DSP 3 Years Close Ended Equity Fund (Maturity Date 4-Jan-2021)

Portfolio as on June 30, 2020

Sr. No. Name of Instrument ISIN

EQUITY & EQUITY RELATED

Listed / awaiting listing on the stock exchanges
1 Reliance Industries Limited INE002A01018
2 Bajaj Finance Limited INE296A01024
3 HDFC Bank Limited INE040A01034
4 SBI Life Insurance Company Limited INE123W01016
5 Kotak Mahindra Bank Limited INE237A01028
6 ICICI Bank Limited INE090A01021
7 Bharat Petroleum Corporation Limited INE029A01011
8 Cholamandalam Investment and Finance Company Limited INE121A01024
9 Axis Bank Limited INE238A01034
10 Bharti Airtel Limited INE397D01024
11 Manappuram Finance Limited INE522D01027
12 Britannia Industries Limited INE216A01030
13 NTPC Limited INE733E01010
14 HCL Technologies Limited INE860A01027
15 Infosys Limited INE009A01021
16 Dabur India Limited INE016A01026
17 Hindustan Unilever Limited INE030A01027
18 Colgate Palmolive (India) Limited INE259A01022
19 IPCA Laboratories Limited INE571A01020
20 Dr. Reddy's Laboratories Limited INE089A01023
21 Tech Mahindra Limited INE669C01036
22 Coromandel International Limited INE169A01031
23 Eicher Motors Limited INE066A01013
24 Maruti Suzuki India Limited INE585B01010
25 Motherson Sumi Systems Limited INE775A01035
26 Crompton Greaves Consumer Electricals Limited INE299U01018
27 Titan Company Limited INE280A01028
28 Asian Paints Limited INE021A01026
29 Sterlite Technologies Limited INE089C01029
30 UltraTech Cement Limited INE481G01011
31 Voltas Limited INE226A01021
32 The Ramco Cements Limited INE331A01037
33 Bharat Electronics Limited INE263A01024
34 Larsen & Toubro Limited INE018A01030
35 Tata Steel Limited INE081A01012
 36 Container Corporation of India Limited INE111A01025
37 Havells India Limited INE176B01034
38 Hindalco Industries Limited INE038A01020
39 Hindustan Zinc Limited INE267A01025
40 Blue Star Limited INE472A01039
41 JB Chemicals & Pharmaceuticals Limited INE572A01028
42 V-Guard Industries Limited INE951I01027
43 Atul Limited INE100A01010
44 Godrej Properties Limited INE484J01027
45 The Phoenix Mills Limited INE211B01039
46 Reliance Industries Limited - Partly Paid Shares IN9002A01024
47 Prestige Estates Projects Limited INE811K01011
48 Tata Steel Limited - Partly Paid Shares IN9081A01010
Total

DERIVATIVES
49 NIFTY 10100 Put Dec20
Total

MONEY MARKET INSTRUMENTS

50 TREPS / Reverse Repo Investments / Corporate Debt Repo
Total

Cash & Cash Equivalent

Net Receivables/Payables
Total

GRAND TOTAL
Notes:
1 Market value includes accrued interest
2 * Less than 0.01%
4-Jan-2021)

Rating/Industry Quantity Market value % to Net Maturity Date Put/Call Option

(Rs. In lakhs) Assets

Petroleum Products 10,681 182.01 5.71%

Finance 5,188 146.87 4.61%
Banks 13,176 140.44 4.41%
Finance 17,048 137.48 4.32%
Banks 9,343 127.11 3.99%
Banks 34,103 119.85 3.76%
Petroleum Products 30,839 115.34 3.62%
Finance 60,721 115.01 3.61% -
Banks 26,945 109.57 3.44%
Telecom - Services 19,251 107.78 3.38%
Finance 65,860 99.68 3.13%
Consumer Non Durables 2,426 87.43 2.74%
Power 89,963 86.18 2.71%
Software 14,074 78.37 2.46%
Software 10,425 76.72 2.41%
Consumer Non Durables 15,891 74.04 2.32%
Consumer Non Durables 3,383 73.75 2.31%
Consumer Non Durables 4,598 64.68 2.03%
Pharmaceuticals 3,716 62.22 1.95%
Pharmaceuticals 1,548 61.07 1.92%
Software 11,226 61.00 1.91%
Fertilisers 6,779 51.23 1.61%
Auto 246 45.10 1.42%
Auto 698 40.75 1.28%
Auto Ancillaries 42,887 40.59 1.27%
Consumer Durables 16,418 39.18 1.23%
Consumer Durables 3,616 34.35 1.08%
Consumer Non Durables 1,933 32.62 1.02%
Telecom - Equipment & Accessories 28,894 31.81 1.00%
Cement 817 31.81 1.00%
Consumer Durables 5,080 27.76 0.87%
Cement 4,363 27.71 0.87%
Industrial Capital Goods 31,224 27.68 0.87%
Construction Project 2,822 26.63 0.84%
Ferrous Metals 8,129 26.56 0.83%
Transportation 6,270 26.20 0.82%
Consumer Durables 4,417 25.60 0.80%
Non - Ferrous Metals 17,032 24.90 0.78%
Non - Ferrous Metals 11,604 22.74 0.71%
Consumer Durables 4,534 22.65 0.71%
Pharmaceuticals 2,759 19.52 0.61%
Consumer Durables 10,336 17.57 0.55%
Chemicals 315 14.34 0.45%
Construction 750 6.50 0.20%
Construction 1,022 5.98 0.19%
Petroleum Products 712 5.68 0.18%
Construction 2,640 5.53 0.17%
Ferrous Metals 453 0.15 *
2,807.74 88.10%

Index Options 32,775 202.16 6.35% 31-Dec-2020

202.16 6.35%

175.08 5.50% 01-Jul-2020

175.08 5.50%

0.99 0.05%
0.99 0.05%

3,185.97 100.00%
Sector/Rating Percent
Finance 15.67%
Banks 15.60%
Consumer Non Durables 10.42%
Petroleum Products 9.51%
Software 6.78%
Index Options 6.35%
Consumer Durables 5.24%
Pharmaceuticals 4.48%
Telecom - Services 3.38%
Power 2.71%
Auto 2.70%
Cement 1.87%
Fertilisers 1.61%
Non - Ferrous Metals 1.49%
Auto Ancillaries 1.27%
Telecom - Equipment & Accessorie 1.00%
Industrial Capital Goods 0.87%
Construction Project 0.84%
Ferrous Metals 0.83%
Transportation 0.82%
Construction 0.56%
Chemicals 0.45%
Cash & Equivalent 5.55%
 DSP FMP - Series 211 - 38M
Portfolio as on June 30, 2020

Sr. No. Name of Instrument ISIN Rating/Industry Quantity

MONEY MARKET INSTRUMENTS

1 TREPS / Reverse Repo Investments / Corporate Debt Repo
Total

Cash & Cash Equivalent

Net Receivables/Payables
Total

GRAND TOTAL
Notes:
1 Market value includes accrued interest
Market value % to Net Maturity Date Put/Call Option
(Rs. In lakhs) Assets

3,145.47 99.96% 01-Jul-2020

3,145.47 99.96%

1.31 0.04%
1.31 0.04%

3,146.78 100.00%
 DSP A.C.E. Fund (Analyst’s Conviction Equalized) – Series 1
Portfolio as on June 30, 2020

Sr. No. Name of Instrument ISIN

EQUITY & EQUITY RELATED

Listed / awaiting listing on the stock exchanges
1 Reliance Industries Limited INE002A01018
2 Bajaj Finance Limited INE296A01024
3 HDFC Bank Limited INE040A01034
4 SBI Life Insurance Company Limited INE123W01016
5 Kotak Mahindra Bank Limited INE237A01028
6 ICICI Bank Limited INE090A01021
7 Bharat Petroleum Corporation Limited INE029A01011
8 Cholamandalam Investment and Finance Company Limited INE121A01024
9 Axis Bank Limited INE238A01034
10 Bharti Airtel Limited INE397D01024
11 Manappuram Finance Limited INE522D01027
12 Britannia Industries Limited INE216A01030
13 NTPC Limited INE733E01010
14 HCL Technologies Limited INE860A01027
15 Infosys Limited INE009A01021
16 Dabur India Limited INE016A01026
17 Hindustan Unilever Limited INE030A01027
18 Colgate Palmolive (India) Limited INE259A01022
19 IPCA Laboratories Limited INE571A01020
20 Dr. Reddy's Laboratories Limited INE089A01023
21 Tech Mahindra Limited INE669C01036
22 Coromandel International Limited INE169A01031
23 Eicher Motors Limited INE066A01013
24 Maruti Suzuki India Limited INE585B01010
25 Motherson Sumi Systems Limited INE775A01035
26 Crompton Greaves Consumer Electricals Limited INE299U01018
27 Titan Company Limited INE280A01028
28 Asian Paints Limited INE021A01026
29 UltraTech Cement Limited INE481G01011
30 Sterlite Technologies Limited INE089C01029
31 Voltas Limited INE226A01021
32 The Ramco Cements Limited INE331A01037
33 Bharat Electronics Limited INE263A01024
34 Larsen & Toubro Limited INE018A01030
35 Tata Steel Limited INE081A01012
 36 Container Corporation of India Limited INE111A01025
37 Havells India Limited INE176B01034
38 Hindalco Industries Limited INE038A01020
39 Hindustan Zinc Limited INE267A01025
40 Blue Star Limited INE472A01039
41 JB Chemicals & Pharmaceuticals Limited INE572A01028
42 V-Guard Industries Limited INE951I01027
43 Atul Limited INE100A01010
44 Godrej Properties Limited INE484J01027
45 The Phoenix Mills Limited INE211B01039
46 Prestige Estates Projects Limited INE811K01011
47 Reliance Industries Limited - Partly Paid Shares IN9002A01024
48 Tata Steel Limited - Partly Paid Shares IN9081A01010
Total

DERIVATIVES
49 NIFTY 10100 Put Dec20
Total

MONEY MARKET INSTRUMENTS

50 TREPS / Reverse Repo Investments / Corporate Debt Repo
Total

Cash & Cash Equivalent

Net Receivables/Payables
Total

GRAND TOTAL
Notes:
1 Market value includes accrued interest
2 * Less than 0.01%
eries 1

Rating/Industry Quantity Market value % to Net Maturity Date

(Rs. In lakhs) Assets

Petroleum Products 197,239 3,361.15 5.72%

Finance 95,770 2,711.25 4.62%
Banks 243,385 2,594.12 4.42%
Finance 314,911 2,539.60 4.32%
Banks 172,516 2,346.99 4.00%
Banks 629,954 2,213.97 3.77%
Petroleum Products 569,464 2,129.80 3.63%
Finance 1,118,445 2,118.33 3.61%
Banks 497,725 2,024.00 3.45%
Telecom - Services 355,256 1,988.90 3.39%
Finance 1,191,111 1,802.75 3.07%
Consumer Non Durables 44,807 1,614.75 2.75%
Power 1,661,263 1,591.49 2.71%
Software 259,832 1,446.87 2.46%
Software 192,502 1,416.72 2.41%
Consumer Non Durables 293,534 1,367.72 2.33%
Consumer Non Durables 62,496 1,362.41 2.32%
Consumer Non Durables 84,601 1,190.08 2.03%
Pharmaceuticals 68,646 1,149.41 1.96%
Pharmaceuticals 28,589 1,127.82 1.92%
Software 207,237 1,126.13 1.92%
Fertilisers 125,180 946.05 1.61%
Auto 4,546 833.48 1.42%
Auto 12,890 752.56 1.28%
Auto Ancillaries 791,957 749.59 1.28%
Consumer Durables 303,272 723.76 1.23%
Consumer Durables 66,510 631.75 1.08%
Consumer Non Durables 35,701 602.44 1.03%
Cement 15,089 587.50 1.00%
Telecom - Equipment & Accessories 533,123 586.97 1.00%
Consumer Durables 93,659 511.80 0.87%
Cement 80,540 511.51 0.87%
Industrial Capital Goods 576,780 511.32 0.87%
Construction Project 52,058 491.25 0.84%
Ferrous Metals 150,071 490.28 0.83%
Transportation 115,774 483.82 0.82%
Consumer Durables 81,544 472.55 0.80%
Non - Ferrous Metals 314,009 459.08 0.78%
Non - Ferrous Metals 214,270 419.86 0.71%
Consumer Durables 83,607 417.74 0.71%
Pharmaceuticals 50,797 359.36 0.61%
Consumer Durables 190,312 323.44 0.55%
Chemicals 5,800 263.95 0.45%
Construction 13,851 120.10 0.20%
Construction 19,445 113.74 0.19%
Construction 50,159 105.13 0.18%
Petroleum Products 13,149 104.88 0.18%
Ferrous Metals 8,078 2.67 *
51,800.84 88.20%

