| 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 31st May 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 12-Mar-20 and overall experience of 28
years), Sailesh Jain (Managing Since 12-Mar-20 and overall
experience of 21 years), Murthy Nagarajan (Managing Since
12-Mar-20 and overall experience of 27 years) and Tapan Patel
(Managing Since 11-Aug-23 and overall experience of 16 years)
65% S&P BSE 200 TRI + 15% CRISIL Short Term Bond Index + 20% iCOMDEX Composite Index
NAV| Direct - IDCW | : 22.8266 |
| Direct - Growth | : 22.8266 |
| Regular - IDCW | : 21.1900 |
| Regular - Growth | : 21.1900 |
| FUND SIZE | |
| Rs. 2863.37 (Rs. in Cr.) | |
| MONTHLY AVERAGE AUM | |
| Rs. 2808.36 (Rs. in Cr.) | |
| TURN OVER | |
| Portfolio Turnover (Equity component only) | 17.79% |
| EXPENSE RATIO** | |
| Direct | 0.38 |
| Regular | 1.89 |
| **Note: The rates specified are actual month end expenses charged as on May 31, 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) | 7.24 | 9.33 |
| Sharpe Ratio | 1.04 | 0.73 |
| Portfolio Beta | 0.70 | NA |
| R Squared | 0.87 | NA |
| Treynor | 0.90 | NA |
| Jenson | 0.23 | NA |
| Portfolio Macaulay Duration | : | 2.56 Years |
| Modified Duration | : | 2.47 Years |
| Average Maturity | : | 5.20 Years |
| Annualized Yield to Maturity (For Debt Component)* | ||
| - Including Net Current Assets | : | 7.16% |
| *Computed on the invested amount for debt portfolio | ||
| Total stock in Portfolio | : | 68 |
| ^Risk-free rate based on the FBIL Overnight MIBOR rate of 6.76% as
on May 31, 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 | 66.62 | ||
| Unhedge Positions | 157112.45 | 54.88 | |
| Agricultural, Commercial & Construction Vehicles | |||
| Jupiter Wagons Ltd. | 241970 | 1457.14 | 0.51 |
| Automobiles | |||
| Mahindra & Mahindra Ltd. | 145000 | 3634.06 | 1.27 |
| Tata Motors Ltd. | 187025 | 1726.24 | 0.60 |
| Banks | |||
| HDFC Bank Ltd. | 715464 | 10957.69 | 3.83 |
| ICICI Bank Ltd. | 656575 | 7360.53 | 2.57 |
| State Bank Of India | 807000 | 6700.92 | 2.34 |
| Axis Bank Ltd. | 386900 | 4496.36 | 1.57 |
| Bank Of Baroda | 1165000 | 3086.09 | 1.08 |
| Federal Bank Ltd. | 902821 | 1463.02 | 0.51 |
| Indusind Bank Ltd. | 98838 | 1444.86 | 0.50 |
| Rbl Bank Ltd. | 416583 | 1023.54 | 0.36 |
| Capital Markets | |||
| HDFC Asset Management Company Ltd. | 40500 | 1573.14 | 0.55 |
| Cement & Cement Products | |||
| Ultratech Cement Ltd. | 26900 | 2667.27 | 0.93 |
| Ambuja Cements Ltd. | 253200 | 1605.41 | 0.56 |
| ACC Ltd. | 50900 | 1296.12 | 0.45 |
| The Ramco Cements Ltd. | 134177 | 995.39 | 0.35 |
| Construction | |||
