华泰稳健:2018年年度报告
2019-03-27
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N÷P<‘ QvSR¨Qe_Sg c_vv‘D§W(D§P:hN-NN¤ `'‘D§ y:0
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§
{, 29 u Qq77 u
SNlgt^z3Pee6vP:R82018^t^t^bTJ
(2) ‘P:vR |{
‘P:N Yxn¤eR |{N: NQlQAN÷P<‘ QvSR¨Qe_Sg c_vv‘P:SQvN‘
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¤
‘D§ ‘P:Ng,Wú‘ N:‘]QwTT vN ee c QlQAN÷PN-S T+vP:R8woeb N k!–doeó-pekbvR)`o SUrìxn¤N:^”e6y
v0 ^”e6k>yTQvN‘P:vvQsN¤ 9(QeR Yxn¤‘
[ùNNlQAN÷P<‘ QvSR¨Qe_Sg c_vv‘D§ c qgQlQAN÷PyTQvN‘P:‘([–E)sl NdJOYb g,LT ~í‘
‘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
‘D§~kbxn¤e Qv&—b÷PyN-S T+vc }/g*R ‘M]ò[s°c_vS`Wú‘PyN-S T+vc }/g*[s°c_vS`Wú‘PyW(c gg xn¤vR)`oe6Qec [–E)sl{— [–E)slN v~l]_ vR
c v~l{—
7.4.4.10 9(vxn¤T‘
g,Wú‘{t Nb‘l bX{9 U.g R9(9(mvg c Wú‘T ~[v9T{—e
lexn¤
QvN‘P:W(c gg xn¤vR)`oe/Qúc [–E)sl{— [–E)slN v~l]_
vR c v~l{—
7.4.4.11 Wú‘e6vR ‘M?{V
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
~[TJvbR ‘Mú‘6vN ~–dCeNb@g gCvlú0
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 vOg R N2018
^t1g 1ew§ vR)`oSR)`o`'(e6QeN: U. DN§T{t N%DN§Tl2017^t12
g 31eRMS_—v—^'ig ' SNbéc qg[–EpQeN÷{— U. b N2017^tg T NN*N¤f
ev—^'ig '{—N÷h
SUOM Nl ^ QC
g,gg+ N ^t^g+
yv
2018^t12g 31e 2017^t12g 31e
m;g [Xk> 4,721,367.80 1,137,240.43
[g [Xk> - -
QvN- [Xk>g –PN*g NQ… - -
[Xk>g –P-3N*g - -
[Xk>g –PN*g NN - -
QvN[Xk> - -
T 4,721,367.80 1,137,240.43
{, 34 u Qq77 u
SNlgt^z3Pee6vP:R82018^t^t^bTJ
7.4.7.2 N¤ `'‘D§
SUOM Nl ^ QC
g,gg+
yv
2018^t12g 31e
b g, QlQAN÷P< QlQAN÷PR)`o 1,440.34 405.48
^”e6[g [Xk>R)`o - -
^”e6QvN[Xk>R)`o - -
^”e6~{— N‘)`o 819.61 623.99
^”e6P:R8R)`o 81,954,039.42 795,147.42
^”e6D§e/c R8R)`o - -
^”e6NpQe.R8R)`o - -
^”e6u3->R)`o - -
^”e6‘ ~bP [s`o - -
QvN 1.76 11.22
T 81,956,301.13 796,188.11
7.4.7.6 QvND§
lè b*ó,bTJgg+ SN ^t^g+ g,Wú‘*c g QvND§
7.4.7.7 ^”NN¤ 9(
SUOM Nl ^ QC
g,gg+ N ^t^g+
yv
2018^t12g 31e 2017^t12g 31e
N¤ b@^ W:^”NN¤ 9( - -
”L^ W:^”NN¤ 9( 54,889.12 24,153.36
T 54,889.12 24,153.36
7.4.7.8 QvNP:
SUOM Nl ^ QC
g,gg+ N ^t^g+
yv
2018^t12g 31e 2017^t12g 31e
^”NR8UFN¤ SUQCO‘ - -
^”NN9 141,294.80 415.12
c9( 300,000.00 360,000.00
T 441,294.80 360,415.12
7.4.7.9 [e6Wú‘
‘SUOM Nl ^ QC
SNlgt^z3Pee6vP:R8A
{, 36 u Qq77 u
SNlgt^z3Pee6vP:R82018^t^t^bTJ
g,g
yv
2018^t1g 1eó018^t12g 31e
Wú‘ N &—b
N ^t^g+ 24,694,749.90 24,694,749.90
g,g u3- 3,626,500,519.82 3,626,500,519.82
