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Index Change Advice – 20210920 September 2021 All Share Factor Indices Review ICA
FTSE/JSE Africa Index Series – All Share Factor Indices Review
13 September 2021
The following changes will be made to the FTSE/JSE All Share Factor Indices after close of business on Friday,
17 September 2021 and will be effective at start of business on Monday, 20 September 2021.
FTSE/JSE All Share Comprehensive Factor Index (J203CF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
THA Tharisa PLC CY0103562118 275,000,000 38.914704363636%
AFH Alexander Forbes Equity ZAE000191516 1,401,541,409 45.249999959152%
Holdings Proprietary
AIL African Rainbow Capital MU0553S00000 1,317,774,987 42.499999956940%
Investments Ltd
KRO Karooooo SGXZ19450089 30,951,106 29.066800822347%
NPN Naspers ZAE000015889 435,511,058 48.497810129083%
BAT Brait PLC LU0011857645 1,319,992,804 60.020372297339%
RES Resilient REIT Ltd ZAE000209557 400,126,254 80.890385163279%
EMI Emira Property Fund ZAE000203063 522,667,247 63.532365937596%
Equities for exclusion from index
Ticker Constituent ISIN Free Float
SUI Sun International Ltd ZAE000097580 72.100000053049%
DRD DRD Gold ZAE000058723 48.699999970275%
GND Grindrod ZAE000072328 60.164318122991%
FTSE/JSE All Share Yield Factor Index (J203DF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
RBP Royal Bafokeng Platinum ZAE000149936 289,016,546 59.339999768684%
SSW Sibanye Stillwater ZAE000259701 2,919,030,913 98.909999985422%
THA Tharisa PLC CY0103562118 275,000,000 38.914704363636%
LTE Lighthouse Capital Ltd MU0461N00015 1,249,091,776 46.700000048675%
LBR Libstar Holdings ZAE000250239 681,921,408 38.158116455555%
MCG MultiChoice Group ZAE000265971 442,512,678 97.543102934556%
NY1 Ninety One Ltd ZAE000282356 300,089,454 48.109999893565%
N91 Ninety One Plc GB00BJHPLV88 622,624,622 27.713830972353%
PAN Pan African Resources GB0004300496 2,234,687,537 74.399414271819%
HAR Harmony ZAE000015228 616,052,197 86.150000046181%
DTC Datatec ZAE000017745 201,450,000 87.252419955324%
OMN Omnia Holdings Ltd ZAE000005153 169,052,173 99.146649833362%
MTA Metair Investments Ord ZAE000090692 198,985,886 96.368583649194%
Equities for exclusion from index
Ticker Constituent ISIN Free Float
MUR Murray & Roberts ZAE000073441 52.659765762492%
NED Nedbank Group ZAE000004875 70.095886562880%
FFB Fortress REIT Ltd (B) ZAE000248506 77.946763089618%
CCO Capital & Counties Properties PLC GB00B62G9D36 22.822851510752%
LHC Life Healthcare Group Holdings ZAE000145892 93.954084392628%
MSP MAS Real Estate Inc VGG5884M1041 63.509999984499%
TCP Transaction Capital ZAE000167391 79.196579398715%
ATT Attacq Limited ZAE000177218 93.603508612890%
MEI Mediclinic International plc GB00B8HX8Z88 53.934136930902%
BID BidCorp Ltd ZAE000216537 99.200000207511%
EPP EPP N.V. NL0011983374 53.917038675984%
HMN Hammerson Plc GB00BK7YQK64 12.793096860850%
PPH Pepkor Holdings Ltd ZAE000259479 32.244764323729%
BYI Bytes Technology Group GB00BMH18Q19 22.310980660106%
TGA Thungela Resources ZAE000296554 90.876722213236%
LBH Liberty Hldgs. ZAE000127148 40.026410263202%
ABG Absa Group Limited ZAE000255915 82.830000028876%
MTN MTN Group ZAE000042164 95.400265984633%
CLH City Lodge Hotels ZAE000117792 84.261387891139%
