华泰新利:2018年年度报告
2019-03-27
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5‘^bD6v 7.4.7.14 - -
Mu ]Qwe6v 7.4.7.15 - -
)e6v 7.4.7.16 2,527,491.66 4,089,886.58
3.QlQAN÷P 3,069,804.38 138,088.09 3,207,892.47
2.Wú‘Nk> -175,828,858.55 -1,901,370.16 -177,730,228.71
V0 g,g T Wú‘
g NR ‘M)mN§ vWú
- -17,706,588.88 -17,706,588.88
‘P 3,163,583.82 298,137.89 3,461,721.71
2.Wú‘Nk> -301,161,993.65 -18,999,801.08 -320,161,794.73
V0 g,g T Wú‘
g NR ‘M)mN§ vWú
- -39,254,022.97 -39,254,022.97
‘P_ [X~íg –P [ –k!zR– S bì¤-D )`oQqR–l ^ 1,652,616,261.61
QC N ~fnSNl8S-Y)O ^ NRb@(rykfnT O )fnSNl8S-Y)[W(2015){,407S÷DTJ
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S Wú‘X{NN:N-V”Lg –PlS0
h9cn0 SNlgt^e°R)pum;‘Mnm÷ WR8bDú‘ú‘T 0 T0 QsNSNlgt^e°R)pum;‘M
nm÷ WR8bDú‘ C |{N^vOe9Wú‘T vQlTJ0 vg Qs‰ g,Wú‘ê015^t11
g 19ew e6S U.g R9C|{N ^v[ùg,Wú‘Wú‘T 0 bX{SOO\v^”Oe90 W(g,
Wú‘ e6S U.g R9C|{N Sg vWú‘Qhèê¨lbN:g,Wú‘|{N [ùbD
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h9cn0 N-SNNl QqTVR8bDú‘0 T0 SNlgt^e°R)pum;‘Mnm÷ WR8bDú‘ú
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l_l‰ N-VvO QAWú‘DQvN‘]Qw(OF{{&T N-VvO vQs‰)0 g,Wú‘
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T WR8bDú‘ú‘T 0 TW("bh–Dè7.4.4b@R y:vN-VvO 0 N-VWú‘ SOO S
^ vg Qs‰SQAvWú‘LN [RdO\ R60
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Tc g 0 g,Wú‘°eà‘D§ |{N:SOQúU.‘D§Sc g ó0g bD
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g,Wú‘ g vQvN‘D§ |{N:^”e6k>y S bì”L[Xk>0 NpQe.‘D§TQvNT |{
^”e6k>y{I0 ^”e6k>yf/c W(m; W:N-lg bN÷ Ve6‘Vú[b Sxn[v—^Mu ‘D§
(2) ‘P:vR |{
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P:0 g,Wú‘RMfeà‘P:R |{N:NQlQAN÷P<‘ QvSR¨Qe_Sg c_vv‘P:0 g,
Wú‘ g vQvN‘P:S bìSVQúV-‘D§k>TQvNT |{^”Nk>y{I0
7.4.4.4 ‘D§T‘P:vR Yxn¤ T ~í‘~kbxn¤
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‘D§ná R gaNNKN v NN~kbxn¤ (1) e6S‘D§s°‘A‘TT gCR)~
kb (2) ‘D§]òl N g,Wú‘ ‘D§b@ggC N QàNNb@g v–ib‘ll~le
e b (3) ‘D§]òl }q6g,Wú‘lg lN_lg OuY‘D§b@ggC N QàNNb@g
v–ib‘l OFf/e>_ N[ù‘D§c§R60
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g,Wú‘ N |{R+vkN Wú‘Ng T {IR ‘MC0 g,Wú‘6vNs°‘b_ R ‘M OFWú‘
c g NSbés°‘R)b \ s°‘R)c R ~–dCevWú‘QP<ê¨l:Wú‘LQb
D gg+g* R ‘M)mN-vg*[s°è N:kcep S bìWú‘%m;R¨N§ vg*[s°c_vNSWú‘
N¤ N§ vg*[s°^sQ‘I R gg+ SOR ‘M)mv‘N:gg+g* R ‘M)mN-v]ò[s°è
gg+g* R ‘M)mvg*[s°è N:ep R gg+ SOR ‘M)mv‘N:gg+g* R ‘M)m Ss]ò[
s°è vbg*[s°è T vOY
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7.4.4.12 R èTJ
g,Wú‘Q…è~~g0 {t ‰B0 Q…èTJR6^N:Ocnxn[~%R è N~%R è:Wúx@
xn[bTJR èvb—2 èá`o0 ~%R è/c g,Wú‘… ená R gaNv~b è (1) ~
b è W(e^8m;R¨N-N§ e6Qe0 Su 9( (2) g,Wú‘Wú‘t N [g N÷~b è
R v~%b g NQ[T Qv‘MnD N÷QvN ~é (3) g,Wú‘ S_—~b è v"r
Q0 ~%b gTs°‘A‘Ig QsO Oá`o0 YgN$N*b Y N*~%R èwg vOO0Pvw0 NK–D0 R8bDú‘DAS×–PhO0Pg R
N2018^t1g 1ew§ vR)`oSR)`o`'(e6QeN: U.