Index Options 587,625 3,624.47 6.17% 31-Dec-2020

3,624.47 6.17%

3,334.05 5.68% 01-Jul-2020

3,334.05 5.68%

(12.77) -0.05%
(12.77) -0.05%

58,746.59 100.00%
Put/Call Option

Sector/Rating Percent
Banks 15.64%
Finance 15.62%
Consumer Non Durables 10.46%
Petroleum Products 9.53%
Software 6.79%
Index Options 6.17%
- Consumer Durables 5.24%
Pharmaceuticals 4.49%
Telecom - Services 3.39%
Power 2.71%
Auto 2.70%
Cement 1.87%
Fertilisers 1.61%
Non - Ferrous Metals 1.49%
Auto Ancillaries 1.28%
Telecom - Equipment & Accessorie 1.00%
Industrial Capital Goods 0.87%
Construction Project 0.84%
Ferrous Metals 0.83%
Transportation 0.82%
Construction 0.57%
Chemicals 0.45%
Cash & Equivalent 5.63%
 DSP FMP Series 217 - 40M
Portfolio as on June 30, 2020

Sr. No. Name of Instrument ISIN Rating/Industry

DEBT INSTRUMENTS
BOND & NCD's
Listed / awaiting listing on the stock exchanges
1 Bajaj Housing Finance Limited** INE377Y07029 CRISIL AAA
2 Axis Finance Limited** INE891K07325 CRISIL AAA
3 National Bank for Agriculture and Rural Development** INE261F08907 CRISIL AAA
4 HDB Financial Services Limited** INE756I07BL4 CARE AAA
5 Small Industries Development Bank of India** INE556F08JA8 CARE AAA
6 Power Finance Corporation Limited** INE134E08ID3 CRISIL AAA
7 Power Grid Corporation of India Limited** INE752E07NN3 CRISIL AAA
8 REC Limited INE020B08955 CRISIL AAA
9 Jamnagar Utilities & Power Private Limited** INE936D07117 CRISIL AAA
10 LIC Housing Finance Limited** INE115A07MR4 CRISIL AAA
11 NTPC Limited** INE733E07JZ5 CRISIL AAA
12 Reliance Industries Limited** INE002A08526 CRISIL AAA
13 Axis Finance Limited** INE891K07358 CRISIL AAA
14 Tata Capital Financial Services Limited** INE306N07KW6 ICRA AAA
15 Housing Development Finance Corporation Limited INE001A07RC7 CRISIL AAA
Total

Unlisted
16 BENNETT, COLEMAN & CO. LIMITED** INE801J08019 CRISIL AAA
Total

MONEY MARKET INSTRUMENTS

Commercial Paper
Listed / awaiting listing on the stock exchanges
17 Reliance Industries Limited** INE002A14EY3 CARE A1+
18 National Bank for Agriculture and Rural Development** INE261F14GR3 IND A1+
Total

19 TREPS / Reverse Repo Investments / Corporate Debt Repo

Total

Cash & Cash Equivalent

Net Receivables/Payables
Total
 GRAND TOTAL
Notes:
1 ** Non Traded in accordance with SEBI Regulations
2 Market value includes accrued interest
Quantity Market value % to Net Maturity Date Put/Call Option
(Rs. In lakhs) Assets

Sector/Rating
120 1,475.39 9.74% 06-Apr-2021 - CRISIL AAA
110 1,349.72 8.91% 07-Apr-2021 - CARE AAA
120 1,291.78 8.53% 30-Sep-2020 - ICRA AAA
120 1,291.63 8.53% 17-Aug-2020 - CARE A1+
120 1,268.70 8.37% 10-Feb-2021 - IND A1+
120 1,249.61 8.25% 27-Apr-2021 - Cash & Equivalent
118 1,233.37 8.14% 23-Apr-2021 -
110 1,161.72 7.67% 22-Sep-2020 -
100 1,064.10 7.02% 29-Jul-2020 -
100 1,044.26 6.89% 18-Feb-2021 -
50 528.54 3.49% 24-Feb-2021 -
50 525.28 3.47% 24-Dec-2020 -
30 368.27 2.43% 27-Apr-2021 -
29 302.83 2.00% 26-Mar-2021 -
2 211.70 1.40% 17-Nov-2020 -
14,366.90 94.84%

37 380.73 2.51% 26-Apr-2021 -

380.73 2.51%

60 291.31 1.92% 15-Mar-2021

10 48.71 0.32% 10-Mar-2021
340.02 2.24%

62.95 0.42% 01-Jul-2020

62.95 0.42%

(0.80) -0.01%
(0.80) -0.01%
15,149.80 100.00%
Percent
78.45%
16.90%
2.00%
1.92%
0.32%
0.41%
 DSP FMP Series 218 - 40M
Portfolio as on June 30, 2020

Sr. No. Name of Instrument ISIN Rating/Industry

DEBT INSTRUMENTS
BOND & NCD's
Listed / awaiting listing on the stock exchanges
1 Bajaj Housing Finance Limited** INE377Y07029 CRISIL AAA
2 Indian Railway Finance Corporation Limited** INE053F07AK6 CRISIL AAA
3 National Bank for Agriculture and Rural Development** INE261F08907 CRISIL AAA
4 HDB Financial Services Limited** INE756I07BL4 CARE AAA
5 Small Industries Development Bank of India** INE556F08JA8 CARE AAA
6 LIC Housing Finance Limited** INE115A07MT0 CARE AAA
7 Power Finance Corporation Limited** INE134E08ID3 CRISIL AAA
8 REC Limited INE020B08955 CRISIL AAA
9 Power Grid Corporation of India Limited** INE752E07NN3 CRISIL AAA
10 Reliance Industries Limited** INE002A08526 CRISIL AAA
11 Tata Capital Financial Services Limited** INE306N07KW6 ICRA AAA
Total

Unlisted
12 BENNETT, COLEMAN & CO. LIMITED** INE801J08019 CRISIL AAA
Total

MONEY MARKET INSTRUMENTS

Commercial Paper
Listed / awaiting listing on the stock exchanges
13 Reliance Industries Limited** INE002A14EY3 CARE A1+
Total

14 TREPS / Reverse Repo Investments / Corporate Debt Repo

Total

Mutual Funds
15 DSP Liquidity Fund - Direct - Growth INF740K01QL4
Total

Cash & Cash Equivalent

Net Receivables/Payables
Total
 GRAND TOTAL
Notes:
1 ** Non Traded in accordance with SEBI Regulations
2 Market value includes accrued interest
Quantity Market value % to Net Maturity Date Put/Call Option
(Rs. In lakhs) Assets

Sector/Rating
27 331.96 10.02% 06-Apr-2021 - CRISIL AAA
30 323.97 9.78% 15-Mar-2021 - CARE AAA
30 322.94 9.75% 30-Sep-2020 - CARE A1+
30 322.91 9.75% 17-Aug-2020 - Mutual Funds
30 317.17 9.58% 10-Feb-2021 - ICRA AAA
30 316.15 9.55% 28-Jan-2021 - Cash & Equivalent
29 301.99 9.12% 27-Apr-2021 -
28 295.71 8.93% 22-Sep-2020 -
28 292.66 8.84% 23-Apr-2021 -
11 115.56 3.49% 24-Dec-2020 -
5 52.21 1.58% 26-Mar-2021 -
2,993.23 90.39%

5 51.45 1.55% 26-Apr-2021 -

51.45 1.55%

30 145.65 4.40% 15-Mar-2021

145.65 4.40%

38.82 1.17% 01-Jul-2020

38.82 1.17%

2,840 81.57 2.46%

81.57 2.46%

1.45 0.03%
1.45 0.03%
3,312.17 100.00%
Percent
61.48%
28.88%
4.40%
2.46%
1.58%
1.20%
 DSP FMP Series 219 - 40M
Portfolio as on June 30, 2020

Sr. No. Name of Instrument ISIN Rating/Industry

DEBT INSTRUMENTS
BOND & NCD's
Listed / awaiting listing on the stock exchanges
1 Indian Railway Finance Corporation Limited** INE053F07AK6 CRISIL AAA
2 National Bank for Agriculture and Rural Development** INE261F08907 CRISIL AAA
3 Small Industries Development Bank of India** INE556F08JA8 CARE AAA
4 REC Limited** INE020B08AR7 CRISIL AAA
5 Axis Finance Limited** INE891K07358 CRISIL AAA
6 Mahindra & Mahindra Financial Services Limited** INE774D07SB3 IND AAA
7 Reliance Industries Limited** INE002A08526 CRISIL AAA
8 Power Grid Corporation of India Limited** INE752E07NN3 CRISIL AAA
9 Bajaj Housing Finance Limited** INE377Y07029 CRISIL AAA
10 LIC Housing Finance Limited** INE115A07MT0 CARE AAA
11 Tata Capital Financial Services Limited** INE306N07KW6 ICRA AAA
12 Power Grid Corporation of India Limited** INE752E07LU2 CRISIL AAA
13 NHPC Limited INE848E07625 CARE AAA
14 Power Grid Corporation of India Limited** INE752E07NJ1 CRISIL AAA
15 Power Finance Corporation Limited** INE134E08ID3 CRISIL AAA
Total

Unlisted
16 BENNETT, COLEMAN & CO. LIMITED** INE801J08019 CRISIL AAA
Total

MONEY MARKET INSTRUMENTS

Commercial Paper
Listed / awaiting listing on the stock exchanges
17 Reliance Industries Limited** INE002A14EY3 CARE A1+
18 Housing Development Finance Corporation Limited** INE001A14WM2 CRISIL A1+
19 Reliance Industries Limited** INE002A14EM8 CARE A1+
Total

20 TREPS / Reverse Repo Investments / Corporate Debt Repo

Total

Cash & Cash Equivalent

Net Receivables/Payables
 Total

GRAND TOTAL
Notes:
1 ** Non Traded in accordance with SEBI Regulations
2 Market value includes accrued interest
Quantity Market value % to Net Maturity Date Put/Call Option
(Rs. In lakhs) Assets

Sector/Rating
255 2,753.79 9.99% 15-Mar-2021 - CRISIL AAA
250 2,691.20 9.76% 30-Sep-2020 - CARE AAA
250 2,643.12 9.59% 10-Feb-2021 - IND AAA
250 2,593.66 9.41% 17-Apr-2021 - CARE A1+
200 2,455.10 8.90% 27-Apr-2021 - ICRA AAA
230 2,379.69 8.63% 19-Apr-2021 - CRISIL A1+
169 1,775.44 6.44% 24-Dec-2020 - Cash & Equivalent
154 1,609.66 5.84% 23-Apr-2021 -
103 1,266.37 4.59% 06-Apr-2021 -
90 948.45 3.44% 28-Jan-2021 -
84 877.17 3.18% 26-Mar-2021 -
60 646.38 2.34% 20-Oct-2020 -
500 534.24 1.94% 26-Nov-2020 -
50 532.44 1.93% 23-Dec-2020 -
1 10.41 0.04% 27-Apr-2021 -
23,717.12 86.02%

17 174.93 0.63% 26-Apr-2021 -

174.93 0.63%

170 825.37 2.99% 15-Mar-2021

80 388.08 1.41% 10-Mar-2021
30 145.87 0.53% 02-Mar-2021
1,359.32 4.93%

2,857.99 10.37% 01-Jul-2020

2,857.99 10.37%

(538.92) -1.95%
 (538.92) -1.95%

27,570.44 100.00%
Percent
59.87%
14.97%
8.63%
3.52%
3.18%
1.41%
8.42%
 DSP FMP Series 220 - 40M
Portfolio as on June 30, 2020

