quant Mutual Fund

quant Mid Cap Fund

MONTHLY PORTFOLIO STATEMENT AS ON 31 May 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 INE111A01025 Container Corporation of India Ltd
4 INE775A01035 Samvardhana Motherson International Ltd
5 INE473A01011 Linde India Ltd.
6 INE114A01011 Steel Authority of India Ltd
7 INE814H01011 Adani Power Limited
8 INE584A01023 NMDC Ltd
9 INE511C01022 Poonawalla Fincorp Limited
10 INE424H01027 SUN TV Network Limited
11 INE040A01034 HDFC Bank Limited
12 INE042A01014 Escorts Kubota Limited
13 INE881D01027 Oracle Financial Services Software Ltd
14 INE848E01016 NHPC Ltd
15 INE758E01017 Jio Financial Services Limited
16 INE151A01013 Tata Communications Limited
17 INE669E01016 Vodafone Idea Ltd.
18 INE010B01027 Zydus Lifesciences Limited
19 INE159A01016 Glaxosmithkline Pharmaceuticals Ltd
20 INE335Y01020 Indian Railway Catering & Tourism Corp
21 INE245A01021 Tata Power Company Limited
22 INE007A01025 CRISIL Limited
Sub Total

(b) Unlisted
Sub Total
Total

DERIVATIVES
(a) Index / Stock Futures
23 HDFCBANK270624 HDFC Bank Limited 27/06/2024
24 SAIL270624 Steel Authority of India Ltd 27/06/2024
25 PETRONET270624 Petronet LNG Limited 27/06/2024
26 ABCAPITAL270624 Aditya Birla Capital Limited 27/06/2024
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
27 IN002024X086 91 Days Treasury Bill 15-Aug-2024
28 IN002024X011 91 Days Treasury Bill 04-Jul-2024
29 IN002023X534 91 Days Treasury Bill 13-Jun-2024
30 IN002023X542 91 Days Treasury Bill 20-Jun-2024
Sub Total
Total
FIXED DEPOSITS
Total

OTHERS
(a) Mutual Fund Unit
Sub Total

(b) Tri Party Repo (TREPs)

31 INCBLO030624 TREPS 03-Jun-2024 DEPO 10
Sub Total
 (c) Other Receivables (Payables)
32 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 31/05/2024 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
ABCAPITAL27062024 Long
HDFCBANK27062024 Long
PETRONET27062024 Long
SAIL27062024 Long

Total Exposure due to futures (non hedging positions) as a %age of net assets
For the period ended 31/05/2024 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 31/05/2024 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 31/05/2024 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 31 May 2024
quant Mid Cap Fund - Growth - Direct Plan 260.132
quant Mid Cap Fund - Growth 234.879
quant Mid Cap Fund - IDCW - Direct Plan 91.3687
quant Mid Cap Fund - IDCW 83.4993
3 NAV as on 30 Apr 2024
quant Mid Cap Fund - Growth - Direct Plan 252.92
quant Mid Cap Fund - Growth 228.59
quant Mid Cap Fund - IDCW - Direct Plan 88.8342
quant Mid Cap Fund - IDCW 81.2622
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-May-2024 is NIL
7 Total Investments in foreign securities/ADRs / GDRs as on 31-May-2024 is NIL
8 The annual Portfolio Turnover Ratio is 3.23 times / The Average Maturity period is 0 Days
9 The funds parked in short term deposit(s) as on 31-May-2024 were NIL
Risk-o-meter of the Scheme

RATING INDUSTRY

N.A. Petroleum Products

N.A. Pharmaceuticals & Biotechnology
N.A. Transport Services
N.A. Auto Components
N.A. Chemicals & Petrochemicals
N.A. Ferrous Metals
N.A. Power
N.A. Minerals & Mining
N.A. Finance
N.A. Entertainment
N.A. Banks
N.A. Agricultural, Commercial & Construction Vehicles
N.A. IT - Software
N.A. Power
N.A. Finance
N.A. Telecom - Services
N.A. Telecom - Services
N.A. Pharmaceuticals & Biotechnology
N.A. Pharmaceuticals & Biotechnology
N.A. Leisure Services
N.A. Power
N.A. Finance

N.A. Banks
N.A. Ferrous Metals
N.A. Gas
N.A. Finance

SOV N.A.
SOV N.A.
SOV N.A.
SOV N.A.

N.A. N.A.
 N.A. N.A.

31/05/2024
Future Price when Purchased Current price of the contract

hedging transactions through futures which have been squared off/expired

31/05/2024
Future Price when Purchased Current price of the contract
231.6000 225.25
1547.4121 1539.75
300.3500 298.9
168.8385 159.9

non hedging transactions through futures which have been squared off/expired
3214
5101
2331814414.28
3700043586.32
11040469.22

31/05/2024
Option Price when purchased Current option price

hedging transactions through options which have been exercised/expired

31/05/2024
 Number of contracts Option Price when purchased

h regard to non-hedging transactions through options which have already been exercised/expired :

period is 0 Days
Risk-o-meter of the Benchmark- NIFTY MIDCAP 150 TRI

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

2561850 73289.4 9.22

5273000 62521.96 7.86
5669000 60933.25 7.66
37226500 56305.08 7.08
478750 41696.97 5.24
26193000 41515.91 5.22
4971000 37570.82 4.72
12886500 33524.23 4.22
6382027 28661.68 3.60
3713053 24374.34 3.06
1460000 22360.63 2.81
583300 22272.14 2.80
296700 22118.84 2.78
20535000 22023.79 2.77
6178350 21275.15 2.68
1177500 20939.48 2.63
135455386 20656.95 2.60
1801000 18012.7 2.26
658000 17234.99 2.17
1655000 16886.79 2.12
3696250 16143.37 2.03
300621 12337.94 1.55
692656.41 87.09

692656.41 87.09

3052500 47000.87 5.91

11680000 18676.32 2.35
2040000 6097.56 0.77
 399600 900.1 0.11
72674.85 9.14

72674.85 9.14

10000000 9861.8 1.24

7500000 7453.79 0.94
5000000 4989.01 0.63
5000000 4982.68 0.63
27287.27 3.43
27287.27 3.43

660439.4 66019.85 8.30

66019.85 8.30
 -63339.03 -7.96
-63339.03 -7.96
2680.82 0.34
795299.34 100

Margin maintained in Rs.Lakhs

Margin maintained in Rs.Lakhs

9.14
Current option price