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Index Change Advice – 20200921 September 2020 All Share Factor Indices Review ICA
FTSE/JSE Africa Index Series – All Share Factor Indices Review
10 September 2020
The following changes will be made to the FTSE/JSE All Share Factor Indices after close of business on Friday,
18 September 2020 and will be effective at start of business on Monday, 21 September 2020.
FTSE/JSE All Share Comprehensive Factor Index (J203CF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
BLU Blue Label Telecoms Ltd. ZAE000109088 913,655,873 67.529999995961
AIL African Rainbow Capital MU0553S00000 1,045,047,714 43.287742266666
Investments Ltd
PRX Prosus NL0013654783 1,624,652,070 6.414925812393
KIO Kumba Iron Ore ZAE000085346 322,085,974 16.791441529832
DRD DRD Gold ZAE000058723 864,588,711 48.372900510842
MSM Massmart Holdings ZAE000152617 219,138,809 46.433282842201
GND Grindrod ZAE000072328 762,553,314 56.277944521529
Equities for exclusion from index
Ticker Constituent ISIN Free Float
SOL Sasol ZAE000006896 88.596465889772
SUI Sun International Ltd ZAE000097580 75.114426897480
RNI Reinet Investments LU0383812293 75.069999795755
FFB Fortress REIT Ltd (B) ZAE000248506 79.668984609731
MPT Mpact Ltd ZAE000156501 97.803728912617
MTH Motus Holdings ZAE000261913 85.774575943094
TGO Tsogo Sun Hotels ZAE000272522 50.890000015383
CLH City Lodge Hotels ZAE000117792 83.053462769553
OCT Octodec Investments ZAE000192258 61.020000053720
RCL RCL Foods ZAE000179438 23.499999936231
SUR Spur Corp ZAE000022653 84.567032435775
TSG Tsogo Sun Gaming ZAE000273116 49.272798644321
HCI Hosken Cons Invest ZAE000003257 53.400001130568
RES Resilient REIT Ltd ZAE000209557 78.305645597466
LEW Lewis Group ZAE000058236 98.610000049068
FTSE/JSE All Share Yield Factor Index (J203DF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
GFI Gold Fields ZAE000018123 883,333,518 97.947415372503
IMP Impala Platinum Hlds ZAE000083648 799,034,147 92.300000026409
ANG Anglogold Ashanti ZAE000043485 416,340,715 99.899999857787
CCO Capital & Counties Properties PLC GB00B62G9D36 848,359,508 25.426812685643
AHB Arrowhead Properties B ZAE000275509 995,341,876 91.560000033597
RFG RFG Holdings ZAE000191979 262,762,018 54.962346194190
CTK Cartrack Holdings Ltd ZAE000198305 300,000,000 19.712000000000
RBX Raubex Group ZAE000093183 181,750,036 93.597489576288
DRD DRD Gold ZAE000058723 864,588,711 48.372900510842
FBR Famous Brands ZAE000053328 100,186,058 75.239150387005
Equities for exclusion from index
Ticker Constituent ISIN Free Float
SOL Sasol ZAE000006896 88.596465889772
HPB Hospitality Property B ZAE000214656 33.134044287945
MPT Mpact Ltd ZAE000156501 97.803728912617
LTE Lighthouse Capital Ltd MU0461N00015 59.796793582817
LBR Libstar Holdings ZAE000250239 43.099999875645
TXT Textainer Group Holdings BMG8766E1093 48.361279504895
NY1 Ninety One Ltd ZAE000282356 53.140000048119
N91 Ninety One Plc GB00BJHPLV88 29.914120148625
0006DY Hammerson Dummy Call Line DUMMY0000006 12.676327718089
HMNN Hammerson Nil Paid Rights line GB00BMCZL472 12.676327718089
ZED Zeder Investments ZAE000088431 55.171721974337
SAP Sappi ZAE000006284 99.599999972995
OCT Octodec Investments ZAE000192258 61.020000053720
RCL RCL Foods ZAE000179438 23.499999936231
SUR Spur Corp ZAE000022653 84.567032435775
APN Aspen Pharmacare Holdings ZAE000066692 83.399999957498
MSM Massmart Holdings ZAE000152617 46.433282842201
OMN Omnia Holdings Ltd ZAE000005153 97.111455799258
MTA Metair Investments Ord ZAE000090692 95.769999988843
LEW Lewis Group ZAE000058236 98.610000049068
