SNl?gˇt^N?证N-\?v?N?f?W?_?e>_?c?ep证
R8b?资W?金联c¥W?金
2019^t{,2[c^?b¥TJ
2019^t6g?30e?
W?金{?t?N”:SNl?gˇt^W?金{?t?g?限QlS?
W?金bX{?N”:N-V?银行股N?g?限QlS?
b¥TJ送Q?e?g?:2019^t7g?17e?
SNl?gˇt^N?证N-\?v?ETF 联c¥2019 ^t{,2 [c^?b¥TJ
{, 2
页 Qq13
页
重要c—y:§1
W?金{?t?N”v?董N?O?S?董N?O?证g,b¥TJb@载资e?N?[XW(虚PG记载0?误[?‘’陈述b?重Y’遗o?,
^v[?QvQ?[?v?w?[?‘’0?Q?xn‘’T?[?et‘’b罢ˉN*R+S?连^&责N?0?
W?金bX{?N”N-V?银行股N?g?限QlS?h9cng,W?金T??规[?,N?2019^t7g?16e?Y?h8N?g,b¥TJN-
v?财R?c?h?0?Q?P<表s?T?b?资~?T?b¥TJ{IQ?[?,O?证Y?h8Q?[?N?[XW(虚PG记载0?误[?‘’陈述b?者
重Y’遗o?0?
W?金{?t?N”b?诺N?诚[?O?u(0?R?\=责v?S?R?{?t?T?运u(W?金资N§,OFN?O?证W?金N?[?v¨
R)0? W?金v?过_?N?~?^vN?a表Qvg*ge表s?0?
b?资g?风险,b?资者W(O\Q?b?资Q?{VRM^?N?~?阅读g,W?金v?b?R?说f?Nf0?
g,b¥TJN-v?财R?资e?g*~ˇ[?计0?
g,b¥TJg?自2019^t4g?1e?起至2019^t6g?30e?kb0?
W?金N§T`i?Q?§2
W?金N§T`‘ˉQ?2.1
W?金{?y? SNl?gˇt^N?证N-\?v?ETF联c¥
N?f?Nax? 460220
W?金运O\e?_? YQ~?W?_?e>_?
W?金T??u?eHe? 2011^t1g?26e?
b¥TJg?g+W?金N?额‘;额 57,613,797.46N?
b?资v?h?
}’[?跟踪N?~?k?较W?Q?,追lB跟踪POy?^?S?跟踪误]?
v?g?\?S?0?
b?资{Vue
g,W?金N:SNl?gˇt^N?证N-\?v?ETFv?联c¥W?金0?SNl?gˇ
t^N?证N-\?v?ETFf/采u([?QhY?R6l?[?s?[?N?证N-\?v?
c?ep}’[?跟踪v?Qh被R¤c?epW?金,g,W?金N;要通过b?
资N?SNl?gˇt^N?证N-\?v?ETF[?s?[?N?~?k?较W?Q?v?}’
[?跟踪0? W(b?资运O\过z?N-,g,W?金\?W(~?T?考虑T?
规0?风险0?eHs?0?b?g,{IV?} v?W?x@N?,Q?[?采u(N?
~§^?W:u3购赎V?v?e?_?b?N?~§^?W:NpSVv?e?_?[?SNl?
gˇt^N?证N-\?v?ETF进行b?资0?
N?~?k?较W?Q?
N?证N-\?v?c?ep × 95% +银行m;g?[Xk>z?T?e6v?s?
× 5%
风险e6v?ry_?
g,W?金N:SNl?gˇt^N?证N-\?v?ETFv?联c¥W?金,采u(N;
要b?资N蹎?证N-\?v?N?f?W?_?e>_?c?ep证R8b?资W?金
[?s?[?N?~?k?较W?Q?v?}’[?跟踪0?V?kd,g,W?金v?N?
~?表s?N??证N-\?v?c?epv?表s?[?R?v?Qs0?g,W?金v?
风险N?e6v?l4^s高N?m?T?W譗?金0?P:R8W譗?金N?货^?
^?W:W?金0?
W?金{?t?N” SNl?gˇt^W?金{?t?g?限QlS?
