quant Mutual Fund
quant Absolute Fund
MONTHLY PORTFOLIO STATEMENT AS ON 31 Jan 2023
SR ISIN NAME OF THE INSTRUMENT
EQUITY & EQUITY RELATED
(a) Listed / awaiting listing on Stock Exchanges
1 INE154A01025 ITC Limited
2 INE062A01020 State Bank of India
3 INE040A01034 HDFC Bank Limited
4 INE733E01010 NTPC Limited
5 INE002A01018 Reliance Industries Limited
6 INE079A01024 Ambuja Cements Ltd
7 INE742F01042 Adani Ports & Special Economic Zone Ltd
8 INE038A01020 Hindalco Industries Limited
9 INE397D01024 Bharti Airtel Limited
10 INE0J1Y01017 Life Insurance Corporation Of India
11 INE670K01029 Macrotech Developers Limited
12 INE160A01022 Punjab National Bank
13 INE003A01024 Siemens Ltd
14 INE692A01016 Union Bank of India
15 INE192A01025 Tata Consumer Products Ltd
16 INE090A01021 ICICI Bank Limited
17 INE00E101023 Bikaji Foods International Limited
18 INE029A01011 Bharat Petroleum Corp Ltd
19 INE205A01025 Vedanta Limited
20 INE053A01029 Indian Hotels Co Ltd
21 INE075A01022 Wipro Ltd
22 INE628A01036 UPL Limited
23 INE619A01035 Patanjali Foods Limited
24 INE854D01024 United Spirits Limited
25 INE155A01022 Tata Motors Limited
26 INE242A01010 Indian Oil Corp Ltd
27 INE140A01024 Piramal Enterprises Limited
28 INE749A01030 Jindal Steel & Power Ltd
29 INE129A01019 GAIL (India) Limited
30 INE081A01020 Tata Steel Limited
Sub Total
(b) Unlisted
Sub Total
Total
DERIVATIVES
(a) Index / Stock Futures
Sub Total
(b) Index / Stock Options
Sub Total
Total
DEBT INSTRUMENTS
(a) Listed / awaited listed on Stock Exchanges
31 IN0020210186 5.74% GOI - 15-Nov-2026
32 IN0020210020 6.64% GOI - 16-Jun-2035
33 IN0020220144 7.29% GOI MAT 27-Jan-2033
Sub Total
(b) Unlisted / Privately Placed
Sub Total
(c) Securitised Debt Instruments
Sub Total
Total
MONEY MARKET INSTRUMENTS
a) Commercial Paper
Sub Total
b) CD-Certificate of Deposits
34 INE040A16CX4 HDFC Bank Ltd CD 06-Mar-2023
35 INE062A16465 State Bank of India CD 12-Sep-2023
Sub Total
c) Treasury Bills
Sub Total
Total
OTHERS
(a) Mutual Fund Unit
36 INF966L01BF7 QUANT GILT FUND -DIRECT PLAN-GROWTH
Sub Total
(b) Tri Party Repo (TREPs)
37 INCBLO010223 TREPS 01-Feb-2023 DEPO 10
Sub Total
(c) Other Receivables (Payables)
38 NCA-NET CURRENT ASSETS
Sub Total
Total
Grand Total
Disclosure for investment in derivative instruments:
Hedging Positions through Futures as on
Underlying Long / Short
Total %age of existing assets hedged through futures
For the period ended 31/01/2023 the following details are specified for hedging transactions through futures wh
Total Number of contracts where futures were bought
Total Number of contracts where futures were sold
Gross Notional Value of contracts where futures were bought
Gross Notional Value of contracts where futures were sold
Net Profit/Loss value on all contracts combined
Other than Hedging Positions through Futures as on
Underlying Long / Short
Total Exposure due to futures (non hedging positions) as a %age of net assets
For the period ended 31/01/2023 the following details are specified for non hedging transactions through future
Total number of contracts where futures were bought
Total number of contracts where futures were sold (carry forward)
Gross Notional value of contracts where future were bought
Gross Notional Value of contracts where futures were sold
Net Profit/Loss value on all contracts combined
Hedging Positions through Put Options as on
Underlying Number of contracts
Total %age of existing assets hedged through put options
For the period ended 31/01/2023 the following details are specified for hedging transactions through options w
Total number of contracts entered into
Gross Notional value of contracts
Net Profit/Loss Value on all contracts (treat premium paid as loss)
Other than Hedging Positions through Options as on
Underlying Call/Put
Total Exposure through options as a %age of net assets
For the period ended 31/01/2023 the following details are specified with regard to non-hedging transactions thr
Total number of contracts entered into
Gross Notional value of contracts
Net Profit/Loss Value on all contracts (treat premium paid as loss)
