Report as of 25 Jul 2019

BNP Paribas Low Duration Fund Regular Daily Dividend Payout

Morningstar® Category Morningstar® Benchmark Fund Benchmark Morningstar Rating™
Low Duration CRISIL Liquid Fund TR INR Crisil Low Duration Debt Index TR INR QQQQ
Used throughout report

Investment Objective Performance

The primary objective of the Scheme is to provide
16,000
income consistent with the prudent risk from a portfolio
14,500
comprising investment in Debt & Money Market
instruments such that the Macaulay duration of the 13,000

portfolio is between 6 months - 12 months. However, 11,500

there can be no assurance that the investment objective 10,000
of the Scheme will be realized. The Scheme does not
guarantee / indicate any returns. 2014   2015   2016   2017   2018   2019-06 
6.45 5.87 6.03 4.72 5.27 2.02 Fund
9.21 8.23 7.50 6.66 7.58 3.66 Benchmark
7.47 6.35 7.06 5.51 5.53 -1.69 Category

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

3Y Alpha -4.68 3Y Sharpe Ratio 1.90 3 Months 0.96 1.78 -2.76 2019 1.63 0.39 - -
3Y Beta 1.75 3Y Std Dev 0.78 6 Months 2.37 3.66 -1.44 2018 1.28 1.07 1.11 1.71
3Y R-Squared 30.52 3Y Risk bel avg 1 Year 5.31 7.61 1.50 2017 1.13 1.28 1.26 0.97
3Y Info Ratio -3.10 5Y Risk bel avg 3 Years Annualised 5.11 7.16 4.19 2016 1.57 1.37 1.62 1.34
3Y Tracking Error 0.69 10Y Risk bel avg 5 Years Annualised 5.50 7.63 5.18 2015 1.56 1.39 1.61 1.18
Calculations use CRISIL Liquid Fund TR INR (where applicable)

Portfolio 30/06/2019

Asset Allocation % Net Fixed Income Fund Credit Quality % Fund Credit Quality % Fund
Stocks 0.00 Style Box™ Modified Duration 0.78
AAA 96.22 BBB 0.00
Bonds 47.03 Yield to Maturity 7.67
High Med Low
Credit Quality

AA 3.78 BB 0.00
Cash 52.97 Average Credit Quality AAA
A 0.00 B 0.00
Other 0.00
Below B 0.00
Not Rated 0.00
Ltd Mod Ext
Interest Rate Sensitivity

Top Holdings Fixed Income Sector Weightings % Fund Maturity Distribution % Fund
Holding Name Sector %
⁄ Government 0.00 1 to 3 Years 60.61
LIC Housing Finance Limited - 11.87 › Corporate 47.03 3 to 5 Years 0.00
Reliance Industries Limited - 9.38 u Securitized 0.00 5 to 7 Years 0.00
ICICI HOME FINANCE COMPANY... - 7.06 ‹ Municipal 0.00 7 to 10 Years 0.00
Aditya Birla Finance Limited - 6.65 y Cash & Equivalents 52.97 10 to 15 Years 0.00
L&T Housing Finance Limited - 4.68 ± Derivative 0.00 15 to 20 Years 0.00
20 to 30 Years 0.00
Shriram Transport Finance... - 3.60 Coupon Range % Fund Over 30 Years 0.00
Shriram Transport Finance... - 2.35
Larsen And Toubro Limited - 1.44 0 0.00
0 to 4 0.00
Assets in Top 10 Holdings % 47.03 4 to 6 0.00
Total Number of Equity Holdings 0 6 to 8 29.90
Total Number of Bond Holdings 8 8 to 10 65.11
10 to 12 4.99
Over 12 0.00

Operations

Fund Company BNP Paribas Asset Mgmt Share Class Size (mil) - Minimum Initial Purchase 5,000 INR
India Pvt. Ltd Domicile India Minimum Additional Purchase 1,000 INR
Phone +91 22 3370 4000 Currency INR Exit Load - - > years
Website www.bnpparibasmf.in UCITS - Expense Ratio 1.00%
Inception Date 06/11/2007 Inc/Acc Inc
Manager Name Vikram Pamnani ISIN
Manager Start Date 27/12/2017
NAV (24/07/2019) INR 10.05
Total Net Assets (mil) 2,107.86 INR
(30/06/2019)

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