HYBRID - ARBITRAGE FUND

NET ASSET VALUE LAST IDCW Face value: `10

Option NAV (`) Record Date IDCW (in `/Unit) NAV (`)

Reg-Plan-IDCW 15.9734 27-Mar-20 (Reg Plan) 0.07 13.3989

27-Mar-20 (Dir Plan) 0.07 14.2690
Reg-Plan-Growth 30.3742
28-Feb-20 (Reg Plan) 0.07 13.4634
Dir-Plan-IDCW 17.3133 28-Feb-20 (Dir Plan) 0.07 14.3281
Dir-Plan-Growth 32.0433 31-Jan-20 (Reg Plan) 0.07 13.4238
31-Jan-20 (Dir Plan) 0.07 14.2766
Investment Objective
Pursuant to payment of IDCW, the NAV of IDCW Option of scheme/plans would fall to the extent of payout and statutory levy, if applicable.
The investment objective of the Scheme is to provide
capital appreciation and regular income for unitholders PORTFOLIO
by identifying profitable arbitrage opportunities in the Issuer Name Rating (%) Of Total % of AUM Derivatives Net % of AUM Issuer Name Rating (%) Of Total % of AUM Derivatives Net % of AUM
cash and derivative segments of the equity markets and Equity Shares Samvardhana Motherson International Ltd. 0.21 -0.21 -
the arbitrage opportunities available within the Reliance Industries Ltd. 5.96 -6.01 -0.05 HDFC Asset Management Co. Ltd. 0.21 -0.21 -
HDFC Bank Ltd. 5.04 -5.07 -0.03 Gujarat Narmada Valley Fertilizers & Chemicals Ltd. 0.21 -0.21 -
derivative segment and by investing the balance in debt Adani Ports And Special Economic Zone Ltd. 2.52 -2.54 -0.02 Granules India Ltd. 0.21 -0.21 -
and money market instruments. Tata Motors Ltd. 1.94 -1.96 -0.02 The India Cements Ltd. 0.20 -0.20 -
NTPC Ltd. 1.71 -1.72 -0.01 REC Ltd. 0.20 -0.21 -0.01
Tata Power Company Ltd. 1.64 -1.65 -0.01 Sun Tv Network Ltd. 0.19 -0.19 -

Fund Details Hindalco Industries Ltd.