SNl?gˇt^N?证N-\?v?ETF 联c¥2019 ^t{,2 [c^?b¥TJ
{, 3
页 Qq13
页
W?金bX{?N” N-V?银行股N?g?限QlS?
v?h?W?金W?g,‘ˉQ?2.1.1
W?金T?y? SNl?gˇt^N?证N-\?v?ETF
W?金N;Nax? 510220
W?金运O\e?_? N?f?W?_?e>_?
W?金T??u?eHe? 2011^t1g?26e?
W?金N?额N?^?v?证R8N?f?b@ N?mw证R8N?f?b@
N?^?e?g? 2011^t3g?28e?
W?金{?t?N”T?y? SNl?gˇt^W?金{?t?g?限QlS?
W?金bX{?N”T?y? N-V?银行股N?g?限QlS?
v?h?W?金N§T`说f?2.1.2
b?资v?h?
}’[?跟踪h?v?c?ep表s?,追lB跟踪POy?^?T?跟踪误]?v?
g?\?S?0?
b?资{Vue
g,W?金采S?[?QhY?R6l?,Ss[?Qhc?qgh?v?c?epv?b?N?股
~?b?S?QvgC重g?^?W?金股yhb?资~?T?,^vh9cnh?v?c?ep
b?N?股S?QvgC重v?S?R¤进行v?^?调et0?OFW(V?ryk?‘ˉQ?
(Y?mAR¤‘’N?足)[?致e?l?获_?足Y?ep量v?股yhe?,W?
金{?t?N”\?运u(QvN?T?t?v?b?资e?l?g?^?g,W?金v?[?际
b?资~?T?,追lB\=S?能贴近v?h?c?epv?表s?0?
N?~?k?较W?Q? N?证N-\?v?c?ep
风险e6v?ry_?
g,W?金\^N?股yhW譗?金N-v?c?epW譗?金,股yhg?ON?OM
N:95%,^v采u([?QhY?R6v?被R¤_?b?资{Vue:N?e?面,
v?[?N?m?T?W?金0?P:R8W?金N?货^??W:W?金而言,Qv风
险T?e6v?较高,\^N?股yhW譗?金N-高风险0?高e6v?v?N§
T`;S?N?e?面,v?[?N?采u(b‰h7Y?R6v?c?epW譗?金而
言,Qv风险T?e6v?ry_?\?f?能N?h?v?c?epO?c?W?g,N?
致0?
SNl?gˇt^N?证N-\?v?ETF 联c¥2019 ^t{,2 [c^?b¥TJ
{, 4
页 Qq13
页
N;要财R?c?h?T?W?金Q?P<表s?§3
N;要财R?c?h?3.1
SUOM:N”l?^?QC
N;要财R?c?h?
b¥TJg?( 2019^t4g?1e? - 2019^t6g?30e? )
1.g,g?]?[?s?e6v? 47,129.08
2.g,g?R)m? -2,994,972.39
3.R?gC^sWGW?金N?额g,g?R)m? -0.0521
4.g?+W?金资N§Q?P< 59,858,290.05
5.g?+W?金N?额Q?P< 1.0390
l?:10?N?述W?金N?~?c?h?N?S?b?c?g?N”认购b?N?f?W?金v?T?项费u(,计Qe费u(T?[?际e6v?l4^s
要ON?b@R?ep[W0?
20?g,g?]?[?s?e6v?c?W?金g,g?R)‘oe6Qe0?b?资e6v?0?QvN?e6Qe(N?T+QlQAN?P
页 Qq13
页
自W?金T??u?eHN?geW?金N?额}/计Q?P
页 Qq13
页
SN[?W?金{?t?g?限QlS?
高~§W?金h8{?TX,2004
^t7g?起R?Qeg,QlS?,S?
N?W?金N?R?部‘;v?0?W?
金~ˇt?R't?0?2009^t6g?
起N?SNl?gˇt^(S齓?邦
SNl?)N?证~¢R)N?f?W?
