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Baroda BNP Paribas Arbitrage Fund

Baroda BNP Paribas Mutual Fund·Arbitrage Fund·vs Nifty 50 Arbitrage TRI

The fund maintains its core arbitrage positioning with substantial cash holdings and liquid fund allocations cushioning equity exposure, though the strategy appears defensive given net receivables dominate the portfolio. Banking sector concentration at over 21 percent signals selective conviction in financial stocks, particularly smaller lenders like Bandhan and RBL, while aggressive portfolio churn—32 exits against 12 new entries—suggests the manager is actively rotating away from capital-intensive sectors toward higher-quality financials and select growth names like Info Edge and Persistent Systems.

Portfolio analysis · April 2026

PlanNAV1M1Y3Y CAGR5Y CAGR
Direct Growth₹17.8948
Regular Growth₹16.8243+0.27%+5.60%+6.70%
Returns above 1Y are CAGR. Direct plan rows highlighted. NAV from AMFI.
Holdings
94
Top 5 Weight
38.98%
Top 10 Weight
54.49%
Max Position
12.79%
Conviction Bets
14
Gini
0.707
Large Cap
27.88%
Mid Cap
21.92%
Small Cap
13.76%
Top Sector
Unclassified
Sector Count
33
HHI (bps)
48,737
Highly Differentiated
Active Share
70.78%
vs peer portfolio
Weight Overlap
21.44%
with avg peer
Cosine Similarity
0.121
portfolio angle
Peer Count
34
funds in category

Active Share = ½Σ|wfund − wpeer|, computed using leave-one-out peer portfolio within SEBI category.

Holdings: 11797+12 added32 removed40 weight shifts ≥ 0.1%
StockWeight
Adani Enterprises Limited0.25%
Sun Pharmaceutical Industries Limited0.16%
Info Edge (India) Limited0.12%
Muthoot Finance Limited0.07%
Persistent Systems Limited0.05%
Hero MotoCorp Limited0.03%
Polycab India Limited0.02%
SRF Limited0.01%
SBI Life Insurance Company Limited0.01%
Samvardhana Motherson International Limited0.01%
Eicher Motors Limited0.01%
Baroda BNP Paribas Liquid Fund - Direct Growth12.79%
#Holding% to NAV
1
Net Receivables / (Payables)
nan
68.57%
2
Baroda BNP Paribas Liquid Fund - Direct Growth
INF955L01AL0
12.79%
3
Baroda BNP Paribas Money Market Fund- Dr Gr
INF955L01ID0
11.99%
4
HDFC Bank Limited
INE040A01034
5.78%
5
Clearing Corporation of India Ltd
nan
4.85%
6
Multi Commodity Exchange of India Limited
INE745G01043
3.57%
7
Bandhan Bank Limited
INE545U01014
3.24%
8
RBL Bank Limited
INE976G01028
3.21%
9
Adani Energy Solutions Limited
INE931S01010
3.15%
10
Steel Authority of India Limited
INE114A01011
3.02%
11
NMDC Limited
INE584A01023
2.89%
12
Vodafone Idea Limited
INE669E01016
2.84%
13
PNB Housing Finance Limited
INE572E01012
2.47%
14
Glenmark Pharmaceuticals Limited
INE935A01035
2.38%
15
Baroda BNP Paribas Ultra Short Dur Fund Dr Gr
INF955L01HA8
2.14%
16
ICICI Bank Limited
INE090A01021
1.97%
17
Adani Green Energy Limited
INE364U01010
1.82%
18
The Federal Bank Limited
INE171A01029
1.81%
19
State Bank of India
INE062A01020
1.71%
20
Lodha Developers Limited
INE670K01029
1.67%
nan68.6%
Banks21.3%
Finance6.7%
Power5.5%
Ferrous Metals3.8%
Capital Markets3.6%
Electrical Equipment3.3%
Pharmaceuticals & Biotechnology3.2%
Telecom - Services3.1%
Minerals & Mining2.9%

Top 10 sectors by % to NAV. Excludes derivatives.

How many stocks does Baroda BNP Paribas Arbitrage Fund hold?

Baroda BNP Paribas Arbitrage Fund holds 94 stocks as per the latest AMFI portfolio disclosure. The top 5 positions account for 38.98% of NAV.

What is the largest holding in Baroda BNP Paribas Arbitrage Fund?

The largest position in Baroda BNP Paribas Arbitrage Fund is Net Receivables / (Payables), accounting for 68.57% of NAV in the nan sector.

Is Baroda BNP Paribas Arbitrage Fund a concentrated or diversified fund?

With a Gini coefficient of 0.707, Baroda BNP Paribas Arbitrage Fund is highly concentrated. The HHI concentration index is 48,737 bps, which is above the 2500 bps threshold for high concentration. The top 5 holdings together make up 38.98% of the portfolio.

What is the market cap allocation of Baroda BNP Paribas Arbitrage Fund?

Based on SEBI's AMFI classification, Baroda BNP Paribas Arbitrage Fund's equity portfolio is split as: Large Cap: 27.88%, Mid Cap: 21.92%, Small Cap: 13.76%. This reflects the fund's positioning within the market cap spectrum.

Which sectors does Baroda BNP Paribas Arbitrage Fund invest in most?

Baroda BNP Paribas Arbitrage Fund has the highest allocation to nan (68.57%), Banks (21.27%), Finance (6.66%). The fund is invested across 33 sectors in total.

How actively managed is Baroda BNP Paribas Arbitrage Fund compared to other Arbitrage Fund funds?

Baroda BNP Paribas Arbitrage Fund has an Active Share of 70.78%, classifying it as "Highly Differentiated" among 34 Arbitrage Fund peers. This means the fund takes significantly different stock positions compared to its category peers.

What changed in Baroda BNP Paribas Arbitrage Fund's portfolio in the latest month?

Between 2026-03-31 and 2026-04-30, Baroda BNP Paribas Arbitrage Fund added 12 new stocks (including Adani Enterprises Limited) and exited 32 stocks (including Tata Motors Passenger Vehicles Limited). Total holding count decreased from 117 to 97 stocks.