| Tata Multi Asset Opportunities Fund (An Open Ended Scheme investing in equity, debt & exchange traded commodity derivatives) |
| Tata Multi Asset Opportunities Fund (An Open Ended Scheme investing in equity, debt & exchange traded commodity derivatives) |
As on 30th November 2024
|
INVESTMENT STYLE:
MINIMUM INVESTMENT/
MULTIPLES FOR NEW INVESTMENT:
MULTIPLES FOR EXISTING INVESTORS:
Please refer to our Tata Mutual Fund website for fundamental changes, wherever applicable
Fund invests in a mix of equity and equity related instruments, Fixed Income and Commodities & Exchange traded Commodity derivatives.
INVESTMENT OBJECTIVE:The investment objective of the scheme is to generate long term capital appreciation. However, there is no assurance or guarantee that the investment objective of the Scheme will be achieved. The scheme does not assure or guarantee any returns.
DATE OF ALLOTMENT:March 04, 2020
FUND MANAGER(S)Rahul Singh (Managing Since 04-Mar-20 and overall experience of 28
years), Sailesh Jain (Managing Since 04-Mar-20 and overall
experience of 21 years), Murthy Nagarajan (Managing Since
02-Feb-23 and overall experience of 27 years), Tapan Patel (Managing
Since 16-Aug-23 and overall experience of 16 years)
65% BSE 200 TRI + 15% CRISIL Short Term Bond Index + 20% iCOMDEX Composite Index
NAV (in Rs.)| Direct - IDCW | : 24.2436 |
| Direct - Growth | : 24.2436 |
| Regular - IDCW | : 22.3411 |
| Regular - Growth | : 22.3411 |
| FUND SIZE | |
| Rs. 3430.75 (Rs. in Cr.) | |
| MONTHLY AVERAGE AUM | |
| Rs.3404.32 (Rs. in Cr.) | |
| TURN OVER | |
| Portfolio Turnover (Equity component only) | 13.77% |
| EXPENSE RATIO** | |
| Direct | 0.50 |
| Regular | 1.88 |
| **Note: The rates specified are actual month end expenses charged as on Nov 30, 2024. The above ratio includes the Service tax on Investment Management Fees. The above ratio excludes, borrowing cost, wherever applicable. | |
| VOLATILITY MEASURES^ | FUND | BENCHMARK |
| Std. Dev (Annualised) | 7.60 | 9.51 |
| Sharpe Ratio | 0.85 | 0.65 |
| Portfolio Beta | 0.74 | NA |
| R Squared | 0.90 | NA |
| Treynor | 0.75 | NA |
| Jenson | 0.16 | NA |
| Portfolio Macaulay Duration | : | 2.85 Years |
| Modified Duration | : | 2.74 Years |
| Average Maturity | : | 5.22 Years |
| Annualized Yield to Maturity (For Debt Component)* | ||
| - Including Net Current Assets | : | 7.17% |
| *Computed on the invested amount for debt portfolio | ||
| Total stock in Portfolio | : | 72 |
| ^Risk-free rate based on the FBIL Overnight MIBOR rate of 6.76% as
on Nov 29, 2024 For calculation methodology | ||
MULTIPLES FOR NEW INVESTMENT:
Growth option: Rs 5,000/- and in multiple of Re.1/- thereafter
IDCW (payout): Rs 5,000/- and in multiple of Re.1/- thereafter
MULTIPLES FOR EXISTING INVESTORS:
Rs.1000/-& in multiples of Re.1/-thereafter.
