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 : December 31, 2019

Name of the Instrument / Issuer ISIN

EQUITY & EQUITY RELATED

a) Listed/awaiting listing on Stock Exchanges
HDFC Bank Ltd. INE040A01034
Bajaj Holdings & Investment Ltd. INE118A01012
ICICI Bank Ltd. INE090A01021
Hero MotoCorp Ltd. INE158A01026
Axis Bank Ltd. INE238A01034
Persistent Systems Ltd. INE262H01013
Mphasis Ltd. INE356A01018
Balkrishna Industries Ltd. INE787D01026
Zydus Wellness Ltd. INE768C01010
Mahindra Holidays & Resorts India Ltd. INE998I01010
Lupin Ltd. INE326A01037
Dr. Reddy's Laboratories Ltd. INE089A01023
Cadila Healthcare Ltd. INE010B01027
Central Depository Services (I) Ltd. INE736A01011
Indraprastha Gas Ltd. INE203G01027
IPCA Laboratories Ltd. INE571A01020
ICRA Ltd. INE725G01011
Sun Pharmaceutical Industries Ltd. INE044A01036
Arbitrage
Housing Development Finance Corporation Ltd. INE001A01036
Tata Steel Ltd. INE081A01012
State Bank of India INE062A01020
Total

b) Unlisted

c) Foreign Securities and /or overseas ETF

Alphabet Inc. US02079K1079
Amazon.Com Inc US0231351067
Facebook Inc US30303M1027
3M Co US88579Y1010
Total

d) ADR/GDR
Suzuki Motor Corporation * US86959X1072
Nestle SA * US6410694060
Total

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

5.25% HDFC Bank Ltd. (Duration 91 Days)
5.00% HDFC Bank Ltd. (Duration 91 Days)
5.25% HDFC Bank Ltd. (Duration 91 Days)
Total

c) Term Deposits Placed as Margins

4.75% HDFC Bank Ltd. (Duration 91 Days)
5.00% HDFC Bank Ltd. (Duration 91 Days)
5.65% HDFC Bank Ltd. (Duration 91 Days)
Total

d) TREPS / Reverse Repo Investments

TREPS 01-Jan-2020
Total

Other Current Assets / (Liabilities)

Net Receivable / Payable
Total

GRAND TOTAL (AUM)

DERIVATIVES
Name of the Instrument Long / Short

Currency Future
Currency Derivatives 29-JAN-20 Short
Currency Derivatives 26-FEB-20 Short
Stock Futures
Housing Development Finance Corporation Ltd. 30-JAN-20 Short
Tata Steel Ltd. 30-JAN-20 Short
State Bank of India 30-JAN-20 Short
Derivatives Total

Symbols :-
*Traded on US OTC Markets
^ 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 Securities in default beyond its maturity date

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 December 02, 2019 (Rs.)
Direct Plan 27.4199
Regular Plan 26.4197

4. Total Dividend (Net) declared during the period ended December 31, 2019 - Nil

5. Total Bonus declared during the period ended December 31, 2019 - Nil

6. Total outstanding exposure in derivative instruments as on December 31, 2019: Rs.(682,89,85,250)

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

7. Total investment in Foreign Securities / ADRs / GDRs as on December 31, 2019: Rs.745,23,19,970.20
8. Total Commission paid in the month of December 2019: Rs. 47,51,150.25

9. Total Brokerage paid for Buying/ Selling of Investment for December 2019 is Rs. 14,30,045.94

10. Portfolio Turnover Ratio (Including Equity Arbitrage): 135.71%

11. Portfolio Turnover Ratio (Excluding Equity Arbitrage): 5.33%

12. Repo transactions in corporate debt securities during the period ending December 31, 2019 is Nil.

13. Disclosure for investments in derivative instruments

A. Hedging Positions through Futures as on December 31, 2019 :

Underlying Series

a. Equity Futures
Housing Development Finance Corp Ltd. January/20
State Bank of India January/20
Tata Steel Ltd. January/20
b. Currency Future
Currency Derivatives-29-JAN-2020 January/20
Currency Derivatives-26-FEB-2020 February/20
Total
Note: %age of existing
In addition to this,assets hedged
28.83% through
of our futures:
Portfolio is in 26.42%
Foreign Securities (USD) and 0.59% is in Foreign Currency (USD). 7
Derivatives to avoid currency risk.