Sr. No. Name of Instrument ISIN Rating/Industry

DEBT INSTRUMENTS
BOND & NCD's
Listed / awaiting listing on the stock exchanges
1 Indian Railway Finance Corporation Limited** INE053F07AK6 CRISIL AAA
2 Kotak Mahindra Prime Limited** INE916DA7PO3 CRISIL AAA
3 Bajaj Housing Finance Limited** INE377Y07037 CRISIL AAA
4 Axis Finance Limited** INE891K07382 CRISIL AAA
5 Housing & Urban Development Corporation Limited** INE031A08566 ICRA AAA
6 Export-Import Bank of India** INE514E08FD2 CRISIL AAA
7 Power Finance Corporation Limited** INE134E08JK6 CRISIL AAA
8 LIC Housing Finance Limited** INE115A07MR4 CRISIL AAA
9 REC Limited** INE020B08AO4 CRISIL AAA
10 NTPC Limited** INE733E07KB4 CRISIL AAA
11 National Bank for Agriculture and Rural Development** INE261F08907 CRISIL AAA
12 Power Grid Corporation of India Limited** INE752E07MN5 CRISIL AAA
13 Reliance Industries Limited** INE002A08526 CRISIL AAA
14 Small Industries Development Bank of India** INE556F08JA8 CARE AAA
15 Housing Development Finance Corporation Limited** INE001A07RN4 CRISIL AAA
16 Power Finance Corporation Limited** INE134E08DM5 CRISIL AAA
17 Tata Capital Financial Services Limited** INE306N07KW6 ICRA AAA
Total

Unlisted
18 BENNETT, COLEMAN & CO. LIMITED** INE801J08019 CRISIL AAA
Total

MONEY MARKET INSTRUMENTS

Commercial Paper
Listed / awaiting listing on the stock exchanges
19 National Bank for Agriculture and Rural Development** INE261F14GR3 IND A1+
20 Reliance Industries Limited** INE002A14EM8 CARE A1+
Total

21 TREPS / Reverse Repo Investments / Corporate Debt Repo

Total

Cash & Cash Equivalent

 Net Receivables/Payables
Total

GRAND TOTAL
Notes:
1 ** Non Traded in accordance with SEBI Regulations
2 Market value includes accrued interest
Quantity Market value % to Net Maturity Date Put/Call Option
(Rs. In lakhs) Assets

Sector/Rating
259 2,796.98 9.91% 15-Mar-2021 - CRISIL AAA
258 2,465.75 8.74% 27-May-2021 - ICRA AAA
200 2,455.78 8.70% 04-May-2021 - CARE AAA
200 2,454.37 8.70% 27-May-2021 - IND A1+
200 2,445.76 8.67% 15-Apr-2021 - CARE A1+
235 2,444.62 8.66% 27-May-2021 - Cash & Equivalent
200 2,104.83 7.46% 05-Apr-2021 -
200 2,088.52 7.40% 18-Feb-2021 -
200 2,058.19 7.29% 21-May-2021 -
190 1,980.49 7.02% 27-May-2021 -
110 1,184.13 4.20% 30-Sep-2020 -
100 1,044.80 3.70% 27-May-2021 -
89 935.00 3.31% 24-Dec-2020 -
70 740.07 2.62% 10-Feb-2021 -
30 318.19 1.13% 15-Dec-2020 -
5 52.69 0.19% 15-Apr-2021 -
5 52.21 0.18% 26-Mar-2021 -
27,622.38 97.88%

9 92.61 0.33% 26-Apr-2021 -

92.61 0.33%

60 292.25 1.04% 10-Mar-2021

38 184.77 0.65% 02-Mar-2021
477.02 1.69%

38.82 0.14% 01-Jul-2020

38.82 0.14%
 (5.19) -0.04%
(5.19) -0.04%

28,225.64 100.00%
Percent
86.74%
8.85%
2.62%
1.04%
0.65%
0.10%
 DSP FMP Series 221 - 40M
Portfolio as on June 30, 2020

Sr. No. Name of Instrument ISIN Rating/Industry

DEBT INSTRUMENTS
BOND & NCD's
Listed / awaiting listing on the stock exchanges
1 Kotak Mahindra Prime Limited** INE916DA7PO3 CRISIL AAA
2 Bajaj Housing Finance Limited** INE377Y07037 CRISIL AAA
3 Axis Finance Limited** INE891K07382 CRISIL AAA
4 Indian Railway Finance Corporation Limited** INE053F07AK6 CRISIL AAA
5 Power Grid Corporation of India Limited** INE752E07MY2 CRISIL AAA
6 Power Finance Corporation Limited** INE134E08JK6 CRISIL AAA
7 Housing & Urban Development Corporation Limited** INE031A08566 ICRA AAA
8 LIC Housing Finance Limited** INE115A07MR4 CRISIL AAA
9 REC Limited** INE020B08AO4 CRISIL AAA
10 National Bank for Agriculture and Rural Development** INE261F08907 CRISIL AAA
11 Reliance Industries Limited** INE002A08526 CRISIL AAA
12 Export-Import Bank of India** INE514E08FD2 CRISIL AAA
13 REC Limited** INE020B08AR7 CRISIL AAA
14 Housing Development Finance Corporation Limited** INE001A07RN4 CRISIL AAA
15 Power Grid Corporation of India Limited** INE752E07MN5 CRISIL AAA
16 REC Limited** INE020B08AS5 CRISIL AAA
Total

Unlisted
17 BENNETT, COLEMAN & CO. LIMITED** INE801J08019 CRISIL AAA
Total

MONEY MARKET INSTRUMENTS

Commercial Paper
Listed / awaiting listing on the stock exchanges
18 Reliance Industries Limited** INE002A14EY3 CARE A1+
Total

19 TREPS / Reverse Repo Investments / Corporate Debt Repo

Total

Cash & Cash Equivalent

Net Receivables/Payables
Total
 GRAND TOTAL
Notes:
1 ** Non Traded in accordance with SEBI Regulations
2 Market value includes accrued interest
Quantity Market value % to Net Maturity Date Put/Call Option
(Rs. In lakhs) Assets

Sector/Rating
300 2,867.15 10.08% 27-May-2021 - CRISIL AAA
230 2,824.14 9.93% 04-May-2021 - ICRA AAA
230 2,822.53 9.92% 27-May-2021 - CARE A1+
260 2,807.78 9.87% 15-Mar-2021 - Cash & Equivalent
250 2,690.52 9.46% 14-Sep-2020 -
250 2,631.04 9.25% 05-Apr-2021 -
200 2,445.76 8.60% 15-Apr-2021 -
230 2,401.79 8.45% 18-Feb-2021 -
200 2,058.19 7.24% 21-May-2021 -
140 1,507.07 5.30% 30-Sep-2020 -
60 630.33 2.22% 24-Dec-2020 -
35 364.09 1.28% 27-May-2021 -
34 352.74 1.24% 17-Apr-2021 -
25 265.16 0.93% 15-Dec-2020 -
10 104.48 0.37% 27-May-2021 -
7 73.15 0.26% 15-Mar-2021 -
26,845.92 94.40%

21 216.09 0.76% 26-Apr-2021 -

216.09 0.76%

280 1,359.44 4.78% 15-Mar-2021

1,359.44 4.78%

29.38 0.10% 01-Jul-2020

29.38 0.10%

(11.52) -0.04%
(11.52) -0.04%
28,439.31 100.00%
Percent
86.56%
8.60%
4.78%
0.06%
 DSP A.C.E. Fund (Analyst's Conviction Equalized) Series 2
Portfolio as on June 30, 2020

Sr. No. Name of Instrument ISIN

EQUITY & EQUITY RELATED

Listed / awaiting listing on the stock exchanges
1 Reliance Industries Limited INE002A01018
2 Bajaj Finance Limited INE296A01024
3 HDFC Bank Limited INE040A01034
4 SBI Life Insurance Company Limited INE123W01016
5 Kotak Mahindra Bank Limited INE237A01028
6 Cholamandalam Investment and Finance Company Limited INE121A01024
7 ICICI Bank Limited INE090A01021
8 Bharat Petroleum Corporation Limited INE029A01011
9 Axis Bank Limited INE238A01034
10 Manappuram Finance Limited INE522D01027
11 Bharti Airtel Limited INE397D01024
12 Britannia Industries Limited INE216A01030
13 NTPC Limited INE733E01010
14 HCL Technologies Limited INE860A01027
15 Infosys Limited INE009A01021
16 Colgate Palmolive (India) Limited INE259A01022
17 Dabur India Limited INE016A01026
18 Hindustan Unilever Limited INE030A01027
19 IPCA Laboratories Limited INE571A01020
20 Tech Mahindra Limited INE669C01036
21 Dr. Reddy's Laboratories Limited INE089A01023
22 Coromandel International Limited INE169A01031
23 Eicher Motors Limited INE066A01013
24 Maruti Suzuki India Limited INE585B01010
25 Motherson Sumi Systems Limited INE775A01035
26 Crompton Greaves Consumer Electricals Limited INE299U01018
27 Titan Company Limited INE280A01028
28 Asian Paints Limited INE021A01026
29 Sterlite Technologies Limited INE089C01029
30 UltraTech Cement Limited INE481G01011
31 Voltas Limited INE226A01021
32 The Ramco Cements Limited INE331A01037
33 Bharat Electronics Limited INE263A01024
34 Larsen & Toubro Limited INE018A01030
35 Tata Steel Limited INE081A01012
 36 Container Corporation of India Limited INE111A01025
37 Havells India Limited INE176B01034
38 Hindalco Industries Limited INE038A01020
39 Hindustan Zinc Limited INE267A01025
40 Blue Star Limited INE472A01039
41 JB Chemicals & Pharmaceuticals Limited INE572A01028
42 V-Guard Industries Limited INE951I01027
43 Atul Limited INE100A01010
44 Godrej Properties Limited INE484J01027
45 The Phoenix Mills Limited INE211B01039
46 Reliance Industries Limited - Partly Paid Shares IN9002A01024
47 Prestige Estates Projects Limited INE811K01011
Total

DERIVATIVES
48 NIFTY 10200 Put Jun21**
Total

MONEY MARKET INSTRUMENTS

49 TREPS / Reverse Repo Investments / Corporate Debt Repo
Total

Cash & Cash Equivalent

Net Receivables/Payables
Total

GRAND TOTAL
Notes:
1 ** Non Traded in accordance with SEBI Regulations
2 Market value includes accrued interest
ies 2

Rating/Industry Quantity Market value % to Net Maturity Date

(Rs. In lakhs) Assets

Petroleum Products 26,698 454.96 5.53%

Finance 12,423 351.70 4.28%
Banks 32,952 351.22 4.27%
Finance 42,636 343.84 4.18%
Banks 23,418 318.59 3.87%
Finance 162,101 307.02 3.73%
Banks 85,290 299.75 3.64%
Petroleum Products 77,083 288.29 3.51%
Banks 67,387 274.03 3.33%
Finance 179,400 271.52 3.30%
Telecom - Services 48,095 269.26 3.27%
Consumer Non Durables 6,066 218.61 2.66%
Power 224,870 215.43 2.62%
Software 35,132 195.63 2.38%
Software 26,057 191.77 2.33%
Consumer Non Durables 13,190 185.54 2.26%
Consumer Non Durables 39,742 185.18 2.25%
Consumer Non Durables 8,461 184.45 2.24%
Pharmaceuticals 9,294 155.62 1.89%
Software 28,468 154.70 1.88%
Pharmaceuticals 3,871 152.71 1.86%
Fertilisers 16,947 128.08 1.56%
Auto 615 112.76 1.37%
Auto 1,745 101.88 1.24%
Auto Ancillaries 107,200 101.46 1.23%
Consumer Durables 41,060 97.99 1.19%
Consumer Durables 9,811 93.19 1.13%
Consumer Non Durables 4,833 81.55 0.99%
Telecom - Equipment & Accessories 72,601 79.93 0.97%
Cement 2,047 79.70 0.97%
Consumer Durables 12,741 69.62 0.85%
Cement 10,925 69.38 0.84%
Industrial Capital Goods 78,091 69.23 0.84%
Construction Project 7,054 66.57 0.81%
Ferrous Metals 20,366 66.54 0.81%
Transportation 15,671 65.49 0.80%
Consumer Durables 11,085 64.24 0.78%
Non - Ferrous Metals 42,723 62.46 0.76%
Non - Ferrous Metals 29,063 56.95 0.69%
Consumer Durables 11,322 56.57 0.69%
Pharmaceuticals 4,710 33.32 0.41%
Consumer Durables 14,706 24.99 0.30%
Chemicals 538 24.48 0.30%
Construction 1,879 16.29 0.20%
Construction 2,571 15.04 0.18%
Petroleum Products 1,779 14.19 0.17%
Construction 6,611 13.86 0.17%
7,035.58 85.53%

