Tata Quant Fund

(An Open Ended Equity Scheme following quant based investing theme)

As on 31st May 2023

PORTFOLIO
INVESTMENT STYLE
Primarily focuses on investing in equity and equity related Company name No. of Market Value % of Company name No. of Market Value % of
instruments following quant based investing theme. Shares Rs. Lakhs Assets Shares Rs. Lakhs Assets
INVESTMENT OBJECTIVE Equity & Equity Related Total 3587.72 92.74 Power
The investment objective of the scheme is to generate Agricultural Food & Other Products Tata Power Company Ltd. 35268 75.31 1.95
medium to long-term capital appreciation by investing in Tata Consumer Products Ltd. 47890 382.47 9.89 Realty
equity and equity related instruments selected based on a
quantitative model (Quant Model). Marico Ltd. 65995 358.39 9.26 Godrej Properties Ltd. 4538 63.09 1.63
However, there is no assurance or guarantee that the Patanjali Foods Ltd. 13482 141.22 3.65 Transport Services
investment objective of the Scheme will be achieved. The Automobiles Container Corporation Of India Ltd. 28406 190.59 4.93
scheme does not assure or guarantee any returns.
Hero Motocorp Ltd. 4921 135.81 3.51 Other Equities^ 74.85 1.94
DATE OF ALLOTMENT
Banks Name of the Instrument Ratings Market Value % of
January 22, 2020 HDFC Bank Ltd. 21193 341.39 8.82 Rs. Lakhs Assets
FUND MANAGER Beverages
Non-Convertible Debentures/Bonds
Sailesh Jain (Managing Since 28-Jan-20 and overall United Spirits Ltd. 11449 101.15 2.61
05.50 % Britannia Industries Ltd. CRISIL AAA 2.45 0.06
experience of 19 years) United Breweries Ltd. 4955 72.08 1.86
Non-Convertible Debentures/Bonds Total 2.45 0.06
BENCHMARK Chemicals & Petrochemicals
Pidilite Industries Ltd. 9954 259.59 6.71
S&P BSE 200 TRI Repo 77.73 2.01
Atul Ltd. 750 50.50 1.31 Portfolio Total 3858.49 99.74
NAV
Deepak Nitrite Ltd. 2001 41.50 1.07 Cash / Net Current Asset 10.12 0.26
Direct - IDCW : 11.9639 Consumer Durables Net Assets 3868.61 100.00
Direct - Growth : 11.9639
Havells India Ltd. 17495 228.83 5.91
Regular - IDCW : 11.3004 ^ Exposure less than 1% has been clubbed under Other Equities
Regular - Growth : 11.3004 Bata India Ltd. 13640 216.08 5.59
Asian Paints (India) Ltd. 1857 59.29 1.53
FUND SIZE
Crompton Greaves Consumer Electricals Ltd. 14466 39.75 1.03
Rs. 38.69 (Rs. in Cr.)
Finance
MONTHLY AVERAGE AUM Sbi Cards And Payment Services Ltd. 34138 313.03 8.09
Rs 37.68 (Rs. in Cr.) Housing Development Finance Corporation Ltd. 9192 242.71 6.27
TURN OVER Insurance
Portfolio Turnover (Equity component only) 345.90% ICICI Lombard General Insurance Co. Ltd. 8628 101.99 2.64
Leisure Services
EXPENSE RATIO** Jubilant Foodworks Ltd. 11204 54.15 1.40
Direct 0.88 Pharmaceuticals & Biotechnology
Regular 2.39
Laurus Labs Ltd. 58785 194.40 5.03
**Note: The rates specified are actual month end expenses charged
as on May 31, 2023. The above ratio includes the Service tax on Ipca Laboratories Ltd. 5726 40.14 1.04
Investment Management Fees. The above ratio excludes, borrowing
cost, wherever applicable.

