILL 10-Dec-2020 IN002020X258
182 DAY T-BILL 24-Dec-2020 IN002020Y124
91 DAY T-BILL 24-Dec-2020 IN002020X274
364 DAY T-BILL 10-Dec-2020 IN002019Z388
91 DAY T-BILL 07-Jan-2021 IN002020X282
Total

d) Bills Re- Discounting

OTHERS
a) Mutual Fund Units / Exchange Traded Funds

b) Short Term Deposits

c) Term Deposits Placed as Margins

5.25% HDFC Bank Ltd. (Duration 186 Days)
4.50% HDFC Bank Ltd. (Duration 184 Days)
5.10% HDFC Bank Ltd. (Duration 365 Days)
5.10% HDFC Bank Ltd. (Duration 366 Days)
Total

d) TREPS / Reverse Repo Investments

TREPS 02-Nov-2020
Total

Other Current Assets / (Liabilities)

Net Receivable / Payable
Total

GRAND TOTAL (AUM)

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

Name of security ISIN Code

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 Oct 01, 2020 (Rs.)
Direct Plan
Parag Parikh Liquid Fund-Direct Plan Growth 1135.9097
Parag Parikh Liquid Fund-Direct Plan Daily Dividend 1000.5404
Parag Parikh Liquid Fund-Direct Plan Weekly Dividend 1001.3464
Parag Parikh Liquid Fund-Direct Plan Monthly Dividend 1003.3473
Regular Plan
Parag Parikh Liquid Fund-Regular Plan Growth 1133.0653
Parag Parikh Liquid Fund-Regular Plan Daily Dividend 1000.5404
Parag Parikh Liquid Fund-Regular Plan Weekly Dividend 1001.3384
Parag Parikh Liquid Fund-Regular Plan Monthly Dividend 1003.3393

3. Total Dividend (Net) declared during the period ended October 31, 2020
 Record Date Daily Dividend
(Direct)
Oct-20 LFDDZ

Record Date Daily Dividend

(Regular)
Oct-20 LFDD

Record Date Weekly Dividend

(Direct)
5/Oct/20 LFWDZ
12/Oct/20 LFWDZ
19/Oct/20 LFWDZ
26/Oct/20 LFWDZ

Record Date Weekly Dividend

(Regular)
5/Oct/20 LFWD
12/Oct/20 LFWD
19/Oct/20 LFWD
26/Oct/20 LFWD

Record Date Monthly Dividend

(Direct)
26/Oct/20 LFMDZ

Record Date Monthly Dividend

(Regular)
26/Oct/20 LFMD

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

4. Total Bonus declared during the period ended October 31, 2020 - Nil

5. Total outstanding exposure in derivative instruments as on October 31, 2020 - Nil

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

6. Total investment in Foreign Securities / ADRs / GDRs as on October 31, 2020 - Nil

7. Details of transactions of "Credit Default Swap" for the month ended October 31, 2020 - Nil

8. Average Portfolio Maturity is 42 days.

9. Repo transactions in corporate debt securities during the period ending October 31, 2020 - 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
Cash,Cash Equivalents and Net Current Assets including TREPS

12. Deviation from the valuation prices given by valuation agencies: NIL
h Liquid Fund (An Open Ended Liquid Scheme)

Market value
Rating / Industry ^ Quantity % to NAV
(Rs. in Lakhs)

NIL NIL

NIL NIL

NIL NIL

Sovereign 7,500,000 7,561.53 7.74

Sovereign 2,500,000 2,513.15 2.57
10,074.68 10.31

Sovereign 4,000,000 4,007.88 4.10

4,007.88 4.10

NIL NIL

NIL NIL

Sovereign 7,500,000 7,488.37 7.66

Sovereign 7,500,000 7,452.03 7.62
Sovereign 7,500,000 7,442.82 7.62
Sovereign 5,500,000 5,488.16 5.62
Sovereign 5,000,000 4,998.28 5.11
Sovereign 5,000,000 4,995.25 5.11
Sovereign 5,000,000 4,986.23 5.10
Sovereign 5,000,000 4,980.36 5.10
Sovereign 5,000,000 4,974.21 5.09
Sovereign 5,000,000 4,971.03 5.09
Sovereign 4,000,000 3,986.58 4.08
Sovereign 4,000,000 3,981.76 4.07
Sovereign 3,500,000 3,484.04 3.56
Sovereign 2,500,000 2,491.62 2.55
Sovereign 2,500,000 2,485.52 2.54
74,206.26 75.92

NIL NIL
 NIL NIL

NIL NIL

100.00 0.10
100.00 0.10
200.00 0.20
100.00 0.10
500.00 0.50

16,228.64 16.60
16,228.64 16.60

(7,278.93) (7.43)
(7,278.93) (7.43)

97,738.53 100.00

ercentage to NAV - NIL

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

Oct 29, 2020 (Rs.)

1138.6585
1000.5404
1001.2105
1003.2109

1135.7200
1000.5404
1001.2024
1003.2027
 Dividend Per Unit Dividend Per Unit
(Huf & Individuals) (Others)
2.50085889 2.50085889

Dividend Per Unit Dividend Per Unit

(Huf & Individuals) (Others)
2.42294822 2.42294822

Dividend Per Unit Dividend Per Unit

(Huf & Individuals) (Others)
0.69337256 0.69337256
0.61911986 0.61911986
0.64647697 0.64647697
0.59789666 0.59789666

Dividend Per Unit Dividend Per Unit

(Huf & Individuals) (Others)
0.67429255 0.67429255
0.59971131 0.59971131
0.62756479 0.62756479
0.57838266 0.57838266

