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华泰柏瑞上证中小盘ETF(510220)公告正文

华泰柏瑞上证中小盘ETF:2014年半年度报告摘要

公告日期 2014-08-25 来源 巨潮网

上证中小盘交易型开放式指数证券投资基
      金 2014 年半年度报告 摘要
                  2014 年 6 月 30 日
      基金管理人:华泰柏瑞基金管理有限公司
      基金托管人:中国银行股份有限公司
      送出日期:2014 年 8 月 25 日
                                                        华泰柏瑞上证中小盘 ETF2014 年半年度报告摘要
                                     §1 重要提示1.1 重要提示
    基金管理人的董事会及董事保证本报告所载资料不存在虚假记载、误导性陈述或重大遗漏,并对其内容的真实性、准确性和完整性承担个别及连带的法律责任。本半年度报告已经三分之二以上独立董事签字同意,并由董事长签发。
    基金托管人中国银行股份有限公司根据本基金合同规定,于 2014 年 8 月 22 日复核了本报告中的财务指标、净值表现、利润分配情况、财务会计报告、投资组合报告等内容,保证复核内容不存在虚假记载、误导性陈述或者重大遗漏。
    基金管理人承诺以诚实信用、勤勉尽责的原则管理和运用基金资产,但不保证基金一定盈利。
    基金的过往业绩并不代表其未来表现。投资有风险,投资者在作出投资决策前应仔细阅读本基金的招募说明书及其更新。
    本半年度报告摘要摘自半年度报告正文,投资者欲了解详细内容,应阅读半年度报告正文。
    本报告中财务资料未经审计。
    本报告期自 2014 年 1 月 1 日起至 2014 年 6 月 30 日止。
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                                                 华泰柏瑞上证中小盘 ETF2014 年半年度报告摘要
                              §2 基金简介2.1 基金基本情况
    基金简称                         华泰柏瑞上证中小盘 ETF
    基金主代码                       510220
    基金运作方式                     交易型开放式
    基金合同生效日                   2011 年 1 月 26 日
    基金管理人                       华泰柏瑞基金管理有限公司
    基金托管人                       中国银行股份有限公司
    报告期末基金份额总额             24,229,161.00 份
    基金合同存续期                   不定期
    基金份额上市的证券交易所         上海证券交易所
    上市日期                         2011-03-282.2 基金产品说明
    投资目标                         紧密跟踪标的指数表现,追求跟踪偏离度和跟踪误差
                                 的最小化。
    投资策略                         本基金采取完全复制法,即完全按照标的指数的成份
                                 股组成及其权重构建基金股票投资组合,并根据标的
                                 指数成份股及其权重的变动进行相应调整。但在因特
                                 殊情况(如流动性不足)导致无法获得足够数量的股
                                 票时,基金管理人将运用其他合理的投资方法构建本
                                 基金的实际投资组合,追求尽可能贴近目标指数的表
                                 现。
    业绩比较基准                     上证中小盘指数
    风险收益特征                     本基金属于股票型基金中的指数型基金,股票最低仓
                                 位为 95%,并采用完全复制的被动式投资策略:一方面,
                                 相对于混合基金、债券基金与货币市场基金而言,其
                                 风险和收益较高,属于股票型基金中高风险、高收益
                                 的产品;另一方面,相对于采用抽样复制的指数型基
                                 金而言,其风险和收益特征将更能与标的指数保持基
                                 本一致。2.3 基金管理人和基金托管人
             项目                基金管理人                           基金托管人
    名称                       华泰柏瑞基金管理有限公司             中国银行股份有限公司
    信息披露负责        姓名             陈晖                               王永民
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                                                     华泰柏瑞上证中小盘 ETF2014 年半年度报告摘要
       人         联系电话          021-38601777                        010-66594896
                  电子邮箱   cs4008880001@huatai-pb.com             fcid@bankofchina.com
    客户服务电话                        400-888-0001                             95566
    传真                                021-38601799                        010-665949422.4 信息披露方式
    登载基金半年度报告正文的管理人互联网                  http://www.huatai-pb.com网址
    基金半年度报告备置地点                   上海市浦东新区民生路 1199 弄证大五道口广场 1
                                                         号楼 17 层
                        §3 主要财务指标和基金净值表现3.1 主要会计数据和财务指标
                                                                          金额单位:人民币元
    3.1.1 期间数据和指标                     报告期(2014 年 1 月 1 日 - 2014 年 6 月 30 日)
    本期已实现收益                                                                 -3,404,627.08
    本期利润                                                                       -2,288,991.95
    加权平均基金份额本期利润                                                              -0.0862
    本期基金份额净值增长率                                                                 -3.39%
    3.1.2 期末数据和指标                                报告期末( 2014 年 6 月 30 日 )
    期末可供分配基金份额利润                                                              -1.3973
    期末基金资产净值                                                               60,708,932.98
    期末基金份额净值                                                                        2.506注:1、上述基金业绩指标不包括持有人认购或交易基金的各项费用,计入费用后实际收益水平要低于所列数字。2、本期已实现收益指基金本期利息收入、投资收益、其他收入(不含公允价值变动收益)扣除相关费用后的余额,本期利润为本期已实现收益加上本期公允价值变动收益。3、对期末可供分配利润,采用期末资产负债表中未分配利润与未分配利润中已实现部分的孰低数。3.2 基金净值表现3.2.1 基金份额净值增长率及其与同期业绩比较基准收益率的比较
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                                                          华泰柏瑞上证中小盘 ETF2014 年半年度报告摘要
                           份额净值      业绩比较     业绩比较基
               份额净值
