DSP Quant Fund
An Open ended equity Scheme investing based on a quant model theme
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DSP Quant Fund An Open ended equity Scheme investing based on a quant model theme |
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Fund Manager
Anil Ghelani
Total work experience of 21 years.
Managing this Scheme since June 2019.
Inception date
Jun 10, 2019
Benchmark
S&P BSE 200 TRI
NAV AS ON OCTOBER 31, 2019
| Regular Plan | |
| Growth: | ₹ 10.707 |
| Direct Plan | |
| Growth: | ₹ 10.743 |
Total aum
₹ 143 Cr
Monthly average aum
₹ 134 Cr
Portfolio Turnover Ratio(Last 1 month):
0.45
Month End Expense Ratio
| Regular Plan : | 1.23% |
| Direct Plan : | 0.37% |
Exit Load
Nil.
| Name of Instrument | % to Net Assets |
| EQUITY & EQUITY RELATED | |
| Listed / awaiting listing on the stock exchanges | |
| Finance | 27.41% |
| ✔ Housing Development Finance Corporation Limited | 7.48% |
| ✔ Bajaj Finance Limited | 5.10% |
| ✔ HDFC Life Insurance Company Limited | 4.46% |
| ✔ Bajaj Finserv Limited | 4.44% |
| ✔ ICICI Prudential Life Insurance Company Limited | 2.80% |
| ICICI Lombard General Insurance Company Limited | 1.80% |
| HDFC Asset Management Company Limited | 1.32% |
| Consumer Non Durables | 19.96% |
| Asian Paints Limited | 2.05% |
| Berger Paints (I) Limited | 1.99% |
| Nestle India Limited | 1.87% |
| Hindustan Unilever Limited | 1.80% |
| Colgate Palmolive (India) Limited | 1.71% |
| GlaxoSmithKline Consumer Healthcare Limited | 1.67% |
| Dabur India Limited | 1.55% |
| Britannia Industries Limited | 1.53% |
| ITC Limited | 1.49% |
| Godrej Consumer Products Limited | 1.47% |
| Marico Limited | 1.44% |
| Jubilant Foodworks Limited | 1.39% |
| Software | 13.84% |
| ✔ Tata Consultancy Services Limited | 3.05% |
| ✔ HCL Technologies Limited | 3.04% |
| ✔ Tech Mahindra Limited | 2.92% |
| Infosys Limited | 2.40% |
| MphasiS Limited | 1.27% |
| Larsen & Toubro Infotech Limited | 1.17% |
| Pharmaceuticals | 8.52% |
| ✔ Divi's Laboratories Limited | 2.82% |
| Dr. Reddy's Laboratories Limited | 2.75% |
| Abbott India Limited | 1.00% |
| Sanofi India Limited | 0.98% |
| Pfizer Limited | 0.97% |
| Banks | 6.96% |
| ✔ HDFC Bank Limited | 6.96% |
| Consumer Durables | 5.20% |
| Havells India Limited | 2.74% |
| Bata India Limited | 1.24% |
| Titan Company Limited | 1.23% |
| Auto | 4.32% |
| Maruti Suzuki India Limited | 1.59% |
| Bajaj Auto Limited | 1.55% |
| Hero MotoCorp Limited | 1.18% |
| Auto Ancillaries | 3.48% |
| Exide Industries Limited | 1.22% |
| Bosch Limited | 1.17% |
| Balkrishna Industries Limited | 1.10% |
| Cement | 2.34% |
| Shree Cement Limited | 2.34% |
| Chemicals | 2.16% |
| Pidilite Industries Limited | 2.16% |
| Textile Products | 1.39% |
| Page Industries Limited | 1.39% |
| Industrial Products | 1.12% |
| Supreme Industries Limited | 1.12% |
| Petroleum Products | 1.11% |
| Castrol India Limited | 1.11% |
| Industrial Capital Goods | 0.95% |
| Honeywell Automation India Limited | 0.95% |
| Fertilisers | 0.82% |
| Coromandel International Limited | 0.82% |
| Total | 99.60% |
| MONEY MARKET INSTRUMENTS | |
| TREPS / Reverse Repo Investments / Corporate Debt Repo | 0.64% |
| Total | 0.64% |
| Cash & Cash Equivalent | |
| Net Receivables/Payables | -0.24% |
| Total | -0.24% |
| GRAND TOTAL | 100.00% |
✔Top 10 Holdings
^ Pending Listing
| Positions Exited |
| Stock |
| Banks |
| IndusInd Bank Limited |
| Consumer Durables |
| Voltas Limited |
| Crompton Greaves Consumer Electricals Limited |
