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General SENS Submitter Company - Index Change Advice 20230619 June 2023 Quarterly Review ICA

Release Date: 01/06/2023 07:15
Code(s): GSSC     PDF:  
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Index Change Advice – 20230619 June 2023 Quarterly Review ICA

                         FTSE/JSE Africa Index Series - Quarterly Review
                                                    31 May 2023
All constituent, sector, free float and shares in issue changes will be applied after the close of business on Thursday,
15 June 2023 and will be effective Monday, 19 June 2023.

                                            Classification Changes
 Ticker     Constituent                  ISIN                  Previous Code & Sub-sector         New Code & Sub-sector
 KRO        Karooooo                     SGXZ19450089          10101015 - Software                10101010 - Computer Services
 ORN        Orion Minerals Limited       AU000000ORN1          55103025 - Gold Mining             55102000 - General Mining

                                               Free Float Changes
Due to the Ground Rule applicable to the treatment of free floats at the June review, FTSE/JSE published an
appendix to the ICA which is available at this link:
20230619 June 2023 Quarterly Review ICA Appendix

Ground Rule 4.3.6:
Free float will be calculated using available published information rounded to 12 decimal places.
In June, a constituent’s free float will be updated regardless of size. No buffers are applied.


                                       SWIX Portfolio Weight Changes
Due to the Ground Rule applicable to the treatment of free floats at the June review, FTSE/JSE published an
appendix to the ICA which is available at this link:
20230619 June 2023 Quarterly Review ICA Appendix

Ground Rule 4.3.6:
Free float will be calculated using available published information rounded to 12 decimal places.
In June, a constituent’s free float will be updated regardless of size. No buffers are applied.


                                           Shares in Issue Changes
Due to the Ground Rule applicable to the treatment of shares in issue at the June review, FTSE/JSE published an
appendix to the ICA which is available at this link:
20230619 June 2023 Quarterly Review ICA Appendix

Ground Rule 6.6.3:
In June, a constituent’s shares are updated regardless of size. No buffers are applied


                                       FTSE/JSE All Share (J203; J303)
NO CONSTITUENT ADDITIONS OR DELETIONS

                                     FTSE/JSE Top 40 (J200; J2EQ; J300)
NO CONSTITUENT ADDITIONS OR DELETIONS

Index Reserve List
 Ticker       Constituent                           ISIN                  Free Float                    Rank
 HAR          Harmony GM Co Ltd                     ZAE000015228                87.829999989198%           36
 PPH          Pepkor Holdings Ltd                   ZAE000259479                56.078089450368%           42
 TBS          Tiger Brands Ltd                      ZAE000071080                86.559999729382%           44
 LHC          Life Healthc Grp Hldgs Ltd            ZAE000145892                93.450000007565%           45
 TFG          The Foschini Group Limited            ZAE000148466                96.862079955339%           46


                                                       Page 1 of 6
                                       FTSE/JSE Mid Cap (J201)
NO CONSTITUENT ADDITIONS OR DELETIONS




                                       FTSE/JSE Small Cap (J202)
NO CONSTITUENT ADDITIONS OR DELETIONS



                                       FTSE/JSE Fledgling (J204)
Equities for inclusion to index
 Ticker   Constituent                       ISIN              SII                   Free Float            Rank
 PMR      Premier Group Limited             ZAE000320321             128,905,800      52.871361878209%      103

Equities for exclusion from index
NO CONSTITUENT DELETIONS

                                       FTSE/JSE Large Cap (J205)
NO CONSTITUENT ADDITIONS OR DELETIONS



                                  FTSE/JSE Large & Mid Cap (J206)
NO CONSTITUENT ADDITIONS OR DELETIONS




                              FTSE/JSE Shariah Top 40 (J140; J141)
Equities for inclusion to index
 Ticker   Constituent                       ISIN              SII                   Free Float             Rank
 MTN      MTN Group Ltd                     ZAE000042164            1,884,269,758      95.660000026387%        8
 CLS      Clicks Group Ltd                  ZAE000134854              243,969,611      99.899999840554%       31

Equities for exclusion from index
NO CONSTITUENT DELETIONS



                                  FTSE/JSE Shariah All Share (J143)
Equities for inclusion to index
 Ticker   Constituent                       ISIN              SII                   Free Float             Rank
 MTN      MTN Group Ltd                     ZAE000042164            1,884,269,758      95.660000026387%       15
 CLS      Clicks Group Ltd                  ZAE000134854              243,969,611      99.899999840554%       39
 TFG      The Foschini Group Limited        ZAE000148466              331,027,300      96.862079955339%       56

