Fund Facts BNP PARIBAS BALANCED FUND. The Power of Equity with the Prudence of Debt. February 2017 MONTHLY PORTFOLIO STATEMENT

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1 The Power of Equity with the Prudence of Debt MONTHLY PORTFOLIO STATEMENT BNP PARIBAS BALANCED FUND (An open ended Balanced Scheme) New Fund Offer opens on : March 17, 2017 New Fund Offer closes on : March 31, 2017 BNP Paribas Balanced Fund Riskometer (An open ended Balanced Scheme) Q Wealth creation in long term. Q Investment primarily in equity & equity-related securities and the rest in debt securities & money market instruments to generate income and capital appreciation * Investors should consult their financial advisers if in doubt about whether the product is suitable for them. Investors understand that their principal will be at Moderately High risk

2 SIP Performance of Equity Schemes (as on 28th February, 2017) If investor had invested v 10,000 on the first working day of every month. The valuations that are mentioned are on February 28, BNP Paribas Equity Fund SIP Investment Since Inception # 10 Year SIP 5 Year SIP 3 Year SIP 1 Year SIP Total Amount Invested 1,490,000 1,200, , , ,000 Market Value as on Month end 2,925,225 2,294, , , ,559 Scheme Return (% CAGR*) 10.42% 12.61% 14.33% 8.01% 10.22% Nifty 50 (%CAGR*) 13.09% 9.35% 10.32% 6.90% 14.86% Past performance may or may not be sustained in future and should not be used as a basis of comparison with other investments. Returns do not take into account the load and taxes, if any. The above data assumes investments in Growth option of distributor plan. # *% CAGR Returns are computed after accounting for the cash flow by using the XIRR method Inception Date : September 23, 2004 For 12 months discreet performance of the scheme and performance of other schemes managed by the, please refer to page no. 21 & 22. BNP Paribas Dividend Yield Fund SIP Investment Since Inception # 10 Year SIP 5 Year SIP 3 Year SIP 1 Year SIP Total Amount Invested 1,370,000 1,200, , , ,000 Market Value as on Month end 3,360,693 2,723, , , ,781 Scheme Return (% CAGR) 15.00% 15.85% 17.30% 12.40% 18.22% Nifty 200 Index (%CAGR) 10.24% 10.30% 12.55% 9.43% 18.81% Past performance may or may not be sustained in future and should not be used as a basis of comparison with other investments. Returns do not take into account the load and taxes, if any. The above data assumes investments in Growth option of distributor plan. # *% CAGR Returns are computed after accounting for the cash flow by using the XIRR method Inception Date : September 15, 2005 For 12 months discreet performance of the scheme and performance of other schemes managed by the, please refer to page no. 21 & 22. BNP Paribas Long Term Equity Fund SIP Investment Since Inception # 10 Year SIP 5 Year SIP 3 Year SIP 1 Year SIP Total Amount Invested 1,330,000 1,200, , , ,000 Market Value as on Month end 2,721,009 2,392, , , ,558 Scheme Return (% CAGR) 12.45% 13.40% 15.28% 8.02% 8.35% Nifty 200 Index (%CAGR) 10.14% 10.30% 12.55% 9.43% 18.81% Past performance may or may not be sustained in future and should not be used as a basis of comparison with other investments. Returns do not take into account the load and taxes, if any. The above data assumes investments in Growth option of distributor plan. # *% CAGR Returns are computed after accounting for the cash flow by using the XIRR method Inception Date : January 05, 2006 For 12 months discreet performance of the scheme and performance of other schemes managed by the, please refer to page no. 21 & 22. BNP Paribas Mid Cap Fund SIP Investment Since Inception # 10 Year SIP 5 Year SIP 3 Year SIP 1 Year SIP Total Amount Invested 1,290,000 1,200, , , ,000 Market Value as on Month end 3,444,479 3,176,717 1,045, , ,426 Scheme Return (% CAGR) 17.47% 18.74% 23.03% 15.18% 15.63% Nifty Free Float Midcap 100 (%CAGR) 14.68% 15.03% 21.06% 19.07% 32.07% Past performance may or may not be sustained in future and should not be used as a basis of comparison with other investments. Returns do not take into account the load and taxes, if any. The above data assumes investments in Growth option of distributor plan. # *% CAGR Returns are computed after accounting for the cash flow by using the XIRR method Inception Date : May 02, 2006 For 12 months discreet performance of the scheme and performance of other schemes managed by the, please refer to page no. 21 & 22. Note : As BNP Paribas Enhanced Arbitrage Fund is a new scheme, performance details are not available 2

3 How to Read Factsheet : An employee of the asset management company such as a mutual fund or life insurer, who manages investments of the scheme. He is usually part of a larger team of fund managers and research analysts. Application Amount for Fresh Subscription: This is the minimum investment amount for a new investor in a mutual fund scheme. Minimum Additional Amount: This is the minimum investment amount for an existing investor in a mutual fund scheme. Yield to Maturity: The Yield to Maturity or the YTM is the rate of return anticipated on a bond if held until maturity. YTM is expressed as an annual rate. The YTM factors in the bond s current market price, par value, coupon interest rate and time to maturity. SIP: SIP or systematic investment plan works on the principle of making periodic investments of a fixed sum. It works similar to a recurring bank deposit. For instance, an investor may opt for an SIP that invests v 500 every 15th of the month in an equity fund for a period of three years. NAV: The NAV or the net asset value is the total asset value per unit of the mutual fund after deducting all related and permissible expenses. The NAV is calculated at the end of every business day. It is the value at which the investor enters or exits the mutual fund. Benchmark: A group of securities, usually a market index, whose performance is used as a standard or benchmark to measure investment performance of mutual funds, among other investments. Some typical benchmarks include the Nifty, Sensex, BSE200, BSE500, 10-Year Gsec. Entry Load: A mutual fund may have a sales charge or load at the time of entry and/or exit to compensate the distributor/agent. Entry load is charged at the time an investor purchases the units of a mutual fund. The entry load is added to the prevailing NAV at the time of investment. For instance, if the NAV is v 100 and the entry load is 1%, the investor will enter the fund at v 101. Note: SEBI, vide circular dated June has abolished entry load and mandated that the upfront commission to distributors will be paid by the investor directly to the distributor. based