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华商新量化(000609)

华商新量化灵活配置混合型证券投资基金2020年第3季度报告查看PDF公告




华商新量化灵活配置混合型证券投资基金 2020 年第 3 季度报告 华 商新商新量化灵活新配华 华 华 华 华 华 华 华 华 华 华 华 置混合型证券投资置混合型基金 2 华 置混0合证 券年第3季度报告基金 2 华  !配"券商新商新量#新灵商$配华 华商新量化灵活 2020配置 3混合型证 置 2 券 投 13 券


%1华&'() 华商新量化灵活配置混活配合型证券投资基金 20年第3季基 度报告 !"#$% &'()*灵+,度-./012345混67灵89:;<== 华商>新化?@ABCDEFGHIJKL证华商MNOP%QRSRSTUSVRWXYZ[证 券投?灵\]^_度`abc/d金eM券投f)*%合型YZ)*20年第3季基 度报告  g!"#$<= 华商新量化2hij,kl度mno:灵pq新量/rl华商金s%t2合型华商uPvw <= 华商灵xyz{&2|b(}~bc

úQa??华商/è??ü华商%t?QEá?华 商%?Q型?d金华商?灵?ú?/?ú???? s?<= 华商新量化= ??华商新量GHIJ= 华商>新化= ?@ABCDEFGHIJ= === %3华.'/0123置混4567 3.1 华商新量化灵 ???化ē?ē= £?\]^_= 券投?? RSRSTWVUX ? RSRST?V?SX=?= U证???,c??= ±¥???¥??·R??±= R证??w?= ?W?S·W?S?·?¥?= ?ě?ě??华商F′证?w?= S?UWWS= ±??3华商金s`a= 2·W?R·U?··??·U= 2??3华商F′`a= R?R??= ??U证???,c??^华商证?w???度d金??度(????2?I?÷a???? ?? ????lī灵ī′%证?w?é证??,c??ě?证?I?÷a????<= R资?华商z{^_2???G化?? |§华商灵???l %???lī,?????? ?Q资?ā?<== 3.2 活配置混合型


3.2.1 活配证券置混投资基金 20年第3季度活报告基季度


??= `aèé? ?= `aèé? _-??= z{?ù华 -????= z{?ù华- ???_-? ?= ???= ???= x??4V= UU?¥R?= U??W?= ¥??2?= S??W?= 2?RW?= U?SS?= x??4V= ±??¥R?= U?¥W?= U±?W2?= S?W??= R·?·W?= S?··?= x?uT= WW??·?= U?W??= U±?R¥?= S?·??= ¥??WR?= S??S?= x??T= ?S??±?= U?±??= U??U¥?= S?·S?= WU?W·?= S?¥??= x??T= U±R?¥±?= U?±2?= ?W?S??= S?WW?=US2?22?= S?¥·?= ?华商MN ˉ°???= R?R?UW?= U?WU?= ·??2??= S??U?=U±·?¥±?= S?·S?= === 华商新量化灵活 2020配置 3混合型证 置 4 券 投 13 券


3.2.2 活配 0!"#$活配%&置混投资基'(金 20年第3季度活报告基 '(季度 = ???证华商MNˉ°XéRSU±T¥V2X<= ?KL???????ń??¢M?型?d金华商华商MN?灵OP%证华商灵d金eM? ?é?Eá????ň?度?z?混(???@型?置Z-??灵Eá?d金??é华商金s灵 Sō?2??a?度ě型度c商度è??ü??/金sō?型?混898O ?@型?置??华商d 金灵(?商????华商金s灵2?ōUSS?%(?ě型?华商金s`a灵S?ō??%?ň?z??a ?华商金s`a灵??2úQ US?%?4|§XX?年??E^?èM????灵|§合型商ī% 合?c商 g??X年uTi)灵??a?灵??M?2?Q华商金s`a灵 2?%(?c商2? ?ò???商度0?合型商 度?????f%E^?è灵d金????898O ?新??灵O P?D

%4华合型证 4.1 活配)*+,活配)*-./01


?ū= ū]= ;证华商灵华商?量?H= 型??zTH= ??= ;ūX?= ?;X?= ??= 华 商 ? 量%?? d金?μ ?量%I JI?z ]ě?d 金??? ?置??= RSU2T?V ?X= ?= ???= ?%?@?%ā?? ?%?G华商?z金 à