For the period 01-December-2019 to 31-December-2019, the following details specified for hedging transactions throu
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 December 31, 2019 : Nil

C. Hedging Position through Put Option as on December 31, 2019 : Nil

D. Other than Hedging Positions through Options as on December 31, 2019 : Nil
E. Hedging Positions through swaps as on December 31, 2019 : Nil
 Back to Index
h Long Term Equity Fund (An Open Ended Equity Scheme)

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

Banks 1,863,546 23,706.17 9.17

Finance 668,229 22,763.89 8.81
Banks 2,798,968 15,083.64 5.84
Auto 566,320 13,835.48 5.35
Banks 1,823,679 13,752.36 5.32
Software 1,915,370 12,912.47 5.00
Software 1,182,341 10,904.14 4.22
Auto Ancillaries 851,086 8,430.43 3.26
Consumer Non Durables 419,499 6,167.89 2.39
Hotels, Resorts And Other Recrea 2,389,000 5,430.20 2.10
Pharmaceuticals 493,058 3,764.25 1.46
Pharmaceuticals 125,977 3,621.27 1.40
Pharmaceuticals 1,311,720 3,335.70 1.29
Finance 1,425,151 3,173.81 1.23
Gas 679,868 2,910.85 1.13
Pharmaceuticals 236,663 2,689.08 1.04
Finance 67,666 2,067.03 0.80
Pharmaceuticals 326,500 1,412.28 0.55

Finance 411,500 9,927.64 3.84

Ferrous Metals 715,500 3,377.52 1.31
Banks 366,000 1,221.53 0.47
170,487.63 65.98

NIL NIL

Internet and Technology # 25,536 24,342.07 9.42

Consumer Services # 11,593 15,275.29 5.91
Internet and Technology # 91,133 13,290.17 5.14
Industrial Conglomerates # 29,908 3,751.74 1.45
56,659.27 21.92

Auto # 102,078 12,125.48 4.69

Packaged Foods # 74,580 5,738.46 2.22
17,863.94 6.91

NIL NIL

NIL NIL

NIL NIL

NIL NIL

NIL NIL

NIL NIL

NIL NIL

NIL NIL

NIL NIL

NIL NIL

275.00 0.11
275.00 0.11
250.00 0.10
800.00 0.32

2,196.00 0.85
499.99 0.19
100.00 0.04
2,795.99 1.08

9,710.00 3.76
9,710.00 3.76

179.43 0.03
 179.43 0.03

258,496.26 100.00

Market value
Industry ^ Quantity % to AUM
(Rs. in Lakhs)

Software (73,600,000.00) (52,653.44) (20.37)

Software (1,400,000.00) (1,004.33) (0.39)

Finance (411,500.00) (10,003.15) (3.87)

Ferrous Metals (715,500.00) (3,398.63) (1.31)
Banks (366,000.00) (1,230.31) (0.48)
(68,289.85) (26.42)

s is as per NASDAQ.

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

December 31, 2019 (Rs.)

27.7455
26.7155

Rs.(682,89,85,250)

: Rs.745,23,19,970.20
. 14,30,045.94

r 31, 2019 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 2,442.90 2,430.90 1,761.73

Short 333.61 336.15 216.73
Short 463.85 475.00 599.03

Short 71.49 71.54 527.59

Short 71.67 71.74 536.58
0.59% is in Foreign Currency (USD). 70.51% of total Foreign Portfolio (USD) is hedged through Currency

ecified for hedging transactions through futures which have been squared off/expired :
Nil
72,102,441
72,102,441
Nil
Nil
6,585,717,804
6,554,840,943
Nil
(30,876,861)
xceeding the quantity of existing position being hedged) is Nil.
PPFAS Mutual Fund PP002
SCHEME NAME : Parag Parikh Liquid Fund (An Open Ended Liq
PORTFOLIO STATEMENT AS ON : December 31, 2019

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

6.35% Government of India 02-Jan-2020 IN0020020171
8.19% Government of India 16-Jan-2020 IN0020110071
Total

e) State Government Securities

8.31% State Government of Gujarat 03-Feb-2020 IN1520090078
6.83% State Government of Rajasthan 07-Feb-2020 IN2920160248
Total

MONEY MARKET INSTRUMENTS

a) Commercial Paper

b) Certificate of Deposits
ICICI Bank Ltd. 14-Jan-2020 INE090A166S4
Total

c) Treasury Bills
91 DAY T-BILL 02-Jan-2020 IN002019X284
91 DAY T-BILL 09-Jan-2020 IN002019X292
91 DAY T-BILL 16-Jan-2020 IN002019X300
182 DAY T-BILL 23-Jan-2020 IN002019Y183
91 DAY T-BILL 30-Jan-2020 IN002019X326
91 DAY T-BILL 06-Feb-2020 IN002019X334
91 DAY T-BILL 13-Feb-2020 IN002019X342
91 DAY T-BILL 20-Feb-2020 IN002019X359
91 DAY T-BILL 05-Mar-2020 IN002019X375
182 DAY T-BILL 12-Mar-2020 IN002019Y258
76 DAYS CMB 17-03-20 IN002019U041
364 DAY T-BILL 20-Mar-2020 IN002018Z513
Total

