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华泰柏瑞港股通量化混合(005269)

华泰柏瑞港股通量化混合:华泰柏瑞港股通量化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^n/股通量S?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?]?UF银行股N?g?限QlS?
b¥TJ送Q?e?g?:2019^t10g?22e?
SNl?gˇt^n/股通量S?m?T?2019 ^t{,3 [c^?b¥TJ
{, 2


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页 X?Y?b?资额^?进行X?Y?b?资0? g,W?金采u(量S?j!W? |?选N*股{Vue,重p?b?资N?O0PR)s?(z? T?)*10%0? 风险e6v?ry_? g,W?金N:m?T?W譗?金,Qv预g?风险T?预g?e6v?l4^s 高N?货^?W譗?金0?P:R8W譗?金,ON?股yhW譗?金0? g,W?金N;要b?资n/股通h?v?股yh,除需b罢ˉN?X?Q? 证R8b?资W?金|{O

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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? -1,832,391.04 2.g,g?R)m? -4,166,865.59 3.R?gC^sWGW?金N?额g,g?R)m? -0.0399 4.g?+W?金资N§Q?P< 81,100,877.20 5.g?+W?金N?额Q?P< 0.8700 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

SNl?gˇt^n/股通量S?m?T?2019 ^t{,3 [c^?b¥TJ {, 5


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页 CompanyN?f? TX0?2012^t9g?R?Qe SNl?gˇt^W?金{?t?g? 限QlS?,S?N?量S?b? 资部x?zvTX0?W?金~ˇ t?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¤pum;配置m?T? W?证R8b?资W?金v?W? 金~ˇt?0?2016^t12g? 至2018^t11g?N?SNl? gˇt^行N?z?N?O?R?pu m;配置m?T?W?证R8b? 资W?金v?W?金~ˇ t?0?2017^t3g? 至2018^t10g?N?SNl? gˇt^v?R)pum;配置m? T?W?证R8b?资W?金v? W?金~ˇt?0?2017^t3 g?至2018^t11g?N?SN l?gˇt^‘?R)pum;配置 m?T?W?证R8b?资W?金 v?W?金~ˇt?0?2017 ^t3g?至2018^t3g?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~ˇ t?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^t6 g?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 R8b?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?2019^t3g?起N? SNl?gˇt^量S?f?选m? T?W?证R8b?资W?金v? W?金~ˇt?0? SNl?gˇt^n/股通量S?m?T?2019 ^t{,3 [c^?b¥TJ {, 8


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页 N?[c^?,n/股跌^E超过8%(N?‘Ru?c?epN:O?),远Y’N?A股S?Qht?QvN?;要^?W:,配置N?P< Q?f>0?考虑R0_SRMn/股v?O0P

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- - 4 贵金\^b?资 - - 5 金融衍u?T`b?资 - - 6 NpQe返U.金融资N§ 14,000,000.00 16.23 QvN-:Npe?_?V?购v?NpQe返U. 金融资N§


- - 7 银行[Xk>T?~?{?Y?N?金T?计 9,079,324.88 10.53 8 QvN?资N§


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页 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?5.1.1 b¥TJg?Q?W?金b?资v?RMSAT?证R8v?S?行N;OS,l?g?Q?s?被v?{?部门z?hH调g?,b?W(b¥TJ编R6 e?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?5.1.2 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 - 2 ^?e6证R8n?{?k> - 3 ^?e6股R) 98,034.77 4 ^?e6R)‘o 7,421.56 5 ^?e6u3购k> - 6 QvN?^?e6k> - 7 _?dJ费u( - 8 QvN? - 9 T?计 105,456.33


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页 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?