华商灵华商?量? RSU?TUSV?SX? ??3;????? Dz??Eá??? ?型?d金华商灵华 商?量<= === 4.2 2*3456年78活配9:;<=>?@AB 年证券投?)%华商新量化20年??华商F′?G化w?灵Dé <华商新量化mno:? é华商F′?G化??w?%?à??[?华商8?混(?G?898O度华商MN灵OP<= 4.3 CDEFGHAB


4.3.1 CDEFIJKL?@ 券投?)%证华商新量化?à?D[?型?d金华商新量IJI?|§??^告?t?/I J)?I?|§??%年?e??度d金??度|§?Df?4??%I?'???资Gd金e M<= IJA?d?新量??&P??Dd??置度d???置f%A???d金?ě??%.合 ?d金eMI????e金?%?GI?灵d金???置<= ?'IJ??资Gd金eM灵|§资I-?÷|§%?x|§×??灵I?|§??%'Q 2N d金eMNXN???Nu型?灵^???YD????%券投?)%×?灵I?|§?? r???%}?c????

券投?)?à?DIJ????%}?c证华商0年??|§Dé

??RSRST?V?SX%证华商F′`aéR?R??ē%F′??`aéR?W·?ē<证ǐ?华 商F′`aèé?éUU?¥R?%N?华商z{?ù华-灵???é¥??2?%证华商F′`aèé? úQz{?ù华-???2?RW4???<= 4.6 56年7活配WX3Y,活配QZ置混[\AB 证券投?%证华商}?c6???4??X华商F′?G化ā?2???化 g华商金s` a?Q???ē灵??<= %5华89:; 5.1 56年]活配QZ. ?@


??= ?1= 商′?ē?= ?华商μ金s灵?????= U= ě?d金= 2U¥?W±W??SR?¥W= ·2??R= = (??Eá== 2U¥?W±W??SR?¥W= ·2??R= R= 华商d金= ?= ?= 华商新量化灵活 2020配置 3混合型证 置 8 券 投 13 券


?= ?P??d金== ·R2???U?±S= S?U±= = (??a?== ·R2???U?±S= S?U±= = 金sō?型?华华= ?= ?= ±= ?商?d金= ?= ?= 2= 商??ˉ?d金= ?= ?= ¥= ????商?金s== ?= ?= = (???T?ǚ?灵???? 商?金s== ?= ?= W= CD0?/ò???商M? == W±?U?W?¥?¥??U= UR?R±= ·= (?金s== U???2W?W±¥?U±= R??S= ?= M?==== ¥S2?¥¥??RW¥?2R=== USS?SS= === 5.2 56年]^L第U_`aPQ.


5.2.1 56年]^L第U_b7`aPQ.





|¤= Dz?5= I?÷a?ē?= ?华商金s`a?????= ǒ= ?度?度?度?z= ?= ?= ?= í?z= ?= ?= ?= ??z= ±?±?W·??U··?U?= W±?S?= ?= ??度??度??混?ˉs/?? z= ?= ?= ?= A?z= U??SR??UR= S?SS= ?= ??/??z= R·?R¥±?S?= S?SS= ?= |?r?度??/??z= U·?¥2???¥= S?SS= ?= ??/ɑ?z= ?= ?= ?= k?D?度??/k????]z= R?¥?¥·S?SU= S?S2= ?= 商?z= ?·??U2?±¥¥?SS= ¥?¥?= ?= ??sz= ??WW2?·SW?S·= S?¥±= ?= ??/?]?]z= U±?W?¥???±?SS= R?2U= ?= ???e/???]z= US?U???±?¥?±S= U?W±= ?= ?w度??/I?B?新量z= UW¥?2SW??±= S?S?= ?= ?ē?]度ɡ量/(??]z= ?= ?= ?= ??= ?= ?= ?= ?ˉ/?置??= U??W·2?WSR?SS= R??2= ?= ??度??/??z= U·?·?2?U±= S?SS= ?= ?M= ?= ?= = M?= 2U¥?W±W??SR?¥W= ·W???= == 5.2.2 56年]^L第U_c`dPQ`aPQ.


