L&T ARBITRAGE OPPORTUNITIES FUND

Data as on May 31, 2022

 
 
 

L&T ARBITRAGE OPPORTUNITIES FUND

Data as on May 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
12.9004 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
3,403.32 (Rs In Crs)
Monthly Average AUM
3,426.89 (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
   
➧ Bajaj Finance Limited
4.92% 4.92%
➧ Bajaj Finserv Limited
2.24% 2.24%
➧ Housing Development Finance Corporation Limited
2.20% 2.20%
LIC Housing Finance Limited
1.17% 1.17%
IDFC Limited
0.94% 0.94%
Manappuram Finance Limited
0.62% 0.62%
Piramal Enterprises Limited
0.60% 0.60%
Power Finance Corporation Limited
0.27% 0.27%
Rec Limited
0.25% 0.25%
Can Fin Homes Limited
0.09% 0.09%
SBI Cards and Payment Services Limited
0.03% 0.03%
Muthoot Finance Limited
0.03% 0.03%
Indiabulls Housing Finance Limited
0.02% 0.02%
Shriram Transport Finance Company Limited
0.01% 0.01%
Banks
   
➧ HDFC Bank Limited
3.99% 3.99%
➧ Bandhan Bank Limited
2.04% 2.04%
IDFC First Bank Limited
1.21% 1.21%
IndusInd Bank Limited
1.10% 1.10%
Axis Bank Limited
0.53% 0.53%
ICICI Bank Limited
0.46% 0.46%
Canara Bank
0.42% 0.42%
City Union Bank Limited
0.39% 0.39%
RBL Bank Limited
0.31% 0.31%
State Bank of India
0.06% 0.06%
Bank of Baroda
0.04% 0.04%
Punjab National Bank
0.03% 0.03%
IT - Software
   
➧ HCL Technologies Limited
1.77% 1.77%
Infosys Limited
0.76% 0.76%
MindTree Limited
0.66% 0.66%
Tata Consultancy Services Limited
0.62% 0.62%
Larsen & Toubro Infotech Limited
0.37% 0.37%
Tech Mahindra Limited
0.31% 0.31%
Persistent Systems Limited
0.10% 0.10%
BIRLASOFT Limited
0.05% 0.05%
MphasiS Limited
0.03% 0.03%
Oracle Financial Services Software Limited
0.03% 0.03%
Intellect Design Arena Limited
 ^   ^ 
Wipro Limited
 ^   ^ 
Transport Infrastructure
   
➧ Adani Ports and Special Economic Zone Limited
3.54% 3.54%
Beverages
   
➧ United Spirits Limited
3.04% 3.04%
United Breweries Limited
 ^   ^ 
Cement & Cement Products
   
➧ Ambuja Cements Limited
2.46% 2.46%
The India Cements Limited
0.18% 0.18%
Dalmia Bharat Limited
0.08% 0.08%
Grasim Industries Limited
0.03% 0.03%
UltraTech Cement Limited
0.02% 0.02%
ACC Limited
0.02% 0.02%
Ferrous Metals
   
➧ Tata Steel Limited
1.76% 1.76%
Jindal Steel & Power Limited
0.60% 0.60%
JSW Steel Limited
0.03% 0.03%
Steel Authority of India Limited
0.02% 0.02%
Pharmaceuticals & Biotechnology
   
Granules India Limited
0.41% 0.41%
Torrent Pharmaceuticals Limited
0.41% 0.41%
Laurus Labs Limited
0.36% 0.36%
Aurobindo Pharma Limited
0.33% 0.33%
Strides Pharma Science Limited
0.26% 0.26%
Alkem Laboratories Limited
0.16% 0.16%
Dr. Reddy's Laboratories Limited
0.14% 0.14%
Glenmark Pharmaceuticals Limited
0.09% 0.09%
Abbott India Limited
0.05% 0.05%
Divi's Laboratories Limited
0.02% 0.02%
Sun Pharmaceutical Industries Limited
0.01% 0.01%
Zydus Lifescences Limited
0.01% 0.01%
Cipla Limited
0.01% 0.01%
Biocon Limited
0.01% 0.01%
IPCA Laboratories Limited
 ^   ^ 
Lupin Limited
 ^   ^ 
Entertainment
   