on his assessment of various factors including the service rendered by the distributor. Exit Load: Exit load is charged at the time an investor redeems the units of a mutual fund. The entry load is added to the prevailing NAV at the time of redemption. For instance, if the NAV is v 100 and the exit load is 1%, the investor will redeem the fund at v 101. Modified Duration: Modified duration is the price sensitivity and the percentage Chan~. n price for a unit change in yield. Standard Deviation: Standard deviation is a statistical measure of the range of an investment s performance. When a mutual fund has a high standard deviation, its means its range of performance is wide, implying greater volatility. Sharpe Ratio: The Sharpe Ratio, named after its founder, the Nobel Laureate William Sharpe, is a measure of risk-adjusted returns. It is calculated using standard deviation and excess return to determine reward per unit of risk. Beta: Beta is a measure of an investment s volatility vis-a-vis the market. Beta of less than 1 means that the security will be less volatile than the market. A beta of greater than 1 implies that the security s price will be more volatile than the market. AUM: AUM or assets under management refers to the recent / updated cumulative market value of investments managed by a mutual fund or any investment firm. Holdings: The holdings or the portfolio is a mutual fund s latest or updated reported statement of investments/securities. These are usuaiiy displayed in terms of percentage to net assets or the rupee value or both. The objective is to give investors an idea of where their money is being invested by the fund manager. Nature of Scheme: The investment objective and underlying investments determine the nature of the mutual fund scheme. For instance, a mutual fund that aims at generating capital appreciation by investing in stock markets is an equity fund or growth fund. Likewise, a mutual fund that aims at capital preservation by investing in debt markets is a debt fund or income fund. Each of these categories may have subcategories. Rating Profile: Mutual funds invest in securities after evaluating their creditworthiness as disclosed by the ratings. A depiction of the mutual fund in various investments based on their ratings becomes the rating profile of the fund. Typically, this is a feature of debt funds. 3

4 Product Labeling EQUITY SCHEMES Riskometer BNP Paribas Equity Fund (An open-ended Equity Scheme) Wealth Creation in long term Investments in diversified and actively managed portfolio of equity and equity related securities with bias to large cap and mid cap companies. BNP Paribas Dividend Yield Fund (An open-ended Equity Scheme) Wealth Creation in long term Investments in actively managed portfolio of equity and equity related securities, primarily being high dividend yield stocks. BNP Paribas Long Term Equity Fund (An open-ended Equity Linked Tax Savings Scheme) Wealth Creation in long term Investments in diversified and actively managed portfolio of equity and equity related securities across market capitalisation along with income tax rebate. BNP Paribas Mid Cap Fund (An open-ended Equity Scheme) Wealth Creation in long term Investments in companies in middle and small capitalization segment. Investors understand that their principal will be at Moderately High risk Investors understand that their principal will be at Moderately High risk Investors understand that their principal will be at Moderately High risk Investors understand that their principal will be at High risk BNP Paribas Enhanced Arbitrage Fund (An open-ended Equity Scheme) Wealth creation in long term. Investment in a diversified portfolio of equity and equity related instruments, including use of equity derivatives strategies and arbitrage opportunities with exposure in debt and money market instruments Investors understand that their principal will be at Moderately High risk DEBT SCHEMES BNP Paribas Monthly Income Plan (An open-ended Income Scheme. Monthly Income is not assured and is subject to the availability of distributable surplus) Regular income and capital appreciation in long term Investments primarily in Debt and Money Market Instruments for regular returns & in equity and equity related securities for capital appreciation. BNP Paribas Flexi Debt Fund (An open-ended Income Scheme) Regular income in long term Investments in debt and money market Instruments. BNP Paribas Government Securities Fund (An open-ended debt scheme) Capital appreciation and regular income in long term Investments in portfolio of government securities. Riskometer Investors understand that their principal will be at moderate risk Investors understand that their principal will be at moderate risk Investors understand that their principal will be at moderately low risk *Investors should consult their financial advisers if in doubt about whether the product is suitable for them. 4

5 Product Labeling DEBT SCHEMES Riskometer BNP Paribas Money Plus Fund (An open-ended Income Scheme) Regular income in short term Investments in portfolio comprising of debt & money market instruments and derivatives. BNP Paribas Short Term Income Fund (An open-ended Income Scheme) Regular income in short term Investments in debt & money market instruments. BNP Paribas Corporate Bond Fund^ (An open-ended Income Scheme) Capital appreciation and regular income in long term Investments in debt and money market Instruments. BNP Paribas Medium Term Income Fund (An Open-ended Debt Scheme) Regular income in medium term Investments in a portfolio of debt and money market instruments with portfolio weighted average maturity ranging from 3 to 7 years. Investors understand that their principal will be at low risk Investors understand that their principal will be at moderately low risk Investors understand that their principal will be at moderate risk Investors understand that their principal will be at moderate risk LIQUID SCHEME Riskometer BNP Paribas Overnight Fund (An open-ended Liquid Scheme) Regular income in short term Investments in debt and money market instruments with maturity upto 91 days. Investors understand that their principal will be at low risk *Investors should consult their financial advisers if in doubt about whether the product is suitable for them. ^ Erstwhile BNP Paribas Bond Fund. Name changed w.e.f November 09,2016 5

