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Index Change Advice - 20210323 March 2021 All Share Factor Indices Review ICA
FTSE/JSE Africa Index Series – All Share Factor Indices Review
15 March 2021
The following changes will be made to the FTSE/JSE All Share Factor Indices after close of business on Friday,
19 March 2020 and will be effective at start of business on Tuesday, 23 March 2021.
FTSE/JSE All Share Comprehensive Factor Index (J203CF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
SUI Sun International Ltd ZAE000097580 263,904,434 75.114426897480
RNI Reinet Investments LU0383812293 195,941,286 75.069999795755
COH Curro Holdings ZAE000156253 597,961,595 42.899999931811
AHB Arrowhead Properties B ZAE000275509 976,956,729 91.560000033597
MTH Motus Holdings ZAE000261913 191,790,720 85.774575943094
HCI Hosken Cons Invest ZAE000003257 85,620,648 57.200000401772
Equities for exclusion from index
Ticker Constituent ISIN Free Float
FFA Fortress REIT Ltd (A) ZAE000248498 98.36999997894
L2D Liberty Two Degrees ZAE000260576 42.13005629254
AIL African Rainbow Capital Investments MU0553S00000 43.28774226667
PRX Prosus NL0013654783 5.27979359913
RMH RMB Holdings ZAE000024501 78.46247871555
NPN Naspers ZAE000015889 96.95193381565
RDF Redefine Properties ZAE000190252 97.82999999790
HYP Hyprop Investments Ltd ZAE000190724 99.70000021415
EMI Emira Property Fund ZAE000203063 63.53236593760
FTSE/JSE All Share Yield Factor Index (J203DF)
Equities for inclusion to index
NO CONSTITUENT ADDITIONS
Equities for exclusion from index
Ticker Constituent ISIN Free Float
RMB RMB Holdings ZAE000024501 78.462478715546
FTSE/JSE All Share Low Volatility Focused Factor Index (J203LF)
Equities for inclusion to index
NO CONSTITUENT ADDITIONS
Equities for exclusion from index
Ticker Constituent ISIN Free Float
RMB RMB Holdings ZAE000024501 78.462478715546
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 52.659765762492
FFB Fortress REIT Ltd (B) ZAE000248506 1,093,213,028 79.668984609731
COH Curro Holdings ZAE000156253 597,961,595 42.899999931811
AHB Arrowhead Properties B ZAE000275509 976,956,729 91.560000033597
EPP EPP N.V. NL0011983374 907,946,792 51.570000008899
SNH Steinhoff International Holdings NL0011375019 4,309,727,144 25.378879415202
SAC SA Corporate Real Estate Fund ZAE000203238 2,514,732,095 99.593961935597
TSG Tsogo Sun Gaming ZAE000273116 1,050,188,300 49.272798644321
MSM Massmart Holdings ZAE000152617 219,138,809 46.433282842201
HYP Hyprop Investments Ltd ZAE000190724 296,275,332 99.700000214151
HCI Hosken Cons Invest ZAE000003257 85,620,648 57.200000401772
VKE Vukile Property Fund ZAE000180865 956,226,628 92.320000003179
Equities for exclusion from index
Ticker Constituent ISIN Free Float
RFG RFG Holdings ZAE000191979 54.962346194190
L2D Liberty Two Degrees ZAE000260576 42.130056292537
LBR Libstar Holdings ZAE000250239 43.099999875645
RMH RMB Holdings ZAE000024501 78.462478715546
ARL Astral Foods Ltd ZAE000029757 89.559999006862
FTSE/JSE All Share Quality Factor Index (J203QF)
Equities for inclusion to index
NO CONSTITUENT ADDITIONS
Equities for exclusion from index
Ticker Constituent ISIN Free Float
RMB RMB Holdings ZAE000024501 78.462478715546
FTSE/JSE All Share Size Factor Index (J203SF)
Equities for inclusion to index
NO CONSTITUENT ADDITIONS
Equities for exclusion from index
Ticker Constituent ISIN Free Float
RMB RMB Holdings ZAE000024501 78.462478715546
FTSE/JSE All Share Value Factor Index (J203VF)
Equities for inclusion to index
NO CONSTITUENT ADDITIONS
Equities for exclusion from index
Ticker Constituent ISIN Free Float
RMB RMB Holdings ZAE000024501 78.462478715546
FTSE/JSE All Share Volatility Factor Index (J203VOF)
Equities for inclusion to index
NO CONSTITUENT ADDITIONS
Equities for exclusion from index
NO CONSTITUENT DELETIONS
For index related enquiries or further information about FTSE please contact:
Client Services in UK: Tel: +44 (0) 20 7448 1810 and
Client Services in US: Tel: +1 212 825 1328 or +1 415 445 5660 and
Client Services in Asia Pacific: Tel: +852 2230 5800 or +65 223 3738.
JSE Securities Exchange, South Africa Tel: +27 11 520 7000
Or, email your enquiries to info@ftse.com, indices@jse.co.za or visit our websites at www.ftse.com and
www.ftsejse.co.za
Date: 15-03-2021 05:45:00
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