Sr No.

Short Name Scheme Name

1 PPFCF Parag Parikh Flexi Cap Fund
2 PPLF Parag Parikh Liquid Fund
3 PPTSF Parag Parikh Tax Saver Fund
4 PPCHF Parag Parikh Conservative Hybrid Fund
 Parag Parikh Flexi Cap Fund (An open-ended dynamic equity scheme investing across large cap, mid-cap, small-cap stocks)

Monthly Portfolio Statement as on December 31, 2022

Name of the Instrument ISIN

Equity & Equity related

(a) Listed / awaiting listing on Stock Exchanges
HD Housing Development Finance Corporation Limited INE001A01036
FC Bajaj Holdings & Investment Limited
BAJ INE118A01012
03
A01
ITC ITC Limited INE154A01025
L02
UTI Axis Bank Limited INE238A01034
B02
IBC ICICI Bank Limited INE090A01021
L05
HC HCL Technologies Limited INE860A01027
LT0
CO Coal India Limited INE522F01014
2
AL0
PG Power Grid Corporation of India Limited INE752E01010
1
CI0
HE Hero MotoCorp Limited INE158A01026
1
RO Indian Energy Exchange Limited
IEE INE022Q01020
02
L02
CD Central Depository Services (India) Limited INE736A01011
SL0
MO Motilal Oswal Financial Services Limited INE338I01027
1
FS0
MC Multi Commodity Exchange of India Limited INE745G01035
3
EX
NM NMDC Limited INE584A01023
01
DC Sun Pharmaceutical Industries Limited
SPI INE044A01036
01
L03
CH Zydus Lifesciences Limited INE010B01027
EL0
DR Dr. Reddy's Laboratories Limited INE089A01023
2
RL0
CIP Cipla Limited INE059A01026
2
L03
BA Balkrishna Industries Limited INE787D01026
LI0
IPC IPCA Laboratories Limited INE571A01038
2
A03
ICR ICRA Limited INE725G01011
A01 Oracle Financial Services Software Limited INE881D01027
UTI Asset Management Company Limited INE094J01016
Maharashtra Scooters Limited INE288A01013
NMDC Steel Limited INE0NNS01018

Arbitrage
KO Bajaj Finance Limited INE296A01024
MA
IFE Reliance Industries Limited INE002A01018
02
L01
UTI Maruti Suzuki India Limited INE585B01010
A01
GU Kotak Mahindra Bank Limited INE237A01028
AM Ambuja Cements Limited
IIBL INE079A01024
02
01
MA IndusInd Bank Limited INE095A01012
SC
TE Hindustan Unilever Limited INE030A01027
01
MA
HL Tech Mahindra Limited INE669C01036
02
EL0
HD HDFC Life Insurance Company Limited INE795G01014
2
LI0
NM
1
ST0 Total
1
Equity & Equity related Foreign Investments
(a) Listed / awaiting listing on Stock Exchanges
951 Microsoft Corp US5949181045
692
297 Alphabet Inc A US02079K3059
US
985
645
D Amazon Com Inc US0231351067
40U
156
149
SD Meta Platforms Registered Shares A US30303M1027
US
716 Sub Total
D
09U
SD
 (b) Unlisted
468 Suzuki Motor Corp* US86959X1072
298 Sub Total
4U
SD Total
Others
Margin Fixed Deposit
FD 4.60% Axis Bank Limited (03/11/2023)
UT
FD 4.60% Axis Bank Limited (02/11/2023)
994
UT
FD 4.60% Axis Bank Limited (01/11/2023)
992
UT 4.60% Axis Bank Limited (05/12/2023)
FD
991
UT
FD 3.3% Axis Bank Limited (14/06/2023)
997
UT
FD 3.3% Axis Bank Limited (31/05/2023)
966
UT
FD 3.65% Axis Bank Limited (05/07/2023)
964
UT 3.65% Axis Bank Limited (06/07/2023)
FD
981
UT
FD 3.65% Axis Bank Limited (20/07/2023)
982
UT
FD 3.3% Axis Bank Limited (07/06/2023)
983
UT
FD 3.65% Axis Bank Limited (29/08/2023)
965
UT
FD 4.60% Axis Bank Limited (01/12/2023)
989
UT 3.65% Axis Bank Limited (23/08/2023)
FD
995
UT
FD 4.60% Axis Bank Limited (04/12/2023)
988
UT
FD 4.60% Axis Bank Limited (30/10/2023)
996
UT
FD 4% Axis Bank Limited (01/02/2023)
990
UT 5.7% HDFC Bank Limited (19/10/2023)
FD
993
HD Sub Total
202
5 Total
Reverse Repo / TREPS
TR Clearing Corporation of India Ltd
P_0 Sub Total
201
23 Total
Net Receivables / (Payables)
GRAND TOTAL

DERIVATIVES
Name of the Instrument
Currency Future
NSE_FUTCUR_USDINR_27/01/2023
Stock Futures
Bajaj Finance Limited January 2023 Future
Reliance Industries Limited January 2023 Future
Maruti Suzuki India Limited January 2023 Future
Kotak Mahindra Bank Limited January 2023 Future
Ambuja Cements Limited January 2023 Future
IndusInd Bank Limited January 2023 Future
Hindustan Unilever Limited January 2023 Future
Tech Mahindra Limited January 2023 Future
HDFC Life Insurance Company Limited January 2023 Future
Derivatives Total

$ Less Than 0.01% of Net Asset Value

~ YTM as on December 31, 2022
^ Pursuant to AMFI circular no. 135/BP/91/2020-21, Yield to Call (YTC) for AT-1 bonds and Tier-2 bonds as on December 31,
2022.
Notes & Symbols :-
*Traded on US OTC Markets. Underlying shares are listed on Tokyo Stock Exchange
^^ The Name of the Industry is in accordance with Industry Classification as recommended by AMFI.
# The Name of the Industry is in accordance with Industry Classification for Foreign Securities is as per NASDAQ.

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

Name of security ISIN Code

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

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

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

Plan / Option November 30, 2022 (Rs.)
Direct Plan 52.5166
Regular Plan 49.1334

4. Total Dividend (Net) declared during the period ended December 31, 2022 - Nil

5. Total Bonus declared during the period ended December 31, 2022 - Nil

6. Total outstanding exposure in derivative instruments as on December 31, 2022: Rs.(-46,81,72,64,000)

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

7. Total investment in Foreign Securities / ADRs / GDRs as on December 31, 2022: Rs. 43,78,24,17,851.83

8. Total Commission paid in the month of December 2022 : Rs. 81,226,242.61

9. Total Brokerage paid for Buying/ Selling of Investment for December 2022 is Rs. 1,60,69,743.86

10. Portfolio Turnover Ratio (Including Equity Arbitrage): 19.96

11. Portfolio Turnover Ratio (Excluding Equity Arbitrage): 10.73

12. Repo transactions in corporate debt securities during the period ending December 31, 2022 is Nil.

13. Deviation from the valuation prices given by valuation agencies: NIL
14. Disclosure for investments in derivative instruments

Underlying Series

a. Equity Futures
Bajaj Finance Limited January/23
Ambuja Cements Limited January/23
HDFC Life Insurance Company Limited January/23
Hindustan Unilever Limited January/23
IndusInd Bank Limited January/23
Kotak Mahindra Bank Limited January/23
Maruti Suzuki India Limited January/23
Reliance Industries Limited January/23
Tech Mahindra Limited January/23

b. Currency Future
Currency Derivatives-27-Jan-2023 January/23
Total %age of existing assets hedged through futures: 16.58%
Note: In addition to this, 15.51% of our Portfolio is in Foreign Securities (USD) and 0.0003% is in Foreign Currency (USD
through Currency Derivatives to avoid currency risk.

