L&T ARBITRAGE OPPORTUNITIES FUND

Data as on March 31, 2022

 
 
 

L&T ARBITRAGE OPPORTUNITIES FUND

Data as on March 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
13.1188 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
3,409.19 (Rs In Crs)
Monthly Average AUM
3,660.44 (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
Finance
   
➧ Housing Development Finance Corporation Limited
2.60% 2.60%
➧ Bajaj Finance Limited
2.43% 2.43%
Piramal Enterprises Limited
1.26% 1.26%
IDFC Limited
1.20% 1.20%
LIC Housing Finance Limited
1.14% 1.14%
Manappuram Finance Limited
0.82% 0.82%
Rec Limited
0.60% 0.60%
Can Fin Homes Limited
0.28% 0.28%
Power Finance Corporation Limited
0.20% 0.20%
Aditya Birla Capital Limited
0.12% 0.12%
Muthoot Finance Limited
0.09% 0.09%
Indiabulls Housing Finance Limited
0.09% 0.09%
Mahindra & Mahindra Financial Services Limited
0.04% 0.04%
Shriram Transport Finance Company Limited
0.02% 0.02%
Cholamandalam Investment and Finance Company Limited
 ^   ^ 
Ferrous Metals
   
➧ Tata Steel Limited
3.12% 3.12%
➧ Jindal Steel & Power Limited
1.79% 1.79%
Steel Authority of India Limited
1.29% 1.29%
JSW Steel Limited
0.01% 0.01%
Non - Ferrous Metals
   
➧ Vedanta Limited
3.81% 3.81%
National Aluminium Company Limited
1.57% 1.57%
Hindustan Copper Limited
0.52% 0.52%
Transportation
   
➧ Adani Ports and Special Economic Zone Limited
5.05% 5.05%
Container Corporation of India Limited
0.75% 0.75%
Consumer Non Durables
   
➧ United Spirits Limited
3.26% 3.26%
Balrampur Chini Mills Limited
0.68% 0.68%
Godrej Consumer Products Limited
0.42% 0.42%
Hindustan Unilever Limited
0.11% 0.11%
Berger Paints India Limited
0.07% 0.07%
Dabur India Limited
0.05% 0.05%
Nestle India Limited
0.05% 0.05%
Marico Limited
0.04% 0.04%
Tata Consumer Products Limited
0.02% 0.02%
United Breweries Limited
0.01% 0.01%
Britannia Industries Limited
0.01% 0.01%
Software
   
➧ HCL Technologies Limited
2.21% 2.21%
Larsen & Toubro Infotech Limited
0.86% 0.86%
Firstsource Solutions Limited
0.42% 0.42%
MindTree Limited
0.29% 0.29%
L&T Technology Services Limited
0.20% 0.20%
Oracle Financial Services Software Limited
0.20% 0.20%
BIRLASOFT Limited
0.13% 0.13%
Intellect Design Arena Limited
0.12% 0.12%
Tata Consultancy Services Limited
0.03% 0.03%
Coforge Limited
0.01% 0.01%
Infosys Limited
 ^   ^ 
Banks
   
Bandhan Bank Limited
1.47% 1.47%
IndusInd Bank Limited
0.81% 0.81%
IDFC First Bank Limited
0.59% 0.59%
City Union Bank Limited
0.43% 0.43%
RBL Bank Limited
0.28% 0.28%
The Federal Bank Limited
0.25% 0.25%
Kotak Mahindra Bank Limited
0.16% 0.16%
Axis Bank Limited
0.16% 0.16%
Punjab National Bank
0.13% 0.13%
State Bank of India
0.09% 0.09%
ICICI Bank Limited
0.01% 0.01%
Pharmaceuticals
   
Zydus Lifescences Limited
1.14% 1.14%
Granules India Limited
0.59% 0.59%
Lupin Limited
0.35% 0.35%
Biocon Limited
0.28% 0.28%
Aurobindo Pharma Limited
0.26% 0.26%
Strides Pharma Science Limited
0.25% 0.25%
Laurus Labs Limited
0.22% 0.22%
Alembic Pharmaceuticals Limited
0.13% 0.13%
Abbott India Limited
0.11% 0.11%
Glenmark Pharmaceuticals Limited
0.09% 0.09%
Pfizer Limited
0.01% 0.01%
Divi's Laboratories Limited
0.01% 0.01%
Dr. Reddy's Laboratories Limited
 ^   ^ 
Cement & Cement Products
   
➧ Ambuja Cements Limited
2.31% 2.31%
The Ramco Cements Limited
0.43% 0.43%
The India Cements Limited
0.30% 0.30%
ACC Limited
0.16% 0.16%
Dalmia Bharat Limited
0.14% 0.14%
UltraTech Cement Limited
0.05% 0.05%
Grasim Industries Limited
0.03% 0.03%
Shree Cements Limited
0.01% 0.01%
Entertainment
   
➧ Zee Entertainment Enterprises Limited
1.97% 1.97%
Sun TV Network Limited
0.39% 0.39%
PVR Limited
0.28% 0.28%
Minerals/Mining
   
NMDC Limited
1.50% 1.50%
Adani Enterprises Limited
0.93% 0.93%
Coal India Limited
0.16% 0.16%
Construction
   
Oberoi Realty Limited
1.26% 1.26%
Godrej Properties Limited
0.48% 0.48%
NBCC (India) Limited
0.32% 0.32%
DLF Limited
0.10% 0.10%
Insurance
   
