gold benchmark exchange traded scheme (gold bees)
TRANSCRIPT
Half-yearly Portfolio Statement for the period ended March 31, 2008Sr. No. Scrip Name Sub-Industry Classification
Quantity
(in Kgs)Market Value (Rs.) % to NAV
(a) GOLD
Gold ----- 1,268 1,553,031,564.40 99.98
TOTAL….. 1,553,031,564.40 99.98
(b) NET CURRENT ASSETS 270,676.17 0.02
TOTAL….. 270,676.17 0.02
TOTAL NET ASSETS…. 1,553,302,240.57 100.00
NOTES :
1. Total NPAs provided for Nil
2. Total value and percentage of illiquid equity shares Nil
3. NAV at the beginning of the half-year period 956.5304
4. NAV at the end of the half-year period 1,212.4846
5. Exposure to derivative instrument at the end of the half-year period Nil
6. Investment in foreign securities/ADRs/GDRs at the end of the half-year period Nil
7. Portfolio Turnover Ratio 0.17
8. Dividend declared during the half-year period Nil
Gold Benchmark Exchange Traded Scheme (Gold BeES)
Sr. No. Scrip Name Sub-Industry Classification* Quantity Market Value (Rs.) % to NAV
EQUITY & EQUITY RELATED INSTRUMENTS
(a) LISTED
1 RELIANCE INDUSTRIES LTD PETROLEUM PRODUCTS 241,576 547,362,900.80 11.53
2 OIL & NATURAL GAS CORPORATION LTD OIL 355,284 348,373,726.20 7.34
3 NTPC LTD POWER 1,369,948 269,331,776.80 5.67
4 BHARTI AIRTEL LTD TELECOM - SERVICES 315,312 260,526,540.00 5.49
5 DLF LIMITED CONSTRUCTION 283,293 182,936,454.75 3.85
6 RELIANCE COMMUNICATION LTD TELECOM - SERVICES 342,938 174,812,645.50 3.68
7 STATE BANK OF INDIA BANKS 104,955 167,954,238.75 3.54
8 BHARAT HEAVY ELECTRICALS LTD INDUSTRIAL CAPITAL GOODS 81,324 167,637,227.40 3.53
9 LARSEN & TOUBRO LTD DIVERSIFIED 48,548 147,389,300.60 3.11
10 ICICI BANK LTD BANKS 184,609 142,038,164.60 2.99
11 INFOSYS TECHNOLOGIES LTD SOFTWARE 95,052 136,865,374.80 2.88
12 TATA CONSULTANCY SERVICES LTD SOFTWARE 162,588 131,769,444.60 2.78
13 ITC LTD CONSUMER NON DURABLES 625,848 129,081,150.00 2.72
14 STEEL AUTHORITY OF INDIA LTD FERROUS METALS 686,202 127,153,230.60 2.68
15 RELIANCE PETROLEUM LTD PETROLEUM PRODUCTS 747,618 116,777,931.60 2.46
16 HOUSING DEVELOPMENT FINANCE CORPORATION LTD FINANCE 47,214 112,357,516.50 2.37
17 WIPRO LTD SOFTWARE 242,806 104,916,472.60 2.21
18 TATA STEEL LTD FERROUS METALS 121,335 84,248,957.25 1.78
19 STERLITE INDUSTRIES (INDIA) LTD NON - FERROUS METALS 117,753 84,134,518.50 1.77
20 HINDUSTAN UNILEVER LTD DIVERSIFIED 361,847 82,790,593.60 1.74
21 HDFC BANK LTD BANKS 58,809 78,289,481.25 1.65
22 UNITECH LTD CONSTRUCTION 269,702 74,491,692.40 1.57
23 POWER GRID CORPORATION OF INDIA LTD POWER 699,210 68,732,343.00 1.45
24 CAIRN INDIA LTD OIL 295,571 66,237,461.10 1.40
25 SUZLON ENERGY LTD INDUSTRIAL CAPITAL GOODS 248,726 65,613,918.80 1.38
26 GAIL (INDIA) LTD GAS 140,544 59,794,444.80 1.26
27 RELIANCE ENERGY LTD POWER 39,193 49,024,564.05 1.03
28 NATIONAL ALUMINIUM COMPANY LTD NON - FERROUS METALS 107,051 48,365,641.80 1.02
