IDFC Arbitrage Fund - Plan B

5 Value Research
0.12%
Change from previous, NAV as on Feb 27, 2015
Category: Hybrid: Arbitrage
Assets: R 2,194 crore (As on Jan 31, 2015)
Expense: 1.00% (As on Sep 30, 2014)
Asset Allocation (%)
Concentration & Valuation
Number of Stocks 66
Top 10 Holdings (%) 53.29
Top 5 Holdings (%) 32.91
Top 3 Sectors (%) -0.02
Portfolio P/B Ratio 2.75
Portfolio P/E Ratio 22.80
  Value Research Equity Fund Style
 
  Value Research Debt Fund Style
 
Sector Allocation vis--vis Category
Top Equity Holdings
  Company Sector PE 3Y High 3Y Low % Assets
  HDFC Bank Financial 27.13 8.20 0.00 6.62
  Maruti Suzuki India Automobile 33.76 6.01 0.00 6.01
  Grasim Industries Diversified 17.90 6.65 0.00 5.60
  Lupin Healthcare 32.42 8.04 0.00 5.57
  Reliance Industries Energy 12.00 6.23 0.00 5.11
  Cipla Healthcare 45.47 3.32 0.00 3.32
  Asian Paints Chemicals 57.70 3.06 0.00 3.06
  Tata Consultancy Services Technology 24.27 2.61 0.00 2.45
  Punjab National Bank Financial 8.45 6.27 0.00 2.29
  Indusind Bank Financial 26.97 3.47 0.00 2.22
  Tata Motors DVR Automobile - 2.56 0.00 1.45
  Tech Mahindra Technology 24.58 4.58 0.00 1.36
  ITC FMCG 33.10 3.84 0.00 1.31
  UPL Chemicals 16.67 1.37 0.00 1.25
  Arvind Textiles 20.41 1.09 0.00 1.09
  Titan Company Cons Durable 47.41 2.51 0.00 1.00
  Tata Global Beverages FMCG 30.74 3.10 0.00 0.95
  Exide Inds. Engineering 28.40 2.08 0.00 0.95
  HDFC Financial 24.84 3.06 0.00 0.95
  Reliance Capital Financial 13.54 2.57 0.00 0.92
  ICICI Bank Financial 17.80 7.41 0.00 0.91
  State Bank of India Financial 13.77 0.84 0.00 0.84
  Biocon Healthcare 20.67 2.39 0.00 0.83
  Tata Power Energy 0.00 1.38 0.00 0.82
  JSW Steel Metals 11.00 2.90 0.00 0.78
Credit Rating vis--vis Category
Top Debt Holdings
  Company Instrument Credit Rating 1Y Range % Assets
  L&T Finance 66-D 02/02/2015 Commercial Paper P1+ 0.00 - 9.11 9.11
  Corporation Bank Fixed Deposits - 0.00 - 4.66 4.56
  J&K Bank Fixed Deposits - 3.72 - 9.14 4.33
  Kotak Mahindra Bank Fixed Deposits - 0.00 - 2.33 2.28
  CESC 88-D 27/02/2015 Commercial Paper P1+ 0.00 - 1.15 1.13
  Godrej Industries Equity Derivatives - (0) - (0.01) -0.01
  Jain Irrigation Systems Equity Derivatives - (0) - (0.01) -0.01
  Petronet LNG Equity Derivatives - (0) - (0.02) -0.02
  Bharti Airtel Equity Derivatives - (0) - (0.03) -0.03
  Shriram Transport Finance Equity Derivatives - (0) - (0.03) -0.03
  ACC Equity Derivatives - (0) - (0.03) -0.03
  LIC Housing Fin. Equity Derivatives - (0) - (0.04) -0.04
  United Breweries Equity Derivatives - (0) - (0.04) -0.04
  Aditya Birla Nuvo Equity Derivatives - (0) - (0.06) -0.06
  Dabur India Equity Derivatives - (0) - (0.06) -0.06
  CESC Equity Derivatives - (0) - (0.08) -0.08
  Hindalco Inds. Equity Derivatives - (0) - (0.08) -0.08
  Jindal Steel & Power Equity Derivatives - (0) - (0.08) -0.08
  NHPC Equity Derivatives - (0) - (0.11) -0.11
  HPCL Equity Derivatives - (0) - (0.12) -0.12
  Reliance Infrastructure Equity Derivatives - (0) - (0.13) -0.13
  Sesa Sterlite Equity Derivatives - (0) - (0.13) -0.13
  Syndicate Bank Equity Derivatives - (0) - (0.15) -0.15
  HCL Technologies Equity Derivatives - (0) - (0.18) -0.18
  Divi's Laboratories Equity Derivatives - (0) - (0.19) -0.19
   Indicates an increase or decrease or no change in holding since last portfolio
 Indicates a new holding since last portfolio
As on Jan 31, 2015