STANLIB Quants Fund
MANAGEMENT Fund Manager's Comment
Patrick Mamathuba
Patrick joined STANLIB in 1999 holding various positions including bond trader, portfolio manager and chief investment officer. He holds a B. Com (UCT), a B. Com Honours (UNISA) and is a CFA charter holder. Patrick is the head of Alternative Investments at STANLIB.
Teboho Tsotetsi
Teboho joined STANLIB in 2007 as an analyst. He holds a Master s degree in Quantitative Risk Management from North West University and is currently assistant fund manager responsible for passive and active quantitative funds.

The STANLIB Quants Fund's main aim is to achieve stable medium to long-term capital growth with lower volatility than that of general equity portfolios. Income generation is a secondary objective. In order to achieve these aims, the portfolio makes use of quantitative techniques in respect of style analysis, sector rotation and stock selection. The equity selections style will rotate between growth and value shares. The portfolio will invest in South African listed securities and non-equity securities, such as ordinary shares, preference shares, convertible securities, futures, options, warrants, bonds as well as money market instruments. This portfolio may not have any direct and/or indirect foreign exposure.

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SectorSouth African-Multi Asset-Flexible
Sector Rank: 39 out of 47
(lump sum over 3 years to 31 July 2017)
Overall Rank: 734 out of 818
(lump sum over 3 years to 31 July 2017)
R1000 invested on 31 July 2014 was worth R 1047 at 31 July 2017
( 1.55% annual compound return)
R100 per month since 31 July 2014 was worth R 3746 at 31 July 2017
( 2.57% annual return compounded monthly)
Formation Date:02 MAY 2001 Holdings:35
Original Price:100 Pricing:Forward
Top Holdings on 31 July 2017
Share (Sector)No.Value% of Fund
ANGLO (Mining)9,4232,408,707 2.06 %
BATS (Tobacco)3,2432,690,069 2.30 %
NASPERS-N (Media)6,01920,771,569 17.79 %
DERIVATIV (Derivatives)0343,989 0.29 %
STANBANK (Banks)22,4564,393,741 3.76 %
U-STINLIX (Income)23,775,27323,757,118 20.35 %
ASPEN (Pharmaceuticals - Biotechnology)7,3642,043,510 1.75 %
REMGRO (General Industrials)10,4642,469,504 2.12 %
CASH (Cash on call)03,262,159 2.79 %
VODACOM (Mobile Telecommunications)18,9672,763,113 2.37 %
TOTAL R64,903,47955.58%

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