_?e>_?c?epW?金W?金~ˇ
t?0?2010^t10g?起N?c?
epb?资部Ro‘;v?0?2011
^t1g?起bˉN?N?证N-\?
v?ETFS?SNl?gˇt^N?证N-
\?v?ETF联c¥W?金W?金~ˇ
t?0?2012^t5g?起bˉN?SN
l?gˇt^l“m?300ETFS?SN
l?gˇt^l“m?300ETF联c¥
W?金W?金~ˇt?0?2015^t2
g?起N?c?epb?资部‘;
v?0?2015^t5g?起N?SNl?
gˇt^N-证 500 ETFS?SN
l?gˇt^N-证500ETF联c¥
W?金v?W?金~ˇt?0?2018
^t3g?至2018^t11g?N?SN
l?gˇt^锦R)pum;配置m?
T?W?证R8b?资W?金T?SN
l?gˇt^裕R)pum;配置m?
T?W?证R8b?资W?金v?W?
金~ˇt?0?2018^t3g?
至2018^t10g?N?SNl?gˇ
t^l?R)pum;配置m?T?W?
证R8b?资W?金v?W?金~ˇ
t?0?2018^t4g?起N?SNl?
gˇt^MSCIN-V?A股V?际通
N?f?W?_?e>_?c?ep证R8
b?资W?金v?W?金~ˇ
t?0?2018^t10g?起N?SN
l?gˇt^MSCIN-V?A股V?际
通N?f?W?_?e>_?c?ep证
R8b?资W?金联c¥W?金v?
W?金~ˇt?0?2018^t12g?
起N?SNl?gˇt^N-证~¢R)
ONl?R¤N?f?W?_?e>_?c?
ep证R8b?资W?金v?W?金
~ˇt?0?
{?t?N”[?b¥TJg?Q?g,W?金运O\遵规[?O?‘ˉQ?v?说f?4.2
b¥TJg?Q?g,W?金v?运O\{&T?v?Qsl?_?0?l?规N?S?W?金T??v?~?[?,N?[XW(c_[?W?金c?g?N”R)
v?v?行N:0?
Ql^sN?f?N?项说f?4.3
Ql^sN?f?R6^?v?bg行‘ˉQ?4.3.1
SNl?gˇt^N?证N-\?v?ETF 联c¥2019 ^t{,2 [c^?b¥TJ
{, 7
页 Qq13
页
b¥TJg?Q?,g,W?金{?t?N”h9cn0?证R8b?资W?金{?t?QlS?Ql^sN?f?R6^?c?[?a?见0?v?要lB,通
过y?[f[?Uv?R6^?S?mAz?,N?N?RM0?N譎-T?N?T?{Isfl节N%h0?R?行N?gew?,食T`饮
e?0?[?u5S?银行{Ig?WW表s?N?O?,e?g?v?[?e6v?S¨g?~?[?e6v?;O Z?0?轻]?R6造S?钢铁R?领跌T?
行N?0?
b?N?%h
页 Qq13
页
b¥TJg?Q?W?金c?g?N”epb?W?金资N§Q?P<预警说f?4.6
e?0?
b?资~?T?b¥TJ§5
b¥TJg?+W?金资N§~?T?‘ˉQ?5.1
^?S? 项v? 金额(QC)
S‘W?金‘;资N§v?k?O?
(%)
1 gCv?b?资 832,930.85 1.39
QvN-:股yh 832,930.85 1.39
2 W?金b?资 55,637,336.80 92.86
3 V?[?e6v?b?资 - -
QvN-:P:R8 - -
资N§e/c?证R8 - -
4 贵金\^b?资 - -
5 金融衍u?T`b?资 - -
6 NpQe返U.金融资N§ - -
QvN-:Npe?_?V?购v?NpQe返
U.金融资N§
- -
7 银行[Xk>T?~?{?Y?N?金T?计 3,442,270.52 5.75
8 QvN?资N§ 3,380.15 0.01
9 T?计 59,915,918.32
100.00
b¥TJg?+c?行N?R?|{v?股yhb?资~?T?5.2
b¥TJg?+c?行N?R?|{v?X?Q?股yhb?资~?T?5.2.1
Nax? 行N?|{R+ QlQAN?P<(QC) S‘W?金资N§Q?P
页 Qq13
页
L y?赁T?UFR?g?R?N? 1,215.00 0.00
M y?[fx?zvT?b?g/g?R?N? - -
N l4R)0?sflX?T?QlQq设e‰{?t?N? 7,669.50 0.01
O \El?g?R?0?O?t?T?QvN?g?R?N? - -
P eY育 - -
Q Sku?T?y>O?]?O\ 8,859.00 0.01
R e?S?0?OS育T?Z1NPN? 6,776.00 0.01
S ~?T? 8,138.00 0.01
T?计 832,930.85 1.39
b¥TJg?+c?行N?R?|{v?n/股通b?资股yhb?资~?T?5.2.2
l?:g,W?金g,b¥TJg?+g*c?g?n/股通b?资股yh0?
