恒生中国企业2023中期財務報告

中期財務報告 恒生中國企業指數上市基金恒生科技指數ETF 2023 目 錄237101112141516181920中期財務報告2023投資組合（未經審核）投資組合變動表（未經審核）簡明資產負債表（未經審核）簡明全面收入表（未經審核）簡明權益變動表╱屬於單位持有人之資產淨值變動表（未經審核）派息披露（未經審核）指數及上市基金之表現（未經審核）上市基金每日收市價及每單位資產淨值之比較（未經審核）指數成份股披露（未經審核）上市基金就指數成份股額外投資比重限制之報告（未經審核）管理及行政 2中期財務報告2023恒生投資恒生投資指數基金系列恒生中國企業指數上市基金(股份代號：2828/82828)恒生科技指數ETF(股份代號：3032)本中期財務報告已採用上市基金的年報中所採用的相同會計政策及計算方法。 3報告和財務報表投資組合（未經審核）2023年6月30日恒生中國企業指數上市基金投資單位數目市值（港元）佔屬於單位持有人之資產淨值之百分比香港交易所上市股票綜合企業中國中信25,758,400240,841,0400.93%非必需性消費安踏體育用品4,805,630384,690,6811.48%比亞迪3,499,906874,976,5003.36%吉利汽車21,372,231204,318,5280.78%海底撈國際控股6,909,610119,121,6760.46%海爾智家8,631,058212,755,5800.82%理想汽車4,430,076600,275,2982.31%李寧8,402,771354,176,7981.36%申洲國際集團2,928,185218,881,8290.84%小鵬汽車4,280,402214,020,1000.82%中升控股2,551,82376,427,0990.29% 3,259,644,08912.52%必需性消費中國蒙牛乳業11,200,034330,401,0031.27%華潤啤酒5,745,109296,447,6241.14%農夫山泉7,132,787308,493,0381.19% 935,341,6653.60%能源中國石油化工87,768,229402,856,1711.55%中國神華能源11,962,610286,504,5101.10%中國海洋石油55,258,692618,897,3502.38%中國石油天然氣74,729,105405,031,7491.56% 1,713,289,7806.59%金融中國農業銀行108,871,723335,324,9071.29%中國銀行296,174,585929,988,1973.57%交通銀行31,001,574160,898,1690.62%中國建設銀行383,181,0541,942,727,9447.46%中國人壽保險26,355,684344,205,2331.32%招商銀行13,820,719492,017,5961.89%中國工商銀行261,296,6991,092,220,2024.20%中國平安保險22,420,6811,117,670,9484.29%中國郵政儲蓄銀行35,163,236169,486,7980.65% 6,584,539,99425.29%醫療保健石藥集團31,699,629215,874,4730.83%京東健康股份有限公司3,942,124194,938,0320.75%中國生物製藥39,972,055136,304,7080.52% 547,117,2132.10% 4恒生投資投資組合（未經審核）（續）2023年6月30日恒生中國企業指數上市基金投資單位數目市值（港元）佔屬於單位持有人之資產淨值之百分比工業京東物流9,355,047114,318,6740.44%舜宇光學科技2,525,217197,345,7090.76%信義光能控股17,339,078156,918,6560.60%468,583,0391.80%資訊科技阿里巴巴集團25,701,3022,086,945,7228.02%百度2,504,874332,647,2671.28%京東集團6,154,522814,858,7133.13%快手科技9,206,418493,003,6841.89%聯想集團25,773,568210,570,0510.81%美團17,399,1882,127,920,6928.18%網易2,447,315373,460,2691.43%中芯國際14,778,679301,485,0521.16%商湯集團59,270,696122,690,3410.47%騰訊控股6,405,0032,123,898,9958.16%小米集團61,933,397663,926,0162.55%9,651,406,80237.08%地產建築中國海外發展13,567,966231,740,8590.89%華潤置地11,366,687377,374,0081.45%碧桂園服務控股7,765,55278,587,3860.30%龍湖集團6,738,882128,308,3130.49%816,010,5663.13%電訊中國移動21,744,8571,392,758,0915.35%公用事業新奧能源2,804,269273,696,6541.05%所有股票25,883,228,93399.44% 5報告和財務報表投資組合（未經審核）（續）2023年6月30日恒生中國企業指數上市基金市值（港元）佔屬於單位持有人之資產淨值之百分比按公平價值列入收入或虧損的金融資產期貨合約標的資產合約大小名義市場價值位置交易對手Hang Seng China Enterprises Index ETF Futures Jul 2023Hang Seng China Enterprises Index82,541,200長倉The Hongkong and