d) Bills Re- Discounting

OTHERS
a) Mutual Fund Units / Exchange Traded Funds

b) Short Term Deposits

c) Term Deposits Placed as Margins

6.60% HDFC Bank Ltd. (Duration 369 Days)
5.40% HDFC Bank Ltd. (Duration 91 Days)
Total

d) TREPS / Reverse Repo Investments

TREPS 01-Jan-2020
Total

Other Current Assets / (Liabilities)

Net Receivable / Payable
Total

GRAND TOTAL (AUM)

Notes:
1. Total Securities in default beyond its maturity date

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 December 01, 2019 (Rs.)
Direct Plan
Parag Parikh Liquid Fund-Direct Plan Growth 1099.0346
Parag Parikh Liquid Fund-Direct Plan Daily Dividend 1000.2078
Parag Parikh Liquid Fund-Direct Plan Weekly Dividend 1001.8926
Parag Parikh Liquid Fund-Direct Plan Monthly Dividend 1003.8933
Regular Plan
Parag Parikh Liquid Fund-Regular Plan Growth 1097.1941
Parag Parikh Liquid Fund-Regular Plan Daily Dividend 1000.2078
Parag Parikh Liquid Fund-Regular Plan Weekly Dividend 1001.8763
Parag Parikh Liquid Fund-Regular Plan Monthly Dividend 1003.8780
3. Total Dividend (Net) declared during the period ended December 31, 2019

Record Date Daily Dividend

(Direct)
Dec 2019 LFDDZ

Record Date Daily Dividend

(Regular)
Dec 2019 LFDD

Record Date Weekly Dividend

(Direct)
2/Dec/19 LFWDZ
9/Dec/19 LFWDZ
16/Dec/19 LFWDZ
23/Dec/19 LFWDZ
30/Dec/19 LFWDZ

Record Date Weekly Dividend

(Regular)
2/Dec/19 LFWD
9/Dec/19 LFWD
16/Dec/19 LFWD
23/Dec/19 LFWD
30/Dec/19 LFWD

Record Date Monthly Dividend

(Direct)
30/Dec/19 LFMDZ

Record Date Monthly Dividend

(Regular)
30/Dec/19 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 December 31, 2019 - Nil

5. Total outstanding exposure in derivative instruments as on December 31, 2019: Nil

(Gross exposure means sum of all long and short positions in derivatives)
6. Total investment in Foreign Securities / ADRs / GDRs as on December 31, 2019: Nil

7. Details of transactions of "Credit Default Swap" for the month ended December 31, 2019 : Nil.

8. Average Portfolio Maturity is 31.67 days.

9. Repo transactions in corporate debt securities during the period ending December 31, 2019 is 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
A1+
Cash,Cash Equivalents and Net Current Assets including TREPS
 Back to Index
h Liquid Fund (An Open Ended Liquid Scheme)

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

NIL NIL

NIL NIL

NIL NIL

Sovereign 2,500,000 2,500.06 6.74

Sovereign 1,500,000 1,501.84 4.05
4,001.90 10.79

Sovereign 2,000,000 2,004.85 5.41

Sovereign 2,000,000 2,002.40 5.40
4,007.25 10.81

NIL NIL

[ICRA]A1+ 500 499.11 1.35

499.11 1.35

Sovereign 2,000,000 1,999.74 5.39

Sovereign 2,000,000 1,997.85 5.39
Sovereign 2,000,000 1,995.99 5.38
Sovereign 2,000,000 1,994.12 5.38
Sovereign 2,000,000 1,992.21 5.37
Sovereign 2,000,000 1,990.26 5.37
Sovereign 2,000,000 1,988.38 5.36
Sovereign 2,000,000 1,986.49 5.36
Sovereign 2,000,000 1,982.65 5.35
Sovereign 2,000,000 1,980.81 5.34
Sovereign 2,000,000 1,979.19 5.34
Sovereign 2,000,000 1,978.46 5.34
 23,866.15 64.37

NIL NIL

NIL NIL

NIL NIL

100.00 0.27
100.00 0.27
200.00 0.54

6,155.00 16.60
6,155.00 16.60

(1,660.61) (4.46)
(1,660.61) (4.46)

37,068.80 100.00

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

December 31, 2019 (Rs.)