For the period 01-December-2022 to 31-December-2022, the following details specified for hedging transactions thro
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 posi

B. Other than Hedging Positions through Futures as on 31-December-2022 : Nil

C. Hedging Position through Put Option as on 31-December-2022 : Nil

D. Other than Hedging Positions through Options as on 31-December-2022 :

Underlying Call/Put

Nil
Total exposure through options as a % of net assets : Nil

For the period 01-December-2022 to 31-December-2022, the following details specified for hedging transactions thro
Total Number of contracts entered into
Gross Notional Value of contracts entered into Rs.
Net Profit/Loss value on all contracts (treat premium paid as loss) Rs.

E. Hedging Positions through swaps as on 31-December-2022: Nil

Lumpsum Investment Performance (Compounded annual returns)

Scheme

Date Regular Plan

Since Inception (24 May, 2013) 17.66%

December 31, 2021 to December 30, 2022 (Last 1 year) -7.25%

December 31, 2019 to December 30, 2022 (Last 3 year) 21.33%

December 29, 2017 to December 30, 2022 (Last 5 year) 15.25%

SIP Investment Performance - Parag Parikh Flexi Cap Fund - Regular Plan

Since Inception from May

Particulars 24,2013
Total Amount Invested 1,160,000
Market value of Investment 2,703,976
Returns (Annualised) (%) 16.75%
Nifty 500 (TRI) Returns (Annualised) (%) 14.30%
Nifty 50 (TRI) Returns (Annualised) (%) 13.79%

SIP Investment Performance - Parag Parikh Flexi Cap Fund - Direct Plan

Since Inception from May

Particulars 24,2013
Total Amount Invested 1,160,000
Market value of Investment 2,835,625
Returns (Annualised) (%) 17.67%
Nifty 500 (TRI) Returns (Annualised) (%) 14.30%
Nifty 50 (TRI) Returns (Annualised) (%) 13.79%

Quantitative indicators
Standard Deviation 19.68%
Standard Deviation( Benchmark ) 22.82%
Sharpe Ratio 0.75
Beta 0.78
Treynor Ratio 0.19
VaR -4.71%
Information Ratio 0.269
Risk free rate of return (FIMMDA MIBOR) 6.60%

Debt Quants as on as on December 30, 2022

Macaulay Duration (years) 0.0404

Net Asset Value (NAV) as on December 30, 2022

Regular Plan : 47.7107
Direct Plan : 51.0328

Product Labelling of the Scheme

This product is suitable for investors who are seeking*

The investment objective of the Scheme is to seek to generate long-term capital growth from an actively managed portfolio primarily
of Equity and Equity Related Securities. Scheme shall invest in Indian equities, foreign equities and related instruments and debt
securities.
*Investors should consult their financial advisers if in doubt about whether this product is suitable for them.

Benchmark's Riskometer
NIFTY 500 TRI
across large cap, mid-cap, small-cap stocks)

Market/Fair Value % to Net

Industry^^ Quantity YTM~
(Rs. in Lakhs) Assets

Finance 8,962,504 236,395.01 8.37%

Finance 3,575,550 205,293.78 7.27%
Diversified FMCG 60,698,959 201,247.40 7.12%
Banks 17,964,011 167,738.95 5.94%
Banks 18,780,614 167,307.10 5.92%
IT - Software 14,849,083 154,326.52 5.46%
Consumable Fuels 63,348,260 142,565.26 5.05%
Power 63,775,637 136,288.54 4.82%
Automobiles 4,186,832 114,671.05 4.06%
Capital Markets 44,206,584 61,889.22 2.19%
Capital Markets 4,799,727 53,531.36 1.90%
Capital Markets 7,618,643 52,290.56 1.85%
Capital Markets 2,492,885 38,744.42 1.37%
Minerals & Mining 27,087,811 33,331.55 1.18%
Pharmaceuticals & Biotechnology 3,154,852 31,592.69 1.12%
Pharmaceuticals & Biotechnology 7,204,805 30,256.58 1.07%
Pharmaceuticals & Biotechnology 665,343 28,194.24 1.00%
Pharmaceuticals & Biotechnology 2,518,584 27,098.70 0.96%
Auto Components 1,226,855 26,147.35 0.93%
Pharmaceuticals & Biotechnology 3,032,266 25,565.03 0.91%
Capital Markets 422,587 19,379.42 0.69%
IT - Software 417,679 12,627.90 0.45%
Capital Markets 800,000 6,887.20 0.24%
Finance 80,159 3,693.01 0.13%
Ferrous Metals 27,087,811 7,164.73 0.25%

Finance 474,250 31,182.89 1.10%

Petroleum Products 1,113,000 28,350.34 1.00%
Automobiles 177,000 14,858.44 0.53%
Banks 780,000 14,252.55 0.50%
Cement & Cement Products 1,135,800 5,952.73 0.21%
Banks 407,700 4,974.35 0.18%
Diversified FMCG 117,000 2,996.43 0.11%
IT - Software 315,600 3,207.76 0.11%
Insurance 93,500 529.44 0.02%

2,090,532.50 74.01%

Internet and Technology # 714,866 142,514.38 5.05%

Internet and Technology # 1,802,237 131,858.68 4.67%
Consumer Services # 1,284,203 89,421.42 3.17%
Internet and Technology # 591,056 58,796.14 2.08%
422,590.62 14.97%
 Automobiles # 142,519 15,233.56 0.54%
15,233.56 0.54%
437,824.18 15.51%

Duration (in Days)

365 2,475.00 0.09% 4.56%
365 2,475.00 0.09% 4.56%
365 2,475.00 0.09% 4.56%
365 491.00 0.02% 4.66%
365 491.00 0.02% 3.35%
365 491.00 0.02% 3.35%
365 491.00 0.02% 3.68%
365 491.00 0.02% 3.68%
365 491.00 0.02% 3.68%
365 491.00 0.02% 3.35%
365 491.00 0.02% 3.65%
365 491.00 0.02% 4.66%
365 491.00 0.02% 3.65%
367 491.00 0.02% 4.66%
367 491.00 0.02% 4.56%
91 491.00 0.02% 4.00%
365 100.00 $0.00% 5.70%
13,908.00 0.53%
13,908.00 0.53%

275,266.06 9.74% 6.49%

275,266.06 9.74%
275,266.06 9.74%
7,318.79 0.21%
2,824,849.53 100.00%

Market value
Long / Short Quantity % to AUM Notes & Symbols
(Rs. in Lakhs)

Short (436,000,000) (361,182.40) (12.79)%

Short (474250.00) (31404.36) (1.11)%

Short (1113000.00) (28549.56) (1.01)%
Short (177000.00) (14918.09) (0.53)%
Short (780000.00) (14353.17) (0.51)%
Short (1135800.00) (5994.75) (0.21)%
Short (407700.00) (4999.22) (0.18)%
Short (117000.00) (3015.09) (0.11)%
Short (315600.00) (3222.91) (0.11)%
Short (93500.00) (533.09) (0.02)%
(468,172.64) (16.58)%

onds and Tier-2 bonds as on December 31,

 e
ended by AMFI.
Securities is as per NASDAQ.

and its percentage to NAV - NIL

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

December 30, 2022 (Rs.)

51.0328
47.7107

, 2022: Rs.(-46,81,72,64,000)

31, 2022: Rs. 43,78,24,17,851.83

022 is Rs. 1,60,69,743.86

December 31, 2022 is Nil.

