L&T ARBITRAGE OPPORTUNITIES FUND

Data as on January 31, 2022

 
 
 

L&T ARBITRAGE OPPORTUNITIES FUND

Data as on January 31, 2022

 
 

To seek to generate reasonable returns by predominantly investing in arbitrage opportunities in the cash and derivatives segments of the equity markets and by investing balance in debt and money market instruments. There is no assurance that the investment objective of the scheme will be realized.




Date of Inception
Regular Plan June 30, 2014
Direct Plan June 30, 2014
Portfolio Turnover
13.3366 times
Fund Manager
Mr. Venugopal Manghat (w.e.f June 30, 2014) & Mr. Praveen Ayathan (w.e.f June 30, 2014) for equity portion, Mr. Jalpan Shah (w.e.f January 24, 2019) for Debt Portion~
Benchmark
Nifty 50 Arbitrage Index
Month end AUM
4,471.41 (Rs In Crs)
Monthly Average AUM
4,539.88 (Rs In Crs)
Options
•Growth
•IDCW Option
1. Monthly IDCW (Payout and Re-investment)
2. Quarterly IDCW (Payout and Re-investment)

Name Of Instrument
% to Net
Assets
% to Net
Assets
(hedged)

 

Equity & Equity related
Listed/Awaiting listing on Stock Exchange
Banks
   
➧ State Bank of India
1.51% 1.51%
➧ The Federal Bank Limited
1.42% 1.42%
HDFC Bank Limited
1.10% 1.10%
Axis Bank Limited
1.05% 1.05%
Bandhan Bank Limited
0.97% 0.97%
IndusInd Bank Limited
0.92% 0.92%
Punjab National Bank
0.92% 0.92%
IDFC First Bank Limited
0.75% 0.75%
ICICI Bank Limited
0.41% 0.41%
Bank of Baroda
0.37% 0.37%
City Union Bank Limited
0.29% 0.29%
Kotak Mahindra Bank Limited
0.27% 0.27%
RBL Bank Limited
0.13% 0.13%
Canara Bank
0.11% 0.11%
AU Small Finance Bank Limited
 ^   ^ 
Finance
   
➧ Housing Development Finance Corporation Limited
2.09% 2.09%
➧ Bajaj Finance Limited
1.54% 1.54%
Piramal Enterprises Limited
1.01% 1.01%
LIC Housing Finance Limited
0.93% 0.93%
IDFC Limited
0.92% 0.92%
Muthoot Finance Limited
0.58% 0.58%
Indiabulls Housing Finance Limited
0.50% 0.50%
Can Fin Homes Limited
0.49% 0.49%
Manappuram Finance Limited
0.31% 0.31%
Mahindra & Mahindra Financial Services Limited
0.27% 0.27%
Rec Limited
0.10% 0.10%
Shriram Transport Finance Company Limited
0.09% 0.09%
Aditya Birla Capital Limited
0.08% 0.08%
Software
   
➧ HCL Technologies Limited
2.14% 2.14%
Tata Consultancy Services Limited
1.05% 1.05%
MphasiS Limited
0.50% 0.50%
BIRLASOFT Limited
0.49% 0.49%
Oracle Financial Services Software Limited
0.44% 0.44%
Firstsource Solutions Limited
0.43% 0.43%
Tech Mahindra Limited
0.34% 0.34%
Larsen & Toubro Infotech Limited
0.26% 0.26%
MindTree Limited
0.15% 0.15%
L&T Technology Services Limited
0.05% 0.05%
Intellect Design Arena Limited
0.03% 0.03%
Persistent Systems Limited
0.02% 0.02%
Consumer Non Durables
   
➧ ITC Limited
2.40% 2.40%
United Spirits Limited
1.08% 1.08%
Berger Paints India Limited
0.69% 0.69%
Hindustan Unilever Limited
0.39% 0.39%
Balrampur Chini Mills Limited
0.30% 0.30%
Tata Consumer Products Limited
0.20% 0.20%
Dabur India Limited
0.18% 0.18%
Colgate Palmolive (India) Limited
0.17% 0.17%
Godrej Consumer Products Limited
0.11% 0.11%
Marico Limited
0.06% 0.06%
Asian Paints Limited
0.03% 0.03%
Nestle India Limited
0.01% 0.01%
Britannia Industries Limited
0.01% 0.01%
Ferrous Metals
   
➧ Tata Steel Limited
3.46% 3.46%
Jindal Steel & Power Limited
1.04% 1.04%
Steel Authority of India Limited
0.75% 0.75%
JSW Steel Limited
0.21% 0.21%
Transportation
   