FTSE/JSE All Share Low Volatility Focused Factor Index (J203LF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
GFI Gold Fields ZAE000018123 883,333,518 97.947415372503
ANG Anglogold Ashanti ZAE000043485 416,340,715 99.899999857787
BLU Blue Label Telecoms Ltd. ZAE000109088 913,655,873 67.529999995961
GLN Glencore JE00B4T3BW64 4.893688727040
14,586,200,066
PPH Pepkor Holdings Ltd ZAE000259479 3,660,350,881 20.219999996038
PAN Pan African Resources GB0004300496 2,234,687,537 75.335766326422
GND Grindrod ZAE000072328 762,553,314 56.277944521529
NHM Northam Platinum ZAE000030912 509,781,212 67.442533170485
Equities for exclusion from index
Ticker Constituent ISIN Free Float
SOL Sasol ZAE000006896 88.596465889772
NPK Nampak ZAE000071676 93.280000009974
MPT Mpact Ltd ZAE000156501 97.803728912617
COH Curro Holdings ZAE000156253 42.899999931811
LTE Lighthouse Capital Ltd MU0461N00015 59.796793582817
EPP EPP N.V. NL0011983374 51.570000008899
MTH Motus Holdings ZAE000261913 85.774575943094
TGO Tsogo Sun Hotels ZAE000272522 50.890000015383
PRX Prosus NL0013654783 7.514911526052
OCT Octodec Investments ZAE000192258 61.020000053720
RCL RCL Foods ZAE000179438 23.499999936231
SUR Spur Corp ZAE000022653 84.567032435775
TSG Tsogo Sun Gaming ZAE000273116 49.272798644321
HCI Hosken Cons Invest ZAE000003257 53.400001130568
RES Resilient REIT Ltd ZAE000209557 78.305645597466
LEW Lewis Group ZAE000058236 98.610000049068
FTSE/JSE All Share Momentum Factor Index (J203MF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
BLU Blue Label Telecoms Ltd. ZAE000109088 913,655,873 67.529999995961
GND Grindrod ZAE000072328 762,553,314 56.277944521529
TKG Telkom SA SOC ZAE000044897 511,140,239 56.639999927691
Equities for exclusion from index
Ticker Constituent ISIN Free Float
MUR Murray & Roberts ZAE000073441 45.470000032694
FFB Fortress REIT Ltd (B) ZAE000248506 79.668984609731
ATT Attacq Limited ZAE000177218 93.599999963730
EPP EPP N.V. NL0011983374 51.570000008899
HMN Hammerson Plc GB00BK7YQK64 12.676327718089
TGO Tsogo Sun Hotels ZAE000272522 50.890000015383
0006DY Hammerson Dummy Call Line DUMMY0000006 12.676327718089
HMNN Hammerson Nil Paid Rights line GB00BMCZL472 12.676327718089
SNH Steinhoff International Holdings N.V. NL0011375019 33.588881522318
OCT Octodec Investments ZAE000192258 61.020000053720
SAC SA Corporate Real Estate Fund ZAE000203238 99.593961935597
RCL RCL Foods ZAE000179438 23.499999936231
SUR Spur Corp ZAE000022653 84.567032435775
TSG Tsogo Sun Gaming ZAE000273116 49.272798644321
MSM Massmart Holdings ZAE000152617 46.433282842201
HYP Hyprop Investments Ltd ZAE000190724 99.700000214151
HCI Hosken Cons Invest ZAE000003257 53.400001130568
EMI Emira Property Fund ZAE000203063 74.690000041269
VKE Vukile Property Fund ZAE000180865 92.320000003179
LEW Lewis Group ZAE000058236 98.610000049068
FTSE/JSE All Share Quality Factor Index (J203QF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
BLU Blue Label Telecoms Ltd. ZAE000109088 913,655,873 67.529999995961
STP Stenprop Ltd GG00BFWMR296 298,775,175 17.181351830854
AFH Alexander Forbes Equity Holdings ZAE000191516 1,401,541,409 46.719999879738
Proprietary
MNK Montauk Holdings Ltd ZAE000197455 138,312,713 47.932480378859
PAN Pan African Resources GB0004300496 2,234,687,537 75.335766326422
Equities for exclusion from index
Ticker Constituent ISIN Free Float
NPK Nampak ZAE000071676 93.280000009974
PPC PPC Ltd ZAE000170049 82.289999981615
RNI Reinet Investments LU0383812293 75.069999795755
CCO Capital & Counties Properties PLC GB00B62G9D36 27.734050352443
MPT Mpact Ltd ZAE000156501 97.803728912617
ATT Attacq Limited ZAE000177218 93.599999963730
RPL RDI REIT P.L.C IM00BH3JLY32 42.482130515404