Zee Entertainment Enterprises Limited
1.61% 1.61%
Sun TV Network Limited
0.54% 0.54%
PVR Limited
0.01% 0.01%
Realty
   
Oberoi Realty Limited
1.15% 1.15%
Godrej Properties Limited
0.59% 0.59%
DLF Limited
0.09% 0.09%
PVR Limited
0.10% 0.10%
Realty
   
Oberoi Realty Limited
1.44% 1.44%
Godrej Properties Limited
0.49% 0.49%
DLF Limited
0.06% 0.06%
Capital Markets
   
Multi Commodity Exchange of India Limited
1.05% 1.05%
Indian Energy Exchange Limited
0.53% 0.53%
HDFC Asset Management Company Limited
0.19% 0.19%
Chemicals & Petrochemicals
   
SRF Limited
0.50% 0.50%
Aarti Industries Limited
0.41% 0.41%
Gujarat Narmada Valley Fertilizers and Chemicals Limited
0.39% 0.39%
Rain Industries Limited
0.35% 0.35%
Deepak Nitrite Limited
0.01% 0.01%
Tata Chemicals Limited
0.01% 0.01%
Diversified Metals
   
Vedanta Limited
1.50% 1.50%
Petroleum Products
   
Reliance Industries Limited
0.90% 0.90%
Bharat Petroleum Corporation Limited
0.52% 0.52%
Hindustan Petroleum Corporation Limited
0.04% 0.04%
Metals & Minerals Trading
   
Adani Enterprises Limited
1.30% 1.30%
Power
   
Torrent Power Limited
0.56% 0.56%
Tata Power Company Limited
0.38% 0.38%
Power Grid Corporation of India Limited
0.24% 0.24%
Retailing
   
Trent Limited
0.92% 0.92%
Aditya Birla Fashion and Retail Limited
0.17% 0.17%
Info Edge (India) Limited
0.03% 0.03%
Aerospace & Defense
   
Bharat Electronics Limited
0.67% 0.67%
Hindustan Aeronautics Limited
0.41% 0.41%
Transport Services
   
Container Corporation of India Limited
1.01% 1.01%
InterGlobe Aviation Limited
0.06% 0.06%
Leisure Services
   
Indian Hotels Company Limited
0.51% 0.51%
Delta Corp Limited
0.41% 0.41%
Jubilant Foodworks Limited
0.06% 0.06%
Name Of Instrument
% to Net
Assets
% to Net
Assets
(hedged)

 

Fertilizers & Agrochemicals
   
Coromandel International Limited
0.33% 0.33%
UPL Limited
0.28% 0.28%
PI Industries Limited
0.27% 0.27%
Chambal Fertilizers & Chemicals Limited
0.01% 0.01%
Agricultural Food & other Products
   
Balrampur Chini Mills Limited
0.61% 0.61%
Tata Consumer Products Limited
0.18% 0.18%
Auto Components
   
Exide Industries Limited
0.58% 0.58%
Motherson Sumi Systems Limited
0.10% 0.10%
Amara Raja Batteries Limited
0.09% 0.09%
Bosch Limited
 ^   ^ 
Electrical Equipment
   
Siemens Limited
0.48% 0.48%
Bharat Heavy Electricals Limited
0.16% 0.16%
Insurance
   
Aditya Birla Capital Limited
0.23% 0.23%
ICICI Lombard General Insurance Company Limited
0.15% 0.15%
ICICI Prudential Life Insurance Company Limited
0.15% 0.15%
HDFC Life Insurance Company Limited
0.03% 0.03%
SBI Life Insurance Company Limited
0.02% 0.02%
Max Financial Services Limited
 ^   ^ 
Diversified FMCG
   