6 s Commentary MONTH GONE BY has certainly been a month of surprises for Indian markets. Central banks across the world continue to dominate headlines and in a way dictate market activity. The Reserve Bank of India in its monetary policy meet during the month, decided to keep the key lending rate in India viz. the repo rate unchanged at 6.25%, for the second time in a row and indicated a shift in policy stance from accommodative to neutral. The Monetary Policy Committee (MPC) continues to stay committed to bringing headline inflation closer to 4% on a sustained basis and in a calibrated manner. The committee believes that there continues to be upside risk to inflation with sticky wage movements and global oil prices posing a threat. The committee has decided to change its stance from accommodative to neutral while keeping the policy rate on hold to assess the transitory impact of demonetisation on inflation. Gross value added (GVA) growth for is projected at 6.9% while headline CPI inflation in Q4 March 2017 is expected to be below 5%. What the change in stance basically translates to is that the Reserve Bank of India (RBI) has its eye on growing inflation risks and will be less prone to cutting rates in the near future. Indian equities stayed strong in (Nifty 50 up 3.72%) led by strong foreign inflows and better than expected Q3 earnings season despite demonetisation. The Union Budget unveiled in the month stressed on rural & social sector spending apart from adhering to the fiscal consolidation path. Deal activity picked up in February with 14 deals amounting to ~US$1.8bn dominated by secondary market. This was largely led by the Government 2% stake sale in ITC (~US$993mn). Government 5% stake sale in Bharat Electronics (US$253mn) via OFS (Open Offer Sales) and Providence s 3.3% stake sale in Idea (US$192mn) and Bharat Electronics OFS were the other notable ones. US Federal Reserve officials left interest rates unchanged at the conclusion of the monetary policy meeting, during the month. The committee acknowledged the rising confidence among consumers and businesses following Donald Trump s election victory and noted that measures of consumer and business sentiment have improved in the recent past. However, policy makers reiterated their expectations for moderate economic growth, gradual strengthening in the labor market and a return to 2% inflation. On the macro front, industrial production declined 0.4% in December 2016 over December 2015, snapping the 5.7% growth it had recorded in November The manufacturing sector s production declined 2% in December 2016 contributing to the overall decline in industrial production. However, mining output increased by 5.2%, while the electricity generation also moved up by 6.3% in December The all-india general consumer price index (CPI) inflation dipped to 3.17% in January 2017 compared to a reading of 3.41% in December However, inflation based on wholesale prices spiked to a 30-month high of 5.25 percent in January as rising global crude oil prices spiked domestic fuel cost, even as food prices moderated. The Nikkei Manufacturing PMI in India rose to 50.4 in January, 2017 from 49.6 in December, The survey reported that while output and new orders have gone up, buying activity has also increased amid improving business confidence. The India Nikkei Services PMI also witnessed an increase for the month of January, 2017 to 48.7 from a previous reading of Inflation numbers now assume more importance as the Reserve Bank of India s (RBI s) policy stance is largely centered on inflation control. While conceding that lower rates are important to spur growth in the economy, the central bank maintains that it will reduce rates only once it sees inflationary headwinds receding. UP election results, which are likely to be announced in the coming days, are sure to hold leverage in the market. It will indicate where the tide is flowing, post the demonetisation exercise. Source: BSE, RBI, CSO, Department of Commerce, Citi Bank Research Major Developed Market Indices Movement Index M-o-M % Change Dow Jones 20, % CAC 40 Index 4, % FTSE 100 7, % Nikkei , % HangSeng 23, % Major Emerging Market Indices Movement Index M-o-M % Change S&P BSE Sensex 28, % Nifty 50 8, % Jakarta Composite Index 5, % Brazil Bovespa Index 66, % Kospi 2, % R/$:66.7 R/EURO: 70.7 As on February 28, 2017 Source: BSE India, NSE India, Bloomberg EQUITY OUTLOOK The Small Cap index fared better than the Mid Cap and Large Cap indices in February While the Small Cap index was up 5.84%, the Mid Cap index was up 5.40% and Large Cap index was up 3.93%. ANAND SHAH Realty, Consumer Durables and Chief Investment Officer IT index fared better as these indices were up 9.15%,9.13%, 8.24% respectively, while all other sector indices ranged between 8.0% and -1.48%. FIIs continue to be net buyer with US$1.8bn with inflow in February, Domestic investors continued to be buyers in the month, with net inflows of ~US$98mn. Among DIIs, Mutual Funds were net sellers with outflow of ~US$8mn while Insurance companies accounted for ~US$105mn of inflows. Source: BSE, NSE, SEBI Sectoral Indices Index M-o-M % Change S&P BSE MID CAP 13, % S&P BSE SMALL CAP 13, % S&P BSE Realty 1, % S&P BSE Consumer Durables 13, % S&P BSE IT 10, % S&P BSE Tech 5, % Index M-o-M % Change S&P BSE Oil & Gas 13, % S&P BSE Bankex 23, % S&P BSE Healthcare 15, % S&P BSE Capital Goods 15, % S&P BSE FMCG 8, % S&P BSE Metal 11, % S&P BSE Auto 21, % As on February 28, 2017 Source: BSE India 6

7 s Commentary MAIN SECTOR STANCE (Overweight / underweight) We are overweight Financials, Media, Chemicals, Metals and Cement. We are underweight Information Technology, Auto, Oil & gas, Pharmaceuticals and Consumer non-durables. RBI Policy stance change RBI left the policy rates unchanged and also in a surprising move, changed the policy stance from accommodative to neutral which could mean that all 3 policy actions of no change, hike and cut are possible. One could infer that this may mean no further rate cuts in 2017 and the rate cut cycle may well be behind. The Central bank s commitment to 4% CPI seems to be a major reason for the change in stance as inflation expectations are elevated and core inflation continues to be sticky. The result of this has been steepening of the yield curve with the longer duration yields hardening while short end has not moved much due to continuing excess liquidity. While the move has been a surprise, we believe high liquidity will ensure lower rates at the shorter end. Also, this would help in further stabilizing the currency and attracting flows. Q3FY17 GDP Growth unfazed by demonetization: The Q3FY17 GDP growth numbers was 7%, lower than the September quarter number of 7.4% but way above the median expectations of 6.1% thus implying much more moderate impact from demonetization than widely