ICICI Bank Ltd.
1.58
1.40
-1.59
-1.41
-0.01
-0.01
Divi's Laboratories Ltd.
Deepak Nitrite Ltd.
0.19
0.19
-0.19
-0.19
-
-
Power Grid Corporation Of India Ltd. 1.36 -1.37 -0.01 United Breweries Ltd. 0.18 -0.18 -
Axis Bank Ltd. 1.36 -1.37 -0.01 Mahindra & Mahindra Ltd. 0.18 -0.18 -
• Type of Scheme Vodafone Idea Ltd. 1.29 -1.31 -0.02 Crompton Greaves Consumer Electricals Ltd. 0.17 -0.17 -
ITC Ltd. 1.26 -1.27 -0.01 Piramal Enterprises Ltd. 0.16 -0.16 -
An open-ended Scheme investing in State Bank Of India
Shriram Finance Ltd.
1.25
1.23
-1.26
-1.24
-0.01
-0.01
Indraprastha Gas Ltd.
Torrent Pharmaceuticals Ltd.
0.16
0.15
-0.16
-0.15
-
-
Ambuja Cements Ltd. 0.97 -0.98 -0.01 ICICI Prudential Life Insurance Company Ltd. 0.15 -0.15 -
arbitrage opportunities. Bharat Electronics Ltd. 0.96 -0.96 - Coforge Ltd. 0.15 -0.15 -
Aurobindo Pharma Ltd. 0.93 -0.93 - Syngene International Ltd. 0.14 -0.14 -
• Date of Allotment: 03/11/2006 Infosys Ltd. 0.92 -0.92 - InterGlobe Aviation Ltd. 0.14 -0.14 -
Bandhan Bank Ltd. 0.85 -0.86 -0.01 HDFC Life Insurance Company Ltd. 0.14 -0.14 -
• Report As On: 31/12/2023 Canara Bank 0.84 -0.85 -0.01 Chambal Fertilisers And Chemicals Ltd. 0.14 -0.14 -
Jindal Steel & Power Ltd. 0.83 -0.83 - United Spirits Ltd. 0.13 -0.13 -
• AAUM for the Month of December 2023 The Federal Bank Ltd. 0.82 -0.83 -0.01 Indian Oil Corporation Ltd. 0.13 -0.13 -
Bajaj Finance Ltd. 0.80 -0.81 -0.01 Dr. Reddy's Laboratories Ltd. 0.13 -0.13 -
` 24,759.50 Crores Grasim Industries Ltd. 0.78 -0.79 -0.01 Container Corporation Of India Ltd. 0.13 -0.14 -0.01
Dabur India Ltd. 0.76 -0.77 -0.01 Zydus Lifesciences Ltd. 0.12 -0.12 -
• AUM as on December 31, 2023 Bank Of Baroda
Gail (India) Ltd.
0.76
0.74
-0.77
-0.74
-0.01
-
Shree Cement Ltd.
SBI Life Insurance Co. Ltd.
0.12
0.11
-0.12
-0.11
-
-
` 22,707.70 Crores Tata Consultancy Services Ltd.
Bharat Heavy Electricals Ltd.
0.70
0.69
-0.70
-0.70
-
-0.01
Marico Ltd.
Indiamart Intermesh Ltd.
0.11
0.11
-0.11
-0.11
-
-
Hindustan Aeronautics Ltd. 0.67 -0.68 -0.01 Cummins India Ltd. 0.11 -0.12 -0.01
• Fund Manager: Tata Steel Ltd. 0.66 -0.67 -0.01 Can Fin Homes Ltd. 0.11 -0.11 -
Indian Railway Catering & Tourism Corporation Ltd. 0.66 -0.67 -0.01 Balrampur Chini Mills Ltd. 0.11 -0.11 -
Mr. Neeraj Kumar -Equity Portion Larsen & Toubro Ltd. 0.64 -0.64 - Voltas Ltd. 0.10 -0.10 -
Punjab National Bank 0.62 -0.62 - Ltimindtree Ltd. 0.09 -0.09 -
Mr. Arun R. -Debt Portion Coal India Ltd. 0.62 -0.62 - Birlasoft Ltd. 0.09 -0.09 -
JK Cement Ltd. 0.08 -0.08 -
Managing Since: Oil & Natural Gas Corporation Ltd.
JSW Steel Ltd.
0.61
0.61
-0.61
-0.62
-
-0.01 Info Edge (India) Ltd. 0.08 -0.08 -
Mr. Neeraj Kumar -Oct 2012 Bharat Petroleum Corporation Ltd.
Vedanta Ltd.
0.58
0.56
-0.58
-0.57
-
-0.01
SRF Ltd.
Hero Motocorp Ltd.
0.07
0.07
-0.07
-0.07
-
-
Mr. Arun R. - June 2021 Maruti Suzuki India Ltd. 0.55 -0.56 -0.01 Delta Corp Ltd. 0.07 -0.07 -
Godrej Consumer Products Ltd. 0.55 -0.55 - ABB India Ltd. 0.07 -0.07 -
Total Experience: Asian Paints Ltd. 0.55 -0.55 - Oracle Financial Services Software Ltd. 0.06 -0.06 -
Steel Authority Of India Ltd. 0.51 -0.52 -0.01 Metropolis Healthcare Ltd. 0.06 -0.06 -
Mr. Neeraj Kumar -Over 26 years Titan Company Ltd. 0.50 -0.50 - MRF Ltd. 0.05 -0.05 -
Indus Towers Ltd. 0.50 -0.50 - Gujarat Gas Ltd. 0.05 -0.05 -
Mr. R. Arun -Over 16 years DLF Ltd. 0.50 -0.50 - Godrej Properties Ltd. 0.05 -0.05 -
NMDC Ltd. 0.49 -0.50 -0.01 Balkrishna Industries Ltd. 0.05 -0.05 -
• First Tier Benchmark: Nifty 50 Arbitrage Index Kotak Mahindra Bank Ltd. 0.49 -0.50 -0.01 Astral Ltd. 0.05 -0.05 -
Zee Entertainment Enterprises Ltd. 0.47 -0.48 -0.01 Tata Consumer Products Ltd. 0.04 -0.04 -
• Exit Load: For exit within 1 month from the date Power Finance Corporation Ltd.
Wipro Ltd.
0.47
0.46
-0.47
-0.46
-
-
Navin Fluorine International Ltd.
The Ramco Cements Ltd.
0.04
0.03
-0.04
-0.03
-
-
of allotment - 0.25%; For exit after 1 month from Max Financial Services Ltd. 0.45 -0.45 - Mahanagar Gas Ltd. 0.03 -0.03 -
LIC Housing Finance Ltd. 0.45 -0.46 -0.01 ICICI Lombard General Insurance Company Ltd. 0.03 -0.03 -
the date of allotment – Nil Dalmia Bharat Ltd. 0.45 -0.46 -0.01 Eicher Motors Ltd. 0.03 -0.03 -
HCL Technologies Ltd. 0.43 -0.43 - Berger Paints India Ltd. 0.03 -0.03 -
• Entry Load: N.A. GMR Airports Infrastructure Ltd. 0.42 -0.42 - Atul Ltd. 0.03 -0.03 -
Sun Pharmaceutical Industries Ltd. 0.40 -0.41 -0.01 Apollo Tyres Ltd. 0.03 -0.03 -
• Plans Available: Regular, Direct RBL Bank Ltd. 0.39 -0.39 - Aditya Birla Fashion And Retail Ltd. 0.03 -0.03 -
Aditya Birla Capital Ltd. 0.39 -0.40 -0.01 Abbott India Ltd. 0.03 -0.03 -
• Option: Growth, IDCW Oberoi Realty Ltd.
L&T Finance Holdings Ltd.
0.38
0.38
-0.38
-0.38
-
-
Laurus Labs Ltd.
Dr. Lal Path Labs Ltd.
0.02
0.02
-0.02
-0.02
-
-
TVS Motor Company Ltd. 0.01 -0.01 -
• SIP ACC Ltd.
IDFC Ltd.
0.38
0.37
-0.39
-0.37
-0.01
- Tata Chemicals Ltd. 0.01 -0.01 -
Cipla Ltd. 0.37 -0.38 -0.01 Polycab India Ltd. 0.01 -0.01 -
Any Day SIP’ Facility is available for Monthly, Ashok Leyland Ltd. 0.37 -0.37 - Bharat Forge Ltd. 0.01 -0.01 -
Quarterly, Semi-Annual and Annual frequencies Tech Mahindra Ltd.
Indusind Bank Ltd.
0.36
0.36
-0.36
-0.37
-
-0.01
Total
Commercial Papers
74.77 -75.35 -0.58

