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Home , Alkem Laboratories, Apollo Tyres, Cadila Healthcare, Coromandel International, Info Edge, JSW Steel Ltd

Modera erate tely Mod High to e H w at ig o er h L d o M V e r y w H Tata Arbitrage Fund o i L g (An open ended scheme investing in arbitrage opportunities.) h Riskometer Investors understand that their principal As on 31st July 2021 PORTFOLIO will be at Low Risk % to % to % to NAV Company name % to NAV Company name INVESTMENT STYLE NAV Derivative NAV Derivative The scheme invests in equity and equity related instruments that tries Equity & Equity Related Total 69.90 Srf Ltd. 0.21 -0.21 to take advantage of the difference in prices of a security in the cash segment and derivatives segment by turning market volatility to its Hedge Positions 69.90 -70.05 Power Finance Corporation Ltd. 0.21 -0.21 advantage. Sun Pharmaceutical Industries Ltd. 2.09 -2.09 Mahindra And Mahindra Financial Services Ltd. 0.21 -0.21 ITC Ltd. 1.84 -1.85 Jubilant Foodworks Ltd. 0.20 -0.20 INVESTMENT OBJECTIVE ICICI Bank Ltd. 1.82 -1.82 L&T Finance Holdings Ltd. 0.19 -0.19 The investment objective of the Scheme is to seek to generate Ltd. 1.81 -1.82 Rec Ltd. 0.19 -0.19 reasonable returns by investing predominantly in arbitrage State Bank Of 1.79 -1.80 Ltd. 0.18 -0.18 opportunities in the cash and derivatives segments of the equity Ltd. 1.77 -1.77 Ltd. 0.17 -0.17 markets and by investing balance in debt and money market Tata Consultancy Services Ltd. 1.76 -1.76 Ltd. 0.16 -0.16 instruments. There is no assurance that the objective of the Scheme Ltd. -1.73 Aditya Birla Fashion & Retail Ltd. 0.16 -0.17 will be realised and the Scheme does not assure or guarantee any 1.73 returns. Vedanta Ltd. 1.62 -1.62 Max Financial Services Ltd. 0.15 -0.16 Jsw Steel Ltd. 1.59 -1.59 L&T Technology Services Ltd. 0.15 -0.15 DATE OF ALLOTMENT Larsen & Toubro Ltd. 1.43 -1.43 Bata India Ltd. 0.14 -0.14 December 18,2018 Dr Reddys Laboratories Ltd. 1.39 -1.39 Ltd. 0.14 -0.14 Adani Ports And Special Economic Zone Ltd. 1.38 -1.39 Aarti Industries Ltd. 0.13 -0.13 FUND MANAGER Hero Motocorp Ltd. 1.24 -1.25 Ltd. 0.12 -0.12 Sailesh Jain (Managing Since 10-Dec-18 and overall experience of 19 Ltd. 1.07 -1.07 Ltd. 0.10 -0.10 years) NMDC Ltd. 1.06 -1.07 Larsen & Toubro Infotech Ltd. 0.09 -0.09 Dlf Ltd. 1.06 -1.05 Pi Industries Ltd. 0.08 -0.08 BENCHMARK Enterprise Ltd. 1.01 -1.01 Ltd. 0.08 -0.08 Nifty 50 Arbitrage Index HDFC Life Insurance Co. Ltd. 1.00 -1.01 Tvs Motor Company Ltd. 0.07 -0.07 HCL Technologies Ltd. 0.98 -0.98 Ltd. 0.06 -0.06 NAV HDFC Bank Ltd. 0.97 -0.97 Bharat Heavy Electricals Ltd. 0.05 -0.05 Direct - Growth : 11.6840 Ltd. 0.92 -0.92 Ltd. 0.05 -0.05 Direct - Monthly IDCW : 11.2020 Ltd. 0.85 -0.85 Petronet Lng Ltd. 0.05 -0.05 Regular - Growth : 11.4558 Ltd. 0.85 -0.86 NTPC Ltd. 0.04 -0.04 Regular - Monthly IDCW : 10.9530 Upl Ltd. 0.84 -0.84 Gas Ltd. 0.04 -0.04 Jindal Steel & Power Ltd. 0.83 -0.83 Astral Ltd. (Erstwhile Astral Poly