SNT Santam ZAE000093779 35.630000106748%
FBR Famous Brands ZAE000053328 76.398332789978%
WBO Wilson Bayly Holmes-Ovcon ZAE000009932 71.647563418808%
NTC Netcare ZAE000011953 99.960000000250%
DSY Discovery Ltd ZAE000022331 61.329999940938%
RDF Redefine Properties ZAE000190252 93.574812107612%
WHL Woolworths Holdings ZAE000063863 82.864183650470%
TSG Tsogo Sun Gaming ZAE000273116 48.263019117619%
GND Grindrod ZAE000072328 60.164318122991%
TFG The Foschini Group Ltd ZAE000148466 96.874423345908%
DGH Distell Group Holdings ZAE000248811 35.656286058953%
KAP KAP Industrial Holdings Ltd ZAE000171963 97.220000008300%
HCI Hosken Cons Invest ZAE000003257 57.200000401772%
FTSE/JSE All Share Low Volatility Focused Factor Index (J203LF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
RNI Reinet Investments LU0383812293 195,941,286 69.123629207986%
RBP Royal Bafokeng Platinum ZAE000149936 289,016,546 59.339999768684%
SSW Sibanye Stillwater ZAE000259701 2,919,030,913 98.909999985422%
THA Tharisa PLC CY0103562118 275,000,000 38.914704363636%
AFH Alexander Forbes Equity ZAE000191516 1,401,541,409 45.249999959152%
Holdings Proprietary
MTH Motus Holdings ZAE000261913 190,875,792 84.889999891548%
KIO Kumba Iron Ore ZAE000085346 322,085,974 16.740033827117%
KRO Karooooo SGXZ19450089 30,951,106 29.066800822347%
HAR Harmony ZAE000015228 616,052,197 86.150000046181%
BAT Brait PLC LU0011857645 1,319,992,804 60.020372297339%
RES Resilient REIT Ltd ZAE000209557 400,126,254 80.890385163279%
Equities for exclusion from index
Ticker Constituent ISIN Free Float
MUR Murray & Roberts ZAE000073441 52.659765762492%
BLU Blue Label Telecoms Ltd. ZAE000109088 64.496886126840%
SUI Sun International Ltd ZAE000097580 72.100000053049%
FFA Fortress REIT Ltd (A) ZAE000248498 99.455700799029%
FFB Fortress REIT Ltd (B) ZAE000248506 77.946763089618%
ATT Attacq Limited ZAE000177218 93.603508612890%
GLN Glencore JE00B4T3BW64 5.927431282682%
L2D Liberty Two Degrees ZAE000260576 39.821019260184%
TXT Textainer Group Holdings BMG8766E1093 30.156860943528%
CLH City Lodge Hotels ZAE000117792 84.261387891139%
SAC SA Corporate Real Estate Fund ZAE000203238 98.650000011234%
RDF Redefine Properties ZAE000190252 93.574812107612%
GND Grindrod ZAE000072328 60.164318122991%
HYP Hyprop Investments Ltd ZAE000190724 99.179999906303%
FTSE/JSE All Share Momentum Factor Index (J203MF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
SUI Sun International Ltd ZAE000097580 263,905,660 72.100000053049%
PPC PPC Ltd ZAE000170049 1,593,114,301 78.025291482209%
ATT Attacq Limited ZAE000177218 751,551,292 93.603508612890%
THA Tharisa PLC CY0103562118 275,000,000 38.914704363636%
HMN Hammerson Plc GB00BK7YQK64 4,203,744,238 11.550995148816%
AIL African Rainbow Capital Investments MU0553S00000 1,317,774,987 42.499999956940%
Ltd
TGO Tsogo Sun Hotels ZAE000272522 1,477,905,694 56.948043803937%
KRO Karooooo SGXZ19450089 30,951,106 29.066800822347%
ACL ArcelorMittal South Africa Ltd ZAE000134961 1,138,059,825 24.014026854871%
CLH City Lodge Hotels ZAE000117792 609,859,502 84.261387891139%
ARL Astral Foods Ltd ZAE000029757 42,922,235 89.981556179449%
EMI Emira Property Fund ZAE000203063 522,667,247 63.532365937596%
Equities for exclusion from index
