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Index Change Advice – 20180925 September 2018 All Share Factor Indices Review ICA
FTSE/JSE Africa Index Series – All Share Factor Indices Review
14 September 2018
The following changes will be made to the FTSE/JSE All Share Factor Indices after close of business on Friday,
21 September 2018 and will be effective at start of business on Tuesday, 25 September 2018.
FTSE/JSE All Share Comprehensive Factor Index (J203CF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
MIX Mix Telematics ZAE000125316 604,420,145 51.109999981883
PPC PPC Ltd ZAE000170049 1,591,759,954 91.400000002764
BTI British American Tobacco PLC GB0002875804 2,456,278,414 10.272370817651
CCO Capital & Counties Properties GB00B62G9D36 849,103,915 42.777584409115
PLC
TEX Texton Property Fund ZAE000190542 376,066,766 34.299999803758
COH Curro Holdings ZAE000156253 412,087,989 42.311733332271
RFG Rhodes Food Group (Pty) Ltd ZAE000191979 253,762,018 57.089999969972
CRP Capital & Regional PLC GB0001741544 722,240,102 8.965797806310
PPH Pepkor Holdings Ltd ZAE000259479 3,450,000,000 20.223651478261
LBR Libstar Holdings ZAE000250239 681,921,408 36.526358767725
VVO Vivo Energy GB00BDGT2M75 1,201,798,866 2.911169163976
ZED Zeder Investments ZAE000088431 1,715,179,121 56.662680188957
NPN Naspers ZAE000015889 438,656,059 97.030000217095
TRE Trencor Ltd ZAE000007506 177,068,011 99.884992778283
Equities for exclusion from index
Ticker Constituent ISIN Free Float
BLU Blue Label Telecoms Ltd. ZAE000109088 57.987441558944
RNI Reinet Investments LU0383812293 73.860560964166
FFA Fortress REIT Ltd (A) ZAE000248498 57.082799855578
FFB Fortress REIT Ltd (B) ZAE000248506 77.508067580961
RBP Royal Bafokeng Platinum ZAE000149936 43.759999860494
NRP NEPI Rockcastle PLC IM00BDD7WV31 58.868533559184
AFH Alexander Forbes Group Holdings ZAE000191516 63.636638337051
SDO Stadio Holdings ZAE000248662 45.143881121102
DTC Datatec ZAE000017745 88.700000411590
CAT Caxton & CTP ZAE000043345 53.964374005391
CLI Clientele ZAE000117438 19.241580737895
BRN Brimstone Investment Corp N ZAE000015285 63.286072969365
TDH Tradehold ZAE000152658 23.070308967101
GND Grindrod ZAE000072328 57.357218304608
RES Resilient REIT Ltd ZAE000209557 58.444106185610
FTSE/JSE All Share Yield Factor Index (J203DF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
AMS Anglo American Platinum ZAE000013181 269,681,886 22.379999967814
HPB Hospitality Property B ZAE000214656 578,154,207 33.210000147937
MSP MAS Real Estate Inc VGG5884M1041 645,343,798 51.778723377458
ASC Ascendis Health Ltd ZAE000185005 489,469,959 55.099999916440
CRP Capital & Regional PLC GB0001741544 722,240,102 8.965797806310
EPP EPP N.V. NL0011983374 829,989,803 39.270000034667
L2D Liberty Two Degrees ZAE000230553 908,443,334 36.894645208548
Equities for exclusion from index
Ticker Constituent ISIN Free Float
ANG Anglogold Ashanti ZAE000043485 98.380000330907
SUI Sun International Ltd ZAE000097580 89.488241213786
CLR Clover Industries Ltd ZAE000152377 81.202386576526
RFG Rhodes Food Group (Pty) Ltd ZAE000191979 57.089999969972
BWN Balwin Properties Pty Ltd ZAE000209532 52.868199380815
QLT Quilter GB00BDCXV269 61.516519157805
SNH Steinhoff International Holdings N.V. NL0011375019 59.986883058228
CAT Caxton & CTP ZAE000043345 53.964374005391
OCE Oceana Group ZAE000025284 26.799999799301
FTSE/JSE All Share Low Volatility Focused Factor Index (J203LF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
GFI Gold Fields ZAE000018123 821,532,707 97.960000027120
AMS Anglo American Platinum ZAE000013181 269,681,886 22.379999967814
ANG Anglogold Ashanti ZAE000043485 411,052,121 98.380000330907
CCO Capital & Counties Properties GB00B62G9D36 849,103,915 42.777584409115
PLC
TEX Texton Property Fund ZAE000190542 376,066,766 34.299999803758
COH Curro Holdings ZAE000156253 412,087,989 42.311733332271
MSP MAS Real Estate Inc VGG5884M1041 645,343,798 51.778723377458
MNK Montauk Holdings Ltd ZAE000197455 137,879,234 46.899999458947
CTK Cartrack Holdings Ltd ZAE000198305 300,000,000 20.000000000000