    阶段                   增长率标      基准收益     准收益率标          ①-③          ②-④
               增长率①
                             准差②        率③         准差④
    过去一个月        1.75%       0.81%         1.41%            0.82%            0.34%         -0.01%
    过去三个月        1.05%       0.94%         0.60%            0.94%            0.45%          0.00%
    过去六个月       -3.39%       1.12%        -3.55%            1.12%            0.16%          0.00%
    过去一年        10.93%       1.22%        11.07%            1.22%           -0.14%          0.00%
    过去三年       -24.61%       1.35%       -24.83%            1.36%            0.22%         -0.01%自合同生效
                 -31.50%       1.31%       -21.71%            1.35%           -9.79%         -0.04%
    日至今3.2.2 自基金合同生效以来基金份额累计净值增长率变动及其与同期业绩比较基准收益率变动的比较注:1、图示日期为 2011 年 1 月 26 日至 2014 年 6 月 30 日。2、按基金合同规定,本基金自基金合同生效日起 3 个月内为建仓期,截至报告期末本基金的各项投资比例已达到基金合同第十七条(二)投资范围中规定的比例,即投资于指数成份股、备选成份股的资产比例不低于基金资产净值的 95%。
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                                                       华泰柏瑞上证中小盘 ETF2014 年半年度报告摘要
                                    §4 管理人报告4.1 基金管理人及基金经理情况4.1.1 基金管理人及其管理基金的经验
    本基金管理人为华泰柏瑞基金管理有限公司(原友邦华泰基金管理有限公司)。华泰柏瑞基金管理有限公司是经中国证监会批准,于 2004 年 11 月 18 日成立的合资基金管理公司,注册资本为2 亿元人民币。目前的股东构成为华泰证券股份有限公司、柏瑞投资有限责任公司(原 AIGGIC)和苏州新区高新技术产业股份有限公司,出资比例分别为 49%、49%和 2%。目前公司旗下管理华泰柏瑞盛世中国股票型证券投资基金、华泰柏瑞金字塔稳本增利债券型证券投资基金、上证红利交易型开放式指数证券投资基金、华泰柏瑞积极成长混合型证券投资基金、华泰柏瑞价值增长股票型证券投资基金、华泰柏瑞货币市场证券投资基金、华泰柏瑞行业领先股票型证券投资基金、华泰柏瑞量化先行股票型证券投资基金、华泰柏瑞亚洲领导企业股票型证券投资基金、上证中小盘交易型开放式指数证券投资基金、华泰柏瑞上证中小盘交易型开放式指数证券投资基金联接基金、华泰柏瑞信用增利债券型证券投资基金、华泰柏瑞沪深 300 交易型开放式指数证券投资基金、华泰柏瑞沪深 300 交易型开放式指数证券投资基金联接基金、华泰柏瑞稳健收益债券型证券投资基金、华泰柏瑞丰盛纯债债券型证券投资基金、华泰柏瑞季季红债券型证券投资基金、华泰柏瑞量化指数增强股票型证券投资基金和华泰柏瑞创新升级混合型证券投资基金。截至 2014 年 6 月 30日,公司公募基金管理规模为 405.79 亿元。4.1.2 基金经理(或基金经理小组)及基金经理助理简介
                       任本基金的基金经理(助理)期限
    姓名       职务                                              证券从业年限         说明
                         任职日期           离任日期
                                                                                  张娅女士,
                                                                                  美国俄亥俄
                                                                                  州肯特州立
                                                                                  大学金融工
            本基金的                                                              程硕士、
            基 金 经                                                              MBA,具有多
                      2011 年 1 月
    张娅       理 、指数                 -                        10 年              年海内外金
                      26 日
            投资部总                                                              融从业经
            监                                                                    验。曾在芝
                                                                                  加哥期货交
                                                                                  易 所 、
                                                                                  Danzas-AEI
                                                                                  公 司 、
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                                                华泰柏瑞上证中小盘 ETF2014 年半年度报告摘要
                                                                           SunGard
                                                                           Energy 和
                                                                           联合证券工
                                                                           作,2004 年
                                                                           初加入本公
                                                                           司,从事投
                                                                           资研究和金
                                                                           融工程工
                                                                           作,2006 年
                                                                           11 月 起 任
                                                                           华泰柏瑞上
                                                                           证红利交易
                                                                           型开放式指
                                                                           数基金基金
                                                                           经理。2010
                                                                           年 10 月 1