29 IDEA CELLULAR LTD TELECOM - SERVICES 437,902 44,950,640.30 0.95
30 SATYAM COMPUTER SERVICES LTD SOFTWARE 111,309 44,117,322.15 0.93
31 TATA POWER COMPANY LTD POWER 36,578 42,851,127.00 0.90
32 SUN PHARMACEUTICAL INDUSTRIES LTD PHARMACEUTICALS 33,945 41,730,285.75 0.88
33 ABB LTD INDUSTRIAL CAPITAL GOODS 35,286 41,635,715.70 0.88
34 TATA MOTORS LTD AUTO 64,113 39,923,165.10 0.84
35 MARUTI SUZUKI INDIA LTD AUTO 47,932 39,639,764.00 0.84
36 GRASIM INDUSTRIES LTD CEMENT 15,172 39,072,451.60 0.82
37 SIEMENS LTD INDUSTRIAL CAPITAL GOODS 55,934 34,477,717.60 0.73
38 HINDALCO INDUSTRIES LTD NON - FERROUS METALS 203,943 33,670,989.30 0.71
39 AMBUJA CEMENTS LTD CEMENT 252,910 30,614,755.50 0.65
40 MAHINDRA & MAHINDRA LTD AUTO 40,798 28,438,245.90 0.60
41 CIPLA LTD PHARMACEUTICALS 129,098 28,401,560.00 0.60
42 HCL TECHNOLOGIES LTD SOFTWARE 110,413 27,962,092.25 0.59
43 RANBAXY LABORATORIES LTD PHARMACEUTICALS 62,072 27,215,468.40 0.57
44 PUNJAB NATIONAL BANK BANKS 52,411 26,742,712.75 0.56
45 ACC LTD CEMENT 31,101 25,694,091.15 0.54
46 BHARAT PETROLEUM CORPORATION LTD PETROLEUM PRODUCTS 60,134 24,567,745.70 0.52
47 TATA COMMUNICATIONS LTD TELECOM - SERVICES 47,389 24,308,187.55 0.51
48 HERO HONDA MOTORS LTD AUTO 33,101 22,990,299.55 0.48
49 ZEE ENTERTAINMENT ENTERPRISES LTD MEDIA & ENTERTAINMENT 72,089 17,737,498.45 0.37
50 DR. REDDY'S LABORATORIES LTD PHARMACEUTICALS 27,911 16,502,378.75 0.35
TOTAL….. 4,732,251,927.10 99.71
(b) NET CURRENT ASSETS 13,871,343.09 0.29
TOTAL….. 13,871,343.09 0.29
TOTAL NET ASSETS…. 4,746,123,270.19 100.00
*Classification as per SEBI Circular No. MFD/CIR/14/18337/2002 dated 19th September 2002
NOTES :
1. Total NPAs provided for Nil
2. Total value and percentage of illiquid equity shares Nil
3. NAV at the beginning of the half-year period 508.1821
4. NAV at the end of the half-year period 478.5616
5. Exposure to derivative instrument at the end of the half-year period Nil
6. Investment in foreign securities/ADRs/GDRs at the end of the half-year period Nil
7. Portfolio Turnover Ratio 2.10
8. Dividend declared during the half-year period Nil
Nifty Benchmark Exchange Traded Scheme (Nifty BeES)
Sr. No. Scrip Name Sub-Industry Classification* Quantity Market Value(Rs.) % to NAV
EQUITY & EQUITY RELATED INSTRUMENTS
(a) LISTED
1 JINDAL STEEL & POWER LTD FERROUS METALS 5,968 12,353,760.00 7.00
2 RELIANCE CAPITAL LTD FINANCE 9,521 11,699,404.80 6.63
3 AXIS BANK LTD BANKS 13,863 10,949,690.55 6.21
4 GMR INFRASTRUCTURE LTD CONSTRUCTION 70,567 10,507,426.30 5.95
5 JAIPRAKASH ASSOCIATES LTD CONSTRUCTION 45,370 10,278,573.50 5.82
6 KOTAK MAHINDRA BANK LTD BANKS 13,359 8,361,398.10 4.74
7 INFRASTRUCTURE DEVELOPMENT FINANCE CO. LTD FINANCE 50,165 7,574,915.00 4.29
8 POWER FINANCE CORPORATION LTD FINANCE 44,489 7,213,891.35 4.09
9 RELIANCE NATURAL RESOURCES LTD GAS 63,301 6,317,439.80 3.58