through electronic mode like OTM / Debit Glenmark Pharmaceuticals Ltd. 0.36 -0.37 -0.01 HDFC Credila Financial Services Pvt. Ltd. CRISIL A1+ 1.93 - -
UPL Ltd. 0.35 -0.36 -0.01 Kotak Securities Ltd. CRISIL A1+ 1.36 - -
Mandate. Default SIP date will be 10th. In case Indian Energy Exchange Ltd. 0.34 -0.34 - Bajaj Financial Securties Ltd. CRISIL A1+ 1.18 - -
Havells India Ltd. 0.34 -0.35 -0.01 L&T Metro Rail (Hyderabad) Ltd. CRISIL A1+ 0.98 - -
the SIP due date is a Non Business Day, then the Manappuram Finance Ltd. 0.33 -0.33 - TVS Credit Services Ltd. CRISIL A1+ 0.97 - -
Biocon Ltd. 0.32 -0.33 -0.01 Bharti Telecom Ltd. CRISIL A1+ 0.70 - -
immediate following Business Day will be Trent Ltd. 0.30 -0.30 - Julius Baer Capital (India) Pvt. Ltd. CRISIL A1+ 0.40 - -
considered for SIP processing. Hindustan Unilever Ltd.
Bharti Airtel Ltd.
0.29
0.29
-0.29
-0.29
-
-
Motilal Oswal Financial Services Ltd.
Mahindra & Mahindra Financial Services Ltd.
CRISIL A1+
CRISIL A1+
0.39
0.39
-
-
-
-
Daily - Minimum 500 & in multiples of 1 Adani Enterprises Ltd. 0.29 -0.29 - ICICI Securities Ltd. CRISIL A1+ 0.29 - -
Petronet Lng Ltd. 0.28 -0.29 -0.01 HDFC Bank Ltd. CRISIL A1+ 0.29 - -
thereafter for a minimum of 12 instalments. Lupin Ltd. 0.28 -0.28 - Tata Consumer Products Ltd. [ICRA]A1+ 0.19 - -
Apollo Hospitals Enterprise Ltd. 0.28 -0.28 - Total 9.07 - -
(Kindly refer notice cum addendum dated June PVR Inox Ltd. 0.27 -0.27 - Certificate Of Deposits
Aarti Industries Ltd. 0.27 -0.27 -
02, 2020 for further details) Nestle India Ltd. 0.26 -0.26 -
Small Industries Development Bank Of India
Total
CRISIL A1+ 0.20
0.20
-
-
-
-
Weekly - Minimum ` 1000 & in multiples of ` 1 Hindustan Petroleum Corporation Ltd.
Escorts Kubota Ltd.
0.26
0.26
-0.26
-0.27
-
-0.01
Non Convertible Debentures
HDB Financial Services Ltd. CRISIL AAA 0.08 - -
thereafter for a minimum of 6 instalments. (or) Hindustan Copper Ltd. 0.25 -0.25 - Total 0.08 - -
City Union Bank Ltd. 0.24 -0.24 - Treasury Bills
Minimum 500 & in multiples of 1 thereafter for a Bajaj Finserv Ltd. 0.24 -0.24 - 364 Day T-Bill 18.01.24 SOVEREIGN 0.79 - -
Siemens Ltd. 0.23 -0.23 - 364 Day T-Bill 22.03.24 SOVEREIGN 0.78 - -
minimum of 12 instalments. The Indian Hotels Company Ltd. 0.22 -0.22 - 182 Day T-Bill 25.01.24 SOVEREIGN 0.78 - -
Pidilite Industries Ltd. 0.22 -0.22 -
Monthly - Minimum ` 1000 & in multiples of ` 1 PI Industries Ltd. 0.22 -0.22 -
182 Day T-Bill 22.02.24
364 Day T-Bill 01.02.24
SOVEREIGN
SOVEREIGN
0.78
0.41
-
-
-
-
National Aluminium Company Ltd. 0.22 -0.22 -
thereafter for minimum six months (or) minimum Exide Industries Ltd. 0.22 -0.22 -
Total
Cash, Cash Equivalents, Derivative Margin And Others
3.54
12.34
-
-
-
-
` 500 & in multiples of ` 1 thereafter for Dixon Technologies (India) Ltd. 0.22 -0.22 - Grand Total 100.00

