SNl?gˇt^量S?f?选m?T?W?证R8b?资W?金
2019^t{,3[c^?b￥TJ
2019^t9g?30e?
W?金{?t?N”：SNl?gˇt^W?金{?t?g?限QlS?
W?金bX{?N”：N-V?^?设银行股N?g?限QlS?
b￥TJ送Q?e?g?：2019^t10g?22e?
SNl?gˇt^量S?f?选2019 ^t{,3 [c^?b￥TJ
{, 2
页 Qq14
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?^?设银行股N?g?限QlS?h9cng,W?金T??规[?，N?2019^t10g?21e?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^t7g?1e?起至2019^t9g?30e?kb0?
W?金N§T`i?Q?§2
W?金{?y? SNl?gˇt^量S?f?选
N?f?Nax? 006942
W?金运O\e?_? YQ~?W?_?e>_?
W?金T??u?eHe? 2019^t3g?25e?
b￥TJg?+W?金N?额‘;额 274,687,101.09N?
b?资v?h?
R)u([?量b?资j!W?，W(R?lBg?eHc§R6b?资风险
v?RMc—N?，R?N?[?s?达R0b?超越N?~?k?较W?Q?
v?b?资e6v?，谋lBW?金资N§v?长g?X?P<0?
b?资{Vue
10?股yhb?资{Vue g,W?金N;要R)u([?量b?资j!
W?，通过N;R¤{?t?，O?u(量S?e?l?选S?^vc?g?
预g?e6v?较Y}v?股yhg?b??资~?T?，W(g?eHc§
R6风险v?RMc—N?，R?N?[?s?超越N?~?k?较W?Q?
v?b?资V?b￥0?g,W?金股yh资N§v?b?资k?O?S‘W?
金资N§v?60-95%0?
20?P:R8~?T?b?资{Vue g,W?金P:R8b?资v葶??
f/W(O?证W?金资N§mAR¤‘’v?W?x@N?，g?eHR)u(
W?金资N§，c—高W?金资N§v?b?资e6v?0?
g,W?金{?t?N”\?W?N?[?V?Q?Y?[?观~ˇmN_bR?v?
m?QeR?g?0?V?Q?财e?e?{VN?货^??W:e?{V{IV?
} [?P:R8v?_qT?，进行T?t?v?R)s?预g?，R$e?
^?W:v?W?g,走R?，R6[?NEg?c§R6N?v?资N§|{\^
配置{Vue0?W(P:R8b?资~?T?g?^?T?{?t?过z?
N-，g,W?金{?t?N”\?QwOS采u(g?限~?g?配置0?
^?W:转cb0?O?u(R)]?T?v?[?N?P
页 Qq14
页
Qw，Qvb?资S?R?N:g?R)N?W?金资N§X?P<，g?R)
N?R?_:W?金风险c§R60?g,W?金W(gC证b?资N-\?
[?gC证h?v?证R8v?W?g,面进行x?zv，T?e?~?T?
考虑gC证[?N?j!W?0?^?W:O?lBQs|?0?N?f?R6^?
设计{IY?y?V?} [?gC证进行[?N?0?
50?股c?g?货b?资{Vue W(l?_?l?规QA许v?范V?
Q?，g,W?金S?W?N?谨aNS?R?运u(股c?g?货[?W?
金b?资~?T?进行{?t?，N?YWg?O?PR)s?（z?T?）
风险e6v?ry_?
g,W?金N:m?T?W譗?金，Qv预g?风险N?e6v?高N?
P:R8W譗?金N?货^??W:W?金，ON?股yhW譗?
金0?
W?金{?t?N” SNl?gˇt^W?金{?t?g?限QlS?
W?金bX{?N” N-V?^?设银行股N?g?限QlS?
N?\^R?~§W?金v?W?金{?y? SNl?gˇt^量S?f?选A SNl?gˇt^量S?f?选C
N?\^R?~§W?金v?N?f?Nax? 006942 006943
b￥TJg?+N?\^R?~§W?金v?N?额‘;额 273,626,226.33N? 1,060,874.76N?