10 UNITED SPIRITS LTD CONSUMER NON DURABLES 3,871 5,813,854.90 3.29
11 BANK OF INDIA BANKS 20,353 5,154,397.25 2.92
12 ADITYA BIRLA NUVO LTD TEXTILE PRODUCTS 3,619 5,052,666.85 2.86
13 ASIAN PAINTS LTD CONSUMER NON DURABLES 3,716 4,458,828.40 2.53
14 CONTAINER CORPORATION OF INDIA LTD TRANSPORTATION 2,517 4,343,838.60 2.46
15 BANK OF BARODA BANKS 14,120 4,000,902.00 2.27
16 ULTRATECH CEMENT LTD CEMENT 4,823 3,783,884.65 2.14
17 CANARA BANK BANKS 15,893 3,577,514.30 2.03
18 TECH MAHINDRA LTD SOFTWARE 4,706 3,318,906.50 1.88
19 BHARAT ELECTRONICS LTD INDUSTRIAL CAPITAL GOODS 3,102 3,311,074.80 1.88
20 INDIAN HOTELS CO LTD HOTELS 28,040 3,146,088.00 1.78
21 I-FLEX SOLUTIONS LTD SOFTWARE 3,247 3,055,751.70 1.73
22 INDIAN OVERSEAS BANK BANKS 21,116 2,852,771.60 1.62
23 UNION BANK OF INDIA BANKS 19,579 2,755,744.25 1.56
24 INDUSTRIAL DEVELOPMENT BANK OF INDIA LTD BANKS 28,087 2,502,551.70 1.42
25 CUMMINS INDIA LTD INDUSTRIAL PRODUCTS 7,673 2,474,158.85 1.40
26 BHARAT FORGE LTD INDUSTRIAL PRODUCTS 8,628 2,304,970.20 1.31
27 TATA TELESERVICES (MAHARASHTRA) LTD TELECOM - SERVICES 73,384 2,062,090.40 1.17
28 ASHOK LEYLAND LTD AUTO 51,565 1,825,401.00 1.03
29 BIOCON LTD PHARMACEUTICALS 3,874 1,667,757.00 0.95
30 MPHASIS LTD SOFTWARE 8,088 1,631,754.00 0.92
31 CHENNAI PETROLEUM CORPORATION LTD PETROLEUM PRODUCTS 5,770 1,621,658.50 0.92
32 LUPIN LTD PHARMACEUTICALS 3,180 1,585,230.00 0.90
33 CORPORATION BANK BANKS 5,561 1,568,202.00 0.89
34 SYNDICATE BANK BANKS 20,234 1,516,538.30 0.86
35 ANDHRA BANK BANKS 18,798 1,383,532.80 0.78
36 ING VYSYA BANK LTD BANKS 3,970 1,329,156.00 0.75
37 IFCI LTD FINANCE 29,551 1,303,199.10 0.74
38 CADILA HEALTHCARE LTD PHARMACEUTICALS 4,870 1,234,301.50 0.70
39 PATNI COMPUTER SYSTEMS LTD SOFTWARE 5,391 1,198,419.30 0.68
40 WOCKHARDT LTD PHARMACEUTICALS 4,241 1,129,378.30 0.64
41 MOSER BEAR INDIA LTD HARDWARE 6,521 992,170.15 0.56
42 NIRMA LTD CONSUMER NON DURABLES 6,167 956,193.35 0.54
43 LIC HOUSING FINANCE LTD FINANCE 3,291 927,897.45 0.53
44 VIJAYA BANK BANKS 16,801 832,489.55 0.47
45 PFIZER LTD PHARMACEUTICALS 1,159 794,262.70 0.45
46 APOLLO TYRES LTD AUTO ANCILLARIES 18,448 761,902.40 0.43
47 RAYMOND LTD TEXTILE PRODUCTS 2,382 721,626.90 0.41
48 AVENTIS PHARMA LTD PHARMACEUTICALS 895 684,719.75 0.39
49 AUROBINDO PHARMA LTD PHARMACEUTICALS 2,082 606,486.60 0.34
50 TVS MOTOR COMPANY LTD AUTO 9,209 321,394.10 0.18
TOTAL….. 175,820,165.10 99.64
(b) NET CURRENT ASSETS 637,117.35 0.36
TOTAL….. 637,117.35 0.36
TOTAL NET ASSETS…. 176,457,282.45 100.00
*Classification as per SEBI Circular No. MFD/CIR/14/18337/2002 dated 19th September 2002
NOTES :
1. Total NPAs provided for Nil
2. Total value and percentage of illiquid equity shares Nil
3. NAV at the beginning of the half-year period 100.0599
4. NAV at the end of the half-year period 80.9738
5. Exposure to derivative instrument at the end of the half-year period Nil
