中海量化策略混合
(398041)权益主动型公募混合型
各季度资产配置
| 季报日期 | 净资总值(亿元) | 净资净值(亿元) | 股票 | 债券 | 现金 | 其他 | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 市值(亿元) | 占净值比例(%) | 占总值比例(%) | 市值(亿元) | 占净值比例(%) | 占总值比例(%) | 市值(亿元) | 占净值比例(%) | 占总值比例(%) | 市值(亿元) | 占净值比例(%) | 占总值比例(%) | |||
| 2026-06-30 | 0.74 | 0.74 | 0.57 | 77.20% | 76.90% | 0.07 | 8.81% | 8.77% | 0.01 | 2.00% | 1.99% | 0.09 | 11.99% | 12.34% |
| 2026-03-31 | 0.99 | 0.98 | 0.74 | 74.78% | 74.87% | 0.06 | 6.16% | 6.13% | 0.01 | 0.69% | 0.69% | 0.00 | 0.04% | 0.04% |
| 2025-12-31 | 1.24 | 1.21 | 1.06 | 85.38% | 85.71% | 0.07 | 5.51% | 5.38% | 0.04 | 3.31% | 3.23% | 0.00 | 0.02% | 0.03% |
| 2025-09-30 | 1.34 | 1.33 | 1.26 | 93.70% | 93.73% | 0.07 | 5.44% | 5.41% | 0.01 | 0.77% | 0.76% | 0.00 | 0.09% | 0.10% |
| 2025-06-30 | 1.72 | 1.72 | 1.41 | 81.91% | 81.98% | 0.10 | 5.56% | 5.54% | 0.01 | 0.47% | 0.47% | 0.01 | 0.41% | 0.40% |
| 2025-03-31 | 1.74 | 1.73 | 1.56 | 89.59% | 89.64% | 0.10 | 5.92% | 5.89% | 0.01 | 0.40% | 0.40% | 0.01 | 0.33% | 0.33% |
| 2024-12-31 | 1.91 | 1.87 | 1.71 | 88.90% | 89.18% | 0.10 | 5.48% | 5.34% | 0.05 | 2.90% | 2.83% | 0.00 | 0.04% | 0.04% |
| 2024-09-30 | 2.07 | 2.06 | 1.92 | 92.76% | 92.79% | 0.10 | 5.04% | 5.02% | 0.04 | 2.00% | 1.99% | 0.00 | 0.20% | 0.20% |
| 2024-06-30 | 1.97 | 1.96 | 1.81 | 91.94% | 91.96% | 0.12 | 5.91% | 5.89% | 0.02 | 1.05% | 1.05% | 0.02 | 1.10% | 1.10% |
| 2024-03-31 | 2.06 | 2.05 | 1.87 | 90.80% | 90.83% | 0.12 | 5.62% | 5.60% | 0.07 | 3.53% | 3.52% | 0.00 | 0.05% | 0.05% |
| 2023-12-31 | 2.14 | 2.13 | 1.99 | 93.16% | 93.17% | 0.12 | 5.65% | 5.64% | 0.02 | 1.14% | 1.14% | 0.00 | 0.05% | 0.05% |
| 2023-09-30 | 2.32 | 2.29 | 1.98 | 84.89% | 85.09% | 0.13 | 5.68% | 5.60% | 0.05 | 2.09% | 2.06% | 0.02 | 1.02% | 1.01% |
| 2023-06-30 | 2.25 | 2.23 | 2.03 | 90.13% | 90.20% | 0.13 | 5.80% | 5.75% | 0.02 | 0.86% | 0.85% | 0.01 | 0.53% | 0.53% |
| 2023-03-31 | 2.36 | 2.35 | 2.10 | 88.69% | 88.73% | 0.13 | 5.46% | 5.44% | 0.04 | 1.49% | 1.48% | 0.00 | 0.11% | 0.12% |
| 2022-12-31 | 2.42 | 2.41 | 2.19 | 90.68% | 90.72% | 0.13 | 5.51% | 5.49% | 0.09 | 3.76% | 3.74% | 0.00 | 0.05% | 0.05% |
| 2022-09-30 | 2.45 | 2.44 | 2.15 | 87.69% | 87.74% | 0.27 | 11.01% | 10.96% | 0.03 | 1.06% | 1.06% | 0.01 | 0.24% | 0.24% |
