SNl?gˇt^N?证N-\?v?N?f?W?_?e>_?c?ep证
R8b?资W?金联c￥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?银行股N?g?限QlS?
b￥TJ送Q?e?g?：2019^t10g?22e?
SNl?gˇt^N?证N-\?v?ETF 联c￥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?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?+W?金N?额‘;额 60,466,923.72N?
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{,3 [c^?b￥TJ
{, 3
页 Qq14
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?
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? ）
1.g,g?]?[?s?e6v? -123,216.60
2.g,g?R)m? -254,007.24
3.R?gC^sWGW?金N?额g,g?R)m? -0.0044
4.g?+W?金资N§Q?P< 62,656,185.88
5.g?+W?金N?额Q?P< 1.0362
SNl?gˇt^N?证N-\?v?ETF 联c￥2019 ^t{,3 [c^?b￥TJ
{, 4
页 Qq14
页
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 Qq14
页
{?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?
g?Q?
c?epb?资
部‘;v?0?
g,W?金v?
W?金~ˇt?
2011^t1
g?26e?
- 18^t
18^t证R8（W?金）N?N?
~ˇS?，Y?e?Y’[f财R?{?
t?xUXo，2000-2001^tN?
N?mwl}车集V?财R?g?限
QlS?财R?，2001-2004^t
N?SN[?W?金{?t?g?限Ql
S?高~§W?金h8{?
TX，2004^t7g?R?QeSNl?
gˇt^W?金{?t?g?限Ql
S?，S?N?W?金N?R?部‘;
v?0?N?证~￠R)ETFW?金~ˇ
t?R't?0?2009^t6g?起N?
SNl?gˇt^（S齓?邦SN
l?）N?证~￠R)N?f?W?_?
e>_?c?epW?金W?金~ˇ
t?0?2010^t10g?起bˉN?
c?epb?资部Ro‘;
v?0?2011^t1g?起Q|N?SN
l?gˇt^N?证N-\?v?ETFW?
金0?SNl?gˇt^N?证N-\?
v?ETF联c￥W?金W?金~ˇ
t?0?2012^t5g?起Q|N?SN
l?gˇt^l“m?300ETFW?
金0?SNl?gˇt^l“
m?300ETF联c￥W?金W?金
~ˇt?0?2015^t2g?起N?c?
epb?资部‘;v?0?2015^t5
g?起N?SNl?gˇt^N-证
500 ETFS?SNl?gˇt^N-
证500ETF联c￥W?金v?W?
金~ˇt?0?2018^t3g?
至2018^t11g?N?SNl?gˇ
t^锦R)pum;配置m?T?W?
证R8b?资W?金T?SNl?gˇ
t^裕R)pum;配置m?T?W?
证R8b?资W?金v?W?金~ˇ
t?0?2018^t3g?至2018
^t10g?N?SNl?gˇt^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
SNl?gˇt^N?证N-\?v?ETF 联c￥2019 ^t{,3 [c^?b￥TJ
{, 6
页 Qq14
页
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?2019^t7g?起N?SN
l?gˇt^N-证~￠R)ONl?R¤
N?f?W?_?e>_?c?ep证R8
b?资W?金联c￥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
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%hv?~?g?‘’行‘ˉ，银行0?非银S?W0N§{IgC重g?WW表s?u?软，N?u5
[P0?SJ[?OS{IN:Na表v?高y?b?g?WW表s?靓w<，g?间u3N?u5[P行N?c?epN?m¤达20.2%0?kdRM表s?较
Osv?S;药0?食T`饮e?{Ig?WWW(~?表s?N?O?，部R?m?费股~?~?R?Q?N?S虓?e?高0?etOSgew?，g?间
l“m?3000?N-证500T?N-证1000R?+N?跌0.29%0?0.19%T?1.67%，R?N?g?c?S?v?N?y?b?股~?g?‘’行
‘ˉ表s?z?Q?，g?间N?m¤7.68%0?N?^?W:风h著O?N蹎?P<风h<，g?间l“m?300N?P著v?超额e6v?0?