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^t7g?1e? － 2019^t9g?30e? ）
SNl?gˇt^量S?f?选A SNl?gˇt^量S?f?选C
1．g,g?]?[?s?e6v? 27,733,335.83 72,791.56
2．g,g?R)m? 25,738,387.82 38,489.03
3．R?gC^sWGW?金N?额g,g?R)m? 0.0499 0.0292
4．g?+W?金资N§Q?P< 286,638,630.74 1,106,167.79
5．g?+W?金N?额Q?P< 1.0476 1.0427
SNl?gˇt^量S?f?选2019 ^t{,3 [c^?b￥TJ
{, 4
页 Qq14
页
l?：10?b@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 Qq14
页
自W?金T??u?eHN?geW?金}/计Q?P
页 Qq14
页
l?：10?V?y:e?g?N:2019^t3g?25e?至2019^t9g?30e?0?
20?c?W?金T??规[?，g,W?金自W?金T??u?eHe?起6N*g?Q?N:^?N?g?，b*至b￥TJg?+g,W?金v?T?项
b?资k?O?]?达R0W?金T??b?资范V?N-规[?v?k?O?0?
30?自W?金T??u?eH起至g,b￥TJg?+N?n?N?^t0?
{?t?N”b￥TJ§4
W?金~ˇt?（b?W?金~ˇt?\?~?）{?N? 4.1
Y?T? 职R? N?g,W?金v?W?金~ˇt?g?限 证R8N?N?
^t限
说f?
N?职e?g? y?N?e?g?
v?豪
量S?b?
资部Ro
‘;v?0?
g,W?金
v?W?金
~ˇt?
2019^t3
g?25e?
- 11^t
英V?RQheY’[fep[f|?xU
Xo0?2007^t10g?至2010^t3
g?N?Wilshire Associates
量S?x?zvTX，2010^t11g?
至2012^t8g?N?Goldenberg
Hehmeyer Trading
SNl?gˇt^量S?f?选2019 ^t{,3 [c^?b￥TJ
{, 7
页 Qq14
页
CompanyN?f?TX0?2012^t9
g?R?QeSNl?gˇt^W?金{?t?
g?限QlS?，S?N?量S?b?资
部x?zvTX0?W?金~ˇt?R'
t?0?2015^t1g?起N?量S?b?
资部Ro‘;v?，2015^t10g?
起N?SNl?gˇt^量S?O?选pu
m;配置m?T?W?证R8b?资W?
金T?SNl?gˇt^量S?驱R¤pu
m;配置m?T?W?证R8b?资W?
金v?W?金~ˇt?0?2016^t12
g?至2018^t11g?N?SNl?gˇ
t^行N?z?N?O?R?pum;配置
m?T?W?证R8b?资W?金v?W?
金~ˇt?0?2017^t3g?至2018
^t10g?N?SNl?gˇt^v?R)pu
m;配置m?T?W?证R8b?资W?
金v?W?金~ˇt?0?2017^t3g?
至2018^t11g?N?SNl?gˇt^
‘?R)pum;配置m?T?W?证R8
b?资W?金v?W?金~ˇ
t?0?2017^t3g?至2018^t3
g?N?SNl?gˇt^V?R)pum;配
置m?T?W?证R8b?资W?金v?
W?金~ˇt?0?2017^t4g?
至2018^t4g?N?SNl?gˇt^l?
R)pum;配置m?T?W?证R8b?
资W?金0?SNl?gˇt^锦R)pu
m;配置m?T?W?证R8b?资W?
金0?SNl?gˇt^裕R)pum;配
置m?T?W?证R8b?资W?金v?
W?金~ˇt?0?2017^t4g?
至2019^t3g?N?SNl?gˇt^w?
R)pum;配置m?T?W?证R8b?
资W?金v?W?金~ˇt?0?2017
^t6g?起N?SNl?gˇt^|?选V?
b￥pum;配置m?T?W?证R8b?
资W?金v?W?金~ˇt?0?2017
^t9g?起N?SNl?gˇt^量S?阿
\?l?pum;配置m?T?W?证R8
b?资W?金v?W?金~ˇ
t?0?2017^t12g?起N?SNl?
gˇt^n/股通量S?pum;配置
m?T?W?证R8b?资W?金v?W?
