Tata Quant Fund (An Open Ended Equity Scheme following quant based investing theme)
As on 30th June 2020 PORTFOLIO INVESTMENT STYLE Company name % to % to NAV Primarily focuses on investing in equity and equity related Name of the Instrument Ratings % to NAV instruments following quant based investing theme. NAV Derivatives INVESTMENT OBJECTIVE Equity & Equity Related Total 65.96 -65.75 The investment objective of the scheme is to generate Hedge Positions Cash As Margin 25.61 medium to long-term capital appreciation by investing in Vedanta Ltd. 6.08 -6.08 Repo 9.77 equity and equity related instruments selected based on a Muthoot Finance Ltd. 4.75 -4.75 Portfolio Total 101.35 quantitative model (Quant Model). Britannia Industries Ltd. 4.65 -4.64 Cash / Net Current Asset -1.35 However, there is no assurance or guarantee that the Max Financial Services Ltd. 3.75 -3.65 Net Assets 100.00 investment objective of the Scheme will be achieved. The Motherson Sumi Systems Ltd. 3.73 -3.73 scheme does not assure or guarantee any returns. ^ Exposure less than 1% has been clubbed under Other Equities Amara Raja Batteries Ltd. 3.59 -3.59 DATE OF ALLOTMENT Cipla Ltd. 3.41 -3.39 January 22, 2020 Hero Motocorp Ltd. 3.36 -3.32 FUND MANAGER Shriram Transport Finance Co Ltd. 3.35 -3.33 Sailesh Jain (Managing Since 28-Jan-20 and overall Dabur India Ltd. 3.34 -3.34 experience of 15 years) Torrent Pharmaceuticals Ltd. 3.28 -3.28 Tata Consumer Products Ltd. 3.10 -3.11 BENCHMARK Wipro Ltd. 3.02 -3.01 S&P BSE 200 TRI Cadila Healthcare Ltd. 2.94 -2.94 NAV MRF Ltd. 2.89 -2.87 Direct - Dividend : 7.7743 Divi Laboratories Ltd. 2.71 -2.70 Direct - Growth : 7.7743 Torrent Power Ltd. 2.64 -2.64 Regular - Dividend : 7.6989 Indraprastha Gas Ltd. 2.49 -2.49 Regular - Growth : 7.6989 Titan Company Ltd. 1.17 -1.17 FUND SIZE Colgate-palmolive India Ltd. 1.01 -1.01 Indian Oil Corporation Ltd. 0.45 -0.45 Rs. 97.72 (Rs. in Cr.) Rec Ltd. 0.27 -0.27 MONTHLY AVERAGE AUM Rs. 97.66 (Rs. in Cr.) TURN OVER Portfolio Turnover (Total) 342.04% Portfolio Turnover (Equity component only) 219.94%
EXPENSE RATIO** Direct 0.89 Regular 2.69 **Note: The rates specified are actual month end expenses charged as on June 30, 2020. The above ratio includes the Service tax on Investment Management Fees. The above ratio excludes, SIP - If you had invested INR 10000 every month proportionate charge (out of maximum 30 bps on daily average net assets allowed) in respect sales beyond T-30 cities assets, wherever 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception applicable. Total Amount Invested (Rs.) NA NA NA NA NA 50,000 VOLATILITY MEASURES^ FUND BENCHMARK Total Value as on Jun 30, 2020 (Rs.) NA NA NA NA NA 48,284 Std. Dev (Annualised) 50.17 45.39 Returns NA NA NA NA NA -13.42% Sharpe Ratio -0.32 -0.17 Total Value of B: S&P BSE 200 TRI NA NA NA NA NA 52,398 Portfolio Beta 0.97 1.00 R Squared 0.97 1.00 B: S&P BSE 200 TRI NA NA NA NA NA 21.11% Treynor -4.67 -2.17 Total Value of AB: S&P BSE Sensex TRI NA NA NA NA NA 51,879 Jenson -2.44 NA AB: S&P BSE Sensex TRI NA NA NA NA NA 16.30% ^Risk-free rate based on the FBIL Overnight MIBOR rate (Inception date :22-Jan-2020) (First Installment date : 01-Feb-2020) of 3.89% as on Jun 30, 2020 For calculation methodology please refer to Pg 61 Past performance may or may not be sustained in the future. Returns greater than 1 year period are compounded annualized. Dividends 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. MINIMUM INVESTMENT/ For scheme performance refer pages 49-61. MULTIPLES FOR NEW INVESTMENT *B: Benchmark, AB: Additional Benchmark Growth option: Rs 5,000/- and in multiple of Re.1/- Source: MFI Explorer thereafter Dividend (payout): Rs 5,000/- and in multiple of Re.1/- thereafter Top 10 Holdings Equity Sector Allocation Issuer Name % to NAV ADDITIONAL INVESTMENT/ Automobile 13.58% MULTIPLES FOR EXISTING INVESTORS Vedanta Ltd. 6.08 Muthoot Finance Ltd. 4.75 Consumer Goods 13.26% Rs.1000/-& in multiples of Re.1/-thereafter. Britannia Industries Ltd. 4.65 Pharma 12.33% LOAD STRUCTURE Max Financial Services Ltd. 3.75 Financial Services 12.11% Entry Load : Not Applicable Motherson Sumi Systems Ltd. 3.73 Amara Raja Batteries Ltd. 3.60 Metals 6.08% Exit Load : 1% of the applicable NAV, if Cipla Ltd. 3.41 IT 3.02% redeemed/switched out on or before Hero Motocorp Ltd. 3.37 Oil & Gas 2.94% expiry of 365 days from the date of Shriram Trans. Fin. Co. Ltd. 3.35 allotment. Power 2.64% Dabur India Ltd. 3.34 Please refer to our Tata Mutual Fund website for Total 40.03 0.00% 4.00% 8.00% 12.00% 16.00% fundamental changes, wherever applicable
Market Capitalisation wise Exposure NAV Movement Tata Quant Fund - Reg - Growth S&P BSE 200 TRI Large Cap 79.38% 110 100 Mid Cap 20.62% 90 Small Cap 0.00% 80 70 60 Market Capitalisation is as per list provided by AMFI. Jan-20 Mar-20 May-20 Jun-20
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