6. Investment in foreign securities/ADRs/GDRs at the end of the half-year period Nil
7. Portfolio Turnover Ratio 5.00
8. Dividend declared during the half-year period Nil
Nifty Junior Benchmark Exchange Traded Scheme (Junior BeES)
Sr. No. Scrip Name Sub-Industry Classification* Quantity Market Value (Rs.) % to NAV
EQUITY & EQUITY RELATED INSTRUMENTS
(a) LISTED
1 ICICI BANK LTD BANKS 5,016,947 3,860,039,021.80 24.38
2 STATE BANK OF INDIA BANKS 2,238,899 3,582,798,124.75 22.63
3 HDFC BANK LTD BANKS 1,599,938 2,129,917,462.50 13.45
4 AXIS BANK LTD BANKS 1,614,737 1,275,400,019.45 8.05
5 STATE BANK OF INDIA (RIGHTS) BANKS 611,977 979,316,194.25 6.18
6 KOTAK MAHINDRA BANK LTD BANKS 1,555,815 973,784,608.50 6.15
7 PUNJAB NATIONAL BANK BANKS 1,423,291 726,234,232.75 4.59
8 BANK OF INDIA BANKS 2,370,657 600,368,885.25 3.79
9 BANK OF BARODA BANKS 1,644,309 465,914,955.15 2.94
10 CANARA BANK BANKS 1,850,738 416,601,123.80 2.63
11 UNION BANK OF INDIA BANKS 2,280,126 320,927,734.50 2.03
12 INDUSTRIAL DEVELOPMENT BANK OF INDIA LTD BANKS 3,271,218 291,465,523.80 1.84
13 ORIENTAL BANK OF COMMERCE BANKS 1,130,957 200,518,676.10 1.27
TOTAL….. 15,823,286,562.60 99.93
(b) NET CURRENT ASSETS 11,314,112.51 0.07
TOTAL….. 11,314,112.51 0.07
TOTAL NET ASSETS…. 15,834,600,675.11 100.00
*Classification as per SEBI Circular No. MFD/CIR/14/18337/2002 dated 19th September 2002
NOTES :
1. Total NPAs provided for Nil
2. Total value and percentage of illiquid equity shares Nil
3. NAV at the beginning of the half-year period 806.5165
4. NAV at the end of the half-year period 665.3900
5. Exposure to derivative instrument at the end of the half-year period Nil
6. Investment in foreign securities/ADRs/GDRs at the end of the half-year period Nil
7. Portfolio Turnover Ratio 0.40
8. Dividend declared during the half-year period Nil
Banking Index Benchmark Exchange Traded Scheme (Bank BeES)
Sr. No. Scrip Name Rating Quantity Market Value (Rs.) % to NAV
(a) Debt Instuments - Money Market Instruments
Certificates of Deposits
1 STATE BANK OF HYDERABAD A1+ 2,000 196,841,467.33 6.60
2 STATE BANK OF INDORE P1+ 2,000 196,733,322.86 6.59
3 ICICI BANK LTD A1+ 2,000 195,641,730.28 6.56
4 STATE BANK OF SAURASHTRA A1+ 1,000 99,969,780.96 3.35
5 STATE BANK OF INDIA P1+ 1,000 98,432,459.36 3.30
6 ING VYSYA BANK LTD P1+ 1,000 97,857,291.66 3.28
7 INDUSTRIAL DEVELOPMENT BANK OF INDIA LTD A1+ 500 49,447,197.82 1.66
934,923,250.27 31.33
Commercial Papers
1 L&T FINANCE LTD PR1+ 200 98,853,170.45 3.31
2 RABO INDIA FINANCE LTD P1+ 200 98,831,431.74 3.31
3 FULLERTON INDIA CREDIT COMPANY LTD A1+ 200 97,981,391.09 3.28
295,665,993.28 9.91
Non Convertible Debentures
1 RELIANCE CAPITAL LTD A1+ 35 350,000,000.00 11.73
2 KOTAK MAHINDRA PRIME LTD P1+ 300 300,000,000.00 10.05
3 JM FINANCIAL PRODUCTS PVT LTD P1+ 30 300,000,000.00 10.05