                                                                           日起任华泰
                                                                           柏瑞指数投
                                                                           资部总监。
                                                                           2011 年 1 月
                                                                           起担任华泰
                                                                           柏瑞上证中
                                                                           小盘 ETF 及
                                                                           华泰柏瑞上
                                                                           证中小盘
                                                                           ETF 联接基
                                                                           金基金经
                                                                           理。2012 年
                                                                           5 月起担任
                                                                           华泰柏瑞沪
                                                                           深 300ETF
                                                                           及华泰柏瑞
                                                                           沪        深
                                                                           300ETF 联
                                                                           接基金基金
                                                                           经理。
                                                                           柳军,13 年
                                                                           证券(基金)
       本基金的                                                            从业经历,
       基 金 经                                                            复旦大学财
                  2011 年 1 月
    柳军   理、指数                  -                      13 年              务管理硕
                  26 日
       投资部副                                                            士,2000 年
       总监                                                                至 2001 年
                                                                           在上海汽车
                                                                           集团财务有
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                                                    华泰柏瑞上证中小盘 ETF2014 年半年度报告摘要
                                                                               限公司从事
                                                                               财务工作,
                                                                               2001 年 至
                                                                               2004 年 任
                                                                               华安基金管
                                                                               理有限公司
                                                                               高级基金核
                                                                               算员,2004
                                                                               年 7 月起加
                                                                               入本公司,
                                                                               历任基金事
                                                                               务部总监、
                                                                               基金经理助
                                                                               理。2009 年
                                                                               6 月起任华
                                                                               泰柏瑞(原
                                                                               友邦华泰)
                                                                               上证红利交
                                                                               易型开放式
                                                                               指数基金基
                                                                               金经理。
                                                                               2010 年 10
                                                                               月 1 日起任
