Report as of 20 Jun 2020

PGIM India Arbitrage Fund Direct Plan Half Yearly 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
5,000
opportunities that potentially exist between the cash
and derivatives market as well as within the derivatives
segment of the market. Investments may also be made
in debt & money market instruments.
0

2014 2015 2016 2017 2018 2019-07

- - - - - - Fund
- - - - - - Category

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

3Y Alpha - 3Y Sharpe Ratio - 3 Months - 0.72 2020 - - - -
3Y Beta - 3Y Std Dev - 6 Months - 1.97 2019 - - - -
3Y R-Squared - 3Y Risk - 1 Year - - 2018 - - - -
3Y Info Ratio - 5Y Risk - 3 Years Annualised - - 2017 - - - -
3Y Tracking Error - 10Y Risk - 5 Years Annualised - - 2016 - - - -

Portfolio 31/05/2020

Asset Allocation % Net America Europe Asia

Stocks 0.45
Bonds 0.00
Cash 99.55
Other 0.00

<25 25-50 50-75 >75

Top Holdings World Regions % Fund

Holding Name Sector %
Americas 0.00
IndusInd Bank Ltd y 4.82 United States 0.00
Vedanta Ltd r 3.72 Canada 0.00
Bharti Airtel Ltd i 3.22 Latin America 0.00
ICICI Bank Ltd y 3.07
Greater Europe 0.00
NCC Ltd p 3.00
United Kingdom 0.00
Adani Enterprises Ltd o 2.75 Eurozone 0.00
Hindustan Unilever Ltd s 2.70 Europe - ex Euro 0.00
Dr Reddy's Laboratories Ltd d 2.67 Europe - Emerging 0.00
Housing Development Finance... y 2.61 Africa 0.00
Bharat Heavy Electricals Ltd p 2.54 Middle East 0.00
Assets in Top 10 Holdings % 31.09 Greater Asia 100.00
Total Number of Equity Holdings 82 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 0.50% - 0-30 days
Phone +91 22 UCITS - 0.00% - >30 days
61593000/61593022 Inc/Acc Inc Expense Ratio 0.43%
Website www.pramericamf.com ISIN INF663L01YU1
Inception Date 25/07/2019
Manager Name Utkarsh Katkoria
Manager Start Date 08/03/2016
NAV (06/08/2019) INR 11.00
Total Net Assets (mil) 1,144.30 INR
(31/05/2020)

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