Notes :-
1 Total NPA provided for is NIL.
2 NAV as on 31 Jan 2023
quant Absolute Fund - Growth - Direct Plan 313.559
quant Absolute Fund - Growth 297.571
quant Absolute Fund - IDCW - Direct Plan 43.425
quant Absolute Fund - IDCW 41.0449
3 NAV as on 30 Dec 2022
quant Absolute Fund - Growth - Direct Plan 327.106
quant Absolute Fund - Growth 310.851
quant Absolute Fund - IDCW - Direct Plan 45.2999
quant Absolute Fund - IDCW 42.8774
4 Dividend declared during the period is NIL
5 Bonus declared during the period is NIL
6 Total outstanding exposure in derivatives instruments as on 31-Jan-2023 is NIL
7 Total Investments in foreign securities/ADRs / GDRs as on 31-Jan-2023 is NIL
8 The Portfolio Turnover Ratio is 0.7 times / The Average Maturity period is 773.7309 Days
9 The funds parked in short term deposit(s) as on 31-Jan-2023 were NIL
Risk-o-meter of the Scheme
RATING INDUSTRY
N.A. Diversified FMCG
N.A. Banks
N.A. Banks
N.A. Power
N.A. Petroleum Products
N.A. Cement & Cement Products
N.A. Transport Infrastructure
N.A. Non - Ferrous Metals
N.A. Telecom - Services
N.A. Insurance
N.A. Realty
N.A. Banks
N.A. Electrical Equipment
N.A. Banks
N.A. Agricultural Food & other Products
N.A. Banks
N.A. Food Products
N.A. Petroleum Products
N.A. Diversified Metals
N.A. Leisure Services
N.A. IT - Software
N.A. Fertilizers & Agrochemicals
N.A. Agricultural Food & other Products
N.A. Beverages
N.A. Automobiles
N.A. Petroleum Products
N.A. Finance
N.A. Ferrous Metals
N.A. Gas
N.A. Ferrous Metals
Sovereign N.A.
Sovereign N.A.
Sovereign N.A.
A1+ N.A.
A1+ N.A.
N.A. N.A.
N.A. N.A.
N.A. N.A.
31/01/2023
Future Price when Purchased Current price of the contract
for hedging transactions through futures which have been squared off/expired
31/01/2023
Future Price when Purchased Current price of the contract
for non hedging transactions through futures which have been squared off/expired
31/01/2023
Option Price when purchased Current option price
for hedging transactions through options which have been exercised/expired
31/01/2023
Number of contracts Option Price when purchased
with regard to non-hedging transactions through options which have already been exercised/expired :
od is 773.7309 Days
Risk-o-meter of the Benchmark- CRISIL Hybrid 35+65 - Aggressive Index
QUANTITY MARKET VALUE(Rs.in Lakhs) % to NAV
2386600 8409.19 8.46
1153350 6383.79 6.42
357000 5724.5 5.76
3123500 5345.87 5.38
220400 5187.89 5.22
1106900 4440.88 4.47
710550 4353.18 4.38
920100 4309.75 4.33
347600 2677.56 2.69
387500 2531.54 2.55
242689 2481.13 2.50
4475000 2396.36 2.41
78350 2292.87 2.31
2725000 2139.13 2.15
269250 1964.18 1.98
200000 1663.8 1.67
409151 1607.55 1.62
465000 1596.11 1.61
395000 1312.98 1.32
410000 1234.1 1.24
289300 1153.87 1.16
150000 1135.8 1.14
94674 988.49 0.99
121000 930.07 0.94
205000 926.81 0.93
1000000 817.5 0.82
88600 761.87 0.77
120000 700.26 0.70
560000 532.84 0.54
400000 478.8 0.48
76478.67 76.92
76478.67 76.92
4000000 3810.04 3.83
1833600 1716.7 1.73
1000000 1002.24 1.01
6528.98 6.57
6528.98 6.57
4000000 3975.65 4.00
2500000 2389.77 2.40
6365.42 6.40
6365.42 6.40
4999750 503.37 0.51
503.37 0.51
92011.7 9201.17 9.25
9201.17 9.25
351.62 0.35
351.62 0.35
10056.16 10.11
99429.22 100
Margin maintained in Rs.Lakhs
Margin maintained in Rs.Lakhs
Current option price
dy been exercised/expired :