                                                                               华泰柏瑞指
                                                                               数投资部副
                                                                               总监。2011
                                                                               年 1 月起担
                                                                               任华泰柏瑞
                                                                               上证中小盘
                                                                               ETF 及华泰
                                                                               柏瑞上证中
                                                                               小盘 ETF 联
                                                                               接基金基金
                                                                               经理。2012
                                                                               年 5 月起担
                                                                               任华泰柏瑞
                                                                               沪       深
                                                                               300ETF 及
                                                                               华泰柏瑞沪
                                                                               深 300ETF
                                                                               联接基金基
                                                                               金经理。注:证券从业的含义遵从行业协会《证券业从业人员资格管理办法》的相关规定。任职日期指基金管理公司作出决定之日。
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                                                     华泰柏瑞上证中小盘 ETF2014 年半年度报告摘要4.2 管理人对报告期内本基金运作遵规守信情况的说明
    本报告期内,本基金管理人严格遵守《中华人民共和国证券法》、《中华人民共和国证券投资基金法》、《证券投资基金运作管理办法》及其他相关法律、法规的规定以及《上证中小盘交易型开放式指数证券投资基金基金合同》的约定,在严格控制风险的基础上,忠实履行基金管理职责,为基金份额持有人谋求最大利益。在本报告期内,基金投资管理符合有关法律、法规的规定及基金合同的约定,不存在损害基金份额持有人利益的行为。4.3 管理人对报告期内公平交易情况的专项说明4.3.1 公平交易制度的执行情况
    本报告期内,公司将投资管理职能和交易执行职能完全隔离,实行集中交易制度,由交易部为公募基金、专户理财和海外投资等业务统一交易服务,为公平交易的实施提供了较好的保障。目前公司公募基金、专户理财和海外投资业务的基金经理不存在兼任其它投资管理部门业务的情况,不同业务类别的投资经理之间互不干扰,独立做出投资决策。公司机构设置合理,公平交易的相关管理制度健全,投资决策流程完善,各项制度执行情况良好。 交易价差分析表明公司旗下各基金均得到了公平对待,不存在非公平交易和利益输送的行为。经过对不同基金之间交易相同证券时的同向交易价差进行分析发现,报告期内基金之间的买卖交易价差总体上处于正常的合理水平,只在少数情况下“存在显著的倾向性”。针对这些少量的“具有显著倾向性”的交易价差进行研究表明,交易价差方向没有规律性,即没有明确的利益输送方向。造成少量显著交易价差的原因来自两方面:一是报告期内股票市场的波动幅度较大,为基金之间股票交易出现显著价差创造了客观条件;二是不同基金经理在报告期内的投资策略存在差异,对证券买卖时点的把握也不同,导致股票买卖存在价差。4.3.2 异常交易行为的专项说明
    本基金管理人根据《异常交易监控与管理办法》对投资交易过程中可能发生的异常交易行为进行监督和管理。投资部负责对异常交易行为进行事前识别和检查,交易部负责对异常交易行为的事中监督和控制,风险管理部及异常交易评估小组负责异常交易行为的事后审查和评估。本报告期内,该制度执行情况良好,无论在二级市场还是在大宗交易或者一级市场申购等交易中,均没有发现影响证券价格或者严重误导其他投资者等异常交易行为。
    本报告期公司旗下基金所管理的投资组合没有参与交易所公开竞价单边交易量超过该证券当日成交量 5%的同日反向交易。
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                                                      华泰柏瑞上证中小盘 ETF2014 年半年度报告摘要4.4 管理人对报告期内基金的投资策略和业绩表现的说明4.4.1 报告期内基金投资策略和运作分析
    一季度在经济下行较快、信用风险开始暴露的悲观预期下,A 股迎来了较大幅度的调整,市场风格仍然延续了 13 年的结构性行情,以沪深 300 指数为代表的大盘蓝筹表现相对较差,但风格偏离的程度有所弱化。随着二季度“微刺激”政策的出台,政策预期出现改善,在经济下有托底、上涨不易的背景下,A 股进入相对窄幅的箱体运行,整体波动幅度较小。期间货币政策出现了改善的迹象,“定向降准”扩围,但总体保持了“结构性放松”的基调,全面放松的概率较小。
    上半年,沪深 300 指数下跌 7.08%,上证红利指数下跌 3.63%,上证中小盘指数下跌 3.55%。
    我们严格按照基金合同的规定,紧密跟踪标的指数、跟踪偏离最小化的投资策略进行被动投资。本报告期内,本基金的累计跟踪偏离为+0.16%,日均跟踪偏离度的绝对值为 0.019%,期间日跟踪误差为 0.025%,较好地实现了本基金的投资目标。4.4.2 报告期内基金的业绩表现
    截至本报告期末,本基金份额净值为 2.506 元,还原后基金份额累计净值为 0.685 元,本报告期内基金份额净值下跌 3.39%,本基金的业绩比较基准下跌 3.55%。4.5 管理人对宏观经济、证券市场及行业走势的简要展望
    展望下半年,我们预计经济基本面运行仍然较为平淡,尽管“微刺激”政策发力将带动经济企稳,但同时也看不到明显带动经济上行的动力,经济在相对狭窄的区间运行。资本市场方面,企业盈利和估值水平也缺乏向上的市场环境,盈利向下和估值企稳可能是下半年的主基调,而下半年房地产是观察经济和政策的较佳时间窗口,当前房地产限购等政策已有所松动,而政策松动后地产销量能否企稳将成为一个重要变量,影响投资者情绪和对盈利和估值的预期。
    本基金将继续严格遵守跟踪偏离最小化的被动投资策略,从而为基金投资人谋求与标的指数基本一致的投资回报。4.6 管理人对报告期内基金估值程序等事项的说明
    本报告期内,基金管理人严格执行基金估值控制流程,定期评估估值技术的合理性,每日将估值结果报托管银行复核后对外披露。参与估值流程的人员包括负责运营的副总经理以及投资研究、风险控制和基金事务部门负责人,基金经理不参与估值流程。参与人员的相关工作经历均在五年以上。参与各方之间不存在任何重大利益冲突。已采用的估值技术相关参数或定价服务均来
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                                                      华泰柏瑞上证中小盘 ETF2014 年半年度报告摘要自独立第三方。4.7 管理人对报告期内基金利润分配情况的说明
    根据基金合同的规定,基金收益评价日核定的基金累计报酬率超过标的指数同期累计报酬率达到 1%以上,方可进行收益分配。截至本报告期末,本基金未进行利润分配。
                                  §5 托管人报告5.1 报告期内本基金托管人遵规守信情况声明
    本报告期内,中国银行股份有限公司(以下称“本托管人”)在上证中小盘交易型开放式指数证券投资基金(以下称“本基金”)的托管过程中,严格遵守《证券投资基金法》及其他有关法律法规、基金合同和托管协议的有关规定,不存在损害基金份额持有人利益的行为,完全尽职尽责地履行了应尽的义务。5.2 托管人对报告期内本基金投资运作遵规守信、净值计算、利润分配等情况的说明
