FTSE Russell Factsheet FTSE/JSE Top 40 Index Data as at: 31 August 2021 bmkTitle1 The FTSE/JSE Africa Index Series is designed to represent the performance of South African FEATURES companies, providing investors with a comprehensive and complementary set of indices, which measure the performance of the major capital and industry segments of the South African Coverage market. The FTSE/JSE Top 40 Index consists of the largest 40 companies ranked by investable The FTSE/JSE Top 40 Index consists of the largest 40 companies ranked by investable market market value in the FTSE/JSE All-Share value in the FTSE/JSE All-Share Index.

Index.

5-Year Performance - Total Return Objective (ZAR)

160 The index is designed for use in the creation 150 of index tracking funds, derivatives and as a

140 performance benchmark. 130 Investability 120 110 Stocks are selected and weighted to ensure

100 that the index is investable. 90 Liquidity Aug-2016 Aug-2017 Aug-2018 Aug-2019 Aug-2020 Aug-2021 Data as at month end Stocks are screened to ensure that the index

is tradable. FTSE/JSE Top 40 FTSE/JSE All Share Transparency

The index uses a transparent, rules-based Performance and Volatility - Total Return construction process. Index Rules are freely Index (ZAR) Return % Return pa %* Volatility %** available on the FTSE Russell website. 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR Availability FTSE/JSE Top 40 -0.6 2.5 14.5 22.6 27.8 53.0 8.5 8.9 17.3 23.2 15.5 The index is calculated based on price and FTSE/JSE All Share -0.1 4.0 15.9 25.2 26.6 49.1 8.2 8.3 16.4 22.5 15.2

total return methodologies, both real time * Compound annual returns measured over 3 and 5 years respectively and end-of-day. ** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data

Industry Classification Benchmark Year-on-Year Performance - Total Return

Index constituents are categorized in Index % (ZAR) 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 accordance with the Industry Classification FTSE/JSE Top 40 2.2 26.1 22.8 9.2 7.5 -1.6 23.1 -8.3 12.4 10.0 Benchmark (ICB), the global standard for FTSE/JSE All Share 2.6 26.7 21.4 10.9 5.1 2.6 21.0 -8.5 12.0 7.0

industry sector analysis.

Return/Risk Ratio and Drawdown - Total Return

Index (ZAR) Return/Risk Ratio Drawdown (%)

1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR

FTSE/JSE Top 40 1.3 0.4 0.6 0.8 -8.4 -34.6 -34.6 -34.6

FTSE/JSE All Share 1.5 0.4 0.5 0.9 -8.0 -35.2 -35.2 -35.2

Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table Drawdown - based on daily data

Source: FTSE Russell as at 31 August 2021. Past performance is no guarantee of future results. 1 of 3

Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information. FTSE/JSE Top 40 Index Data as at: 31 August 2021

Top 10 Constituents INFORMATION

Constituent ICB Sector Net MCap (ZARm) Wgt % Index Universe BHP Group Plc Industrial Metals and Mining 955,940 13.16

FTSE/JSE All-Share Index Compagnie Financiere Richemont AG Personal Goods 818,763 11.27

Anglo American Industrial Metals and Mining 759,606 10.45 Index Launch

Prosus Software and Computer Services 646,370 8.90 24 June 2002 Naspers Software and Computer Services 523,809 7.21 Base Date Firstrand Limited Banks 303,428 4.18 21 June 2002 MTN Group Telecommunications Service Providers 239,872 3.30

Mondi Plc General Industrials 194,002 2.67 Base Value

Standard Bank Group Banks 190,312 2.62 10300.31

Impala Platinum Hlds Precious Metals and Mining 176,354 2.43 Investability Screen Totals 4,808,455 66.18

Actual free float applied and liquidity

screened ICB Supersector Breakdown

ICB Code ICB Supersector No. of Cons Net MCap (ZARm) Wgt % Index Calculation

1010 Technology 2 1,170,179 16.11 Real-time and end-of-day indices available

1510 Telecommunications 3 374,991 5.16 End-of-Day Distribution 2010 Health Care 1 74,655 1.03 Via FTP and email 3010 Banks 7 886,255 12.20 Currency 3020 Financial Services 2 102,695 1.41

3030 Insurance 3 235,452 3.24 ZAR

3510 Real Estate 2 96,854 1.33 Review Dates 4020 Consumer Products and Services 1 818,763 11.27 March, June, September and December 4040 Retailers 2 111,102 1.53 History 4510 Food Beverage and Tobacco 1 142,934 1.97 JSE: June 1995 to 21 June 2002 4520 Personal Care Drug and Grocery Stores 4 310,496 4.27

FTSE: From 21 June 2002 onwards 5020 Industrial Goods and Services 2 263,370 3.62

5510 Basic Resources 9 2,507,163 34.51

5520 Chemicals 1 124,547 1.71

6010 Energy 1 46,138 0.64

Totals 41 7,265,594 100.00

Index Characteristics

Attributes FTSE/JSE Top 40

Number of constituents 41

Net MCap (ZARm) 7,265,594

Dividend Yield % 2.75

Constituent Sizes (Net MCap ZARm)

Average 177,210

Largest 955,940

Smallest 17,585

Median 89,822

Weight of Largest Constituent (%) 13.16

Top 10 Holdings (% Index MCap) 66.18

31 August 2021

Source: FTSE Russell as at 31 August 2021. Past performance is no guarantee of future results. 2 of 3 Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information. FTSE/JSE Top 40 Index Data as at: 31 August 2021

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Past performance is no guarantee of future results. Charts and graphs are provided for illustrative purposes only. Index returns shown may not represent Asia-Pacific the results of the actual trading of investable assets. Certain returns shown may reflect back-tested performance. All performance presented prior to the index inception date is back-tested performance. Back-tested performance is not actual performance, but is hypothetical. The back-test calculations are Hong Kong +852 2164 3333 based on the same methodology that was in effect when the index was officially launched. However, back-tested data may reflect the application of the Tokyo +81 3 4563 6346 index methodology with the benefit of hindsight, and the historic calculations of an index may change from month to month based on revisions to the underlying economic data used in the calculation of the index. Sydney +61 (0) 2 8823 3521

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Source: FTSE Russell as at 31 August 2021. Past performance is no guarantee of future results. 3 of 3 Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.