国泰君安2023中期报告

2023630 2023 √ √ 2 4 19 155 252 1AH1788 A201777201772470A H1 FICCF i x e dI n c o m e ,Currencies and Commodities APPAPP Guotai Junan Securities Co., Ltd.GTJAGuotai Junan Securities 12 12023898,906,671,6318,904,610,816 22023A23,817A2,156,7478,904,539,706202371202376A71,1108,904,610,816 √ 1 [2000]122[2016]22[2014]14320158202112 10270000[2001]3[2002]31[2008]124[2010]103[2010]253[2011]573[2013]257[2012]250[2012]555[2013]311[2013]56 [2014]121[2014]511[2014]1614[2015]154[2015]862[2017]3002[2018]1789[2018]2545[2019]3066[2020]385[2021]3750[2021]4029[2022]2453202211 20052[2012]378[2012]825[2013]1224 [2019]1288[2019]2253[2019]470300ETF[2019]2303[2019]483500ETF[2022]1626[2022]31320222ETF[2022]313100ETF[2022]4212023250ETF[2023]2550ETF[2023]262023 SC201221[2014]325QuantoQFII[2016]505[2020]469[2021]238 7 2 1200341220034132010102142003415201011266200341920034120226302000720018132014111020191022019103120223172022425202361920141110200036200036201212202019923 1 10278001[2010]631[2011]38[2012]828[2020]3681 91310000100020711J[2007]148[2011]1449[2012]1506[2015]67[2017]105[2018]63[2018]4120188[2018]494[2019]72220PTA201920202021 3 300ETF500ETF100ETFETF251012022 (91310000630888761K)(QDII)[2007]250[2008]304[2021]1707(91310000080024263K)120221194201012192010121(RQFII)[2011]2050H21007 4 PT2600011780 768021-38676798021-38670798dshbgs@gtjas.com 768021-38676798021-38670798dshbgs@gtjas.com 618768200041http://www.gtja.com/dshbgs@gtjas.com http://www.cs.com.cn/http://www.cnstock.com/http://www.stcn.com/http://www.zqrb.cn/http://www.sse.com.cn/http://www.hkexnews.hk/768 √ 220236301,636.9689.05=18.38 94,501,98592,874,566143,314,076139,072,642(%)202.11186.44(%)16.6017.62(%)331.57277.32(%)130.51130.09(%)65.9466.78(%)21.4722.52(%)32.5533.72(%)37.0835.52(%)310.88342.28 √ √ QFII 2023261.710.45%57.429.89% 20236309,241.647.37%3,635.859.71%42.4933.73% 1,290.0813.96% 2019-20212022 202350ETF30720232,2458509%5%202363011.652.862.135.3%2.7%2.1% 202324235 √ 19992015A20202.0+++ 2003201420152020SMART21APPAPP+APP3,9902.3%26.868,5938.2%6.8% 19992004-2007201515AAA 2023 FOFESG2.0BBB+Baa1 1 (1) 2023124.700.1%5,220.6625.0% 20232.0100APP3,989.872.3%1774.9111.8%1,715.899.8%36.026.3%3,5821.0%499.0973.2%3,8197.5%2,29814.8%4.36%0.165.36%1 (2) 2023262.131.8%199.821.0%62.304.4% 202333.1%7.22%1.2211.52%1.6835.88%1.155341,1417.1%2 (3) Wind2023615,884.983.1%14,955.003.5%929.973.0% 2023902.643.6%5.68%293.7%820.775.49%81.878.80%1.82269.263.7%29.8% (4) 202362,035.364.2% 2023260.800.6%257.94272.1%2.8623.051.6% 2 Wind2023249,523.4610.3%5,313.0812.0%44,210.3813.8%605.0632.7% 2023+CRM14110.98317.2%13,438.061.8%4215.2826.9%6IPO108.9135.8%4.98%IPO5343,222.800.5%31,333.8921.4%333.37 3 (1) 2023ESG4,13590621,044 (2) 20231+NQFII5.5015.3%2.20%0.29856.52293.83144.4%6.14.4%PB5,754.1421.1%20,6548.7%20,2629.0%30,3936.0%22,0814.6%1 (3) Wind20233000.75%0.99%4.47%3.49% 50ETFETF202332,651.5644.3%2,133.0523.6%1,407.5057.1%982.4565.0% FICC20233.47REITs13FICC223.9761.1%0.766%57.35 (CEA)2023240 (4) 2023116.7226545.1431.692212.84 4 (1) 202369.166.1% 2023ABS5,063.6816.8%1,975.5927.8%1,412.4513.5%1,253.7414.1%910.1939421.90202323 (2) 2023613,2087.7%31,33311.151.9% 2023360.176.159.49 (3) 2023627.696.4%16.214.1% 202318192891REITs6,796.699.2%6,023.729.1%772.9710.0% 5 2023 √ 1 (1) 2023261.710.45% 90.8434.71%5.28% 51.9719.86%45.09% 40.3415.41%35.10% 2023188.221.49%63.1733.56%18.31%52.8728.09%16.88%1.09 2 2023120.72 2.78(i)149.88(ii)124.02(iii)106.75(i)298.98(ii)58.84 67.47293.54215.20 185.41(i)578.63(ii)215.82(iii)189.85(i)594.89(ii)179.37 20236309,241.647.37%7,541.898.23%1,699.753.74% 3,635.8539.34%1,651.8717.87%889.069.62%761.038.23%7,503.3081.20% 20236301,738.343.88%42.4933.73%611.903.85%567.910.77%226.487.20% 20236307,503.308.22%1,651.873.98%3,409.389.88% 20236306,348.3610.70%2,068.235.67%255.6987.33%1,856.357.16% 20236301,193.533.27%981.364.22%186.9330.04% 20236301,636.963.79%202363076.30%0.94 20236301,740.95 2023630150.531,856.353,747.83 2023630 1 √20236305% (1)√ (2) √ 2014623492014620162.5518.79202363018.34 (3) √ √ 1 26.1198100% 20236301,448.73160.69202323.342.70 2 20100% 202363077.8759.1320237.512.04 3 50100% 20236301,285.5288.79202344.353.77 4 75100% 202363087.0278.3020232.641.23 5 45100% 202363058.6855.7920236.074.11 202374045 6 1.551% 202363074.9548.43202318.385.17 7 53.2653224.99% 2023630751.68175.45202313.923.23 √ 202363086202363033.220.800.42 √ 1 2 1 2 3 ITITIT 4 3 4 20232023 5 1 VaRVaRVaR1295%VaRVaR (1)(2) VaR 2023 2 20236272.1%293.7% 3 2023 4 2023 5 2023 √ 1 2023 2.0 2 (1) (2) (3) (4) √ √ √ 120235292022 22023419 10–10–10– A A A2020717A88,999,990 202091779,300,000A7,900 202011279,000,000A 20217199,999,990A 20219299,999,990A A202198A20221271,778,000A87,221,990 20221129AA42024,900,1832022122162,321,80752,321,8179,999,990 20233202023AHAA487192,156,7476.40171.40377.2744.27114,188,338.50 202369