LOAD STRUCTURE:| ENTRY LOAD | Not Applicable |
| EXIT LOAD |
• Exit Load is Nil, if the withdrawal amount or switched out amount is
not more than 12% of the original cost of investment on or before
expiry of 365 days from the date of allotment. • Exit load is 1% of the applicable NAV if the withdrawal amount or switched out amount is more than 12% of the original cost of investment on or before expiry of 365 days from the date of allotment. • No Exit load will be charged for redemption or switch out after expiry of 365 days from the date of allotment |
Please refer to our Tata Mutual Fund website for fundamental changes, wherever applicable
| Company Name | No. of Shares | Market Value Rs Lakhs | % of assets |
| Equity & Equity Related Total | 66.11 | ||
| Unhedge Positions | 176592.09 | 51.46 | |
| Automobiles | |||
| Mahindra & Mahindra Ltd. | 145000 | 4300.85 | 1.25 |
| Tata Motors Ltd. | 187025 | 1470.86 | 0.43 |
| Banks | |||
| HDFC Bank Ltd. | 715464 | 12850.09 | 3.75 |
| ICICI Bank Ltd. | 736375 | 9573.61 | 2.79 |
| State Bank Of India | 807000 | 6770.33 | 1.97 |
| Axis Bank Ltd. | 446900 | 5078.12 | 1.48 |
| Bank Of Baroda | 945000 | 2328.48 | 0.68 |
| Rbl Bank Ltd. | 1513083 | 2344.98 | 0.68 |
| Federal Bank Ltd. | 902821 | 1902.97 | 0.55 |
| Indusind Bank Ltd. | 135338 | 1347.76 | 0.39 |
| Capital Markets | |||
| HDFC Asset Management Company Ltd. | 40500 | 1702.72 | 0.50 |
| Cement & Cement Products | |||
| Ultratech Cement Ltd. | 26900 | 3013.38 | 0.88 |
| The Ramco Cements Ltd. | 239177 | 2427.17 | 0.71 |
| Ambuja Cements Ltd. | 298748 | 1587.85 | 0.46 |
| ACC Ltd. | 200 | 4.45 | 0.00 |
| Construction | |||
| Larsen & Toubro Ltd. | 142473 | 5306.83 | 1.55 |
| H.G. Infra Engineering Ltd. | 159600 | 2124.52 | 0.62 |
| Diversified Fmcg | |||
| Hindustan Unilever Ltd. | 80400 | 2006.90 | 0.58 |
| ITC Ltd. | 382600 | 1824.05 | 0.53 |
| Electrical Equipment | |||
| Kec International Ltd. | 429742 | 4530.77 | 1.32 |
| Thermax Ltd. | 49371 | 2266.18 | 0.66 |
| Entertainment | |||
| Pvr Inox Ltd. | 92564 | 1425.53 | 0.42 |
| Ferrous Metals | |||
| Jindal Steel & Power Ltd. | 75000 | 679.84 | 0.20 |
| Fertilizers & Agrochemicals | |||
| Paradeep Phosphates Ltd. | 2858100 | 3174.78 | 0.93 |
| Pi Industries Ltd. | 42689 | 1735.52 | 0.51 |
| Upl Ltd. - (Partly Paidup) Right Entitlements - 26-11-2024 | 80112 | 148.21 | 0.04 |
| Finance | |||
| Five-Star Business Finance Ltd. | 240479 | 1577.06 | 0.46 |
| India Shelter Finance Corporation Ltd. | 220000 | 1409.76 | 0.41 |
| Bajaj Finance Ltd. | 19250 | 1265.86 | 0.37 |
| Gas | |||
| Gail ( India ) Ltd. | 1175000 | 2343.66 | 0.68 |
| Healthcare Services | |||
| Apollo Hospitals Enterprise Ltd. | 36949 | 2523.21 | 0.74 |
| Dr. Lal Path Labs Ltd. | 73250 | 2199.62 | 0.64 |
| It - Software | |||
| Infosys Ltd. | 227800 | 4232.18 | 1.23 |
| Tata Consultancy Services Ltd. | 98425 | 4203.58 | 1.23 |
| HCL Technologies Ltd. | 136100 | 2515.20 | 0.73 |
| Tech Mahindra Ltd. | 118000 | 2020.51 | 0.59 |
| Industrial Manufacturing | |||
| Tega Industries Ltd. | 156462 | 2690.91 | 0.78 |
| Industrial Products | |||
| Cummins India Ltd. | 97622 | 3400.86 | 0.99 |
| R R Kabel Ltd. | 117571 | 1691.96 | 0.49 |
| Bharat Forge Ltd. | 43594 | 580.78 | 0.17 |
