Automatic or dynamic cross-referencing a list

I would reccomend using Static Captions in conjunction with cross refereces. First go into Bridge and add your advertiser name as metadata to your ads. I used the Description field in my example.

Make a new paragraph style for your Captions. It doesnt matter what it looks like right now. We're going to change it later.

Then go to Links > Captions > Caption setup. Choose your Metadata field and your paragraph style that you just set up. Change the alignment to a negative amount. 

The go to Links > Captions > Generate Static Captions. This is important! Because Live Captions won't work with cross references.

Now the name of your advertiser should be at the bottom of your image. Once you see that your captions generated successfully, go back into the paragraph style you just set up and give it a character color of None.

Now to generate your list of advertisers, you can either do that manually, using cross references, or you can do it using a TOC and choosing to alphabetize. If you go the TOC route, you'll need to remember to update it manually whenever the ad placement changes. If you make the cross references manually, it's more work up front (potentially a lot more work), but you won't have to remember to update your list. InDesign will alert you when the ads move pages.

Here's how to make your list using cross references: 

You can use whatever paragraph style you want for this, but the setting I have shown has a right-indent tab, which will shove the page number all the way to the right of the text frame.

Here how to make the list usng the TOC function. Again, I change ^t to ^y (a tab to a right-indent tab). That will give you rmore flexibility when changing your text fram width.