VOLATILITY MEASURES^ FUND BENCHMARK

Std. Dev (Annualised) 12.29 15.04 SIP - If you had invested INR 10000 every month
Sharpe Ratio 0.63 1.26
Portfolio Beta 0.64 NA 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
R Squared 0.65 NA Total Amount Invested (Rs.) 1,20,000 3,60,000 NA NA NA 4,00,000
Treynor 1.03 NA
Total Value as on May 31, 2023 (Rs.) 1,31,612 4,19,745 NA NA NA 4,75,796
Jenson -0.35 NA
^Risk-free rate based on the FBIL Overnight MIBOR rate of 6.4% as Returns 18.51% 10.25% NA NA NA 10.43%
on May 31, 2023 Total Value of B: S&P BSE 200 TRI 1,27,694 4,49,794 NA NA NA 5,29,451
For calculation methodology please refer to Pg 85
B: S&P BSE 200 TRI 12.16% 15.04% NA NA NA 17.10%
MINIMUM INVESTMENT/
Total Value of AB: S&P BSE Sensex TRI 1,28,716 4,49,122 NA NA NA 5,26,091
MULTIPLES FOR NEW INVESTMENT
AB: S&P BSE Sensex TRI 13.81% 14.94% NA NA NA 16.70%
Growth option: Rs 5,000/- and in multiple of Re.1/-
thereafter (Inception date :22-Jan-2020) (First Installment date : 01-Feb-2020)
IDCW (payout): Rs 5,000/- and in multiple of Re.1/- Past performance may or may not be sustained in the future. Returns greater than 1 year period are compounded annualized. Income Distribution cum capital withdrawals are assumed
thereafter 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
ADDITIONAL INVESTMENT/ considered.
MULTIPLES FOR EXISTING INVESTORS For scheme performance refer pages 69 - 83.
*B: Benchmark, AB: Additional Benchmark; For Scheme Risk-O-Meter and Scheme Benchmark Risk-O-Meter please refer page number 84 of Factsheet.
Rs.1000/-& in multiples of Re.1/-thereafter. Source: MFI Explorer
LOAD STRUCTURE
Entry Load : Not Applicable Top 10 Holdings Equity Sector Allocation
Exit Load : • Exit Load is Nil, if the withdrawal amount or Issuer Name % to NAV
switched out amount is not more than 12% of the Fast Moving Consumer Goods 27.54%
original cost of investment on or before expiry of Tata Consumer Products Ltd. 9.89 Financial Services 25.91%
365 days from the date of allotment.
• Exit load is 1% of the applicable NAV if the Marico Ltd. 9.26 Consumer Durables 14.06%
withdrawal amount or switched out amount is HDFC Bank Ltd. 8.82 Chemicals 9.09%
more than 12% of the original cost of investment Healthcare 6.57%
on or before expiry of 365 days from the date of Sbi Cards & Payment Services Ltd. 8.09
allotment. Services 4.93%
• No Exit load will be charged for redemption or
Pidilite Inds Ltd. 6.71 Automobile And Auto Components 3.93%
switch out after expiry of 365 days from the date HDFC Ltd. 6.27 Power 1.95%
of allotment.
Havells India Ltd. 5.91 Realty 1.63%
Please refer to our Tata Mutual Fund website for Bata India Ltd. 5.59 Consumer Services 1.40%
fundamental changes, wherever applicable Laurus Labs Ltd. 5.03 Information Technology 0.44%
Textiles 0.22%
Container Corporation Of India Ltd. 4.93
Total 70.50 0.00% 6.00% 12.00%18.00%24.00%30.00%

Market Capitalisation wise Exposure NAV Movement

Tata Quant Fund - Reg - Growth S&P BSE 200 TRI
Large Cap 69.49% 210
186
Mid Cap 30.51% 162
138
Small Cap 0.00%
114
90
Market Capitalisation is as per list provided by AMFI. Jun-20 May-21 May-22 May-23

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