S32 South32 AU000000S320 5,138,604,963 5.171924062483
CRP Capital & Regional PLC GB0001741544 722,240,102 8.965797806310
L4L Long4life ZAE000243119 911,728,057 95.869999973030
AIL African Rainbow Capital MU0553S00000 1,032,470,588 48.997265285779
Investments Ltd
PPH Pepkor Holdings Ltd ZAE000259479 3,450,000,000 20.223651478261
LBR Libstar Holdings ZAE000250239 681,921,408 36.526358767725
VVO Vivo Energy GB00BDGT2M75 1,201,798,866 2.911169163976
ZED Zeder Investments ZAE000088431 1,715,179,121 56.662680188957
BIL BHP Billiton GB0000566504 2,112,071,796 98.366560309866
AGL Anglo American GB00B1XZS820 1,405,467,840 70.169299853919
Equities for exclusion from index
Ticker Constituent ISIN Free Float
RNI Reinet Investments LU0383812293 73.860560964166
RBP Royal Bafokeng Platinum ZAE000149936 43.759999860494
NRP NEPI Rockcastle PLC IM00BDD7WV31 58.868533559184
BWN Balwin Properties Pty Ltd ZAE000209532 52.868199380815
GRP Greenbay Properties MU0461N00007 52.887553536400
SNH Steinhoff International Holdings N.V. NL0011375019 59.986883058228
CAT Caxton & CTP ZAE000043345 53.964374005391
TDH Tradehold ZAE000152658 23.070308967101
GND Grindrod ZAE000072328 57.357218304608
RES Resilient REIT Ltd ZAE000209557 58.444106185610
FTSE/JSE All Share Momentum Factor Index (J203MF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
MUR Murray & Roberts ZAE000073441 444,736,118 88.905423013114
MIX Mix Telematics ZAE000125316 604,420,145 51.109999981883
CLR Clover Industries Ltd ZAE000152377 190,835,364 81.202386576526
DLT Delta Property Fund ZAE000194049 711,844,486 73.530000062401
IAP Investec Australia Property Fund AU60INL00018 478,802,454 63.127069102282
RFG Rhodes Food Group (Pty) Ltd ZAE000191979 253,762,018 57.089999969972
L2D Liberty Two Degrees ZAE000230553 908,443,334 36.894645208548
PPH Pepkor Holdings Ltd ZAE000259479 3,450,000,000 20.223651478261
LBR Libstar Holdings ZAE000250239 681,921,408 36.526358767725
BAT Brait SE LU0011857645 525,599,215 62.129142259088
OCT Octodec Investments ZAE000192258 266,197,535 61.093059332800
SUR Spur Corp ZAE000022653 108,480,926 70.497498334408
OCE Oceana Group ZAE000025284 135,526,154 26.799999799301
Equities for exclusion from index
Ticker Constituent ISIN Free Float
IMP Impala Platinum Hlds ZAE000083648 91.497164060535
TTO Trustco Group Hldgs Ltd NA000A0RF067 51.235033632492
RBP Royal Bafokeng Platinum ZAE000149936 43.759999860494
SGL Sibanye Gold ZAE000173951 79.529999968396
GRP Greenbay Properties MU0461N00007 52.887553536400
AIL African Rainbow Capital Investments MU0553S00000 48.997265285779
Ltd
SDO Stadio Holdings ZAE000248662 45.143881121102
AFT Afrimat ZAE000086302 54.089350387316
DTC Datatec ZAE000017745 88.700000411590
CAT Caxton & CTP ZAE000043345 53.964374005391
IVT Invicta Holdings ZAE000029773 46.336061938783
RES Resilient REIT Ltd ZAE000209557 58.444106185610
FTSE/JSE All Share Quality Factor Index (J203QF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
MIX Mix Telematics ZAE000125316 604,420,145 51.109999981883
STP Stenprop Ltd GG00BFWMR296 291,718,476 30.895146090553
MNK Montauk Holdings Ltd ZAE000197455 137,879,234 46.899999458947
CTK Cartrack Holdings Ltd ZAE000198305 300,000,000 20.000000000000
L4L Long4life ZAE000243119 911,728,057 95.869999973030
AIL African Rainbow Capital MU0553S00000 1,032,470,588 48.997265285779
Investments Ltd
PPH Pepkor Holdings Ltd ZAE000259479 3,450,000,000 20.223651478261
LBR Libstar Holdings ZAE000250239 681,921,408 36.526358767725
VVO Vivo Energy GB00BDGT2M75 1,201,798,866 2.911169163976
ZED Zeder Investments ZAE000088431 1,715,179,121 56.662680188957
LON Lonmin PLC GB00BYSRJ698 282,784,288 93.945069182910
Equities for exclusion from index
Ticker Constituent ISIN Free Float
BLU Blue Label Telecoms Ltd. ZAE000109088 57.987441558944
NT1 Net 1 UEPS Technologies US64107N2062 12.908276774343
RNI Reinet Investments LU0383812293 73.860560964166
TTO Trustco Group Hldgs Ltd NA000A0RF067 51.235033632492
TEX Texton Property Fund ZAE000190542 34.299999803758
NRP NEPI Rockcastle PLC IM00BDD7WV31 58.868533559184