g,g N N - S÷XkR -922,719,610.21 -922,719,610.21
- Wú‘R /Nb{—RM - -
Wú‘R /Nb{—SR¨N - -
g,g u3- - -
g,g N N - S÷XkR - -
g,gg+ 2,728,475,659.51 2,728,475,659.51
‘SUOM Nl ^ QC
SNlgt^z3Pee6vP:R8C
g,g
yv
2018^t1g 1eó018^t12g 31e
Wú‘ N &—b
N ^t^g+ 29,811,161.16 29,811,161.16
g,g u3- 405,298,392.60 405,298,392.60
g,g N N - S÷XkR -195,956,410.41 -195,956,410.41
- Wú‘R /Nb{—RM - -
Wú‘R /Nb{—SR¨N - -
g,g u3- - -
g,g N N - S÷XkR - -
g,gg+ 239,153,143.35 239,153,143.35
lè u3-+~R)Qb0 lbQeN NT+lbQúN
7.4.7.10 g*R ‘M)m
SUOM Nl ^ QC
SNlgt^z3Pee6vP:R8A
yv ]ò[s°è g*[s°è g*R ‘M)mT
N ^t^g+ 5,385,157.87 2,094,734.89 7,479,892.76
g,g R)m 51,591,805.48 26,491,307.40 78,083,112.88
g,g Wú‘N¤
770,822,513.32 273,059,026.61 1,043,881,539.93
N§ vSR¨ep
QvN- Wú‘3-> 873,033,149.96 368,847,310.59 1,241,880,460.55
Wú‘Nk> -102,210,636.64 -95,788,283.98 -197,998,920.62
g,g ]òR ‘M)m -593,223,261.46 - -593,223,261.46
g,gg+ 234,576,215.21 301,645,068.90 536,221,284.11
SUOM Nl ^ QC
SNlgt^z3Pee6vP:R8C
yv ]ò[s°è g*[s°è g*R ‘M)mT
N ^t^g+ 5,783,025.27 2,570,591.01 8,353,616.28
g,g R)m 6,799,745.76 2,461,700.41 9,261,446.17
{, 37 u Qq77 u
SNlgt^z3Pee6vP:R82018^t^t^bTJ
g,g Wú‘N¤
37,712,638.49 21,611,589.53 59,324,228.02
N§ vSR¨ep
QvN- Wú‘3-> 72,965,108.59 41,294,052.94 114,259,161.53
Wú‘Nk> -35,252,470.10 -19,682,463.41 -54,934,933.51
g,g ]òR ‘M)m -37,145,838.90 - -37,145,838.90
g,gg+ 13,149,570.62 26,643,880.95 39,793,451.57
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 82,914.91 350,087.16
[g [Xk>R)`oe6Qe - -
QvN[Xk>R)`oe6Qe - -
~{— N‘)`oe6Qe 41,818.91 496,445.45
QvN 93,170.76 1,187.67
T 217,904.58 847,720.28
7.4.7.12 hbD6v
7.4.7.12.1 hbD6v NpSVh]N÷e6Qe
lè eà0
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:
7,373,763.13 -410,106,446.19
lP:R8R0g QQN ]N÷e6Qe
P:R8bD6v N]N÷e6Qe - -
P:R8bD6v u3-N÷e6Qe - -
T 7,373,763.13 -410,106,446.19
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
3,496,519,570.88 29,663,527,533.75
N b N¤`;
Q SVQúP:R8 0 P:lP:R8R0
3,435,383,494.62 29,573,691,684.74
g QQN b g,`;
{, 38 u Qq77 u
SNlgt^z3Pee6vP:R82018^t^t^bTJ
Q ^”e6R)`o`; 53,762,313.13 499,942,295.20
NpSVP:R8]N÷e6Qe 7,373,763.13 -410,106,446.19
7.4.7.13.3 P:R8bD6v N]N÷e6Qe
lè g,Wú‘,bTJg SN ^t^Skg eàP:R8N]N÷e6Qe0
7.4.7.13.4 P:R8bD6v u3-N÷e6Qe
lè g,Wú‘,bTJg SN ^t^Skg eàP:R8u3-N÷e6Qe0
7.4.7.13.5 D§e/c R8bD6v
lè eà0
7.4.7.14 5‘^bD6v