Index Options 78,825 759.32 9.23% 24-Jun-2021

759.32 9.23%

429.65 5.22% 01-Jul-2020

429.65 5.22%

(0.88) 0.02%
(0.88) 0.02%

8,223.67 100.00%
Put/Call Option

Sector/Rating Percent
Finance 15.49%
Banks 15.11%
Consumer Non Durables 10.40%
Index Options 9.23%
- Petroleum Products 9.21%
Software 6.59%
Consumer Durables 4.94%
Pharmaceuticals 4.16%
Telecom - Services 3.27%
Power 2.62%
Auto 2.61%
Cement 1.81%
Fertilisers 1.56%
Non - Ferrous Metals 1.45%
Auto Ancillaries 1.23%
Telecom - Equipment & Accessorie 0.97%
Industrial Capital Goods 0.84%
Construction Project 0.81%
Ferrous Metals 0.81%
Transportation 0.80%
Construction 0.55%
Chemicals 0.30%
Cash & Equivalent 5.24%
 DSP FMP Series 223 - 39M
Portfolio as on June 30, 2020

Sr. No. Name of Instrument ISIN Rating/Industry

DEBT INSTRUMENTS
BOND & NCD's
Listed / awaiting listing on the stock exchanges
1 Housing & Urban Development Corporation Limited** INE031A08566 ICRA AAA
2 Indian Railway Finance Corporation Limited** INE053F07AK6 CRISIL AAA
3 REC Limited** INE020B08AO4 CRISIL AAA
4 Export-Import Bank of India** INE514E08FD2 CRISIL AAA
5 Bajaj Housing Finance Limited** INE377Y07037 CRISIL AAA
6 Power Finance Corporation Limited** INE134E08JK6 CRISIL AAA
7 Axis Finance Limited** INE891K07358 CRISIL AAA
8 HDB Financial Services Limited** INE756I07BV3 CRISIL AAA
9 LIC Housing Finance Limited** INE115A07MX2 CRISIL AAA
10 LIC Housing Finance Limited** INE115A07MR4 CRISIL AAA
11 NTPC Limited** INE733E07KB4 CRISIL AAA
12 Power Grid Corporation of India Limited** INE752E07MN5 CRISIL AAA
13 Kotak Mahindra Prime Limited** INE916DA7PO3 CRISIL AAA
14 Axis Finance Limited** INE891K07382 CRISIL AAA
15 Reliance Industries Limited** INE002A08526 CRISIL AAA
16 Power Grid Corporation of India Limited** INE752E07NJ1 CRISIL AAA
17 Housing Development Finance Corporation Limited** INE001A07RN4 CRISIL AAA
Total

MONEY MARKET INSTRUMENTS

Commercial Paper
Listed / awaiting listing on the stock exchanges
18 Reliance Industries Limited** INE002A14EM8 CARE A1+
19 Reliance Industries Limited** INE002A14EY3 CARE A1+
Total

20 TREPS / Reverse Repo Investments / Corporate Debt Repo

Total

Mutual Funds
21 DSP Liquidity Fund - Direct - Growth INF740K01QL4
Total

Cash & Cash Equivalent

 Net Receivables/Payables
Total

GRAND TOTAL
Notes:
1 ** Non Traded in accordance with SEBI Regulations
2 Market value includes accrued interest
Quantity Market value % to Net Maturity Date Put/Call Option
(Rs. In lakhs) Assets

Sector/Rating
330 4,035.50 11.52% 15-Apr-2021 - CRISIL AAA
315 3,401.74 9.71% 15-Mar-2021 - ICRA AAA
330 3,396.01 9.69% 21-May-2021 - CARE A1+
325 3,380.86 9.65% 27-May-2021 - Mutual Funds
270 3,315.30 9.46% 04-May-2021 - Cash & Equivalent
300 3,157.24 9.01% 05-Apr-2021 -
220 2,700.61 7.71% 27-Apr-2021 -
190 2,332.34 6.66% 10-May-2021 -
160 1,964.08 5.61% 25-Mar-2021 -
170 1,775.24 5.07% 18-Feb-2021 -
110 1,146.60 3.27% 27-May-2021 -
103 1,076.14 3.07% 27-May-2021 -
100 955.72 2.73% 27-May-2021 -
70 859.03 2.45% 27-May-2021 -
38 399.21 1.14% 24-Dec-2020 -
22 234.27 0.67% 23-Dec-2020 -
5 53.03 0.15% 15-Dec-2020 -
34,182.92 97.57%

130 632.09 1.80% 02-Mar-2021

20 97.10 0.28% 15-Mar-2021
729.19 2.08%

49.31 0.14% 01-Jul-2020

49.31 0.14%

2,840 81.57 0.23%

81.57 0.23%
 (3.80) -0.02%
(3.80) -0.02%

35,039.19 100.00%
Percent
86.05%
11.52%
2.08%
0.23%
0.12%
 DSP FMP Series 224 - 39M
Portfolio as on June 30, 2020

Sr. No. Name of Instrument ISIN Rating/Industry

DEBT INSTRUMENTS
BOND & NCD's
Listed / awaiting listing on the stock exchanges
1 LIC Housing Finance Limited** INE115A07MX2 CRISIL AAA
2 Mahindra & Mahindra Financial Services Limited** INE774D07RX9 IND AAA
3 Indian Railway Finance Corporation Limited** INE053F07AK6 CRISIL AAA
4 ICICI Home Finance Company Limited** INE071G08940 ICRA AAA
5 Power Finance Corporation Limited** INE134E08JM2 CRISIL AAA
6 REC Limited** INE020B08AR7 CRISIL AAA
7 Housing & Urban Development Corporation Limited** INE031A08566 ICRA AAA
8 Small Industries Development Bank of India** INE556F08JD2 CARE AAA
9 Reliance Industries Limited** INE002A08526 CRISIL AAA
10 National Bank for Agriculture and Rural Development** INE261F08956 CRISIL AAA
11 Housing & Urban Development Corporation Limited** INE031A08590 IND AAA
12 HDB Financial Services Limited** INE756I07BV3 CRISIL AAA
13 Tata Capital Financial Services Limited** INE306N07KW6 ICRA AAA
14 Kotak Mahindra Prime Limited** INE916DA7PO3 CRISIL AAA
15 REC Limited** INE020B08AO4 CRISIL AAA
16 Small Industries Development Bank of India** INE556F08JA8 CARE AAA
17 Power Grid Corporation of India Limited** INE752E07NJ1 CRISIL AAA
Total

MONEY MARKET INSTRUMENTS

Certificate of Deposit
18 ICICI Bank Limited INE090A164W1 ICRA A1+
Total

Commercial Paper
Listed / awaiting listing on the stock exchanges
19 Reliance Industries Limited** INE002A14EY3 CARE A1+
20 Reliance Industries Limited** INE002A14EM8 CARE A1+
Total

21 TREPS / Reverse Repo Investments / Corporate Debt Repo

Total

Cash & Cash Equivalent

 Net Receivables/Payables
Total

GRAND TOTAL
Notes:
1 ** Non Traded in accordance with SEBI Regulations
2 Market value includes accrued interest
Quantity Market value % to Net Maturity Date Put/Call Option
(Rs. In lakhs) Assets

Sector/Rating
300 3,682.64 12.09% 25-Mar-2021 - CRISIL AAA
280 3,413.05 11.20% 27-May-2021 - ICRA AAA
300 3,239.75 10.63% 15-Mar-2021 - IND AAA
600 3,140.37 10.31% 27-May-2021 - CARE AAA
250 2,616.92 8.59% 15-Apr-2021 - CARE A1+
250 2,593.66 8.51% 17-Apr-2021 - ICRA A1+
170 2,078.89 6.82% 15-Apr-2021 - Cash & Equivalent
150 1,567.44 5.15% 15-Apr-2021 -
146 1,533.81 5.03% 24-Dec-2020 -
100 1,060.09 3.48% 01-Feb-2021 -
75 783.55 2.57% 05-Apr-2021 -
60 736.53 2.42% 10-May-2021 -
55 574.34 1.89% 26-Mar-2021 -
55 525.64 1.73% 27-May-2021 -
50 514.55 1.69% 21-May-2021 -
30 317.17 1.04% 10-Feb-2021 -
22 234.27 0.77% 23-Dec-2020 -
28,612.67 93.92%

270 264.62 0.87% 15-Jan-2021

264.62 0.87%

210 1,019.58 3.35% 15-Mar-2021

100 486.23 1.60% 02-Mar-2021
1,505.81 4.95%

82.89 0.27% 01-Jul-2020

82.89 0.27%
 (1.31) -0.01%
(1.31) -0.01%

30,464.68 100.00%
Percent
54.94%
19.02%
13.77%
6.19%
4.95%
0.87%
0.26%
 DSP FMP Series 226 - 39M
Portfolio as on June 30, 2020

Sr. No. Name of Instrument ISIN Rating/Industry

DEBT INSTRUMENTS
BOND & NCD's
Listed / awaiting listing on the stock exchanges
1 Mahindra & Mahindra Financial Services Limited** INE774D07RX9 IND AAA
2 ICICI Home Finance Company Limited** INE071G08940 ICRA AAA
3 Small Industries Development Bank of India** INE556F08JD2 CARE AAA
4 Indian Railway Finance Corporation Limited** INE053F07AK6 CRISIL AAA
5 Bajaj Finance Limited** INE296A07QJ0 CRISIL AAA
6 Power Finance Corporation Limited** INE134E08JM2 CRISIL AAA
7 REC Limited** INE020B08AO4 CRISIL AAA
8 Export-Import Bank of India** INE514E08FD2 CRISIL AAA
9 LIC Housing Finance Limited** INE115A07MX2 CRISIL AAA
10 Power Grid Corporation of India Limited** INE752E07KS8 CRISIL AAA
11 Housing & Urban Development Corporation Limited** INE031A08590 IND AAA
12 Reliance Industries Limited** INE002A08526 CRISIL AAA
13 Housing Development Finance Corporation Limited** INE001A07RN4 CRISIL AAA
14 REC Limited** INE020B08AS5 CRISIL AAA
15 Power Finance Corporation Limited** INE134E08DM5 CRISIL AAA
16 Power Grid Corporation of India Limited** INE752E07NJ1 CRISIL AAA
17 Tata Capital Financial Services Limited** INE306N07KW6 ICRA AAA
18 Power Grid Corporation of India Limited** INE752E07LU2 CRISIL AAA
Total

Unlisted
19 BENNETT, COLEMAN & CO. LIMITED** INE801J08019 CRISIL AAA
Total

MONEY MARKET INSTRUMENTS

Certificate of Deposit
20 ICICI Bank Limited INE090A164W1 ICRA A1+
Total

Commercial Paper
Listed / awaiting listing on the stock exchanges
21 Reliance Industries Limited** INE002A14EY3 CARE A1+
22 Reliance Industries Limited** INE002A14EM8 CARE A1+
Total
 23 TREPS / Reverse Repo Investments / Corporate Debt Repo
Total

Mutual Funds
24 DSP Liquidity Fund - Direct - Growth INF740K01QL4
Total

Cash & Cash Equivalent

Net Receivables/Payables
Total

GRAND TOTAL
Notes:
1 ** Non Traded in accordance with SEBI Regulations
2 Market value includes accrued interest
Quantity Market value % to Net Maturity Date Put/Call Option
(Rs. In lakhs) Assets

Sector/Rating
500 6,094.73 11.79% 27-May-2021 - CRISIL AAA
1,000 5,233.96 10.12% 27-May-2021 - IND AAA
500 5,224.81 10.10% 15-Apr-2021 - ICRA AAA
476 5,140.40 9.94% 15-Mar-2021 - CARE AAA
350 4,266.68 8.25% 15-Apr-2021 - CARE A1+
400 4,187.08 8.10% 15-Apr-2021 - ICRA A1+
400 4,116.38 7.96% 21-May-2021 - Mutual Funds
353 3,672.13 7.10% 27-May-2021 - Cash & Equivalent
290 3,559.89 6.88% 25-Mar-2021 -
250 2,602.67 5.03% 20-May-2021 -
150 1,567.10 3.03% 05-Apr-2021 -
107 1,124.10 2.17% 24-Dec-2020 -
95 1,007.60 1.95% 15-Dec-2020 -
63 658.35 1.27% 15-Mar-2021 -
45 474.19 0.92% 15-Apr-2021 -
32 340.76 0.66% 23-Dec-2020 -
20 208.85 0.40% 26-Mar-2021 -
15 161.59 0.31% 20-Oct-2020 -
49,641.27 95.98%