4 RABO INDIA FINANCE LTD P1+ 250 250,000,000.00 8.38
5 CHOLAMANDALAM DBS FINANCE LTD P1+ 200 200,000,000.00 6.70
6 CHOLAMANDALAM DBS FINANCE LTD A1+ 100 100,000,000.00 3.35
7 NICHOLAS PIRAMAL INDIA LTD A1+ 10 100,000,000.00 3.35
1,600,000,000.00 53.62
(b) COLLATERALISED BORROWING AND LENDING OBLIGATION 90,963,116.33 3.05
TOTAL….. 90,963,116.33 3.05
(c) NET CURRENT ASSETS 62,485,242.15 2.09
TOTAL….. 62,485,242.15 2.09
TOTAL NET ASSETS…. 2,984,037,602.03 100.00
NOTES :
1. Total NPAs provided for Nil
2. Total value and percentage of illiquid equity shares Nil
3. NAV at the beginning of the half-year period 1000.0000
4. NAV at the end of the half-year period 1000.0000
5. Exposure to derivative instrument at the end of the half-year period Nil
6. Investment in foreign securities/ADRs/GDRs at the end of the half-year period Nil
7. Average Maturity Period ( in days) 31.24
8. Dividend declared during the half-year period (Rs.) Gross * 73,673,313.78
* The Dividend net of Dividend Distribution Tax is Rs. 57,411,722.99
Liquid Benchmark Exchange Traded Scheme (Liquid BeES)
Sr. No. Scrip Name Sub-Industry Classification* Quantity Market Value (Rs.) % to NAV
EQUITY & EQUITY RELATED INSTRUMENTS
(a) LISTED
1 STATE BANK OF INDIA BANKS 639,016 1,022,585,354.00 49.59
2 PUNJAB NATIONAL BANK BANKS 364,124 185,794,271.00 9.01
3 BANK OF BARODA BANKS 460,532 130,491,742.20 6.33
4 BANK OF INDIA BANKS 439,046 111,188,399.50 5.39
5 STATE BANK OF INDIA (RIGHTS) BANKS 57,329 91,740,732.25 4.45
6 UNION BANK OF INDIA BANKS 616,347 86,750,840.25 4.21
7 INDUSTRIAL DEVELOPMENT BANK OF INDIA LTD BANKS 938,761 83,643,605.10 4.06
8 INDIAN OVERSEAS BANK BANKS 578,088 78,099,688.80 3.79
9 CANARA BANK BANKS 301,206 67,801,470.60 3.29
10 ORIENTAL BANK OF COMMERCE BANKS 335,425 59,470,852.50 2.88
11 CORPORATION BANK BANKS 168,177 47,425,914.00 2.30
12 ANDHRA BANK BANKS 643,268 47,344,524.80 2.30
13 SYNDICATE BANK BANKS 524,568 39,316,371.60 1.91
TOTAL….. 2,051,653,766.60 99.49
(b) NET CURRENT ASSETS 10,481,799.74 0.51
TOTAL….. 10,481,799.74 0.51
TOTAL NET ASSETS…. 2,062,135,566.34 100.00
*Classification as per SEBI Circular No. MFD/CIR/14/18337/2002 dated 19th September 2002
NOTES :
1. Total NPAs provided for Nil
2. Total value and percentage of illiquid equity shares Nil
3. NAV at the beginning of the half-year period ** 278.9690
4. NAV at the end of the half-year period 224.4491
5. Exposure to derivative instrument at the end of the half-year period Nil
6. Investment in foreign securities/ADRs/GDRs at the end of the half-year period Nil
7. Portfolio Turnover Ratio 2.81
8. Dividend declared during the half-year period Nil
** The Scheme was launched during the half - year ended March 31, 2008. The first NAV was declared on October 31, 2007
PSU Bank Benchmark Exchange Traded Scheme (PSU Bank BeES)
Half-yearly Portfolio Statement for the period ended March 31, 2008