| Software |
| Wipro Limited |
| Oracle Financial Services Software Limited |
| Industrial Products |
| Bharat Forge Limited |
| Cummins India Limited |
| Chemicals |
| Tata Chemicals Limited |
| Pesticides |
| UPL Limited |
| Finance |
| Muthoot Finance Limited |
| CRISIL Limited |
| Consumer Non Durables |
| Procter & Gamble Hygiene and Health Care Limited |
| Emami Limited |
| Auto Ancillaries |
| Amara Raja Batteries Limited |
| Pharmaceuticals |
| Natco Pharma Limited |
| Non - Ferrous Metals |
| Hindustan Zinc Limited |
| Media & Entertainment |
| Sun TV Network Limited |
| New Position Bought |
| Stock |
| Finance |
| Housing Development Finance Corporation Limited |
| HDFC Asset Management Company Limited |
| Consumer Durables |
| Havells India Limited |
| Bata India Limited |
| Titan Company Limited |
| Pharmaceuticals |
| Dr. Reddy's Laboratories Limited |
| Cement |
| Shree Cement Limited |
| PHARMACEUTICALS |
| Sanofi India Limited |
| Pfizer Limited |
| Consumer Non Durables |
| Jubilant Foodworks Limited |
| INDUSTRIAL CAPITAL GOODS |
| Honeywell Automation India Limited |
| Positions Increased |
| Stock |
| Software |
| Tech Mahindra Limited |
| Larsen & Toubro Infotech Limited |
| HCL Technologies Limited |
| Tata Consultancy Services Limited |
| Infosys Limited |
| MphasiS Limited |
| Finance |
| HDFC Life Insurance Company Limited |
| ICICI Prudential Life Insurance Company Limited |
| ICICI Lombard General Insurance Company Limited |
| Consumer Non Durables |
| ITC Limited |
| Britannia Industries Limited |
| Hindustan Unilever Limited |
| GlaxoSmithKline Consumer Healthcare Limited |
| Colgate Palmolive (India) Limited |
| Asian Paints Limited |
| Nestle India Limited |
| Dabur India Limited |
| Berger Paints (I) Limited |
| Godrej Consumer Products Limited |
| Marico Limited |
| Chemicals |
| Pidilite Industries Limited |
| Banks |
| HDFC Bank Limited |
| Auto Ancillaries |
| Balkrishna Industries Limited |
| Bosch Limited |
| Exide Industries Limited |
| Auto |
| Maruti Suzuki India Limited |
| Bajaj Auto Limited |
| Pharmaceuticals |
| Abbott India Limited |
| Fertilisers |
| Coromandel International Limited |
| Industrial Products |
| Supreme Industries Limited |
| Positions Decreased |
| Stock |
| Textile Products |
| Page Industries Limited |
| Petroleum Products |
| Castrol India Limited |
| Pharmaceuticals |
| Divi's Laboratories Limited |
| Auto |
| Hero MotoCorp Limited |
| Finance |
| Bajaj Finserv Limited |
| Bajaj Finance Limited |
Rebalances below 0.05 % are not considered.
Investment Objective
The investment objective of the Scheme is
to deliver superior returns as compared to
the underlying benchmark over the medium
to long term through investing in equity
and equity related securities. The portfolio
of stocks will be selected, weighed and
rebalanced using stock screeners, factor
based scoring and an optimization formula
which aims to enhance portfolio exposures
to factors representing ‘good investing
principles’ such as growth, value and quality
within risk constraints.
However, there can be no assurance that
the investment objective of the scheme will
be realized.
Product Labelling
This Open Ended Scheme is suitable for investors who are seeking*
• Long term capital growth
• Investment in active portfolio of stocks screened, selected, weighed and rebalanced on the
basis of a predefined fundamental factor model
* Investors should consult their financial advisors if in doubt whether the product is suitable for them.