60 617.41 1.19% 26-Apr-2021 -

617.41 1.19%

550 539.03 1.04% 15-Jan-2021

539.03 1.04%

100 485.51 0.94% 15-Mar-2021

75 364.67 0.71% 02-Mar-2021
850.18 1.65%
 18.89 0.04% 01-Jul-2020
18.89 0.04%

1,894 54.38 0.11%

54.38 0.11%

(7.98) -0.01%
(7.98) -0.01%

51,713.18 100.00%
Percent
61.73%
14.82%
10.52%
10.10%
1.65%
1.04%
0.11%
0.03%
 DSP FMP Series 227 - 39M
Portfolio as on June 30, 2020

Sr. No. Name of Instrument ISIN Rating/Industry

DEBT INSTRUMENTS
BOND & NCD's
Listed / awaiting listing on the stock exchanges
1 Mahindra & Mahindra Financial Services Limited** INE774D07RX9 IND AAA
2 L & T Finance Limited** INE027E07634 CARE AAA
3 Power Finance Corporation Limited** INE134E08JM2 CRISIL AAA
4 Indian Railway Finance Corporation Limited** INE053F07AK6 CRISIL AAA
5 Small Industries Development Bank of India** INE556F08JD2 CARE AAA
6 Export-Import Bank of India** INE514E08FD2 CRISIL AAA
7 REC Limited** INE020B08AO4 CRISIL AAA
8 ICICI Home Finance Company Limited** INE071G08940 ICRA AAA
9 LIC Housing Finance Limited** INE115A07JK5 CRISIL AAA
10 Housing & Urban Development Corporation Limited** INE031A08590 IND AAA
11 LIC Housing Finance Limited** INE115A07JG3 CRISIL AAA
12 Power Grid Corporation of India Limited** INE752E07LU2 CRISIL AAA
13 Tata Capital Financial Services Limited** INE306N07KW6 ICRA AAA
14 Reliance Industries Limited** INE002A08526 CRISIL AAA
15 Power Grid Corporation of India Limited** INE752E07NJ1 CRISIL AAA
16 Housing Development Finance Corporation Limited** INE001A07RN4 CRISIL AAA
17 REC Limited** INE020B08AS5 CRISIL AAA
Total

Unlisted
18 BENNETT, COLEMAN & CO. LIMITED** INE801J08019 CRISIL AAA
Total

MONEY MARKET INSTRUMENTS

Commercial Paper
Listed / awaiting listing on the stock exchanges
19 Reliance Industries Limited** INE002A14EM8 CARE A1+
20 Reliance Industries Limited** INE002A14EY3 CARE A1+
21 National Bank for Agriculture and Rural Development** INE261F14GR3 IND A1+
Total

22 TREPS / Reverse Repo Investments / Corporate Debt Repo

Total
 Cash & Cash Equivalent
Net Receivables/Payables
Total

GRAND TOTAL
Notes:
1 ** Non Traded in accordance with SEBI Regulations
2 Market value includes accrued interest
Quantity Market value % to Net Maturity Date Put/Call Option
(Rs. In lakhs) Assets

Sector/Rating
150 1,828.42 10.57% 27-May-2021 - CRISIL AAA
60 1,817.69 10.51% 08-Apr-2021 - CARE AAA
170 1,779.51 10.29% 15-Apr-2021 - IND AAA
159 1,717.07 9.93% 15-Mar-2021 - ICRA AAA
150 1,567.44 9.06% 15-Apr-2021 - CARE A1+
150 1,560.40 9.02% 27-May-2021 - IND A1+
145 1,492.19 8.63% 21-May-2021 - Cash & Equivalent
240 1,256.15 7.26% 27-May-2021 -
100 1,040.85 6.02% 10-May-2021 -
65 679.07 3.93% 05-Apr-2021 -
50 521.28 3.01% 28-Dec-2020 -
20 215.46 1.25% 20-Oct-2020 -
20 208.85 1.21% 26-Mar-2021 -
15 157.58 0.91% 24-Dec-2020 -
10 106.49 0.62% 23-Dec-2020 -
10 106.06 0.61% 15-Dec-2020 -
5 52.25 0.30% 15-Mar-2021 -
16,106.76 93.13%

35 360.15 2.08% 26-Apr-2021 -

360.15 2.08%

115 559.16 3.23% 02-Mar-2021

30 145.65 0.84% 15-Mar-2021
20 97.42 0.56% 10-Mar-2021
802.23 4.63%

34.62 0.20% 01-Jul-2020

34.62 0.20%
 (4.50) -0.04%
(4.50) -0.04%

17,299.26 100.00%
Percent
52.67%
19.57%
14.50%
8.47%
4.07%
0.56%
0.16%
 DSP FMP Series 232 - 36M
Portfolio as on June 30, 2020

Sr. No. Name of Instrument ISIN Rating/Industry

DEBT INSTRUMENTS
BOND & NCD's
Listed / awaiting listing on the stock exchanges
1 Indian Railway Finance Corporation Limited** INE053F07AK6 CRISIL AAA
2 Reliance Industries Limited** INE002A08526 CRISIL AAA
3 REC Limited** INE020B08AS5 CRISIL AAA
4 Bajaj Housing Finance Limited** INE377Y07045 CRISIL AAA
5 ICICI Home Finance Company Limited** INE071G08940 ICRA AAA
6 Export-Import Bank of India** INE514E08FD2 CRISIL AAA
7 Kotak Mahindra Prime Limited** INE916DA7PO3 CRISIL AAA
8 Housing & Urban Development Corporation Limited** INE031A08590 IND AAA
9 Small Industries Development Bank of India** INE556F08JD2 CARE AAA
10 L & T Finance Limited** INE027E07634 CARE AAA
11 Mahindra & Mahindra Financial Services Limited** INE774D07SB3 IND AAA
12 Mahindra & Mahindra Financial Services Limited** INE774D07RX9 IND AAA
13 LIC Housing Finance Limited** INE115A07NN1 CRISIL AAA
14 Power Grid Corporation of India Limited** INE752E07MN5 CRISIL AAA
15 Tata Capital Financial Services Limited** INE306N07KW6 ICRA AAA
16 Power Finance Corporation Limited** INE134E08JM2 CRISIL AAA
17 Housing Development Finance Corporation Limited** INE001A07RN4 CRISIL AAA
18 Power Grid Corporation of India Limited** INE752E07NJ1 CRISIL AAA
Total

Unlisted
19 BENNETT, COLEMAN & CO. LIMITED** INE801J08019 CRISIL AAA
Total

MONEY MARKET INSTRUMENTS

Certificate of Deposit
20 Small Industries Development Bank of India** INE556F16838 CARE A1+
21 ICICI Bank Limited INE090A164W1 ICRA A1+
Total

Commercial Paper
Listed / awaiting listing on the stock exchanges
22 National Bank for Agriculture and Rural Development** INE261F14GR3 IND A1+
23 Reliance Industries Limited** INE002A14EY3 CARE A1+
 Total

24 TREPS / Reverse Repo Investments / Corporate Debt Repo

Total

Cash & Cash Equivalent

Net Receivables/Payables
Total

GRAND TOTAL
Notes:
1 ** Non Traded in accordance with SEBI Regulations
2 Market value includes accrued interest
Quantity Market value % to Net Maturity Date Put/Call Option
(Rs. In lakhs) Assets

Sector/Rating
305 3,293.74 9.70% 15-Mar-2021 - CRISIL AAA
305 3,204.20 9.44% 24-Dec-2020 - IND AAA
300 3,134.98 9.23% 15-Mar-2021 - ICRA AAA
280 2,880.43 8.48% 04-Jun-2021 - CARE AAA
540 2,826.34 8.32% 27-May-2021 - CARE A1+
270 2,808.71 8.27% 27-May-2021 - IND A1+
275 2,628.22 7.74% 27-May-2021 - ICRA A1+
225 2,350.64 6.92% 05-Apr-2021 - Cash & Equivalent
133 1,389.80 4.09% 15-Apr-2021 -
40 1,211.80 3.57% 08-Apr-2021 -
90 931.18 2.74% 19-Apr-2021 -
70 853.26 2.51% 27-May-2021 -
50 535.55 1.58% 03-Dec-2020 -
40 417.92 1.23% 27-May-2021 -
40 417.70 1.23% 26-Mar-2021 -
30 314.03 0.92% 15-Apr-2021 -
20 212.13 0.62% 15-Dec-2020 -
10 106.49 0.31% 23-Dec-2020 -
29,517.12 86.90%

270 2,778.33 8.18% 26-Apr-2021 -

2,778.33 8.18%

530 516.61 1.52% 12-Mar-2021

450 441.03 1.30% 15-Jan-2021
957.64 2.82%

110 535.80 1.58% 10-Mar-2021

30 145.65 0.43% 15-Mar-2021
 681.45 2.01%

40.92 0.12% 01-Jul-2020

40.92 0.12%

(17.47) -0.03%
(17.47) -0.03%

33,957.99 100.00%
Percent
65.70%
12.17%
9.55%
7.66%
1.95%
1.58%
1.30%
0.09%
 DSP FMP Series 233 - 36M
Portfolio as on June 30, 2020

Sr. No. Name of Instrument ISIN Rating/Industry

DEBT INSTRUMENTS
BOND & NCD's
Listed / awaiting listing on the stock exchanges
1 Indian Railway Finance Corporation Limited** INE053F07AK6 CRISIL AAA
2 National Bank for Agriculture and Rural Development** INE261F08956 CRISIL AAA
3 L & T Finance Limited** INE027E07642 CARE AAA
4 Mahindra & Mahindra Financial Services Limited** INE774D07SB3 IND AAA
5 Bajaj Housing Finance Limited** INE377Y07037 CRISIL AAA
6 Housing & Urban Development Corporation Limited** INE031A08590 IND AAA
7 Small Industries Development Bank of India** INE556F08JD2 CARE AAA
8 Reliance Industries Limited** INE002A08526 CRISIL AAA
9 REC Limited** INE020B08AO4 CRISIL AAA
10 REC Limited** INE020B08AS5 CRISIL AAA
11 Power Finance Corporation Limited** INE134E08DQ6 CRISIL AAA
12 Power Finance Corporation Limited** INE134E08ID3 CRISIL AAA
13 Small Industries Development Bank of India** INE556F08JF7 CARE AAA
14 Tata Capital Financial Services Limited** INE306N07KW6 ICRA AAA
15 ICICI Home Finance Company Limited** INE071G08940 ICRA AAA
16 Housing Development Finance Corporation Limited INE001A07RC7 CRISIL AAA
17 Reliance Industries Limited** INE110L07112 CRISIL AAA
18 REC Limited** INE020B08BN4 CRISIL AAA
19 REC Limited** INE020B08AR7 CRISIL AAA
20 Power Grid Corporation of India Limited** INE752E07MN5 CRISIL AAA
Total

Unlisted
21 BENNETT, COLEMAN & CO. LIMITED** INE801J08019 CRISIL AAA
Total

MONEY MARKET INSTRUMENTS

Commercial Paper
Listed / awaiting listing on the stock exchanges
22 Reliance Industries Limited** INE002A14EY3 CARE A1+
23 National Bank for Agriculture and Rural Development** INE261F14GR3 IND A1+
Total

24 TREPS / Reverse Repo Investments / Corporate Debt Repo

 Total

Cash & Cash Equivalent

Net Receivables/Payables
Total

GRAND TOTAL
Notes:
1 ** Non Traded in accordance with SEBI Regulations
2 Market value includes accrued interest
Quantity Market value % to Net Maturity Date Put/Call Option
(Rs. In lakhs) Assets

Sector/Rating
281 3,034.56 9.28% 15-Mar-2021 - CRISIL AAA
270 2,862.23 8.75% 01-Feb-2021 - CARE AAA
108 2,802.38 8.57% 21-Jun-2021 - IND AAA
270 2,793.55 8.54% 19-Apr-2021 - ICRA AAA
200 2,455.78 7.51% 04-May-2021 - CARE A1+
235 2,455.12 7.51% 05-Apr-2021 - IND A1+
217 2,267.57 6.93% 15-Apr-2021 - Cash & Equivalent
180 1,891.00 5.78% 24-Dec-2020 -
145 1,492.19 4.56% 21-May-2021 -
125 1,306.24 3.99% 15-Mar-2021 -
123 1,289.53 3.94% 29-Jun-2021 -
100 1,041.34 3.18% 27-Apr-2021 -
94 981.94 3.00% 21-Jun-2021 -
65 678.77 2.08% 26-Mar-2021 -
120 628.07 1.92% 27-May-2021 -
3 317.54 0.97% 17-Nov-2020 -
30 312.08 0.95% 15-Jun-2021 -
25 258.71 0.79% 18-Jun-2021 -
16 165.99 0.51% 17-Apr-2021 -
10 104.48 0.32% 27-May-2021 -
29,139.07 89.08%