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

Short 6,524.64 6,621.90

Short 519.12 527.80
Short 572.42 570.15
Short 2,626.06 2,577.00
Short 1,198.95 1,226.20 21,944.26
Short 1,819.73 1,840.15
Short 8,364.04 8,428.30
Short 2,549.91 2,565.10
Short 1,015.20 1,021.20

Short 82.9478 82.8400 8,664.45

D) and 0.0003% is in Foreign Currency (USD). 82.49% of total Foreign Portfolio (USD) is hedged

tails specified for hedging transactions through futures which have been squared off/expired :
Nil
450,740
266,000
184,740
Nil
46,771,927,099
21,482,222,200
25,080,953,519
(208,751,379)
osition exceeding the quantity of existing position being hedged) is Nil.
 Number of Contracts Option Price when Current Option
purchased (Rs. Per Price ( Rs. Per
unit) unit)

Nil

tails specified for hedging transactions through options which have already been exercised/expired :
1,077
854,865,000
4,972,159

Scheme Benchmark Index Value of Investme

Direct Plan Nifty 500 (TRI) Nifty 50 (TRI) Regular Plan

18.49% 14.56% 13.64% 47711
-6.31% 4.26% 5.71% 9277
22.52% 17.38% 15.52% 17859
16.25% 11.50% 12.84% 20349

December 31, 2019 to December 29, 2017 to

December 31, 2021 to December December 30, 2022 December 30, 2022
30, 2022 (Last 1 year) (Last 3 year) (Last 5 year)
120,000 360,000 600,000
119,389 464,811 935,665
-0.95% 17.35% 17.83%
9.33% 20.14% 16.18%
10.52% 18.98% 15.67%

December 31, 2019 to December 29, 2017 to

December 31, 2021 to December December 30, 2022 December 30, 2022
30, 2022 (Last 1 year) (Last 3 year) (Last 5 year)
120,000 360,000 600,000
120,023 473,056 961,856
0.04% 18.60% 18.96%
9.33% 20.14% 16.18%
10.52% 18.98% 15.67%
 Riskometer

th from an actively managed portfolio primarily

gn equities and related instruments and debt

product is suitable for them.

 null
YTC^
Value of Investment of Rs. 10,000/-
Direct
Plan Nifty 500 (TRI) Nifty 50 (TRI)
51033 36900 34155
9371 10425 10569
18393 16173 15416
21250 17247 18305
 Parag Parikh Liquid Fund (An Open Ended Liquid Scheme. A Relatively Low Interest Rate Risk and Relatively low Credit Risk)

Monthly Portfolio Statement as on December 31, 2022

Market/Fair Value % to Net
Name of the Instrument ISIN Industry / Rating Quantity YTM~
(Rs. in Lakhs) Assets
Debt Instruments
(a) Listed / awaiting listing on Stock Exchange
GOI 8.57% Haryana SDL (MD 23/01/2023) IN1620120122 Sovereign 10,000,000 10,013.14 6.61% 6.26%
319
GOI 8.67% Uttarakhand SDL (MD 06/02/2023) IN3620120037 Sovereign 5,000,000 5,009.64 3.31% 6.36%
2
271
GOI 8.68% Gujarat SDL (MD 06/02/2023) IN1520120149 Sovereign 3,500,000 3,506.77 2.31% 6.36%
8
979
GOI 8.67% Maharashtra SDL (MD 06/02/2023) IN2220120090 Sovereign 1,500,000 1,502.89 0.99% 6.36%
983
GOI 8.68% Bihar SDL (MD 09/01/2023) IN1320120059 Sovereign 1,000,000 1,000.50 0.66% 6.25%
970 Sub Total 21,032.94 13.88%
(b) Privately placed / Unlisted NIL NIL
Sub Total NIL NIL
Total 21,032.94 13.88%
Money Market Instruments
Certificate of Deposit
KM Kotak Mahindra Bank Limited (17/02/2023) INE237A168N5 CRISIL A1+ 500 2,479.14 1.64% 6.54%
BK National Bank For Agriculture and Rural Development (14/02/2023)
NB INE261F16645 IND A1+ 300 1,488.35 0.98% 6.50%
778
AR
UTI Axis Bank Limited (28/02/2023) INE238AD6066 CRISIL A1+ 300 1,484.56 0.98% 6.54%
662
B12
UTI Axis Bank Limited (16/01/2023) INE238A166Z2 CRISIL A1+ 200 997.29 0.66% 6.61%
52
B12
NB National Bank For Agriculture and Rural Development (08/02/2023) INE261F16637 CRISIL A1+ 200 993.28 0.66% 6.50%
44
AR Bank of Baroda (14/02/2023)
BK INE028A16CO8 IND A1+ 200 992.23 0.65% 6.50%
660
BA Sub Total 8,434.85 5.57%
348
Commercial Paper
HD Housing Development Finance Corporation Limited (03/03/2023) INE001A14YI6 ICRA A1+ 500 2,472.16 1.63% 6.74%
FC Export Import Bank of India (06/01/2023)
EXI INE514E14QN6 CRISIL A1+ 200 999.08 0.66% 6.75%
117
M7 Sub Total
7 3,471.24 2.29%
35
Treasury Bill
TBI 91 Days Tbill (MD 05/01/2023) IN002022X270 Sovereign 12,500,000 12,491.80 8.24% 5.99%
L21
TBI 91 Days Tbill (MD 12/01/2023) IN002022X288 Sovereign 12,500,000 12,477.19 8.23% 6.07%
09
L21 91 Days Tbill (MD 19/01/2023)
TBI IN002022X296 Sovereign 12,500,000 12,462.94 8.22% 6.03%
12
L21
TBI 91 Days Tbill (MD 02/02/2023) IN002022X312 Sovereign 12,500,000 12,433.79 8.20% 6.07%
14
L21
TBI 91 Days Tbill (MD 09/03/2023) IN002022X361 Sovereign 12,500,000 12,357.78 8.15% 6.27%
20
L21
TBI 91 Days Tbill (MD 23/03/2023) IN002022X387 Sovereign 12,500,000 12,327.18 8.13% 6.32%
36
L21 182 Days Tbill (MD 02/03/2023)
TBI IN002022Y229 Sovereign 10,000,000 9,897.98 6.53% 6.27%
42
L20
TBI 91 Days Tbill (MD 16/03/2023) IN002022X379 Sovereign 10,000,000 9,873.79 6.51% 6.31%
94
L21
TBI 91 Days Tbill (MD 16/02/2023) IN002022X338 Sovereign 7,500,000 7,441.95 4.91% 6.19%
41
L21 Sub Total 101,764.40 67.12%
26
Total 113,670.49 74.98%
Others
Margin Fixed Deposit Duration (in Days)
FD 6.05% HDFC Bank Limited (04/10/2023) 365 200.00 0.13% 6.05%
HD
FD 5.10% HDFC Bank Limited (22/04/2023) 365 100.00 0.07% 5.23%
202
HD 6.5% HDFC Bank Limited (19/12/2023)
FD
2 365 250.00 0.16% 6.50%
200
HD
FD 5.5% HDFC Bank Limited (09/10/2023) 367 200.00 0.13% 5.50%
HD
FD 4.5% HDFC Bank Limited (08/02/2023) 91 100.00 0.07% 4.50%
202
HD
FD
3 5.5% HDFC Bank Limited (10/10/2023) 365 100.00 0.07% 5.50%
202
HD
6 Sub Total 950.00 0.63%
202
4 Total 950.00 0.63%
Reverse Repo / TREPS
TR Clearing Corporation of India Ltd 14,932.35 9.85% 6.48%
P_0 Sub Total 14,932.35 9.85%
201
23 (b) Privately placed / Unlisted NIL NIL
Sub Total NIL NIL
Total 14,932.35 9.85%
Net Receivables / (Payables) 988.90 0.66%
GRAND TOTAL 151,574.68 100.00%

~ YTM as on December 31, 2022

^ Pursuant to AMFI circular no. 135/BP/91/2020-21, Yield to Call (YTC) for AT-1 bonds and Tier-2 bonds as on December 31,
2022.

