DSP Quant Fund
An Open ended equity Scheme investing based on a quant model theme
DSP Quant Fund
An Open ended equity Scheme investing based on a quant model theme
Fund Manager

Anil Ghelani
Total work experience of 22 years.
Managing this Scheme since June 2019.

Inception date

Jun 10, 2019

Benchmark

S&P BSE 200 TRI

NAV
Regular Plan  
Growth: ₹ 11.302
Direct Plan  
Growth: ₹ 11.423
Total aum

₹ 447 Cr

Monthly average aum

₹ 413 Cr

Portfolio Turnover Ratio(Last 12 month):

0.66

Month End Expense Ratio
Regular Plan : 1.30%
Direct Plan : 0.56%
Fund Category

Sectoral\Thematic

Tenure

1 Yr 4 Mn

Exit Load

Nil.

Data As On October 31, 2020

Name of Instrument % to Net Assets
EQUITY & EQUITY RELATED
Listed / awaiting listing on the stock exchanges
Finance 26.01
✔ Housing Development Finance Corporation Limited 7.08
✔ Bajaj Finance Limited 4.90
✔ HDFC Life Insurance Company Limited 4.06
✔ Bajaj Finserv Limited 3.68
ICICI Prudential Life Insurance Company Limited 2.31
Muthoot Finance Limited 2.05
ICICI Lombard General Insurance Company Limited 1.94
Consumer Non Durables 16.62
Asian Paints Limited 1.90
Berger Paints (I) Limited 1.77
Nestle India Limited 1.75
Colgate Palmolive (India) Limited 1.72
Dabur India Limited 1.66
Marico Limited 1.62
Hindustan Unilever Limited 1.60
ITC Limited 1.55
Britannia Industries Limited 1.53
Godrej Consumer Products Limited 1.52
Software 16.18
✔ Infosys Limited 3.22
✔ Tata Consultancy Services Limited 3.22
✔ HCL Technologies Limited 2.98
✔ Tech Mahindra Limited 2.86
Larsen & Toubro Infotech Limited 2.01
MphasiS Limited 1.89
Pharmaceuticals 8.81
Cipla Limited 1.92
Torrent Pharmaceuticals Limited 1.84
Dr. Reddy's Laboratories Limited 1.71
Alkem Laboratories Limited 1.14
Sanofi India Limited 1.11
Abbott India Limited 1.09
Banks 6.86
✔ HDFC Bank Limited 6.86
Auto 5.37
Eicher Motors Limited 1.83
Bajaj Auto Limited 1.81
Hero MotoCorp Limited 1.73
Cement 3.97
Ambuja Cements Limited 2.09
Shree Cement Limited 1.89
Consumer Durables 3.71
✔ Voltas Limited 2.48
Bata India Limited 1.23
Chemicals 3.23
Pidilite Industries Limited 1.84
Aarti Industries Limited 1.40
Auto Ancillaries 2.85
Balkrishna Industries Limited 1.71
Exide Industries Limited 1.15
Industrial Capital Goods 2.78
Siemens Limited 1.88
Honeywell Automation India Limited 0.90
Textile Products 1.67
Page Industries Limited 1.67
Fertilisers 1.12
Coromandel International Limited 1.12
Total 99.22
MONEY MARKET INSTRUMENTS
TREPS / Reverse Repo Investments / Corporate Debt Repo 0.78
Total 0.78
Cash & Cash Equivalent
Net Receivables/Payables *
Total *
GRAND TOTAL 100.00

as on 30th Oct'20

✔Top Ten Holdings
* Less than 0.01%


Growth of Rs. 1 L invested at inception: 1.13 L

SIP Returns(In %)
SI*
16.55
*SI - Since inception
Outperformed Benchmark TRI (calendar year) S&P BSE 200 TRI
31%


Rolling Return
  1 yr
Minimum (%)-4.7
Maximum (%)19.8
Average (%)10.5
% times negative returns6.9
% of times returns are in
excess of 7%
74.5
Past performance may or may not be sustained in future and should not be used as a basis for comparison with other investments. Returns are for Regular Plan - Growth Option Click here for performance in SEBI prescribed format.
Large Cap: 1st -100th company in terms of full market capitalization
Mid Cap: 101st -250th company in terms of full market capitalization
Small Cap: 251st company onwards in terms of full market capitalization.
 
Positions Increased
Consumer Non Durables
Britannia Industries Limited
Asian Paints Limited
Nestle India Limited
Godrej Consumer Products Limited
Berger Paints (I) Limited
ITC Limited
Dabur India Limited
Marico Limited
Colgate Palmolive (India) Limited
Hindustan Unilever Limited
Finance
Bajaj Finserv Limited
Bajaj Finance Limited
HDFC Life Insurance Company Limited
ICICI Prudential Life Insurance Company Limited
Housing Development Finance Corporation Limited
Muthoot Finance Limited
ICICI Lombard General Insurance Company Limited
Software
Tata Consultancy Services Limited
Larsen & Toubro Infotech Limited
Infosys Limited
Tech Mahindra Limited
MphasiS Limited
HCL Technologies Limited
Pharmaceuticals
Dr. Reddy's Laboratories Limited
Alkem Laboratories Limited
Cipla Limited
Torrent Pharmaceuticals Limited
Abbott India Limited
Sanofi India Limited
Auto
Hero MotoCorp Limited
Eicher Motors Limited
Bajaj Auto Limited
Industrial Capital Goods
Honeywell Automation India Limited
Siemens Limited
Cement
Shree Cement Limited
Ambuja Cements Limited
Consumer Durables
Bata India Limited
Voltas Limited
Auto Ancillaries
Exide Industries Limited
Balkrishna Industries Limited
Chemicals
Aarti Industries Limited
Pidilite Industries Limited
Textile Products
Page Industries Limited
Fertilisers
Coromandel International Limited
Banks
HDFC Bank Limited
Note: The above position change is compared to last month-end data.
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.