quant Mutual Fund

quant Absolute Fund

MONTHLY PORTFOLIO STATEMENT AS ON 29 Dec 2023

SR ISIN NAME OF THE INSTRUMENT

EQUITY & EQUITY RELATED
(a) Listed / awaiting listing on Stock Exchanges
1 INE002A01018 Reliance Industries Limited
2 INE758E01017 Jio Financial Services Limited
3 INE814H01011 Adani Power Limited
4 INE044A01036 Sun Pharmaceutical Industries Limited
5 INE271C01023 DLF Limited
6 INE749A01030 Jindal Steel & Power Ltd
7 INE0DD101019 Railtel Corporation Of India Limited
8 INE0J1Y01017 Life Insurance Corporation Of India
9 INE213A01029 Oil and Natural Gas Corporation Ltd.
10 INE077F01035 GOCL Corporation Limited
11 INE079A01024 Ambuja Cements Ltd
12 INE326A01037 Lupin Limited
13 INE129A01019 GAIL (India) Limited
14 INE216A01030 Britannia Industries Limited
15 INE00E101023 Bikaji Foods International Limited
16 INE406A01037 Aurobindo Pharma Limited
17 INE511C01022 Poonawalla Fincorp Limited
18 INE151A01013 Tata Communications Limited
Sub Total

(b) Unlisted
Sub Total
Total

DERIVATIVES
(a) Index / Stock Futures
19 HINDALCO250124 Hindalco Industries Limited 25/01/2024
20 BRITANNIA250124 Britannia Industries Limited 25/01/2024
21 GAIL250124 GAIL (India) Limited 25/01/2024
22 JINDALSTEL250124 Jindal Steel & Power Ltd 25/01/2024
23 SAIL250124 Steel Authority of India Ltd 25/01/2024
24 LUPIN250124 Lupin Limited 25/01/2024
Sub Total
 (b) Index / Stock Options
Sub Total
Total

DEBT INSTRUMENTS
(a) Listed / awaited listed on Stock Exchanges
25 IN0020210186 5.74% GOI - 15-Nov-2026
26 IN0020220151 7.26% GOI MAT 06-Feb-2033
27 IN0020210020 6.64% GOI - 16-Jun-2035
28 IN0020220144 7.29% GOI SGRB MAT 27-Jan-2033
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
29 INE556F16AI3 SIDBI CD 24-Apr-2024
Sub Total

c) Treasury Bills
30 IN002023Z414 364 Days Treasury Bill 26-Dec-2024
31 IN002023Z265 364 Days Treasury Bill 12-Sep-2024
32 IN000328C053 Gsec Strip Mat 12/03/28
Sub Total
Total
FIXED DEPOSITS
Total

OTHERS
(a) Mutual Fund Unit
33 INF966L01BF7 QUANT GILT FUND -DIRECT PLAN-GROWTH
Sub Total

(b) Tri Party Repo (TREPs)

34 INCBLO010124 TREPS 01-Jan-2024 DEPO 10
Sub Total

(c) Other Receivables (Payables)

35 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 29/12/2023 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
BRITANNIA25012024 Long
GAIL25012024 Long
HINDALCO25012024 Long
JINDALSTEL25012024 Long
LUPIN25012024 Long
SAIL25012024 Long

Total Exposure due to futures (non hedging positions) as a %age of net assets
For the period ended 29/12/2023 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 29/12/2023 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 29/12/2023 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 29 Dec 2023
quant Absolute Fund - Growth - Direct Plan 383.854
quant Absolute Fund - Growth 359.567
quant Absolute Fund - IDCW - Direct Plan 53.1683
quant Absolute Fund - IDCW 49.5991
3 NAV as on 30 Nov 2023
quant Absolute Fund - Growth - Direct Plan 356.88
quant Absolute Fund - Growth 334.652
quant Absolute Fund - IDCW - Direct Plan 49.4319
quant Absolute Fund - IDCW 46.1622
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 29-Dec-2023 is NIL
7 Total Investments in foreign securities/ADRs / GDRs as on 29-Dec-2023 is NIL
8 The Portfolio Turnover Ratio is 2.58 times / The Average Maturity period is 867 Days
9 The funds parked in short term deposit(s) as on 29-Dec-2023 were NIL
Risk-o-meter of the Scheme

RATING INDUSTRY

N.A. Petroleum Products

N.A. Finance
N.A. Power
N.A. Pharmaceuticals & Biotechnology
N.A. Realty
N.A. Ferrous Metals
N.A. Telecom - Services
N.A. Insurance
N.A. Oil
N.A. Chemicals & Petrochemicals
N.A. Cement & Cement Products
N.A. Pharmaceuticals & Biotechnology
N.A. Gas
N.A. Food Products
N.A. Food Products
N.A. Pharmaceuticals & Biotechnology
N.A. Finance
N.A. Telecom - Services

N.A. Non - Ferrous Metals

N.A. Food Products
N.A. Gas
N.A. Ferrous Metals
N.A. Ferrous Metals
N.A. Pharmaceuticals & Biotechnology
Sovereign N.A.
Sovereign N.A.
Sovereign N.A.
Sovereign N.A.

A1+ N.A.

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

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

N.A. N.A.

29/12/2023
Future Price when Purchased Current price of the contract

hedging transactions through futures which have been squared off/expired

29/12/2023
Future Price when Purchased Current price of the contract
5059.9238 5326.55
150.5500 163.1
569.7000 618.7
726.3992 753.55
1289.8849 1335.4
112.4078 124.8

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

1583

1262159526.06
107572563.96

29/12/2023
Option Price when purchased Current option price

hedging transactions through options which have been exercised/expired

 29/12/2023
Number of contracts Option Price when purchased

h regard to non-hedging transactions through options which have already been exercised/expired :
Risk-o-meter of the Benchmark- CRISIL Hybrid 35+65 - Aggressive Index

QUANTITY

603700
5914050
2103000
706000
1020500
860000
1900000
519000
2000000
714053
706185
245000
1750000
50800
409151
200000
435000
84000

952000
90000
1830000
300000
1496000
79050
 4400000
2000000
1833600
1000000

5000000

10000000
5000000
1860800

4999750
 146914.2

Margin maintained in Rs.Lakhs

Margin maintained in Rs.Lakhs

12.19
 Current option price

been exercised/expired :
MARKET VALUE(Rs.in Lakhs) % to NAV

15605.34 10.09
13776.78 8.91
11043.9 7.14
8891.72 5.75
7412.91 4.79
6433.66 4.16
6422 4.15
4320.68 2.79
4101 2.65
3702.36 2.39
3678.52 2.38
3241.23 2.1
2836.75 1.83
2711.93 1.75
2234.37 1.45
2168 1.4
1894.64 1.23
1487.05 0.96
101962.85 65.95

101962.85 65.95

5890.02 3.81
4793.9 3.1
2984.73 1.93
2260.65 1.46
1867.01 1.21
1055.63 0.68
18851.94 12.19
18851.94 12.19

4251.59 2.75
2008.95 1.3
1743.48 1.13
1006.83 0.65
9010.85 5.83

9010.85 5.83

4880.72 3.16
4880.72 3.16

9342.92 6.04
4762.03 3.08
1381.13 0.89
15486.08 10.02
20366.8 13.17

536.72 0.35
536.72 0.35
 14685.98 9.5
14685.98 9.5

-10811.61 -6.99
-10811.61 -6.99
4411.1 2.85
154603.53 100