273 2,809.20 8.59% 26-Apr-2021 -

2,809.20 8.59%

90 436.96 1.34% 15-Mar-2021

40 194.83 0.60% 10-Mar-2021
631.79 1.94%

137.44 0.42% 01-Jul-2020

 137.44 0.42%

(15.09) -0.03%
(15.09) -0.03%

32,702.41 100.00%
Percent
59.12%
18.50%
16.05%
4.00%
1.34%
0.60%
0.39%
 DSP FMP Series 235 - 36M
Portfolio as on June 30, 2020

Sr. No. Name of Instrument ISIN Rating/Industry

DEBT INSTRUMENTS
BOND & NCD's
Listed / awaiting listing on the stock exchanges
1 Small Industries Development Bank of India** INE556F08JF7 CARE AAA
2 Housing Development Finance Corporation Limited INE001A07RC7 CRISIL AAA
3 Bajaj Housing Finance Limited** INE377Y07037 CRISIL AAA
4 Mahindra & Mahindra Financial Services Limited** INE774D07SB3 IND AAA
5 REC Limited** INE020B08AW7 CRISIL AAA
6 Kotak Mahindra Prime Limited** INE916DA7PO3 CRISIL AAA
7 Indian Railway Finance Corporation Limited** INE053F09HR2 CRISIL AAA
8 Reliance Industries Limited** INE110L07112 CRISIL AAA
9 Reliance Industries Limited** INE002A08526 CRISIL AAA
10 Export-Import Bank of India** INE514E08FD2 CRISIL AAA
11 National Bank for Agriculture and Rural Development** INE261F08956 CRISIL AAA
12 Axis Finance Limited** INE891K07382 CRISIL AAA
13 Indian Railway Finance Corporation Limited** INE053F07AK6 CRISIL AAA
14 Indian Railway Finance Corporation Limited** INE053F09HO9 CRISIL AAA
15 REC Limited** INE020B08AR7 CRISIL AAA
16 Tata Capital Financial Services Limited** INE306N07KW6 ICRA AAA
17 REC Limited** INE020B08AS5 CRISIL AAA
18 NTPC Limited** INE733E07KB4 CRISIL AAA
19 Power Finance Corporation Limited** INE134E08DQ6 CRISIL AAA
20 UltraTech Cement Limited** INE481G08057 CRISIL AAA
21 Power Grid Corporation of India Limited** INE752E07MN5 CRISIL AAA
22 Power Grid Corporation of India Limited** INE752E07NJ1 CRISIL AAA
Total

Unlisted
23 BENNETT, COLEMAN & CO. LIMITED** INE801J08019 CRISIL AAA
Total

MONEY MARKET INSTRUMENTS

Certificate of Deposit
24 ICICI Bank Limited** INE090A161W7 ICRA A1+
Total

Commercial Paper
 Listed / awaiting listing on the stock exchanges
25 National Bank for Agriculture and Rural Development** INE261F14GR3 IND A1+
Total

26 TREPS / Reverse Repo Investments / Corporate Debt Repo

Total

Mutual Funds
27 DSP Liquidity Fund - Direct - Growth INF740K01QL4
Total

Cash & Cash Equivalent

Net Receivables/Payables
Total

GRAND TOTAL
Notes:
1 ** Non Traded in accordance with SEBI Regulations
2 Market value includes accrued interest
Quantity Market value % to Net Maturity Date Put/Call Option
(Rs. In lakhs) Assets

Sector/Rating
375 3,917.31 9.53% 21-Jun-2021 - CRISIL AAA
35 3,704.69 9.01% 17-Nov-2020 - CARE AAA
300 3,683.67 8.96% 04-May-2021 - IND AAA
340 3,517.81 8.56% 19-Apr-2021 - IND A1+
340 3,506.10 8.53% 15-Jun-2021 - ICRA AAA
340 3,249.44 7.90% 27-May-2021 - ICRA A1+
252 2,696.12 6.56% 31-May-2021 - Mutual Funds
205 2,132.52 5.19% 15-Jun-2021 - Cash & Equivalent
186 1,954.03 4.75% 24-Dec-2020 -
162 1,685.23 4.10% 27-May-2021 -
130 1,378.11 3.35% 01-Feb-2021 -
110 1,349.90 3.28% 27-May-2021 -
76 820.74 2.00% 15-Mar-2021 -
55 585.01 1.42% 10-May-2021 -
40 414.99 1.01% 17-Apr-2021 -
35 365.49 0.89% 26-Mar-2021 -
25 261.25 0.64% 15-Mar-2021 -
25 260.59 0.63% 27-May-2021 -
22 230.65 0.56% 29-Jun-2021 -
20 222.36 0.54% 07-Jun-2021 -
20 208.96 0.51% 27-May-2021 -
4 42.59 0.10% 23-Dec-2020 -
36,187.56 88.02%

340 3,498.64 8.51% 26-Apr-2021 -

3,498.64 8.51%

50 49.19 0.12% 18-Dec-2020

49.19 0.12%
260 1,266.42 3.08% 10-Mar-2021
1,266.42 3.08%

96.53 0.23% 01-Jul-2020

96.53 0.23%

947 27.19 0.07%

27.19 0.07%

(10.92) -0.03%
(10.92) -0.03%

41,114.61 100.00%
Percent
77.55%
9.53%
8.56%
3.08%
0.89%
0.12%
0.07%
0.20%
 DSP FMP Series 236 - 36M
Portfolio as on June 30, 2020

Sr. No. Name of Instrument ISIN Rating/Industry

DEBT INSTRUMENTS
BOND & NCD's
Listed / awaiting listing on the stock exchanges
1 Reliance Industries Limited** INE002A08526 CRISIL AAA
2 Kotak Mahindra Prime Limited** INE916DA7PO3 CRISIL AAA
3 Small Industries Development Bank of India** INE556F08JF7 CARE AAA
4 National Bank for Agriculture and Rural Development INE261F08AL1 CRISIL AAA
5 LIC Housing Finance Limited** INE115A07LX4 CRISIL AAA
6 Bajaj Housing Finance Limited** INE377Y07060 CRISIL AAA
7 Axis Finance Limited** INE891K07382 CRISIL AAA
8 Power Grid Corporation of India Limited** INE752E07JU6 CRISIL AAA
9 NHPC Limited** INE848E07815 IND AAA
10 REC Limited** INE020B08AO4 CRISIL AAA
11 Mahindra & Mahindra Financial Services Limited** INE774D07SB3 IND AAA
12 REC Limited** INE020B07IW2 CRISIL AAA
13 REC Limited** INE020B08AS5 CRISIL AAA
14 Indian Railway Finance Corporation Limited** INE053F09HO9 CRISIL AAA
15 Indian Railway Finance Corporation Limited** INE053F09HR2 CRISIL AAA
16 L & T Finance Limited** INE027E07642 CARE AAA
17 Indian Railway Finance Corporation Limited** INE053F07AK6 CRISIL AAA
18 Tata Capital Financial Services Limited** INE306N07KW6 ICRA AAA
19 REC Limited** INE020B08AR7 CRISIL AAA
20 REC Limited** INE020B08AW7 CRISIL AAA
Total

Unlisted
21 BENNETT, COLEMAN & CO. LIMITED** INE801J08019 CRISIL AAA
Total

MONEY MARKET INSTRUMENTS

Commercial Paper
Listed / awaiting listing on the stock exchanges
22 Reliance Industries Limited** INE002A14EM8 CARE A1+
Total

23 TREPS / Reverse Repo Investments / Corporate Debt Repo

Total
 Cash & Cash Equivalent
Net Receivables/Payables
Total

GRAND TOTAL
Notes:
1 ** Non Traded in accordance with SEBI Regulations
2 Market value includes accrued interest
Quantity Market value % to Net Maturity Date Put/Call Option
(Rs. In lakhs) Assets

Sector/Rating
229 2,405.77 9.68% 24-Dec-2020 - CRISIL AAA
250 2,389.29 9.62% 27-May-2021 - CARE AAA
217 2,266.82 9.13% 21-Jun-2021 - IND AAA
200 2,239.49 9.02% 19-Jul-2021 - ICRA AAA
200 2,192.05 8.82% 29-Jul-2021 - CARE A1+
190 2,111.67 8.50% 06-Jul-2021 - Cash & Equivalent
140 1,718.06 6.92% 27-May-2021 -
120 1,574.31 6.34% 28-Jun-2021 -
910 1,022.44 4.12% 14-Jul-2021 -
80 823.28 3.31% 21-May-2021 -
70 724.25 2.92% 19-Apr-2021 -
55 623.70 2.51% 17-Jul-2021 -
58 606.10 2.44% 15-Mar-2021 -
51 542.46 2.18% 10-May-2021 -
50 534.94 2.15% 31-May-2021 -
12 311.38 1.25% 21-Jun-2021 -
25 269.98 1.09% 15-Mar-2021 -
15 156.64 0.63% 26-Mar-2021 -
10 103.75 0.42% 17-Apr-2021 -
10 103.12 0.42% 15-Jun-2021 -
22,719.50 91.47%

200 2,058.02 8.28% 26-Apr-2021 -

2,058.02 8.28%

10 48.62 0.20% 02-Mar-2021

48.62 0.20%

22.03 0.09% 01-Jul-2020

22.03 0.09%
 (7.11) -0.04%
(7.11) -0.04%

24,841.06 100.00%
Percent
81.70%
10.38%
7.04%
0.63%
0.20%
0.05%
 DSP FMP Series 237 - 36M
Portfolio as on June 30, 2020

Sr. No. Name of Instrument ISIN Rating/Industry

DEBT INSTRUMENTS
BOND & NCD's
Listed / awaiting listing on the stock exchanges
1 Kotak Mahindra Prime Limited** INE916DA7PR6 CRISIL AAA
2 Axis Finance Limited** INE891K07432 IND AAA
3 Indian Railway Finance Corporation Limited** INE053F07AK6 CRISIL AAA
4 NHPC Limited** INE848E07815 IND AAA
5 Reliance Industries Limited** INE002A08526 CRISIL AAA
6 LIC Housing Finance Limited** INE115A07LX4 CRISIL AAA
7 Small Industries Development Bank of India** INE556F08JF7 CARE AAA
8 REC Limited** INE020B08AS5 CRISIL AAA
9 Bajaj Housing Finance Limited** INE377Y07060 CRISIL AAA
10 Tata Capital Financial Services Limited** INE306N07KW6 ICRA AAA
11 NTPC Limited** INE733E07KB4 CRISIL AAA
12 Power Grid Corporation of India Limited** INE752E07JU6 CRISIL AAA
13 Power Grid Corporation of India Limited** INE752E07LU2 CRISIL AAA
Total

Unlisted
14 BENNETT, COLEMAN & CO. LIMITED** INE801J08019 CRISIL AAA
Total

MONEY MARKET INSTRUMENTS

15 TREPS / Reverse Repo Investments / Corporate Debt Repo
Total

Mutual Funds
16 DSP Liquidity Fund - Direct - Growth INF740K01QL4
Total

Cash & Cash Equivalent

Net Receivables/Payables
Total

GRAND TOTAL
Notes:
1 ** Non Traded in accordance with SEBI Regulations
2 Market value includes accrued interest
Quantity Market value % to Net Maturity Date Put/Call Option
(Rs. In lakhs) Assets

Sector/Rating
105 1,290.57 9.83% 06-Jul-2021 - CRISIL AAA
105 1,265.83 9.64% 06-Jul-2021 - IND AAA
115 1,241.90 9.46% 15-Mar-2021 - CARE AAA
1,090 1,224.69 9.33% 14-Jul-2021 - ICRA AAA
115 1,208.14 9.20% 24-Dec-2020 - Mutual Funds
110 1,205.63 9.18% 29-Jul-2021 - Cash & Equivalent
113 1,180.42 8.99% 21-Jun-2021 -
110 1,149.49 8.75% 15-Mar-2021 -
100 1,111.41 8.46% 06-Jul-2021 -
25 261.06 1.99% 26-Mar-2021 -
25 260.59 1.98% 27-May-2021 -
6 78.72 0.60% 28-Jun-2021 -
5 53.86 0.41% 20-Oct-2020 -
11,532.31 87.82%