Sr. No. Scrip Name Sub-Industry Classification* Quantity Market Value (Rs.) % to NAV
(a) EQUITY & EQUITY RELATED INSTRUMENTS
LISTED
1 NDTV LTD MEDIA & ENTERTAINMENT 99,000 38,139,750.00 9.92
2 LARSEN & TOUBRO LTD DIVERSIFIED 1,800 5,464,710.00 1.43
3 GTL LTD TELECOM - EQUIPMENT & ACCESSORIES 21,000 5,283,600.00 1.37
4 BANK OF BARODA BANKS 18,200 5,156,970.00 1.34
5 CANARA BANK BANKS 15,200 3,421,520.00 0.89
6 TATA STEEL LTD FERROUS METALS 4,584 3,182,900.40 0.83
7 ITC LTD CONSUMER NON DURABLES 14,625 3,016,406.25 0.78
8 HINDUSTAN PETROLEUM CORPORATION LTD PETROLEUM PRODUCTS 11,700 2,999,880.00 0.78
9 TECH MAHINDRA LTD SOFTWARE 4,200 2,962,050.00 0.77
10 UNION BANK OF INDIA BANKS 21,000 2,955,750.00 0.77
11 SUZLON ENERGY LTD INDUSTRIAL CAPITAL GOODS 11,000 2,901,800.00 0.75
12 BHARTI AIRTEL LTD TELECOM - SERVICES 3,500 2,891,875.00 0.75
13 JAIPRAKASH ASSOCIATES LTD CONSTRUCTION 12,000 2,718,600.00 0.71
14 INFOSYS TECHNOLOGIES LTD SOFTWARE 1,800 2,591,820.00 0.67
15 INDUSTRIAL DEVELOPMENT BANK OF INDIA LTD BANKS 28,800 2,566,080.00 0.67
16 NTPC LTD POWER 13,000 2,555,800.00 0.66
17 TATA CONSULTANCY SERVICES LTD SOFTWARE 3,000 2,431,350.00 0.63
18 OIL & NATURAL GAS CORPORATION LTD OIL 2,475 2,426,861.25 0.63
19 HINDALCO INDUSTRIES LTD NON - FERROUS METALS 14,355 2,370,010.50 0.62
20 HOTEL LEELA VENTURE LTD HOTELS 56,250 2,258,437.50 0.59
21 VOLTAS LTD CONSUMER DURABLES 9,000 1,616,850.00 0.42
22 MAHANAGAR TELEPHONE NIGAM LTD TELECOM - SERVICES 12,800 1,236,480.00 0.32
23 ORIENTAL BANK OF COMMERCE BANKS 6,000 1,063,800.00 0.28
24 JAIPRAKASH HYDRO POWER LTD POWER 18,750 1,012,500.00 0.26
25 ICICI BANK LTD BANKS 1,225 942,515.00 0.24
26 HINDUSTAN CONSTRUCTION CO LTD CONSTRUCTION 7,000 926,800.00 0.24
27 BOMBAY DYEING & MANUFACTURING CO LTD CHEMICALS 1,500 922,050.00 0.24
28 IVR PRIME URBAN DEVELOPERS LTD CONSTRUCTION 2,400 421,320.00 0.11
29 HOUSING DEVELOPMENT & INFRASTR LTD CONSTRUCTION 400 262,900.00 0.07
TOTAL….. 106,701,385.90 27.74
(b) DERIVATIVE INSTRUMENT
(Stock Futures for April 2008 expiring on April 24, 2008)
1 NDTV LTD (99,000) 37,813,050.00 9.83
2 LARSEN & TOUBRO LTD (1,800) 5,447,070.00 1.42
3 GTL LTD (21,000) 5,274,150.00 1.37
4 BANK OF BARODA (18,200) 5,179,720.00 1.35
5 CANARA BANK (15,200) 3,410,880.00 0.89
6 TATA STEEL LTD (4,584) 3,166,856.40 0.82
7 ITC LTD (14,625) 3,020,793.75 0.79
8 HINDUSTAN PETROLEUM CORPORATION LTD (11,700) 3,003,390.00 0.78
9 UNION BANK OF INDIA (21,000) 2,957,850.00 0.77
10 TECH MAHINDRA LTD (4,200) 2,954,280.00 0.77
11 BHARTI AIRTEL LTD (3,500) 2,894,500.00 0.75
12 SUZLON ENERGY LTD (11,000) 2,893,550.00 0.75
13 JAIPRAKASH ASSOCIATES LTD (12,000) 2,716,800.00 0.71
14 INFOSYS TECHNOLOGIES LTD (1,800) 2,580,840.00 0.67
15 NTPC LTD (13,000) 2,564,900.00 0.67
16 INDUSTRIAL DEVELOPMENT BANK OF INDIA LTD (28,800) 2,561,760.00 0.67
