quant Mutual Fund Finally Comes Clean on 'Inquiries' from SEBI, MF Industry Is Watching with Apprehension
Moneylife Digital Team 16 July 2024
On 23 June 2024, Moneycontrol reported that the Securities and Exchange Board of India (SEBI) officials had conducted search-and-seizure operations at quant Mutual Fund (MF) as part of an investigation into suspected front-running of trades.
 
Following this, quant MF had written to its investors that it had received 'inquiries from SEBI'. It also later sent another letter to investors answering their frequently asked questions (FAQs), in which the mutual fund house had said that the SEBI enquiry was a "regular ongoing process globally by the regulator to collect data and analyse it." This irritated and incensed SEBI because it had done a search-and-seizure operation, not a routine enquiry or regular ongoing process. 
 
The fund house was then forced to issue a letter via email, stating, "We would like to clarify that the data collected by the regulator was not part of any regular process but was part of a court-approved search and seizure operation with respect to an ongoing investigation initiated by SEBI."
 
The email added, "We want to assure you that quant Mutual Fund is a regulated entity, and we are always fully committed to cooperating with the regulator throughout any review. We will provide all necessary support and continue to furnish data to SEBI on a regular and as-needed basis."
 
Amid the ongoing investigation, Harshal Patel stepped down from his position as chief financial officer (CFO) due to personal reasons. The company informed investors that Shashi Kataria would assume the role of CFO effective 1 July 2024. 
 
Following this announcement, quant Mutual Fund issued a clarification to address rumours circulating in the media. The MF said that Mr Patel had resigned on 19 February 2024 and provided additional details about the transition. According to the clarification, Mr Kataria joined the company on 10 June 2024. On 1 July 2024, a board meeting was convened where Mr Kataria was officially appointed to multiple roles, including CFO, operations head and executive director of quant Money Managers Ltd.
 
quant has been a source of wonder for the mutual fund community. Its growth has been meteoric, a result of a massive market boom in small-cap stocks and the fund house's large bets on the top-performing momentum stocks, including those of the Adani group. In March 2020, its assets under management (AUMs) were only Rs233 crore. By January 2024, its AUMs had crossed Rs50,000 crore with 54 lakh folios. By July 2024, the AUMs had risen to an eye-popping Rs94,000 crore with more than 8mn (million) folios. quant small-cap schemes AUMs have grown by more than 130x in the past three years to reach around Rs22,967.2 crore as of 30 June 2024. 
 
According to other mutual funds, the driver of quant is not a team of professionals but Sandeep Tandon, a maverick. quant has a team of just four in research and fund management compared to 40 in peers like HDFC Mutual Fund and 25 in Kotak Mutual Fund. Its three fund managers Ankit Pande, Vasav Sahgal and Sanjeev Sharma manage all the schemes. Mr Sharma, one of its equity fund managers, specialises in debt securities. The fund managers take home between Rs15 lakh - Rs40 lakh pa (per annum), which is a fraction of the market rates, according to media reports. According to industry sources, all investment decisions are taken by Mr Tandon. Investors certainly cannot complain, though.
 
Despite many ‘red flags’, as industry sources like to point out, what has shut up its critics over the years is quant's outstanding performance. Almost every scheme of quant has topped the charts and beaten both its nearest competitor and benchmark widely. quant has certainly shown some high jinks. It has rapidly moved in and out of large positions, including a large position in Adani stocks, which were offloaded before the exposé by Hindenburg. Often quant has picked a small set of stocks which it populates irrespective of the scheme's scope and objective which may be a violation of SEBI rules. 
 
Right now, in a fund called 'momentum', the top-2 holdings accounting for 21% of the assets are HDFC Bank and Reliance Industries. In a scheme called value (which is often the opposite of momentum strategy, the top-2 holdings are the same two stocks HDFC Bank and Reliance Industries, with a combined exposure of the same 21%.
 
Critics like to say that essentially, the Rs94,000 crore that investors have put into quant is not managed by a process and system but by one person and his momentum strategy.
 
If this is true, it would pose a systemic risk that SEBI needs to think of. Even if it is a one-man show, and Mr Tandon has a golden touch, it would be in his interest to give quant the look and feel of an institution with thoughts and processes. But, for that, he has to recruit a different quality of people and pay much higher salaries. To address SEBI’s voluminous queries would itself require a team. In a one-man show, the man has to answer all the questions himself.  
 
Separately, Quantum Mutual Fund is battling a court case against quant MF on the name issue. Its website points out that "Quantum MF follows an Investor First approach and has initiated many best practices which the industry has adopted years and decades after Quantum MF adopted them. Quantum MF has a robust research and investment process, and offers simple investment solutions for sensible, long-term investing. A suit has been filed in the Bombay High Court against quant MF, restricting the use of the trade name quant Mutual Fund which creates confusion with the trade name Quantum Mutual Fund. This suit is pending with the High Court. Furthermore, we have issued multiple clarifications to investors, distributors and brokers on the confusion caused by the use of a similar sounding name by another mutual fund house - which was launched 12 years after we launched Quantum Mutual Fund." 
 
One may ask when Mr Tandon took over Escorts MF and asked permission for management change, how did SEBI allow him to call it quant Mutual Fund, knowing it would create confusion?
   
Meanwhile, the fund industry is waiting for the outcome of the SEBI investigation and subsequent actions. If Mr Tandon is found guilty, the industry, which is heavily regulated, will face stricter compliance rules. "We will all be tarred by the same brush," worries a CEO of an asset management company.
Comments
njayacivil
3 months ago
The news heading is different and story inside is different. No where it is reported that SEBI has given clean chit to Quant mutual fund.
enjoyment4fun
3 months ago
The decision entities, though flaunting IIMA PGDBM , is not well versed with stock market business.
One can predict direction of equity in the short term, which when coupled with portfolio churning yields profit like quant MF has shown.
Front running, cases are settled like Aditya Birla MF front running case by the entity.
quant MF has been misunderstood as the MF will never reveal it's secret strategy just as they put up a VLRT front.
The strategy is simple, use Bollinger bands, FII inflows, market rumours of block deals etc to churn portfolio on almost alternate days without charging expense ratio.
The killing is rise of AUM which itself gives massive returns to portfolio manager and CEO
It's win win strategy for the fund and a death knell to competition.
SV Prasad
3 months ago
VLRT model is analytics intensive research and strategy based model based on several local and international market and economic parameters as Mr. Tandon explained often., which is naturally a momentum based approach which carries portfolio turnover much higher than peers. No information is shared as to who designed such complex model and its derived algorithms designed locally or internationally. So in plain words even many of their investors are also of fence sitter kind, who will remain so long as some music is on and the play is running, and flip the very next month or year when the music stops. So long as it lasts, let it keep coming
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