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

Net Total amount due

Net receivable/ market
receivable/ (including principal
value
Name of security ISIN Code market value and interest)

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

NIL NIL NIL 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 November 30, 2022 (Rs.) December 30, 2022 (Rs.)
Direct Plan
Parag Parikh Liquid Fund- Direct Plan Growth 1229.5307 1235.8144
Parag Parikh Liquid Fund- Direct Plan- Daily Reinvestment of IDCW* 1000.5404 1000.5404
Parag Parikh Liquid Fund- Direct Plan- Weekly Reinvestment of IDCW* 1001.3613 1001.7786
Parag Parikh Liquid Fund- Direct Plan- Monthly IDCW* 1003.3623 1003.7800
Regular Plan
Parag Parikh Liquid Fund- Regular Plan Growth 1223.8184 1229.9722
Parag Parikh Liquid Fund- Regular Plan- Daily Reinvestment of IDCW* 1000.5404 1000.5404
Parag Parikh Liquid Fund- Regular Plan- Weekly Reinvestment of IDCW* 1001.3559 1001.7678
Parag Parikh Liquid Fund- Regular Plan- Monthly IDCW* 1003.3588 1003.7692
* Pursuant to SEBI Circular vide reference no. SEBI/HO/IMD/DF3/CIR/P/2020/194 dated October 5, 2020 regarding ‘Review of Dividend Option(s) / Plan(s) in case of Mutual Fund Schemes,
effective April 1st ,2021 Dividend Option(s) / Plan(s) is renamed as Income Distribution cum capital withdrawal (“IDCW”) Option(s) / Plan(s).

3. Total Dividend (Net) declared during the period ended December 31, 2022 :
Record Date Daily IDCW* (Direct) Dividend Per Unit Dividend Per
(Huf & Individuals) Unit
(Others)
December-22 Direct Plan- Daily
Reinvestment of IDCW*
5.09669935 5.09669935

Record Date Daily IDCW* (Regular) Dividend Per Unit Dividend Per
(Huf & Individuals) Unit
(Others)
December-22 Regular Plan- Daily
Reinvestment of IDCW*
5.01510073 5.01510073

Record Date Monthly IDCW* (Direct) Dividend Per Unit Dividend Per
(Huf & Individuals) Unit
(Others)
December-22 Direct Plan- Monthly
IDCW* 4.70640026 4.70640026

Record Date Monthly IDCW* (Regular) Dividend Per Unit Dividend Per
(Huf & Individuals) Unit
(Others)
December-22 Regular Plan- Monthly
IDCW* 4.63090068 4.63090068

Record Date Weekly IDCW* (Direct) Dividend Per Unit Dividend Per
(Huf & Individuals) Unit
(Others)
5/Dec/22 Direct Plan- Weekly 1.17789965 1.17789965
Reinvestment of IDCW*

12/Dec/22 Direct Plan- Weekly 1.17259985 1.17259985

Reinvestment of IDCW*

19/Dec/22 Direct Plan- Weekly

Reinvestment of IDCW*
1.11620001 1.11620001
26/Dec/22 Direct Plan- Weekly
Reinvestment of IDCW*
1.22189983 1.22189983

Record Date Weekly IDCW* (Regular) Dividend Per Unit Dividend Per
(Huf & Individuals) Unit
(Others)
5/Dec/22 Regular Plan- Weekly 1.15889971 1.15889971
Reinvestment of IDCW*
 12/Dec/22 Regular Plan- Weekly 1.15320018 1.15320018
Reinvestment of IDCW*

19/Dec/22 Regular Plan- Weekly

Reinvestment of IDCW*
1.09700010 1.09700010
26/Dec/22 Regular Plan- Weekly
Reinvestment of IDCW*
1.20260004 1.20260004
* Pursuant to SEBI Circular vide reference no. SEBI/HO/IMD/DF3/CIR/P/2020/194 dated October 5, 2020 regarding ‘Review of Dividend Option(s) / Plan(s) in case of Mutual Fund Schemes,
effective April 1st ,2021 Dividend Option(s) / Plan(s) is renamed as Income Distribution cum capital withdrawal (“IDCW”) Option(s) / Plan(s).

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

4. Total Bonus declared during the period ended December 31, 2022 - Nil

5. Total outstanding exposure in derivative instruments as on December 31, 2022 - 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, 2022 - Nil

7. Details of transactions of "Credit Default Swap" for the month ended December 31, 2022 - Nil

8. Average Portfolio Maturity is 38 days.

9. Repo transactions in corporate debt securities during the period ending December 31, 2022 - Nil

10. Portfolio Classification by Asset Class(%) :

T Bills 67.12
Goverment Securities 13.88
Commercial Papers (CP) / Certificate Of Deposit (CD) 7.86
Cash,Cash Equivalents and Net Current Assets including TREPS 11.14

11. Portfolio Classification by Rating Class(%) :

Sovereign 81.00
CRISIL A1+ 7.86
Cash,Cash Equivalents and Net Current Assets including TREPS 11.14

12. Deviation from the valuation prices given by valuation agencies: NIL
Lumpsum Investment Performance (Compounded annual returns)
Scheme Benchmark Index Value of Inves
Regular Plan Direct Plan Crisil Liquid Regular Direct Plan
Fund AI CRISIL 1 year T- Plan
Date Index bill Index
Since Inception (11 May, 2018) 4.56% 4.67% 5.14% 5.51% 12300 12358

December 23, 2022 to December 30, 2022 (Last 7 Days) 6.79% 6.89% 6.94% 6.20% 10013 10013

December 15, 2022 to December 30, 2022 (Last 15 days) 6.36% 6.46% 6.78% 5.88% 10026 10027

November 31, 2022 to December 30, 2022 (Last 1 Month) 6.12% 6.22% 6.61% 7.34% 10050 10051

December 31, 2021 to December 30, 2022 (Last 1 year) 4.53% 4.63% 5.02% 4.12% 10451 10462

December 31, 2019 to December 30, 2022 (Last 3 year) 3.75% 3.85% 4.24% 4.49% 11168 11201

Net Asset Value (NAV) as on December 30, 2022

Regular Plan : 1229.9722
Direct Plan : 1235.8144

Debt Quants as on as on December 30, 2022

Avg maturity of the fund (days) 38.39
Modified duration (years) 0.0970
Macaulay Duration (years) 0.1028
YTM 6.25%

Riskometer
Product Labelling of the Scheme
This product is suitable for investors who are seeking*
1.Income over short term.
2.Investments in Debt/Money Market instruments.

*Investors should consult their financial advisers if in doubt about whether this product is suitable for them.

Benchmark's Riskometer
CRISIL Liquid Fund AI Index
YTC^
estment of Rs. 10,000/-
Crisil Liquid
Fund AI CRISIL 1 year
Index T-bill Index
12622 12828
10013 10012
10028 10024
10054 10060
10501 10411
11327 11410
 Parag Parikh Tax Saver Fund (An open ended equity linked saving scheme with a statutory lock in of 3 years and tax benefit)