(2) [ùWú‘R8^ W:N-S_—ve6Qe S bìNpSVh0 P:R8v]N÷e6Qe hvo0 ~R)
e6Qe P:R8vR)`oe6QeSQvNe6Qe fN _e6O N b@_— 0
(3) [ùWú‘_—vO N P:R8R)`oe6Qe ^”u1SLP:R8vO N W(T Wú‘/NR)`oeNbcN
420%vN*Nb@_— 0 [ùWú‘N ^ QlSS_—vo~R)b@_— c –P(1N*g NQ…(T+1N*g )
v Qvo~R)b@_—QhQe^”~z b@_— c –P(1N*g NN ó^t(T+1^t)v fQc 50%
Qe^”~z b@_— c –P…^tv fQM_e6N*Nb@_— 0 [ùWú‘ g vN ^ QlS–P.
‰ S_—vo0 ~R)e6Qe c qgN ‰{—~z c ê‰ew{— ‰RM
S_—vo0 ~R)e6Qe~~ífQc 50%Qe^”~z b@_— N @_—~N u(20%vz s_N*N
b@_— 0
(4) Wú‘VQúhc 0.1%vz s4~hN¤ Sp± NpQehN _e6hN¤ Sp± 0
(5) g,Wú‘W^ ~b¤^úz 0 eY9 D TW0eeY9 D {Iz 9 qg[–E4~XP
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g,gg+ N ^t^g+
yv
2018^t12g 31e 2017^t12g 31e
m;g [Xk> 3,038,221.67 4,493,675.32
[g [Xk> - -
QvN- [Xk>g –PN*g NQ… - -
[Xk>g –P-3N*g - -
[Xk>g –PN*g NN - -
QvN[Xk> - -
T 3,038,221.67 4,493,675.32
7.4.7.2 N¤ `'‘D§
SUOM Nl ^ QC
g,gg+
yv
2018^t12g 31e
b g, QlQAN÷P< QlQAN÷PR)`o 576.00 2,296.18
^”e6[g [Xk>R)`o - -
^”e6QvN[Xk>R)`o - -
^”e6~{— N‘)`o 33.03 80.37
^”e6P:R8R)`o 5,211,783.43 4,825,333.92
^”e6D§e/c R8R)`o - -
^”e6NpQe.R8R)`o - 11,178.09
^”e6u3->R)`o - -
^”e6‘ ~bP [s`o - -
QvN 45.21 9.13
T 5,212,437.67 4,838,897.69
7.4.7.6 QvND§
lè b*ó,bTJgg+ SN ^t^g+ g,Wú‘*c g QvND§
7.4.7.7 ^”NN¤ 9(
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g,gg+ N ^t^g+
yv
2018^t12g 31e 2017^t12g 31e
N¤ b@^ W:^”NN¤ 9( 77,588.69 93,812.24
”L^ W:^”NN¤ 9( 13,481.86 9,036.31
T 91,070.55 102,848.55
{, 42 u Qq84 u
SNlgt^e°R)m÷ 2018^t^t^bTJ
7.4.7.8 QvNP:
SUOM Nl ^ QC
g,gg+ N ^t^g+
yv
2018^t12g 31e 2017^t12g 31e
^”NR8UFN¤ SUQCO‘ - -
^”NN9 11.13 -
c9( 360,000.00 365,000.00
T 360,011.13 365,000.00
7.4.7.9 [e6Wú‘
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SNlgt^e°R)m÷ A
g,g
yv
2018^t1g 1eó018^t12g 31e
Wú‘ N &—b
N ^t^g+ 484,278,496.34 484,278,496.34
g,g u3- 3,069,804.38 3,069,804.38
g,g N N - S÷XkR -175,828,858.55 -175,828,858.55
- Wú‘R /Nb{—RM - -
Wú‘R /Nb{—SR¨N - -
g,g u3- - -
g,g N N - S÷XkR - -
g,gg+ 311,519,442.17 311,519,442.17
‘SUOM Nl ^ QC
SNlgt^e°R)m÷ C
g,g
yv
2018^t1g 1eó018^t12g 31e
Wú‘ N &—b
N ^t^g+ 19.29 19.29
g,g u3- - -
g,g N N - S÷XkR - -
- Wú‘R /Nb{—RM - -
Wú‘R /Nb{—SR¨N - -
g,g u3- - -
g,g N N - S÷XkR - -
g,gg+ 19.29 19.29
lè u3-+~R)Qb0 lbQeN NT+lbQúN
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7.4.7.10 g*R ‘M)m
SUOM Nl ^ QC
SNlgt^e°R)m÷ A
yv ]ò[s°è g*[s°è g*R ‘M)mT
N ^t^g+ 19,753,371.78 -1,192,859.05 18,560,512.73
g,g R)m 6,313,365.20 -2,347,897.70 3,965,467.50
g,g Wú‘N¤
-3,233,238.56 1,469,956.49 -1,763,282.07
N§ vSR¨ep
QvN- Wú‘3-> 156,269.90 -18,181.81 138,088.09
Wú‘Nk> -3,389,508.46 1,488,138.30 -1,901,370.16