Equities for exclusion from index
NO CONSTITUENT DELETION




                                                Page 2 of 6
                            FTSE/JSE Resource 10 (J210; J310; J3EQ)
NO CONSTITUENT ADDITIONS OR DELETIONS

Index Reserve List
 Ticker   Constituent                        ISIN                 Free Float            Rank
 HAR      Harmony GM Co Ltd                  ZAE000015228           87.829999989198%      11
 EXX      Exxaro Resources Ltd               ZAE000084992           68.999271845714%      12
 SAP      Sappi Ltd                          ZAE000006284           99.500000032629%      13



                            FTSE/JSE Industrial 25 (J211; J311; J5EQ)
NO CONSTITUENT ADDITIONS OR DELETIONS

Index Reserve List
 Ticker   Constituent                        ISIN                 Free Float            Rank
 BAW      Barloworld Ltd                     ZAE000026639           94.090000322556%      26
 PIK      Pick n Pay Stores Ltd              ZAE000005443           70.572485857193%      28
 TXT      Textainer Group Hldgs Ltd          BMG8766E1093           24.547759411488%      29



                                 FTSE/JSE Financial 15 (J212; J4EQ)
NO CONSTITUENT ADDITIONS OR DELETIONS

Index Reserve List
 Ticker   Constituent                        ISIN                 Free Float            Rank
 MTM      Momentum Met Hldgs Ltd             ZAE000269890           86.100000032321%      16
 FFA      Fortress Real Est Inv A            ZAE000248498           99.550000022994%      17
 FFB      Fortress Real Est Inv B            ZAE000248506           73.205851055774%      17
 NY1      Ninety One Limited                 ZAE000282356           80.340000218735%      18
 N91      Ninety One plc                     GB00BJHPLV88           33.656490860716%      18



                           FTSE/JSE Financial and Industrial 30 (J213)
Equities for inclusion to index
 Ticker   Constituent                     ISIN              SII                   Free Float            Rank
 PPH      Pepkor Holdings Ltd             ZAE000259479            3,672,187,103      56.078089450368%      30

Equities for exclusion from index
 Ticker   Constituent                        ISIN                 Free Float            Rank
 TFG      The Foschini Group Limited         ZAE000148466          96.899999788537%       34

Index Reserve List
 Ticker   Constituent                        ISIN                 Free Float            Rank
 TBS      Tiger Brands Ltd                   ZAE000071080           86.559999729382%      32
 LHC      Life Healthc Grp Hldgs Ltd         ZAE000145892           93.450000007565%      33
 TFG      The Foschini Group Limited         ZAE000148466           96.862079955339%      34



                           FTSE/JSE Alternative Exchange Index (J232)
Equities for inclusion to index
 Ticker   Constituent                     ISIN              SII                   Free Float            Rank
 CPR      Copper 360 Limited              ZAE000318531             629,692,119       37.399999919643%       5


                                              Page 3 of 6
Equities for exclusion from index
NO CONSTITUENT DELETIONS



                                         FTSE/JSE ALTX 15 (J233)
Equities for inclusion to index
 Ticker    Constituent                            ISIN             SII                  Free Float            Rank
 CPR       Copper 360 Limited                     ZAE000318531            629,692,119      37.399999919643%       2

Equities for exclusion from index
NO CONSTITUENT DELETIONS

Index Reserve List
No eligible companies remaining on reserve list



                                FTSE/JSE Preference Share Index (J251)
NO CONSTITUENT ADDITIONS OR DELETIONS



                              FTSE/JSE SA Listed Property Index (J253)
NO CONSTITUENT ADDITIONS OR DELETIONS

Index Reserve List
No eligible companies remaining on reserve list




                                FTSE/JSE Capped Property Index (J254)
NO CONSTITUENT ADDITIONS OR DELETIONS

Index Reserve List
 Ticker    Constituent                              ISIN                 Free Float           Rank
 L2D       Liberty Two Degrees LTD                  ZAE000260576           37.200000082779%     21



                                        FTSE/JSE Dividend+ (J259)
INDEX NOT REVIEWED THIS QUARTER



                                       FTSE/JSE Value Index (J330)
NO CONSTITUENT ADDITIONS OR DELETIONS




                                      FTSE/JSE Growth Index (J331)
NO CONSTITUENT ADDITIONS OR DELETIONS




                                                     Page 4 of 6
                      FTSE/JSE Shareholder Weighted Top 40 (J400; J430)
Equities for inclusion to index
 Ticker   Constituent                         ISIN              SII                  Free Float            Rank
 RNI      Reinet Investments S.C.A            LU0383812293             195,941,286      69.034816378617%      34