    本报告期内,本托管人根据《证券投资基金法》及其他有关法律法规、基金合同和托管协议的规定,对本基金管理人的投资运作进行了必要的监督,对基金资产净值的计算、基金份额申购赎回价格的计算以及基金费用开支等方面进行了认真地复核,未发现本基金管理人存在损害基金份额持有人利益的行为。5.3 托管人对本半年度报告中财务信息等内容的真实、准确和完整发表意见
    本报告中的财务指标、净值表现、收益分配情况、财务会计报告(注:财务会计报告中的“金融工具风险及管理”部分未在托管人复核范围内)、投资组合报告等数据真实、准确和完整。
                    §6 半年度财务会计报告(未经审计)6.1 资产负债表会计主体:上证中小盘交易型开放式指数证券投资基金
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                                                          华泰柏瑞上证中小盘 ETF2014 年半年度报告摘要报告截止日: 2014 年 6 月 30 日
                                                                                    单位:人民币元
                                                  本期末                        上年度末
            资 产            附注号
                                             2014 年 6 月 30 日             2013 年 12 月 31 日资 产:
    银行存款                                                 508,994.94                    599,924.30
    结算备付金                                                     67.20                        223.73
    存出保证金                                                    714.57                        309.15
    交易性金融资产                                     60,421,208.15                    78,207,904.03
    其中:股票投资                                     60,421,208.15                    78,207,904.03
       基金投资                                                      -                             -
       债券投资                                                      -                             -
       资产支持证券投资                                              -                             -
       贵金属投资                                                    -                             -
    衍生金融资产                                                        -                             -
    买入返售金融资产                                                    -                             -
    应收证券清算款                                                      -                   42,722.76
    应收利息                                                       90.17                         61.62
    应收股利                                                            -                             -
    应收申购款                                                          -                             -
    递延所得税资产                                                      -                             -
    其他资产                                                            -                             -
    资产总计                                           60,931,075.03                    78,851,145.59
                                                  本期末                        上年度末
    负债和所有者权益         附注号
                                             2014 年 6 月 30 日             2013 年 12 月 31 日负 债:
    短期借款                                                            -                             -
    交易性金融负债                                                      -                             -
    衍生金融负债                                                        -                             -
    卖出回购金融资产款                                                  -                             -
    应付证券清算款                                                411.20                              -
    应付赎回款                                                          -                             -
    应付管理人报酬                                            25,314.09                     30,572.34
    应付托管费                                                  5,062.81                     6,114.47
    应付销售服务费                                                      -                             -
    应付交易费用                                                7,462.82                    10,237.31
    应交税费                                                            -                             -
    应付利息                                                            -                             -
    应付利润                                                            -                             -
    递延所得税负债                                                      -                             -
    其他负债                                                 183,891.13                    384,710.90
    负债合计                                                 222,142.05                    431,635.02所有者权益:
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                                                       华泰柏瑞上证中小盘 ETF2014 年半年度报告摘要
    实收基金                                        88,650,415.70                  110,603,404.28
    未分配利润                                     -27,941,482.72                  -32,183,893.71