expected. This could be due to the fact that the old notes were partially in use for most of the quarter and also the higher agricultural production and government spending has helped overall growth. GVA growth came in at 6.6%, a tad lower than previous quarter number of 6.7%. The agriculture sector recorded very high growth of 6% Year on Year as the favourable monsoon led to high production of Kharif crops. The slowdown in the services sector was because of the drag in financial and real estate services. Investment, which had been one of the worst performing segments in the past three quarters, showed initial signs of recovery. Though the number may be revised later as there is more data on the informal economy, the current GDP numbers alongwith 3QFY17 quarterly corporate earnings and high frequency data show the impact of demonetization has been much lower than expectations and is more transitory in nature. Strong flows from both DII and FIIs while FII flows had turned negative post US elections in November last year, they have turned buyers in CY2017. DIIs have had record inflows in last 3 years and continued to receive money even in November and December when FIIs were selling, thus providing support to the markets. in last couple of years, Domestic households have started to move from physical assets to financial assets and within that equity has been gaining traction, especially the Systematic Investment plan route. While it is difficult to predict flows, especially in the short term, we believe both FIIs and Domestic flows contributing could be positive for the markets. While valuations are a little above long term average at around 17x FY18 PE, considering the prevailing interest rates, macro-economic stability and potential acceleration in earnings growth, we believe it is justified. FIXED INCOME OUTLOOK PUNEET PAL Head - Fixed Income was a turbulent month for the fixed income market. There were two key events Union Budget and the Bi Monthly Monetary Policy Review of the RBI. While the Union Budget was uneventful, the real surprise for the markets came in the form of the change in the Monetary Policy stance of RBI. RBI changed its monetary stance from Accommodative to Neutral which triggered a massive selloff in the market with the 10 year benchmark bond yields raising by 30 bps post the policy announcement to 6.74%. The change in stance caught the market unaware given the fact that inflation has been coming lower than expectations and INR has been quite stable despite of the strengthening US dollar. The accompanying statement was quite hawkish emphasising on the sticky core inflation and upside risks to inflation in the second half of the year. Commodities Value M-o-M % Change Brent Crude % GOLD SPOT $/OZ 1, % SILVER SPOT $/OZ % LME ALUMINUM SPOT ($) 1, % LME COPPER SPOT ($) 5, % Source: Bloomberg, RBI, Kitco, LME As on February 28, 2017 Brent crude was stable through the month and traded in the range of USD per barrel range. The global bond yields were also stable with the US 10 year bond trading in the range of %. We believe that the change in the stance of RBI was driven more because of international factors rather than the worsening in the outlook of domestic macroeconomic variables. Over the last four months since demonetisation Indian bond yields have been coming down whereas across the world bond yields have gone up in response to the expected fiscal stimulus in US and the fears about a subsequent rise in inflation. We believe that with the change in stance of RBI, the bond curve will steepen further as the short end of the curve remains anchored because of surplus banking sector liquidity and the longer end moving higher. We expect that the 10 year benchmark bond will trade in the range of 6.80%-7.10% over the coming month. Source: BSE, RBI, CSO, Department of Commerce 7

8 BNP Paribas Equity Fund (An Open-Ended Equity Scheme) The investment objective of the Scheme is to generate long-term capital growth from a diversified and actively managed portfolio of equity and equity related securities. The Scheme will invest in a range of companies, with a bias towards large & medium market capitalisation companies. However, there can be no assurance that the investment objective of the Scheme will be achieved. The Scheme does not guarantee / indicate any returns. Growth Option : v Dividend Option : v Direct Plan - Growth Option : v Direct Plan - Dividend Option : v Nifty 50 September 23, 2004 Monthly A : v 1, Crores : v 1, Crores Mr. Karthikraj Lakshmanan (Total Experience: 10 years) & Mr. Abhijeet Dey (Total Experience: 14 years) Entry Load: Nil Exit Load: 1% if redeemed or switchedout upto 1 year from the date of subscription/ switchin. Nil if redeemed or switched-out after 1 year from the date of subscription/ switch-in. No entry/ exit load will be charged on Dividend Re-investment units. Transaction charges, if applicable, shall be deducted. The above mentioned load structure is also applicable to SIP investments Asset Normal Maximum Equity and Equity related securities 95% 100% Debt instruments & Money Market Instruments (including cash and money at call) 5% 35% Recurring Expenses Ratio (%) : 2.36 Recurring Expenses Ratio (%) Direct Plan : 1.36 Standard Deviation* : 16.82% Beta* : 1.09 Sharpe Ratio* (36 Months) : 0.74 Portfolio Turnover Ratio : 0.78 Sharpe Ratio - annualised based on last 36 monthly data points. Beta - based on last 36 monthly data points. Volatility/SD - annualised based on last 36 monthly data points. Minimum Application Amount: v 500 and in multiples of v 1 thereafter. Frequency Available: Weekly, Monthly and Quarterly. ASSET ALLOCATION Banks 33.91% Finance 10.42% Consumer Non Durables 8.03% Cement 5.57% Media & Entertainment 5.07% Pharmaceuticals 4.84% Power 3.23% Software 3.20% Non - Ferrous Metals 3.16% Auto 3.10% Telecom - Services 3.10% Industrial Capital Goods 2.68% Engineering Services 2.42% Transportation 2.38% Ferrous Metals 2.03% Retailing 2.01% Petroleum Products 1.94% Gas 1.58% 0% 5% 10% 15% 20% 25% 30% 35% EQUITY HOLDINGS AUTO 3.10% Maruti Suzuki India Ltd 3.10% BANKS 33.91% HDFC Bank Ltd 8.89% ICICI Bank Ltd 6.98% IndusInd Bank Ltd 5.03% The Federal Bank Ltd 4.24% State Bank of India 3.09% Yes Bank Ltd 2.38% Kotak Mahindra Bank Ltd 1.89% Axis Bank Ltd 1.41% CEMENT 5.57% Ultratech Cement Ltd 2.10% Shree Cement Ltd 1.79% Ambuja Cements Ltd 0.97% Orient Cement Ltd 0.71% CONSUMER NON DURABLES 8.03% I T C Ltd 3.33% Asian Paints Ltd 2.59% Manpasand Beverages Ltd 2.12% ENGINEERING SERVICES 2.42% VA Tech Wabag Ltd 2.42% FERROUS METALS 2.03% Tata Steel Ltd 2.03% FINANCE 10.41% Shriram