Technik Ltd.) 0.04 -0.04 FUND SIZE ACC Ltd. 0.83 -0.83 Ltd. 0.04 -0.04 Rs. 10654.82 (Rs. in Cr.) Ltd. 0.82 -0.82 Ltd. 0.02 -0.02 Adani Enterprises Ltd. 0.81 -0.81 Ltd. 0.02 -0.02 MONTHLY AVERAGE AUM Ltd. 0.81 -0.81 ICICI Lombard General Insurance Co. Ltd. 0.02 -0.02 Rs. 9591.24 (Rs. in Cr.) Company Ltd. 0.78 -0.78 ICICI Prudential Life Insurance Company Ltd. 0.01 -0.01 Zee Entertainment Enterprises Ltd. -0.76 Ltd. 0.01 -0.01 TURN OVER 0.76 India Ltd. 0.73 -0.73 Gmr Infrastucture Ltd. 0.01 -0.01 Portfolio Turnover (Total) 1673.30% Mahindra & Mahindra Ltd. 0.71 -0.71 Ltd. 0.00 0.00 Portfolio Turnover (Equity component only) 403.42% Ltd. 0.70 -0.70 Colgate-Palmolive India Ltd. 0.00 0.00 EXPENSE RATIO** Ltd. 0.69 -0.69 Ltd. 0.00 0.00 Ltd. 0.69 -0.69 % to Direct 0.33 Name of the Instrument Ratings Regular 1.10 (India) Ltd. 0.68 -0.68 NAV Ltd. **Note: The rates specified are actual month end expenses charged 0.67 -0.67 Debt Instruments Ltd. -0.66 as on Jul 31, 2021. The above ratio includes the Service tax on 0.66 Government Securities 10.25 Investment Management Fees. The above ratio excludes, borrowing Ltd. 0.65 -0.66 cost, wherever applicable. GOI - 5.09% (13/04/2022) SOV 1.30 Cholamandalam Investment & Finance Co Ltd. -0.65 0.65 GOI - 8.08% (02/08/2022) SOV 1.22 VOLATILITY MEASURES^ FUND BENCHMARK Ltd. -0.65 0.65 GOI - 6.84% (19/12/2022) SOV 1.22 Ltd. -0.63 Std. Dev (Annualised) 0.86 0.96 0.62 GOI 8.35% 14/5/2022 SOV 1.21 Sharpe Ratio 0.64 0.35 Ltd. -0.61 0.61 GOI - 8.15% (11/06/2022) SOV 1.07 Portfolio Beta 0.56 1.00 Ltd. -0.60 0.60 GOI - 8.13% (21/09/2022) SOV 0.76 R Squared 0.42 1.00 India Ltd. -0.57 0.56 GOI - 8.79% (08/11/2021) SOV 0.62 Treynor 0.28 0.10 Ltd. 0.56 -0.56 Jenson 0.10 NA GOI 8.20% (15/02/2022) SOV 0.58 Housing Development Finance Corporation Ltd. -0.56 0.56 GOI - 3.96% (09/11/2022) SOV 0.52 Portfolio Macauley Duration : 0.70 Years (India) Ltd. 0.55 -0.55 Modified Duration : 0.69 Years GOI - 7.16% (20/05/2023) SOV 0.34 Ltd. -0.54 Average Maturity : 0.73 Years 0.54 GOI - 4.26% (17/05/2023) SOV 0.33 Lupin Ltd. 0.53 -0.53 Gross Yield to Maturity (For Debt Component)* GOI - 4.48% (02/11/2023) SOV 0.33 Ltd. -0.53 - Including Net Current Assets : 5.36% 0.53 GOI - 7.37% (16/04/2023) SOV 0.27 Steel Authority India Ltd. -0.49 * Computed on the invested amount for debt portfolio. 0.49 GOI - 7.32% (28/01/2024) SOV 0.23 Ltd. 0.48 -0.49 Total stock in Portfolio 131 GOI - 8.83% (25/11/2023) SOV 0.20 -0.48 0.48 GOI 6.30% 9/4/2023 SOV 0.05 ^Risk-free rate based on the FBIL Overnight MIBOR rate of 3.40% as Amara Raja Batteries Ltd. -0.47 0.47 Non-Convertible Debentures/Bonds 2.53 on Jul 30, 2021 Container Corporation Of India Ltd. -0.47 0.47 04.95 % HDFC Ltd. CRISIL AAA 0.47 For calculation methodology please refer to Pg 68 Ltd. -0.46 0.46 08.60 % Nabard CRISIL AAA 0.24 Ltd. -0.46 MINIMUM INVESTMENT/ 0.46 07.67 % L&T Finance Ltd. CRISIL AAA 0.24 -0.45 MULTIPLES FOR NEW INVESTMENT 0.45 07.18 % Nabard CRISIL AAA 0.24 LIC Housing Finance