17 OIL & NATURAL GAS CORPORATION LTD (2,475) 2,438,865.00 0.63
18 TATA CONSULTANCY SERVICES LTD (3,000) 2,433,900.00 0.63
19 HINDALCO INDUSTRIES LTD (14,355) 2,373,599.25 0.62
20 HOTEL LEELA VENTURE LTD (56,250) 2,264,062.50 0.59
21 VOLTAS LTD (9,000) 1,600,650.00 0.42
22 MAHANAGAR TELEPHONE NIGAM LTD (12,800) 1,237,760.00 0.32
23 ORIENTAL BANK OF COMMERCE (6,000) 1,074,600.00 0.28
24 JAIPRAKASH HYDRO POWER LTD (18,750) 1,012,500.00 0.26
25 ICICI BANK LTD (1,225) 945,822.50 0.25
26 BOMBAY DYEING & MANUFACTURING CO. LTD (1,500) 926,025.00 0.24
27 HINDUSTAN CONSTRUCTION CO. LTD (7,000) 922,600.00 0.24
28 IVR PRIME URBAN DEVELOPERS LTD (2,400) 420,000.00 0.11
29 HOUSING DEVELOPMENT & INFRASTRUCTURE LTD (400) 264,340.00 0.07
106,355,114.40 27.67
(c) COLLATERALISED BORROWING AND LENDING OBLIGATION 226,945,929.91 58.98
TOTAL….. 226,945,929.91 58.97
(d) NET CURRENT ASSETS ** 51,121,411.21 13.29
TOTAL….. 51,121,411.21 13.29
TOTAL NET ASSETS…. 384,768,727.02 100.00
*Classification as per SEBI Circular No. MFD/CIR/14/18337/2002 dated 19th September 2002
** Includes Mark to Market margin payable on Derivative Positions outstanding as on March 31, 2008
NOTES :
1. Total NPAs provided for Nil
2. Total value and percentage of illiquid equity shares Nil
3. NAV at the beginning of the half - year period Growth 1,211.5095
Dividend 1,050.7548
4. NAV at the end of the half - year period Growth 1,263.2641
Dividend 1,095.6422
5. Exposure to derivative instruments at the end of the half - year period (Rs.) 106,355,114.40
6. Investment in foreign securities/ADRs/GDRs at the end of the half - year period Nil
7. Portfolio Turnover Ratio 4.01
8. Dividend declared during the half - year period Nil
Benchmark Derivative Fund
Sr. No. Scrip Name Sub-Industry Classification* Quantity Market Value (Rs.) % to NAV
EQUITY & EQUITY RELATED INSTRUMENTS
(a) LISTED
1 RELIANCE INDUSTRIES LTD PETROLEUM PRODUCTS 1,359 3,079,222.20 5.11
2 OIL & NATURAL GAS CORPORATION LTD OIL 1,999 1,960,119.45 3.25
3 NTPC LTD POWER 7,706 1,514,999.60 2.51
4 BHARTI AIRTEL LTD TELECOM - SERVICES 1,774 1,465,767.50 2.43
5 DLF LIMITED CONSTRUCTION 1,593 1,028,679.75 1.71
6 RELIANCE COMMUNICATION LTD TELECOM - SERVICES 1,929 983,307.75 1.63
7 BHARAT HEAVY ELECTRICALS LTD INDUSTRIAL CAPITAL GOODS 458 944,098.30 1.57
8 LARSEN & TOUBRO LTD DIVERSIFIED 273 828,814.35 1.37
9 ICICI BANK LTD BANKS 1,039 799,406.60 1.33
10 STATE BANK OF INDIA BANKS 487 779,321.75 1.29
11 INFOSYS TECHNOLOGIES LTD SOFTWARE 535 770,346.50 1.28
12 TATA CONSULTANCY SERVICES LTD SOFTWARE 915 741,561.75 1.23
13 ITC LTD CONSUMER NON DURABLES 3,521 726,206.25 1.20
14 STEEL AUTHORITY OF INDIA LTD FERROUS METALS 3,860 715,258.00 1.19
15 RELIANCE PETROLEUM LTD PETROLEUM PRODUCTS 4,206 656,977.20 1.09
16 HOUSING DEVELOPMENT FINANCE CORPORATION LTD FINANCE 265 630,633.75 1.05
17 WIPRO LTD SOFTWARE 1,366 590,248.60 0.98