City Union Finance Ltd 2.57% PNB Housing Finance Ltd 2.53% Repco Home Finance Ltd 2.49% LIC Housing Finance Ltd 1.60% Max Financial Services Ltd 1.21% GAS 1.58% Petronet LNG Ltd 0.94% Gujarat State Petronet Ltd 0.64% EQUITY HOLDINGS INDUSTRIAL CAPITAL GOODS 2.68% Bharat Electronics Ltd 2.68% MEDIA & ENTERTAINMENT 5.07% PVR Ltd 3.05% Zee Entertainment Enterprises Ltd 2.02% NON - FERROUS METALS 3.16% Vedanta Ltd 3.16% PETROLEUM PRODUCTS 1.94% Indian Oil Corporation Ltd 1.94% PHARMACEUTICALS 4.84% Cadila Healthcare Ltd 1.95% Lupin Ltd 1.92% Glenmark Pharmaceuticals Ltd 0.97% POWER 3.23% Power Grid Corporation Of India Ltd 3.23% RETAILING 2.01% Aditya Birla Fashion and Retail Ltd 2.01% SOFTWARE 3.20% Infosys Ltd 2.04% Tata Consultancy Services Ltd 1.17% TELECOM - SERVICES 3.10% Bharti Airtel Ltd 3.10% TRANSPORTATION 2.38% Interglobe Aviation Ltd 2.38% Total Equity Holdings 98.66% FIXED INCOME HOLDINGS Money Market Instruments 1.25% CBLO/Reverse Repo 1.25% Total Fixed Income Holdings 1.25% Net Receivables / (Payables) 0.09% Investment in Top 10 scrips constitutes 44.15% of the portfolio Record Date Dividend Per Unit (v) Cum-Dividend Ex-Dividend Ex-Dividend Date Individual Others 15-Apr Apr Mar Mar Jan Jan Dec Dec Sep Sep Jan Jan Mar Mar May Jun Jun Jun May May May May-2016 Direct Plan - Dividend Option 31-May Jun Jun Jun May May May May-2016 Pursuant to payment of dividend, the NAV of the scheme has fallen to the extent of dividend distribution and statutory levy (if any). Past performance may or may not be sustained in future. The face value of the fund is R 10/- *The information contained in this report has been obtained from sources considered to be authentic and reliable. This quantitative data does not purport to be an offer for purchase and sale of mutual fund units. The Standard Deviation is used to measure the volatility of returns. Sharpe Ratio is the measure of the risk adjusted performance. Beta is the measure of the portfolio s volatility to its respective benchmark. The risk free rate of return considered for calculation of Sharpe ratio is 6.84%, as per 1 day MIBOR rate on the last business day of the month. 8

9 BNP Paribas Dividend Yield Fund (An Open-Ended Equity Scheme) The investment objective of the scheme is to generate long term capital growth from an actively managed portfolio of equity and equity related securities, primarily being high dividend yield stocks. High dividend yield stocks are defined as stocks of companies that have a dividend yield in excess of 0.5 %, at the time of investment. However, there can be no assurance that the investment objective of the Scheme will be achieved. The Scheme does not guarantee / indicate any returns. Growth Option : v Dividend Option : v Direct Plan - Growth Option : v Direct Plan - Dividend Option : v Nifty 200 September 15, 2005 Monthly A : v Crores : v Crores Mr. Abhijeet Dey (Total Experience: 14 years) & Mr. Karthikraj Lakshamanan (Total Experience: 10 years) Entry Load: Nil Exit Load: 1% if redeemed or switchedout upto 1 year from the date of subscription/switchin. Nil if redeemed or switched-out after 1 year from the date of subscription/ switch-in. No entry/ exit load will be charged on Dividend Re-investment units. Transaction charges, if applicable, shall be deducted. The above mentioned load structure is also applicable to SIP investments Asset Equity and Equity related securities of companies that are high dividend yield stocks Equity and Equity related securities of companies that are not high dividend yield stocks Debt instruments & Money Market instruments (including money at call) Normal Minimum Maximum 75% 65% 100% 20% 0% 35% 5% 0% 35% Recurring Expenses Ratio (%) : 2.75 Recurring Expenses Ratio (%) Direct Plan : 1.37 Standard Deviation* : 15.97% Beta* : 1.02 Sharpe Ratio* (36 Months) : 1.02 Portfolio Turnover Ratio : 0.59 Sharpe Ratio - annualised based on last 36 monthly data points. Beta - based on last 36 monthly data points. Volatility/SD - annualised based on last 36 monthly data points. Minimum Application Amount: v 500 and in multiples of v 1 thereafter. Frequency Available: Weekly, Monthly and Quarterly. EQUITY HOLDINGS BANKS 24.63% HDFC Bank Ltd 7.20% ICICI Bank Ltd 5.54% IndusInd Bank Ltd 4.01% The Federal Bank Ltd 3.39% State Bank of India 2.03% Yes Bank Ltd 1.42% Axis Bank Ltd 1.03% CEMENT 3.30% Ambuja Cements Ltd 1.17% Shree Cement Ltd 1.09% Orient Cement Ltd 1.04% CHEMICALS 10.35% Deepak Fertilizers and Petrochemicals 3.24% Corporation Ltd Gujarat Alkalies And Chemicals Ltd 2.93% Tata Chemicals Ltd 2.47% NOCIL Ltd 1.70% CONSUMER NON DURABLES 3.92% Britannia Industries Ltd 1.64% Asian Paints Ltd 1.22% Mcleod Russel India Ltd 1.05% FERROUS METALS 5.61% Indian Metals & Ferro Alloys Ltd 2.32% Maharashtra Seamless Ltd 1.88% Ratnamani Metals & Tubes Ltd 1.41% FINANCE 10.77% Repco Home Finance Ltd 2.48% PNB Housing Finance Ltd 2.34% Shriram City Union Finance Ltd 2.13% LIC Housing Finance Ltd 2.02% Multi Commodity Exchange Of India Ltd 1.81% GAS 3.92% Gujarat State Petronet Ltd 1.97% Mahanagar Gas Ltd 1.95% HOTELS, RESORTS AND OTHER 1.18% RECREATIONAL ACTIVITIES Mahindra Holidays & Resorts India Ltd 1.18% INDUSTRIAL CAPITAL GOODS 4.05% Bharat Electronics Ltd 3.28% Kindly refer page no. 23. EQUITY HOLDINGS Texmaco Rail & Engineering Ltd 0.77% INDUSTRIAL PRODUCTS 2.47% Ramkrishna Forgings Ltd 2.47% MEDIA & ENTERTAINMENT 0.83% Inox Leisure Ltd 0.83% MINERALS/MINING 4.42% MOIL Ltd 2.46% Coal India Ltd 1.96% NON - FERROUS METALS 2.03% Vedanta Ltd 2.03% PETROLEUM PRODUCTS 2.36% Castrol India Ltd 1.38% Indian Oil Corporation Ltd 0.98% PHARMACEUTICALS 3.33% Lupin Ltd 1.25% Cadila Healthcare Ltd 1.16% Torrent Pharmaceuticals Ltd 0.92% POWER 2.93% Power Grid Corporation Of India Ltd 2.93% SOFTWARE 1.18% Infosys Ltd 1.18% TELECOM - SERVICES 2.51% Bharti Airtel Ltd 2.51% TEXTILE PRODUCTS 2.52% K.P.R. Mill Ltd 2.52% TEXTILES - COTTON 1.03% Sutlej Textiles and Industries Ltd 1.03% TRANSPORTATION 2.06% Interglobe Aviation Ltd 1.60% VRL Logistics Ltd 0.45% Total Equity Holdings 95.41% FIXED INCOME HOLDINGS MONEY MARKET INSTRUMENTS 5.28% CBLO/Reverse Repo 5.28% Total Fixed Income Holdings 5.28% Net Receivables / (Payables) -0.69% Investment in Top 10 scrips constitutes 37.57% of the portfolio ASSET ALLOCATION Banks 24.63% Finance 10.77% Chemicals 10.35% Ferrous Metals 5.61% Minerals/Mining 4.42% Industrial Capital Goods 4.05% Gas 3.92% Consumer Non Durables 3.92% Pharmaceuticals 3.33% Cement 3.30% Power 2.93% Textile Products 2.52% Telecom - Services 2.51% Industrial Products 2.47% Petroleum Products 2.36% Transportation 2.06% Non - Ferrous Metals 2.03% Software 1.18% Hotels, Resorts And Other Recreational Activities 1.18% Textiles - Cotton 1.03% Media & Entertainment 0.83% 0% 5% 10% 15% 20% 25% * The information contained in this report has been obtained from sources considered to be authentic and reliable. This quantitative data does not purport to be an offer for purchase and sale of mutual fund units. The Standard Deviation is used to measure the volatility of returns. Sharpe Ratio is the measure of the risk adjusted performance. Beta is the measure of the portfolio s volatility to its respective benchmark. The risk free rate of return considered for calculation of Sharpe ratio is 6.84%, as per 1 day MIBOR rate on the last business day of the month. 9