7.4.7.14.1 5‘^bD6vyvgb
lè eà0
7.4.7.14.2 5‘^bD6v NpSV5‘^]N÷e6Qe
lè eà0
7.4.7.14.3 5‘^bD6v N]N÷e6Qe
lè eà0
7.4.7.14.4 5‘^bD6v u3-N÷e6Qe
lè eà0
7.4.7.15 Mu ]Qwe6v
7.4.7.15.1 Mu ]Qwe6v NpSVgC]N÷e6Qe
lè eà0
7.4.7.15.2 Mu ]Qwe6v QvNbD6v
SUOM Nl ^ QC
N ^t^Skg e6v‘
g,g e6v‘
yv
2018^t1g 1eó018^t12
2017^t1g 1eó017
g 31e
^t12g 31e
VP:g 'D6v -38,954.86 -22,523,700.00
g 'bD6v - -
{, 39 u Qq77 u
SNlgt^z3Pee6vP:R82018^t^t^bTJ
7.4.7.16 )e6v
lè eà0
7.4.7.17 QlQAN÷PbK~í9 41,077.80 42,177.69
”L&7g R9 36,000.00 36,600.00
QvN9( 1,200.00 600.00
Wú‘ g NY'O 9 40,000.00 -
T 418,277.80 439,377.69
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
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|
SNlgt^Wú‘t g –PlS( SNlgt^
Wú‘t N0 v{°g:g0 Wú‘ U.g:g
Wú‘ )
N-V”Lg –PlS( N-V”L ) Wú‘X{N0 Wú‘ U.g:g
SNlR8g –PlS( SNlR8 ) Wú‘t Nv 0 Wú‘ U.g:g
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¤
lè g,bTJg SN ^t^Skg g,Wú‘*sTN¤ SUQCLhN¤ 0
{, 41 u Qq77 u
SNlgt^z3Pee6vP:R82018^t^t^bTJ
7.4.10.1.2 gCN¤
lè g,bTJg SN ^t^Skg g,Wú‘*sTN¤ SUQCLgCN¤ 0
7.4.10.1.3 ^”e/NQsTvOc‘
lè g,Wú‘,bTJg SN ^t^Skg eà^”e/NQsTvOc‘
7.4.10.2 QsTb‘l
7.4.10.2.1 Wú‘t 9
SUOM Nl ^ QC
g,g
N ^t^Skg
yv 2018^t1g 1eó018^t12g 31
2017^t1g 1eó017^t12g 31e
e
_Sg Su vWú‘”e/N
5,746,989.27 31,142,611.92
v{t 9
QvN- e/N U.g:gv
267,917.71 71,516.84
[b7~b¤9
lè N2018^t7g 13eRM e/NWú‘t NSNlgt^Wú‘{t Nb‘l RMN eWú‘D§Q
P<0.70%v^t9c e}/ógg ^ c g e/N0 Qv{—Ql_ N:
e{t Nb‘l RMN eWú‘D§QP< × 0.70%/ _S^tY)ep0
h9cnWú‘ g NY'O hQ0 QsN etSNlgt^z3Pee6vP:R8WR8bDú‘t 9
TbX{9^vOe9Wú‘T vhH0 ê018^t7g 13ew e/NWú‘t NSNlgt^Wú‘{
t Nb‘l RMN eWú‘D§QP<0.35%v^t9c e}/ógg ^ c g e/N0 Qv{—
Ql_ N:
e{t Nb‘l RMN eWú‘D§QP< × 0.35%/ _S^tY)ep0
7.4.10.2.2 Wú‘X{9
SUOM Nl ^ QC
g,g
N ^t^Skg
yv 2018^t1g 1eó018^t12g 31
2017^t1g 1eó017^t12g 31e
e
_Sg Su vWú‘”e/N
1,641,996.91 8,897,889.19
vbX{9
lè N2018^t7g 13eRM e/NWú‘X{NN-V”LvbX{9 RMN eWú‘D§QP<0.20%v^t9
sc e}/ógg ^ c g e/N0 Qv{—Ql_ N:
ebX{9 RMN eWú‘D§QP< × 0.20%/ _S^tY)ep0
{, 42 u Qq77 u
SNlgt^z3Pee6vP:R82018^t^t^bTJ
h9cnWú‘ g NY'O hQ0 QsN etSNlgt^z3Pee6vP:R8WR8bD1,073,991.93
TbX{9^vOe9Wú‘T vhH0 ê018^t7g 13ew e/NWú‘X{NN-V”LvbX{9
c RMN eWú‘D§QP<0.10%v^t9c e}/ógg ^ c g e/N0 Qv{—Ql_ N:
ebX{9 RMN eWú‘D§QP< × 0.10%/ _S^tY)ep0
7.4.10.2.3 U.g R9
SUOM Nl ^ QC
_— U.g R9 g,g
T QsTT y 2018^t1g 1eó018^t12g 31e
_Sg Su vWú‘”e/Nv U.g R9
SNlgt^z3Pee6v SNlgt^z3Pee6v
T