| Larsen & Toubro Ltd. | 157473 | 5778.16 | 2.02 |
| Consumable Fuels | |||
| Coal India Ltd. | 150000 | 736.80 | 0.26 |
| Diversified Fmcg | |||
| ITC Ltd. | 382600 | 1631.60 | 0.57 |
| Electrical Equipment | |||
| Kec International Ltd. | 429742 | 3173.64 | 1.11 |
| Thermax Ltd. | 49371 | 2668.33 | 0.93 |
| Azad Engineering Ltd. | 48876 | 730.99 | 0.26 |
| Entertainment | |||
| Pvr Inox Ltd. | 92564 | 1211.71 | 0.42 |
| Ferrous Metals | |||
| Jindal Steel & Power Ltd. | 75000 | 771.11 | 0.27 |
| Fertilizers & Agrochemicals | |||
| Paradeep Phosphates Ltd. | 2858100 | 1996.38 | 0.70 |
| Pi Industries Ltd. | 42689 | 1511.06 | 0.53 |
| Finance | |||
| Five-Star Business Finance Ltd. | 240479 | 1820.55 | 0.64 |
| Gas | |||
| Gail ( India ) Ltd. | 1175000 | 2400.53 | 0.84 |
| Healthcare Services | |||
| Apollo Hospitals Enterprise Ltd. | 36949 | 2157.53 | 0.75 |
| Dr. Lal Path Labs Ltd. | 53683 | 1421.45 | 0.50 |
| Household Products | |||
| Doms Industries Ltd. | 50670 | 975.63 | 0.34 |
| It - Software | |||
| Tata Consultancy Services Ltd. | 123275 | 4525.36 | 1.58 |
| Infosys Ltd. | 243000 | 3418.77 | 1.19 |
| HCL Technologies Ltd. | 136100 | 1802.10 | 0.63 |
| Tech Mahindra Ltd. | 118000 | 1449.57 | 0.51 |
| Industrial Manufacturing | |||
| Tega Industries Ltd. | 171462 | 2551.44 | 0.89 |
| Industrial Products | |||
| Cummins India Ltd. | 107622 | 3821.98 | 1.33 |
| R R Kabel Ltd. | 117571 | 2030.51 | 0.71 |
| Bharat Forge Ltd. | 111600 | 1734.88 | 0.61 |
| Insurance | |||
| ICICI Lombard General Insurance Co. Ltd. | 82000 | 1296.22 | 0.45 |
| ICICI Prudential Life Insurance Company Ltd. | 226000 | 1232.72 | 0.43 |
| Leisure Services | |||
| Juniper Hotels Ltd. | 416680 | 1804.22 | 0.63 |
| Non - Ferrous Metals | |||
| Hindalco Industries Ltd. | 154500 | 1065.05 | 0.37 |
| Petroleum Products | |||
| Reliance Industries Ltd. | 305926 | 8751.93 | 3.06 |
| Pharmaceuticals & Biotechnology | |||
| Sun Pharmaceutical Industries Ltd. | 155000 | 2262.69 | 0.79 |
| Aurobindo Pharma Ltd. | 178583 | 2117.46 | 0.74 |
| Cipla Ltd. | 145250 | 2102.06 | 0.73 |
| Orchid Pharma Ltd. | 156964 | 1573.88 | 0.55 |
| Dr Reddys Laboratories Ltd. | 22150 | 1282.89 | 0.45 |
| Zydus Lifesciences Ltd. | 90000 | 900.14 | 0.31 |
| Power | |||
| NTPC Ltd. | 1290000 | 4631.10 | 1.62 |
| Power Grid Corporation Of India Ltd. | 1324888 | 4107.15 | 1.43 |
| Tata Power Company Ltd. | 344928 | 1506.47 | 0.53 |
| Realty | |||
| Brigade Enterprises Ltd. | 256102 | 3287.33 | 1.15 |
| Dlf Ltd. | 369550 | 3014.23 | 1.05 |
| Swan Energy Ltd. | 222000 | 1275.95 | 0.45 |
| Telecom - Services | |||