金~ˇt?0?2019^t3g?起N?SN
l?gˇt^量S?f?选m?T?W?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
SNl?gˇt^量S?f?选2019 ^t{,3 [c^?b￥TJ
{, 8
页 Qq14
页
Ql^sN?f?R6^?v?bg行‘ˉQ?4.3.1
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%h
b￥TJg?Q?W?金b?资{VueT?运O\R?g?4.4
b￥TJg?间N-美贸f?b?v?_qT?S?R?V?Q?~ˇmNv?N?行S?R?较Y’，股^?N?7g?S?8g?R?THN?跌‘?
R?0?7g?22e?y?R?g?b?R?c¤Q?，8g?N-e?W(N?byN-b￥较Y}v?y?b?股^&R¤N?A股^?W:Q?s?N?S?_9，9g?
Y.行降Q?~?^?W:S¨^&gef?Y?v?mAR¤‘’0?etN*b￥TJg?间，Y’v?走Q?N?V[W?0?
g,b￥TJg?Q?，b?N?WZc?N虎?贯v?量S?选股{Vue，T?e?v?c§T?项风险f·露，c§R6N*股风险，j!
W?运行k?较^sz30?
N?[c^?v?^?W:l?R¤，部R?f/S?R0N-美贸f?b?v?_qT?0?\={?b?N??w?道g?~¨谈R$~?g?Y?OU，OF
f/贸f?b?[?A股^?W:v?Q?Q?N?KRMk?]?~ˇ降ON0?N?A股O0P
页 Qq14
页
b￥TJg?Q?W?金v?N?~?表s?4.5
b*至g,b￥TJg?+SNl?gˇt^量S?f?选AW?金N?额Q?P
- -
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 19,431,697.89 6.66
8 QvN?资N§
2,391,054.74 0.82
9 T?计
291,798,200.97
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 Qq14
页
R?N?
J 金融N? 69,749,782.05 24.24
K b?W0N§N? 7,905,466.00 2.75
L y?赁T?UFR?g?R?N? 458,540.00 0.16
M y?[fx?zvT?b?g/g?R?N? - -
N l4R)0?sflX?T?QlQq设e‰{?t?N? 5,536,180.24 1.92
O \El?g?R?0?O?t?T?QvN?g?R?N? - -
P eY育 - -
Q Sku?T?y>O?]?O\ - -
R e?S?0?OS育T?Z1NPN? 5,298,236.25 1.84
S ~?T? - -
T?计 269,975,448.34 93.82
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
b￥TJg?+c?P:R8T`y?R?|{v?P:R8b?资~?T?
5.4
l?：g,W?金g,b￥TJg?+g*c?g?P:R80?
b￥TJg?+c?QlQAN?P
b￥TJg?+c?QlQAN?P
页 Qq14
页
b￥TJg?+c?QlQAN?P
页 Qq14
页
^?S? T?y? 金额（QC）
1 [XQ?O?证金 190,703.97
2 ^?e6证R8n?{?k> 1,991,527.67
3 ^?e6股R) -
4 ^?e6R)‘o 47,693.40
5 ^?e6u3购k> 161,129.70
6 QvN?^?e6k> -
7 _?dJ费u( -
8 QvN? -
9 T?计 2,391,054.74
b￥TJg?+c?g?v?Y?N?转股g?v?S?转cbP:R8f?~?5.11.4
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?5.11.5
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?
项v? SNl?gˇt^量S?f?选A SNl?gˇt^量S?f?选C
b￥TJg??R?W?金N?额‘;额
742,095,732.15
1,747,730.74
b￥TJg??间W?金‘;u3购N?额 5,768,884.07
165,598.33
Qˇ:b￥TJg??间W?金‘;赎V?N?额 474,238,389.89
852,454.31
b￥TJg??间W?金b?R?S?R¤N?额（N?额Qˇ
\?N?"-"XkR?）
-
-
b￥TJg??+W?金N?额‘;额
273,626,226.33
1,060,874.76
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?
SNl?gˇt^量S?f?选2019 ^t{,3 [c^?b￥TJ
{, 13
页 Qq14
页
_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
l?：g,W?金g,b￥TJg?Q?g*g?SUN?b?资者c?g?W?金N?额k?O?达R0b?超过20%v?‘ˉQ?0?
_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?g,W?金v?N-V?证v?O?byQ?R?集e?N?
20?g,W?金v?0?W?金T??0?
30?g,W?金v?0?b?R?说f?Nf0?
40?g,W?金v?0?bX{?SO议0?
50?W?金{?t?N”N?R?资hW0p?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^t10g?22e?