| 2022-06-30 | 2.76 | 2.73 | 2.43 | 88.05% | 88.16% | 0.17 | 6.26% | 6.20% | 0.04 | 1.34% | 1.32% | 0.05 | 1.79% | 1.78% |
| 2022-03-31 | 3.20 | 2.97 | 2.71 | 83.48% | 84.67% | 0.23 | 7.78% | 7.21% | 0.24 | 8.02% | 7.44% | 0.02 | 0.72% | 0.68% |
| 2021-12-31 | 4.98 | 4.40 | 3.77 | 85.62% | 75.69% | 0.23 | 5.13% | 4.54% | 0.08 | 1.72% | 1.52% | 0.91 | 7.53% | 18.25% |
| 2021-09-30 | 5.23 | 5.20 | 4.63 | 88.33% | 88.40% | 0.26 | 5.09% | 5.06% | 0.16 | 3.03% | 3.01% | 0.18 | 3.55% | 3.53% |
| 2021-06-30 | 4.70 | 4.53 | 4.30 | 91.00% | 91.33% | 0.23 | 5.18% | 4.99% | 0.05 | 1.15% | 1.11% | 0.12 | 2.67% | 2.57% |
| 2021-03-31 | 4.76 | 4.56 | 4.33 | 90.52% | 90.93% | 0.36 | 7.87% | 7.53% | 0.04 | 0.86% | 0.83% | 0.03 | 0.75% | 0.71% |
| 2020-12-31 | 6.28 | 6.10 | 5.82 | 92.38% | 92.60% | 0.32 | 5.32% | 5.17% | 0.07 | 1.07% | 1.04% | 0.07 | 1.23% | 1.19% |
| 2020-09-30 | 7.32 | 7.13 | 6.77 | 92.20% | 92.41% | 0.39 | 5.53% | 5.38% | 0.06 | 0.81% | 0.78% | 0.10 | 1.46% | 1.43% |
| 2020-06-30 | 4.55 | 4.28 | 4.07 | 88.57% | 89.26% | 0.33 | 7.70% | 7.23% | 0.05 | 1.25% | 1.18% | 0.11 | 2.48% | 2.33% |
| 2020-03-31 | 6.39 | 6.19 | 5.88 | 91.75% | 92.01% | 0.33 | 5.35% | 5.19% | 0.08 | 1.22% | 1.18% | 0.10 | 1.68% | 1.62% |
| 2019-12-31 | 3.23 | 3.11 | 2.95 | 91.10% | 91.44% | 0.19 | 5.97% | 5.74% | 0.07 | 2.16% | 2.08% | 0.02 | 0.77% | 0.74% |
| 2019-09-30 | 4.36 | 4.03 | 3.83 | 86.68% | 87.70% | 0.21 | 5.24% | 4.84% | 0.26 | 6.42% | 5.93% | 0.07 | 1.66% | 1.53% |
| 2019-06-30 | 3.42 | 3.25 | 3.09 | 89.67% | 90.19% | 0.17 | 5.22% | 4.96% | 0.08 | 2.49% | 2.36% | 0.09 | 2.62% | 2.49% |
| 2019-03-31 | 2.86 | 2.81 | 2.67 | 93.18% | 93.30% | 0.09 | 3.12% | 3.06% | 0.06 | 2.10% | 2.06% | 0.05 | 1.60% | 1.58% |
| 2018-12-31 | 1.51 | 1.48 | 1.41 | 93.21% | 93.32% | 0.04 | 2.67% | 2.63% | 0.04 | 2.75% | 2.70% | 0.02 | 1.37% | 1.35% |
| 2018-09-30 | 1.70 | 1.68 | 1.54 | 90.63% | 90.74% | 0.03 | 1.88% | 1.85% | 0.06 | 3.35% | 3.31% | 0.07 | 4.14% | 4.10% |
| 2018-06-30 | 0.88 | 0.86 | 0.82 | 93.09% | 93.21% | 0.03 | 3.64% | 3.58% | 0.02 | 2.76% | 2.71% | 0.00 | 0.51% | 0.50% |
| 2018-03-31 | 0.77 | 0.76 | 0.72 | 93.53% | 93.62% | 0.00 | 0.00% | 0.00% | 0.04 | 5.07% | 5.00% | 0.01 | 1.40% | 1.38% |
