Hang Seng Large-Mid Cap Dividend Yield Select Index

August 2021

The Hang Seng Large-Mid Cap Yield Select Index ("HSLMYSI") aims to reflect the performance of a high exposure yield strategy based on the Hang Seng Large-Mid Cap (Investable) index.

FEATURES

■ Top 80% of the stocks in the parent index will be filtered by quality- screening

■ Among the quality-screened stocks, the top 40% of the stocks in terms of high yield exposure will be eligible for selection and weight tilting

■ The weights of constituents with relatively higher yield are tilted upwards, while those with relatively lower yield are tilted downwards

■ Sector neutral weighting will be applied to decrease sector biases

Data has been rebased at 100.00. All information for an index prior to its launch date is back-tested, back-tested performance reflects hypothetical historical performance.

INDEX PERFORMANCE % Change Index Index Level 1 - Mth 3 - Mth 6 - Mth 1 - Yr 3 - Yr 5 - Yr YTD

HSLMYSI 3,347.98 +0.08 -11.56 -9.94 +2.42 -5.61 +15.07 -4.48

HSLMYSI TRI 5,120.42 +0.28 -9.87 -7.31 +6.00 +5.67 +39.34 -1.67 INFORMATION INDEX FUNDAMENTALS Launch Date 18 Jan 2021 Index Dividend Yield (%) PE Ratio (Times) Annual Volatility*(%) Backdated To 4 Mar 2011 Base Date 4 Mar 2011 HSLMYSI 3.56 10.54 16.40 Base Index 3,000 *Annual Volatility was calculated based on daily return for the past 12-month period. Review Half-yearly CORRELATION Dissemination Every 2 sec Index HSLMYSI HSI HSLMIV Currency HKD HSLMYSI 1.00 0.97 0.96 Total Return Index Available HSI - 1.00 0.97 No. of Constituents 81 HSLMIV - - 1.00

VENDOR CODES INDEX STATISTICS

Bloomberg HSLMYSI Total Market Value Market Value Index (HKD Mn) Coverage Ratio^(%) Refinitiv .HSLMYSI

CONTACT US HSLMYSI 21,826,637 49.81

Email [email protected] HSI: All data as at 31 Aug 2021 HSLMIV: Hang Seng Large-Mid Cap (Investable) Index

Disclaimer All information contained herein is provided for reference only. Hang Seng Indexes Company Limited ("HSIL") ensures the accuracy and reliability of the above information to the best of its endeavours. However, HSIL makes no warranty or representation as to the accuracy, completeness or reliability of any of the information contained herein and accepts no liability (whether in tort or contract or otherwise) whatsoever to any person for any damage or loss of any nature arising from or as a result of reliance on any of the contents of this document, or any errors or omissions in its contents and such contents may change from time to time without notice. Prospective investors should also note that value of securities and investments can go down as well as up and past performance is not necessarily indicative of future performance. The information contained in this document is not intended to provide professional advice and should not be relied upon in that regard. Persons intending to use any information obtained from this document are advised to obtain appropriate professional advice.