18 TATA STEEL LTD FERROUS METALS 683 474,241.05 0.79
19 STERLITE INDUSTRIES (INDIA) LTD NON - FERROUS METALS 662 472,999.00 0.78
20 HINDUSTAN UNILEVER LTD DIVERSIFIED 2,035 465,608.00 0.77
21 HDFC BANK LTD BANKS 331 440,643.75 0.73
22 UNITECH LTD CONSTRUCTION 1,517 418,995.40 0.69
23 POWER GRID CORPORATION OF INDIA LTD POWER 3,934 386,712.20 0.64
24 CAIRN INDIA LTD OIL 1,663 372,678.30 0.62
25 SUZLON ENERGY LTD INDUSTRIAL CAPITAL GOODS 1,399 369,056.20 0.61
26 GAIL (INDIA) LTD GAS 790 336,105.50 0.56
27 RELIANCE ENERGY LTD POWER 221 276,437.85 0.46
28 NATIONAL ALUMINIUM COMPANY LTD NON - FERROUS METALS 602 271,983.60 0.45
29 IDEA CELLULAR LTD TELECOM - SERVICES 2,463 252,826.95 0.42
30 SATYAM COMPUTER SERVICES LTD SOFTWARE 626 248,115.10 0.41
31 TATA POWER COMPANY LTD POWER 206 241,329.00 0.40
32 SUN PHARMACEUTICAL INDUSTRIES LTD PHARMACEUTICALS 191 234,805.85 0.39
33 ABB LTD INDUSTRIAL CAPITAL GOODS 198 233,630.10 0.39
34 TATA MOTORS LTD AUTO 360 224,172.00 0.37
35 MARUTI SUZUKI INDIA LTD AUTO 270 223,290.00 0.37
36 GRASIM INDUSTRIES LTD CEMENT 86 221,475.80 0.37
37 SIEMENS LTD INDUSTRIAL CAPITAL GOODS 315 194,166.00 0.32
38 HINDALCO INDUSTRIES LTD NON - FERROUS METALS 1,147 189,369.70 0.31
39 AMBUJA CEMENTS LTD CEMENT 1,423 172,254.15 0.29
40 STATE BANK OF INDIA (RIGHTS) BANKS 103 164,825.75 0.27
41 MAHINDRA & MAHINDRA LTD AUTO 230 160,321.50 0.27
42 CIPLA LTD PHARMACEUTICALS 726 159,720.00 0.26
43 HCL TECHNOLOGIES LTD SOFTWARE 622 157,521.50 0.26
44 RANBAXY LABORATORIES LTD PHARMACEUTICALS 349 153,019.05 0.25
45 PUNJAB NATIONAL BANK BANKS 295 150,523.75 0.25
46 ACC LTD CEMENT 175 144,576.25 0.24
47 BHARAT PETROLEUM CORPORATION LTD PETROLEUM PRODUCTS 338 138,089.90 0.23
48 TATA COMMUNICATIONS LTD TELECOM - SERVICES 266 136,444.70 0.23
49 HERO HONDA MOTORS LTD AUTO 187 129,880.85 0.22
50 ZEE ENTERTAINMENT ENTERPRISES LTD MEDIA & ENTERTAINMENT 405 99,650.25 0.17
51 DR. REDDY'S LABORATORIES LTD PHARMACEUTICALS 157 92,826.25 0.15
TOTAL….. 26,623,264.55 44.15
(b) Certificate of Deposits
ICICI BANK LTD 333,000 32,680,996.82 54.20
TOTAL….. 32,680,996.82 54.20
(c) NET CURRENT ASSETS 996,165.95 1.65
TOTAL….. 996,165.95 1.65
TOTAL NET ASSETS….. 60,300,427.32 100.00
*Classification as per SEBI Circular No. MFD/CIR/14/18337/2002 dated 19th September 2002
NOTES :
1. Total NPAs provided for Nil
2. Total value and percentage of illiquid equity shares Nil
3. NAV at the beginning of the half-year period Class A Units 144.7557
Class B Units 148.3584
4. NAV at the end of the half-year period Class A Units 139.9139
Class B Units 163.3356
5. Exposure to derivative instrument at the end of the half-year period Nil
6. Investment in foreign securities/ADRs/GDRs at the end of the half-year period Nil
7. Portfolio Turnover Ratio 0.06
8. Dividend declared during the half-year period Nil
Benchmark Split Capital Fund - Balanced