g,g ]òR ‘M)m -17,706,588.15 - -17,706,588.15
g,gg+ 5,126,910.27 -2,070,800.26 3,056,110.01
SUOM Nl ^ QC
SNlgt^e°R)m÷ C
yv ]ò[s°è g*[s°è g*R ‘M)mT
N ^t^g+ -2,642.36 2,643.15 0.79
g,g R)m 0.14 -0.05 0.09
g,g Wú‘N¤
- - -
N§ vSR¨ep
QvN- Wú‘3-> - - -
Wú‘Nk> - - -
g,g ]òR ‘M)m -0.73 - -0.73
g,gg+ -2,642.95 2,643.10 0.15
7.4.7.11 [Xk>R)`oe6Qe
SUOM Nl ^ QC
g,g
N ^t^Skg
yv 2018^t1g 1eó018^t12
2017^t1g 1eó017^t12g 31e
g 31e
m;g [Xk>R)`oe6Qe 53,196.82 87,556.48
[g [Xk>R)`oe6Qe - -
QvN[Xk>R)`oe6Qe - -
~{— N‘)`oe6Qe 16,759.46 17,793.19
QvN 693.96 513.21
T 70,650.24 105,862.88
7.4.7.12 hbD6v
7.4.7.12.1 hbD6v NpSVh]N÷e6Qe
SUOM Nl ^ QC
g,g N ^t^Skg
yv 2018^t1g 1eó018 2017^t1g 1eó017
^t12g 31e ^t12g 31e
SVQúhb N¤`; 434,685,691.98 164,184,990.02
Q SVQúhb g,`; 441,541,320.31 141,160,422.95
NpSVh]N÷e6Qe -6,855,628.33 23,024,567.07
{, 44 u Qq84 u
SNlgt^e°R)m÷ 2018^t^t^bTJ
7.4.7.13 P:R8bD6v
7.4.7.13.1 P:R8bD6vyvgb
SUOM Nl ^ QC
g,g N ^t^Skg
yv 2018^t1g 1eó018 2017^t1g 1eó017
^t12g 31e ^t12g 31e
P:R8bD6v NpSVP:R8 0 P:
2,307,757.00 -13,142,324.50
lP:R8R0g QQN ]N÷e6Qe
P:R8bD6v N]N÷e6Qe - -
P:R8bD6v u3-N÷e6Qe - -
T 2,307,757.00 -13,142,324.50
7.4.7.13.2 P:R8bD6v NpSVP:R8]N÷e6Qe
SUOM Nl ^ QC
g,g N ^t^Skg
yv 2018^t1g 1eó018 2017^t1g 1eó017
^t12g 31e ^t12g 31e
SVQúP:R8 0 P:lP:R8R0g QQ
1,091,926,321.87 1,422,242,402.88
N b N¤`;
Q SVQúP:R8 0 P:lP:R8R0
1,068,746,368.00 1,406,866,262.12
g QQN b g,`;
Q ^”e6R)`o`; 20,872,196.87 28,518,465.26
NpSVP:R8]N÷e6Qe 2,307,757.00 -13,142,324.50
7.4.7.13.3 P:R8bD6v N]N÷e6Qe
lè g,Wú‘,bTJg SNN ^t^Skg eàP:R8N]N÷e6Qe0
7.4.7.13.4 P:R8bD6v u3-N÷e6Qe
lè g,Wú‘,bTJg SNN ^t^Skg eàP:R8u3-N÷e6Qe0
7.4.7.13.5 D§e/c R8bD6v
lè g,Wú‘,bTJg SNN ^t^Skg eàD§e/c R8bD6v0
7.4.7.14 5‘^bD6v
7.4.7.14.1 5‘^bD6vyvgb
lè g,Wú‘,bTJg SNN ^t^Skg eà5‘^bD6v0
7.4.7.14.2 5‘^bD6v NpSV5‘^]N÷e6Qe
lè g,Wú‘,bTJg SNN ^t^Skg eà5‘^bD6v0
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7.4.7.14.3 5‘^bD6v N]N÷e6Qe
lè g,Wú‘,bTJg SNN ^t^Skg eà5‘^bD6v0
7.4.7.14.4 5‘^bD6v u3-N÷e6Qe
lè g,Wú‘,bTJg SNN ^t^Skg eà5‘^bD6v0
7.4.7.15 Mu ]Qwe6v
7.4.7.15.1 Mu ]Qwe6v NpSVgC]N÷e6Qe
lè g,Wú‘,bTJg SNN ^t^Skg eàMu ]Qwe6v0
7.4.7.15.2 Mu ]Qwe6v QvNbD6v
lè g,Wú‘,bTJg SNN ^t^Skg eàMu ]Qwe6v0
7.4.7.16 )e6v
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g,g
N ^t^Skg
yv 2018^t1g 1eó018^t12
2017^t1g 1eó017^t12g 31e
g 31e
hbD§ v)e6v 2,527,491.66 4,089,886.58
Wú‘D§ v)e6v - -
T 2,527,491.66 4,089,886.58
7.4.7.17 QlQAN÷PbK~í9 17,874.57 13,773.08
”L&7g R9 36,300.00 37,200.00
QvN9( 900.00 -
T 415,074.57 415,973.08
7.4.8 b g Ny0 D§P:heT Nyvf
7.4.8.1 b g Ny