| Bharti Airtel Ltd. | 463926 | 6368.54 | 2.22 |
| Indus Towers Ltd. | 350000 | 1218.53 | 0.43 |
| Bharti Airtel Ltd. (Right 14/10/2021) (Partly Paid) | 36562 | 360.78 | 0.13 |
| Textiles & Apparels | |||
| Ganesha Ecosphere Ltd. | 90000 | 1041.93 | 0.36 |
| Transport Infrastructure | |||
| Adani Ports And Special Economic Zone Ltd. | 209700 | 3014.23 | 1.05 |
| Transport Services | |||
| Tvs Supply Chain Solutions Ltd. | 637640 | 1089.09 | 0.38 |
| Company Name | % to NAV | % to NAV Derivative | |
| Hedge Positions | 11.74 | -11.83 | |
| Axis Bank Ltd. | 1.25 | ||
| Axis Bank Ltd.- Future | -1.26 | ||
| Larsen & Toubro Ltd. | 1.23 | ||
| Larsen & Toubro Ltd.- Future | -1.24 | ||
| Hindalco Industries Ltd. | 1.18 | ||
| Hindalco Industries Ltd.- Future | -1.19 | ||
| HDFC Bank Ltd. | 1.16 | ||
| HDFC Bank Ltd.- Future | -1.17 | ||
| ICICI Bank Ltd. | 1.09 | ||
| ICICI Bank Ltd.- Future | -1.09 | ||
| State Bank Of India | 0.94 | ||
| State Bank Of India- Future | -0.95 | ||
| Hindustan Unilever Ltd. | 0.65 | ||
| Hindustan Unilever Ltd.- Future | -0.65 | ||
| Sbi Life Insurance Company Ltd. | 0.65 | ||
| Sbi Life Insurance Company Ltd.- Future | -0.65 | ||
| Dlf Ltd. | 0.61 | ||
| Dlf Ltd.- Future | -0.61 | ||
| Divi Laboratories Ltd. | 0.47 | ||
| Divi Laboratories Ltd.- Future | -0.48 | ||
| Bajaj Finance Ltd. | 0.44 | ||
| Bajaj Finance Ltd.- Future | -0.45 | ||
| Tata Consultancy Services Ltd. | 0.39 | ||
| Tata Consultancy Services Ltd.- Future | -0.40 | ||
| Titan Company Ltd. | 0.40 | ||
| Titan Company Ltd.- Future | -0.40 | ||
| Maruti Suzuki India Ltd. | 0.32 | ||
| Maruti Suzuki India Ltd.- Future | -0.33 | ||
| Reliance Industries Ltd. | 0.28 | ||
| Reliance Industries Ltd.- Future | -0.28 | ||
| Adani Ports And Special Economic Zone Ltd. | 0.23 | ||
| Adani Ports And Special Economic Zone Ltd.- Future | -0.23 | ||
| Infosys Ltd. | 0.22 | ||
| Infosys Ltd.- Future | -0.22 | ||
| Indusind Bank Ltd. | 0.19 | ||
| Indusind Bank Ltd.- Future | -0.19 | ||
| Tech Mahindra Ltd. | 0.02 | ||
| Tech Mahindra Ltd.- Future | -0.02 | ||
| Ultratech Cement Ltd. | 0.02 | ||
| Ultratech Cement Ltd.- Future | -0.02 | ||
| Company Name | No. of Shares | Market Value Rs. Lakhs | % of Assets |
| COMMODITIES PHYSICAL | 54586.27 | 19.07 | |
| SILVER (30 K COMMODITY | 27210 | 24740.47 | 8.64 |
| LISTED ON COMMODITY EXCHANGES (Quantity In Lots) | |||
| GOLD (1 KG-1000 GMS) COMMODITY^ | 29000 | 20831.86 | 7.28 |
| GOLD MINI (100 GRAMS) COMMODITY^ | 3620 | 2595.65 | 0.91 |
| SILVER MINI (5 KGS) COMMODITY^ | 1750 | 1634.41 | 0.57 |
| CRUDE OIL (100 BARRELS) COMMODITY^ | 22600 | 1458.38 | 0.51 |