Monthly Portfolio Statement as on December 31, 2022

Market/Fair Value
Name of the Instrument ISIN Industry Quantity
(Rs. in Lakhs)
Equity & Equity related
(a) Listed / awaiting listing on Stock Exchanges
HD Housing Development Finance Corporation Limited INE001A01036 Finance 271,800 7,169.00
FC
BAJ Bajaj Holdings & Investment Limited INE118A01012 Finance 106,624 6,121.92
03
A01
UTI Axis Bank Limited INE238A01034 Banks 587,358 5,484.46
B02
IBC ICICI Bank Limited INE090A01021 Banks 613,465 5,465.05
L05
ITC ITC Limited INE154A01025 Diversified FMCG 1,596,935 5,294.64
L02
HC HCL Technologies Limited INE860A01027 IT - Software 441,932 4,593.00
LT0
TC Tata Consultancy Services Limited INE467B01029 IT - Software 139,994 4,559.18
2
SL0 Wipro Limited
WI INE075A01022 IT - Software 1,150,879 4,520.08
1
PR
CO Coal India Limited INE522F01014 Consumable Fuels 1,995,000 4,489.75
02
AL0
MA Maharashtra Scooters Limited INE288A01013 Finance 88,173 4,062.22
1
SC
PG Power Grid Corporation of India Limited INE752E01010 Power 1,870,000 3,996.19
01
CI0
MA Maruti Suzuki India Limited INE585B01010 Automobiles 35,311 2,964.22
1
UD Hero MotoCorp Limited
HE INE158A01026 Automobiles 93,826 2,569.75
01
RO
CM CMS Info System Limited INE925R01014 Commercial Services & Supplies 535,397 1,673.38
02
SI0
MO Motilal Oswal Financial Services Limited INE338I01027 Capital Markets 230,215 1,580.08
1
FS0
NM NMDC Limited INE584A01023 Minerals & Mining 1,124,000 1,383.08
3
DC Indian Energy Exchange Limited
IEE INE022Q01020 Capital Markets 878,211 1,229.50
01
L02
BA Balkrishna Industries Limited INE787D01026 Auto Components 46,003 980.44
LI0
CH Zydus Lifesciences Limited INE010B01027 Pharmaceuticals & Biotechnology 225,059 945.14
2
EL0
SPI Sun Pharmaceutical Industries Limited INE044A01036 Pharmaceuticals & Biotechnology 94,240 943.72
2
L03
CPI CCL Products (India) Limited INE421D01022 Agricultural Food & other Products 176,391 934.08
L02
CIP Cipla Limited INE059A01026 Pharmaceuticals & Biotechnology 85,500 919.94
L03
CD Central Depository Services (India) Limited INE736A01011 Capital Markets 81,364 907.45
SL0
IPC IPCA Laboratories Limited INE571A01038 Pharmaceuticals & Biotechnology 107,180 903.63
1
A03
DR Dr. Reddy's Laboratories Limited INE089A01023 Pharmaceuticals & Biotechnology 20,716 877.85
RL0 ICRA Limited
ICR INE725G01011 Capital Markets 16,672 764.56
2
A01
MC Multi Commodity Exchange of India Limited INE745G01035 Capital Markets 48,775 758.06
EX
UTI UTI Asset Management Company Limited INE094J01016 Capital Markets 34,318 295.44
01
A01
IFE Oracle Financial Services Software Limited INE881D01027 IT - Software 7,491 226.48
L01
NM NMDC Steel Limited INE0NNS01018 Ferrous Metals 1,124,000 297.30
ST0 Total 76,909.59
1
Reverse Repo / TREPS
TR Clearing Corporation of India Ltd 17,431.90
P_0 Sub Total 17,431.90
201
23 Total 17,431.90
Net Receivables / (Payables) (185.12)
GRAND TOTAL 94,156.37

~ YTM as on December 31, 2022

^ Pursuant to AMFI circular no. 135/BP/91/2020-21, Yield to Call (YTC) for AT-1 bonds and Tier-2 bonds as on December 31, 2022.

Notes:
1. Total value provided for securities classified as below investment grade or default and its percentage to NAV - NIL
Total amount due
Net receivable/
Net receivable/ market value (including principal and
Name of security ISIN Code market value
interest)
(Rs. in Lakhs) (as % to NAV) (Rs. in Lakhs)
NIL NIL NIL 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 November 30, 2022 (Rs.) December 30, 2022 (Rs.)
Direct Plan 21.3964 20.7372
Regular Plan 20.5045 19.8500

4. Total Dividend (Net) declared during the period ended December 31, 2022 - Nil

5. Total Bonus declared during the period ended December 31, 2022 - Nil

6. Total outstanding exposure in derivative instruments as on December 31, 2022 - 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, 2022 - Nil

8. Total Commission paid in the month of December 2022 : 3,897,487.93

9. Total Brokerage paid for Buying/ Selling of Investment for December 2022 is Rs. 199,664.69

10. Portfolio Turnover Ratio : 5.28

11. Repo transactions in corporate debt securities during the period ending December 31, 2022 - Nil

12. Deviation from the valuation prices given by valuation agencies: NIL

Lumpsum Investment Performance (Compounded annual returns)

 Scheme Benchmark Index

Date Regular Plan Direct Plan Nifty 500 (TRI) Nifty 50 (TRI)
Since Inception (24 July, 2019) 22.07% 23.63% 17.69% 16.12%

December 31, 2021 to December 30, 2022 (Last 1 year) 5.15% 6.60% 4.26% 5.71%

December 31, 2019 to December 30, 2022 (Last 3 year) 22.46% 24.04% 17.38% 15.52%

December 29, 2017 to December 30, 2022 (Last 5 year) NA NA NA NA

SIP Investment Performance - Parag Parikh Tax Saver Fund - Regular Plan - Growth
December 31,
2019 to
December 30, December 29, 2017 to
Since Inception from July December 31, 2021 to December 30, 2022 2022 (Last 3 December 30, 2022
Particulars 24,2019 (Last 1 year) year) (Last 5 year)
Total Amount Invested 420,000 120,000 360,000 NA
Market value of Investment 614,849 126,369 498,959 NA
Returns (Annualised) (%) 22.37% 10.03% 22.43% NA
Nifty 500 (TRI) Returns (Annualised) (%) 19.54% 9.33% 20.14% NA
Nifty 50 (TRI) Returns (Annualised) (%) 18.25% 10.52% 18.98% NA

SIP Investment Performance - Parag Parikh Tax Saver Fund - Direct Plan - Growth

December 31,
2019 to
December 30, December 29, 2017 to
Since Inception from July December 31, 2021 to December 30, 2022 2022 (Last 3 December 30, 2022
Particulars 24,2019 (Last 1 year) year) (Last 5 year)
Total Amount Invested 420,000 120,000 360,000 NA
Market value of Investment 631,406 127,323 510,553 NA
Returns (Annualised) (%) 24.01% 11.56% 24.11% NA
Nifty 500 (TRI) Returns (Annualised) (%) 19.54% 9.33% 20.14% NA
Nifty 50 (TRI) Returns (Annualised) (%) 18.25% 10.52% 18.98% NA

Quantitative indicators
Standard Deviation 18.60%
Standard Deviation( Benchmark ) 22.82%
Sharpe Ratio 0.84
Beta 0.74
Treynor Ratio 0.21
VaR -3.95%
Information Ratio 0.343
Risk free rate of return (FIMMDA MIBOR) 6.60%
Net Asset Value (NAV) as on December 30, 2022
Regular Plan : 19.85
Direct Plan : 20.7372

Riskometer
Product Labelling of the Scheme
This product is suitable for investors who are seeking*
1.Long Term Capital Appreciation.     
2.Investment predominantly in equity and equity related securities.         

*Investors should consult their financial advisers if in doubt about whether this product is suitable for them.