10 BNP Paribas Long Term Equity Fund^ (An Open-Ended Equity Linked Tax Savings Scheme) # The investment objective of the Scheme is to generate long-term capital growth from a diversified and actively managed portfolio of equity and equity related securities along with income tax rebate, as may be prevalent from time to time. However, there can be no assurance that the investment objective of the Scheme will be achieved. The Scheme does not guarantee / indicate any returns. Growth Option : v Dividend Option : v Direct Plan - Growth Option : v Direct Plan - Dividend Option : v Nifty 200 January 05, 2006 Monthly A : v Crores : v Crores Mr. Karthikraj Lakshmanan (Total Experience: 10 years) & Mr. Abhijeet Dey (Total Experience: 14 years) Entry Load: Nil Exit Load: Nil The investment in the Scheme shall be locked in for a period of 3 years from the date of allotment. No entry/ exit load will be charged on Dividend Re-investment units.transaction charges, if applicable, shall be deducted. The above mentioned load structure is also applicable to SIP investments. Asset Equity and Equity related securities of companies Debt instruments & Money Market instruments (including Money at call) Normal Minimum Maximum 95% 80% 100% 5% 0% 20% Recurring Expenses Ratio (%) : 2.72 Recurring Expenses Ratio (%) Direct Plan : 1.97 Standard Deviation* : 17.03% Beta* : 1.08 Sharpe Ratio* (36 Months) : 0.81 Portfolio Turnover Ratio : 0.74 Sharpe Ratio - annualised based on last 36 monthly data points. Beta - based on last 36 monthly data points. Volatility/SD - annualised based on last 36 monthly data points. Minimum Application Amount: v 500 and in multiples of v 500 thereafter. Frequency Available: Weekly, Monthly and Quarterly. ASSET ALLOCATION Banks 26.02% Finance 10.74% Consumer Non Durables 8.67% Cement 5.86% Gas 4.70% Media & Entertainment 4.35% Chemicals 3.82% Ferrous Metals 3.56% Industrial Capital Goods 2.94% Pharmaceuticals 2.89% Power 2.65% Non - Ferrous Metals 2.46% Telecom - Services 2.36% Auto 2.13% Petroleum Products 2.10% Hotels, Resorts And Other Recreational Activities 1.71% Engineering Services 1.62% Retailing 1.62% Software 1.51% Transportation 1.48% Auto Ancillaries 1.18% Industrial Products 1.18% Minerals/Mining 1.16% Construction 0.79% 0% 5% 10% 15% 20% 25% 30% EQUITY HOLDINGS AUTO 2.13% Maruti Suzuki India Ltd 2.13% AUTO ANCILLARIES 1.18% Endurance Technologies Ltd 1.18% BANKS 26.02% HDFC Bank Ltd 7.38% ICICI Bank Ltd 5.57% The Federal Bank Ltd 3.78% IndusInd Bank Ltd 3.49% State Bank of India 2.24% Kotak Mahindra Bank Ltd 1.74% Axis Bank Ltd 0.95% Union Bank Of India 0.88% CEMENT 5.86% Ultratech Cement Ltd 2.03% Ambuja Cements Ltd 1.06% Shree Cement Ltd 1.04% JK Lakshmi Cement Ltd 0.97% Orient Cement Ltd 0.76% CHEMICALS 3.82% Deepak Fertilizers and Petrochemicals 1.88% Corporation Ltd Tata Chemicals Ltd 0.99% Gujarat Alkalies And Chemicals Ltd 0.95% CONSTRUCTION 0.79% PNC Infratech Ltd 0.79% CONSUMER NON DURABLES 8.67% I T C Ltd 2.99% Asian Paints Ltd 1.93% Manpasand Beverages Ltd 1.92% Britannia Industries Ltd 1.83% ENGINEERING SERVICES 1.62% VA Tech Wabag Ltd 1.62% FERROUS METALS 3.56% Tata Steel Ltd 1.99% Indian Metals & Ferro Alloys Ltd 1.57% FINANCE 10.74% Shriram City Union Finance Ltd 2.28% PNB Housing Finance Ltd 2.19% Repco Home Finance Ltd 2.02% Multi Commodity Exchange Of India Ltd 1.76% LIC Housing Finance Ltd 1.43% Max Financial Services Ltd 1.05% GAS 4.70% Indraprastha Gas Ltd 2.00% EQUITY HOLDINGS Petronet LNG Ltd 1.60% Gujarat State Petronet Ltd 1.10% HOTELS, RESORTS AND OTHER 1.71% RECREATIONAL ACTIVITIES Mahindra Holidays & Resorts India Ltd 1.71% INDUSTRIAL CAPITAL GOODS 2.94% Bharat Electronics Ltd 2.24% Texmaco Rail & Engineering Ltd 0.70% INDUSTRIAL PRODUCTS 1.18% Ramkrishna Forgings Ltd 1.18% MEDIA & ENTERTAINMENT 4.35% PVR Ltd 2.85% Zee Entertainment Enterprises Ltd 1.50% MINERALS/MINING 1.16% MOIL Ltd 1.16% NON - FERROUS METALS 2.46% Vedanta Ltd 2.46% PETROLEUM PRODUCTS 2.10% Indian Oil Corporation Ltd 1.14% Castrol India Ltd 0.96% PHARMACEUTICALS 2.89% Cadila Healthcare Ltd 1.49% Lupin Ltd 1.39% POWER 2.65% Power Grid Corporation Of India Ltd 2.65% RETAILING 1.62% Aditya Birla Fashion and Retail Ltd 1.62% SOFTWARE 1.51% Infosys Ltd 1.51% TELECOM - SERVICES 2.36% Bharti Airtel Ltd 2.36% TRANSPORTATION 1.48% Interglobe Aviation Ltd 1.48% Total Equity Holdings 97.48% FIXED INCOME HOLDINGS Money Market Instruments 2.68% CBLO/Reverse Repo 2.68% Total Fixed Income Holdings 2.68% Net Receivables / (Payables) -0.16% Investment in Top 10 scrips constitutes 35.80% of the portfolio Record Date Dividend Per Unit (v) Cum-Dividend Ex-Dividend Ex-Dividend Date Individual Others 23-Mar Mar Feb Mar Mar Mar Feb Mar Feb Mar Mar Mar Feb Feb Jun Jun Sep Sep Dec Dec Mar Mar Jun Jun Sep Oct Dec Dec-2016 Direct Plan - Dividend Option 28-Feb Mar Feb Mar Mar Mar Feb Feb Jun Jun Sep Sep Dec Dec Mar Mar Jun Jun Sep Oct Dec Dec-2016 Pursuant to payment of dividend, the NAV of the scheme would fall to the extent of payout and statutory levy (if applicable). Past performance may or may not be sustained in future. The above dividends are on face value of v 10 per unit. ^ Erstwhile BNP Paribas Tax Advantage Plan (ELSS). Name changed w.e.f September 01, 2014 # As per the Finance Act, 2005, read with notifications dated 3rd November, 2005 and 13th December, 2005 issued by Ministry of Finance, subscription to the extent of v 150,000 in BNP Paribas Long Term Equity Fund(ELSS) by Individuals and HUFs should be eligible for deduction under section 80C of the Income Tax Act, Investors are requested to consult their tax advisor in this regard. The investments in the scheme shall be locked-in for a period of 3 years from the date of allotment. * The information contained in this report has been obtained from sources considered to be authentic and reliable. This quantitative data does not purport to be an offer for purchase and sale of mutual fund units. The Standard Deviation is used to measure the volatility of returns. Sharpe Ratio is the measure of the risk adjusted performance. Beta is the measure of the portfolio s volatility to its respective benchmark. The risk free rate of return considered for calculation of Sharpe ratio is 6.84%, as per 1 day MIBOR rate on the last business day of the month. 10

