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华泰柏瑞量化增强混合A(000172)

华泰柏瑞量化增强混合A:华泰柏瑞量化增强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?X?_: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?银行股N?g?限QlS?
b¥TJ送Q?e?g?:2019^t10g?22e?
SNl?gˇt^量S?X?_: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? W?金N§T`i?Q?§2 W?金{?y? SNl?gˇt^量S?X?_:m?T? N?f?Nax? 000172 W?金运O\e?_? YQ~?W?_?e>_? W?金T??u?eHe? 2013^t8g?2e? b¥TJg?+W?金N?额‘;额 2,394,757,778.57N? b?资v?h? g,W?金N:c?epX?_:W?m?T?b?资W?金,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? g,W?金R?N?\?[?N?~?k?较W?Q?v?^tS?跟踪误]?c§R6 W(8%N?Q?0? b?资{Vue g,W?金股yh资N§跟踪v?h?v?c?epN:l“m?300c?ep0?N? X?_:c?epb?资e6v?N:v?葶?股yhb?资{VueY?N?: R) u([?量b?资j!W?(Y?:Y?V?[Palpha0?风险O0mK0?N? f?b?g,{Ij!W?),选S?^vc?g?预g?e6v?较Y}v?股yh g?b??资~?T?,W(N%h

SNl?gˇt^量S?X?_:2019 ^t{,3 [c^?b¥TJ {, 3


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^t7g?1e? - 2019^t9g?30e? ) 1.g,g?]?[?s?e6v? 209,665,027.89 2.g,g?R)m? 83,935,674.58 3.R?gC^sWGW?金N?额g,g?R)m? 0.0258 4.g?+W?金资N§Q?P< 3,237,131,919.22 5.g?+W?金N?额Q?P< 1.352 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

自W?金T??u?eHN?geW?金}/计Q?P

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页 l?:V?y:e?g?N:2013^t8g?2e?至2019^t9g?30e?0?


{?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? u0lIS? Ro‘;~ˇ t?0?g,W? 金v?W?金 ~ˇt? 2013^t8g?2 e? - 17^t Ro‘;~ˇt?0?f?W(美V? ]?QK莱Qht?b?资{?t? g?限QlS?(BGI )bˉ N?b?资~ˇt?, 2012 ^t8g?R?QeSNl?gˇt^ W?金{?t?g?限Ql S?,2013^t8g?起N? SNl?gˇt^量S?X?_:m? T?W?证R8b?资W?金v? W?金~ˇt?,2013^t10 SNl?gˇt^量S?X?_:2019 ^t{,3 [c^?b¥TJ {, 5


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页 g?起N?QlS?Ro‘;~ˇ t?,2014^t12g?起N? SNl?gˇt^量S?O?选pu m;配置m?T?W?证R8b? 资W?金v?W?金~ˇ t?,2015^t3g?起N? SNl?gˇt^量S?QH行m? T?W?证R8b?资W?金v? W?金~ˇt?T?SNl?gˇt^ 量S?驱R¤pum;配置m? T?W?证R8b?资W?金v? W?金~ˇt?,2015^t6 g?起N?SNl?gˇt^量S? fzagpum;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?gˇt^量S?[?Q?z3 Pe6v?[?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?gˇt^量S?R?O?pu m;配置m?T?W?证R8b? 资W?金v?W?金~ˇ t?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R8 b?资W?金v?W?金~ˇ t?0?g,y?N?x?zvu?k? N??n?SNY’[f, MBA k?N??美V?R?]?Y’[f O/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 SNl?gˇt^量S?X?_:2019 ^t{,3 [c^?b¥TJ {, 6


页 Qq13


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

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 3,037,768,311.95 93.46 QvN-:股yh 3,037,768,311.95 93.46 2 W?金b?资 - - 3 V?[?e6v?b?资 59,916,000.00 1.84 QvN-:P:R8


59,916,000.00 1.84 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 141,616,866.56 4.36 8 QvN?资N§


10,956,628.69 0.34 9 T?计





3,250,257,807.20


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 K b?W0N§N? 74,568,909.54 2.30 L y?赁T?UFR?g?R?N? 16,798.00 0.00 M y?[fx?zvT?b?g/g?R?N? - - N l4R)0?sflX?T?QlQq设e‰{?t?N? 21,979,291.17 0.68 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? 18,888,024.22 0.58 S ~?T? - - T?计 3,037,768,311.95 93.84 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/股通股yh0?


b¥TJg?+c?QlQAN?P




b¥TJg?+c?P:R8T`y?R?|{v?P:R8b?资~?T?