Benchmark's Riskometer
NIFTY 500 TRI
% to Net null
YTM~ YTC^
Assets

7.61%
6.50%
5.82%
5.80%
5.62%
4.88%
4.84%
4.80%
4.77%
4.31%
4.24%
3.15%
2.73%
1.78%
1.68%
1.47%
1.31%
1.04%
1.00%
1.00%
0.99%
0.98%
0.96%
0.96%
0.93%
0.81%
0.81%
0.31%
0.24%
0.32%
81.66%

18.51% 6.48%
18.51%
18.51%
(0.17)%
100.00%
 Value of Investment of Rs. 10,000/-
Regular Direct Nifty 500 Nifty 50
Plan Plan (TRI) (TRI)
19850 20737 17508 16716
10514 10658 10425 10569
18364 19086 16173 15416

NA NA NA NA
 Parag Parikh Conservative Hybrid Fund (An open-ended hybrid scheme investing predominantly in debt instruments)

Monthly Portfolio Statement as on December 31, 2022

Market/Fair Value % to Net
Name of the Instrument ISIN Industry Quantity
(Rs. in Lakhs) Assets
Equity & Equity related
(a) Listed / awaiting listing on Stock Exchanges
IRL Indian Railway Finance Corporation Limited INE053F01010 Finance 9,976,423 3,247.33 2.78%
Y01
PL Petronet LNG Limited INE347G01014 Gas 1,089,812 2,348.00 2.01%
NG
CO Coal India Limited INE522F01014 Consumable Fuels 1,008,630 2,269.92 1.94%
01
AL0 Power Grid Corporation of India Limited
PG INE752E01010 Power 1,043,670 2,230.32 1.91%
1
CI0
BA Bajaj Auto Limited INE917I01010 Automobiles 61,439 2,221.66 1.90%
1
LN0
ITC ITC Limited INE154A01025 Diversified FMCG 626,420 2,076.90 1.78%
1
L02 Sub Total 14,394.13 12.32%
(b) Unlisted NIL NIL
Sub Total NIL NIL
(c) ReITs
Brookfield India Real Estate Trust INE0FDU25010 Realty 1,605,823 4,626.22 3.96%
Embassy Office Parks REIT INE041025011 Realty 823,865 2,768.60 2.37%
Mindspace Business Parks REIT INE0CCU25019 Realty 493,139 1,648.61 1.41%
Sub Total 9,043.43 7.74%
Total 23,437.56 20.06%
Debt Instruments
(a) Listed / awaiting listing on Stock Exchange
GOI 8.08% Tamilnadu SDL (MD 26/12/2028) IN3120180200 Sovereign 3,000,000 3,081.92 2.64%
218
GOI 8% Kerala SDL (MD 11/04/2028) IN2020180013 Sovereign 3,000,000 3,060.59 2.62%
3
203
GOI 6.99% Telangana SDL (MD 10/06/2028) IN4520200093 Sovereign 3,000,000 2,928.11 2.51%
9
249 8.16% Rajasthan SDL (MD 09/05/2028)
GOI IN2920180030 Sovereign 2,500,000 2,569.10 2.20%
0
409
GOI 7.92% Uttar Pradesh SDL (MD 24/01/2028) IN3320170175 Sovereign 2,500,000 2,539.75 2.17%
6
322
NB 5.14% National Bank For Agriculture and Rural Development (31/01/2024) ** INE261F08CK9 ICRA AAA 250 2,439.20 2.09%
1
AR
GOI 8.34% Punjab SDL (MD 30/05/2028) IN2820180049 Sovereign 2,000,000 2,071.94 1.77%
587
217
GOI 7.88% Madhya Pradesh SDL (MD 24/01/2028) IN2120170070 Sovereign 2,000,000 2,030.69 1.74%
2
389 7.63% Haryana SDL (MD 01/06/2028)
GOI IN1620220070 Sovereign 2,000,000 2,008.13 1.72%
9
464
GOI 8.43% Punjab SDL (MD 05/12/2028) IN2820180114 Sovereign 1,500,000 1,562.23 1.34%
0
337
GOI 8.42% Madhya Pradesh SDL (MD 08/08/2028) IN2120180053 Sovereign 1,500,000 1,559.00 1.33%
5
216
GOI 8.33% Kerala SDL (MD 30/05/2028) IN2020180039 Sovereign 1,500,000 1,552.06 1.33%
4
205 8.29% West Bengal SDL (MD 21/02/2028)
GOI IN3420170182 Sovereign 1,500,000 1,549.54 1.33%
8
199
GOI 8.15% Tamil Nadu SDL (MD 09/05/2028) IN3120180036 Sovereign 1,500,000 1,541.14 1.32%
3
208
GOI 8.08% Maharashtra SDL (MD 26/12/2028) IN2220180052 Sovereign 1,500,000 1,540.96 1.32%
9
216
GOI 8.05% Tamilnadu SDL (MD 18/04/2028) IN3120180010 Sovereign 1,500,000 1,534.93 1.31%
7
204 7.38% Government of India (20/06/2027)
GOI IN0020220037 Sovereign 1,500,000 1,508.60 1.29%
1
448
GOI 6.98% Telangana SDL (MD 22/04/2028) IN4520200044 Sovereign 1,500,000 1,464.00 1.25%
5
364
GOI 6.79% West Bangal SDL (MD 30/06/2028) IN3420210046 Sovereign 1,500,000 1,452.94 1.24%
8
351
GOI 8.5% Gujarat SDL (MD 28/11/2028) IN1520180200 Sovereign 1,000,000 1,046.19 0.90%
9
214
GOI 8.45% Uttar Pradesh SDL (MD 27/02/2029) IN3320180166 Sovereign 1,000,000 1,042.06 0.89%
7
220 8.43% Goa SDL (MD 13/03/2029)
GOI IN1420180151 Sovereign 1,000,000 1,041.27 0.89%
6
222
GOI 8.45% Uttar Pradesh SDL (MD 27/06/2028) IN3320180034 Sovereign 1,000,000 1,040.28 0.89%
207
GOI 8.37% Madhya Pradesh SDL (MD 05/12/2028) IN2120180095 Sovereign 1,000,000 1,038.83 0.89%
6
219 8.41% Kerala SDL (MD 06/06/2028)
GOI IN2020180047 Sovereign 1,000,000 1,038.32 0.89%
7
206 8.18% Tamilnadu SDL (MD 19/12/2028)
GOI IN3120180192 Sovereign 1,000,000 1,031.46 0.88%
6
216
GOI 8.2% Uttarakhand SDL (MD 09/05/2028) IN3620180023 Sovereign 1,000,000 1,027.96 0.88%
1
410
GOI 8.15% Chhattisgarh SDL (MD 27/03/2028) IN3520170090 Sovereign 1,000,000 1,025.27 0.88%
1
202
GOI 7.99% Punjab SDL (MD 11/04/2028) IN2820180015 Sovereign 1,000,000 1,020.57 0.87%
5
203 7.65% Tamil Nadu SDL (MD 06/12/2027)
GOI IN3120170094 Sovereign 1,000,000 1,008.01 0.86%
5
195
GOI 7.64% Rajasthan SDL (MD 01/11/2027) IN2920170098 Sovereign 1,000,000 1,006.34 0.86%
8
394
GOI 7.5% Telangana SDL (MD 15/04/2028) IN4520200010 Sovereign 1,000,000 997.53 0.85%
6
410
GOI 7.15% Karnataka SDL (MD 09/10/2028) IN1920190056 Sovereign 1,000,000 984.41 0.84%
3
233 6.82% Bihar SDL (MD 14/07/2028)
GOI IN1320210041 Sovereign 1,000,000 969.41 0.83%
9
353
GOI 6.44% Maharashtra SDL (MD 12/08/2028) IN2220200124 Sovereign 1,000,000 952.71 0.82%
2
262
GOI 8.84 % Rajasthan SDL 12/09/2028 IN2920180196 Sovereign 500,000 530.04 0.45%
7
211
GOI 8.73% Uttar Pradesh SDL (MD 10/10/2028) IN3320180042 Sovereign 500,000 527.35 0.45%
9
212 8.65% Rajasthan SDL (MD 03/10/2028)
GOI IN2920180212 Sovereign 500,000 525.91 0.45%
8
212 8.63% Rajasthan SDL (MD 03/09/2028)
GOI IN2920180188 Sovereign 500,000 525.16 0.45%
4
211
GOI 8.61% Punjab SDL (MD 14/11/2028) IN2820180106 Sovereign 500,000 524.76 0.45%
5
340
GOI 8.53% Gujarat SDL (MD 20/11/2028) IN1520180192 Sovereign 500,000 523.72 0.45%
9
214
GOI 8.56% Maharashtra SDL (MD 11/07/2028) IN2220180037 Sovereign 500,000 523.26 0.45%
3
208 8.49% Uttarakhand SDL (MD 21/08/2028)
GOI IN3620180106 Sovereign 500,000 521.14 0.45%
7
410
GOI 8.43% Uttar Pradesh SDL (MD 06/03/2029) IN3320180174 Sovereign 500,000 520.60 0.45%
2
222
GOI 8.44% West Bengal SDL (MD 27/06/2028) IN3420180017 Sovereign 500,000 520.22 0.45%
1
464
GOI 8.39% Uttar Pradesh SDL (MD 13/03/2029) IN3320180182 Sovereign 500,000 519.68 0.44%
3
221 8.4% Andhra Pradesh SDL (MD 20/06/2028)
GOI IN1020180130 Sovereign 500,000 519.68 0.44%
7
464
GOI 8.4% Rajasthan SDL (MD 20/06/2028) IN2920180097 Sovereign 500,000 519.42 0.44%
2
464
GOI 8.39% Andhra Pradesh SDL (MD 23/05/2028) IN1020180080 Sovereign 500,000 519.19 0.44%
1
205
GOI 8.28% Gujarat SDL (MD 20/02/2029) IN1520180291 Sovereign 500,000 517.89 0.44%
5
220 8.34% Tamil Nadu SDL (MD 28/02/2028)
GOI IN3120170136 Sovereign 500,000 517.67 0.44%
5
199
GOI 8.31% Jharkhand SDL (MD 13/02/2029) IN3720180063 Sovereign 500,000 517.59 0.44%
9
319
GOI 8.25% Tamilnadu SDL (MD 02/01/2029) IN3120180218 Sovereign 500,000 516.95 0.44%
0
409
GOI 8.34% Uttar Pradesh SDL (MD 28/02/2028) IN3320170191 Sovereign 500,000 516.65 0.44%
7
336
GOI 8.29% Haryana SDL (MD 14/03/2028) IN1620170150 Sovereign 500,000 516.56 0.44%
3
409 8.28% Tamil Nadu SDL (MD 21/02/2028)
GOI IN3120170128 Sovereign 500,000 516.30 0.44%
4
199
GOI 8.21% West Bengal SDL (MD 23/01/2029) IN3420180124 Sovereign 500,000 515.63 0.44%
2
325
GOI 8.17% Gujarat SDL (MD 19/12/2028) IN1520180226 Sovereign 500,000 515.50 0.44%
9
216
GOI 8.2% Jammu and Kashmir SDL (MD 30/01/2029) IN1820180108 Sovereign 500,000 514.97 0.44%
3
334 8.19% Odisha SDL (MD 09/05/2028)
GOI IN2720180032 Sovereign 500,000 514.48 0.44%
4
393
GOI 8.08% Gujarat SDL (MD 26/12/2028) IN1520180234 Sovereign 500,000 513.65 0.44%
2
216
GOI 8.13% Rajasthan SDL (MD 27/03/2028) IN2920170205 Sovereign 500,000 513.35 0.44%
8
203
GOI 8.09% West Bengal SDL (MD 27/03/2028) IN3420170216 Sovereign 500,000 512.39 0.44%
2
332 8.11% Chattisgarh SDL (MD 31/01/2028)
GOI IN3520170041 Sovereign 500,000 511.53 0.44%
9
202 7.98% Uttar Pradesh SDL (MD 11/04/2028)
GOI IN3320180018 Sovereign 500,000 509.56 0.44%
7
225
GOI 7.97% Assam SDL (MD 18/04/2028) IN1220180021 Sovereign 500,000 509.33 0.44%
9
409
GOI 7.86% Haryana SDL (MD 27/12/2027) IN1620170101 Sovereign 500,000 508.19 0.43%
2
322
GOI 7.75% Gujarat SDL (MD 13/12/2027) IN1520170136 Sovereign 500,000 506.60 0.43%
0
195 7.77% Andhra Pradesh SDL (MD 10/01/2028)
GOI IN1020170131 Sovereign 500,000 505.72 0.43%
4
GOI 7.65% Karnataka SDL (MD 06/12/2027) IN1920170108 Sovereign 500,000 503.82 0.43%
359
GOI 7.64% Karnataka SDL (MD 08/11/2027) IN1920170066 Sovereign 500,000 503.54 0.43%
3
194 7.55% Karnataka SDL (MD 25/10/2027)
GOI IN1920170041 Sovereign 500,000 501.71 0.43%
2
193 7.53% West Bengal SDL (MD 22/11/2027)
GOI IN3420170117 Sovereign 500,000 501.31 0.43%
3
409
GOI 7.32% West Bengal SDL (MD 26/06/2029) IN3420190016 Sovereign 500,000 494.66 0.42%
8
409
IGI 7.7% India Grid Trust InvIT Fund (06/05/2028) ** INE219X07215 CRISIL AAA 50,000 494.08 0.42%
9
F29
GOI 7.24% Haryana SDL (MD 18/03/2029) IN1620190190 Sovereign 500,000 492.90 0.42%
243 7.13% Kerala SDL (MD 10/07/2029)
GOI IN2020190103 Sovereign 500,000 489.93 0.42%
8
409
GOI 7.11% Tamilnadu SDL (MD 31/07/2029) IN3120190068 Sovereign 500,000 489.66 0.42%
5
245
GOI 7.09% Goa SDL (MD 28/08/2029) IN1420190085 Sovereign 500,000 487.95 0.42%
8
409
GOI 6.83% West Bengal SDL (MD 07/07/2028) IN3420210053 Sovereign 500,000 485.15 0.42%
3
410 6.53% Chattisgarh SDL (MD 15/09/2028)
GOI IN3520210037 Sovereign 500,000 477.49 0.41%
0
364 Sub Total 77,778.29 66.54%
9
(b) Privately placed / Unlisted NIL NIL
Sub Total NIL NIL
Total 77,778.29 66.54%
Money Market Instruments
Certificate of Deposit
IBC ICICI Bank Limited (17/11/2023) INE090A169Y6 ICRA A1+ 500 2,344.80 2.01%
L11
UTI Axis Bank Limited (23/11/2023) INE238AD6157 CRISIL A1+ 500 2,341.29 2.00%
41
B12 Kotak Mahindra Bank Limited (11/12/2023)
KM INE237A164R5 CRISIL A1+ 500 2,333.31 2.00%
58
BK
BK Bank of Baroda (20/12/2023) INE028A16DC1 IND A1+ 500 2,329.67 1.99%
808
BA Sub Total 9,349.07 8.00%
364
Commercial Paper
HD Housing Development Finance Corporation Limited (23/11/2023) INE001A14ZT0 CRISIL A1+ 500 2,337.77 2.00%
FC Sub Total 2,337.77 2.00%
121
0 Total 11,686.84 10.00%
Others
Margin Fixed Deposit Duration (in Days)
FD 5.10% HDFC Bank Limited (29/05/2023) 367 150.00 0.13%
HD
FD 5.10% HDFC Bank Limited (30/05/2023) 365 100.00 0.09%
200
HD
FD
7 5.10% HDFC Bank Limited (01/06/2023) 365 100.00 0.09%
200
HD
FD
8 5.25% Axis Bank Limited (30/05/2023) 365 100.00 0.09%
200
UT Sub Total
9 450.00 0.40%
963
Total 450.00 0.40%
Reverse Repo / TREPS
TR Clearing Corporation of India Ltd 2,064.63 1.77%
P_0 Sub Total 2,064.63 1.77%
201
23 (b) Privately placed / Unlisted NIL NIL
Sub Total NIL NIL
Total 2,064.63 1.77%
Net Receivables / (Payables) 1,435.56 1.23%
GRAND TOTAL 116,852.88 100.00%

