金融工程动态跟踪：首批科创债基金上报，第二批科创ETF基金上架

• The report tracks the first batch of Sci-Tech Innovation Board (STAR Market) bond funds, with multiple fund companies submitting applications for the Shanghai AAA Sci-Tech Innovation Corporate Bond Index Initiated Fund[1][3][7] - The second batch of Sci-Tech Innovation Board ETFs has started to be listed, with Guotai Fund announcing the issuance of the Sci-Tech Innovation Composite Index ETF from February 24 to March 7, and Tibet Dongcai Fund announcing the issuance of the Sci-Tech Innovation Composite Index ETF from March 3 to March 14[3][7] - The report provides detailed data on the performance of various types of funds, including stock funds, mixed funds, bond funds, and quantitative products, with specific performance metrics such as average returns and net value growth rates[5][21][24] - The report highlights the dynamics of on-exchange funds, noting that the largest ETF tracking target is the CSI 300, with a total scale of 962.894 billion yuan, followed by the CSI A500 and the STAR 50[5][29][31] - The report includes data on the issuance and establishment of new funds, detailing the number and scale of newly established funds in the past year, as well as the specific details of newly issued funds in the current period[8][12][14] - The report provides information on fund manager changes, listing the funds that experienced manager changes in the past week and the fund companies with the most changes[17][19] - The report discusses the potential risks associated with quantitative models, including the impact of extreme market environments and the possibility of model failure based on historical data analysis[5][42]