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Index Change Advice – 20230320 March 2023 All Share Factor Indices Review ICA
FTSE/JSE Africa Index Series – All Share Factor Indices Review
13 March 2023
The following changes will be made to the FTSE/JSE All Share Factor Indices after close of business on Friday,
17 March 2023 and will be effective at start of business on Monday, 20 March 2023.
FTSE/JSE All Share Comprehensive Factor Index (J203CF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
FTB Fairvest Limited B ZAE000304796 1,494,142,832 89.390000031804%
ATT Attacq Limited ZAE000177218 751,551,292 93.411303988551%
RCL RCL Foods ZAE000179438 953,974,137 18.190000028984%
HYP Hyprop Investments Ltd ZAE000190724 359,566,570 99.292608422794%
Equities for exclusion from index
Ticker Constituent ISIN Free Float
MUR Murray & Roberts ZAE000073441 53.801085478738%
AMS Anglo American Platinum ZAE000013181 21.150000041160%
BLU Blue Label Telecoms Ltd. ZAE000109088 52.100000018278%
FFB FORTRESS REAL EST INV (B) ZAE000248506 73.205851055774%
AFH Alexander Forbes Equity Holdings ZAE000191516 17.200007043581%
Proprietary
RFG RFG Holdings ZAE000191979 53.365768411780%
ZZD Zeda Ltd ZAE000315768 95.090000108742%
BAT Brait PLC LU0011857645 59.416250802531%
NPH Northam Platinum Holdings ZAE000298253 93.202566892695%
FTSE/JSE All Share Yield Factor Index (J203DF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
RCL RCL Foods Limited ZAE000179438 953,974,137 18.190000028984%
Equities for exclusion from index
Ticker Constituent ISIN Free Float
ZZD Zeda Limited ZAE000315768 95.090000108742%
FTSE/JSE All Share Low Volatility Focused Factor Index (J203LF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
RCL RCL Foods Limited ZAE000179438 953,974,137 18.190000028984%
Equities for exclusion from index
Ticker Constituent ISIN Free Float
RFG RFG Holdings Limited ZAE000191979 53.365768411780%
ZZD Zeda Limited ZAE000315768 95.090000108742%
MUR Murray & Roberts Hldgs ZAE000073441 53.801085478738%
FTSE/JSE All Share Momentum Factor Index (J203MF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
SHC Shaftesbury Capital GB00B62G9D36 1,815,264,619 9.090747777087%
SRE Sirius Real Estate Ltd GG00B1W3VF54 1,172,160,992 25.596106218722%
HMN Hammerson Plc GB00BK7YQK64 5,002,265,607 12.687992565712%
L2D Liberty Two Degrees ZAE000260576 908,443,334 38.175270489684%
LBR Libstar Holdings ZAE000250239 681,921,408 38.158116455555%
DRD DRD Gold ZAE000058723 864,588,711 48.714444988861%
WBO Wilson Bayly Holmes-Ovcon ZAE000009932 59,890,514 87.519998576068%
RCL RCL Foods ZAE000179438 953,974,137 18.190000028984%
AEL Altron Limited A ZAE000191342 407,631,713 57.629999856028%
Equities for exclusion from index
Ticker Constituent ISIN Free Float
MUR Murray & Roberts ZAE000073441 53.801085478738%
BLU Blue Label Telecoms Ltd. ZAE000109088 52.100000018278%
THA Tharisa PLC CY0103562118 31.831406181818%
ZZD Zeda Ltd ZAE000315768 95.090000108742%
RBX Raubex Group ZAE000093183 93.400000206878%
CSB Cashbuild Ltd ZAE000028320 90.628296468509%
FTSE/JSE All Share Quality Factor Index (J203QF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
RCL RCL Foods Limited ZAE000179438 953,974,137 18.190000028984%
Equities for exclusion from index
Ticker Constituent ISIN Free Float
RFG RFG Holdings Limited ZAE000191979 53.365768411780%
ZZD Zeda Limited ZAE000315768 95.090000108742%
SNH Steinhoff Int Hldgs N.V. NL0011375019 27.689397714835%
MUR Murray & Roberts Hldgs ZAE000073441 53.801085478738%
FTSE/JSE All Share Size Factor Index (J203SF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
RCL RCL Foods Limited ZAE000179438 953,974,137 18.190000028984%
Equities for exclusion from index
Ticker Constituent ISIN Free Float
RFG RFG Holdings Limited ZAE000191979 53.365768411780%
ZZD Zeda Limited ZAE000315768 95.090000108742%
SNH Steinhoff Int Hldgs N.V. NL0011375019 27.689397714835%
MUR Murray & Roberts Hldgs ZAE000073441 53.801085478738%
FTSE/JSE All Share Value Factor Index (J203VF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
RCL RCL Foods Limited ZAE000179438 953,974,137 18.190000028984%
Equities for exclusion from index
Ticker Constituent ISIN Free Float
RFG RFG Holdings Limited ZAE000191979 53.365768411780%
ZZD Zeda Limited ZAE000315768 95.090000108742%
SNH Steinhoff Int Hldgs N.V. NL0011375019 27.689397714835%
MUR Murray & Roberts Hldgs ZAE000073441 53.801085478738%
FTSE/JSE All Share Volatility Factor Index (J203VOF)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
RCL RCL Foods Limited ZAE000179438 953,974,137 18.190000028984%
Equities for exclusion from index
Ticker Constituent ISIN Free Float
RFG RFG Holdings Limited ZAE000191979 53.365768411780%
ZZD Zeda Limited ZAE000315768 95.090000108742%
For index related enquiries or further information about FTSE please contact:
Client Services in UK: Tel: +44 (0) 20 7448 1810 and
Client Services in US: Tel: +1 212 825 1328 or +1 415 445 5660 and
Client Services in Asia Pacific: Tel: +852 2230 5800 or +65 223 3738.
JSE Securities Exchange, South Africa Tel: +27 11 520 7000
Or, email your enquiries to info@ftse.com, indices@jse.co.za or visit our websites at www.ftse.com and
www.ftsejse.co.za
Date: 14-03-2023 07:14:00
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