~ YTM as on December 31, 2022

^ Pursuant to AMFI circular no. 135/BP/91/2020-21, Yield to Call (YTC) for AT-1 bonds and Tier-2 bonds as on December 31, 2022.
Notes:
1. Total value provided for securities classified as below investment grade or default and its percentage to NAV - NIL

Net Total amount due

Net receivable/ market
receivable/ (including principal and
value
Name of security ISIN Code market value interest)

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

NIL NIL NIL 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 November 30, 2022 (Rs.) December 30, 2022 (Rs.)
Direct Plan
Parag Parikh Conservative Hybrid Fund - Direct Plan - Growth 11.2436 11.2538
Parag Parikh Conservative Hybrid Fund - Direct Plan - Monthly IDCW* 10.0833 10.0810
Regular Plan
Parag Parikh Conservative Hybrid Fund - Regular Plan - Growth 11.1924 11.1998
Parag Parikh Conservative Hybrid Fund - Regular Plan - Monthly IDCW* 10.1817 10.1830
* Pursuant to SEBI Circular vide reference no. SEBI/HO/IMD/DF3/CIR/P/2020/194 dated October 5, 2020 regarding ‘Review of Dividend Option(s) / Plan(s) in case of Mutual Fund Schemes, effec
1st ,2021 Dividend Option(s) / Plan(s) is renamed as Income Distribution cum capital withdrawal (“IDCW”) Option(s) / Plan(s).