| Insurance | |||
| HDFC Life Insurance Co. Ltd. | 316558 | 2082.16 | 0.61 |
| ICICI Prudential Life Insurance Company Ltd. | 227000 | 1588.21 | 0.46 |
| ICICI Lombard General Insurance Co. Ltd. | 82000 | 1526.72 | 0.45 |
| Niva Bupa Health Insurance Company Ltd. | 1271503 | 958.59 | 0.28 |
| Leisure Services | |||
| Le Travenues Technology Ltd. | 1612903 | 2309.84 | 0.67 |
| Juniper Hotels Ltd. | 416680 | 1495.46 | 0.44 |
| Non - Ferrous Metals | |||
| Hindalco Industries Ltd. | 1300 | 8.53 | 0.00 |
| Petroleum Products | |||
| Reliance Industries Ltd. | 855852 | 11059.32 | 3.22 |
| Pharmaceuticals & Biotechnology | |||
| Sun Pharmaceutical Industries Ltd. | 155000 | 2760.40 | 0.80 |
| Orchid Pharma Ltd. | 138130 | 2315.68 | 0.67 |
| Aurobindo Pharma Ltd. | 178583 | 2254.79 | 0.66 |
| Cipla Ltd. | 145250 | 2227.99 | 0.65 |
| Dr Reddys Laboratories Ltd. | 110750 | 1331.55 | 0.39 |
| Zydus Lifesciences Ltd. | 90000 | 869.36 | 0.25 |
| Power | |||
| Power Grid Corporation Of India Ltd. | 1324888 | 4364.18 | 1.27 |
| NTPC Ltd. | 1140000 | 4145.61 | 1.21 |
| Adani Energy Solutions Ltd. | 80000 | 672.40 | 0.20 |
| Realty | |||
| Dlf Ltd. | 369550 | 3041.21 | 0.89 |
| Brigade Enterprises Ltd. | 227102 | 2818.11 | 0.82 |
| Telecom - Services | |||
| Bharti Airtel Ltd. | 463926 | 7548.77 | 2.20 |
| Textiles & Apparels | |||
| Ganesha Ecosphere Ltd. | 90000 | 2159.15 | 0.63 |
| Transport Infrastructure | |||
| Adani Ports And Special Economic Zone Ltd. | 209700 | 2495.53 | 0.73 |
| Transport Services | |||
| Spicejet Ltd. | 1623376 | 1005.36 | 0.29 |
| Tvs Supply Chain Solutions Ltd. | 548960 | 971.27 | 0.28 |
| Company Name | % to NAV | % to NAV Derivatives | |
| Hedge Positions | 14.65 | -14.72 | |
| HDFC Bank Ltd. | 1.45 | ||
| HDFC Bank Ltd.- Future | -1.46 | ||
| Larsen & Toubro Ltd. | 1.43 | ||
| Larsen & Toubro Ltd.- Future | -1.44 | ||
| Indus Towers Ltd. | 1.20 | ||
| Indus Towers Ltd.- Future | -1.21 | ||
| Upl Ltd. | 1.06 | ||
| Upl Ltd.- Future | -1.07 | ||
| Bharti Airtel Ltd. | 0.95 | ||
| Bharti Airtel Ltd.- Future | -0.96 | ||
| ICICI Bank Ltd. | 0.96 | ||
| ICICI Bank Ltd.- Future | -0.96 | ||
| Hindalco Industries Ltd. | 0.95 | ||
| Hindalco Industries Ltd.- Future | -0.95 | ||
| Dlf Ltd. | 0.89 | ||
| Dlf Ltd.- Future | -0.89 | ||
| Axis Bank Ltd. | 0.76 | ||
| Axis Bank Ltd.- Future | -0.76 | ||
| Tata Consultancy Services Ltd. | 0.69 | ||
| Tata Consultancy Services Ltd.- Future | -0.69 | ||
| State Bank Of India | 0.67 | ||
| State Bank Of India- Future | -0.67 | ||
| Sbi Life Insurance Company Ltd. | 0.56 | ||
| Sbi Life Insurance Company Ltd.- Future | -0.56 | ||
| Titan Company Ltd. | 0.51 | ||
| Titan Company Ltd.- Future | -0.51 | ||
| Adani Ports And Special Economic Zone Ltd. | 0.40 | ||
| Adani Ports And Special Economic Zone Ltd.- Future | -0.41 | ||
| Berger Paints India Ltd. | 0.40 | ||
| Berger Paints India Ltd.- Future | -0.40 | ||
| Infosys Ltd. | 0.36 | ||
| Infosys Ltd.- Future | -0.36 | ||
| ACC Ltd. | 0.33 | ||
| ACC Ltd.- Future | -0.33 | ||
| Hero Motocorp Ltd. | 0.29 | ||
| Hero Motocorp Ltd.- Future | -0.30 | ||
| Maruti Suzuki India Ltd. | 0.29 | ||
| Maruti Suzuki India Ltd.- Future | -0.29 | ||
| ICICI Prudential Life Insurance Company Ltd. | 0.20 | ||