Ticker Constituent ISIN Free Float
AFH Alexander Forbes Equity Holdings ZAE000191516 45.249999959152%
Proprietary
PAN Pan African Resources GB0004300496 76.842166622182%
DRD DRD Gold ZAE000058723 48.699999970275%
FTSE/JSE All Share Quality Factor Index (J203QF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
PPC PPC Ltd ZAE000170049 1,593,114,301 78.025291482209%
RNI Reinet Investments LU0383812293 195,941,286 69.123629207986%
THA Tharisa PLC CY0103562118 275,000,000 38.914704363636%
TGO Tsogo Sun Hotels ZAE000272522 1,477,905,694 56.948043803937%
KRO Karooooo SGXZ19450089 30,951,106 29.066800822347%
SNH Steinhoff International Holdings N.V. NL0011375019 4,269,609,051 27.803860997265%
BAT Brait PLC LU0011857645 1,319,992,804 60.020372297339%
HCI Hosken Cons Invest ZAE000003257 85,620,648 57.200000401772%
RES Resilient REIT Ltd ZAE000209557 400,126,254 80.890385163279%
Equities for exclusion from index
Ticker Constituent ISIN Free Float
FFA Fortress REIT Ltd (A) ZAE000248498 99.455700799029%
FFB Fortress REIT Ltd (B) ZAE000248506 77.946763089618%
L2D Liberty Two Degrees ZAE000260576 39.821019260184%
SAC SA Corporate Real Estate Fund ZAE000203238 98.650000011234%
RDF Redefine Properties ZAE000190252 93.574812107612%
HYP Hyprop Investments Ltd ZAE000190724 99.179999906303%
FTSE/JSE All Share Size Factor Index (J203SF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
PPC PPC Ltd ZAE000170049 1,593,114,301 78.025291482209%
THA Tharisa PLC CY0103562118 275,000,000 38.914704363636%
KRO Karooooo SGXZ19450089 30,951,106 29.066800822347%
ACL ArcelorMittal South Africa Ltd ZAE000134961 1,138,059,825 24.014026854871%
Equities for exclusion from index
NO CONSTITUENT DELETIONS
FTSE/JSE All Share Value Factor Index (J203VF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
PPC PPC Ltd ZAE000170049 1,593,114,301 78.025291482209%
THA Tharisa PLC CY0103562118 275,000,000 38.914704363636%
AFH Alexander Forbes Equity Holdings ZAE000191516 1,401,541,409 45.249999959152%
Proprietary
KRO Karooooo SGXZ19450089 30,951,106 29.066800822347%
ACL ArcelorMittal South Africa Ltd ZAE000134961 1,138,059,825 24.014026854871%
SNH Steinhoff International Holdings N.V. NL0011375019 4,269,609,051 27.803860997265%
BAT Brait PLC LU0011857645 1,319,992,804 60.020372297339%
EMI Emira Property Fund ZAE000203063 522,667,247 63.532365937596%
Equities for exclusion from index
Ticker Constituent ISIN Free Float
SUI Sun International Ltd ZAE000097580 72.100000053049%
FFB Fortress REIT Ltd (B) ZAE000248506 77.946763089618%
ATT Attacq Limited ZAE000177218 93.603508612890%
LTE Lighthouse Capital Ltd MU0461N00015 46.700000048675%
L2D Liberty Two Degrees ZAE000260576 39.821019260184%
CLH City Lodge Hotels ZAE000117792 84.261387891139%
GND Grindrod ZAE000072328 60.164318122991%
FTSE/JSE All Share Volatility Factor Index (J203VOF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
MTH Motus Holdings ZAE000261913 190,875,792 84.889999891548%
KRO Karooooo SGXZ19450089 30,951,106 29.066800822347%
Equities for exclusion from index
Ticker Constituent ISIN Free Float
BAT Brait PLC LU0011857645 60.020372297339%
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Date: 13-09-2021 05:30:00
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