b*óD§P:he g,Wú‘veà{O\b—2b g Ny0
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7.4.8.2 D§P:heT Ny
b*ó"bhbQúe g,Wú‘veà{O\b—2D§P:heT Ny0
7.4.9 QsTQs|
QsTT y N g,Wú‘Qs|
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Wú‘t N0 Wú‘èQv{°g:g0 Wú‘ U.g:g
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SNlR8g –PlS( SNlR8 ) Wú‘t Nv
PineBridgeInvestmentLLC Wú‘t Nv
]e°S:e°bg/N§Ng –PlS Wú‘t Nv
SNlT R8g –P#QlS( SNlT
Wú‘t Nv SNlR8vc§PQlS
R8 )
gt^r1^úD§{t (N mw)g –PlS Wú‘t Nvc§PQlS
lè N sT¤ WGW(kc^8N R VQ… N ,UFN gak>z0
7.4.10 g,bTJg SN ^t^Skg vQsTN¤
7.4.10.1 sTN¤ SUQCLvN¤
7.4.10.1.1 hN¤
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g,g N ^t^Skg
QsTT y
2018^t1g 1eó018^t12g 31e 2017^t1g 1eó017^t12g 31e
S`_Sg h S`_Sg h
b N¤‘ b N¤`;v b N¤‘ b N¤`;v
kO kO
SNlR8 24,310,813.59 3.10% 11,109,443.04 3.63%
7.4.10.1.2 gCN¤
lè g,Wú‘,bTJg Q…SN ^t^Skg g*sTN¤ SUQCLgCN¤ 0
7.4.10.1.3 ^”e/NQsTvOc‘
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g,g
QsTT y
2018^t1g 1eó018^t12g 31e
S`gg+ ^”N
_Sg S`_Sg Oc‘
gg+ ^”NOc‘Y Oc‘;v
Oc‘ `;‘kO
kO
SNlR8 22,154.16 3.06% 5,751.33 7.41%
N ^t^Skg
QsTT y
2017^t1g 1eó017^t12g 31e
S`gg+ ^”N
_Sg S`_Sg Oc‘
gg+ ^”NOc‘Y Oc‘;v
Oc‘ `;‘kO
kO
SNlR8 10,124.00 3.59% - -
{, 48 u Qq84 u
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lè 1. N c‘^ W:N÷h<~g,Wú‘Wú‘t NN [ùeSOUFxn[ Nbc–d1N-VR8v{°
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7.4.10.2.1 Wú‘t 9
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2017^t1g 1eó017^t12g 31e
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7.4.10.2.2 Wú‘X{9
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g,g
N ^t^Skg
yv 2018^t1g 1eó018^t12g 31
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e
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1,104,712.18 1,552,905.03
vbX{9
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kgg ^ c g e/N0 Qv{—Ql_ N:
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7.4.10.2.3 U.g R9
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T QsTT y 2018^t1g 1eó018^t12g 31e
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T A
SNlgt^Wú‘t g –P
- - -
QlS
T - - -
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T QsTT y 2017^t1g 1eó017^t12g 31e
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SNlgt^e°R)m÷
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T A
SNlgt^Wú‘t g –P
- 2,403.10 2,403.10
QlS
T - 2,403.10 2,403.10
lè g,Wú‘|{Wú‘ e6S U.g R9 C|{Wú‘e/N U.g:g U.g R9 c RMN eC
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QsT g,g N ^t^Skg
T y 2018^t1g 1eó018^t12g 31e 2017^t1g 1eó017^t12g 31e