5.4 ^?S? P:R8T`y? QlQAN?P<(QC) S‘W?金资N§Q?P

页 Qq13


页 6 N-g?yhcn - - 7 S?转P:(S?N?cbP:) - - 8 T?N?[XSU - - 9 QvN? - - 10 T?计 59,916,000.00 1.85


b¥TJg?+c?QlQAN?P

b¥TJg?+c?QlQAN?P

页 Qq13


页 b¥TJg?+g,W?金b?资v?V?P:g?货c?N?T?c_v?f?~?5.10.2 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?5.10.3 l?:g,W?金g,b¥TJg?+g*c?g?V?P:g?货0? b?资~?T?b¥TJ附l?5.11 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?5.11.1 g,W?金g,b¥TJg?+b?资v?RMSAT?证R8N-,N-V?银行O?险v?wc{?t?Y?TXO?N?2018^t11g?9e?[? QIY’银行(601818)O\Q?行e?Y?罚Q?[?,[?QlS?Q?c§{?t?N%重违S?[?aN~ˇ营规R?0?N?误[?e?_?违 规销U.t?财N§T`0?N?O?e9t?财T??e?g,b?误[?e?_?违规销U.t?财N§T`0?违规N?|{O?贷N?R?e6费b? c—O?质N??{&v?g?R?0?T?N?b?资违规c¥S?bˉO?0?通过T?N?b?资b?贷k>虚X?[Xk>规j!{I行N:Y?N?l? e6违l?b@_?100N?QC,罚k>1020N?QC,T?计1120N?QC0?[?该股yhb?资Q?{Vz?^?v?说f?:h9cnb?S? v?W?金b?资{?t?v?QsR6^?,N?v?^?v?x?zvb¥TJN:W?x@,~?T?Qvg*geX?长RMfo,u1W?金~ˇt?Q?[?Qw OSb?资行N:0? b¥TJg?Q?W?金b?资v?QvN?证R8v?S?行N;OS,l?g?Q?s?被v?{?部门z?hH调g?,b?W(b¥TJ编R6e? RMN?^tQ?S?R0Ql_?谴责0?Y?罚v?‘ˉ_b0? W?金b?资v?RMSAT?股yh超Q?W?金T??规[?v?Y?选股yh^?‘ˉQ?v?说f?5.11.2 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?‘ˉ_b0? QvN?资N§g?b?5.11.3 ^?S? T?y? 金额(QC) 1 [XQ?O?证金 1,264,022.62 2 ^?e6证R8n?{?k> 1,993,639.51 3 ^?e6股R) - 4 ^?e6R)‘o 484,652.04 5 ^?e6u3购k> 7,214,314.52 6 QvN?^?e6k> - 7 _?dJ费u( - 8 QvN? - 9 T?计 10,956,628.69 SNl?gˇt^量S?X?_:2019 ^t{,3 [c^?b¥TJ {, 11


页 Qq13





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? b¥TJg??R?W?金N?额‘;额 3,838,524,708.55 b¥TJg??间W?金‘;u3购N?额 111,309,603.20 Qˇ:b¥TJg??间W?金‘;赎V?N?额 1,555,076,533.18 b¥TJg??间W?金b?R?S?R¤N?额(N?额Qˇ\?N?"- "XkR?) - b¥TJg??+W?金N?额‘;额 2,394,757,778.57 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?X?_:2019 ^t{,3 [c^?b¥TJ {, 12


页 Qq13


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 812,974,457.60 0.00 37,000,000.00 775,974,457.60 32.40% 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

页 Qq13


页 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?