<?xml version="1.0" encoding="UTF-8"?>
<SSEPortfolioCompositionFile>
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  <CreationRedemptionUnit>1000000</CreationRedemptionUnit>
  <TradingDay>20260519</TradingDay>
  <PreTradingDay>20260518</PreTradingDay>
  <NAVperCU>980753.62</NAVperCU>
  <NAV>0.9808</NAV>
  <PreCashComponent>-3324.75</PreCashComponent>
  <EstimatedCashComponent>-2561.06</EstimatedCashComponent>
  <MaxCashRatio>0.5</MaxCashRatio>
  <RedemptionLimit>70000000</RedemptionLimit>
  <PublishIOPVFlag>1</PublishIOPVFlag>
  <CreationRedemptionSwitch>1</CreationRedemptionSwitch>
  <CreationRedemptionMechanism>1</CreationRedemptionMechanism>
  <RecordNumber>100</RecordNumber>
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      <InstrumentName>平安银行</InstrumentName>
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      <RedemptionDiscountRate>0.1</RedemptionDiscountRate>
      <SubstitutionCashAmount>9774</SubstitutionCashAmount>
      <UnderlyingSecurityID>102</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>000027</InstrumentID>
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      <InstrumentID>000895</InstrumentID>
      <InstrumentName>双汇发展</InstrumentName>
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    </Component>
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      <InstrumentID>002223</InstrumentID>
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      <SubstitutionFlag>1</SubstitutionFlag>
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    </Component>
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      <InstrumentID>002508</InstrumentID>
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      <InstrumentID>002966</InstrumentID>
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    </Component>
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      <InstrumentID>600019</InstrumentID>
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    </Component>
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      <InstrumentID>600025</InstrumentID>
      <InstrumentName>华能水电</InstrumentName>
      <Quantity>600</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
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      <InstrumentID>600027</InstrumentID>
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      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
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      <InstrumentID>600028</InstrumentID>
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      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
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    </Component>
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    </Component>
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      <InstrumentID>601000</InstrumentID>
      <InstrumentName>唐山港</InstrumentName>
      <Quantity>3400</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601006</InstrumentID>
      <InstrumentName>大秦铁路</InstrumentName>
      <Quantity>2600</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601009</InstrumentID>
      <InstrumentName>南京银行</InstrumentName>
      <Quantity>1000</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601016</InstrumentID>
      <InstrumentName>节能风电</InstrumentName>
      <Quantity>2200</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601018</InstrumentID>
      <InstrumentName>宁波港</InstrumentName>
      <Quantity>1800</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601088</InstrumentID>
      <InstrumentName>中国神华</InstrumentName>
      <Quantity>500</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601098</InstrumentID>
      <InstrumentName>中南传媒</InstrumentName>
      <Quantity>1100</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601117</InstrumentID>
      <InstrumentName>中国化学</InstrumentName>
      <Quantity>800</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601128</InstrumentID>
      <InstrumentName>常熟银行</InstrumentName>
      <Quantity>900</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601139</InstrumentID>
      <InstrumentName>深圳燃气</InstrumentName>
      <Quantity>800</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601166</InstrumentID>
      <InstrumentName>兴业银行</InstrumentName>
      <Quantity>600</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601169</InstrumentID>
      <InstrumentName>北京银行</InstrumentName>
      <Quantity>2200</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601186</InstrumentID>
      <InstrumentName>中国铁建</InstrumentName>
      <Quantity>1200</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601229</InstrumentID>
      <InstrumentName>上海银行</InstrumentName>
      <Quantity>1300</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601288</InstrumentID>
      <InstrumentName>农业银行</InstrumentName>
      <Quantity>1400</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601298</InstrumentID>
      <InstrumentName>青岛港</InstrumentName>
      <Quantity>1100</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601318</InstrumentID>
      <InstrumentName>中国平安</InstrumentName>
      <Quantity>200</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601328</InstrumentID>
      <InstrumentName>交通银行</InstrumentName>
      <Quantity>1600</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601390</InstrumentID>
      <InstrumentName>中国中铁</InstrumentName>
      <Quantity>1400</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601398</InstrumentID>
      <InstrumentName>工商银行</InstrumentName>
      <Quantity>1400</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601577</InstrumentID>
      <InstrumentName>长沙银行</InstrumentName>
      <Quantity>1000</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601607</InstrumentID>
      <InstrumentName>上海医药</InstrumentName>
      <Quantity>300</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601658</InstrumentID>
      <InstrumentName>邮储银行</InstrumentName>
      <Quantity>1900</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601668</InstrumentID>
      <InstrumentName>中国建筑</InstrumentName>
      <Quantity>2300</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601728</InstrumentID>
      <InstrumentName>中国电信</InstrumentName>
      <Quantity>1400</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601766</InstrumentID>
      <InstrumentName>中国中车</InstrumentName>
      <Quantity>1100</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601818</InstrumentID>
      <InstrumentName>光大银行</InstrumentName>
      <Quantity>3200</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601838</InstrumentID>
      <InstrumentName>成都银行</InstrumentName>
      <Quantity>700</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601857</InstrumentID>
      <InstrumentName>中国石油</InstrumentName>
      <Quantity>1500</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601916</InstrumentID>
      <InstrumentName>浙商银行</InstrumentName>
      <Quantity>3900</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601928</InstrumentID>
      <InstrumentName>凤凰传媒</InstrumentName>
      <Quantity>1200</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601939</InstrumentID>
      <InstrumentName>建设银行</InstrumentName>
      <Quantity>1400</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601985</InstrumentID>
      <InstrumentName>中国核电</InstrumentName>
      <Quantity>600</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601988</InstrumentID>
      <InstrumentName>中国银行</InstrumentName>
      <Quantity>1900</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601997</InstrumentID>
      <InstrumentName>贵阳银行</InstrumentName>
      <Quantity>1800</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>601998</InstrumentID>
      <InstrumentName>中信银行</InstrumentName>
      <Quantity>1400</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>603195</InstrumentID>
      <InstrumentName>公牛集团</InstrumentName>
      <Quantity>200</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>603589</InstrumentID>
      <InstrumentName>口子窖</InstrumentName>
      <Quantity>300</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>603658</InstrumentID>
      <InstrumentName>安图生物</InstrumentName>
      <Quantity>200</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.34</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
    <Component>
      <InstrumentID>688009</InstrumentID>
      <InstrumentName>中国通号</InstrumentName>
      <Quantity>1512</Quantity>
      <SubstitutionFlag>1</SubstitutionFlag>
      <CreationPremiumRate>0.73</CreationPremiumRate>
      <RedemptionDiscountRate>0</RedemptionDiscountRate>
      <UnderlyingSecurityID>101</UnderlyingSecurityID>
    </Component>
  </ComponentList>
</SSEPortfolioCompositionFile>