www.hsi.com.hk © Hang Seng Indexes Company Limited 2021. All rights reserved. A wholly-owned subsidiary of CONSTITUENTS (TOP 50) Stock Code ISIN CODE Company Name Industry Classification Weighting (%) 700 KYG875721634 Information Technology 9.69 939 CNE1000002H1 CCB Financials 8.82 9988 KYG017191142 BABA-SW Information Technology 5.73 1398 CNE1000003G1 ICBC Financials 4.43 3988 CNE1000001Z5 Financials 4.24 1299 HK0000069689 AIA Financials 3.39 941 HK0941009539 Telecommunications 2.32 1810 KYG9830T1067 -W Information Technology 2.16 388 HK0388045442 HKEX Financials 1.97 16 HK0016000132 SHK PPT Properties & Construction 1.81 2269 KYG970081173 WUXI BIO Healthcare 1.76 6 HK0006000050 POWER ASSETS Utilities 1.75 669 HK0669013440 TECHTRONIC IND Consumer Discretionary 1.75 2318 CNE1000003X6 PING AN Financials 1.71 1093 HK1093012172 CSPC PHARMA Healthcare 1.66 11 HK0011000095 HANG SENG BANK Financials 1.60 288 KYG960071028 WH GROUP Consumer Staples 1.53 2388 HK2388011192 BOC Financials 1.42 1113 KYG2177B1014 CK ASSET Properties & Construction 1.40 1288 CNE100000Q43 ABC Financials 1.40 66 HK0066009694 MTR CORPORATION Consumer Discretionary 1.38 883 HK0883013259 CNOOC Energy 1.32 2313 KYG8087W1015 SHENZHOU INTL Consumer Discretionary 1.26 3968 CNE1000002M1 CM BANK Financials 1.25 3 HK0003000038 HK & CHINA GAS Utilities 1.22 1928 KYG7800X1079 LTD Consumer Discretionary 1.22 27 HK0027032686 GALAXY ENT Consumer Discretionary 1.18 175 KYG3777B1032 AUTO Consumer Discretionary 1.16 688 HK0688002218 CHINA OVERSEAS Properties & Construction 1.07 868 KYG9828G1082 XINYI GLASS Industrials 1.03 1 KYG217651051 CKH HOLDINGS Conglomerates 1.02 2007 KYG245241032 Properties & Construction 1.00 2628 CNE1000002L3 CHINA LIFE Financials 0.99 267 HK0267001375 CITIC Conglomerates 0.90 1038 BMG2178K1009 CKI HOLDINGS Utilities 0.86 1177 KYG8167W1380 SINO BIOPHARM Healthcare 0.86 2020 KYG040111059 Consumer Discretionary 0.85 2333 CNE100000338 GREATWALL MOTOR Consumer Discretionary 0.84 1109 KYG2108Y1052 CHINA RES LAND Properties & Construction 0.83 151 KYG9431R1039 WANT WANT CHINA Consumer Staples 0.80 12 HK0012000102 HENDERSON LAND Properties & Construction 0.79 2382 KYG8586D1097 Industrials 0.78 386 CNE1000002Q2 CORP Energy 0.77 867 KYG211081248 CMS Healthcare 0.76 322 KYG8878S1030 TINGYI Consumer Staples 0.70 144 HK0144000764 CHINA MER PORT Industrials 0.67 1378 KYG211501005 CHINAHONGQIAO Materials 0.63 914 CNE1000001W2 CONCH CEMENT Properties & Construction 0.59 6186 KYG2121Q1055 CHINA FEIHE Consumer Staples 0.57 981 KYG8020E1199 SMIC Information Technology 0.56

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Weightings may not add up to the total due to rounding A wholly-owned subsidiary of Hang Seng Bank Hang Seng Large-Mid Cap Dividend Yield Comprehensive Index

August 2021

The Hang Seng Large-Mid Cap Yield Comprehensive Index ("HSLMYCI") aims to reflect the performance of a high capacity yield strategy based on the Hang Seng Large-Mid Cap (Investable) index.

FEATURES

■ Top 80% of the stocks in the parent index will be filtered by quality- screening

■ The weights of constituents with relatively higher yield are tilted upwards, while those with relatively lower yield are tilted downwards

■ Sector neutral weighting will be applied to remove sector biases

Data has been rebased at 100.00. All information for an index prior to its launch date is back-tested, back-tested performance reflects hypothetical historical performance.

INDEX PERFORMANCE % Change Index Index Level 1 - Mth 3 - Mth 6 - Mth 1 - Yr 3 - Yr 5 - Yr YTD

HSLMCI 3,387.67 +0.43 -11.55 -9.37 +3.88 -3.55 +18.27 -3.61

HSLMCI TRI 5,142.19 +0.63 -9.68 -6.62 +7.64 +8.22 +43.20 -0.67 INFORMATION INDEX FUNDAMENTALS Launch Date 18 Jan 2021 Index Dividend Yield (%) PE Ratio (Times) Annual Volatility*(%) Backdated To 4 Mar 2011 Base Date 4 Mar 2011 HSLMCI 3.72 10.38 16.88 Base Index 3,000 *Annual Volatility was calculated based on daily return for the past 12-month period. Review Half-yearly CORRELATION Dissemination Every 2 sec Index HSLMCI HSI HSLMIV Currency HKD HSLMCI 1.00 0.97 0.97 Total Return Index Available HSI - 1.00 0.97 No. of Constituents 226 HSLMIV - - 1.00

VENDOR CODES INDEX STATISTICS

Bloomberg HSLMYCI Total Market Value Market Value Index (HKD Mn) Coverage Ratio^(%) Refinitiv .HSLMYCI

CONTACT US HSLMCI 29,242,305 66.74

Email [email protected] HSI: Hang Seng Index All data as at 31 Aug 2021 HSLMIV: Hang Seng Large-Mid Cap (Investable) Index

