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General SENS Submitter Company - Index Change Advice - 20210323 March 2021 All Share Factor Indices Review ICA

Release Date: 15/03/2021 17:45
Code(s): GSSC     PDF:  
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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:

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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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