quant Mutual Fund
quant Overnight Fund
MONTHLY PORTFOLIO STATEMENT AS ON 28 Feb 2023
SR ISIN NAME OF THE INSTRUMENT
EQUITY & EQUITY RELATED
(a) Listed / awaiting listing on Stock Exchanges
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
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
Sub Total
c) Treasury Bills
Sub Total
Total
OTHERS
(a) Mutual Fund Unit
Sub Total
(b) Tri Party Repo (TREPs)
1 INCBLO010323 TREPS 01-Mar-2023 DEPO 10
Sub Total
(c) Other Receivables (Payables)
2 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 28/02/2023 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 28/02/2023 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 28/02/2023 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 28/02/2023 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 28 Feb 2023
quant Overnight Fund - IDCW 10.127
quant Overnight Fund - Growth 10.1416
quant Overnight Fund - IDCW - Direct Plan 10.1455
quant Overnight Fund - Growth - Direct Plan 10.1454
3 NAV as on 31 Jan 2023
quant Overnight Fund - IDCW 10.0791
quant Overnight Fund - Growth 10.0934
quant Overnight Fund - IDCW - Direct Plan 10.0964
quant Overnight Fund - Growth - Direct Plan 10.0963
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 28-Feb-2023 is NIL
7 Total Investments in foreign securities/ADRs / GDRs as on 28-Feb-2023 is NIL
8 The Average Maturity period is 1.00 Days
9 The funds parked in short term deposit(s) as on 28-Feb-2023 were NIL
10 Standard Disclosure for Portfolio YTM as per AMFI :
Portfolio Information
Scheme Name : quant Overnight Fund
The primary objective of the scheme is to generate returns
Description by investing in debt and money market instruments with
overnight maturity.
Annualised Portfoli 6.14%
Macaulay Duration 1
Residual Maturity ( -
As on (Date) 2/28/2023
Risk-o-meter of the Scheme
RATING INDUSTRY
N.A. N.A.
N.A. N.A.
28/02/2023
Future Price when Purchased Current price of the contract
for hedging transactions through futures which have been squared off/expired
28/02/2023
Future Price when Purchased Current price of the contract
for non hedging transactions through futures which have been squared off/expired
28/02/2023
Option Price when purchased Current option price
for hedging transactions through options which have been exercised/expired
28/02/2023
Number of contracts Option Price when purchased
with regard to non-hedging transactions through options which have already been exercised/expired :
Risk-o-meter of the Benchmark- CRISIL Overnight Index
QUANTITY MARKET VALUE(Rs.in Lakhs) % to NAV
117807.7 11780.77 100.05
11780.77 100.05
-6.02 -0.05
-6.02 -0.05
11774.75 100.00
11774.75 100
Margin maintained in Rs.Lakhs
d off/expired
Margin maintained in Rs.Lakhs
uared off/expired
ed/expired
Current option price
ve already been exercised/expired :