| 2017-12-31 | 0.61 | 0.60 | 0.55 | 90.58% | 90.70% | 0.00 | 0.00% | 0.00% | 0.03 | 5.79% | 5.71% | 0.02 | 3.63% | 3.59% |
| 2017-09-30 | 0.76 | 0.76 | 0.71 | 93.16% | 93.21% | 0.00 | 0.00% | 0.00% | 0.05 | 6.71% | 6.66% | 0.00 | 0.13% | 0.13% |
| 2017-06-30 | 1.25 | 1.21 | 1.14 | 91.14% | 91.36% | 0.00 | 0.00% | 0.00% | 0.09 | 7.60% | 7.41% | 0.02 | 1.26% | 1.23% |
| 2017-03-31 | 1.20 | 1.19 | 1.13 | 94.32% | 94.35% | 0.00 | 0.00% | 0.00% | 0.07 | 5.56% | 5.53% | 0.00 | 0.12% | 0.12% |
| 2016-12-31 | 0.75 | 0.72 | 0.59 | 77.82% | 78.70% | 0.00 | 0.00% | 0.00% | 0.16 | 21.47% | 20.62% | 0.01 | 0.71% | 0.68% |
| 2016-09-30 | 0.77 | 0.73 | 0.63 | 80.55% | 81.56% | 0.00 | 0.00% | 0.00% | 0.13 | 18.18% | 17.23% | 0.01 | 1.27% | 1.21% |
| 2016-06-30 | 0.72 | 0.71 | 0.60 | 83.97% | 84.22% | 0.00 | 0.00% | 0.00% | 0.11 | 15.76% | 15.52% | 0.00 | 0.27% | 0.26% |
| 2016-03-31 | 0.76 | 0.75 | 0.46 | 60.75% | 61.22% | 0.00 | 0.00% | 0.00% | 0.29 | 38.87% | 38.40% | 0.00 | 0.38% | 0.38% |
| 2015-12-31 | 0.85 | 0.77 | 0.72 | 82.31% | 84.01% | 0.00 | 0.00% | 0.00% | 0.13 | 17.24% | 15.58% | 0.00 | 0.45% | 0.41% |
| 2015-09-30 | 0.70 | 0.66 | 0.62 | 86.43% | 87.35% | 0.00 | 0.00% | 0.00% | 0.08 | 12.29% | 11.46% | 0.01 | 1.28% | 1.19% |
| 2015-06-30 | 1.10 | 0.93 | 0.87 | 75.65% | 79.49% | 0.00 | 0.00% | 0.00% | 0.09 | 10.03% | 8.45% | 0.13 | 14.32% | 12.06% |
| 2015-03-31 | 1.31 | 1.28 | 0.86 | 67.00% | 65.67% | 0.00 | 0.00% | 0.00% | 0.21 | 16.33% | 16.01% | 0.24 | 16.67% | 18.32% |
| 2014-12-31 | 1.48 | 1.39 | 1.00 | 65.55% | 67.65% | 0.00 | 0.00% | 0.00% | 0.08 | 5.56% | 5.22% | 0.08 | 5.84% | 5.49% |
| 2014-09-30 | 1.74 | 1.64 | 1.36 | 76.87% | 78.21% | 0.00 | 0.00% | 0.00% | 0.23 | 13.77% | 12.97% | 0.00 | 0.19% | 0.18% |
| 2014-06-30 | 1.60 | 1.52 | 1.42 | 88.12% | 88.70% | 0.00 | 0.00% | 0.00% | 0.18 | 11.72% | 11.14% | 0.00 | 0.16% | 0.16% |
| 2014-03-31 | 1.58 | 1.54 | 1.31 | 82.15% | 82.63% | 0.22 | 14.01% | 13.63% | 0.02 | 1.29% | 1.26% | 0.04 | 2.55% | 2.48% |
| 2013-12-31 | 1.94 | 1.74 | 1.39 | 68.78% | 71.88% | 0.48 | 27.64% | 24.90% | 0.04 | 2.29% | 2.06% | 0.02 | 1.29% | 1.16% |
