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Index Change Advice - 20190923 September 2019 All Share Factor Indices Review ICA
FTSE/JSE Africa Index Series – All Share Factor Indices Review
17 September 2019
The following changes will be made to the FTSE/JSE All Share Factor Indices after close of business on Friday,
20 September 2019 and will be effective at start of business on Monday, 23 September 2019.
FTSE/JSE All Share Comprehensive Factor Index (J203CF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
IMP Impala Platinum Holdings ZAE000083648 798,982,743 91.500000017692
FFA Fortress REIT Ltd (A) ZAE000248498 1,189,915,138 98.358646140564
FFB Fortress REIT Ltd (B) ZAE000248506 1,091,532,994 79.790075849973
HAR Harmony ZAE000015228 539,777,531 84.456933157949
ASR Assore Ltd ZAE000146932 139,607,000 23.896842565201
RES Resilient REIT Ltd ZAE000209557 400,131,254 67.038830320458
Equities for exclusion from index
Ticker Constituent ISIN Free Float
MIX Mix Telematics ZAE000125316 51.109999981883
PPC PPC Ltd ZAE000170049 91.650000009989
CCO Capital & Counties Properties PLC GB00B62G9D36 37.951145376223
COH Curro Holdings ZAE000156253 42.817252069921
DLT Delta Property Fund ZAE000194049 74.290688120888
ACT Afrocentric Investment Corp ZAE000078416 31.071893870811
BRN Brimstone Investment Corp N ZAE000015285 74.703033489871
IVT Invicta Holdings ZAE000029773 46.831419603041
GND Grindrod ZAE000072328 56.311523288456
FTSE/JSE All Share Yield Factor Index (J203DF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
CLR Clover Industries Ltd ZAE000152377 191,911,737 81.473257231296
ATT Attacq Limited ZAE000177218 749,922,777 93.599999963713
SSS Stor-Age Property REIT ZAE000208963 392,986,858 86.939999912160
ANH Anheuser-Busch InBev BE0974293251 1,693,242,156 1.300603751328
DCP Dis-Chem Pharmacies ZAE000227831 860,084,483 45.562302976695
PPH Pepkor Holdings Ltd ZAE000259479 3,450,000,000 20.217130608696
LBR Libstar Holdings ZAE000250239 681,921,408 44.873122681023
QLT Quilter GB00BDCXV269 1,902,251,098 62.733178246272
PRX Prosus NL0013654783 1,624,652,070 9.911024539814
NPN Naspers ZAE000015889 444,667,763 97.018371060503
OCE Oceana Group ZAE000025284 135,526,154 57.509649392102
GND Grindrod ZAE000072328 762,553,314 56.311523288456
AEL Allied Electronics Corp A ZAE000191342 399,380,572 61.806713271972
Equities for exclusion from index
Ticker Constituent ISIN Free Float
GFI Gold Fields ZAE000018123 97.950000060071
BLU Blue Label Telecoms Ltd ZAE000109088 68.749999924753
NPK Nampak ZAE000071676 93.057495412532
PPC PPC Ltd ZAE000170049 91.650000009989
REB Rebosis Property Fund ZAE000201687 75.899999885592
DLT Delta Property Fund ZAE000194049 74.290688120888
SGL Sibanye Gold ZAE000173951 81.129408789675
ASC Ascendis Health Ltd ZAE000185005 52.800000132388
TGO Tsogo Sun Hotels ZAE000272522 49.272798644321
RBX Raubex Group ZAE000093183 76.700000213480
PAN Pan African Resources GB0004300496 76.087699011497
HAR Harmony ZAE000015228 84.456933157949
BAT Brait SE LU0011857645 61.065226667053
ACT Afrocentric Investment Corp ZAE000078416 31.071893870811
FBR Famous Brands ZAE000053328 89.090000158536
EOH EOH Holdings Ltd. ZAE000071072 61.324220406381
FTSE/JSE All Share Low Volatility Focused Factor Index (J203LF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
FFA Fortress REIT Ltd (A) ZAE000248498 1,189,915,138 98.358646140564
FFB Fortress REIT Ltd (B) ZAE000248506 1,091,532,994 79.790075849973
NRP NEPI Rockcastle PLC IM00BDD7WV31 585,838,887 59.959999981585
STP Stenprop Ltd GG00BFWMR296 298,775,175 18.658325946927
