Hang Seng Stock Connect China A 300 Index

August 2021

Hang Seng Stock Connect China A 300 Index ("HSCA300") measures the overall performance of the 300 largest A-share companies in terms of market capitalisation listed in mainland China that are eligible for Northbound trading under the Stock Connect schemes.

FEATURES

■ Comprises of A-shares that are eligible for Northbound trading under the Stock Connect Scheme

■ Freefloat-adjusted, market-capitalisation weighted

■ 10% cap on individual securities

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 INFORMATION HSCA300 4,431.16 -0.24 -9.02 -7.78 +3.23 +52.25 +55.97 -5.35

Launch Date 22 Jun 2020 HSCA300 TRI 5,115.39 -0.06 -7.77 -6.30 +5.03 +61.84 +73.17 -3.84

Base Date 31 Dec 2014 INDEX FUNDAMENTALS

Base Index 3,000 Index Dividend Yield (%) PE Ratio (Times) Annual Volatility*(%) Review Quarterly HSCA300 1.77 18.40 19.47 Dissemination Every 2 sec *Annual Volatility was calculated based on daily return for the past 12-month period. Currency CNY Total Return Index Available CORRELATION No. of Constituents 300 Index HSCA300 HSI HSCEI HSCA300 1.00 0.62 0.66

VENDOR CODES HSI - 1.00 0.95

Bloomberg HSCA300 HSCEI - - 1.00 Refinitiv .HSCA300 HSI: Hang Seng Index All data as at 31 Aug 2021 HSCEI: Hang Seng China Enterprises Index CONTACT US Email [email protected]

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 Share Type Weighting (%) 600519 CNE0000018R8 KWEICHOW MOUTAI Consumer Staples A Share 4.14 300750 CNE100003662 CATL Industrials A Share 3.04 601318 CNE000001R84 PING AN Financials A Share 2.43 601012 CNE100001FR6 LONGI Industrials A Share 2.17 000858 CNE000000VQ8 WULIANGYE Consumer Staples A Share 1.86 000001 CNE000000040 PAB Financials A Share 1.82 601166 CNE000001QZ7 Financials A Share 1.62 300059 CNE100000MD4 EASTMONEY Financials A Share 1.35 600036 CNE000001B33 CM BANK Financials A Share 1.33 002415 CNE100000PM8 Information Technology A Share 1.27 603259 CNE1000031K4 APPTEC Healthcare A Share 1.26 002594 CNE100001526 BYD COMPANY Consumer Discretionary A Share 1.19 600030 CNE000001DB6 CITIC SEC Financials A Share 1.08 601888 CNE100000G29 CITS Consumer Discretionary A Share 1.06 601288 CNE100000RJ0 ABC Financials A Share 1.00 600276 CNE0000014W7 HR Healthcare A Share 0.99 600887 CNE000000JP5 YILI Consumer Staples A Share 0.98 600900 CNE000001G87 CYPC Utilities A Share 0.93 002460 CNE100000SF6 GANFENGLITHIUM Materials A Share 0.91 600309 CNE0000016J9 WANHUA Materials A Share 0.88 300760 CNE100003G67 MINDRAY Healthcare A Share 0.84 600000 CNE0000011B7 SPD BANK Financials A Share 0.84 600031 CNE000001F70 SANY Industrials A Share 0.82 601899 CNE100000B24 ZIJIN MINING Materials A Share 0.81 600438 CNE000001GS3 TONGWEI Consumer Staples A Share 0.80 002812 CNE100002BR3 CHUANGXIN Materials A Share 0.79 000725 CNE0000016L5 BOE Industrials A Share 0.78 002142 CNE1000005P7 BANK OF Financials A Share 0.77 002475 CNE100000TP3 LXJM Industrials A Share 0.75 603288 CNE100001SL2 HAI TIAN Consumer Staples A Share 0.74 000002 CNE0000000T2 CHINA Properties & Construction A Share 0.71 002714 CNE100001RQ3 MUYUAN Consumer Staples A Share 0.71 300122 CNE100000V20 ZHIFEI-BIOL Healthcare A Share 0.67 600016 CNE0000015Y0 MINSHENG BANK Financials A Share 0.67 000568 CNE000000GF2 LUZHOU LAO JIAO Consumer Staples A Share 0.66 300014 CNE100000GS4 EVE Industrials A Share 0.66 300124 CNE100000V46 INOVANCE Industrials A Share 0.63 600809 CNE000000DH5 SHANXI FEN WINE Consumer Staples A Share 0.63 601816 CNE100003RV9 CH Industrials A Share 0.62 002129 CNE1000000B8 TJSEMI Industrials A Share 0.61 600111 CNE000000T18 CNRE Materials A Share 0.61 603501 CNE100002XM8 WILLSEMI Information Technology A Share 0.61 300015 CNE100000GR6 AIER EYE HOSPITAL Healthcare A Share 0.60 002241 CNE100000BP1 Industrials A Share 0.59 300142 CNE100000WN2 WALVAX Healthcare A Share 0.58 600837 CNE000000CK1 HAITONG SEC Financials A Share 0.58 603799 CNE100001VW3 HUAYOU COBALT Materials A Share 0.58 600690 CNE000000CG9 HAIER SMARTHOME Consumer Discretionary A Share 0.54 002304 CNE100000HB8 YANGHE Consumer Staples A Share 0.53 601398 CNE000001P37 ICBC Financials A Share 0.53

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