成分股批次：2023年12月11日。 成分股的权重，全部来源于指数官网。
| 序 | 股票 | 权重 | 价 | 涨 | 市值.亿 | 北上持股 | PE | PB | 股息 | ROE | 调整以来 | 今年来 | 状态 | 行业 |
| 1 | 300059.东方财富 | 14.30% | 12.33 | -1.12% | 1,946 | 3.64% | 23.75 | 2.70 | 0.48% | 11.95% | -14.20% | -12.18% | 不变 | 互联网服务 |
| 2 | 600030.中信证券 | 10.61% | 18.13 | -0.44% | 2,686 | 3.97% | 13.63 | 1.00 | 2.70% | 7.56% | -13.46% | -11.00% | 不变 | 证券 |
| 3 | 600999.招商证券 | 8.28% | 14.29 | +0.49% | 1,242 | 2.17% | 14.18 | 1.02 | 1.29% | 7.39% | +1.64% | +4.77% | 不变 | 证券 |
| 4 | 601688.华泰证券 | 7.49% | 13.52 | -0.81% | 1,220 | 4.96% | 9.57 | 0.68 | 3.35% | 7.41% | -4.38% | -3.08% | 不变 | 证券 |
| 5 | 000776.广发证券 | 7.34% | 12.91 | -1.00% | 983 | 1.35% | 14.10 | 0.72 | 2.71% | 5.45% | -9.21% | -9.66% | 不变 | 证券 |
| 6 | 600958.东方证券 | 6.71% | 8.03 | -0.25% | 682 | 2.32% | 24.78 | 0.87 | 1.87% | 3.53% | -7.49% | -7.70% | 不变 | 证券 |
| 7 | 601377.兴业证券 | 6.20% | 5.47 | -0.36% | 472 | 2.63% | 19.38 | 0.89 | 2.38% | 4.59% | -8.38% | -6.81% | 不变 | 证券 |
| 8 | 601108.财通证券 | 5.08% | 7.32 | -0.54% | 339 | 1.62% | 17.53 | 1.00 | 2.05% | 5.84% | -7.92% | -5.67% | 不变 | 证券 |
| 9 | 600837.海通证券 | 4.30% | 8.04 | -0.25% | 1,050 | 2.50% | 104.16 | 0.64 | 2.61% | 0.62% | -15.37% | -14.19% | 不变 | 证券 |
| 10 | 600061.国投资本 | 3.45% | 6.26 | -0.48% | 402 | 1.02% | 17.07 | 0.76 | 1.47% | 4.52% | -8.88% | -7.12% | 不变 | 证券 |
| 11 | 000166.申万宏源 | 3.35% | 4.56 | +0.44% | 1,141 | 1.68% | 24.79 | 1.14 | 0.66% | 4.72% | +0.88% | +2.70% | 不变 | 证券 |
| 12 | 601788.光大证券 | 3.04% | 15.68 | -0.57% | 722 | 2.06% | 16.93 | 1.08 | 1.34% | 6.52% | +0.32% | +1.69% | 不变 | 证券 |
| 13 | 601211.国泰君安 | 2.53% | 13.41 | -0.22% | 1,194 | 2.75% | 12.74 | 0.72 | 3.95% | 5.77% | -9.02% | -9.88% | 不变 | 证券 |
| 14 | 601696.中银证券 | 2.37% | 9.88 | -1.10% | 274 | 1.79% | 32.22 | 1.60 | 0.30% | 5.09% | -7.06% | -3.98% | 不变 | 证券 |
| 15 | 002736.国信证券 | 2.26% | 8.95 | -0.67% | 860 | 1.26% | 13.39 | 0.78 | 3.02% | 5.91% | +0.11% | +4.80% | 不变 | 证券 |
| 16 | 002939.长城证券 | 2.15% | 7.31 | -0.41% | 294 | 0.82% | 19.09 | 1.04 | 1.37% | 5.56% | -11.29% | -8.63% | 不变 | 证券 |
| 17 | 600918.中泰证券 | 1.87% | 6.36 | +0.32% | 443 | 0.98% | 24.63 | 1.11 | 0.41% | 4.61% | -10.80% | -7.29% | 不变 | 证券 |
| 18 | 601136.首创证券 | 1.19% | 19.83 | -0.35% | 542 | 0.31% | 77.32 | 4.39 | 0.93% | 5.74% | -6.64% | +16.92% | 新调入 | 证券 |
| 19 | 601995.中金公司 | 1.12% | 31.02 | -1.02% | 1,497 | 1.22% | 24.32 | 1.43 | 0.58% | 6.04% | -21.73% | -18.48% | 不变 | 证券 |
| 20 | 601901.方正证券 | 1.10% | 7.66 | -0.78% | 630 | 11.02% | 29.30 | 1.39 | 0.16% | 4.88% | -13.64% | -4.96% | 不变 | 证券 |
| 21 | 000783.长江证券 | 0.86% | 5.41 | -0.37% | 299 | 1.27% | 17.06 | 0.88 | 2.22% | 5.40% | -2.17% | +0.56% | 不变 | 证券 |
| 22 | 601059.信达证券 | 0.72% | 14.69 | -0.41% | 476 | 0.12% | 32.48 | 2.68 | 0.30% | 9.33% | -27.64% | -18.34% | 新调入 | 证券 |
| 23 | 601066.中信建投 | 0.66% | 21.38 | -1.47% | 1,658 | 1.21% | 23.58 | 1.70 | 1.26% | 7.38% | -15.99% | -9.64% | 不变 | 证券 |
| 24 | 601555.东吴证券 | 0.62% | 6.27 | -1.72% | 311 | 2.88% | 13.88 | 0.79 | 2.54% | 5.82% | -17.39% | -14.23% | 不变 | 证券 |
| 25 | 601881.中国银河 | 0.62% | 11.19 | -0.89% | 1,223 | 1.44% | 15.53 | 0.94 | 1.85% | 6.76% | -8.58% | -7.14% | 不变 | 证券 |
| 26 | 600109.国金证券 | 0.61% | 8.45 | -1.05% | 313 | 1.35% | 19.46 | 0.98 | 0.47% | 5.12% | -9.82% | -6.94% | 不变 | 证券 |
| 27 | 601878.浙商证券 | 0.50% | 10.04 | -0.40% | 389 | 1.70% | 22.20 | 1.44 | 1.29% | 6.60% | -3.55% | -3.74% | 不变 | 证券 |
| 28 | 601990.南京证券 | 0.39% | 7.56 | -0.92% | 278 | 0.74% | 41.10 | 1.65 | 1.32% | 4.04% | -6.32% | -5.26% | 不变 | 证券 |
| 29 | 601236.红塔证券 | 0.20% | 7.01 | -0.57% | 330 | 0.18% | 105.88 | 1.43 | 0.71% | 1.36% | -10.81% | -7.64% | 不变 | 证券 |
| 30 | 002945.华林证券 | 0.08% | 11.07 | -1.69% | 298 | 0.28% | 139.33 | 4.61 | 0.47% | 3.37% | -17.39% | -26.69% | 不变 | 证券 |
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