SNl?gˇt^N?证N-\?v?ETF 联c￥2019 ^t{,3 [c^?b￥TJ
{, 7
页 Qq14
页
b?N?%h，N*股S?g?WWTHs?Q?_:者
‘R_:，RMg?表s?_:R?v?部R?m?费|{N*股]?[XW(O0P著v?超额e6v?，还
Qwg?ONl?R¤v?ry‘’0?^?议[?N?部R?N*股‘P高v?b?资者，S?N?[?高R?~￠c?epO?c?[?R?Qsl?，N?e?面
S?N?c—高b?资~?T?v?防_?‘’，S?N?e?面g??W(N-长g?Q?获_?较Y}v?超额e6v?0?kdY?，g?近N?k?e?
间y?b?g?WWS?e?{V驱R¤S?V?N§f?Na{IW?g,面V?} _qT?表s?z?Q?，b?N?认N:这N?g?WW\?迎ge较N:长
g?v?b?资g:O?，N?过T?^?N*股v?表s?S?能Q?s?R?S?，^?议b?资者[?N?QvN-y?b?T+量高0?b?长‘’z?
Q?N?O0P
页 Qq14
页
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 3,311,632.02 5.28
8 QvN?资N§ 12,535.12 0.02
9 T?计 62,747,362.24
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?PO?]?O\ 10,250.00 0.02
R e?S?0?OS育T?Z1NPN? 19,913.00 0.03
S ~?T? 16,015.00 0.03
T?计 1,909,818.90 3.05
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
页 Qq14
页
^?S? 股yhNax? 股yhT?y? ep量（股）
QlQAN?P<（
QC）
S‘W?金资N§Q?P
5.4
l?：g,W?金g,b￥TJg?+g*c?g?P:R80?
b￥TJg?+c?QlQAN?P
_?
SNl?gˇt^W?
金{?t?g?限
QlS?
57,513,376.20 91.79
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
SNl?gˇt^N?证N-\?v?ETF 联c￥2019 ^t{,3 [c^?b￥TJ
{, 10
页 Qq14
页
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?5.1.1
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?5.1.2
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?5.1.3
^?S? T?y? 金额（QC）
1 [XQ?O?证金 1,038.54
2 ^?e6证R8n?{?k> 6,497.03
3 ^?e6股R) -
4 ^?e6R)‘o 714.60
5 ^?e6u3购k> 4,284.95
6 QvN?^?e6k> -
7 _?dJ费u( -
8 QvN? -
9 T?计 12,535.12
b￥TJg?+c?g?v?Y?N?转股g?v?S?转cbP:R8f?~?5.1.4
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?5.1.5
l?：b*至g,b￥TJg?+，g,W?金RMSAT?股yhN-N?[XW(mA通S?限v?‘ˉQ?0?
SNl?gˇt^N?证N-\?v?ETF 联c￥2019 ^t{,3 [c^?b￥TJ
{, 11
页 Qq14
页
_?e>_?W?金N?额S?R¤§6
SUOM：N?
b￥TJg??R?W?金N?额‘;额
57,613,797.46
b￥TJg??间W?金‘;u3购N?额 3,804,821.28
Qˇ:b￥TJg??间W?金‘;赎V?N?额 951,695.02
b￥TJg??间W?金b?R?S?R¤N?额（N?额Qˇ\?N?"-"
XkR?）
-
b￥TJg??+W?金N?额‘;额
60,466,923.72
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^N?证N-\?v?ETF 联c￥2019 ^t{,3 [c^?b￥TJ
{, 12
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
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 20190701-20190930 47,010,154.19 0.00 0.00 47,010,154.19 77.75%
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?
SNl?gˇt^N?证N-\?v?ETF 联c￥2019 ^t{,3 [c^?b￥TJ
{, 13
页 Qq14
页
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?
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^t10g?22e?
