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华泰柏瑞量化阿尔法(005055)

华泰柏瑞量化阿尔法:华泰柏瑞量化阿尔法灵活配置混合型证券投资基金2019年第3季度报告查看PDF公告

SNl?gˇt^量S?阿\?l?pum;配置m?T?W?证R8
b?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?银行股N?g?限QlS?
b¥TJ送Q?e?g?:2019^t10g?22e?
SNl?gˇt^量S?阿\?l?2019 ^t{,3 [c^?b¥TJ
{, 2


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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? SNl?gˇt^量S?阿\?l?pum;配置m?T?W?证R8b?资W?金N?2018^t10g?16e?h9cne6费e?_?R?N?T?, e?X?C|{N?额,C|{v?Qsc?h?N?2018^t10g?16e?_?Y?计{?0? W?金N§T`i?Q?§2 W?金{?y? SNl?gˇt^量S?阿\?l? N?f?Nax? 005055 W?金运O\e?_? YQ~?W?_?e>_? W?金T??u?eHe? 2017^t9g?26e? b¥TJg?+W?金N?额‘;额 1,772,779,433.38N? b?资v?h? R)u([?量b?资j!W?,W(N%hR)s?( z?T?)×5% 风险e6v?ry_? g,W?金N:m?T?W譗?金,Qv预g?风险N?预g?e6v? 高N?P:R8W譗?金N?货^??W:W?金,ON?股yhW? W?金0? 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? N?\^R?~§W?金v?W?金{?y? SNl?gˇt^量S?阿\?l?A SNl?gˇt^量S?阿\? l?C SNl?gˇt^量S?阿\?l?2019 ^t{,3 [c^?b¥TJ {, 3


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页 N?\^R?~§W?金v?N?f?Nax? 005055 006532 b¥TJg?+N?\^R?~§W?金v?N?额‘;额 1,772,111,286.81N? 668,146.57N?


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?阿\?l?A SNl?gˇt^量S?阿\?l?C 1.g,g?]?[?s?e6v? 39,282,811.86 18,334.13 2.g,g?R)m? -4,081,365.64 -8,328.25 3.R?gC^sWGW?金N?额g,g?R)m? -0.0021 -0.0095 4.g?+W?金资N§Q?P< 1,708,271,966.10 650,901.88 5.g?+W?金N?额Q?P< 0.9640 0.9742 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

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页 自W?金T??u?eHN?geW?金}/计Q?P

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页 R¤pum;配置m?T?W?证R8b? 资W?金v?W?金~ˇt?,2015 ^t6g?起N?SNl?gˇt^量S?fz agpum;配置m?T?W?证R8b? 资W?金v?W?金~ˇt?T?SNl? gˇt^量S?~?[?e6v?{Vue[? g?_?e>m?T?W?S?起_?证R8 b?资W?金v?W?金~ˇ t?0?2016^t5g?起N?SNl?gˇ t^量S?[?Q?z3Pe6v?[?g? _?e>m?T?W?S?起_?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R8b?资W?金v?W?金~ˇ t?0?2017^t5g?起N?SNl?gˇ t^量S?R?O?pum;配置m?T? W?证R8b?资W?金v?W?金~ˇ t?0?2017^t9g?起N?SNl?gˇ t^量S?阿\?l?pum;配置m? T?W?证R8b?资W?金v?W?金 ~ˇt?0?2017^t12g?起N?SN l?gˇt^n/股通量S?pum;配 置m?T?W?证R8b?资W?金v? W?金~ˇt?0?g,y?N?x?zvu? k?N??n?SNY’[f, MBAk?N? N?美V?R?]?Y’[fO/QKR)R? h!T¨eflUF[f院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%h

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页 g,b¥TJg?Q?,QlS?e?N?b@g?b?资~?T?S′N?v?N?f?b@Ql_?z?N??f?N-,T?e?S?T?N?f?b?N?较\? v?SU边N?f?量超过该证R8_Se?b?N?量v?5%v?,g,W?金T?计S?u?1k!,N:量S?b?资V?b?资{Vue需 要,N?QvN?~?T?S?u?S?T?N?f?,N?[XW(R)v?输送行N:0?


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页 1 gCv?b?资 1,613,285,162.38 93.83 QvN-:股yh 1,613,285,162.38 93.83 2 W?金b?资 - - 3 V?[?e6v?b?资 29,958,000.00 1.74 QvN-:P:R8


29,958,000.00 1.74 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 73,396,106.05 4.27 8 QvN?资N§


2,683,723.47 0.16 9 T?计





1,719,322,991.90


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\ - - R e?S?0?OS育T?Z1NPN? 31,147,355.31 1.82 S ~?T? 2,292,200.00 0.13 T?计 1,613,285,162.38 94.40 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*b?资n/股通股yh0? b¥TJg?+c?QlQAN?P

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页 b¥TJg?+c?QlQAN?P

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页 1 [XQ?O?证金 738,623.66 2 ^?e6证R8n?{?k> 1,601,666.75 3 ^?e6股R) - 4 ^?e6R)‘o 223,985.58 5 ^?e6u3购k> 119,447.48 6 QvN?^?e6k> - 7 _?dJ费u( - 8 QvN? - 9 T?计 2,683,723.47


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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?