➧ Adani Ports and Special Economic Zone Limited
3.70% 3.70%
Container Corporation of India Limited
0.35% 0.35%
InterGlobe Aviation Limited
0.04% 0.04%
Pharmaceuticals
   
Cadila Healthcare Limited
1.36% 1.36%
Aurobindo Pharma Limited
0.61% 0.61%
Lupin Limited
0.52% 0.52%
Granules India Limited
0.39% 0.39%
Abbott India Limited
0.29% 0.29%
Strides Pharma Science Limited
0.24% 0.24%
Glenmark Pharmaceuticals Limited
0.21% 0.21%
Divi's Laboratories Limited
0.14% 0.14%
Sun Pharmaceutical Industries Limited
0.05% 0.05%
Biocon Limited
0.03% 0.03%
Laurus Labs Limited
0.03% 0.03%
Pfizer Limited
0.01% 0.01%
Alkem Laboratories Limited
0.01% 0.01%
Alembic Pharmaceuticals Limited
0.01% 0.01%
IPCA Laboratories Limited
 ^   ^ 
Dr. Reddy's Laboratories Limited
 ^   ^ 
Entertainment
   
➧ Zee Entertainment Enterprises Limited
2.42% 2.42%
Sun TV Network Limited
0.21% 0.21%
PVR Limited
0.03% 0.03%
Pesticides
   
➧ UPL Limited
1.79% 1.79%
PI Industries Limited
0.72% 0.72%
Chemicals
   
SRF Limited
1.08% 1.08%
Gujarat Narmada Valley Fertilizers and Chemicals Limited
0.30% 0.30%
Rain Industries Limited
0.23% 0.23%
Tata Chemicals Limited
0.19% 0.19%
Aarti Industries Limited
0.11% 0.11%
Deepak Nitrite Limited
0.07% 0.07%
Pidilite Industries Limited
 ^   ^ 
Non - Ferrous Metals
   
National Aluminium Company Limited
0.96% 0.96%
Hindustan Copper Limited
0.28% 0.28%
Vedanta Limited
0.23% 0.23%
Hindalco Industries Limited
 ^   ^ 
Construction
   
Godrej Properties Limited
0.40% 0.40%
NBCC (India) Limited
0.40% 0.40%
Oberoi Realty Limited
0.34% 0.34%
DLF Limited
0.01% 0.01%
Gas
   
Indraprastha Gas Limited
0.53% 0.53%
Mahanagar Gas Limited
0.52% 0.52%
Gujarat State Petronet Limited
0.03% 0.03%
Gujarat Gas Limited
 ^   ^ 
Petronet LNG Limited
 ^   ^ 
Insurance
   
Bajaj Finserv Limited
0.62% 0.62%
Name Of Instrument
% to Net
Assets
% to Net
Assets
(hedged)

 

SBI Life Insurance Company Limited
0.24% 0.24%
HDFC Life Insurance Company Limited
0.12% 0.12%
ICICI Prudential Life Insurance Company Limited
0.07% 0.07%
ICICI Lombard General Insurance Company Limited
 ^   ^ 
Retailing
   
Trent Limited
0.65% 0.65%
Info Edge (India) Limited
0.30% 0.30%
Aditya Birla Fashion and Retail Limited
0.08% 0.08%
Leisure Services
   
Delta Corp Limited
0.49% 0.49%
Jubilant Foodworks Limited
0.43% 0.43%
Indian Hotels Company Limited
0.05% 0.05%
Auto Ancillaries
   
Exide Industries Limited
0.58% 0.58%
Balkrishna Industries Limited
0.31% 0.31%
Apollo Tyres Limited
0.05% 0.05%
Amara Raja Batteries Limited
0.02% 0.02%
MRF Limited
0.01% 0.01%
Industrial Capital Goods
   
Siemens Limited
0.50% 0.50%
Bharat Heavy Electricals Limited
0.32% 0.32%
Honeywell Automation India Limited
0.07% 0.07%
ABB India Limited
0.02% 0.02%
Petroleum Products
   
Reliance Industries Limited
0.79% 0.79%
Bharat Petroleum Corporation Limited
0.07% 0.07%
Hindustan Petroleum Corporation Limited
 ^   ^ 
Cement & Cement Products
   
UltraTech Cement Limited
0.39% 0.39%
The India Cements Limited
0.27% 0.27%
Grasim Industries Limited
0.08% 0.08%
Ambuja Cements Limited
0.07% 0.07%
ACC Limited
0.04% 0.04%
Power
   
