2021-08-13-港交所-华夏沪深三百_华夏沪深三百－Ｒ_2021中期报告_35页_886kb

报告摘要

ChinaAMC CSI 300 Index ETF Summary

Core Information

Sub-Fund Name: ChinaAMC CSI 300 Index ETF
Series: ChinaAMC ETF Series
Reporting Period: 1 January 2021 to 30 June 2021
Type: Physical Exchange Traded Fund (ETF)
Investment Objective: To provide investment results that closely correspond to the performance of the CSI 300 Index before fees and expenses.
Trading Codes:
- RMB Counter: 83188
- HKD Counter: 03188
Launch Dates:
- RMB Counter: 17 July 2012
- HKD Counter: 26 October 2012
Index Tracking: The fund seeks to track the CSI 300 Index.
Investment Strategy:
- Primary Strategy: Full replication, investing directly in securities with the same weightings as the CSI 300 Index.
- Alternative Strategy: Representative sampling when direct investment is not feasible.

Key Performance Metrics

Metric	RMB Counter (NAV-to-NAV)	RMB Counter (Market-to-Market)	HKD Counter (NAV-to-NAV)	HKD Counter (Market-to-Market)
1-Month Return	-1.62%	-2.39%	-3.04%	-4.18%
3-Month Return	3.93%	3.67%	5.49%	4.90%
Since Launch	120.91%	119.67%	128.94%	126.57%

Fund Activities

Average Daily Trading Volume: Approximately 4,632,136 units
Units Outstanding as of 30 June 2021: 337,050,000 units

Index Activities

Number of Rebalances: 1
Index Constituents: The Sub-Fund includes all 300 constituent stocks of the CSI 300 Index as of 30 June 2021.

Financial Position (As at 30 June 2021)

Item	Amount (RMB)
Assets:
Financial assets at fair value through profit or loss	17,879,412,559
Other receivable	100,841
Cash and cash equivalents	122,209,266
Total Assets	18,001,722,666
Liabilities:
Management fee payable	10,250,759
Custodian, fund administration and trustee fees payable	4,511,635
Amounts due to participating dealers	29,928
Other payables and accruals	5,423,217
Total Liabilities	20,215,539
Net Assets Attributable to Unitholders	17,981,507,127
Total Liabilities and Equity	18,001,722,666
Number of Units in Issue	337,050,000
Net Asset Value per Unit	53.3497

Comprehensive Income

Item	Amount (RMB)
Income:
Dividend income	132,541,057
Interest income	95,830
Total Income	132,636,887
Expenses:
Management fee	(58,046,657)
Brokerage fee and transaction fee	(10,754,247)
Custodian, fund administration and trustee fees	(6,319,620)
Audit fee	(68,094)
Index licensing fee	(32,421)
Data licensing fee	(3,316,541)
Professional fee	(160,761)
Other operating expenses	(207,275)
Total Expenses	(78,905,616)
Profit Before Investment Gains	53,731,271
Investment Gains:
Net change in unrealised losses on financial assets	(526,710,234)
Net realised gains on financial assets	594,062,716
Net Investment Gains	67,352,482
Profit Before Tax	121,083,753
Withholding Income Tax Expenses	(13,333,343)
Total Comprehensive Income	107,750,410

Changes in Net Assets

Item	Amount (RMB)
At 1 January 2021	15,733,343,678
Issue of Units	3,827,664,844
Redemption of Units	(1,687,251,805)
Total Comprehensive Income	107,750,410
At 30 June 2021	17,981,507,127

Cash Flows

Item	Amount (RMB)
Cash Flows from Operating Activities	(2,134,875,306)
Cash Flows from Financing Activities	2,140,442,967
Net Increase in Cash and Cash Equivalents	5,567,661
Cash and Cash Equivalents at the Beginning of the Period	116,641,605
Cash and Cash Equivalents at the End of the Period	122,209,266

