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General SENS Submitter Company - Index Change Advice - 20190923 September 2019 All Share Factor Indices Review ICA

Release Date: 17/09/2019 17:10
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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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