Report as of 25 Jul 2019

BNP Paribas Liquid Fund Direct Plan Daily Dividend Payout Option
Morningstar® Category Morningstar® Benchmark Fund Benchmark Morningstar Rating™
Liquid CRISIL Liquid Fund TR INR CRISIL Liquid Fund TR INR Not Rated
Used throughout report

Investment Objective Performance

The primary investment objective of the Scheme is to
16,000
generate regular returns in line with investments in
14,500
Debt and money market securities with maturity of upto
91 days only. However, there can be no assurance that 13,000

the investment objectives of the Scheme will be 11,500

realized. The Scheme does not guarantee/ indicate any 10,000
returns.
2014   2015   2016   2017   2018   2019-06 
6.20 4.60 5.43 4.82 5.37 2.62 Fund
9.21 8.23 7.50 6.66 7.58 3.66 Benchmark
7.13 6.44 5.93 4.97 5.14 2.51 Category

Risk Measures Trailing Returns % Fund Bmark Cat Quarterly Returns % Q1 Q2 Q3 Q4

3Y Alpha -0.63 3Y Sharpe Ratio 8.83 3 Months 1.27 1.78 1.19 2019 1.32 1.28 - -
3Y Beta 0.64 3Y Std Dev 0.11 6 Months 2.59 3.66 2.45 2018 1.23 1.31 1.35 1.38
3Y R-Squared 76.36 3Y Risk - 1 Year 5.39 7.61 4.87 2017 1.20 1.17 1.17 1.19
3Y Info Ratio -15.87 5Y Risk - 3 Years Annualised 5.11 7.16 5.11 2016 1.46 1.39 1.29 1.18
3Y Tracking Error 0.13 10Y Risk - 5 Years Annualised 5.19 7.63 5.57 2015 0.50 1.25 1.41 1.36
Calculations use CRISIL Liquid Fund TR INR (where applicable)

Portfolio 30/06/2019

Asset Allocation % Net Fixed Income Fund Credit Quality % Fund Credit Quality % Fund
Stocks 0.00 Style Box™ Modified Duration 0.11
AAA 93.14 BBB 0.00
Bonds 0.00 Yield to Maturity 6.99
High Med Low
Credit Quality

AA 6.86 BB 0.00
Cash 100.00 Average Credit Quality AAA
A 0.00 B 0.00
Other 0.00
Below B 0.00
Not Rated 0.00
Ltd Mod Ext
Interest Rate Sensitivity

Top Holdings Fixed Income Sector Weightings % Fund Maturity Distribution % Fund
Holding Name Sector %
⁄ Government 0.00
Canara Bank - 8.68 › Corporate 0.00
NATIONAL BANK FOR... - 8.68 u Securitized 0.00
91 Days Deposit With Idfc... - 4.37 ‹ Municipal 0.00
THE RAMCO CEMENTS LIMITED - 4.35 y Cash & Equivalents 100.00
IDFC First Bank Limited - 4.35 ± Derivative 0.00
SYNDICATE BANK - 4.35 Coupon Range % Fund
MANAPPURAM FINANCE LIMITED - 4.34
BANK OF BARODA - 4.34 0 0.00
MUTHOOT FINANCE LIMITED - 4.34 0 to 4 0.00
Redington (India) Limited - 4.34 4 to 6 0.00
6 to 8 0.00
Assets in Top 10 Holdings % 52.13 8 to 10 0.00
Total Number of Equity Holdings 0 10 to 12 0.00
Total Number of Bond Holdings 0 Over 12 0.00

Operations

Fund Company BNP Paribas Asset Mgmt Share Class Size (mil) - Minimum Initial Purchase 5,000 INR
India Pvt. Ltd Domicile India Minimum Additional Purchase 1,000 INR
Phone +91 22 3370 4000 Currency INR Exit Load - - > years
Website www.bnpparibasmf.in UCITS - Expense Ratio 0.07%
Inception Date 01/01/2013 Inc/Acc Inc
Manager Name Vikram Pamnani ISIN
Manager Start Date 27/12/2017
NAV (24/07/2019) INR 1,001.32
Total Net Assets (mil) 11,442.30 INR
(30/06/2019)

© 2019 Morningstar. All Rights Reserved. The information, data, analyses and opinions (“Information”) contained herein: (1) include the proprietary information of Morningstar and Morningstar’s third party licensors; (2) may ®
not be copied or redistributed except as specifically authorised;(3) do not constitute investment advice;(4) are provided solely for informational purposes; (5) are not warranted to be complete, accurate or timely; and (6) may
be drawn from fund data published on various dates. Morningstar is not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it
ß
and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well
as up.