CSI 300 Value Index Is Composed of 100 Constituents of CSI 300 Index with the Highest Value Value Factor Scores

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31-August-2021 CSI 300 CSI 300 Value Index is composed of 100 constituents of CSI 300 Index with the highest Value value factor scores. Each constituent is weighted by the value factor scores. Name CSI 300 Value Index Ticker 000919 Launch 21-Jan-2008 Review Semiannually Constituents 100 RIC Ticker .CSI000919 Base Date 31-Dec-2004 Base Point 1000 Currency CNY BBG Ticker SH000919 Performance 6000 5500 5000 4500 4000 3500 3000 2500 2016 2017 2018 2019 2020 2021 Return 1M 3M YTD 1Y 3Y Annualized 5Y Annualized 2017 2018 2019 2020 4.79% -10.09% -5.66% -0.73% 2.90% 5.10% 32.33% -19.05% 24.14% 0.19% Volatility Fundamental 1Y Annualized 16.58% P/E TTM 7.86 3Y Annualized 19.48% P/B .83 5Y Annualized 17.69% Yield 3.73% Market Cap (CNY Bn) Constituents Constituents Largest 1245.6 17213.3 Total Market Cap Constituents Smallest 14.8 Index Market Cap 7089.5 Constituents Average 172.1 31-August-2021 Exchange Breakdown Sector Breakdown 1.4% 5.2% 3.2% Energy 1.4% Materials 18.3% 9.4% Industrials Consumer Disc. 12.2% Shanghai Consumer Staples Shenzhen 5.9% Health Care 1.0% Financials 59.6% 0.6% 81.7% Information Tech. Telecom. Services Utilities Top 10 Constituents Ticker Name Sector Exchange Weight 600036 China Merchants Bank Co Ltd Financials Shanghai 8.55% 601318 Ping An Insurance (Group) Company of China Ltd Financials Shanghai 7.63% 601166 Industrial Bank Financials Shanghai 3.80% 600900 China Yangtze Power Co Ltd Utilities Shanghai 3.10% 600030 CITIC Securities Co Ltd Financials Shanghai 3.09% 000651 Gree Electric Appliances,Inc. of Zhuhai Consumer Disc. Shenzhen 2.79% 000001 Ping An Bank Co., Ltd. Financials Shenzhen 2.44% 600309 Wanhua Chemical Group Co., Ltd. Materials Shanghai 2.36% 601398 Industrial and Commercial Bank of China Ltd Financials Shanghai 2.28% 000002 China Vanke Co Ltd Financials Shenzhen 1.90% Rebalancing Last Rebalancing Weight Turnover Next Rebalancing 15-Jun-2021 19.94% 13-Dec-2021 Total Return Ticker H00919 RIC Ticker .CSIH00919 BBG Ticker CSIR0919 Net Return Ticker -- RIC Ticker -- BBG Ticker -- Contact China Securities Index Tel: +86-21-50185500 Website: www.csindex.com.cn Fax: +86-21-50186368 Email: [email protected] Disclaimer All information contained herein is provided for reference only, and is not intended to provide professional advice and shall not be relied upon in that regard. China Securities Index Co., Ltd. （ “ CSI ” ） makes no warranty or representation as to the accuracy, completeness or reliability of any of the information contained herein. The trademarks of“中证®”、“中证指数®”、“CSI®” are exclusively owned by the Shanghai Stock Exchange and/or CSI..

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