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Satrix

Use our indexing capabilities to build smarter portfolios.

Satrix is the pioneer of index-tracking investment capabilities in South Africa. We see clients as partners because we work with you to solve your investment challenges. We provide benefits of scale when it comes to operational excellence and trading.

We support a core-satellite approach to investing. The contemporary discussion has moved past the ‘active versus passive’ debate – the smart question is how to blend these investment styles into a well-constructed portfolio.

For detailed information on Satrix, you can download the full brochure.

Download brochure

Our Investment Philosophy

We provide you with a proven, quantitative and disciplined way to generate returns from your chosen exposure.

We believe that understanding the source and nature of all risks that investors are exposed to provides a clearer line of sight into the extent and nature of the potential returns available. The marriage between this and sound risk management practice and discipline is pivotal to reaching one’s investment objectives.

We take advantage of market returns in a systematic and disciplined way. Our in-depth understanding of -

  • sources of return and risk
  • costs

and their drivers, means that we can provide you with more precise exposure.

Our index-tracking journey has evolved to give you flexible ways to use our insights.

Our philosophy is built on the foundation of having an acute understanding of risk.

How We Can Meet Your Needs

Whether you know what you need or want us to analyse your requirements – we can help.

Your Requirement:

We Offer:

You identify an indexed solution
you know the specific index or combination of indices you want tracked
We offer the index-tracking portfolio, either as a single building block or a multi-asset class portfolio
You identify missing components in your portfolio exposure
you want to know how best to access this
We analyse your requirement and provide the optimal index-tracking solution to meet the desired exposure
You want to review how indexed solutions can benefit your portfolio
you need a full portfolio analysis and solution
We provide a detailed analysis of risk and factor-specific exposure along with a proposed customised solution that draws on our portfolio construction and risk management expertise

Quarterly Updates Q2, 2016*

Satrix Momentum Composite

6m 1yr 2yrs
Portfolio 2.69% 5.33% 10.96%
Benchmark 2.81% 5.57% 11.72%
Excess -0.12% -0.25% -0.75%

Satrix Momentum Composite

6m 2.69%
1yr 5.33%
2yrs 10.96%

6m 2.81%
1yr 5.57%
2yrs 11.72%

6m -0.12%
1yr -0.25%
2yrs -0.75%

*as at 30 June 2016

Satrix Momentum Composite

Satrix Momentum Composite

% of Equities % of Portfolio
Naspers Ltd 20.23% 19.75%
British Am. Tobacco Plc 6.20% 6.05%
Steinhoff Int Hldgs N.v 5.95% 5.81%
FirstRand Ltd 5.38% 5.25%
Mediclinic International PLC 4.30% 4.20%
MTN Group Ltd 3.82% 3.73%
Sasol Ltd 3.79% 3.70%
Brait SA 3.55% 3.46%
Sibanye Gold Ltd 3.53% 3.44%
Pick n Pay Stores Ltd 3.40% 3.32%
60.15% 58.72%

Satrix Momentum Composite

% of Equities 20.23%
% of Portfolio 19.75%

% of Equities 6.20%
% of Portfolio 6.05%

% of Equities 5.95%
% of Portfolio 5.81%

% of Equities 5.38%
% of Portfolio 5.25%

% of Equities 4.30%
% of Portfolio 4.20%

% of Equities 3.82%
% of Portfolio 3.73%

% of Equities 3.79%
% of Portfolio 3.70%

% of Equities 3.55%
% of Portfolio 3.46%

% of Equities 3.53%
% of Portfolio 3.44%

% of Equities 3.40%
% of Portfolio 3.32%

% of Equities 60.15%
% of Portfolio 58.72%

*as at 30 June 2016

Find out more from the investment team in our latest quarterly commentary

*as at 30 June 2016

Sanlam Investment Management

SA Satrix Domestic Tracker ALSI Momentum

Compliance Statement
Sanlam Investment Management claims compliance with the Global Investment Performance Standards (GIPS®) and has prepared and presented this report in compliance with the GIPS standards. Sanlam Investment Management has been independently verified for the periods 1 January 1999 through 31 December 2014. The verification reports are available upon request.

Definition of Firm
Sanlam Investment Management (SIM) is a 100% owned operating entity within Sanlam Life Insurance Limited. The firm comprises all fee-paying portfolios managed by Sanlam Investment Management. SIM's subsidiaries and divisions are excluded unless specifically stated.The Firm includes SIM Namibia Ltd. SIM Hedgeco is excluded from the firm since 1 January 2011.

Fees
Performance figures are presented gross of management fees, custodial fees and withholding taxes but net of all trading expenses.

Fee Schedule
See Appendix A for Fees Structure

List of Composites
A complete listing and description of all composites is available on request.

Minimum Account Size
This composite include all discretionary, fee-paying accounts invested according to the composite investment strategy with a market value exceeding R20 000 000. Accounts meeting these criteria must be under management for a month before being included in this composite.

Cashflow Definition
Since January 2005 SIM exludes portfolios from composites when a Significant Cash Flow occurs. A significant cash flow occurs when the absolute value of a specific portfolio’s net cash flow for the month under review exceeds its market value at the beginning of that month by more than 15%. This is only applicable to composites with more than two portfolios.

Calculation Methology

  • Performance results presented have been calculated in accordance with the methodology prescribed by GIPS.
  • Total returns are calculated using realised and unrealised gains plus income.
  • Statpro Performance & Attribution is used to calculate performance. This system calculates daily performances. Cash flows are assumed to happen at the start of the day. Daily returns are geometrically linked. All daily pooled vehicles are priced daily and monthly pooled vehicles are priced monthly and unit prices are also calculated daily.
  • Accrued income is included in the market values of all fixed-income securities. Returns from cash and cash equivalents are included in total-return calculations.
  • Performance is calculated net of trading expenses and gross of management fees.
  • Monthly composite returns are calculated by weighting each account's return by its beginning market value as a percentage of the total composite beginning market value.
  • Performance results are expressed in South African Rand.
  • Policies for valuing portfolios, calculationg performances and preparing compliant presentations are available on request.
  • Dispersion is calculated by using the asset-weighted standard deviation of all portfolios that where included in the composite for the entire year.

Policies for valuing portfolios, calculating performance, and preparing compliant presentations are available upon request.

Contact us on institutional@sanlaminvestments.com for more information.

The Investment Team

The most experienced team in the market.

Helena Conradie

Helena Conradie

Chief Executive Officer
B.Sc, M.Sc (cum laude), CFA

Jason Liddle

Jason Liddle

Chief Investment Officer
B.Com (Economics), HCertFMI (cum laude), FRM

Johann Hugo

Johann Hugo

Portfolio Manager
B.Comm (Hons)

Jenny Albrecht

Jenny Albrecht

Portfolio Manager
B.Comm, CFA

Rick Martin

Rick Martin

Chief Financial Officer
B.Comm (Hons), CA (SA)

Lauren Jacobs

Lauren Jacobs

Portfolio Manager
B.Bus.Sc (Finance)

Henriqueco Visser

Henriqueco Visser

Portfolio Manager
B.Sc Mathematical Statistics
& Computer Science

Jason Swartz

Jason Swartz

Investment Strategist
B.Bus.Sc, M.Bus.Sc, CFA

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Find Out More

For detailed information on Satrix, download the full brochure

Please visit our institutional portal for articles relating to this investment strategy.

Contact us at institutional@sanlaminvestments.com / 021 950 2500.

Sanlam Life Insurance is a licensed financial service provider.
Copyright © Sanlam