b¥TJg?+c?QlQAN?P
5.4
l?:g,W?金g,b¥TJg?+g*c?g?P:R80?
b¥TJg?+c?QlQAN?P
页 Qq13
页
b¥TJg?+c?QlQAN?P
_?
SNl?gˇt^W?
金{?t?g?限
QlS?
55,637,336.80 92.95
b¥TJg?+g,W?金b?资v?股c?g?货N?f?‘ˉQ?说f?5.10
b¥TJg?+g,W?金b?资v?股c?g?货c?N?T?c_v?f?~?5.10.1
l?:g,W?金g,b¥TJg?+g*c?g?股c?g?货0?
g,W?金b?资股c?g?货v?b?资e?{V5.10.2
l?:g,W?金g,b¥TJg?+g*c?g?股c?g?货0?
b¥TJg?+g,W?金b?资v?V?P:g?货N?f?‘ˉQ?说f?5.11
g,g?V?P:g?货b?资e?{V5.11.1
l?:g,W?金g,b¥TJg?+g*c?g?V?P:g?货0?
b¥TJg?+g,W?金b?资v?V?P:g?货c?N?T?c_v?f?~?5.11.2
l?:g,W?金g,b¥TJg?+g*c?g?V?P:g?货0?
g,g?V?P:g?货b?资评N?5.11.3
l?:g,W?金g,b¥TJg?+g*c?g?V?P:g?货0?
b?资~?T?b¥TJ附l?5.12
g,W?金b?资v?RMSAT?证R8v?S?行N;OSg,g?S?R0调g?N?S?Y?罚v?‘ˉQ?v?说f?5.12.1
b¥TJg?Q?W?金b?资v?RMSAT?证R8v?S?行N;OSl?g?被v?{?部门z?hH调g?v?,N_l?g?W(b¥TJ编R6
e?RMN?^tQ?S?R0Ql_?谴责0?Y?罚v?0?
W?金b?资v?RMSAT?股yh超Q?W?金T??规[?v?Y?选股yh^?‘ˉQ?v?说f?5.12.2
W?金b?资v?RMSAT?股yhN-,l?g?b?资N?超Q?W?金T??规[?Y?选股yh^?NKY?v?0?
QvN?资N§g?b?5.12.3
^?S? T?y? 金额(QC)
1 [XQ?O?证金 1,252.28
2 ^?e6证R8n?{?k> -
3 ^?e6股R) -
4 ^?e6R)‘o 694.87
5 ^?e6u3购k> 1,433.00
SNl?gˇt^N?证N-\?v?ETF 联c¥2019 ^t{,2 [c^?b¥TJ
{, 11
页 Qq13
页
6 QvN?^?e6k> -
7 _?dJ费u( -
8 QvN? -
9 T?计 3,380.15
b¥TJg?+c?g?v?Y?N?转股g?v?S?转cbP:R8f?~?5.12.4
l?:g,W?金g,b¥TJg?+g*c?g?Y?N?转股g?v?S?转cbP:R80?
b¥TJg?+RMSAT?股yhN-[XW(mA通S?限‘ˉQ?v?说f?5.12.5
l?:b*至g,b¥TJg?+,g,W?金RMSAT?股yhN-N?[XW(mA通S?限v?‘ˉQ?0?