Ltd. -0.41 0.41 04.50 % HDFC Ltd. CRISIL AAA 0.23 Rs. 5,000/- and in multiples of Re. 1/- thereafter. Indian Railway Catering And Tourism Corporation Ltd. -0.42 0.41 07.00 % HDFC Ltd. CRISIL AAA 0.19 Ltd. -0.40 0.40 07.61 % Housing & Urban Development ICRA AAA 0.15 ADDITIONAL INVESTMENT/ Ultratech Cement Ltd. 0.40 -0.40 Corporation Ltd. MULTIPLES FOR EXISTING INVESTORS Ltd. -0.39 0.39 07.39 % LIC Housing Finance Ltd. CRISIL AAA 0.15 Rs. 1,000/- and in multiples of Re. 1/- thereafter. Ltd. -0.38 0.38 08.60 % LIC Housing Finance Ltd. CRISIL AAA 0.14 Escorts Ltd. -0.38 0.38 07.62 % Housing & Urban Development ICRA AAA 0.10 Ltd. LOAD STRUCTURE 0.38 -0.38 Corporation Ltd. Corporation Ltd. -0.37 0.37 06.32 % Rec Ltd. CRISIL AAA 0.09 Entry Load : Not Applicable National Aluminium Co. Ltd. -0.36 0.36 07.40 % Power Finance Corporation CRISIL AAA 0.09 Exit Load : 0.25 % of the applicable NAV, if Ltd. -0.34 0.35 07.90 % India Infradebt Ltd. CRISIL AAA 0.05 redeemed/switched out/withdrawn on or before HDFC Asset Management Company Ltd. 0.35 -0.35 expiry of 30 Days from the date of allotment. 07.24 % LIC Housing Finance Ltd. CRISIL AAA 0.05 MRF Ltd. -0.35 0.35 08.45 % Sikka Ports And Terminals Ltd. CRISIL AAA 0.05 India Ltd. 0.34 -0.34 (Mukesh Ambani Group) IDFC First Bank Ltd. -0.33 Please refer to our Tata Mutual Fund website for 0.33 08.50 % Rec Ltd. CRISIL AAA 0.05 Ltd. -0.33 fundamental changes, wherever applicable 0.33 Money Market Instruments 4.84 Gail ( India ) Ltd. -0.32 0.31 Treasury Bill 364 Days (06/01/2022) SOVRN SOV 0.79 Shriram Transport Finance Co Ltd. -0.29 0.29 Treasury Bill 364 Days (09/12/2021) SOVRN SOV 0.46 Ltd. -0.29 0.29 Treasury Bill 364 Days (24/03/2022) SOVRN SOV 0.37 Ltd. -0.29 0.29 Treasury Bill 364 Days (30/03/2022) SOVRN SOV 0.37 India Ltd. -0.27 0.27 Treasury Bill 364 Days (16/09/2021) SOVRN SOV 0.31 Ltd. -0.27 0.27 Treasury Bill 182 Days (21/10/2021) SOVRN SOV 0.28 Corporation Ltd. -0.25 0.25 Treasury Bill 364 Days (17/03/2022) SOVRN SOV 0.23 India Ltd. -0.24 0.24 Treasury Bill 182 Days (07/10/2021) SOVRN SOV 0.23 Sbi Life Insurance Company Ltd. -0.23 0.23 Treasury Bill 364 Days (09/09/2021) SOVRN SOV 0.23 Sun Tv Network Ltd. -0.23 0.23 Treasury Bill 364 Days (12/08/2021) SOVRN SOV 0.19 Manappuram Finance Ltd. -0.23 0.23 Treasury Bill 364 Days (10/02/2022) SOVRN SOV 0.18 Ltd. -0.22 0.22 Treasury Bill 364 Days (03/02/2022) SOVRN SOV 0.18 Ltd. -0.23 0.22 Treasury Bill 364 Days (24/02/2022) SOVRN SOV 0.14 Divi Laboratories Ltd. -0.21 0.21 Treasury Bill 364 Days (19/08/2021) SOVRN SOV 0.14 Granules India Ltd. -0.21 0.21 Treasury Bill 364 Days (30/12/2021) SOVRN SOV 0.14 Bosch Ltd. 0.21 -0.21 www.tatamutualfund.com Mutual Fund investments are subject to market risks, read all scheme related documents carefully TATA MUTUAL FUND 33 Modera erate tely Mod High to e H w at ig o er h L d o M V e r y w H Tata Arbitrage Fund o i L g (An open ended scheme investing in arbitrage opportunities.) h Riskometer Investors understand that their