Dividend Per Unit Dividend Per Unit

(Huf & Individuals) (Others)
2.56386795 2.56386795

Dividend Per Unit Dividend Per Unit

(Huf & Individuals) (Others)
2.48701962 2.48701962

ppfas.com/schemes/parag-parikh-liquid-fund/dividend/

, 2020 - Nil
, 2020 - Nil

75.92%
14.41%
0.00%
9.67%

90.33%
9.67%
Back to Index

Yield %

3.22
3.19

3.34

3.15
3.18
3.19
3.15
3.15
3.16
3.15
3.13
3.16
3.17
3.15
3.16
3.16
3.15
3.17
5.25
4.50
5.10
5.10

3.07
PPFAS Mutual Fund PP003
SCHEME NAME : Parag Parikh Tax Saver Fund (An open ended
PORTFOLIO STATEMENT AS ON : October 31, 2020

Name of the Instrument / Issuer ISIN

EQUITY & EQUITY RELATED

a) Listed/awaiting listing on Stock Exchanges
ITC Ltd. INE154A01025
Persistent Systems Ltd. INE262H01013
Central Depository Services (I) Ltd. INE736A01011
Bajaj Holdings & Investment Ltd. INE118A01012
Indian Energy Exchange Ltd. INE022Q01020
Wipro Ltd. INE075A01022
Hero MotoCorp Ltd. INE158A01026
Mphasis Ltd. INE356A01018
Zydus Wellness Ltd. INE768C01010
Multi Commodity Exchange of India Ltd. INE745G01035
Tata Consultancy Services Ltd. INE467B01029
Maruti Suzuki India Ltd. INE585B01010
HDFC Bank Ltd. INE040A01034
Oracle Financial Services Software Ltd. INE881D01027
ICRA Ltd. INE725G01011
Axis Bank Ltd. INE238A01034
Balkrishna Industries Ltd. INE787D01026
ICICI Bank Ltd. INE090A01021
Mahindra Holidays & Resorts India Ltd. INE998I01010
IPCA Laboratories Ltd. INE571A01020
Cadila Healthcare Ltd. INE010B01027
Dr. Reddy's Laboratories Ltd. INE089A01023
Sun Pharmaceutical Industries Ltd. INE044A01036
Lupin Ltd. INE326A01037
Total

b) Unlisted

c) Foreign Securities and /or overseas ETF

DEBT INSTRUMENTS

a) Listed/awaiting listing on the stock exchanges

b) Privately Placed/Unlisted

c) Securitised Debt Instruments

d) Central Government Securities

e) State Government Securities

MONEY MARKET INSTRUMENTS

a) Commercial Paper

b) Certificate of Deposits

c) Treasury Bills

d) Bills Re- Discounting

OTHERS
a) Mutual Fund Units / Exchange Traded Funds

b) Short Term Deposits

c) Term Deposits Placed as Margins

d) TREPS / Reverse Repo Investments

TREPS 02-Nov-2020
Total

Other Current Assets / (Liabilities)

Net Receivable / Payable
Total

GRAND TOTAL (AUM)

Symbols :-
^ The Name of the Industry is in accordance with Industry Classification as recommended by AMFI.

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

Name of security ISIN Code

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 Oct 01, 2020 (Rs.)
Direct Plan 12.6265
 Regular Plan 12.4433

4. Total Dividend (Net) declared during the period ended October 31, 2020 - Nil

5. Total Bonus declared during the period ended October 31, 2020 - Nil

6. Total outstanding exposure in derivative instruments as on October 31, 2020 - Nil

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

7. Total investment in Foreign Securities / ADRs / GDRs as on October 31, 2020 - Nil

8. Total Commission paid in the month of October 2020: 206,427.48

9. Total Brokerage paid for Buying/ Selling of Investment for October 2020 is Rs. 50,913.46

10. Portfolio Turnover Ratio : 3.80

11. Repo transactions in corporate debt securities during the period ending October 31, 2020 - Nil

12. Deviation from the valuation prices given by valuation agencies: NIL
h Tax Saver Fund (An open ended equity linked saving scheme with a statutory lock in of 3 years and tax benefit)

Market value
Rating / Industry ^ Quantity % to NAV
(Rs. in Lakhs)

Consumer Non Durables 350,175 578.66 7.69

Software 37,980 440.06 5.85
Finance 81,364 393.11 5.22
Finance 16,858 388.86 5.17
Finance 198,972 380.63 5.06
Software 111,039 378.31 5.03
Auto 13,209 369.83 4.92
Software 26,425 364.32 4.84
Consumer Non Durables 19,372 363.11 4.83
Finance 21,275 361.89 4.81
Software 13,475 359.09 4.77
Auto 5,131 357.38 4.75
Banks 20,269 239.89 3.19
Software 7,491 235.49 3.13
Finance 8,008 224.94 2.99
Banks 41,868 206.20 2.74
Auto Ancillaries 14,503 195.44 2.60
Banks 45,475 178.53 2.37
Hotels, Resorts And Other Recrea 68,410 114.35 1.52
Pharmaceuticals 4,000 92.52 1.23
Pharmaceuticals 20,390 85.17 1.13
Pharmaceuticals 1,726 84.38 1.12
Pharmaceuticals 17,020 79.27 1.05
Pharmaceuticals 8,170 74.29 0.99
6,545.72 87.00

NIL NIL

NIL NIL

NIL NIL

NIL NIL

NIL NIL
 NIL NIL

NIL NIL

NIL NIL

NIL NIL

NIL NIL

NIL NIL

NIL NIL

NIL NIL

NIL NIL

1,139.90 15.15
1,139.90 15.15

(161.82) (2.15)
(161.82) (2.15)

7,523.80 100.00

ercentage to NAV - NIL

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

Oct 30, 2020 (Rs.)

12.4925
 12.3000

1, 2020 - Nil
 Back to Index
ars and tax benefit)

Yield %
3.07