Bajaj Finserv Limited
1.51% 1.51%
Max Financial Services Limited
0.29% 0.29%
ICICI Prudential Life Insurance Company Limited
0.13% 0.13%
HDFC Life Insurance Company Limited
0.10% 0.10%
ICICI Lombard General Insurance Company Limited
 ^   ^ 
Power
   
Power Grid Corporation of India Limited
1.05% 1.05%
Name Of Instrument
% to Net
Assets
% to Net
Assets
(hedged)

 

Tata Power Company Limited
0.81% 0.81%
NTPC Limited
0.16% 0.16%
Capital Markets
   
Indian Energy Exchange Limited
0.70% 0.70%
Multi Commodity Exchange of India Limited
0.28% 0.28%
Leisure Services
   
Delta Corp Limited
0.65% 0.65%
Jubilant Foodworks Limited
0.16% 0.16%
Indian Hotels Company Limited
0.10% 0.10%
Pesticides
   
UPL Limited
0.81% 0.81%
PI Industries Limited
0.06% 0.06%
Auto Ancillaries
   
Exide Industries Limited
0.59% 0.59%
Balkrishna Industries Limited
0.18% 0.18%
Motherson Sumi Systems Limited
0.03% 0.03%
Amara Raja Batteries Limited
0.03% 0.03%
Apollo Tyres Limited
0.03% 0.03%
Bosch Limited
0.01% 0.01%
Aerospace & Defense
   
Bharat Electronics Limited
0.47% 0.47%
Hindustan Aeronautics Limited
0.32% 0.32%
Retailing
   
Trent Limited
0.47% 0.47%
Info Edge (India) Limited
0.24% 0.24%
Aditya Birla Fashion and Retail Limited
0.03% 0.03%
Industrial Capital Goods
   
Siemens Limited
0.58% 0.58%
Bharat Heavy Electricals Limited
0.09% 0.09%
Chemicals
   
Rain Industries Limited
0.36% 0.36%
Aarti Industries Limited
0.07% 0.07%
SRF Limited
0.07% 0.07%
Tata Chemicals Limited
0.03% 0.03%
Deepak Nitrite Limited
0.01% 0.01%
Gas
   
Indraprastha Gas Limited
0.17% 0.17%
Gujarat State Petronet Limited
0.10% 0.10%
Gujarat Gas Limited
0.07% 0.07%
GAIL India Limited
0.05% 0.05%
Mahanagar Gas Limited
0.05% 0.05%
Petronet LNG Limited
0.01% 0.01%
Auto
   
Ashok Leyland Limited
0.20% 0.20%
Eicher Motors Limited
0.09% 0.09%
Hero MotoCorp Limited
0.02% 0.02%
Telecom - Services
   
Tata Communications Limited
0.23% 0.23%
Indus Towers Limited
0.06% 0.06%
Petroleum Products
   
Reliance Industries Limited
0.11% 0.11%
Indian Oil Corporation Limited
0.08% 0.08%
Bharat Petroleum Corporation Limited
0.05% 0.05%
Hindustan Petroleum Corporation Limited
 ^   ^ 
Consumer Durables
   
Crompton Greaves Consumer Electricals Limited
0.09% 0.09%
Whirlpool of India Limited
0.08% 0.08%
Havells India Limited
0.01% 0.01%
Bata India Limited
 ^   ^ 
Oil
   
Oil & Natural Gas Corporation Limited
0.18% 0.18%
Construction Project
   
Larsen & Toubro Limited
0.07% 0.07%
GMR Infrastructure Limited
 ^   ^ 
Healthcare Services
   
Syngene International Limited
0.01% 0.01%
Apollo Hospitals Enterprise Limited
0.01% 0.01%
Textile Products
   
Page Industries Limited
0.01% 0.01%
Industrial Products
   
Astral Limited
0.01% 0.01%
Fertilisers
   
Coromandel International Limited
 ^   ^ 
Total
68.81% 68.81%
MONEY MARKET INSTRUMENT
 
 
Certificate of Deposit/Commercial Paper
 
 
HDFC Bank Limited
CARE A1+ 2.89%
Total
  2.89%
CENTRAL GOVERNMENT SECURITIES
 
06.84% GOI 19-12-2022
SOVEREIGN 6.69%
07.16% GOI 20-05-2023
SOVEREIGN 1.54%
Total
  8.23%
Treasury Bill
 
364 DAY T-BILL 30-06-2022
SOVEREIGN 2.91%
364 DAY T-BILL 12-01-2023
SOVEREIGN 2.83%
364 DAY T-BILL 28-04-2022
SOVEREIGN 1.46%
182 DAY T-BILL 12-05-2022
SOVEREIGN 1.46%
182 DAY T-BILL 14-07-2022
SOVEREIGN 1.45%
364 DAY T-BILL 13-10-2022
SOVEREIGN 1.43%
364 DAY T-BILL 20-10-2022
SOVEREIGN 1.43%
364 DAY T-BILL 02-11-2022
SOVEREIGN 1.43%
364 DAY T-BILL 19-01-2023
SOVEREIGN 1.42%
182 DAY T-BILL 16-06-2022
SOVEREIGN 0.73%
364 DAY T-BILL 27-10-2022
SOVEREIGN 0.72%
182 DAY T-BILL 30-06-2022
SOVEREIGN 0.15%
Total
  17.42%
OTHERS
 
 
(a) Margin as Cash Margin
-0.27%
(b) Tri Party Repo Dealing System (TREPS)
3.15%
(c) Net Receivables/(Payables)
-0.23%
Net Assets
 
100.00%
Total number of holdings
148

➧ 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 Mar, 2022) in Derivative Instruments (Gross Notional) 235,519.81 lakhs
Total percentage of existing assets hedged through futures is 68.81%

 

~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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