Report as of 22 Aug 2020

PGIM India Arbitrage Fund Direct Plan Annual Dividend Payout

Morningstar® Category Morningstar® Benchmark Fund Benchmark Morningstar Rating™
India Arbitrage Fund Not Categorized NIFTY 50 Arbitrage TR INR Not Rated
Used throughout report

Investment Objective Performance

To generate income by investing in arbitrage
15,000
opportunities that potentially exist between the cash
13,750
and derivatives market as well as within the derivatives
segment of the market. Investments may also be made 12,500

in debt & money market instruments. 11,250

10,000

2015   2016   2017   2018   2019   2020-07 

8.60 6.82 6.47 6.22 6.44 1.58 Fund
7.46 6.86 5.78 5.47 5.57 2.21 Category

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

3Y Alpha - 3Y Sharpe Ratio 1.80 3 Months 0.43 0.32 2020 0.67 0.94 - -
3Y Beta - 3Y Std Dev 0.99 6 Months 0.91 1.53 2019 1.44 1.81 1.45 1.58
3Y R-Squared - 3Y Risk - 1 Year 3.85 3.93 2018 1.61 1.48 1.62 1.37
3Y Info Ratio - 5Y Risk - 3 Years Annualised 5.54 5.15 2017 1.52 1.56 1.85 1.40
3Y Tracking Error - 10Y Risk - 5 Years Annualised 6.07 5.81 2016 1.51 1.55 1.94 1.64

Portfolio 31/07/2020

Asset Allocation % Net America Europe Asia

Stocks -0.27
Bonds 0.00
Cash 100.27
Other 0.00

<25 25-50 50-75 >75

Top Holdings World Regions % Fund

Holding Name Sector %
Americas 0.00
Cipla Ltd d 4.57 United States 0.00
Infosys Ltd a 4.52 Canada 0.00
Cadila Healthcare Ltd d 4.42 Latin America 0.00
Adani Enterprises Ltd o 3.69
Greater Europe 0.00
Housing Development Finance... y 3.60
United Kingdom 0.00
ICICI Bank Ltd y 3.39 Eurozone 0.00
Axis Bank Ltd y 3.38 Europe - ex Euro 0.00
State Bank of India y 2.97 Europe - Emerging 0.00
Tata Consumer Products Ltd s 2.71 Africa 0.00
Bharti Airtel Ltd i 2.60 Middle East 0.00
Assets in Top 10 Holdings % 35.85 Greater Asia 100.00
Total Number of Equity Holdings 66 Japan 0.00
Total Number of Bond Holdings 0 Australasia 0.00
Asia - Developed 0.00
Asia - Emerging 100.00

Operations

Fund Company PGIM India Asset Share Class Size (mil) - Minimum Initial Purchase 5,000 INR
Management Private Domicile India Minimum Additional Purchase 1,000 INR
Limited Currency INR Exit Load 0.00% - >0 years
Phone +91 22 61593000 UCITS - Expense Ratio 0.42%
Website http:// Inc/Acc Inc
www.pgimindiamf.com/ ISIN INF223J012N9
Inception Date 27/08/2014
Manager Name Utkarsh Katkoria
Manager Start Date 08/03/2016
NAV (21/08/2020) INR 11.46
Total Net Assets (mil) 1,025.35 INR
(31/07/2020)

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