HYBRID - ARBITRAGE FUND

NET ASSET VALUE LAST DIVIDENDS Face value:` 10

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

Reg-Plan-Dividend 13.4483 27-Sep-19 (Reg Plan) 0.06 13.4447 27-Sep-19 (Dir Plan) 0.07 14.2804 Reg-Plan-Growth 24.8264 30-Aug-19 (Reg Plan) 0.06 13.4746 Dir-Plan-Dividend 14.2848 30-Aug-19 (Dir Plan) 0.07 14.3135 Dir-Plan-Growth 25.6738 26-Jul-19 (Reg Plan) 0.06 13.4787 26-Jul-19 (Dir Plan) 0.07 14.3227 Investment Objective Pursuant to payment of dividend, the NAV of Dividend Option of To provide capital appreciation and scheme/plans would fall to the extent of payout and statutory levy, if regular income for unit holders by applicable. identifying profitable arbitrage opportunities between the spot and PORTFOLIO derivative market segments as also through investment of surplus cash in Issuer Name Rating (%) Of Total % of AUM Derivatives Issuer Name Rating (%) Of Total % of AUM Derivatives debt and money market instruments. Equity Shares Oil & Natural Gas Corporation Ltd. 0.23 (0.24) Ltd. 7.18 (7.21) Equitas Holdings Ltd. 0.21 (0.21) Fund Details Housing Development Finance Corporation Ltd. 6.71 (6.76) Ltd. 0.21 (0.21) HDFC Bank Ltd. 4.88 (4.92) Jubilant Foodworks Ltd. 0.20 (0.20) • Type of Scheme ICICI Bank Ltd. 3.92 (3.95) 0.20 (0.20) State Bank Of 3.78 (3.81) Ltd. 0.19 (0.20) An open-ended Scheme investing in Ltd. 2.91 (2.93) Corporation Ltd. 0.19 (0.19) ITC Ltd. 2.58 (2.58) Ltd. 0.18 (0.18) arbitrage opportunities. Ltd. 1.87 (1.88) Ltd. 0.17 (0.17) • Date of Allotment: 03/11/2006 Adani Ports And Special Economic Zone Ltd. 1.77 (1.78) Company Ltd. 0.16 (0.17) Shriram Transport Finance Company Ltd. 1.69 (1.70) Ltd. 0.13 (0.13) • Report As On: 30/09/2019 Ltd. 1.51 (1.52) Ltd. 0.12 (0.12) • AAUM for theMonth of September 2019 Sun Pharmaceutical Industries Ltd. 1.45 (1.46) Ltd. 0.12 (0.12) Ltd. 1.40 (1.41) Ltd. 0.11 (0.11) ` 4,670.71 Crores Ltd. 1.26 (1.26) Ltd. 0.10 (0.10) • AUM as on September 30, 2019 Ultratech Cement Ltd. 1.22 (1.23) Tata Global Beverages Ltd. 0.09 (0.09) Ltd. 1.16 (1.15) Union 0.09 (0.09) ` 4,965.43 Crores Dr. Reddy's Laboratories Ltd. 1.15 (1.16) CESC Ltd. 0.09 (0.09) Larsen & Toubro Ltd. 1.01 (1.02) Tata Motors Dvr Ltd. 0.09 (0.09) • Fund Manager: Mr. Neeraj Kumar Ltd. 0.98 (0.98) Ltd. 0.08 (0.08) Managing Since: Oct-2012 Ltd. 0.96 (0.97) ACC Ltd. 0.08 (0.08) JSW Steel Ltd. 0.82 (0.82) LIC Housing Finance Ltd. 0.07 (0.07) Total Experience: Over 22 years Nestle India Ltd. 0.80 (0.80) 0.06 (0.06) • Benchmark: Nifty 50 Arbitrage Index. Tata Consultancy Services Ltd. 0.75 (0.75) India Ltd. 0.06 (0.06) HCL Technologies Ltd. 0.72 (0.72) Ltd. 0.05 (0.05) (w.e.f May 16,2018) UPL Ltd. 0.68 (0.68) Ltd. 0.04 (0.04) • Exit Load: (w.e.f. 1st July 2019) For exit on Ltd. 0.67 (0.68) Ltd. 0.04 (0.03) Mahindra & Mahindra Ltd. 0.66 (0.67) Bosch Ltd. 0.03 (0.03) or before 1 month from the date of Ltd. 0.63 (0.95) NCC Ltd. 0.03 (0.03) allotment – 0.25% Ltd. 0.58 (0.58) Ltd. 0.03 (0.03) Century Textiles & Industries Ltd. 0.55 (0.55) Hero Motocorp Ltd. 0.02 (0.02) For exit after 1 month from the date India Ltd. 0.49 (0.49) Bharat Heavy Electricals Ltd. 0.02 (0.02) of allotment – Nil Ltd. 0.48 (0.48) Ltd. 0.02 (0.02) Ltd. 0.47 (0.47) National Aluminium Company Ltd. 0.02 (0.02) • Entry Load: N.A. Ltd. 0.46 (0.46) Ltd. 0.02 (0.02) • Plans Available: Regular, Direct The Ltd. 0.45 (0.46) Adani Power Ltd. 0.01 (0.01) Vedanta Ltd. 0.45 (0.45) Escorts Ltd. 0.01 (0.01) • Option: Growth, Dividend 0.44 (0.44) Ltd. 0.01 (0.01) Mahindra & Mahindra Financial Services Ltd. 0.43 (0.43) Total 67.59 (68.29) • SIP DLF Ltd. 0.42 (0.42) Commercial Papers Any Day SIP’ Facility is available for Indusind Bank Ltd. 0.38 (0.38) Bharat Aluminium Company Ltd. CRISIL A1+ 4.01 - Ltd. 0.37 (0.37) JSW Steel Ltd. [ICRA]A1+ 3.41 - Monthly, Quarterly, Semi-Annual and Petronet LNG Ltd. 0.35 (0.35) L&T Infrastructure Finance Company Ltd. [ICRA]A1+ 1.99 - Annual frequencies through electronic Sun Tv Network Ltd. 0.34 (0.34) Total 9.42 - Power Finance Corporation Ltd. 0.34 (0.34) Non Convertible Debentures mode like OTM / Debit Mandate. Default SIP Ltd. 0.33 (0.33) REC Ltd. CRISIL AAA 1.31 - date will be 10th. In case the SIP due date is Jindal Steel & Power Ltd. 0.30 (0.30) Larsen & Toubro Ltd. CRISIL AAA 0.81 - a Non Business Day, then the immediate Ltd. 0.29 (0.29) Britannia Industries Ltd. CRISIL AAA 0.01 - Divi's Laboratories Ltd. 0.29 (0.29) Total 2.12 - following Business Day will be considered United Breweries Ltd. 0.24 (0.24) Cash, Cash Equivalents, Derivative Margin for SIP processing.Weekly - Minimum ` Ltd. 0.24 (0.24) And Others 20.87 - REC Ltd. 0.24 (0.24) Grand Total 100.00 1000 & in multiples of` 1 thereafter for a minimum of 6 instalments. Monthly - Minimum` 1000 & in multiples PORTFOLIO CLASSIFICATION BY PORTFOLIO CLASSIFICATION BY of` 1 thereafter for minimum six months INDUSTRY ALLOCATION (%) ASSET ALLOCATION (%) (or) minimum`` 500 & in multiples of 1 thereafter for minimum one year. Financial Services 31.82 Quarterly - Minimum` 1500 & in multiples Metals 9.94 of` 1 thereafter for minimum one year. Consumer Goods 9.26 20.87 Semi Annual - Minimum` 3000 & in Energy 8.26 multiples of` 1 thereafter for a minimum of Pharma 4.58 4 installments. Cement & Cement Products 4.22 ` Annual - Minimum 5000 & in multiples of IT 2.77 ` 9.41 1thereafter for a minimum of 4 Construction 2.27 installments. 2.12 Automobile 2.24 61.46 • Minimum Investment 0.25 Services 1.77 ``5000 & in multiples of 1 5.88 Fertilisers & Pesticides 0.68 • Additional Investment Chemicals 0.58 ``1000 & in multiples of 1 Industrial Manufacturing 0.36 Quantitative Data Media And Entertainment 0.34 AAA and Equivalent A1+ Telecom 0.04 Large Cap Midcap Smallcap Standard Deviation# : 0.54% Cash, Cash Equivalents, Derivative Margin Cash, Cash Equivalents, Derivative Margin and Others Beta# : 0.43 And Others 20.87 Sharpe Ratio# : 0.65 Portfolio Turnover* : 10.75 SBI Arbitrage Opportunities Fund This product is suitable for investors who are seeking^: # Source: CRISIL Fund Analyser *Portfolio Turnover = lower of total sale or Ÿ Short term investment. total purchase for the last 12 months Ÿ Investments to exploit profitable arbitrage opportunities between the spot and derivative market (including equity derivatives) upon Avg. AUM segments to provide capital appreciation and regular income. of trailing twelve months. 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 Risk Free rate: FBIL Overnight Mibor rate for them. (5.52% as on 30th September 2019) Basis for Ratio Calculation: 3 Years Monthly Data Points 38