Equities for exclusion from index
 Ticker   Constituent                            ISIN                 Free Float           Rank
 TFG      The Foschini Group Limited             ZAE000148466          96.899999788537%      45

Index Reserve List
 Ticker   Constituent                           ISIN                  Free Float           Rank
 HAR      Harmony GM Co Ltd                     ZAE000015228            87.829999989198%     36
 TBS      Tiger Brands Ltd                      ZAE000071080            86.559999729382%     43
 LHC      Life Healthc Grp Hldgs Ltd            ZAE000145892            93.450000007565%     44
 TFG      The Foschini Group Limited            ZAE000148466            96.862079955339%     45
 PPH      Pepkor Holdings Ltd                   ZAE000259479            56.078089450368%     46


                     FTSE/JSE Shareholder Weighted All Share (J403; J433)
NO CONSTITUENT ADDITIONS OR DELETIONS



                                     FTSE/JSE Tradable Property (J800)
Equities for inclusion to index
 Ticker   Constituent                         ISIN              SII                  Free Float            Rank
 MLI      Industrials REIT Limited            GG00BFWMR296             298,775,175       9.336964045512%      10

Equities for exclusion from index
 Ticker   Constituent                            ISIN                 Free Float           Rank
 VKE      Vukile Property Fund Ltd               ZAE000180865          92.208700864582%      11



                                       FTSE/JSE All Property (J803)
NO CONSTITUENT ADDITIONS OR DELETIONS



                                         FTSE/JSE SA REIT (J805)
NO CONSTITUENT ADDITIONS OR DELETIONS



                                 FTSE/JSE SWIX Resource 10 (JSZ0)
NO CONSTITUENT ADDITIONS OR DELETIONS

Index Reserve List
 Ticker   Constituent                            ISIN                 Free Float           Rank
 HAR      Harmony GM Co Ltd                      ZAE000015228           87.829999989198%     11
 EXX      Exxaro Resources Ltd                   ZAE000084992           68.999271845714%     12
 SAP      Sappi Ltd                              ZAE000006284           99.500000032629%     13




                                                  Page 5 of 6
                                        FTSE/JSE SWIX Industrial 25 (JSZ1)
NO CONSTITUENT ADDITIONS OR DELETIONS

Index Reserve List
 Ticker        Constituent                                  ISIN                        Free Float                Rank
 BAW           Barloworld Ltd                               ZAE000026639                  94.090000322555%          26
 PIK           Pick n Pay Stores Ltd                        ZAE000005443                  70.572485857193%          28
 TXT           Textainer Group Hldgs Ltd                    BMG8766E1093                  24.547759411488%          29



                                        FTSE/JSE SWIX Financial 15 (JSZ2)
NO CONSTITUENT ADDITIONS OR DELETIONS

Index Reserve List
 Ticker        Constituent                                  ISIN                        Free Float                Rank
 MTM           Momentum Met Hldgs Ltd                       ZAE000269890                  86.100000032321%          16
 FFA           Fortress Real Est Inv A                      ZAE000248498                  99.550000022994%          17
 FFB           Fortress Real Est Inv B                      ZAE000248506                  73.205851055774%          17
 NY1           Ninety One Limited                           ZAE000282356                  80.340000218735%          18
 N91           Ninety One plc                               GB00BJHPLV88                  33.656490860716%          18



                             FTSE/JSE SWIX Financial and Industrial 30 (JSZ3)
Equities for inclusion to index
 Ticker        Constituent                              ISIN                      SII                    Free Float            Rank
 PPH           Pepkor Holdings Ltd                      ZAE000259479                    3,672,187,103       56.078089450368%      30

Equities for exclusion from index
 Ticker        Constituent                                  ISIN                        Free Float                Rank
 TFG           The Foschini Group Limited                   ZAE000148466                 96.899999788537%           34

Index Reserve List
 Ticker        Constituent                                 ISIN                         Free Float                Rank
 TBS           Tiger Brands Ltd                            ZAE000071080                   86.559999729382%          32
 LHC           Life Healthc Grp Hldgs Ltd                  ZAE000145892                   93.450000007565%          33
 TFG           The Foschini Group Limited                  ZAE000148466                   96.862079955339%          34



For further information please contact FTSE Russell Client Services at info@ftserussell.com or indices@jse.co.za or call:

 Australia              +1800 653 680
 Hong Kong              +852 2164 3333
 Japan                  +81 3 4563 6346
 London                 +44 (0) 20 7866 1810
 New York               +1866 551 0617

 JSE Limited            +27 11 520
 7000


Alternatively please visit our website at www.ftserussell.com or www.ftsejse.co.za

                                     Terms of Use | Copyright © 2023 FTSE Russell




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Date: 01-06-2023 07:15:00
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