RFG Rhodes Food Group (Pty) Ltd ZAE000191979 57.089999969972
BWN Balwin Properties Pty Ltd ZAE000209532 52.868199380815
SDO Stadio Holdings ZAE000248662 45.143881121102
CAT Caxton & CTP ZAE000043345 53.964374005391
BRN Brimstone Investment Corp N ZAE000015285 63.286072969365
TDH Tradehold ZAE000152658 23.070308967101
RES Resilient REIT Ltd ZAE000209557 58.444106185610
FTSE/JSE All Share Size Factor Index (J203SF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
HPB Hospitality Property B ZAE000214656 578,154,207 33.210000147937
MIX Mix Telematics ZAE000125316 604,420,145 51.109999981883
MNK Montauk Holdings Ltd ZAE000197455 137,879,234 46.899999458947
CTK Cartrack Holdings Ltd ZAE000198305 300,000,000 20.000000000000
L4L Long4life ZAE000243119 911,728,057 95.869999973030
AIL African Rainbow Capital MU0553S00000 1,032,470,588 48.997265285779
Investments Ltd
PPH Pepkor Holdings Ltd ZAE000259479 3,450,000,000 20.223651478261
LBR Libstar Holdings ZAE000250239 681,921,408 36.526358767725
VVO Vivo Energy GB00BDGT2M75 1,201,798,866 2.911169163976
Equities for exclusion from index
Ticker Constituent ISIN Free Float
TTO Trustco Group Hldgs Ltd NA000A0RF067 51.235033632492
BWN Balwin Properties Pty Ltd ZAE000209532 52.868199380815
CAT Caxton & CTP ZAE000043345 53.964374005391
FTSE/JSE All Share Value Factor Index (J203VF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
MIX Mix Telematics ZAE000125316 604,420,145 51.109999981883
CCO Capital & Counties Properties GB00B62G9D36 849,103,915 42.777584409115
PLC
MSP MAS Real Estate Inc VGG5884M1041 645,343,798 51.778723377458
ASC Ascendis Health Ltd ZAE000185005 489,469,959 55.099999916440
MNK Montauk Holdings Ltd ZAE000197455 137,879,234 46.899999458947
L2D Liberty Two Degrees ZAE000230553 908,443,334 36.894645208548
AIL African Rainbow Capital MU0553S00000 1,032,470,588 48.997265285779
Investments Ltd
PPH Pepkor Holdings Ltd ZAE000259479 3,450,000,000 20.223651478261
LBR Libstar Holdings ZAE000250239 681,921,408 36.526358767725
VVO Vivo Energy GB00BDGT2M75 1,201,798,866 2.911169163976
ZED Zeder Investments ZAE000088431 1,715,179,121 56.662680188957
TRE Trencor Ltd ZAE000007506 177,068,011 99.884992778283
Equities for exclusion from index
Ticker Constituent ISIN Free Float
NT1 Net 1 UEPS Technologies US64107N2062 12.908276774343
RNI Reinet Investments LU0383812293 73.860560964166
TTO Trustco Group Hldgs Ltd NA000A0RF067 51.235033632492
FFB Fortress REIT Ltd (B) ZAE000248506 77.508067580961
RBP Royal Bafokeng Platinum ZAE000149936 43.759999860494
AFH Alexander Forbes Group Holdings ZAE000191516 63.636638337051
BWN Balwin Properties Pty Ltd ZAE000209532 52.868199380815
SDO Stadio Holdings ZAE000248662 45.143881121102
CAT Caxton & CTP ZAE000043345 53.964374005391
TDH Tradehold ZAE000152658 23.070308967101
GND Grindrod ZAE000072328 57.357218304608
RES Resilient REIT Ltd ZAE000209557 58.444106185610
FTSE/JSE All Share Volatility Factor Index (J203VOF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
MNK Montauk Holdings Ltd ZAE000197455 137,879,234 46.899999458947
CTK Cartrack Holdings Ltd ZAE000198305 300,000,000 20.000000000000
L4L Long4life ZAE000243119 911,728,057 95.869999973030
AIL African Rainbow Capital MU0553S00000 1,032,470,588 48.997265285779
Investments Ltd
PPH Pepkor Holdings Ltd ZAE000259479 3,450,000,000 20.223651478261
LBR Libstar Holdings ZAE000250239 681,921,408 36.526358767725
Equities for exclusion from index
Ticker Constituent ISIN Free Float
IMP Impala Platinum Hlds ZAE000083648 91.497164060535
GRP Greenbay Properties MU0461N00007 52.887553536400
PAN Pan African Resources GB0004300496 74.708112388183
SNH Steinhoff International Holdings N.V. NL0011375019 59.986883058228
CAT Caxton & CTP ZAE000043345 53.964374005391
EOH EOH Holdings Ltd. ZAE000071072 84.810000231330
LEW Lewis Group ZAE000058236 89.571804893004
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Date: 14/09/2018 11:45:00 Produced by the JSE SENS Department. The SENS service is an information dissemination service administered by the JSE Limited ('JSE').
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