    所有者权益合计                                  60,708,932.98                    78,419,510.57
    负债和所有者权益总计                            60,931,075.03                    78,851,145.59注:报告截止日 2014 年 6 月 30 日,基金份额净值 2.506 元,基金份额总额 24,229,161.00 份。6.2 利润表会计主体:上证中小盘交易型开放式指数证券投资基金本报告期:2014 年 1 月 1 日至 2014 年 6 月 30 日
                                                                                单位:人民币元
                                                      本期                    上年度可比期间
              项 目              附注号     2014 年 1 月 1 日至 2014        2013 年 1 月 1 日至
                                                 年 6 月 30 日               2013 年 6 月 30 日
    一、收入                                               -1,843,009.33             -4,383,797.97
    1.利息收入                                                   1,413.00                  2,320.32
    其中:存款利息收入                                           1,413.00                  2,320.32
       债券利息收入                                                    -                          -
       资产支持证券利息收入                                            -                          -
       买入返售金融资产收入                                            -                          -
       其他利息收入                                                    -                          -
    2.投资收益(损失以“-”填列)                          -2,958,470.99             -4,452,539.43
    其中:股票投资收益                                     -3,520,312.02             -5,232,714.90
       基金投资收益                                                    -                          -
       债券投资收益                                                    -                          -
       资产支持证券投资收益                                            -                          -
       贵金属投资收益                                                  -                          -
       衍生工具收益                                                    -                          -
       股利收益                                             561,841.03                780,175.47
    3.公允价值变动收益(损失以                               1,115,635.13                 67,135.99“-”号填列)
    4.汇兑收益(损失以“-”号填                                           -                          -列)
    5.其他收入(损失以“-”号填                                 -1,586.47                   -714.85列)
    减:二、费用                                               445,982.62                479,446.24
    1.管理人报酬                                              164,872.93                212,234.97
    2.托管费                                                   32,974.56                 42,447.01
    3.销售服务费                                                         -                          -
    4.交易费用                                                 13,732.99                 15,298.82
    5.利息支出                                                           -                          -
    其中:卖出回购金融资产支出                                            -                          -
    6.其他费用                                                234,402.14                209,465.44
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                                                         华泰柏瑞上证中小盘 ETF2014 年半年度报告摘要
    三、利润总额(亏损总额以“-”                            -2,288,991.95             -4,863,244.21号填列)
    减:所得税费用                                                          -                        -
    四、净利润(净亏损以“-”号                              -2,288,991.95             -4,863,244.21填列)6.3 所有者权益(基金净值)变动表会计主体:上证中小盘交易型开放式指数证券投资基金本报告期:2014 年 1 月 1 日至 2014 年 6 月 30 日
                                                                                   单位:人民币元
                                                           本期
                                          2014 年 1 月 1 日至 2014 年 6 月 30 日
          项目
                                 实收基金                  未分配利润            所有者权益合计
    一、期初所有者权益(基           110,603,404.28             -32,183,893.71         78,419,510.57金净值)
    二、本期经营活动产生的                         -             -2,288,991.95         -2,288,991.95基金净值变动数(本期净利润)
    三、本期基金份额交易产           -21,952,988.58               6,531,402.94        -15,421,585.64生的基金净值变动数(净值减少以“-”号填列)
    其中:1.基金申购款                18,294,157.14              -6,112,965.44         12,181,191.70
       2.基金赎回款              -40,247,145.72              12,644,368.38        -27,602,777.34
    四、本期向基金份额持有                         -                             -                    -人分配利润产生的基金净值变动(净值减少以“-”号填列)
    五、期末所有者权益(基            88,650,415.70             -27,941,482.72         60,708,932.98金净值)