| ICICI Prudential Life Insurance Company Ltd.- Future | -0.20 | ||
| Voltas Ltd. | 0.17 | ||
| Voltas Ltd.- Future | -0.17 | ||
| Bajaj Auto Ltd. | 0.11 | ||
| Bajaj Auto Ltd.- Future | -0.11 | ||
| Tech Mahindra Ltd. | 0.02 | ||
| Tech Mahindra Ltd.- Future | -0.02 | ||
| Company Name | No. of Shares | Market Value Rs. Lakhs | % of Assets |
| COMMODITIES PHYSICAL | 65457.64 | 19.08 | |
| SILVER (30 K COMMODITY | 7680 | 6818.26 | 1.99 |
| SILVER MINI (5 KGS) COMMODITY | 7500 | 6635.10 | 1.93 |
| ZINC (5 MT-5000 GMS) COMMODITY | 250000 | 720.13 | 0.21 |
| LISTED ON COMMODITY EXCHANGES (Quantity In Lots) | |||
| GOLD (1 KG-1000 GMS) COMMODITY^ | 39800 | 30696.94 | 8.95 |
| SILVER (30 K COMMODITY^ | 21570 | 19171.63 | 5.59 |
| COPPER (2500 KGS) COMMODITY^ | 175000 | 1415.58 | 0.41 |
| ZINC (5 MT-5000 GMS) COMMODITY^ | -250000 | -716.75 | -0.21 |
| SILVER MINI (5 KGS) COMMODITY^ | -7500 | -6842.55 | -1.99 |
| SILVER (30 K COMMODITY^ | -29250 | -26678.63 | -7.78 |
| Name of the Instrument | Ratings | Market Value Rs. Lakhs | % to NAV |
| Debt Instruments | |||
| Government Securities | 32415.10 | 9.45 | |
| GOI - 7.10% (08/04/2034) | SOV | 7663.12 | 2.23 |
| GOI - 7.34% (22/04/2064) | SOV | 6762.16 | 1.97 |
| GOI - 7.18% (14/08/2033) | SOV | 4605.82 | 1.34 |
| GOI - 6.79% (07/10/2034) | SOV | 2505.98 | 0.73 |
| GOI - 5.63% (12/04/2026) | SOV | 2465.05 | 0.72 |
| GOI - 7.26% (06/02/2033) | SOV | 2054.22 | 0.60 |
| GOI - 7.27% (08/04/2026) | SOV | 1812.74 | 0.53 |
| GOI - 7.02% (18/06/2031) | SOV | 1359.99 | 0.40 |
| Sgs Tamilnadu 7.44% (05/06/2034) | SOV | 890.99 | 0.26 |
| GOI - 7.18% (24/07/2037) | SOV | 561.79 | 0.16 |
| Sgs Maharashtra 7.49% (07/02/2036) | SOV | 465.48 | 0.14 |
| Sgs West Bengal 7.48% (14/02/2043) | SOV | 410.86 | 0.12 |
| Sgs Uttar Pradesh 7.46% (22/03/2039) | SOV | 337.48 | 0.10 |
| Sgs Maharashtra 7.48% (07/02/2035) | SOV | 174.21 | 0.05 |
| Sgs Maharashtra 7.63% (31/01/2036) | SOV | 158.36 | 0.05 |
| Sgs Maharashtra 7.63% (31/01/2035) | SOV | 111.07 | 0.03 |
| GOI - 5.77% (03/08/2030) | SOV | 75.78 | 0.02 |
| Non-Convertible Debentures/Bonds | 10492.96 | 3.07 | |
| 08.75 % Bharti Telecom Ltd. | CRISIL AA+ | 2522.30 | 0.74 |
| 07.45 % Rec Ltd. | CRISIL AAA | 2523.05 | 0.74 |
| 07.45 % Exim | CRISIL AAA | 2518.49 | 0.73 |
| 07.85 % Interise Trust | ICRA AAA | 2418.95 | 0.71 |
| 07.80 % HDFC Bank Ltd. | CRISIL AAA | 510.17 | 0.15 |
| Name of the Instrument | "Market Value Rs. Lakhs" | % to NAV | |
| Mutual Fund Units Related | 2794.72 | 0.81 | |
| Mutual Fund Units | |||
| Tata Treasury Advantage Fund | 2794.72 | 0.81 | |
| Treps | 12755.69 | 3.72 | |
| Repo | 24427.27 | 7.12 | |
| Portfolio Total | 375071.10 | 109.31 | |
| Net Current Liabilities | -31995.85 | -9.31 | |
| Net Assets | 343075.25 | 100.00 | |
| Issuer Name | % to NAV |
| HDFC Bank Ltd. | 5.20 |
| ICICI Bank Ltd. | 3.75 |
| Reliance Industries Ltd. | 3.22 |
| Bharti Airtel Ltd. | 3.15 |
| Larsen & Toubro Ltd. | 2.98 |
| State Bank Of India | 2.64 |
| Axis Bank Ltd. | 2.24 |
| Tata Consultancy Services Ltd. | 1.92 |
| Dlf Ltd. | 1.77 |
| Infosys Ltd. | 1.59 |
| Total | 28.46 |
| Large Cap | 66.57% |
| Mid Cap | 10.63% |
| Small Cap | 22.80% |
| Market Capitalisation is as per list provided by AMFI. | |