Investment Portfolio (Unaudited)

Total Holdings: Includes 300 constituent stocks of the CSI 300 Index.
Key Holdings by Sector:
- Communication Services:
  - China Satellite Communications Co Ltd: 0.03%
  - China United Network Communications Ltd: 0.37%
  - Focus Media Information Technology Co Ltd: 0.45%
  - Giant Network Group Co Ltd: 0.08%
  - Mango Excellent Media Co Ltd: 0.23%
  - Perfect World Co Ltd: 0.13%
  - Wanda Film Holding Co Ltd: 0.07%
  - Wuhu Sanqi Interactive Entertainment Network Technology Group Co Ltd: 0.15%
  - Zhejiang Century Huatong Group Co Ltd: 0.11%
- Consumer Discretionary:
  - Beijing Roborock Technology Co Ltd: 0.16%
  - BYD Co Ltd: 1.06%
  - Changzhou Xingyu Automotive Lighting Systems Co Ltd: 0.15%
  - China Tourism Group Duty Free Corp Ltd: 1.36%
  - Chongqing Changan Automobile Co Ltd: 0.28%
  - FAW Jiefang Group Co Ltd: 0.05%
  - Fuyao Glass Industry Group Co Ltd: 0.36%
  - Great Wall Motor Co Ltd: 0.25%
  - Gree Electric Appliances Inc of Zhuhai: 1.17%
  - Guangzhou Automobile Group Co Ltd: 0.13%
  - Haier Smart Home Co Ltd: 0.46%
  - Hangzhou Robam Appliances Co Ltd: 0.10%
  - Huayu Automotive Systems Co Ltd: 0.19%
  - Midea Group Co Ltd: 1.64%
  - Offcn Education Technology Co Ltd: 0.18%
  - Oppein Home Group Inc: 0.12%
  - TCL Technology Group Corp: 0.50%
  - Yifeng Pharmacy Chain Co Ltd: 0.09%
  - Yonghui Superstores Co Ltd: 0.08%
- Energy:
  - China Merchants Energy Shipping Co Ltd: 0.07%
  - China Oilfield Services Ltd: 0.04%
  - China Petroleum & Chemical Corp: 0.27%
  - China Shenhua Energy Co Ltd: 0.30%
  - PetroChina Co Ltd: 0.24%
  - Shaanxi Coal Industry Co Ltd: 0.22%
- Financials:
  - Agricultural Bank of China Ltd: 0.40%
  - Bank of Beijing Co Ltd: 0.34%
  - Bank of Chengdu Co Ltd: 0.13%
  - Bank of China Ltd: 0.30%
  - Bank of Communications Co Ltd: 0.63%
  - Bank of Hangzhou Co Ltd: 0.20%
  - Bank of Jiangsu Co Ltd: 0.39%
  - Bank of Nanjing Co Ltd: 0.24%
  - Bank of Ningbo Co Ltd: 0.65%
  - Bank of Shanghai Co Ltd: 0.38%
  - BOC International China Co Ltd: 0.08%
  - Caitong Securities Co Ltd: 0.12%
  - Changjiang Securities Co Ltd: 0.13%
  - China CITIC Bank Corp Ltd: 0.07%
  - China Construction Bank Corp: 0.21%
  - China Everbright Bank Co Ltd: 0.29%
  - China Galaxy Securities Co Ltd: 0.06%
  - China Great Wall Securities Co Ltd: 0.05%
  - China International Capital Corp Ltd: 0.08%
  - China Life Insurance Co Ltd: 0.26%
  - China Merchants Bank Co Ltd: 3.12%
  - China Merchants Securities Co Ltd: 0.33%
  - China Minsheng Banking Corp Ltd: 0.44%
  - China Pacific Insurance Group Co Ltd: 0.46%
  - China Zheshang Bank Co Ltd: 0.15%
  - Chinalin Securities Co Ltd: 0.02%
  - Chongqing Rural Commercial Bank Co Ltd: 0.11%
  - CITIC Securities Co Ltd: 0.99%
  - CSC Financial Co Ltd: 0.14%
  - East Money Information Co Ltd: 1.26%
  - Everbright Securities Co Ltd: 0.16%