ITC Limited
0.45% 0.45%
Hindustan Unilever Limited
0.04% 0.04%
Minerals & Mining
   
NMDC Limited
0.46% 0.46%
Agricultural Commercial & Construction Vehicles
   
Ashok Leyland Limited
0.33% 0.33%
Escorts Limited
0.07% 0.07%
Personal Products
   
Dabur India Limited
0.23% 0.23%
Colgate Palmolive (India) Limited
0.07% 0.07%
Godrej Consumer Products Limited
0.06% 0.06%
Marico Limited
 ^   ^ 
Consumer Durables
   
Bata India Limited
0.20% 0.20%
Havells India Limited
0.08% 0.08%
Crompton Greaves Consumer Electricals Limited
0.05% 0.05%
Whirlpool of India Limited
0.02% 0.02%
Asian Paints Limited
0.01% 0.01%
Titan Company Limited
 ^   ^ 
Automobiles
   
Maruti Suzuki India Limited
0.13% 0.13%
Hero MotoCorp Limited
0.12% 0.12%
Tata Motors Limited
0.04% 0.04%
TVS Motor Company Limited
0.02% 0.02%
Eicher Motors Limited
0.01% 0.01%
Mahindra & Mahindra Limited
0.01% 0.01%
Construction
   
NBCC (India) Limited
0.31% 0.31%
Larsen & Toubro Limited
0.02% 0.02%
Telecom - Services
   
Indus Towers Limited
0.24% 0.24%
Tata Communications Limited
0.06% 0.06%
Bharti Airtel Limited
0.02% 0.02%
Textiles & Apparels
   
Page Industries Limited
0.29% 0.29%
Non - Ferrous Metals
   
Hindalco Industries Limited
0.22% 0.22%
National Aluminium Company Limited
0.02% 0.02%
Hindustan Copper Limited
 ^   ^ 
Food Products
   
Nestle India Limited
0.21% 0.21%
Britannia Industries Limited
 ^   ^ 
IT - Services
   
Firstsource Solutions Limited
0.15% 0.15%
L&T Technology Services Limited
0.05% 0.05%
Gas
   
GAIL India Limited
0.08% 0.08%
Indraprastha Gas Limited
0.06% 0.06%
Mahanagar Gas Limited
0.02% 0.02%
Gujarat State Petronet Limited
0.01% 0.01%
Healthcare Services
   
Apollo Hospitals Enterprise Limited
0.09% 0.09%
Syngene International Limited
0.01% 0.01%
Oil
   
Oil & Natural Gas Corporation Limited
0.07% 0.07%
Consumable Fuels
   
Coal India Limited
0.03% 0.03%
Industrial Products
   
Astral Limited
0.02% 0.02%
Bharat Forge Limited
 ^   ^ 
Total
67.89% 67.89%
MONEY MARKET INSTRUMENT
 
 
Certificate of Deposit/Commercial Paper
 
 
HDFC Bank Limited
CARE A1+ 2.91%
HDFC Bank Limited
ICRA A1+ 0.70%
Total
  3.61%
CENTRAL GOVERNMENT SECURITIES
 
06.84% GOI 19-12-2022
SOVEREIGN 6.71%
07.16% GOI 20-05-2023
SOVEREIGN 1.49%
Total
  8.20%
Treasury Bill
 
364 DAY T-BILL 30-06-2022
SOVEREIGN 2.93%
364 DAY T-BILL 12-01-2023
SOVEREIGN 2.84%
364 DAY T-BILL 02-11-2022
SOVEREIGN 2.15%
182 DAY T-BILL 14-07-2022
SOVEREIGN 1.46%
364 DAY T-BILL 13-10-2022
SOVEREIGN 1.44%
182 DAY T-BILL 20-10-2022
SOVEREIGN 1.44%
364 DAY T-BILL 20-10-2022
SOVEREIGN 1.44%
364 DAY T-BILL 17-11-2022
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
  18.15%
OTHERS
 
 
(a) Margin as Cash Margin
-0.06%
(b) Tri Party Repo Dealing System (TREPS)
4.59%
(c) Net Receivables/(Payables)
-2.38%
Net Assets
 
100.00%
Total number of holdings
162

➧ 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 May, 2022) in Derivative Instruments (Gross Notional) 235,528.03 lakhs
Total percentage of existing assets hedged through futures is 67.89%

 

~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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