| 2013-09-30 | 2.13 | 2.02 | 1.90 | 88.35% | 88.95% | 0.00 | 0.00% | 0.00% | 0.23 | 11.32% | 10.73% | 0.01 | 0.33% | 0.32% |
| 2013-06-30 | 1.95 | 1.94 | 1.20 | 61.26% | 61.56% | 0.00 | 0.00% | 0.00% | 0.72 | 37.16% | 36.87% | 0.03 | 1.58% | 1.57% |
| 2013-03-31 | 2.20 | 2.19 | 1.50 | 68.49% | 67.99% | 0.01 | 0.35% | 0.35% | 0.30 | 13.57% | 13.47% | 0.40 | 17.59% | 18.19% |
| 2012-12-31 | 2.69 | 2.68 | 2.07 | 76.76% | 76.86% | 0.10 | 3.73% | 3.71% | 0.19 | 7.13% | 7.10% | 0.07 | 2.42% | 2.41% |
| 2012-09-30 | 4.29 | 4.24 | 2.63 | 60.89% | 61.34% | 0.00 | 0.00% | 0.00% | 1.65 | 38.88% | 38.43% | 0.01 | 0.23% | 0.23% |
| 2012-06-30 | 4.14 | 4.08 | 3.14 | 75.33% | 75.71% | 0.00 | 0.00% | 0.00% | 0.85 | 20.82% | 20.50% | 0.16 | 3.85% | 3.79% |
| 2012-03-31 | 4.51 | 4.49 | 4.03 | 89.27% | 89.32% | 0.00 | 0.00% | 0.00% | 0.46 | 10.29% | 10.24% | 0.02 | 0.44% | 0.44% |
| 2011-12-31 | 5.23 | 5.20 | 4.39 | 83.74% | 83.84% | 0.00 | 0.00% | 0.00% | 0.83 | 15.87% | 15.77% | 0.02 | 0.39% | 0.39% |
| 2011-09-30 | 6.72 | 6.62 | 5.87 | 87.20% | 87.39% | 0.00 | 0.00% | 0.00% | 0.83 | 12.51% | 12.33% | 0.02 | 0.29% | 0.28% |
| 2011-06-30 | 7.55 | 7.34 | 6.24 | 82.15% | 82.64% | 0.00 | 0.00% | 0.00% | 1.29 | 17.54% | 17.06% | 0.02 | 0.31% | 0.30% |
| 2011-03-31 | 8.23 | 7.38 | 5.64 | 64.83% | 68.47% | 0.00 | 0.00% | 0.00% | 2.53 | 34.28% | 30.74% | 0.07 | 0.89% | 0.79% |
| 2010-12-31 | 6.08 | 5.98 | 5.45 | 89.46% | 89.64% | 0.00 | 0.00% | 0.00% | 0.58 | 9.69% | 9.53% | 0.05 | 0.85% | 0.83% |
| 2010-09-30 | 7.67 | 7.12 | 5.23 | 65.73% | 68.21% | 0.00 | 0.00% | 0.00% | 2.40 | 33.79% | 31.34% | 0.03 | 0.48% | 0.45% |
| 2010-06-30 | 7.78 | 6.96 | 4.34 | 50.53% | 55.73% | 0.00 | 0.00% | 0.00% | 3.39 | 48.75% | 43.62% | 0.05 | 0.72% | 0.65% |
| 2010-03-31 | 11.92 | 11.02 | 9.06 | 74.03% | 75.99% | 0.00 | 0.00% | 0.00% | 2.62 | 23.80% | 22.00% | 0.24 | 2.17% | 2.01% |
| 2009-12-31 | 13.93 | 13.64 | 11.62 | 83.03% | 83.38% | 0.00 | 0.00% | 0.00% | 2.02 | 14.83% | 14.52% | 0.29 | 2.14% | 2.10% |
| 2009-09-30 | 14.15 | 14.01 | 12.08 | 85.23% | 85.38% | 0.00 | 0.00% | 0.00% | 2.07 | 14.75% | 14.60% | 0.00 | 0.02% | 0.02% |
| 2009-06-30 | 0.00 | 16.46 | 0.00 | 0.00% | 0.00% | 0.00 | 0.00% | 0.00% | 0.00 | 0.00% | 0.00% | 0.00 | 0.00% | 0.00% |