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Index Change Advice - 20220919 September 2022 All Share Factor Indices Review ICA
FTSE/JSE Africa Index Series – All Share Factor Indices Review
12 September 2022
The following changes will be made to the FTSE/JSE All Share Factor Indices after close of business on Friday,
16 September 2022 and will be effective at start of business on Monday, 19 September 2022.
FTSE/JSE All Share Comprehensive Factor Index (J203CF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
SUI Sun International Ltd ZAE000097580 263,905,660 71.440000187946%
AFH Alexander Forbes Equity ZAE000191516 1,354,083,992 27.103539379262%
Holdings Proprietary
S32 South32 AU000000S320 4,628,431,584 3.392203656092%
L2D Liberty Two Degrees ZAE000260576 908,443,334 38.175270489684%
PRX Prosus NL0013654783 2,073,643,605 10.390590945674%
NPN Naspers ZAE000015889 435,511,058 48.741034952091%
SAC SA Corporate Real Estate Fund ZAE000203238 2,514,732,095 98.359999974470%
GND Grindrod ZAE000072328 698,031,586 59.409006600455%
HCI Hosken Cons Invest ZAE000003257 85,620,648 58.800001139912%
Equities for exclusion from index
Ticker Constituent ISIN Free Float
FTB Fairvest Limited B ZAE000304796 89.39000003180%
ATT Attacq Limited ZAE000177218 93.41130398855%
ZED Zeder Investments ZAE000088431 50.65351325678%
MSM Massmart Holdings ZAE000152617 45.79999976180%
HYP Hyprop Investments Ltd ZAE000190724 99.29260842279%
FTSE/JSE All Share Yield Factor Index (J203DF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
NED Nedbank Group ZAE000004875 511,500,790 81.914262703893%
LHC Life Healthcare Group Holdings ZAE000145892 1,467,349,162 94.229999975970%
MSP MAS PLC VGG5884M1041 714,645,729 64.439999892062%
TCP Transaction Capital ZAE000167391 721,110,391 77.443166347660%
S32 South32 AU000000S320 4,628,431,584 3.392203656092%
BID BidCorp Ltd ZAE000216537 335,404,212 99.099999972570%
PPH Pepkor Holdings Ltd ZAE000259479 3,707,284,334 48.469999997962%
TXT Textainer Group Holdings BMG8766E1093 58,032,164 26.545604376681%
BYI Bytes Technology Group GB00BMH18Q19 239,482,333 17.812875852795%
TGA Thungela Resources ZAE000296554 136,311,808 89.739944612869%
KRO Karooooo SGXZ19450089 30,951,106 23.227200130856%
ABG Absa Group Limited ZAE000255915 847,750,679 97.883573502865%
MTN MTN Group ZAE000042164 1,884,269,758 95.470000001985%
SPG Super Group ZAE000161832 363,845,077 96.880000046513%
SNT Santam ZAE000093779 115,131,417 35.439999839488%
FBR Famous Brands ZAE000053328 100,202,284 77.699999333349%
WBO Wilson Bayly Holmes-Ovcon ZAE000009932 59,890,514 87.519998576068%
NTC Netcare ZAE000011953 1,439,090,009 99.940000000375%
RDF Redefine Properties ZAE000190252 7,052,419,865 93.524765632360%
APN Aspen Pharmacare Holdings ZAE000066692 446,252,332 82.983939142841%
WHL Woolworths Holdings ZAE000063863 1,024,671,335 91.100000058670%
GND Grindrod ZAE000072328 698,031,586 59.409006600455%
TFG The Foschini Group Ltd ZAE000148466 331,027,300 96.899999788537%
KAP KAP Industrial Holdings Ltd ZAE000171963 2,537,100,574 97.239999986362%
Equities for exclusion from index
Ticker Constituent ISIN Free Float
RFG RFG Holdings ZAE000191979 53.36576841178%
ANH Anheuser-Busch InBev BE0974293251 3.14007128559%
TKG Telkom SA SOC ZAE000044897 56.03664359518%
RFG RFG Holdings ZAE000191979 53.36576841178%
ANH Anheuser-Busch InBev BE0974293251 3.14007128559%
TKG Telkom SA SOC ZAE000044897 56.03664359518%
FTSE/JSE All Share Low Volatility Focused Factor Index (J203LF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
IMP Impala Platinum Hlds ZAE000083648 850,037,749 95.555300115065%
MUR Murray & Roberts ZAE000073441 444,736,118 53.801085478738%
FFA Fortress REIT Ltd (A) ZAE000248498 1,191,595,172 99.459999994025%
COH Curro Holdings ZAE000156253 597,961,595 85.962085791103%
ATT Attacq Limited ZAE000177218 751,551,292 93.411303988551%
GLN Glencore JE00B4T3BW64 14,586,200,066 6.909007345574%
S32 South32 AU000000S320 4,628,431,584 3.392203656092%
L2D Liberty Two Degrees ZAE000260576 908,443,334 38.175270489684%
AIL African Rainbow Capital MU0553S00000 1,317,774,987 30.123969867095%
Investments Ltd
PRX Prosus NL0013654783 2,073,643,605 10.390590945674%
TXT Textainer Group Holdings BMG8766E1093 58,032,164 26.545604376681%
DRD DRD Gold ZAE000058723 864,588,711 48.714444988861%
SAC SA Corporate Real Estate Fund ZAE000203238 2,514,732,095 98.359999974470%
RDF Redefine Properties ZAE000190252 7,052,419,865 93.524765632360%