| MCXBULLDEX^ | 5000 | 934.20 | 0.33 |
| COPPER (2500 KGS) COMMODITY^ | 100000 | 871.80 | 0.30 |
| ZINC (5 MT-5000 GMS) COMMODITY^ | 300000 | 796.80 | 0.28 |
| ALUMINIUM (5 MT-5000 GMS) COMMODITY^ | 300000 | 722.70 | 0.25 |
| GOLD MINI (100 GRAMS) COMMODITY^ | -3620 | -2598.15 | -0.91 |
| SILVER (30 K COMMODITY^ | -27210 | -24916.20 | -8.70 |
| Name of the Instrument | Ratings | Market Value Rs. Lakhs | % to NAV |
| Debt Instruments | |||
| Government Securities | 17136.99 | 5.98 | |
| GOI - 7.34% (22/04/2064) | SOV | 5582.74 | 1.95 |
| GOI - 5.63% (12/04/2026) | SOV | 2440.28 | 0.85 |
| GOI - 7.26% (06/02/2033) | SOV | 2024.30 | 0.71 |
| GOI - 7.18% (14/08/2033) | SOV | 2017.97 | 0.70 |
| GOI - 7.27% (08/04/2026) | SOV | 1807.89 | 0.63 |
| Sgs Uttar Pradesh 7.48% (22/03/2040) | SOV | 1006.83 | 0.35 |
| GOI - 7.18% (24/07/2037) | SOV | 552.81 | 0.19 |
| Sgs Maharashtra 7.49% (07/02/2036) | SOV | 458.66 | 0.16 |
| Sgs West Bengal 7.48% (14/02/2043) | SOV | 402.64 | 0.14 |
| Sgs Uttar Pradesh 7.46% (22/03/2039) | SOV | 331.47 | 0.12 |
| Sgs Maharashtra 7.48% (07/02/2035) | SOV | 171.48 | 0.06 |
| Sgs Maharashtra 7.63% (31/01/2036) | SOV | 156.10 | 0.05 |
| Sgs Maharashtra 7.63% (31/01/2035) | SOV | 109.37 | 0.04 |
| GOI - 5.77% (03/08/2030) | SOV | 74.45 | 0.03 |
| Non-Convertible Debentures/Bonds | 12927.08 | 4.51 | |
| 07.45 % Exim | CRISIL AAA | 2500.51 | 0.87 |
| HDFC Bank Ltd. - Frb | CRISIL AAA | 2493.64 | 0.87 |
| 07.51 % Bharat Sanchar Nigam Ltd. | CRISIL AAA(CE) | 2503.03 | 0.87 |
| 07.40 % Nabard | CRISIL AAA | 2485.28 | 0.87 |
| 07.85 % Interise Trust | ICRA AAA | 2442.84 | 0.85 |
| 07.80 % HDFC Bank Ltd. | CRISIL AAA | 501.78 | 0.18 |
| Money Market Instruments | 2367.13 | 0.83 | |
| Axis Bank Ltd. - CD | CRISIL A1+ | 2367.13 | 0.83 |
| Name of the Instrument | Market Value Rs. Lakhs | % to NAV | |
| Mutual Fund Units Related | |||
| Mutual Fund Units | 2692.39 | 0.94 | |
| Tata Treasury Advantage Fund | 2692.39 | 0.94 | |
| Repo | 35109.15 | 12.26 | |
| Portfolio Total | 315578.44 | 110.20 | |
| Net Current Liabilities | -29241.68 | -10.20 | |
| Net Assets | 286336.76 | 100.00 | |
| Issuer Name | % to NAV |
| HDFC Bank Ltd. | 4.99 |
| ICICI Bank Ltd. | 3.66 |
| Reliance Industries Ltd. | 3.33 |
| State Bank Of India | 3.28 |
| Larsen & Toubro Ltd. | 3.25 |
| Axis Bank Ltd. | 2.82 |
| Bharti Airtel Ltd. | 2.35 |
| Tata Consultancy Services Ltd. | 1.97 |
| Dlf Ltd. | 1.66 |
| NTPC Ltd. | 1.62 |
| Total | 28.93 |
| Large Cap | 69.57% |
| Mid Cap | 12.28% |
| Small Cap | 18.15% |
| Market Capitalisation is as per list provided by AMFI. | |