                                                    上年度可比期间
                                          2013 年 1 月 1 日至 2013 年 6 月 30 日
          项目
                                 实收基金                  未分配利润            所有者权益合计
    一、期初所有者权益(基           132,556,392.83             -44,502,873.72         88,053,519.11金净值)
    二、本期经营活动产生的                         -             -4,863,244.21         -4,863,244.21基金净值变动数(本期净
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                                                        华泰柏瑞上证中小盘 ETF2014 年半年度报告摘要利润)
    三、本期基金份额交易产           14,635,325.72              -6,962,192.52          7,673,133.20生的基金净值变动数(净值减少以“-”号填列)
    其中:1.基金申购款               29,270,651.43             -11,234,336.57         18,036,314.86
       2.基金赎回款           -14,635,325.71                 4,272,144.05        -10,363,181.66
    四、本期向基金份额持有                        -                           -                     -人分配利润产生的基金净值变动(净值减少以“-”号填列)
    五、期末所有者权益(基        147,191,718.55               -56,328,310.45         90,863,408.10金净值)报表附注为财务报表的组成部分。本报告 6.1 至 6.4 财务报表由下列负责人签署:
    ______韩勇______           ______房伟力______                  ____陈培____
    基金管理人负责人           主管会计工作负责人                  会计机构负责人6.4 报表附注6.4.1 基金基本情况
    上证中小盘交易型开放式指数证券投资基金(以下简称"本基金")经中国证券监督管理委员会(以下简称"中国证监会")证监基金字[2010]第 1535 号《关于核准上证中小盘交易型开放式指数证券投资基金及其联接基金募集的批复》核准,由华泰柏瑞基金管理有限公司依照《中华人民共和国证券投资基金法》和《上证中小盘交易型开放式指数证券投资基金基金合同》负责公开募集。本基金为交易型开放式,存续期限不定,首次设立募集不包括认购资金利息共募集人民币348,418,327.00 元(含募集股票市值),业经普华永道中天会计师事务所有限公司普华永道中天验字(2011)第 022 号验资报告予以验证。经向中国证监会备案,《上证中小盘交易型开放式指数证券投资基金基金合同》于 2011 年 1 月 26 日正式生效,基金合同生效日的基金份额总额为348,427,447.00 份基金份额,其中认购资金利息折合 9,120.00 份基金份额。本基金的基金管理人为华泰柏瑞基金管理有限公司,基金托管人为中国银行股份有限公司。 根据《上证中小盘交易型开放式指数证券投资基金基金合同》和《上证中小盘交易型开放式指数证券投资基金招募说明书》的有关规定,本基金于 2011 年 3 月 11 日进行了基金份额折算,折算比例为 0.27331199,并于 2011 年 3 月 14 日进行了变更登记。 经上海证券交易所(以下简称"上交所")上证债字[2011]第 55 号文审核同意,本基金 95,229,161.00 份基金份额于 2011 年 3 月 28 日在上交所挂牌交易。
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                                                      华泰柏瑞上证中小盘 ETF2014 年半年度报告摘要根据《中华人民共和国证券投资基金法》和《上证中小盘交易型开放式指数证券投资基金基金合同》的有关规定,本基金的主要投资范围为标的指数成份股和备选成份股,该部分资产比例不低于基金资产净值的 95%;同时为更好地实现投资目标,本基金也可少量投资于新股、债券及中国证监会允许基金投资的其他金融工具,该部分资产比例不高于基金资产净值的 5%。本基金的业绩基准为上证中小盘指数。
    本财务报表由本基金管理人华泰柏瑞基金管理有限公司于 2014 年 8 月 25 日批准报出。6.4.2 会计报表的编制基础
    本基金的财务报表按照财政部于 2006 年 2 月 15 日颁布的《企业会计准则-基本准则》和 38项具体会计准则、其后颁布的企业会计准则应用指南、企业会计准则解释以及其他相关规定(以下合称“企业会计准则”)、中国证监会公告[2010]5 号《证券投资基金信息披露 XBRL 模板第 3 号<年度报告和半年度报告>》、中国证券业协会于 2007 年 5 月 15 日颁布的《证券投资基金会计核算业务指引》、《上证中小盘交易型开放式指数证券投资基金基金合同》和中国证监会允许的如财务报表附注 6.4.4 所列示的基金行业实务操作的有关规定编制。6.4.3 遵循企业会计准则及其他有关规定的声明
    本基金 2014 年半年度财务报表符合企业会计准则的要求,真实、完整地反映了本基金 2014年 6 月 30 日的财务状况以及 2014 年上半年度的经营成果和基金净值变动情况等有关信息。6.4.4 重要会计政策和会计估计
    本报告期所采用的会计政策、会计估计与最近一期年度报告相一致。6.4.5 会计政策和会计估计变更以及差错更正的说明6.4.5.1 会计政策变更的说明
    无。6.4.5.2 会计估计变更的说明
    无。6.4.5.3 差错更正的说明
    无。6.4.6 税项
    根据财政部、国家税务总局财税[2002]128 号《关于开放式证券投资基金有关税收问题的通知》、财税[2008]1 号《关于企业所得税若干优惠政策的通知》、财税[2012]85 号《关于实施上市
                                  第 16 页 共 29 页
                                                       华泰柏瑞上证中小盘 ETF2014 年半年度报告摘要公司股息红利差别化个人所得税政策有关问题的通知》及其他相关财税法规和实务操作,主要税项列示如下:
    (1)以发行基金方式募集资金不属于营业税征收范围,不征收营业税。基金买卖股票、债券的差价收入不予征收营业税。
    (2)对基金从证券市场中取得的收入,包括买卖股票、债券的差价收入,股权的股息、红利收入,债券的利息收入及其他收入,暂不征收企业所得税。
    (3)对基金取得的企业债券利息收入,应由发行债券的企业在向基金支付利息时代扣代缴 20%的个人所得税。自 2013 年 1 月 1 日起,对基金从上市公司取得的股息红利所得,持股期限在 1个月以内(含 1 个月)的,其股息红利所得全额计入应纳税所得额;持股期限在 1 个月以上至 1 年(含1 年)的,暂减按 50%计入应纳税所得额;持股期限超过 1 年的,暂减按 25%计入应纳税所得额。对基金持有的上市公司限售股,解禁后取得的股息、红利收入,按照上述规定计算纳税,持股时间自解禁日起计算;解禁前取得的股息、红利收入继续暂减按 50%计入应纳税所得额。上述所得统一适用 20%的税率计征个人所得税。
    (4)基金卖出股票按 0.1%的税率缴纳股票交易印花税,买入股票不征收股票交易印花税。6.4.7 关联方关系6.4.7.1 本报告期存在控制关系或其他重大利害关系的关联方发生变化的情况
    未发生变化。6.4.7.2 本报告期与基金发生关联交易的各关联方
               关联方名称                                      与本基金的关系
    华泰柏瑞基金管理有限公司                 基金管理人
    中国银行股份有限公司                     基金托管人
    华泰柏瑞上证中小盘交易型开放式指数证     本基金的基金管理人管理的其他基金券投资基金联接基金(“上证中小盘 ETF 联接基金”)
    华泰证券股份有限公司                     基金管理人的股东注:关联方与基金进行的关联交易均在正常业务范围内按照一般商业条款而订立的6.4.8 本报告期及上年度可比期间的关联方交易6.4.8.1 通过关联方交易单元进行的交易6.4.8.1.1 股票交易注:无。6.4.8.1.2 权证交易
                                   第 17 页 共 29 页
                                                       华泰柏瑞上证中小盘 ETF2014 年半年度报告摘要注:无。6.4.8.1.3 应支付关联方的佣金注:无。6.4.8.2 关联方报酬6.4.8.2.1 基金管理费
                                                                                 单位:人民币元
                                      本期                            上年度可比期间
           项目           2014 年 1 月 1 日至 2014 年 6      2013 年 1 月 1 日至 2013 年 6 月 30
