Wrap Text
Index Change Advice – 20200323 March 2020 All Share Factor Indices Review
FTSE/JSE Africa Index Series – All Share Factor Indices Review
16 March 2020
The following changes will be made to the FTSE/JSE All Share Factor Indices after close of business on Friday,
20 March 2020 and will be effective at start of business on Monday, 23 March 2020.
FTSE/JSE All Share Comprehensive Factor Index (J203CF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
RNI Reinet Investments LU0383812293 195,941,286 75.069999795755
GLN Glencore JE00B4T3BW64 14,586,200,066 4.193536067646
PAN Pan African Resources GB0004300496 2,234,687,537 75.061642365082
OMN Omnia Holdings Ltd ZAE000005153 169,186,969 96.999999942027
Equities for exclusion from index
Ticker Constituent ISIN Free Float
NPK Nampak ZAE000071676 93.057495412532
ATT Attacq Limited ZAE000177218 93.599999963713
APF Accelerate Property Fund ZAE000185815 66.730000025147
LTE Lighthouse Capital Ltd MU0461N00015 52.054999905666
PRX Prosus NL0013654783 9.911024539814
MSM Massmart Holdings ZAE000152617 46.899999807884
TRE Trencor Ltd ZAE000007506 99.899999903845
FTSE/JSE All Share Yield Factor Index (J203DF)
Equities for exclusion from index
Ticker Constituent ISIN Free Float
TRE Trencor Ltd ZAE000007506 99.899999903845
APF Accelerate Prop Fund Ltd ZAE000185815 66.730000025147
IVT Invicta Holdings Ltd ZAE000029773 46.831419603041
FTSE/JSE All Share Low Volatility Focused Factor Index (J203LF)
Equities for exclusion from index
Ticker Constituent ISIN Free Float
TRE Trencor Ltd ZAE000007506 99.899999903845
APF Accelerate Prop Fund Ltd ZAE000185815 66.730000025147
FTSE/JSE All Share Momentum Factor Index (J203MF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
STP Stenprop Ltd GG00BFWMR296 298,775,175 16.227753415814
MNK Montauk Holdings Ltd ZAE000197455 138,005,099 47.932480378859
HMN Hammerson Plc GB0004065016 766,293,613 14.544544559580
SNH Steinhoff International Holdings NL0011375019 4,309,727,144 36.685906899415
RCL RCL Foods ZAE000179438 940,885,091 23.477629167192
MSM Massmart Holdings ZAE000152617 219,138,809 46.899999807884
OMN Omnia Holdings Ltd ZAE000005153 169,186,969 96.999999942027
Equities for exclusion from index
Ticker Constituent ISIN Free Float
HPB Hospitality Property B ZAE000214656 33.210000147937
SUI Sun International Ltd ZAE000097580 77.560000235206
NPK Nampak ZAE000071676 93.057495412532
PPC PPC Ltd ZAE000170049 82.289999981615
MPT Mpact Ltd ZAE000156501 97.844284693399
COH Curro Holdings ZAE000156253 42.817252069921
APF Accelerate Property Fund ZAE000185815 66.730000025147
CLH City Lodge Hotels ZAE000117792 83.053462769553
TRE Trencor Ltd ZAE000007506 99.899999903845
FTSE/JSE All Share Quality Factor Index (J203QF)
Equities for exclusion from index
Ticker Constituent ISIN Free Float
TRE Trencor Ltd ZAE000007506 99.899999903845
APF Accelerate Prop Fund Ltd ZAE000185815 66.730000025147
EOH EOH Holdings Ltd ZAE000071072 61.324220406381
FTSE/JSE All Share Size Factor Index (J203SF)
Equities for exclusion from index
Ticker Constituent ISIN Free Float
TRE Trencor Ltd ZAE000007506 99.899999903845
SDO Stadio Holdings Limited ZAE000248662 39.800000061118
APF Accelerate Prop Fund Ltd ZAE000185815 66.730000025147
ACL ArcelorMittal SA Limited ZAE000134961 24.032688527600
IVT Invicta Holdings Ltd ZAE000029773 46.831419603041
EOH EOH Holdings Ltd ZAE000071072 61.324220406381
ASC Ascendis Health Ltd ZAE000185005 52.800000132388
FTSE/JSE All Share Value Factor Index (J203VF)
Equities for exclusion from index
Ticker Constituent ISIN Free Float
TRE Trencor Ltd ZAE000007506 99.899999903845
APF Accelerate Prop Fund Ltd ZAE000185815 66.730000025147
ACL ArcelorMittal SA Limited ZAE000134961 24.032688527600
IVT Invicta Holdings Ltd ZAE000029773 46.831419603041
EOH EOH Holdings Ltd ZAE000071072 61.324220406381
ASC Ascendis Health Ltd ZAE000185005 52.800000132388
FTSE/JSE All Share Volatility Factor Index (J203VOF)
Equities for exclusion from index
Ticker Constituent ISIN Free Float
TRE Trencor Ltd ZAE000007506 99.899999903845
APF Accelerate Prop Fund Ltd ZAE000185815 66.730000025147
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: 16-03-2020 05:10:00
Produced by the JSE SENS Department. The SENS service is an information dissemination service administered by the JSE Limited ('JSE').
The JSE does not, whether expressly, tacitly or implicitly, represent, warrant or in any way guarantee the truth, accuracy or completeness of
the information published on SENS. The JSE, their officers, employees and agents accept no liability for (or in respect of) any direct,
indirect, incidental or consequential loss or damage of any kind or nature, howsoever arising, from the use of SENS or the use of, or reliance on,
information disseminated through SENS.
Sharenet Sites 