gg+ OY _Sg R)`oe6Qe gg+ OY _Sg R)`oe6Qe
N-V”L 3,038,221.67 53,196.82 4,493,675.32 87,556.48
lè g,Wú‘”L[Xk>u1Wú‘X{NN-V”LO{ c ”LT N R)s`o0
7.4.10.6 g,Wú‘(b g Q…SN QsTb R8v`Q
lè g,Wú‘TJgg+g* SN QsTb R80
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1 - 0.3780 17,652,948.55 53,639.6017,706,588.15
g 11e g 11e
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- - 0.3780 17,652,948.55 53,639.6017,706,588.15
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2018^t7 2018^t7
1 - 0.3780 0.73 - 0.73
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7.4.12 gg+ 2018^t12g 31e g,Wú‘ g vmAS×–PR8
7.4.12.1 Và¤-°S/XSR8Ngg+ c g vmAS×–PR8
lè eà0
7.4.12.2 gg+ c g vfeP\rL{ImAS×–Ph
‘SUOM Nl ^ QC
gg+ Y rL
hN h P\rLe P\rL Y rLe ep‘ gg+
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R8 c R8N¤ b@‰vkOb{—N:h QR8T N ONNP:R8V-¤ vOY
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e6vvh 0
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Qús°0 b~e/NR0gg, `o{I`Q [üú‘D§c_Y1Te6vSS v–i
g,Wú‘Wú‘t NW(N¤ RM[ùN¤ [ùbKvDárQLNQER vO00 g,Wú‘”L[Xk>
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vN¤ WGNN-VR8v{°~{— –P#QlSN:N¤ [ùbK[b R8N¤e6Tk>yn {— –i
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7.4.13.2.1 c wíg Oáu(~§ y:vP:R8bD
SUOM Nl ^ QC
g,gg+ N ^t^g+
wíg Oáu(~§
2018^t12g 31e 2017^t12g 31e
A-1 120,732,000.00 70,030,000.00
A-1NN 0.00 0.00
g*~§ 110,214,000.00 180,098,000.00
T 230,946,000.00 250,128,000.00
lè g*~§vP:R8S bìwíg D80 P:R8Oáu(~§Sê,N e~§g:gv~§
7.4.13.2.2 c wíg Oáu(~§ y:vD§e/c R8bD
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lè eà0
7.4.13.2.4 c g Oáu(~§ y:vP:R8bD
SUOM Nl ^ QC
g,gg+ N ^t^g+
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2018^t12g 31e 2017^t12g 31e
AAA 102,100,000.0 59,200,500.00
AAANN 0.00 21,682,508.00
g*~§ 30,349,000.00 29,832,000.00
T 132,449,000.00 110,715,008.00
lè g*~§vP:R8S bìVP:0 e?{V`'‘P:0 P:R8Oáu(~§Sê,N e~§g:gv~§
7.4.13.2.5 c g Oáu(~§ y:vD§e/c R8bD
lè eà0
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lè eà0
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–i e—beêWú‘ g NS–‰BNQvc g vWú‘ SN e—beêbDy
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t vN÷h ~[W(—^8`QN Nu3÷vY t e_ c§R6Và_ e>u3-
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g,Wú‘Wú‘t NW(Wú‘\ N-N%h_ R8bDú‘AR¨`'–it ‰0 (ê017^t10g 1ewL){Il‰‰
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^ QlSSmAhv15% g,Wú‘ u1g,Wú‘Wú‘t N{t vQhèDT c g N [N ^ Ql
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g,
g
g+
201
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