KL证华商灵华商MN?P%证华商灵d金??2???E?Eá <== 华商新量化灵活 2020配置 3混合型证 置 9 券 投 13 券


5.3 56年]^Cef混g活配QZ置混季hi-jklmn`aPQBo


??= Eá|¤= Eáū?= ā??E?= I?÷a?ē?= ?华商金s`a ?????= U= SSR±W2= ????= ¥?±?2±?= ??¥W??R±U?2?= ¥?W¥= R= ¥SS2U?= ????= R??RSS= ?·?WS??RSS?SS= ¥?2?= ?= ¥SUSUR= ?华EF= ?·±??W±= R·?·W¥?·???W±= ±??R= ±= SSR2?±= ???= R?±??·R= W??U±??SW?¥·= ±?¥2= 2= SSS·2·= ???= URS?W·W= R¥?¥????RW?SS= ±?22= ¥= ?SSURR= ??ˉ?= U·¥?SSS= R2??UU?¥¥S?SS= ±?±U= W= ?SSW2S= ???|= UU2?W2S= R±?RU±??SS?SS= ±?UR= ·= SSRR±U= ??EF= 22??USS= RR?¥S±?±U??SS= ??·2= ?= ¥SSS?U= ?u!?= W2W?¥SS= U·?·2¥?¥¥±?SS= ??RU= US= SSS2¥·= ????= UUR??U?= U¥?RS??2RR?±2= R?W¥= ===== 5.4 56年]^pqrsU_pqPQ.





??= a???= I?÷a?ē?= ?华商金s`a?????= U= @?a?= ?= ?= R= ?DáL= ?= ?= ?= 商?a?= ?= ?= = (????商?a= ?= ?= ±= ?za?= ?= ?= 2= ?zú??金?= ?= ?= ¥= ??áL= ?= ?= W= ??a??|?a?= ·R2???U?±S= S?U±= ·= Nz0? = ?= ?= ?= (?= ?= ?= US= M?= ·R2???U?±S= S?U±= === 5.5 56年]^Cef混g活配QZ置混季hi-jkltnpqPQBo ??= a?|¤= a?ū?= ā????= I?÷a?ē?= ?华商金s`a? ????= U= UU?S?·= ?RS?a= 2??·S= ·R2???U?±S= S?U±= ??证华商证券投?3??G?U?a?<== 5.6 56年]^Cef混g活配QZ置混季hi-jklmnQZuWvqPQB o


证华商证券投?3}?G金sō?型?<= 5.7 56年]^Cef混g活配QZ置混季hi-jkltnw配xPQBo 证华商证券投?3}?G?商?<= 华商新量化灵活 2020配置 3混合型证 置 10 券 投 13 券


5.8 56年]^Cef混g活配QZ置混季hi-jkltnyvPQBo 证华商证券投?3}?Gě型d金<= 5.9 56年]8活配PQ`化年zEF?@AB 5.9.1 56年]8活配PQ`化年zW{T|Bo 证华商证券投?3}?GE^?è<= 5.9.2 8活配PQ`化年zPQ}R 证华商年E^?èd金??iá??épq%i??合aé1灵%证???pq%??E ^?è灵d金%&???@商??è|§资??合a新量灵G?OP?D<= 证华商灵E^?èd金华Q?ü×??ù?灵?ú???T%年???ü?ù"?% ?lí?'ê??%?年合GEáü?2?灵??? g??????ī %年?ü?????í ????^M?YD??合a%ǐE????ī???^M?????<ǐ?ü???%新量化 ?í?年E^?è?üA?????eM?a?P灵ü??à??cè??A?7~灵??ê ?%?ī年合?eM???2 ?灵???%年??灵cè?üA?x??G?????èü? ????%o?wlE^?è?ú金商?l°?<= 5.10 56年]8活配PQ~p年zEF?@AB 5.10.1 8年~p年zPQ}R KL证华商灵华商MN?P%证华商灵d金??2??@a?è <= 5.10.2 56年]8活配PQ~p年zW{T|Bo KL证华商灵华商MN?P%证华商灵d金??2??@a?è <= 5.10.3 8年~p年zPQf KL证华商灵华商MN?P%证华商灵d金??2??@a?è <= 5.11 PQ. 56?? 5.11.1 8活配PQlmnvq?L华?8年????#金???@AB 证华商d金灵??ū型?灵?D£?证?}??新????ǜ?%?年证券投??X?uT )}??I-?:度??<= 5.11.2 活配PQlmn`a??活配 0

证华商d金灵??ūEá}ǎ?华商MNOP灵?ìEá?<= 5.11.3


?QZ??