110 1,131.91 8.62% 26-Apr-2021 -

1,131.91 8.62%

388.20 2.96% 01-Jul-2020

388.20 2.96%

2,840 81.57 0.62%

81.57 0.62%

(2.56) -0.02%
(2.56) -0.02%

13,131.43 100.00%
Percent
66.49%
18.97%
8.99%
1.99%
0.62%
2.94%
 DSP FMP Series 238 - 36M
Portfolio as on June 30, 2020

Sr. No. Name of Instrument ISIN Rating/Industry

DEBT INSTRUMENTS
BOND & NCD's
Listed / awaiting listing on the stock exchanges
1 Fullerton India Home Finance Company Limited** INE213W07079 CARE AAA
2 Indostar Capital Finance Limited** INE896L07447 CARE AA-
3 IIFL Home Finance Limited** INE477L07883 CRISIL AA
4 Small Industries Development Bank of India** INE556F08JF7 CARE AAA
5 Muthoot Finance Limited** INE414G07CS7 CRISIL AA
6 Reliance Industries Limited** INE110L07120 CRISIL AAA
7 Adani Ports and Special Economic Zone Limited** INE742F07452 ICRA AA+
8 Indian Railway Finance Corporation Limited** INE053F09HR2 CRISIL AAA
9 Vedanta Limited** INE205A07147 CRISIL AA
10 Tata Motors Limited** INE155A08282 CARE AA-
11 Coastal Gujarat Power Limited** INE295J08048 CARE AA(CE)
12 REC Limited** INE020B08BN4 CRISIL AAA
13 REC Limited** INE020B08AS5 CRISIL AAA
14 Bajaj Housing Finance Limited** INE377Y07060 CRISIL AAA
15 Crompton Greaves Consumer Electricals Limited** INE299U07031 CRISIL AA+
16 Tata Capital Financial Services Limited** INE306N07KW6 ICRA AAA
17 Tata Motors Limited** INE155A08365 CARE AA-
18 REC Limited** INE020B07IW2 CRISIL AAA
Total

Unlisted
19 BENNETT, COLEMAN & CO. LIMITED** INE801J08019 CRISIL AAA
Total

MONEY MARKET INSTRUMENTS

20 TREPS / Reverse Repo Investments / Corporate Debt Repo
Total

Cash & Cash Equivalent

Net Receivables/Payables
Total

GRAND TOTAL
Notes:
1 ** Non Traded in accordance with SEBI Regulations
2 Market value includes accrued interest
Quantity Market value % to Net Maturity Date Put/Call Option
(Rs. In lakhs) Assets

Sector/Rating
360 4,375.93 10.04% 29-Jul-2021 - CRISIL AA
36 4,344.35 9.97% 15-Apr-2021 - CRISIL AAA
360 4,179.62 9.59% 26-Jul-2021 - CARE AAA
395 4,126.23 9.47% 21-Jun-2021 - CARE AA-
365 4,039.51 9.27% 26-Jul-2021 - ICRA AA+
360 4,030.28 9.25% 16-Jul-2021 - CARE AA(CE)
380 3,927.82 9.01% 15-Jun-2021 - CRISIL AA+
348 3,723.22 8.55% 31-May-2021 - ICRA AAA
370 3,522.58 8.08% 15-Jun-2021 - Cash & Equivalent
200 2,036.57 4.67% 26-May-2021 -
200 2,034.62 4.67% 14-Jun-2021 -
120 1,241.81 2.85% 18-Jun-2021 -
67 700.15 1.61% 15-Mar-2021 -
40 444.56 1.02% 06-Jul-2021 -
30 308.41 0.71% 24-Jun-2021 -
16 167.08 0.38% 26-Mar-2021 -
10 106.96 0.25% 29-Jun-2021 -
2 22.68 0.05% 17-Jul-2021 -
43,332.38 99.44%

26 267.54 0.61% 26-Apr-2021 -

267.54 0.61%

28.33 0.07% 01-Jul-2020

28.33 0.07%

(58.25) -0.12%
(58.25) -0.12%

43,570.00 100.00%
Percent
26.94%
23.94%
19.51%
14.89%
9.01%
4.67%
0.71%
0.38%
-0.05%
 DSP FMP Series 239 - 36M
Portfolio as on June 30, 2020

Sr. No. Name of Instrument ISIN Rating/Industry

DEBT INSTRUMENTS
BOND & NCD's
Listed / awaiting listing on the stock exchanges
1 Fullerton India Home Finance Company Limited** INE213W07079 CARE AAA
2 Indostar Capital Finance Limited** INE896L07447 CARE AA-
3 IIFL Home Finance Limited** INE477L07883 CRISIL AA
4 Reliance Industries Limited** INE110L07120 CRISIL AAA
5 Muthoot Finance Limited** INE414G07CS7 CRISIL AA
6 Adani Ports and Special Economic Zone Limited** INE742F07452 ICRA AA+
7 REC Limited** INE020B08BN4 CRISIL AAA
8 Vedanta Limited** INE205A07147 CRISIL AA
9 Small Industries Development Bank of India** INE556F08JF7 CARE AAA
10 Bharti Airtel Limited INE397D08037 CRISIL AA
11 Tata Motors Limited** INE155A08282 CARE AA-
12 Coastal Gujarat Power Limited** INE295J08048 CARE AA(CE)
13 Indian Railway Finance Corporation Limited** INE053F09HO9 CRISIL AAA
14 Fullerton India Credit Company Ltd** INE535H07AF8 CARE AAA
15 REC Limited** INE020B08AS5 CRISIL AAA
16 Tata Capital Financial Services Limited** INE306N07KW6 ICRA AAA
17 REC Limited** INE020B07IW2 CRISIL AAA
Total

MONEY MARKET INSTRUMENTS

18 TREPS / Reverse Repo Investments / Corporate Debt Repo
Total

Mutual Funds
19 DSP Liquidity Fund - Direct - Growth INF740K01QL4
Total

Cash & Cash Equivalent

Net Receivables/Payables
Total

GRAND TOTAL
Notes:
1 ** Non Traded in accordance with SEBI Regulations
2 Market value includes accrued interest
Quantity Market value % to Net Maturity Date Put/Call Option
(Rs. In lakhs) Assets

Sector/Rating
90 1,093.98 9.52% 29-Jul-2021 - CRISIL AA
9 1,086.09 9.45% 15-Apr-2021 - CRISIL AAA
90 1,044.90 9.09% 26-Jul-2021 - CARE AAA
90 1,007.57 8.76% 16-Jul-2021 - CARE AA-
90 996.04 8.66% 26-Jul-2021 - ICRA AA+
90 930.27 8.09% 15-Jun-2021 - CARE AA(CE)
85 879.62 7.65% 18-Jun-2021 - Mutual Funds
90 856.84 7.45% 15-Jun-2021 - ICRA AAA
77 804.35 7.00% 21-Jun-2021 - Cash & Equivalent
60 624.29 5.43% 20-Apr-2021 -
60 610.97 5.31% 26-May-2021 -
50 508.66 4.42% 14-Jun-2021 -
38 404.19 3.52% 10-May-2021 -
30 314.76 2.74% 08-Jun-2021 -
17 177.65 1.55% 15-Mar-2021 -
5 52.21 0.45% 26-Mar-2021 -
2 22.68 0.20% 17-Jul-2021 -
11,415.07 99.29%

43.02 0.37% 01-Jul-2020

43.02 0.37%

1,894 54.38 0.47%

54.38 0.47%

(15.65) -0.13%
(15.65) -0.13%

11,496.82 100.00%
Percent
30.63%
21.68%
19.26%
14.76%
8.09%
4.42%
0.47%
0.45%
0.24%
 DSP FMP Series 241 - 36M
Portfolio as on June 30, 2020

Sr. No. Name of Instrument ISIN Rating/Industry

DEBT INSTRUMENTS
BOND & NCD's
Listed / awaiting listing on the stock exchanges
1 Reliance Industries Limited** INE110L07120 CRISIL AAA
2 Muthoot Finance Limited** INE414G07CS7 CRISIL AA
3 IIFL Home Finance Limited** INE477L07883 CRISIL AA
4 Vedanta Limited** INE205A07147 CRISIL AA
5 Adani Ports and Special Economic Zone Limited** INE742F07452 ICRA AA+
6 Talwandi Sabo Power Ltd** INE694L07123 CRISIL AA(CE)
7 ECL Finance Limited** INE804I074Y7 ICRA A+
8 Fullerton India Home Finance Company Limited** INE213W07079 CARE AAA
9 Tata Motors Limited** INE155A08365 CARE AA-
10 Power Finance Corporation Limited INE134E08IH4 CRISIL AAA
11 Bharti Airtel Limited INE397D08037 CRISIL AA
12 Tata Motors Limited** INE155A08282 CARE AA-
13 Fullerton India Credit Company Ltd** INE535H07AF8 CARE AAA
14 Crompton Greaves Consumer Electricals Limited** INE299U07031 CRISIL AA+
15 REC Limited** INE020B08BN4 CRISIL AAA
16 Tata Capital Financial Services Limited** INE306N07KW6 ICRA AAA
17 Indostar Capital Finance Limited** INE896L07447 CARE AA-
18 REC Limited** INE020B08AS5 CRISIL AAA
Total

MONEY MARKET INSTRUMENTS

19 TREPS / Reverse Repo Investments / Corporate Debt Repo
Total

Cash & Cash Equivalent

Net Receivables/Payables
Total

GRAND TOTAL
Notes:
1 ** Non Traded in accordance with SEBI Regulations
2 Market value includes accrued interest
Quantity Market value % to Net Maturity Date Put/Call Option
(Rs. In lakhs) Assets

Sector/Rating
390 4,366.13 9.65% 16-Jul-2021 - CRISIL AA
380 4,205.52 9.30% 26-Jul-2021 - CRISIL AAA
350 4,063.52 8.98% 26-Jul-2021 - CARE AAA
425 4,046.21 8.94% 15-Jun-2021 - CARE AA-
380 3,927.82 8.68% 15-Jun-2021 - ICRA AA+
380 3,871.50 8.56% 30-Jul-2021 - CRISIL AA(CE)
380,000 3,738.79 8.26% 06-Aug-2021 - ICRA A+
300 3,646.61 8.06% 29-Jul-2021 - CRISIL AA+
235 2,513.66 5.56% 29-Jun-2021 - ICRA AAA
222 2,429.34 5.37% 16-Aug-2021 - Cash & Equivalent
140 1,456.68 3.22% 20-Apr-2021 -
140 1,425.60 3.15% 26-May-2021 -
120 1,259.05 2.78% 08-Jun-2021 -
120 1,233.63 2.73% 24-Jun-2021 -
112 1,159.03 2.56% 18-Jun-2021 -
68 710.09 1.57% 26-Mar-2021 -
5 603.38 1.33% 15-Apr-2021 -
55 574.75 1.27% 15-Mar-2021 -
45,231.31 99.97%

78.69 0.17% 01-Jul-2020

78.69 0.17%

(70.99) -0.14%
(70.99) -0.14%

45,239.01 100.00%
Percent
30.44%
18.85%
10.84%
10.04%
8.68%
8.56%
8.26%
2.73%
1.57%
0.03%
 DSP FMP Series 243 - 36M
Portfolio as on June 30, 2020

Sr. No. Name of Instrument ISIN

DEBT INSTRUMENTS
BOND & NCD's
Listed / awaiting listing on the stock exchanges
1 IIFL Home Finance Limited** INE477L07883
2 Muthoot Finance Limited** INE414G07CS7
3 Bajaj Housing Finance Limited** INE377Y07060
4 Bharti Airtel Limited INE397D08037
5 Talwandi Sabo Power Ltd** INE694L07123
6 Vedanta Limited** INE205A07147
7 ECL Finance Limited** INE804I074Y7
8 Sikka Ports & Terminals Limited** INE941D07125
9 Crompton Greaves Consumer Electricals Limited** INE299U07031
10 Tata Motors Limited** INE155A08365
11 Small Industries Development Bank of India** INE556F08JH3
12 LIC Housing Finance Limited** INE115A07LX4
13 Power Finance Corporation Limited INE134E08IH4
Total