Disclaimer All information contained herein is provided for reference only. Hang Seng Indexes Company Limited ("HSIL") ensures the accuracy and reliability of the above information to the best of its endeavours. However, HSIL makes no warranty or representation as to the accuracy, completeness or reliability of any of the information contained herein and accepts no liability (whether in tort or contract or otherwise) whatsoever to any person for any damage or loss of any nature arising from or as a result of reliance on any of the contents of this document, or any errors or omissions in its contents and such contents may change from time to time without notice. Prospective investors should also note that value of securities and investments can go down as well as up and past performance is not necessarily indicative of future performance. The information contained in this document is not intended to provide professional advice and should not be relied upon in that regard. Persons intending to use any information obtained from this document are advised to obtain appropriate professional advice.

www.hsi.com.hk © Hang Seng Indexes Company Limited 2021. All rights reserved. A wholly-owned subsidiary of Hang Seng Bank CONSTITUENTS (TOP 50) Stock Code ISIN CODE Company Name Industry Classification Weighting (%) 700 KYG875721634 TENCENT Information Technology 9.57 939 CNE1000002H1 CCB Financials 7.19 9988 KYG017191142 BABA-SW Information Technology 5.16 1398 CNE1000003G1 ICBC Financials 3.61 3988 CNE1000001Z5 BANK OF CHINA Financials 3.46 1299 HK0000069689 AIA Financials 2.77 941 HK0941009539 CHINA MOBILE Telecommunications 2.14 1810 KYG9830T1067 XIAOMI-W Information Technology 1.94 388 HK0388045442 HKEX Financials 1.61 2318 CNE1000003X6 PING AN Financials 1.40 669 HK0669013440 TECHTRONIC IND Consumer Discretionary 1.34 11 HK0011000095 HANG SENG BANK Financials 1.31 2269 KYG970081173 WUXI BIO Healthcare 1.24 16 HK0016000132 SHK PPT Properties & Construction 1.21 1093 HK1093012172 CSPC PHARMA Healthcare 1.17 2388 HK2388011192 BOC HONG KONG Financials 1.15 1288 CNE100000Q43 ABC Financials 1.14 6 HK0006000050 POWER ASSETS Utilities 1.09 66 HK0066009694 MTR CORPORATION Consumer Discretionary 1.05 3968 CNE1000002M1 CM BANK Financials 1.02 288 KYG960071028 WH GROUP Consumer Staples 0.99 883 HK0883013259 CNOOC Energy 0.97 2313 KYG8087W1015 SHENZHOU INTL Consumer Discretionary 0.96 1 KYG217651051 CKH HOLDINGS Conglomerates 0.94 1113 KYG2177B1014 CK ASSET Properties & Construction 0.94 1928 KYG7800X1079 SANDS CHINA LTD Consumer Discretionary 0.93 27 HK0027032686 GALAXY ENT Consumer Discretionary 0.90 175 KYG3777B1032 GEELY AUTO Consumer Discretionary 0.89 2328 CNE100000593 PICC P&C Financials 0.83 267 HK0267001375 CITIC Conglomerates 0.82 2628 CNE1000002L3 CHINA LIFE Financials 0.81 3 HK0003000038 HK & CHINA GAS Utilities 0.76 688 HK0688002218 CHINA OVERSEAS Properties & Construction 0.72 868 KYG9828G1082 XINYI GLASS Industrials 0.69 1658 CNE1000029W3 PSBC Financials 0.67 2007 KYG245241032 COUNTRY GARDEN Properties & Construction 0.67 3328 CNE100000205 BANKCOMM Financials 0.66 2020 KYG040111059 ANTA SPORTS Consumer Discretionary 0.65 2333 CNE100000338 GREATWALL MOTOR Consumer Discretionary 0.64 1177 KYG8167W1380 SINO BIOPHARM Healthcare 0.61 836 HK0836012952 CHINA RES POWER Utilities 0.58 386 CNE1000002Q2 SINOPEC CORP Energy 0.56 1109 KYG2108Y1052 CHINA RES LAND Properties & Construction 0.56 998 CNE1000001Q4 CITIC BANK Financials 0.55 303 BMG9400S1329 VTECH HOLDINGS Information Technology 0.54 1038 BMG2178K1009 CKI HOLDINGS Utilities 0.54 12 HK0012000102 HENDERSON LAND Properties & Construction 0.53 867 KYG211081248 CMS Healthcare 0.53 2382 KYG8586D1097 SUNNY OPTICAL Industrials 0.53 151 KYG9431R1039 WANT WANT CHINA Consumer Staples 0.51

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Weightings may not add up to the total due to rounding A wholly-owned subsidiary of Hang Seng Bank