SSS Stor-Age Property REIT ZAE000208963 392,986,858 86.939999912160
LTE Lighthouse Capital Ltd MU0461N00015 457,790,136 52.054999905666
MCG MultiChoice Group ZAE000265971 438,837,468 97.018371060503
PRX Prosus NL0013654783 1,624,652,070 9.911024539814
ARI African Rainbow Minerals Ltd ZAE000054045 221,944,305 46.870000138373
NPN Naspers ZAE000015889 444,667,763 97.018371060503
RES Resilient REIT Ltd ZAE000209557 400,131,254 67.038830320458
Equities for exclusion from index
Ticker Constituent ISIN Free Float
GFI Gold Fields ZAE000018123 97.950000060071
TON Tongaat Hulett ZAE000096541 80.888651417656
ANG Anglogold Ashanti ZAE000043485 99.999220002070
BLU Blue Label Telecoms Ltd. ZAE000109088 68.749999924753
CCO Capital & Counties Properties PLC GB00B62G9D36 37.951145376223
REB Rebosis Property Fund ZAE000201687 75.899999885592
DLT Delta Property Fund ZAE000194049 74.290688120888
RPL RDI REIT P.L.C IM00BH3JLY32 46.492195479752
HMN Hammerson Plc GB0004065016 15.124616339455
AIL African Rainbow Capital Investments MU0553S00000 42.399999969781
Ltd
PPH Pepkor Holdings Ltd ZAE000259479 20.217130608696
PAN Pan African Resources GB0004300496 76.087699011497
ITU Intu Properties Plc GB0006834344 67.710000034294
ACT Afrocentric Investment Corp ZAE000078416 31.071893870811
BRN Brimstone Investment Corp N ZAE000015285 74.703033489871
EOH EOH Holdings Ltd. ZAE000071072 61.324220406381
IVT Invicta Holdings ZAE000029773 46.831419603041
FTSE/JSE All Share Momentum Factor Index (J203MF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
TON Tongaat Hulett ZAE000096541 135,112,506 80.888651417656
AFH Alexander Forbes Equity Holdings Pty ZAE000191516 1,341,426,963 51.399999926795
CTK Cartrack Holdings Ltd ZAE000198305 300,000,000 20.173192000000
DRD DRD Gold ZAE000058723 696,429,767 55.490000041885
CSB Cashbuild Ltd ZAE000028320 24,989,811 90.819998598629
Equities for exclusion from index
Ticker Constituent ISIN Free Float
MIX Mix Telematics ZAE000125316 51.109999981883
STP Stenprop Ltd GG00BFWMR296 18.658325946927
HMN Hammerson Plc GB0004065016 15.124616339455
ACL ArcelorMittal South Africa Ltd ZAE000134961 24.032688527600
ITU Intu Properties Plc GB0006834344 67.710000034294
BAT Brait SE LU0011857645 61.065226667053
RCL RCL Foods ZAE000179438 23.477629167192
MSM Massmart Holdings ZAE000152617 46.899999807884
GND Grindrod ZAE000072328 56.311523288456
FTSE/JSE All Share Quality Factor Index (J203QF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
RNI Reinet Investments LU0383812293 195,941,286 75.069999795755
FFA Fortress REIT Ltd (A) ZAE000248498 1,189,915,138 98.358646140564
FFB Fortress REIT Ltd (B) ZAE000248506 1,091,532,994 79.790075849973
NRP NEPI Rockcastle PLC IM00BDD7WV31 585,838,887 59.959999981585
RFG Rhodes Food Group (Pty) Ltd ZAE000191979 262,762,018 54.255558731475
SSS Stor-Age Property REIT ZAE000208963 392,986,858 86.939999912160
ANH Anheuser-Busch InBev BE0974293251 1,693,242,156 1.300603751328
DRD DRD Gold ZAE000058723 696,429,767 55.490000041885
RES Resilient REIT Ltd ZAE000209557 400,131,254 67.038830320458
Equities for exclusion from index
Ticker Constituent ISIN Free Float
MIX Mix Telematics ZAE000125316 51.109999981883
REB Rebosis Property Fund ZAE000201687 75.899999885592
DLT Delta Property Fund ZAE000194049 74.290688120888
STP Stenprop Ltd GG00BFWMR296 18.658325946927
AFH Alexander Forbes Equity Holdings Pty ZAE000191516 51.399999926795
HMN Hammerson Plc GB0004065016 15.124616339455
TGO Tsogo Sun Hotels ZAE000272522 49.272798644321
PAN Pan African Resources GB0004300496 76.087699011497