minimum one year.

Quarterly - Minimum ` 1500 & in multiples of ` 1 PORTFOLIO CLASSIFICATION BY PORTFOLIO CLASSIFICATION BY
thereafter for minimum one year.
Semi Annual - Minimum ` 3000 & in multiples of INDUSTRY ALLOCATION (%) ASSET ALLOCATION (%)
` 1 thereafter for a minimum of 4 installments. Financial Services 29.16
Oil, Gas & Consumable Fuels 9.42
Annual - Minimum ` 5000 & in multiples of ` 12.34
Metals & Mining 6.00
1thereafter for a minimum of 4 installments. Power 4.71
• Minimum Investment Services 4.19
` 5000 & in multiples of ` 1 Healthcare 4.01 9.27
Fast Moving Consumer Goods 3.88
• Additional Investment Sovereign 3.54
3.54
` 1000 & in multiples of ` 1 Capital Goods 3.43
0.08
Automobile And Auto Components 3.34 53.59
4.35
Quantitative Data Information Technology
Construction Materials
3.26
3.01
# Telecommunication 2.08
Standard Deviation : 0.68%
# Consumer Durables 1.91
Beta : 0.66
Sharpe Ratio
#
: -2.51
Chemicals 1.75 16.83
Consumer Services 1.47
Modified Duration : 0.32 years
Media, Entertainment & Publication 0.93 Large Cap Midcap Small Cap Sovereign
Average Maturity : 0.32 years A1+
Macaulay Duration : 0.32 years Realty 0.93
Yield to Maturity^ : 7.63% Construction 0.64 Cash, Cash Equivalents, Derivative Margin and Others
Portfolio Turnover* Cash, Cash Equivalents, Derivative Margin And Others 12.34
Equity Turnover : 2.26
AAA and Equivalent
Total Turnover : 14.90
Total Turnover = Equity + Debt + Derivatives SBI Arbitrage Opportunities Fund
#
Source: CRISIL Fund Analyser This product is suitable for investors who are seeking^:
*Portfolio Turnover = lower of total sale or total purchase
for the last 12 months (including equity derivatives) upon • Short term investment.
Avg. AUM of trailing twelve months. • Investments to exploit profitable arbitrage opportunities in the cash and derivative
Risk Free rate: FBIL Overnight Mibor rate (6.90% as on 29th segments of the equity markets to provide capital appreciation and regular income.
December 2023) Basis for Ratio Calculation: 3 Years Monthly Investors understand that their principal ^Investors should consult their financial advisers if in
Data Points will be at Low risk
^In case of semi-annual convention , the YTM is annualised
Ratios including debt instruments and cash
doubt about whether the product is suitable for them.
41