3. Total Dividend (Net) declared during the period ended December 31, 2022 :
Record Date Monthly IDCW* (Direct) Dividend Per Unit Dividend Per
(Huf & Individuals) Unit
(Others)
26/Dec/22 Direct Plan- Monthly
IDCW* 0.01141876 0.01141876
26/Dec/22 Regular Plan- Monthly
IDCW* 0.00537265 0.00537265
* Pursuant to SEBI Circular vide reference no. SEBI/HO/IMD/DF3/CIR/P/2020/194 dated October 5, 2020 regarding ‘Review of Dividend Option(s) / Plan(s) in case of Mutual Fund Schemes, effec
1st ,2021 Dividend Option(s) / Plan(s) is renamed as Income Distribution cum capital withdrawal (“IDCW”) Option(s) / Plan(s).

4. Total Bonus declared during the period ended December 31, 2022 - Nil

5. Total outstanding exposure in derivative instruments as on December 31, 2022 - 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, 2022 - Nil

7. Details of transactions of "Credit Default Swap" for the month ended December 31, 2022 - Nil

8. Average Portfolio Maturity is 1338 days.

9. Repo transactions in corporate debt securities during the period ending December 31, 2022 - Nil

10. Portfolio Classification by Asset Class(%) :

T Bills -
Goverment Securities 64.03
Commercial Papers (CP) / Certificate Of Deposit (CD) 10.00
Equity & Equity related 20.06
Debt Securities 2.51
Cash,Cash Equivalents and Net Current Assets including TREPS 3.40

11. Portfolio Classification by Rating Class(%) :

Sovereign 64.03
CRISIL AAA 2.51
Others 20.06
CRISIL A1+ 10.00
Cash,Cash Equivalents and Net Current Assets including TREPS 3.40

12. Deviation from the valuation prices given by valuation agencies: NIL

13. Disclosure for investments in derivative instruments

A. Hedging Positions through Futures as on 31-December-2022 : Nil

B. Other than Hedging Positions through Futures as on 31-December-2022 : Nil

C. Hedging Position through Put Option as on 31-December-2022 : Nil

D. Other than Hedging Positions through Options as on 31-December-2022 : Nil

Underlying Call/Put Number of Contracts Option Price Current Option Price ( Rs.
when Per unit)
purchased
(Rs. Per unit)

Total exposure through options as a % of net assets :

For the period 01-December-2022 to 31-December-2022, the following details specified for hedging transactions through options which have already been exercised/expired :
Total Number of contracts entered into 155
Gross Notional Value of contracts entered into Rs. 120,735,000
Net Profit/Loss value on all contracts (treat premium paid as loss) Rs. 716,062

E. Hedging Positions through swaps as on 30-December-2022: Nil

Lumpsum Investment Performance

Scheme Benchmark Index V

CRISIL
Hybrid
85+15
Conservative Regular
Date Regular Plan Direct Plan Index Crisil 10 year Gilt Index Plan
Since Inception (26 May, 2021) 7.35% 7.68% 4.54% 0.18% 11200

December 31, 2021 to December 30, 2022 (Last 1 year) 7.57% 7.90% 3.10% 0.44% 10755

SIP Investment Performance - Parag Parikh Conservative Hybrid Fund - Regular Plan - Growth

December 31,
2019 to
December 31, 2021 to December 30, December 29, 2017 to
Since Inception (26 December 30, 2022 2022 (Last 3 December 30, 2022 (Last
Particulars May, 2021) (Last 1 year) year) 5 year)
Total Amount Invested 200,000 120,000 NA NA
Market value of Investment 212,805 124,804 NA NA
Returns (Annualised) (%) 7.35% 7.55% NA NA
CRISIL Hybrid 85+15 - Conservative Index Returns (Annualised) (%) 4.54% 5.67% NA NA
Crisil 10 year Gilt Index Returns (Annualised) (%) 1.73% 3.99% NA NA

SIP Investment Performance - Parag Parikh Conservative Hybrid Fund - Direct Plan - Growth

December 31,
2019 to
December 31, 2021 to December 30, December 29, 2017 to
Since Inception (26 December 30, 2022 2022 (Last 3 December 30, 2022 (Last
Particulars May, 2021) (Last 1 year) year) 5 year)
Total Amount Invested 200,000 120,000 NA NA
Market value of Investment 213,369 125,007 NA NA
Returns (Annualised) (%) 7.67% 7.87% NA NA
CRISIL Hybrid 85+15 - Conservative Index Returns (Annualised) (%) 4.54% 5.67% NA NA
Crisil 10 year Gilt Index Returns (Annualised) (%) 1.73% 3.99% NA NA

Net Asset Value (NAV) as on December 30, 2022

Regular Plan : 11.1998
Direct Plan : 11.2538

Debt Quants as on as on December 30, 2022

Avg maturity of the fund (days) 1673.35
Modified duration (years) 3.6306
Macaulay Duration (years) 3.7730
YTM 7.59%

Riskometer
Product Labelling of the Scheme
This product is suitable for investors who are seeking*
•To generate regular income through investments predominantly in debt and money market instruments
•Long term capital appreciation from the portion of equity investments under the scheme

*Investors should consult their financial advisers if in doubt about whether this product is suitable for them.

Benchmark's Riskometer
CRISIL Hybrid 85+15 - Conservative Index TRI
YTM~ YTC^

7.65%
7.67%
7.68%
7.66%
7.68%
7.55%
7.66%
7.65%
7.68%
7.69%
7.69%
7.68%
7.64%
7.66%
7.65%
7.65%
7.36%
7.68%
7.64%
7.66%
7.72%
7.72%
7.68%
7.69%
7.68%
7.66%
7.69%
7.70%
7.65%
7.59%
7.62%
7.70%
7.62%
7.65%
7.63%
7.66%
7.68%
7.66%
7.66%
7.69%
7.66%
7.66%
7.69%
7.72%
7.67%
7.72%
7.65%
7.66%
7.65%
7.68%
7.64%
7.72%
7.68%
7.69%
7.65%
7.64%
7.70%
7.66%
7.72%
7.66%
7.65%
7.64%
7.65%
7.70%
7.67%
7.67%
7.60%
7.56%
7.63%
7.60%
7.60%
7.60%
7.60%
7.67%
7.96%
7.67%
7.67%
7.65%
7.70%
7.64%
7.65%

7.55%
7.59%
7.58%
7.56%

7.77%

5.23%
5.23%
5.23%
5.39%

6.48%
ective April

ective April
Value of Investment of Rs. 10,000/-

CRISIL
Hybrid
85+15
Direct Conservativ Crisil 10 year Gilt
Plan e Index Index
11254 10734 10028
10787 10309 10044