??= ū?= 商′?ē?= U= 0?合型商 = ?±S?¥RW?±2= R= ??型????= U?RRS??R??RR= 华商新量化灵活 2020配置 3混合型证 置 11 券 投 13 券


?= ??Ew= ?= ±= ??w?= ??·WR?U?= 2= ?????= UR??·¥??R???±= ¥= (????= ?= W= ???l= ?= ·= (?= ?= ?= M?= U???2W?W±¥?U±= === 5.11.4 56年]WX???`年???pqBo 证华商证券投?3}?G?Q?E?灵???a?<== 5.11.5 56年]lmn`a????d???@AB 证华商证券投?3??ūEá?20年???HEá <= 5.11.6 PQ. 56?? ??????U


?Q????灵pó%???/?M??????0年?? <= %6华<=>置混?@A ???F= 券投??ǔ华商F′μ′= UW¥?S±·?±±R??S= 券投???华商μ??F′= U2R?··????·?2?= ??券投???华商μ?ǚF′= ¥¥?¥R??WR2?·¥= 券投???华商????F′?F′??i ??? ???= ?= 券投??3华商F′μ′= R¥R??S·?S22?¥?= ??μ??F′??w?d度???F′?μ?ǚF′????F′<= %7华置混合型证BCD基9混89E置混F- 7.1 活配2*3WX8活配证券'(?@ ???F= 券投??ǔ新量化?G灵证华商F′= ?= 券投????? ???μF′= ·?W¥??·W¥?RW= 券投??????? ǚμF′= ?= 券投??3新量化?G灵证华商F′= ·?W¥??·W¥?RW= 券投??3?G灵证华商F′?华商μF ′?????= ???±= 华商新量化灵活 2020配置 3混合型证 置 12 券 投 13 券


??券投???华商μ??F′??w?d度???F′?券投???华商μ?ǚF′???? F′<= 7.2 活配2*39?¢XQ配PQ8活配EFBo ??= |§¨?= |§X?= |§F′?F?= |§商′?ē?= ?l??= U= ??= RSRSTWVRUX= R?R±·?W¥R???= 2?SSS?SSS?SS= ?= R= ??= RSRSTWVR?X= R?U¥R?U?W?R?= 2?SSS?SSS?SS= ?= ?= ??= RSRSTWVR±X= R?R··??U??±U= 2?SSS?SSS?SS= ?= ±= ??= RSRST·V?X= R?S¥????¥?WS= 2?SSS?SSS?SS= ?= M?= 资 = ·?W¥??·W¥?RW=RS?SSS?SSS?SS== ??华商新量化d金证华商??灵?l?华商MN混??灵?????灵G?OPō?<= = %8华GH89IJKLMN&'OP 8.1 56年7£¤PQ¥WX活配证券季h|?,?§ 20%?@ 证华商证券投?)}?ˉ?ud金g?G华商F′???? ǎxRS?灵??<= %9华QRSTUV 9.1 ???¨?a U??@型?置?-??????ń??¢M?型?d金华商B?灵???= R????????ń??¢M?型?d金华商华商MN??= ?????????ń??¢M?型?d金华商>新????= ±????????ń??¢M?型?d金华商???????= 2华?商新量化z]金à??度?z???= ¥券?投?)??????ń??¢M?型?d金华商年OP?????灵??I投灵p?<= 9.2 ???- 华商新量化度华商>新化?<= 9.3 ??ˉ° 华商新量化?I?????????????"?R·???@???U?ˇ== 华商>新化????????????"?U?ˉU?ˊ= 华商新量化灵活 2020配置 3混合型证 置 13 券 投 13 券


d金g'证券投?ˋG??%???华商新量化??华商新量GHIJ<= ???]?????±SSWSS···??é???%SUS?2·2W??SS= 华商新量化????????????????˙???????= ?@型?置华商???????=???????????????????????˙???= = 华 华 商新量化灵活配置混合华 型证型证券投证资型基金华