Unlisted
14 Nayara Energy Limited** INE011A07099
15 BENNETT, COLEMAN & CO. LIMITED** INE801J08019
Total

MONEY MARKET INSTRUMENTS

16 TREPS / Reverse Repo Investments / Corporate Debt Repo
Total

Cash & Cash Equivalent

Net Receivables/Payables
Total

GRAND TOTAL
Notes:
1 ** Non Traded in accordance with SEBI Regulations
2 Market value includes accrued interest

In case of below securities, DSP Mutual Fund has ignored prices provided by valuation agencies. Disclosure vide circu
3 2019 & SEBI/HO/IMD/DF4/CIR/P/2019/102 dated September 24,2019  for detailed rationale along with other details
 Name of the securities No of Instances
9.5% NAYARA ENERGY 29JUL21 NCD 37
 Rating/Industry Quantity Market value (Rs. In lakhs) % to Net
Assets

CRISIL AA 200 2,322.01 9.76%

CRISIL AA 205 2,268.77 9.53%
CRISIL AAA 200 2,222.82 9.34%
CRISIL AA 208 2,164.21 9.10%
CRISIL AA(CE) 210 2,139.51 8.99%
CRISIL AA 215 2,046.91 8.60%
ICRA A+ 200,000 1,967.79 8.27%
CRISIL AAA 170 1,949.58 8.19%
CRISIL AA+ 180 1,850.44 7.78%
CARE AA- 45 481.34 2.02%
CARE AAA 17 190.27 0.80%
CRISIL AAA 5 54.80 0.23%
CRISIL AAA 3 32.83 0.14%
19,691.28 82.75%

CARE AA 20 2,079.46 8.74%

CRISIL AAA 197 2,027.15 8.52%
4,106.61 17.26%

13.64 0.06%
13.64 0.06%

(16.07) -0.07%
(16.07) -0.07%

23,795.46 100.00%

d by valuation agencies. Disclosure vide circular no. SEBI/HO/IMD/DF4/CIR/P/2019/41 dated March 22,
r detailed rationale along with other details are available at the below mentioned links
 Links
https://dspim.com/docs/default-source/other-updates/website-note_nayara-and-oriental-nagpur---27apr20.pdf?sfvrsn=4
Maturity Date Put/Call Option

Sector/Rating Percent
26-Jul-2021 - CRISIL AA 36.99%
26-Jul-2021 - CRISIL AAA 26.42%
06-Jul-2021 - CRISIL AA(CE) 8.99%
20-Apr-2021 - CARE AA 8.74%
30-Jul-2021 - ICRA A+ 8.27%
15-Jun-2021 - CRISIL AA+ 7.78%
06-Aug-2021 - CARE AA- 2.02%
18-Jul-2021 - CARE AAA 0.80%
24-Jun-2021 - Cash & Equivalent -0.01%
29-Jun-2021 -
10-Aug-2021 -
29-Jul-2021 -
16-Aug-2021 -

29-Jul-2021 -
26-Apr-2021 -

01-Jul-2020
 DSP FMP Series 244 - 36M
Portfolio as on June 30, 2020

Sr. No. Name of Instrument ISIN Rating/Industry

DEBT INSTRUMENTS
BOND & NCD's
Listed / awaiting listing on the stock exchanges
1 Reliance Industries Limited** INE110L07120 CRISIL AAA
2 LIC Housing Finance Limited** INE115A07LX4 CRISIL AAA
3 UltraTech Cement Limited** INE481G08057 CRISIL AAA
4 National Bank for Agriculture and Rural Development INE261F08AL1 CRISIL AAA
5 Bajaj Housing Finance Limited** INE377Y07045 CRISIL AAA
6 Power Finance Corporation Limited INE134E08IH4 CRISIL AAA
7 Kotak Mahindra Prime Limited** INE916DA7PR6 CRISIL AAA
8 Small Industries Development Bank of India** INE556F08JF7 CARE AAA
9 REC Limited** INE020B07IW2 CRISIL AAA
10 Axis Finance Limited** INE891K07432 IND AAA
11 Power Grid Corporation of India Limited** INE752E07JU6 CRISIL AAA
12 Power Grid Corporation of India Limited** INE752E07MN5 CRISIL AAA
13 Small Industries Development Bank of India** INE556F08JH3 CARE AAA
14 REC Limited** INE020B08AS5 CRISIL AAA
15 Kotak Mahindra Prime Limited** INE916DA7PO3 CRISIL AAA
16 Housing Development Finance Corporation Limited** INE001A07RN4 CRISIL AAA
17 REC Limited** INE020B08BN4 CRISIL AAA
Total

MONEY MARKET INSTRUMENTS

18 TREPS / Reverse Repo Investments / Corporate Debt Repo
Total

Cash & Cash Equivalent

Net Receivables/Payables
Total

GRAND TOTAL
Notes:
1 ** Non Traded in accordance with SEBI Regulations
2 Market value includes accrued interest
Quantity Market value % to Net Maturity Date Put/Call Option
(Rs. In lakhs) Assets

Sector/Rating
85 951.59 9.86% 16-Jul-2021 - CRISIL AAA
85 931.62 9.65% 29-Jul-2021 - CARE AAA
80 889.46 9.21% 07-Jun-2021 - IND AAA
75 839.81 8.70% 19-Jul-2021 - Cash & Equivalent
80 822.98 8.53% 04-Jun-2021 -
75 820.72 8.50% 16-Aug-2021 -
50 614.56 6.37% 06-Jul-2021 -
57 595.43 6.17% 21-Jun-2021 -
51 578.34 5.99% 17-Jul-2021 -
45 542.50 5.62% 06-Jul-2021 -
34 446.06 4.62% 28-Jun-2021 -
37 386.58 4.00% 27-May-2021 -
33 369.34 3.83% 10-Aug-2021 -
32 334.40 3.46% 15-Mar-2021 -
29 277.16 2.87% 27-May-2021 -
15 159.10 1.65% 15-Dec-2020 -
5 51.74 0.54% 18-Jun-2021 -
9,611.39 99.57%

45.12 0.47% 01-Jul-2020

45.12 0.47%

(2.92) -0.04%
(2.92) -0.04%

9,653.59 100.00%
Percent
83.95%
10.00%
5.62%
0.43%
 DSP FMP - Series 250 - 39M
Portfolio as on June 30, 2020

Sr. No. Name of Instrument ISIN Rating/Industry

DEBT INSTRUMENTS
BOND & NCD's
Listed / awaiting listing on the stock exchanges
1 Kotak Mahindra Prime Limited** INE916DA7PR6 CRISIL AAA
2 Bajaj Housing Finance Limited** INE377Y07052 CRISIL AAA
3 Bajaj Finance Limited** INE296A07QQ5 CRISIL AAA
4 Small Industries Development Bank of India** INE556F08JI1 CARE AAA
5 Housing & Urban Development Corporation Limited** INE031A08640 ICRA AAA
6 National Bank for Agriculture and Rural Development** INE261F08AI7 CRISIL AAA
7 LIC Housing Finance Limited** INE115A07NS0 CRISIL AAA
8 REC Limited** INE020B08BF0 CRISIL AAA
9 UltraTech Cement Limited** INE481G08024 CRISIL AAA
10 National Highways Authority of India** INE906B07FG1 CRISIL AAA
11 Reliance Industries Limited** INE002A08575 CRISIL AAA
12 Power Grid Corporation of India Limited** INE752E07MF1 CRISIL AAA
13 Housing & Urban Development Corporation Limited** INE031A08657 ICRA AAA
Total

MONEY MARKET INSTRUMENTS

Certificate of Deposit
14 ICICI Bank Limited INE090A164W1 ICRA A1+
Total

15 TREPS / Reverse Repo Investments / Corporate Debt Repo

Total

Cash & Cash Equivalent

Net Receivables/Payables
Total

GRAND TOTAL
Notes:
1 ** Non Traded in accordance with SEBI Regulations
2 Market value includes accrued interest
3 * Less than 0.01%
Quantity Market value % to Net Maturity Date Put/Call Option
(Rs. In lakhs) Assets

Sector/Rating
45 553.10 9.87% 06-Jul-2021 - CRISIL AAA
45 549.21 9.80% 05-Apr-2022 - ICRA AAA
45 544.98 9.72% 05-Apr-2022 - CARE AAA
45 497.00 8.86% 25-Jan-2022 - ICRA A1+
45 496.34 8.85% 11-Apr-2022 - Cash & Equivalent
45 493.13 8.80% 31-Jan-2022 -
45 491.55 8.77% 19-Apr-2022 -
45 484.74 8.65% 22-Mar-2022 -
45 482.18 8.60% 24-Nov-2021 -
45 481.63 8.59% 18-Mar-2022 -
35 376.51 6.72% 08-Mar-2022 -
7 76.35 1.36% 23-Jan-2022 -
2 21.91 0.39% 15-Apr-2022 -
5,548.63 98.98%

50 49.00 0.87% 15-Jan-2021

49.00 0.87%

8.39 0.15% 01-Jul-2020

8.39 0.15%

0.59 *
0.59 *

5,606.61 100.00%
Percent
80.88%
9.24%
8.86%
0.87%
0.15%
 DSP FMP Series 251 - 38M
Portfolio as on June 30, 2020

Sr. No. Name of Instrument ISIN Rating/Industry

DEBT INSTRUMENTS
BOND & NCD's
Listed / awaiting listing on the stock exchanges
1 Reliance Industries Limited** INE002A08575 CRISIL AAA
2 Small Industries Development Bank of India** INE556F08JI1 CARE AAA
3 National Bank for Agriculture and Rural Development** INE261F08AI7 CRISIL AAA
4 LIC Housing Finance Limited** INE115A07NS0 CRISIL AAA
5 REC Limited** INE020B08BF0 CRISIL AAA
6 Housing Development Finance Corporation Limited** INE001A07RS3 CRISIL AAA
7 UltraTech Cement Limited** INE481G08024 CRISIL AAA
8 National Highways Authority of India** INE906B07FG1 CRISIL AAA
9 Housing & Urban Development Corporation Limited** INE031A08657 ICRA AAA
10 Bajaj Finance Limited** INE296A07QP7 CRISIL AAA
11 Kotak Mahindra Prime Limited** INE916DA7PR6 CRISIL AAA
12 Bajaj Housing Finance Limited** INE377Y07052 CRISIL AAA
13 Bajaj Finance Limited** INE296A07QQ5 CRISIL AAA
14 Housing & Urban Development Corporation Limited** INE031A08640 ICRA AAA
15 Power Grid Corporation of India Limited** INE752E07MF1 CRISIL AAA
Total

MONEY MARKET INSTRUMENTS

Certificate of Deposit
16 ICICI Bank Limited INE090A164W1 ICRA A1+
Total

17 TREPS / Reverse Repo Investments / Corporate Debt Repo

Total

Cash & Cash Equivalent

Net Receivables/Payables
Total

GRAND TOTAL
Notes:
1 ** Non Traded in accordance with SEBI Regulations
2 Market value includes accrued interest
Quantity Market value % to Net Maturity Date Put/Call Option
(Rs. In lakhs) Assets

Sector/Rating
22 236.66 9.68% 08-Mar-2022 - CRISIL AAA
20 220.89 9.03% 25-Jan-2022 - ICRA AAA
20 219.17 8.96% 31-Jan-2022 - CARE AAA
20 218.47 8.93% 19-Apr-2022 - ICRA A1+
20 215.44 8.81% 22-Mar-2022 - Cash & Equivalent
20 215.29 8.80% 18-Mar-2022 -
20 214.30 8.76% 24-Nov-2021 -
20 214.06 8.75% 18-Mar-2022 -
17 186.26 7.62% 15-Apr-2022 -
15 160.24 6.55% 05-May-2022 -
5 61.46 2.51% 06-Jul-2021 -
5 61.02 2.50% 05-Apr-2022 -
5 60.55 2.48% 05-Apr-2022 -
5 55.15 2.26% 11-Apr-2022 -
5 54.53 2.23% 23-Jan-2022 -
2,393.49 97.87%

50 49.00 2.00% 15-Jan-2021

49.00 2.00%

1.05 0.04% 01-Jul-2020

1.05 0.04%

1.97 0.09%
1.97 0.09%

2,445.51 100.00%
Percent
78.96%
9.88%
9.03%
2.00%
0.13%