深F60ETF: 深证基本面60交易型开放式指数证券投资基金2025年度第2季度报告

Core Viewpoint - The report provides an overview of the performance and management of the Jianxin ShenZhen Fundamental 60 ETF for the second quarter of 2025, highlighting its investment strategy, financial indicators, and net asset value performance. Fund Product Overview - Fund Name: Jianxin ShenZhen Fundamental 60 ETF - Fund Code: 159916 - Total Fund Shares at Period End: 75,066,039.00 shares - Investment Objective: To closely track the performance of the benchmark index with minimal tracking deviation and tracking error [2] - Investment Strategy: The fund primarily adopts a full replication strategy to construct its stock investment portfolio based on the composition and weight of the benchmark index [2] - Performance Benchmark: ShenZhen Fundamental 60 Index Return Rate [2] - Risk-Return Characteristics: The fund is classified as a stock fund, with higher risk and expected returns compared to money market funds, bond funds, and mixed funds [2] Key Financial Indicators and Fund Net Value Performance - Net Value Growth Rate for the Past Three Months: -2.46% with a volatility of 1.21% compared to a benchmark return of -3.77% [3] - Net Value Growth Rate for the Past Six Months: 9.18% with a volatility of 1.50% compared to a benchmark return of 6.12% [4] - Net Value Growth Rate for the Past Year: -7.84% with a volatility of 1.21% compared to a benchmark return of -15.61% [4] - Net Value Growth Rate since Fund Inception: 3% [4] Management Report - The fund manager has adhered to regulations and internal controls to protect the interests of fund shareholders, ensuring fair trading practices and avoiding conflicts of interest [6] - The fund's tracking error and average daily tracking deviation were maintained within the limits set by the fund contract [7] - The fund's net value growth rate for the reporting period was -2.46%, with a tracking error primarily arising from differences in weight structure between the stock portfolio and the benchmark index [7] Investment Portfolio Report - Total Fair Value of Investments: 343,909,127.99 RMB, with 98.97% allocated to stocks [8] - Major Industry Allocations: - Manufacturing: 240,489,178.70 RMB (69.26%) - Financial Sector: 42,874,482.22 RMB (12.35%) - Agriculture: 11,450,619.84 RMB (3.30%) [9] Fund Share Changes - Total Fund Shares at Beginning of Reporting Period: 77,566,039.00 shares - Total Subscription Shares During Reporting Period: 2,500,000.00 shares - Total Redemption Shares During Reporting Period: 5,000,000.00 shares - Total Fund Shares at End of Reporting Period: 75,066,039.00 shares [10]