_?e>_?W?金N?额S?R¤§6
SUOM:N?
b¥TJg??R?W?金N?额‘;额
57,859,260.63
b¥TJg??间W?金‘;u3购N?额 1,397,241.35
Qˇ:b¥TJg??间W?金‘;赎V?N?额 1,642,704.52
b¥TJg??间W?金b?R?S?R¤N?额(N?额Qˇ\?N?"-"
XkR?)
-
b¥TJg??+W?金N?额‘;额
57,613,797.46
W?金{?t?N”运u(V?g?资金b?资g,W?金‘ˉQ?§7
W?金{?t?N”c?g?,W?金N?额S?R¤‘ˉQ?7.1
l?:e?0?
W?金{?t?N”运u(V?g?资金b?资g,W?金N?f??~?7.2
l?:e?0?
_qT?b?资者Q?{Vv?QvN?重要O?‘o§8
b¥TJg?Q?SUN?b?资者c?g?W?金N?额k?O?达R0b?超过20%v?‘ˉQ?8.1
SNl?gˇt^N?证N-\?v?ETF 联c¥2019 ^t{,2 [c^?b¥TJ
{, 12
页 Qq13
页
b?资
者|{
R+
b¥TJg?Q?c?g?W?金N?额S??‘ˉQ? b¥TJg?+c?g?W?金‘ˉQ?
^?S?
c?g?W?金N?额k?O?
达R0b?者超过20%v?
e?间S:间
g?R?
N?额
u3购
N?额
赎V?
N?额
c?g?N?额
N?额S‘
k?
g:g? 1 20190401-20190630 47,010,154.19 0.00 0.00 47,010,154.19 81.60%
N*N” - - - - - - -
N§T`ryg?风险
g,W?金b¥TJg?Q?g?SUN?g:g?cg?W?金N?额超过20%v?‘ˉ_b0?Y?g?这N魎?额c?g?k?O?较Y’v?b?资者赎
V?,S?能[?致]?额赎V?,N?而_?S?mAR¤‘’风险,S?能[?W?金N§u?Y?N?_qT?:(1)^?g?R?t?赎V?u3请
b?f?P\赎V?v?风险0?_S?u?]?额赎V?e?,b?资者S?能面N4赎V?u3请^?g?R?t?0?^?缓e/N?b?f?P\赎V?
v?风险0?(2)W?金Q?P
_qT?b?资者Q?{Vv?QvN?重要O?‘o8.2
e?0?
Y?g?e?N?v?_U§9
Y?g?e?N?v?_U9.1
10?N-V?证v?O?byQ?SNl?gˇt^N?证N-\?v?N?f?W?_?e>_?c?ep证R8b?资W?金联c¥W?金R?集v?e?
N?
20??SNl?gˇt^N?证N-\?v?N?f?W?_?e>_?c?ep证R8b?资W?金联c¥W?金W?金T??0?
30??SNl?gˇt^N?证N-\?v?N?f?W?_?e>_?c?ep证R8b?资W?金联c¥W?金b?R?说f?Nf0?
SNl?gˇt^N?证N-\?v?ETF 联c¥2019 ^t{,2 [c^?b¥TJ
{, 13
页 Qq13
页
40??SNl?gˇt^N?证N-\?v?N?f?W?_?e>_?c?ep证R8b?资W?金联c¥W?金bX{?SO议0?
50?W?金{?t?N”N?R?资h_?c?ep证R8b?资W?金联c¥W?金v?QlTJ
[Xe>W0p?9.2
N?mw^?mfN?e?S:l?u?路1199_?证Y’N?道Sa^?W:1S?i|17\B
g?阅e?_?9.3
b?资者S?W(营N?e?间QM费g?阅,N_S?c?]?g,费购NpY?SpN?0?
b?资者[?g,b¥TJY?g?u?问,S?T¤询W?金{?t?N”SNl?gˇt^W?金{?t?g?限QlS?0?
[¢b7g?R?p?
~?:400-888-0001(QM长途费) 021-3878 4638
QlS?网W@:www.huatai-pb.com
SNl?gˇt^W?金{?t?g?限QlS?
2019^t7g?17e?