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General SENS Submitter Company - Index Change Advice 20200921 September 2020 Minimum Variance Review ICA Updated

Release Date: 18/09/2020 17:05
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Index Change Advice – 20200921 September 2020 Minimum Variance Review ICA Updated

          FTSE/ JSE Africa Index Series – Minimum Variance Indices Review

                                                Updated
                                          18 September 2020
The following changes will be made to the FTSE/JSE Minimum Variance 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 Top 40 Minimum Variance Index (J700)
Equities for inclusion to index
 Ticker    Constituent                  ISIN                  SII                Free Float
 NED       Nedbank Group                ZAE000004875              502,054,496         69.540357029290%
 RNI       Reinet Investments           LU0383812293              195,941,286         75.069999795755%
 MCG       MultiChoice Group            ZAE000265971              442,512,678         99.839110592991%
 SBK       Standard Bank Group          ZAE000109815            1,619,929,317         78.900000000247%
 FSR       Firstrand Limited            ZAE000066304            5,609,488,001         82.364763208837%
 SLM       Sanlam                       ZAE000070660            2,226,974,408         74.820000052686%
 HAR       Harmony                      ZAE000015228              603,145,648         84.609999818610%
 ABG       Absa Group Limited           ZAE000255915              847,750,679         84.622000049144%
 EXX       Exxaro Resources             ZAE000084992              358,706,754         69.730459549697%



Update: The equities for exclusion from J700 index have been updated as below. This does
not impact ranking in any indices.

Equities for exclusion from index
 Ticker    Constituent                            ISIN                  Free Float
 NRP       NEPI Rockcastle PLC                    IM00BDD7WV31            62.194681031864%
 INL       Investec Ltd                           ZAE000081949            95.105318435420%
 GRT       Growthpoint Properties Ltd             ZAE000179420            97.240000004738%
 SSW       Sibanye Stillwater                     ZAE000259701            81.129408789124%
 MRP       Mr Price Group Ltd                     ZAE000200457            99.910000060052%
 WHL       Woolworths Holdings Ltd                ZAE000063863            82.945637734734%
 CPI       Capitec Bank Holdings Ltd              ZAE000035861            65.704191322130%
 INP       Investec PLC                           GB00B17BBQ50            96.700000056602%

                      FTSE/JSE All Share Minimum Variance Index (J703)
Equities for inclusion to index
 Ticker    Constituent                           ISIN                   SII                Free Float
 AMS       Anglo American Platinum               ZAE000013181                269,681,886   22.719999814893%
 RNI       Reinet Investments                    LU0383812293                195,941,286   75.069999795755%
 ATT       Attacq Limited                        ZAE000177218                750,334,130   93.599999963730%
 MNK       Montauk Holdings Ltd                  ZAE000197455                138,312,713   47.932480378859%
 L4L       Long4life                             ZAE000243119                818,546,348   85.534098736857%
 QLT       Quilter                               GB00BDCXV269              1,840,554,972   53.532359256859%
 MCG       MultiChoice Group                     ZAE000265971                442,512,678   99.839110592991%
 ZED       Zeder Investments                     ZAE000088431              1,613,843,495   55.171721974337%
 LBH       Liberty Hldgs.                        ZAE000127148                286,202,373   41.410688792577%
 ARI       African Rainbow Minerals Ltd          ZAE000054045                223,256,200   47.290000074568%
 SLM       Sanlam                                ZAE000070660              2,226,974,408   74.820000052686%
 ABG       Absa Group Limited                    ZAE000255915                847,750,679   84.622000049144%
 RMH       RMB Holdings                          ZAE000024501              1,411,703,218   78.462478715546%
 REM       Remgro                                ZAE000026480                529,217,007   95.292880865410%
 MTM       Momentum Metropolitan Holdings        ZAE000269890              1,497,475,356   65.500000054759%
 OMU       Old Mutual Ltd                        ZAE000255360              4,708,553,649   96.940000014004%
 SNT       Santam                                ZAE000093779                115,131,417   35.980000141925%
 MRP       Mr Price Group                        ZAE000200457                257,045,727   99.910000060052%
 TRU           Truworths International                    ZAE000028296                     442,963,993       95.700000030491%
 TFG           The Foschini Group Ltd                     ZAE000148466                     331,459,540       97.470991901420%
 CML           Coronation Fund Managers                   ZAE000047353                     349,799,102       73.523804529378%

Equities for exclusion from index
 Ticker         Constituent                                   ISIN                      Free Float
 SOL            Sasol Ltd                                     ZAE000006896              88.596465889772%
 NPK            Nampak Ltd                                    ZAE000071676              93.280000009974%
 PPC            PPC Ltd                                       ZAE000170049              82.289999981615%
 RBP            Royal Bafokeng Platinum                       ZAE000149936              58.749999845436%
 MPT            Mpact Ltd                                     ZAE000156501              97.803728912617%
 NRP            NEPI Rockcastle PLC                           IM00BDD7WV31              62.194681031864%
 TCP            Transaction Capital                           ZAE000167391              79.549034632086%
 HMN            Hammerson Plc                                 GB00BK7YQK64              12.676327718089%
 CLH            City Lodge Hotels Ltd                         ZAE000117792              83.053462769553%
 OCT            Octodec Investments Ltd                       ZAE000192258              61.020000053720%
 RCL            RCL Foods Ltd                                 ZAE000179438              23.499999936231%
 SUR            Spur Corp. Ltd                                ZAE000022653              84.567032435775%
 TSG            Tsogo Sun Gaming                              ZAE000273116              49.272798644321%
 KAP            KAP Industrial Holdings Ltd                   ZAE000171963              97.356973618849%
 RES            Resilient REIT Ltd                            ZAE000209557              78.305645597466%
 EMI            Emira Property Fund                           ZAE000203063              74.690000041269%
 VKE            Vukile Property Fund Ltd                      ZAE000180865              92.320000003179%
 LEW            Lewis Group Ltd                               ZAE000058236              98.610000049068%




For further information please contact FTSE Russell Client Services at info@ftserussell.com or indices@jse.co.za or call:

 Australia               +1800 653 680
 Hong Kong               +852 2164 3333
 Japan                   +81 3 4563 6346
 London                  +44 (0) 20 7866 1810
 New York                +1866 551 0617

 JSE Limited             +27 11 520 7000


Alternatively please visit our website at www.ftserussell.com or www.ftsejse.co.za

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Date: 18-09-2020 05:05:00
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