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    Quant Mid Cap Fund HY Sep 2024

    Uploaded by

    Manish Kumar

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd

    Quant Mid Cap Fund HY Sep 2024

    Uploaded by

    Manish Kumar
    7 views12 pages

    Copyright

    © © All Rights Reserved

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    XLSX, PDF, TXT or read online from Scribd

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    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    7 views12 pages

    Quant Mid Cap Fund HY Sep 2024

    Uploaded by

    Manish Kumar

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    You are on page 1of 12

    quant Mutual Fund

    quant Mid Cap Fund


    HALF YEARLY PORTFOLIO STATEMENT AS ON 30 Sep 2024

    SR ISIN NAME OF THE INSTRUMENT


    EQUITY & EQUITY RELATED
    (a) Listed / awaiting listing on Stock Exchanges
    1 INE002A01018 Reliance Industries Limited
    2 INE406A01037 Aurobindo Pharma Limited
    3 INE114A01011 Steel Authority of India Ltd
    4 INE821I01022 IRB Infrastructure Developers Limited
    5 INE111A01025 Container Corporation of India Ltd
    6 INE196A01026 Marico Limited
    7 INE154A01025 ITC Limited
    8 INE151A01013 Tata Communications Limited
    9 INE473A01011 Linde India Ltd.
    10 INE356A01018 Mphasis Ltd
    11 INE281B01032 Lloyds Metals And Energy Limited
    12 INE465A01025 Bharat Forge Limited
    13 INE883A01011 MRF Ltd
    14 INE511C01022 Poonawalla Fincorp Limited
    15 INE159A01016 Glaxosmithkline Pharmaceuticals Ltd
    16 INE245A01021 Tata Power Company Limited
    17 INE335Y01020 Indian Railway Catering & Tourism Corp
    18 INE007A01025 CRISIL Limited
    19 INE0J1Y01017 Life Insurance Corporation Of India
    20 INE591G01017 Coforge Ltd.
    Sub Total

    (b) Unlisted
    Sub Total
    Total

    DERIVATIVES
    (a) Index / Stock Futures
    21 TATACOMM311024 Tata Communications Limited 31/10/2024
    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
    22 IN002024X219 91 Days Treasury Bill 15-Nov-2024
    23 IN002024X177 91 Days Treasury Bill 18-Oct-2024
    Sub Total
    Total
    FIXED DEPOSITS
    Total

    OTHERS
    (a) Mutual Fund Unit
    Sub Total

    (b) Tri Party Repo (TREPs)


    24 INCBLO011024 TREPS 01-Oct-2024 DEPO 10
    Sub Total

    (c) Other Receivables (Payables)


    25 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 30/09/2024 the following details are specified for hedging transactions through futures w
    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
    TATACOMM31102024 Long

    Total Exposure due to futures (non hedging positions) as a %age of net assets
    For the period ended 30/09/2024 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 30/09/2024 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 30/09/2024 the following details are specified with regard to non-hedging transactions th
    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 30 Sep 2024
    quant Mid Cap Fund - Growth - Direct Plan 274.591
    quant Mid Cap Fund - Growth 247.002
    quant Mid Cap Fund - IDCW - Direct Plan 96.4488
    quant Mid Cap Fund - IDCW 87.8094
    3 NAV as on 31 Mar 2024
    quant Mid Cap Fund - Growth - Direct Plan 233.219
    quant Mid Cap Fund - Growth 210.972
    quant Mid Cap Fund - IDCW - Direct Plan 81.9125
    quant Mid Cap Fund - IDCW 74.9985
    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 30-Sep-2024 is NIL
    7 Total Investments in foreign securities/ADRs / GDRs as on 30-Sep-2024 is NIL
    8 The annual Portfolio Turnover Ratio is 2.82 times / The Average Maturity period is 0 Days
    9 The funds parked in short term deposit(s) as on 30-Sep-2024 were NIL
    Risk-o-meter of the Scheme

    RATING INDUSTRY

    N.A. Petroleum Products


    N.A. Pharmaceuticals & Biotechnology
    N.A. Ferrous Metals
    N.A. Construction
    N.A. Transport Services
    N.A. Agricultural Food & other Products
    N.A. Diversified FMCG
    N.A. Telecom - Services
    N.A. Chemicals & Petrochemicals
    N.A. IT - Software
    N.A. Ferrous Metals
    N.A. Auto Components
    N.A. Auto Components
    N.A. Finance
    N.A. Pharmaceuticals & Biotechnology
    N.A. Power
    N.A. Leisure Services
    N.A. Finance
    N.A. Insurance
    N.A. IT - Software

    N.A. Telecom - Services


    SOV N.A.
    SOV N.A.

    N.A. N.A.

    N.A. N.A.
    30/09/2024
    Future Price when Purchased Current price of the contract

    dging transactions through futures which have been squared off/expired


    4000
    4000
    2646201360.00
    2638331380.00
    -7869980.00

    30/09/2024
    Future Price when Purchased Current price of the contract
    2040.9534 2148.35

    2.15
    on hedging transactions through futures which have been squared off/expired
    23714
    25844
    20610297528.60
    22303758626.79
    80957325.70

    30/09/2024
    Option Price when purchased Current option price

    edging transactions through options which have been exercised/expired


    25656.50
    33471500687800.00
    -282338192.03

    30/09/2024
    Number of contracts Option Price when purchased

    egard to non-hedging transactions through options which have already been exercised/expired :
    riod is 0 Days
    Risk-o-meter of the Benchmark- NIFTY MIDCAP 150 TRI

    QUANTITY MARKET VALUE(Rs.in Lakhs) % to NAV

    3125850 92311.04 9.72


    5969000 87189.18 9.18
    55778000 78847.78 8.30
    123395074 75345.03 7.93
    8182000 75135.31 7.91
    8007102 55681.39 5.86
    9787200 50712.38 5.34
    2000572 42707.21 4.50
    478750 40622.42 4.28
    1139225 34295.23 3.61
    3481000 33012.06 3.47
    2163500 32811.64 3.45
    18898 26176.31 2.76
    6382027 25173.91 2.65
    829800 22824.06 2.40
    3416250 16486.82 1.74
    1655000 15367.5 1.62
    300621 14016.45 1.48
    988384 9952.53 1.05
    51617 3621.68 0.38
    832289.94 87.60

    832289.94 87.60

    952000 20452.29 2.15


    20452.29 2.15
    20452.29 2.15

    20000000 19843.42 2.09


    5000000 4985.24 0.52
    24828.66 2.61
    24828.66 2.61

    706037.1 70603.71 7.43


    70603.71 7.43

    1895.78 0.20
    1895.78 0.20
    72499.49 7.63
    950070.37 100
    Margin maintained in Rs.Lakhs

    Margin maintained in Rs.Lakhs

    Current option price

    en exercised/expired :

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