GND Grindrod ZAE000072328 698,031,586 59.409006600455%
Equities for exclusion from index
Ticker Constituent ISIN Free Float
TGA Thungela Resources ZAE000296554 89.73994461287%
ZED Zeder Investments ZAE000088431 50.65351325678%
BAT Brait PLC LU0011857645 59.41625080253%
WBO Wilson Bayly Holmes-Ovcon ZAE000009932 87.51999857607%
MSM Massmart Holdings ZAE000152617 45.79999976180%
TGA Thungela Resources ZAE000296554 89.73994461287%
ZED Zeder Investments ZAE000088431 50.65351325678%
BAT Brait PLC LU0011857645 59.41625080253%
WBO Wilson Bayly Holmes-Ovcon ZAE000009932 87.51999857607%
MSM Massmart Holdings ZAE000152617 45.79999976180%
FTSE/JSE All Share Momentum Factor Index (J203MF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
THA Tharisa PLC CY0103562118 302,596,743 31.831406181818%
AFH Alexander Forbes Equity Holdings ZAE000191516 1,354,083,992 27.103539379262%
Proprietary
S32 South32 AU000000S320 4,628,431,584 3.392203656092%
OCE Oceana Group ZAE000025284 130,431,804 61.291926162426%
GND Grindrod ZAE000072328 698,031,586 59.409006600455%
Equities for exclusion from index
Ticker Constituent ISIN Free Float
PPC PPC Ltd ZAE000170049 77.53000002729%
CCO Capital & Counties Properties PLC GB00B62G9D36 21.31991766437%
MLI Industrials REIT Limited GG00BFWMR296 17.12064698816%
SRE Sirius Real Estate Ltd GG00B1W3VF54 22.97900039656%
HMN Hammerson Plc GB00BK7YQK64 9.81595053109%
ZED Zeder Investments ZAE000088431 50.65351325678%
ACL ArcelorMittal South Africa Ltd ZAE000134961 24.02150229668%
DRD DRD Gold ZAE000058723 48.71444498886%
SNH Steinhoff International Holdings N.V. NL0011375019 27.68939771484%
CLH City Lodge Hotels ZAE000117792 94.67000007487%
WBO Wilson Bayly Holmes-Ovcon ZAE000009932 87.51999857607%
FTSE/JSE All Share Quality Factor Index (J203QF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
FFA Fortress REIT Ltd (A) ZAE000248498 1,191,595,172 99.459999994025%
FFB Fortress REIT Ltd (B) ZAE000248506 1,093,213,028 78.260000026271%
S32 South32 AU000000S320 4,628,431,584 3.392203656092%
SAC SA Corporate Real Estate Fund ZAE000203238 2,514,732,095 98.359999974470%
RDF Redefine Properties ZAE000190252 7,052,419,865 93.524765632360%
GND Grindrod ZAE000072328 698,031,586 59.409006600455%
Equities for exclusion from index
Ticker Constituent ISIN Free Float
AFH Alexander Forbes Equity Holdings ZAE000191516 27.10353937926%
Proprietary
ZED Zeder Investments ZAE000088431 50.65351325678%
CLH City Lodge Hotels ZAE000117792 94.67000007487%
WBO Wilson Bayly Holmes-Ovcon ZAE000009932 87.51999857607%
MSM Massmart Holdings ZAE000152617 45.79999976180%
FTSE/JSE All Share Size Factor Index (J203SF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
S32 South32 AU000000S320 4,628,431,584 3.392203656092%
ANH Anheuser-Busch InBev BE0974293251 1,737,185,447 3.388250074796%
Equities for exclusion from index
Ticker Constituent ISIN Free Float
ZED Zeder Investments ZAE000088431 50.65351325678%
BHG BHP Group Ltd AU000000BHP4 4.92046954829%
CLH City Lodge Hotels ZAE000117792 94.67000007487%
FTSE/JSE All Share Value Factor Index (J203VF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
SUI Sun International Ltd ZAE000097580 263,905,660 71.440000187946%
FFB Fortress REIT Ltd (B) ZAE000248506 1,093,213,028 78.260000026271%
MLI Industrials REIT Limited GG00BFWMR296 298,775,175 16.458488337705%
ATT Attacq Limited ZAE000177218 751,551,292 93.411303988551%
S32 South32 AU000000S320 4,628,431,584 3.392203656092%
AIL African Rainbow Capital Investments MU0553S00000 1,317,774,987 30.123969867095%
Ltd
GND Grindrod ZAE000072328 698,031,586 59.409006600455%
Equities for exclusion from index
Ticker Constituent ISIN Free Float
ZED Zeder Investments ZAE000088431 50.65351325678%
FTSE/JSE All Share Volatility Factor Index (J203VOF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
COH Curro Holdings ZAE000156253 597,961,595 85.962085791103%
FTB Fairvest Limited B ZAE000304796 1,494,142,832 89.390000031804%
THA Tharisa PLC CY0103562118 302,596,743 31.831406181818%
S32 South32 AU000000S320 4,628,431,584 3.392203656092%
AIL African Rainbow Capital Investments MU0553S00000 1,317,774,987 30.123969867095%
Ltd
BAT Brait PLC LU0011857645 1,320,312,254 59.416250802531%
Equities for exclusion from index
Ticker Constituent ISIN Free Float
TGA Thungela Resources ZAE000296554 89.73994461287%
ZED Zeder Investments ZAE000088431 50.65351325678%
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Date: 13-09-2022 07:05:00
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