11 BNP Paribas Midcap Fund (An Open-Ended Equity Scheme) Entry Load: Nil Exit Load: 1% if redeemed or switchedout upto 1 year from the date of subscription/switchin. Nil if redeemed or switched-out after 1 year from the date of subscription/ switch-in. No entry/ exit load will be charged on Dividend Re-investment units. Transaction charges, if applicable, shall be deducted. The above mentioned load structure is also applicable to SIP investments Growth Option : v Dividend Option : v Direct Plan - Growth Option : v Direct Plan - Dividend Option : v Nifty Free Float Midcap 100 May 02, 2006 Monthly A : v Crores : v Crores Mr. Abhijeet Dey (Total Experience: 14 years) & Mr. Karthikraj Lakshamanan (Total Experience: 10 years) Entry Load: Nil Exit Load: 1% if redeemed or switchedout upto 1 year from the date of subscription/switchin. Nil if redeemed or switched-out after 1 year from the date of subscription/ switch-in. No entry/ exit load will be charged on Dividend Re-investment units. Transaction charges, if applicable, shall be deducted. The above mentioned load structure is also applicable to SIP investments Asset Equity and Equity related securities of companies categorised as Future Leaders Equity and Equity related securities of companies other than Future Leaders Debt Instruments & Money Market Instruments (including money at call) Minimum Maximum 65% 100% 0% 35% 0% 35% Recurring Expenses Ratio (%) : 2.55 Recurring Expenses Ratio (%) Direct Plan : 1.28 Standard Deviation* : 18.76% Beta* : 1.03 Sharpe Ratio* (36 Months) : 1.22 Portfolio Turnover Ratio : 0.55 Sharpe Ratio - annualised based on last 36 monthly data points. Beta - based on last 36 monthly data points. Volatility/SD - annualised based on last 36 monthly data points. Minimum Application Amount: v 500 and in multiples of v 1 thereafter. Frequency Available: Weekly, Monthly and Quarterly. EQUITY HOLDINGS AUTO ANCILLARIES 1.19% Endurance Technologies Ltd 1.19% BANKS 13.77% The Federal Bank Ltd 5.27% IndusInd Bank Ltd 4.62% City Union Bank Ltd 2.09% Union Bank Of India 1.79% CEMENT 6.04% JK Lakshmi Cement Ltd 2.23% JK Cement Ltd 1.71% Orient Cement Ltd 1.07% HeidelbergCement India Ltd 1.03% CHEMICALS 6.74% Gujarat Alkalies And Chemicals Ltd 2.53% Tata Chemicals Ltd 2.42% Deepak Fertilizers and Petrochemicals 1.79% Corporation Ltd CONSTRUCTION 3.57% KNR Constructions Ltd 2.12% PNC Infratech Ltd 1.44% CONSTRUCTION PROJECT 2.30% Engineers India Ltd 2.30% CONSUMER NON DURABLES 7.86% Manpasand Beverages Ltd 2.14% Kansai Nerolac Paints Ltd 2.02% Dcm Shriram Ltd 1.91% Britannia Industries Ltd 1.79% ENGINEERING SERVICES 2.26% VA Tech Wabag Ltd 2.26% FERROUS METALS 3.52% Indian Metals & Ferro Alloys Ltd 2.12% Ratnamani Metals & Tubes Ltd 1.40% FINANCE 13.81% PNB Housing Finance Ltd 2.76% Repco Home Finance Ltd 2.50% Sundaram Finance Ltd 2.13% Shriram City Union Finance Ltd 1.94% Multi Commodity Exchange Of India Ltd 1.77% Cholamandalam Investment & Finance 1.76% Co Ltd Max Financial Services Ltd 0.96% GAS 4.27% Petronet LNG Ltd 2.19% Gujarat State Petronet Ltd 2.08% HOTELS, RESORTS AND OTHER 1.81% RECREATIONAL ACTIVITIES Mahindra Holidays & Resorts India Ltd 1.81% INDUSTRIAL CAPITAL GOODS 4.39% Bharat Electronics Ltd 3.52% Texmaco Rail & Engineering Ltd 0.87% INDUSTRIAL PRODUCTS 2.46% Ramkrishna Forgings Ltd 2.46% MEDIA & ENTERTAINMENT 3.42% PVR Ltd 3.42% EQUITY HOLDINGS MINERALS/MINING 1.92% MOIL Ltd 1.92% PESTICIDES 2.38% Dhanuka Agritech Ltd 1.35% Insecticides (India) Ltd 1.03% PHARMACEUTICALS 6.22% Alkem Laboratories Ltd 2.67% Glenmark Pharmaceuticals Ltd 1.03% Pfizer Ltd 0.98% Alembic Pharmaceuticals Ltd 0.81% Cadila Healthcare Ltd 0.73% RETAILING 1.70% Aditya Birla Fashion and Retail Ltd 1.70% TEXTILE PRODUCTS 2.71% K.P.R. Mill Ltd 2.71% TEXTILES - COTTON 0.91% Sutlej Textiles and Industries Ltd 0.91% TRANSPORTATION 2.70% Interglobe Aviation Ltd 2.18% VRL Logistics Ltd 0.52% Total Equity Holdings 95.94% FIXED INCOME HOLDINGS MONEY MARKET INSTRUMENTS 3.70% CBLO/Reverse Repo 3.70% Total Fixed Income Holdings 3.70% Net Receivables / (Payables) 0.36% Investment in Top 10 scrips constitutes 32.46% of the portfolio ASSET ALLOCATION Finance 13.81% Banks 13.77% Consumer Non Durables 7.86% Chemicals 6.74% Pharmaceuticals 6.22% Cement 6.04% Industrial Capital Goods 4.39% Gas 4.27% Construction 3.57% Ferrous Metals 3.52% Media & Entertainment 3.42% Textile Products 2.71% Transportation 2.70% Industrial Products 2.46% Pesticides 2.38% Construction Project 2.30% Engineering Services 2.26% Minerals/Mining 1.92% Hotels, Resorts And Other Recreational Activities 1.81% Retailing 1.70% Auto Ancillaries 1.19% Textiles - Cotton 0.91% 0% 3% 6% 9% 12% 15% No dividend has been declared under the scheme since its inception. * The information contained in this report has been obtained from sources considered to be authentic and reliable. This quantitative data does not purport to be an offer for purchase and sale of mutual fund units. The Standard Deviation is used to measure the volatility of returns. Sharpe Ratio is the measure of the risk adjusted performance. Beta is the measure of the portfolio s volatility to its respective benchmark. The risk free rate of return considered for calculation of Sharpe ratio is 6.84%, as per 1 day MIBOR rate on the last business day of the month. 11