P:R8A P:R8C
SNlR8 - 2,286.06 2,286.06
SNlgt^Wú‘ - 126,040.17 126,040.17
N-V”L - 9,182.58 9,182.58
T - 137,508.81 137,508.81
_— U.g R9 N ^t^Skg
T QsTT y 2017^t1g 1eó017^t12g 31e
_Sg Su vWú‘”e/Nv U.g R9
SNlgt^z3Pee6v SNlgt^z3Pee6v
T
P:R8A P:R8C
SNlR8 - 25.55 25.55
SNlgt^Wú‘ - 78,675.10 78,675.10
N-V”L - 21,521.83 21,521.83
T - 100,222.48 100,222.48
lè g,Wú‘|{Wú‘ e6S U.g R9 C|{Wú‘e/N U.g:g U.g R9 c RMN eC
|{Wú‘D§QPOYS_Sg N§ vR)`oe6Qe
SUOM Nl ^ QC
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 4,721,367.80 82,914.91 1,137,240.43 350,087.16
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
‘SUOM Nl ^ QC
g,g
2018^t1g 1eó018^t12g 31e
QsT R8Nx R8T y SLe_ Wú‘(b g Q…NpQe
ep‘
T y
(SUOM `;‘
_ )
N-V” |?°^úhc0 –-‘M
101800635 18Qn/–TN001
L U. 100,000 10,000,150.00
N-V” |?°^úhc0 –-‘M
011800657 18Y*ND§SCP001
L U. 100,000 10,000,150.00
N-V” |?°^úhc0 –-‘M
011800688 18T l4lSCP003
L U. 100,000 10,000,150.00
N ^t^Skg
2017^t1g 1eó017^t12g 31e
QsT R8Nx R8T y SLe_ Wú‘(b g Q…NpQe
ep‘
T y
(SUOM `;‘
_ )
N-V” - - - -
-
L
7.4.10.7 QvNQsT¤ Nyvf
lè g,Wú‘,bTJg eàQvN—‰f vQsT¤ Ny0
7.4.11 R)mR ‘MQ
SNlgt^z3Pee6vP:R8A
‘SUOM Nl ^ QC
{, 45 u Qq77 u
SNlgt^z3Pee6vP:R82018^t^t^bTJ
^ –doe k10N s°‘b_ QbDb_ g,g R)mR ‘M
S÷ gCv Wú‘ Se>`; Se>`; T Y lè
v{°e W:Q… W:Y ~ep
2018 2018
1 ^t10 - ^t10 2.1000531,612,931.5261,610,329.94593,223,261.46
g 18e g 18e
T
- - 2.1000531,612,931.5261,610,329.94593,223,261.46
SNlgt^z3Pee6vP:R8C
‘SUOM Nl ^ QC
^ –doe k10N s°‘b_ QbDb_ g,g R)mR ‘M
S÷ gCv Wú‘ ~ Se>`; Se>`; T Y lè
v{°e W:Q… W:Y ep
2018 2018
1 ^t10 - ^t10 2.1000 16,043,975.2421,101,863.6637,145,838.90
g 18e g 18e
T
- - 2.1000 16,043,975.2421,101,863.6637,145,838.90
7.4.12 gg+ 2018^t12g 31e g,Wú‘ g vmAS×–PR8
7.4.12.1 Và¤-°S/XSR8Ngg+ c g vmAS×–PR8
lè g,Wú‘,bTJgg+g* c g h0
7.4.12.2 gg+ c g vfeP\rL{ImAS×–Ph
lè g,Wú‘,bTJgg+g* c g h0
7.4.12.3 gg+ P:R8kcV-¤ N-O\N:bbvP:R8
7.4.12.3.1 ”L^ W:P:R8kcV-
b*ó,bTJgg+ 2018^t12g 31ekb g,Wú‘N”L^ W:P:R8kcV-¤ _bb vSVQúV-
R8k>OY725,228,432.15QC f/NYN P:R8O\N:bb
‘SUOM Nl ^ QC
P:R8Nx P:R8T y V-0g e gg+ O0POY
7.4.13 ‘]Qw–i{t
7.4.13.1 –it e?{VT~~gg
g,Wú‘:P:R8WWú‘ Qvg ve6vN –iNNhWWú‘ m÷ WWú‘ N'^ W:Wú
‘ N:R8bD-Qwg N–i6vry_vTy0 g,Wú‘D‘]QwN:Qwg oY}mAR¨`'vVú
[e6v|{Ty0 g,Wú‘(e^8~%m;R¨N-—b4vN ‘]QwvQsv–i;‰bìOáu(–i
mAR¨`'–i^ W:–i g,Wú‘Wú‘t NNN–it vN;‰h f/N‰S\ NN –i§R6W(
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