quant Mutual Fund

quant Mid Cap Fund

MONTHLY PORTFOLIO STATEMENT AS ON 28 Jun 2024

SR ISIN NAME OF THE INSTRUMENT

EQUITY & EQUITY RELATED
(a) Listed / awaiting listing on Stock Exchanges
1 INE002A01018 Reliance Industries Limited
2 INE040A01034 HDFC Bank Limited
3 INE406A01037 Aurobindo Pharma Limited
4 INE775A01035 Samvardhana Motherson International Ltd
5 INE111A01025 Container Corporation of India Ltd
6 INE114A01011 Steel Authority of India Ltd
7 INE424H01027 SUN TV Network Limited
8 INE473A01011 Linde India Ltd.
9 INE848E01016 NHPC Ltd
10 INE814H01011 Adani Power Limited
11 INE511C01022 Poonawalla Fincorp Limited
12 INE042A01014 Escorts Kubota Limited
13 INE758E01017 Jio Financial Services Limited
14 INE151A01013 Tata Communications Limited
15 INE881D01027 Oracle Financial Services Software Ltd
16 INE010B01027 Zydus Lifesciences Limited
17 INE159A01016 Glaxosmithkline Pharmaceuticals Ltd
18 INE335Y01020 Indian Railway Catering & Tourism Corp
19 INE245A01021 Tata Power Company Limited
20 INE584A01023 NMDC Ltd
21 INE007A01025 CRISIL Limited
22 INE669E01016 Vodafone Idea Ltd.
23 INE331A01037 The Ramco Cements Limited
24 INE237A01028 Kotak Mahindra Bank Limited
Sub Total

(b) Unlisted
Sub Total
Total

DERIVATIVES
(a) Index / Stock Futures
25 BHARATFORG250724 Bharat Forge Limited 25/07/2024
26 ABCAPITAL250724 Aditya Birla Capital Limited 25/07/2024
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 IN002024X110 91 Days Treasury Bill 05-Sep-2024
28 IN002024X086 91 Days Treasury Bill 15-Aug-2024
29 IN002024X011 91 Days Treasury Bill 04-Jul-2024
30 IN002024X128 91 Days Treasury Bill 12-Sep-2024
Sub Total
Total
FIXED DEPOSITS
Total

OTHERS
(a) Mutual Fund Unit
Sub Total

(b) Tri Party Repo (TREPs)

31 INCBLO010724 TREPS 01-Jul-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 28/06/2024 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
ABCAPITAL25072024 Long
BHARATFORG25072024 Long

Total Exposure due to futures (non hedging positions) as a %age of net assets
For the period ended 28/06/2024 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 28/06/2024 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 28/06/2024 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 28 Jun 2024
quant Mid Cap Fund - Growth - Direct Plan 270.851
quant Mid Cap Fund - Growth 244.357
quant Mid Cap Fund - IDCW - Direct Plan 95.1349
quant Mid Cap Fund - IDCW 86.8682
3 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
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-Jun-2024 is NIL
7 Total Investments in foreign securities/ADRs / GDRs as on 28-Jun-2024 is NIL
8 The annual Portfolio Turnover Ratio is 3.07 times / The Average Maturity period is 0 Days
9 The funds parked in short term deposit(s) as on 28-Jun-2024 were NIL
Risk-o-meter of the Scheme

RATING INDUSTRY

N.A. Petroleum Products

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

N.A. Auto Components

A1+ Finance

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

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

28/06/2024
Future Price when Purchased Current price of the contract

edging transactions through futures which have been squared off/expired

28/06/2024
Future Price when Purchased Current price of the contract
240.4500 240.05
1766.0551 1672.05

on hedging transactions through futures which have been squared off/expired

754

754303452.00
49042092.00

28/06/2024
Option Price when purchased Current option price

hedging transactions through options which have been exercised/expired

28/06/2024
Number of contracts Option Price when purchased
 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

2938850 92009.52 10.52

4822500 81201.26 9.28
6023000 72733.75 8.31
37226500 70845.75 8.10
6269000 65348.06 7.47
36353000 54038.73 6.18
5413053 40716.98 4.65
478750 39732.42 4.54
38335000 38603.35 4.41
4971000 35721.61 4.08
6382027 26108.87 2.98
583300 24186.53 2.76
6178350 22127.76 2.53
1177500 21836.15 2.50
219201 21661.99 2.48
1801000 19341.84 2.21
688000 18238.88 2.09
1655000 16372.09 1.87
3416250 15052 1.72
5634591 13863.91 1.58
300621 12782.1 1.46
67727693 12116.48 1.39
566667 4739.89 0.54
12500 225.31 0.03
819605.23 93.70

819605.23 93.70

250000 4180.13 0.48

 399600 959.24 0.11
5139.36 0.59

5139.36 0.59

12500000 12344.28 1.41

10000000 9914.34 1.13
7500000 7493.23 0.86
5000000 4931.35 0.56
34683.19 3.96
34683.19 3.96

15127.9 1512.23 0.17

1512.23 0.17
 13800.04 1.58
13800.04 1.58
15312.28 1.75
874740.06 100

Margin maintained in Rs.Lakhs

Margin maintained in Rs.Lakhs

0.59

Current option price