1103.2868
1000.2078
1001.1247
1003.1249

1101.3495
1000.2078
1001.1219
1003.1222
 Dividend Per Unit Dividend Per Unit
(Huf & Individuals) (Others)
2.97092985 2.74565304

Dividend Per Unit Dividend Per Unit

(Huf & Individuals) (Others)
2.90821822 2.68940395

Dividend Per Unit Dividend Per Unit

(Huf & Individuals) (Others)
0.74059522 0.68579453
0.60125163 0.55676174
0.65514407 0.60666638
0.68496737 0.63428289
0.65710922 0.60848612

Dividend Per Unit Dividend Per Unit

(Huf & Individuals) (Others)
0.72689675 0.67310969
0.58747575 0.54400521
0.64128045 0.59382860
0.67132061 0.62164593
0.64331934 0.59571662

Dividend Per Unit Dividend Per Unit

(Huf & Individuals) (Others)
3.35122622 3.10325068

Dividend Per Unit Dividend Per Unit

(Huf & Individuals) (Others)
3.32254281 3.07668971

ppfas.com/schemes/parag-parikh-liquid-fund/dividend/
31, 2019 : Nil.

31, 2019 is Nil.

64.37%
21.60%
1.35%
12.68%

85.97%
1.35%
12.68%
PPFAS Mutual Fund PP003
SCHEME NAME : Parag Parikh Tax Saver Fund (An open ended
PORTFOLIO STATEMENT AS ON : December 31, 2019

Name of the Instrument / Issuer ISIN

EQUITY & EQUITY RELATED

a) Listed/awaiting listing on Stock Exchanges
HDFC Bank Ltd. INE040A01034
Bajaj Holdings & Investment Ltd. INE118A01012
Hero MotoCorp Ltd. INE158A01026
Mphasis Ltd. INE356A01018
Persistent Systems Ltd. INE262H01013
ICICI Bank Ltd. INE090A01021
Axis Bank Ltd. INE238A01034
Zydus Wellness Ltd. INE768C01010
Mahindra Holidays & Resorts India Ltd. INE998I01010
Maruti Suzuki India Ltd. INE585B01010
Wipro Ltd. INE075A01022
Tata Consultancy Services Ltd. INE467B01029
Central Depository Services (I) Ltd. INE736A01011
Balkrishna Industries Ltd. INE787D01026
Cadila Healthcare Ltd. INE010B01027
Dr. Reddy's Laboratories Ltd. INE089A01023
Lupin Ltd. INE326A01037
IPCA Laboratories Ltd. INE571A01020
Sun Pharmaceutical Industries Ltd. INE044A01036
ICRA Ltd. INE725G01011
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 01-Jan-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 Securities in default beyond its maturity date

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 December 02, 2019 (Rs.)
 Direct Plan 10.7090
Regular Plan 10.6640

4. Total Dividend (Net) declared during the period ended December 31, 2019 - Nil

5. Total Bonus declared during the period ended December 31, 2019 - Nil

6. Total outstanding exposure in derivative instruments as on December 31, 2019: Nil

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

7. Total investment in Foreign Securities / ADRs / GDRs as on December 31, 2019: Nil

8. Total Commission paid in the month of December 31, 2019: Rs 60,161.33

9. Total Brokerage paid for Buying/ Selling of Investment for December 2019 is Rs. 17,120.98

10. Portfolio Turnover Ratio : 2.31%

11. Repo transactions in corporate debt securities during the period ending December 31, 2019 is Nil.
 Back to Index
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 AUM
(Rs. in Lakhs)

Banks 18,399 234.05 9.49

Finance 6,732 229.33 9.29
Auto 5,534 135.20 5.48
Software 13,845 127.69 5.18
Software 18,625 125.56 5.09
Banks 21,725 117.08 4.75
Banks 14,018 105.71 4.28
Consumer Non Durables 6,745 99.17 4.02
Hotels, Resorts And Other Recrea 42,980 97.69 3.96
Auto 1,314 96.82 3.92
Software 39,374 96.78 3.92
Software 4,425 95.66 3.88
Finance 41,364 92.12 3.73
Auto Ancillaries 8,738 86.55 3.51
Pharmaceuticals 20,390 51.85 2.10
Pharmaceuticals 1,726 49.61 2.01
Pharmaceuticals 6,320 48.25 1.96
Pharmaceuticals 4,000 45.45 1.84
Pharmaceuticals 7,570 32.74 1.33
Finance 930 28.41 1.15
1,995.72 80.89

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

480.00 19.45
480.00 19.45

(8.39) (0.34)
(8.39) (0.34)

2,467.33 100.00

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

December 31, 2019 (Rs.)

 10.8652
10.8089

. 17,120.98

r 31, 2019 is Nil.