SNH Steinhoff International Holdings N.V. NL0011375019 42.881782703411
ITU Intu Properties Plc GB0006834344 67.710000034294
ACT Afrocentric Investment Corp ZAE000078416 31.071893870811
IVT Invicta Holdings ZAE000029773 46.831419603041
GND Grindrod ZAE000072328 56.311523288456
FTSE/JSE All Share Size Factor Index (J203SF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
GLN Glencore JE00B4T3BW64 14,586,200,066 3.640298909911
SSS Stor-Age Property REIT ZAE000208963 392,986,858 86.939999912160
DRD DRD Gold ZAE000058723 696,429,767 55.490000041885
Equities for exclusion from index
Ticker Constituent ISIN Free Float
MIX Mix Telematics ZAE000125316 51.109999981883
REB Rebosis Property Fund ZAE000201687 75.899999885592
DLT Delta Property Fund ZAE000194049 74.290688120888
ACT Afrocentric Investment Corp ZAE000078416 31.071893870811
TDH Tradehold ZAE000152658 19.889999945738
FTSE/JSE All Share Value Factor Index (J203VF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
RNI Reinet Investments LU0383812293 195,941,286 75.069999795755
FFA Fortress REIT Ltd (A) ZAE000248498 1,189,915,138 98.358646140564
FFB Fortress REIT Ltd (B) ZAE000248506 1,091,532,994 79.790075849973
RBP Royal Bafokeng Platinum ZAE000149936 257,277,317 50.309999928987
SSS Stor-Age Property REIT ZAE000208963 392,986,858 86.939999912160
ANH Anheuser-Busch InBev BE0974293251 1,693,242,156 1.300603751328
L4L Long4life ZAE000243119 914,159,909 91.649000000065
ACL ArcelorMittal South Africa Ltd ZAE000134961 1,138,059,825 24.032688527600
DRD DRD Gold ZAE000058723 696,429,767 55.490000041885
GND Grindrod ZAE000072328 762,553,314 56.311523288456
RES Resilient REIT Ltd ZAE000209557 400,131,254 67.038830320458
Equities for exclusion from index
Ticker Constituent ISIN Free Float
MIX Mix Telematics ZAE000125316 51.109999981883
REB Rebosis Property Fund ZAE000201687 75.899999885592
DLT Delta Property Fund ZAE000194049 74.290688120888
STP Stenprop Ltd GG00BFWMR296 18.658325946927
HMN Hammerson Plc GB0004065016 15.124616339455
AIL African Rainbow Capital Investments MU0553S00000 42.399999969781
Ltd
PAN Pan African Resources GB0004300496 76.087699011497
SNH Steinhoff International Holdings N.V. NL0011375019 42.881782703411
ACT Afrocentric Investment Corp ZAE000078416 31.071893870811
BRN Brimstone Investment Corp N ZAE000015285 74.703033489871
FTSE/JSE All Share Volatility Factor Index (J203VOF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
IMP Impala Platinum Holdings ZAE000083648 798,982,743 91.500000017692
STP Stenprop Ltd GG00BFWMR296 298,775,175 18.658325946927
SSS Stor-Age Property REIT ZAE000208963 392,986,858 86.939999912160
ANH Anheuser-Busch InBev BE0974293251 1,693,242,156 1.300603751328
ARI African Rainbow Minerals Ltd ZAE000054045 221,944,305 46.870000138373
PAN Pan African Resources GB0004300496 2,234,687,537 76.087699011497
Equities for exclusion from index
Ticker Constituent ISIN Free Float
MUR Murray & Roberts ZAE000073441 45.553223091271
TON Tongaat Hulett ZAE000096541 80.888651417656
BLU Blue Label Telecoms Ltd. ZAE000109088 68.749999924753
REB Rebosis Property Fund ZAE000201687 75.899999885592
DLT Delta Property Fund ZAE000194049 74.290688120888
RPL RDI REIT P.L.C IM00BH3JLY32 46.492195479752
ASC Ascendis Health Ltd ZAE000185005 52.800000132388
AIL African Rainbow Capital Investments MU0553S00000 42.399999969781
Ltd
SDO Stadio Holdings ZAE000248662 34.687205102579
IVT Invicta Holdings ZAE000029773 46.831419603041
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Date: 17/09/2019 05:10:00
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