Shanghai BankingCorporation Limited10,8000.00%按公平價值列入收入或虧損的金融資產總值25,883,239,73399.44%按公平價值列入收入或虧損的金融負債期貨合約標的資產合約大小名義市場價值位置交易對手Hang Seng China Enterprises Index ETF Futures Jul 2023Hang Seng China Enterprises Index782248,402,300長倉The Hongkong and Shanghai BankingCorporation Limited(234,913)(0.00%)Hang Seng China Enterprises Index ETF Futures Jul 2023Hang Seng China Enterprises Index206,353,000長倉The Hongkong and Shanghai BankingCorporation Limited(19,150)(0.00%)按公平價值列入收入或虧損的金融負債總值(254,063)(0.00%)總投資市值（總投資成本－26,785,932,041港元）25,882,985,67099.44%其他資產淨值146,261,4880.56%屬於單位持有人之資產淨值26,029,247,158100.00% 6恒生投資投資組合（未經審核）（續）2023年6月30日恒生科技指數ETF投資單位數目市值（港元）佔屬於單位持有人之資產淨值之百分比香港交易所上市股票非必需性消費閱文集團654,28821,558,7890.78%海爾智家3,489,23786,009,6923.11%理想汽車1,790,848242,659,9048.78%蔚來集團72,4375,494,3460.20%攜程集團195,75553,362,8131.93%小鵬汽車1,730,43886,521,9003.13%495,607,44417.93%金融眾安在線財產保險1,218,16925,947,0000.94%醫療健康阿里健康信息技術7,735,08636,432,2551.32%京東健康股份有限公司1,593,57678,802,3332.85%平安健康醫療科技879,28616,653,6770.60% 131,888,2654.77%工業瑞聲科技1,027,03918,938,5990.69%舜宇光學科技1,020,84879,779,2712.89% 98,717,8703.58%資訊科技阿里巴巴集團2,647,496214,976,6757.78%百度1,012,597134,472,8824.87%嗶哩嗶哩386,47345,101,3991.63%比亞迪電子1,127,59126,723,9070.97%萬國數據544,5845,827,0490.21%華虹半導體935,25923,942,6300.87%京東集團1,604,773212,471,9457.69%金蝶國際3,975,04441,658,4611.51%金山軟件1,365,53842,126,8471.52%快手科技3,721,734199,298,8567.21%聯想集團10,419,71585,129,0713.08%美團1,792,276219,195,3557.93%網易989,471150,993,2755.47%中芯國際5,974,557121,880,9634.41%商湯集團23,960,78149,598,8171.80%騰訊控股659,826218,798,3027.92%微博7,035721,7910.03%小米集團19,868,355212,988,7667.71% 2,005,906,99172.61%總投資市值（總投資成本－3,616,046,074港元）2,758,067,57099.83%其他資產淨值4,654,5780.17% 屬於單位持有人之資產淨值2,762,722,148100.00% 7報告和財務報表投資組合變動表（未經審核）2023年1月1日至2023年6月30日期間恒生中國企業指數上市基金投資單位數目2023年1月1日增加減少單位數目2023年6月30日香港交易所上市股票綜合企業中國中信35,678,91862,052,39571,972,91325,758,400非必需性消費安踏體育用品6,655,95811,575,74913,426,0774,805,630比亞迪4,578,4048,405,7369,484,2343,499,906吉利汽車29,603,93351,486,39859,718,10021,372,231海底撈國際控股9,570,72916,643,77019,304,8896,909,610海爾智家11,965,97020,808,88124,143,7938,631,058理想汽車2,496,68511,076,3679,142,9764,430,076李寧11,561,85720,170,28023,329,3668,402,771申洲國際集團4,056,0227,054,7278,182,5642,928,185特海國際1–1–小鵬汽車–11,022,5726,742,1704,280,402中升控股3,552,6856,171,5187,172,3802,551,823必需性消費中國飛鶴21,815,09715,484,73237,299,829–中國蒙牛乳業15,522,85026,995,59631,318,41211,200,034華潤啤酒7,958,42613,842,79716,056,1145,745,109農夫山泉9,880,26917,186,07119,933,5537,132,787能源中國石油化工125,169,664216,642,940254,044,37587,7