CoreShares Scientific Beta Multi Factor ETF  
South African--Equity--General
 
Focus and Objective
The objective of the portfolio is to track the Scientific Beta CS South Africa Six-Factor Equal Weighted Index. This strategy is created to offer exposure to well-rewarded, academically grounded risk factors, whilst diversifying away as much as possible from non-rewarded, non-systematic risks.

The index, which is constructed and maintained by the EDHEC-Risk Institute in France, provides exposure to the 51 largest and most liquid shares listed on the JSE (primary and secondary) and is rebalanced quarterly

Management
CoreShares Asset Management
 
Comparative Performance
 
 
Technical Overview
Formation Date: 10 Jul 2019
JSE Code: SMART
Benchmark: Scientific Beta CS South Africa 6FEW Index
Holdings: n/a
Unit Holders: n/a
Original Price: 4700
Pricing System: Forward
Income Decl: 31/03,30/06,30/09,31/12
Minimum Lump Sum: n/a
Minimum Monthly: n/a
Risk Rating: High
 
Dividend Yield
Vertical lines represent dividends.
 
Dividend History (last 3 years)
8 Oct 2019 43.76c
30 Jun 2019 0.00c

Fees
TER: n/a
Annual: %
Performance: n/a
 
Top Holdings on 30 Sep 2019
Share No Units Value (Rm) % of Fund
SOUTH32 282 345 7.52 6.09%
BHP 20 134 6.55 5.30%
AB INBEV 4 481 6.47 5.23%
ANGGOLD 20 723 5.89 4.76%
MTN GROUP 57 713 5.56 4.50%
Totals   31.99 25.88%

 
Asset Allocation
 
Sectoral Breakdown
CoreShares Scientific Beta Multi Factor ETF
Price
 
Performance to 13 Dec 2019
R1 000 Lumpsum (NAV-NAV Incl. Dividends)
Period Return Value(R) Inflation(R)
3 Months 1.95% 1 019.50 1 003.50
 
R100 per Month (NAV-NAV Incl. Dividends)
Period Return Value(R) Inflation(R)
3 Months 3.75% 307.57 300.62
* Values for periods greater than one year are annualised
 
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