principal will be at Low Risk % to % to Name of the Instrument Ratings Name of the Instrument Ratings NAV NAV Treasury Bill 364 Days (13/01/2022) SOVRN SOV 0.14 Margin Money Deposit 2.52 Treasury Bill 182 Days (10/09/2021) SOVRN SOV 0.09 Union 0.24 Treasury Bill 182 Days (12/11/2021) SOVRN SOV 0.09 Punjab National Bank 0.11 Treasury Bill 364 Days (05/08/2021) SOVRN SOV 0.09 Corporation Bank 0.16 Treasury Bill 364 Days (26/08/2021) SOVRN SOV 0.09 Federal Bank Ltd. 1.13 Treasury Bill 182 Days (19/08/2021) SOVRN SOV 0.05 HDFC Bank Ltd. 0.88 Treasury Bill 182 Days (14/10/2021) SOVRN SOV 0.05 B )Mutual Fund Units 7.82 Treps 5.39 Tata Money Market Fund 1391575.704 4.86 Repo 6.18 Tata Treasury Advantage Fund 616196.378 1.83 Portfolio Total 109.44 Tata Liquid Fund 365611.387 1.13 Net Current Liabilities -9.44 Net Assets 100.00

SIP - If you had invested INR 10000 every month 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception Total Amount Invested (Rs.) 120,000 NA NA NA NA 310,000 Total Value as on Jul 31, 2021 (Rs.) 122,842 NA NA NA NA 330,025 Returns 4.46% NA NA NA NA 4.78% Total Value of B: Nifty 50 Arbitrage Index 123,075 NA NA NA NA 326,617 B: Nifty 50 Arbitrage Index 4.83% NA NA NA NA 3.98% Total Value of AB: CRISIL 1 Year T-Bill Index 122,512 NA NA NA NA 331,556 AB: CRISIL 1 Year T-Bill Index 3.94% NA NA NA NA 5.14% (Inception date :18-Dec-2018) (First Installment date : 01-Jan-2019) Past performance may or may not be sustained in the future. Returns greater than 1 year period are compounded annualized. Income Distribution cum capital withdrawals are assumed to be reinvested and bonus is adjusted. Load is not taken in to consideration. For SIP returns, monthly investment of equal amounts invested on the 1st day of every month has been considered. For scheme performance refer pages 53 - 68. *B: Benchmark Source: MFI Explorer

Top 10 Holdings Equity Sector Allocation Financial Services 13.70% Issuer Name % to NAV Metals 9.75% Pharma 7.68% Sun Pharmaceutical Industries Ltd. 2.09 Consumer Goods 7.66% ITC Ltd. 1.84 IT 5.27% Automobile 5.19% ICICI Bank Ltd. 1.82 Oil & Gas 3.61% Cement & Cement Products 2.65% Reliance Industries Ltd. 1.81 Construction 2.49% Services 2.27% 1.79 Chemicals 1.78% Bharti Airtel Ltd. 1.77 Telecom 1.77% Industrial Manufacturing 1.34% Tata Consultancy Services Ltd. 1.76 Healthcare Services 1.01% Media, Entertainment & Publication 0.99% Tata Steel Ltd. 1.73 Fertilisers & Pesticides 0.95% Consumer Services 0.92% Vedanta Ltd. 1.62 Power 0.82% Jsw Steel Ltd. 1.59 Textiles 0.06% Total 17.82 0.00% 4.00% 8.00% 12.00% 16.00%

Market Capitalisation wise Exposure NAV Movement

Large Cap 74.77% Tata Arbitrage Fund - Reg - Growth Nifty 50 Arbitrage Index 120 116 Mid Cap 17.14% 112 Small Cap 0.88% 108 104 100 Market Capitalisation is as per list provided by AMFI. Dec-18 Nov-19 Sep-20 Jul-21

www.tatamutualfund.com Mutual Fund investments are subject to market risks, read all scheme related documents carefully TATA MUTUAL FUND 34