12 BNP Paribas Enhanced Arbitrage Fund (An Open-Ended Equity Scheme) The primary investment objective of the scheme is to generate income and capital appreciation by investing in a combination of diversified portfolio of equity and equity related instruments, including use of equity derivatives strategies and arbitrage opportunities with exposure in debt and fixed income instruments. However, there can be no assurance that the investment objectives of the Scheme will be realized. The Scheme does not guarantee/indicate any returns. Growth Option : v Dividend Option : v Direct Plan - Growth Option : v Direct Plan - Dividend Option : v CRISIL Liquid Fund Index December 28, 2016 Monthly A : v Crores : v Crores Mr. Karthikraj Lakshamanan(Total Experience: 10 years) & Mr. Mayank Prakash (Total Experience: 8 years) Entry Load : Nil Exit Load: 0.25%, if redeemed or switchedout upto 3 months from the date of allotment of units. Nil, if redeemed or switched-out after 3 months from the date of allotment of units. Load shall also be applicable for switches between the schemes of the Fund and Systematic Investment Plans, Systematic Transfer Plans, Systematic Withdrawal Plans. No load will be charged on dividend re-investment and bonus units. Asset Equities, equity related instruments (unhedged) Equities, equity related instruments and derivatives including index futures, stock futures, index options, & stock options, etc. as partly hedged / arbitrage exposure Debt Securities and Money market instruments with maturity upto 91 days only and/or units of liquid fund Normal Maximum 0% 10% 65% 90% 10% 35% Recurring Expenses Ratio (%) : 1.10 Recurring Expenses Ratio (%) Direct Plan : 0.68 Portfolio Turnover Ratio : 2.71 Minimum Application Amount: v 500 and in multiples of v 1 thereafter. Frequency Available: Weekly, Monthly and Quarterly. No dividend has been declared under the scheme since its inception. Note : BNP Paribas Enhanced Arbitrage Fund is a new scheme, Statistics of Beta, Sharpe ratio & Standard Deviation are not available. # The future position have been shown at Gross Exposure and the appropriate adjustments have been made in the Net Receivables/ (Payables) EQUITY HOLDINGS AUTO 5.59% Tata Motors Ltd A (DVR) 3.09% Tata Motors Ltd 0.82% Maruti Suzuki India Ltd 0.79% Hero MotoCorp Ltd 0.28% Mahindra & Mahindra Ltd 0.25% Bajaj Auto Ltd 0.19% Eicher Motors Ltd 0.18% AUTO ANCILLARIES 1.45% Exide Industries Ltd 1.34% Bosch Ltd 0.11% BANKS 8.63% Yes Bank Ltd 2.70% HDFC Bank Ltd 1.58% Axis Bank Ltd 1.25% ICICI Bank Ltd 1.08% State Bank of India 0.53% Kotak Mahindra Bank Ltd 0.50% IndusInd Bank Ltd 0.45% IDFC Bank Ltd 0.31% The Federal Bank Ltd 0.23% CEMENT 5.56% The India Cements Ltd 4.01% Ambuja Cements Ltd 0.84% Century Textiles & Industries Ltd 0.53% Ultratech Cement Ltd 0.17% CONSTRUCTION PROJECT 3.18% Larsen & Toubro Ltd 3.18% CONSUMER DURABLES 0.14% Titan Company Ltd 0.14% CONSUMER NON DURABLES 7.44% I T C Ltd 3.39% Asian Paints Ltd 2.09% Hindustan Unilever Ltd 1.12% Britannia Industries Ltd 0.37% Emami Ltd 0.18% Mcleod Russel India Ltd 0.16% Manpasand Beverages Ltd 0.14% ENGINEERING SERVICES 0.22% VA Tech Wabag Ltd 0.22% FERROUS METALS 0.58% Tata Steel Ltd 0.36% Indian Metals & Ferro Alloys Ltd 0.23% FINANCE 4.95% Dewan Housing Finance Corporation Ltd 1.76% Indiabulls Housing Finance Ltd 1.18% Housing Development Finance Corporation Ltd 0.83% LIC Housing Finance Ltd 0.59% Bajaj Finance Ltd 0.23% Multi Commodity Exchange Of India Ltd 0.19% Shriram City Union Finance Ltd 0.11% BSE Ltd 0.05% GAS 1.63% Petronet LNG Ltd 1.31% Indraprastha Gas Ltd 0.16% Mahanagar Gas Ltd 0.16% HOTELS, RESORTS AND OTHER RECREATIONAL 0.10% ACTIVITIES Mahindra Holidays & Resorts India Ltd 0.10% INDUSTRIAL CAPITAL GOODS 1.94% Siemens Ltd 1.71% Bharat Electronics Ltd 0.23% INDUSTRIAL PRODUCTS 1.03% Sintex Industries Ltd 0.93% Ramkrishna Forgings Ltd 0.10% MEDIA & ENTERTAINMENT 2.83% Sun TV Network Ltd 2.02% Zee Entertainment Enterprises Ltd 0.48% PVR Ltd 0.23% Inox Leisure Ltd 0.10% MINERALS/MINING 0.36% Coal India Ltd 0.36% NON - FERROUS METALS 1.23% Hindalco Industries Ltd 1.10% Vedanta Ltd 0.13% OIL 1.86% Cairn India Ltd 1.86% PETROLEUM PRODUCTS 7.01% Reliance Industries Ltd 6.10% Castrol India Ltd 0.77% Bharat Petroleum Corporation Ltd 0.13% PHARMACEUTICALS 3.39% Sun Pharmaceutical Industries Ltd 1.98% Aurobindo Pharma Ltd 0.54% Lupin Ltd 0.31% Cipla Ltd 0.28% Glenmark Pharmaceuticals Ltd 0.19% Alkem Laboratories Ltd 0.10% POWER 1.42% Power Grid Corporation Of India Ltd 0.60% PTC India Ltd 0.48% Tata Power Company Ltd 0.21% Reliance Infrastructure Ltd 0.13% RETAILING 0.10% Aditya Birla Fashion and Retail Ltd 0.10% SOFTWARE 5.02% Tata Elxsi Ltd 1.94% EQUITY HOLDINGS Kpit Technologies Ltd 0.97% Infosys Ltd 0.87% HCL Technologies Ltd 0.56% Tata Consultancy Services Ltd 0.56% Tech Mahindra Ltd 0.11% TELECOM - EQUIPMENT & ACCESSORIES 0.15% Bharti Infratel Ltd 0.15% TELECOM - SERVICES 0.73% Bharti Airtel Ltd 0.63% Idea Cellular Ltd 0.10% TEXTILE PRODUCTS 0.82% Arvind Ltd 0.82% TRANSPORTATION 1.18% Jet Airways (India) Ltd 1.04% Interglobe Aviation Ltd 0.14% Total Equity Holdings 68.54% FIXED INCOME HOLDINGS Rating FIXED DEPOSITS 12.53% TD 5.75% NSCCL A/C HDFC BANK 27-MAR % TD 5.75% NSCCL A/C HDFC BANK 30-MAR % TD 5.75% NSCCL A/C HDFC BANK 29-MAR % TD 5.75% NSCCL A/C HDFC BANK 26-APR % TD 5.75% NSCCL A/C HDFC BANK 17-APR % TD 5.75% NSCCL A/C HDFC BANK 09-MAY % TD 5.75% NSCCL A/C HDFC BANK 24-MAY % TD 5.75% NSCCL A/C HDFC BANK 08-MAY % TD 5.75% NSCCL A/C HDFC BANK 07-MAY % TD 5.75% NSCCL A/C HDFC BANK 25-MAY % TD 5.75% NSCCL A/C HDFC BANK 05-MAY % TD 5.75% NSCCL A/C HDFC BANK 12-MAY % TD 5.75% NSCCL A/C HDFC BANK 25-APR % TD 5.75% NSCCL A/C HDFC BANK 19-MAY % TD 5.75% NSCCL A/C HDFC BANK 26-APR % TD 5.75% NSCCL A/C HDFC BANK 06-MAY % TD 5.75% NSCCL A/C HDFC BANK 20-MAY % TD 5.75% NSCCL A/C HDFC BANK 04-MAY % TD 5.75% NSCCL A/C HDFC BANK 24-MAR % TD 5.75% NSCCL A/C HDFC BANK 31-MAR % MONEY MARKET INSTRUMENTS 19.07% Aditya Birla Finance Ltd-CP ICRA A % India Infoline Housing Finance Ltd-CP ICRA A % Muthoot Finance Ltd-CP CRISIL A % CBLO/Reverse Repo 10.65% Total Fixed Income Holdings 31.60% DERIVATIVE FUTURES # % NIFTY 30-MAR-17 FUT % RELIANCE INDUSTRIES LTD FUT 30-MAR % THE INDIA CEMENTS LTD FUT 30-MAR % TATA MOTORS LTD A (DVR) FUT 30-MAR % LARSEN AND TOUBRO LTD FUT 30-MAR % YES BANK LTD FUT 30-MAR % ITC LTD FUT 30-MAR % SUN TV LTD FUT 30-MAR-17 FUT 30-MAR % TATA ELXSI LTD FUT 30-MAR % CAIRN INDIA LTD FUT 30-MAR % ASIAN PAINTS LTD FUT 30-MAR % DEWAN HSG FIN CORP LTD FUT 30-MAR % SIEMENS LTD FUT 30-MAR % SUN PHARMA IND LTD FUT 30-MAR % EXIDE INDUSTRIES LTD FUT 30-MAR % PETRONET LNG LTD 30-MAR % INDIABULLS HOUSING FIN LTD FUT 30-MAR % HINDALCO INDUSTRIES LTD FUT 30-MAR % JET AIRWAYS (INDIA) LTD FUT 30-MAR % KPIT TECHNOLOGIES LTD FUT 30-MAR % SINTEX INDUSTRIES LTD FUT 30-MAR % AMBUJA CEMENTS LTD FUT 30-MAR % ARVIND LTD FUT 30-MAR % TATA MOTORS LTD FUT 30-MAR % AXIS BANK LTD FUT 30-MAR % CASTROL INDIA LTD FUT 30-MAR % HINDUSTAN UNILEVER LTD FUT 30-MAR % AUROBINDO PHARMA LTD FUT 30-MAR % CENTURY TEXT & IND LTD FUT 30-MAR % PTC INDIA LTD FUT 30-MAR % BRITANNIA INDUSTRIES LTD FUT 30-MAR % LIC HOUSING FIN FUT 30-MAR % ZEE ENTERTAINMENT ENT LTD 30-MAR % IDFC BANK LTD FUT 30-MAR % TATA POWER CO. LTD FUT 30-MAR % HCL TECHNOLOGIES LTD FUT 30-MAR % BHARTI INFRATEL LTD FUT 30-MAR % RELIANCE INFRASTRUCTURE FUT 30-MAR % MARUTI SUZUKI INDIA LTD FUT 30-MAR % CIPLA LTD FUT 30-MAR % HDFC LTD FUT 30-MAR % Total Derivatives Holdings % Net Receivables / (Payables) 68.54% Investment in Top 10 scrips constitutes 32.98% of the portfolio 12