  - Founder Securities Co Ltd: 0.18%
  - GF Securities Co Ltd: 0.21%
  - Guosen Securities Co Ltd: 0.14%
  - Guotai Junan Securities Co Ltd: 0.36%
  - Guoyuan Securities Co Ltd: 0.11%
  - Haitong Securities Co Ltd: 0.52%
  - Hithink RoyalFlush Information Network Co Ltd: 0.11%
  - Hongta Securities Co Ltd: 0.05%
  - Huatai Securities Co Ltd: 0.38%
  - Huaxia Bank Co Ltd: 0.18%
  - Industrial & Commercial Bank of China Ltd: 0.84%
  - Industrial Bank Co Ltd: 1.39%
  - Industrial Securities Co Ltd: 0.24%
  - Nanjing Securities Co Ltd: 0.09%
  - New China Life Insurance Co Ltd: 0.18%
  - Orient Securities Co Ltd: 0.19%
  - People's Insurance Co Group of China Ltd: 0.07%
  - Ping An Bank Co Ltd: 1.02%
  - Ping An Insurance Group Co of China Ltd: 3.24%
  - Postal Savings Bank of China Co Ltd: 0.25%
  - SDIC Capital Co Ltd: 0.10%
  - Shanghai Pudong Development Bank Co Ltd: 0.55%
  - Shenwan Hongyuan Group Co Ltd: 0.20%
  - Sinolink Securities Co Ltd: 0.14%
  - Soochow Securities Co Ltd: 0.12%
  - Tianfeng Securities Co Ltd: 0.10%
  - Western Securities Co Ltd: 0.07%
  - Zheshang Securities Co Ltd: 0.09%
  - Zhongtai Securities Co Ltd: 0.04%
- Health Care:
  - Aier Eye Hospital Group Co Ltd: 0.89%
  - Asymchem Laboratories Tianjin Co Ltd: 0.25%
  - Autobio Diagnostics Co Ltd: 0.06%
  - Beijing Tiantan Biological Products Corp Ltd: 0.11%
  - Beijing Tongrentang Co Ltd: 0.13%
  - Beijing Wantai Biological Pharmacy Enterprise Co Ltd: 0.08%
  - Beta Pharmaceuticals Co Ltd: 0.12%
  - BGI Genomics Co Ltd: 0.11%
  - Bloomage Biotechnology Corp Ltd: 0.09%
  - Changchun High & New Technology Industry Group Inc: 0.51%
  - Chengdu Kanghong Pharmaceutical Group Co Ltd: 0.19%

Key Information

The fund is subject to the RQFII program and Stock Connect for investment in A-Shares.
The fund's performance is subject to market risks and management strategies.
The manager is China Asset Management (Hong Kong) Limited, with directors including Mr Yang Minghui, Mr Gan Tian, Ms Li Yimei, and Mr Li Fung Ming.
The trustee is Cititrust Limited, and the custodian is Citibank (China) Co., Limited.
The auditor is Ernst & Young, and the administrator and custodian is Citibank, N.A.
The registrar is Computershare Hong Kong Investor Services Limited, and the service agent is HK Conversion Agency Services Limited.
The fund is subject to legal counsel by Simmons & Simmons.
The fund's participating dealers include major financial institutions such as ABN AMRO Clearing Hong Kong Limited, Barclays Bank PLC, BNP Paribas Securities (Asia) Limited, and others.
Investors should not rely solely on this report for investment decisions.
The information in this report is unaudited and reflects the manager's view only.
For detailed information, refer to the prospectus available at http://www.chinaamc.com.hk/en/products/etf/csi300/documents.html.