LTE Lighthouse Capital Ltd MU0461N00015 59.796793582817
OCT Octodec Investments ZAE000192258 61.020000053720
RCL RCL Foods ZAE000179438 23.499999936231
SUR Spur Corp ZAE000022653 84.567032435775
HCI Hosken Cons Invest ZAE000003257 53.400001130568
RES Resilient REIT Ltd ZAE000209557 78.305645597466
LEW Lewis Group ZAE000058236 98.610000049068
FTSE/JSE All Share Size Factor Index (J203SF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
AHB Arrowhead Properties B ZAE000275509 995,341,876 91.560000033597
MNK Montauk Holdings Ltd ZAE000197455 138,312,713 47.932480378859
Equities for exclusion from index
Ticker Constituent ISIN Free Float
HPB Hospitality Property B ZAE000214656 33.134044287945
NPK Nampak ZAE000071676 93.280000009974
PPC PPC Ltd ZAE000170049 82.289999981615
MPT Mpact Ltd ZAE000156501 97.803728912617
0006DY Hammerson Dummy Call Line DUMMY0000006 12.676327718089
HMNN Hammerson Nil Paid Rights line GB00BMCZL472 12.676327718089
OCT Octodec Investments ZAE000192258 61.020000053720
RCL RCL Foods ZAE000179438 23.499999936231
SUR Spur Corp ZAE000022653 84.567032435775
LEW Lewis Group ZAE000058236 98.610000049068
FTSE/JSE All Share Value Factor Index (J203VF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
AHB Arrowhead Properties B ZAE000275509 995,341,876 91.560000033597
MNK Montauk Holdings Ltd ZAE000197455 138,312,713 47.932480378859
CTK Cartrack Holdings Ltd ZAE000198305 300,000,000 19.712000000000
PAN Pan African Resources GB0004300496 2,234,687,537 75.335766326422
Equities for exclusion from index
Ticker Constituent ISIN Free Float
NPK Nampak ZAE000071676 93.280000009974
PPC PPC Ltd ZAE000170049 82.289999981615
CCO Capital & Counties Properties PLC GB00B62G9D36 27.734050352443
MPT Mpact Ltd ZAE000156501 97.803728912617
RPL RDI REIT P.L.C IM00BH3JLY32 42.482130515404
TGO Tsogo Sun Hotels ZAE000272522 50.890000015383
OCT Octodec Investments ZAE000192258 61.020000053720
RCL RCL Foods ZAE000179438 23.499999936231
SUR Spur Corp ZAE000022653 84.567032435775
EMI Emira Property Fund ZAE000203063 74.690000041269
LEW Lewis Group ZAE000058236 98.610000049068
FTSE/JSE All Share Volatility Factor Index (J203VOF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
RBP Royal Bafokeng Platinum ZAE000149936 258,792,016 58.749999845436
SSW Sibanye Stillwater ZAE000259701 2,675,009,860 98.909999983477
LTE Lighthouse Capital Ltd MU0461N00015 1,207,790,136 37.297763044490
KIO Kumba Iron Ore ZAE000085346 322,085,974 16.791441529832
HAR Harmony ZAE000015228 603,145,648 84.609999818610
Equities for exclusion from index
Ticker Constituent ISIN Free Float
SOL Sasol ZAE000006896 88.596465889772
SUI Sun International Ltd ZAE000097580 75.114426897480
NPK Nampak ZAE000071676 93.280000009974
FFB Fortress REIT Ltd (B) ZAE000248506 79.668984609731
MPT Mpact Ltd ZAE000156501 97.803728912617
COH Curro Holdings ZAE000156253 42.899999931811
HMN Hammerson Plc GB00BK7YQK64 12.676327718089
MTH Motus Holdings ZAE000261913 85.774575943094
TGO Tsogo Sun Hotels ZAE000272522 50.890000015383
0006DY Hammerson Dummy Call Line DUMMY0000006 12.676327718089
HMNN Hammerson Nil Paid Rights line GB00BMCZL472 12.676327718089
RMH RMB Holdings ZAE000024501 78.462478715546
CLH City Lodge Hotels ZAE000117792 83.053462769553
OCT Octodec Investments ZAE000192258 61.020000053720
RCL RCL Foods ZAE000179438 23.499999936231
SUR Spur Corp ZAE000022653 84.567032435775
TSG Tsogo Sun Gaming ZAE000273116 49.272798644321
HCI Hosken Cons Invest ZAE000003257 53.400001130568
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Date: 10-09-2020 05:30:00
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