Tata Power Company Limited
0.79% 0.79%
Capital Markets
   
HDFC Asset Management Company Limited
0.51% 0.51%
Indian Energy Exchange Limited
0.26% 0.26%
Aerospace & Defense
   
Bharat Electronics Limited
0.75% 0.75%
Consumer Durables
   
Titan Company Limited
0.62% 0.62%
Havells India Limited
0.09% 0.09%
Crompton Greaves Consumer Electricals Limited
0.04% 0.04%
Bata India Limited
 ^   ^ 
Whirlpool of India Limited
 ^   ^ 
Dixon Technologies (India) Limited
 ^   ^ 
Healthcare Services
   
Apollo Hospitals Enterprise Limited
0.43% 0.43%
Auto
   
Escorts Limited
0.20% 0.20%
Bajaj Auto Limited
0.12% 0.12%
Ashok Leyland Limited
0.02% 0.02%
Eicher Motors Limited
0.01% 0.01%
Mahindra & Mahindra Limited
0.01% 0.01%
Minerals/Mining
   
Adani Enterprises Limited
0.26% 0.26%
Telecom - Services
   
Tata Communications Limited
0.23% 0.23%
Industrial Products
   
Bharat Forge Limited
0.05% 0.05%
Astral Limited
0.05% 0.05%
Cummins India Limited
0.01% 0.01%
Construction Project
   
Larsen & Toubro Limited
0.07% 0.07%
Fertilisers
   
Coromandel International Limited
0.02% 0.02%
Chambal Fertilizers & Chemicals Limited
0.01% 0.01%
Total
66.15% 66.15%
MONEY MARKET INSTRUMENT
 
 
Certificate of Deposit/Commercial Paper
 
 
HDFC Bank Limited
CARE A1+ 2.19%
Housing Development Finance Corporation Limited 
ICRA A1+ 1.09%
Small Industries Development Bank of India
CARE A1+ 0.56%
Total
 
3.84%
CENTRAL GOVERNMENT SECURITIES
 
06.84% GOI 19-12-2022
SOVEREIGN 3.91%
08.20% GOI 15-02-2022
SOVEREIGN 1.74%
07.16% GOI 20-05-2023
SOVEREIGN 1.17%
Total
 
6.82%
Treasury Bill
 
364 DAYS T-BILL 24-03-2022
SOVEREIGN 3.89%
364 DAYS T-BILL 10-02-2022
SOVEREIGN 2.79%
364 DAYS T-BILL 03-02-2022
SOVEREIGN 2.24%
364 DAYS T-BILL 30-03-2022
SOVEREIGN 2.22%
364 DAY T-BILL 30-06-2022
SOVEREIGN 2.20%
364 DAY T-BILL 28-04-2022
SOVEREIGN 1.11%
182 DAY T-BILL 12-05-2022
SOVEREIGN 1.11%
364 DAY T-BILL 13-10-2022
SOVEREIGN 1.09%
364 DAY T-BILL 20-10-2022
SOVEREIGN 1.09%
364 DAY T-BILL 02-11-2022
SOVEREIGN 1.08%
364 DAYS T-BILL 03-03-2022
SOVEREIGN 0.56%
364 DAYS T-BILL 11-03-2022
SOVEREIGN 0.56%
182 DAY T-BILL 16-06-2022
SOVEREIGN 0.55%
182 DAY T-BILL 30-06-2022
SOVEREIGN 0.11%
Total
 
20.60%
OTHERS
 
 
(a) Margin as Cash Margin
-0.70%
(b) Tri Party Repo Dealing System (TREPS)
4.31%
(c) Net Receivables/(Payables)
-1.02%
Net Assets
 
100.00%
Total number of holdings
153

➧ Indicates top ten instruments
^ Indicates less than 0.01%
All corporate ratings are assigned by rating agencies like CRISIL; CARE; ICRA; IND,BWR.
Total outstanding position (as at Jan, 2022) in Derivative Instruments (Gross Notional) 296,556.38 lakhs
Total percentage of existing assets hedged through futures is 66.15%

 

~For investments in foreign securities - Mr. Sonal Gupta (w.e.f July 5, 2021)
Exit Load: For redemption on or before 1 month from the date of allotment or Purchase applying First in First out basis - 0.50% of Applicable NAV. After 1 month from the date of allotment or Purchase applying First in First out basis NIL.
For details of other funds managed by the Fund Manager and the performance of the schemes, please refer to 'Scheme Performance Section'
+ Please refer to note on expense ratios in 'Fund Manager wise Scheme Details'

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