                                    月 30 日                                  日
    当期发生的基金应支付                       164,872.93                               212,234.97的管理费
    其中:支付销售机构的客                                  -                                      -户维护费注:本基金应支付基金管理人报酬,按前一日基金资产净值的 0.50%的年费率计提,计算方法如下: H = E × 0.50% ÷ 当年天数 H 为每日应支付的管理人报酬 E 为前一日的基金资产净值 基金管理人报酬每日计提,逐日累计至每月月底,按月支付,由基金托管人于次月前两个工作日内从基金资产中一次性支付给基金管理人。6.4.8.2.2 基金托管费
                                                                                 单位:人民币元
                                      本期                            上年度可比期间
           项目           2014 年 1 月 1 日至 2014 年 6      2013 年 1 月 1 日至 2013 年 6 月 30
                                    月 30 日                                  日
    当期发生的基金应支付                        32,974.56                                42,447.01的托管费注:本基金应支付基金托管人托管费,按前一日基金资产净值的 0.10%的年费率计提,计算方法如下: H = E × 0.10% ÷ 当年天数 H 为每日应支付的托管费 E 为前一日的基金资产净值 基金托管费每日计提,逐日累计至每月月底,按月支付,由基金托管人于次月前两个工作日内从基金资产中一次性支取。6.4.8.2.3 销售服务费注:无。6.4.8.3 与关联方进行银行间同业市场的债券(含回购)交易注:本基金本期未与关联方进行银行间同业市场的债券(含回购)交易。6.4.8.4 各关联方投资本基金的情况
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                                                            华泰柏瑞上证中小盘 ETF2014 年半年度报告摘要6.4.8.4.1 报告期内基金管理人运用固有资金投资本基金的情况注:无。6.4.8.4.2 报告期末除基金管理人之外的其他关联方投资本基金的情况
                                                                                            份额单位:份
                                   本期末                                      上年度末
                              2014 年 6 月 30 日                           2013 年 12 月 31 日
                                                 持有的基金                                  持有的基金
    关联方名称
                           持有的                    份额                  持有的                份额
                           基金份额              占基金总份              基金份额            占基金总份
                                                   额的比例                                    额的比例
    上证中小盘 ETF                 12,218,399.00        50.4285%               15,085,400.00        49.9035%联接基金
    华泰证券股份有                       3,666.00        0.0151%                    3,666.00         0.0121%限公司6.4.8.5 由关联方保管的银行存款余额及当期产生的利息收入
                                                                                       单位:人民币元
                                    本期                                  上年度可比期间
    关联方
                   2014 年 1 月 1 日至 2014 年 6 月 30 日       2013 年 1 月 1 日至 2013 年 6 月 30 日
      名称
                       期末余额          当期利息收入              期末余额           当期利息收入
    中国银行股份有限           508,994.94              1,305.73          4,245,702.56                2,215.76
      公司注:本基金的银行存款由基金托管人中国银行保管,按银行同业利率计息。6.4.8.6 本基金在承销期内参与关联方承销证券的情况注:无。6.4.8.7 其他关联交易事项的说明
    无。6.4.9 期末(2014 年 6 月 30 日)本基金持有的流通受限证券6.4.9.1 因认购新发/增发证券而于期末持有的流通受限证券注:截至本报告期末,本基金未持有因认购新发/增发证券而流通受限的证券。6.4.9.2 期末持有的暂时停牌等流通受限股票
                                                                                    金额单位:人民币元
    股票 股票 停牌 停牌 期末 复牌     复牌                                    期末        期末估值
                                         数量(股)                                            备注
    代码 名称 日期 原因 估值单 日期 开盘单价                                成本总额        总额
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                                                                    华泰柏瑞上证中小盘 ETF2014 年半年度报告摘要
                                  价
                2014 年
         东方             临时
    600832          5 月 29          10.98     -              -          40,085       306,468.56 440,133.30   -
         明珠             停牌
                  日
                2014 年
         中国             临时
    601669          5 月 13          2.79      -              -          92,900       295,515.83 259,191.00   -
         电建             停牌
                  日
                2014 年                  2014 年
         江淮             临时
    600418          4 月 14          10.20   7 月 11      11.22          21,734       216,954.78 221,686.80   -
         汽车             停牌
                  日                       日
                2014 年                  2014 年
         方大             临时
    600516          6 月 30          9.59    7月2          9.05          20,492       209,580.85 196,518.28   -
         炭素             停牌
                  日                       日
                2014 年                  2014 年
         烽火             临时
    600498          6 月 30          11.91   7月7         12.10          11,627       196,608.66 138,477.57   -
         通信             停牌
                  日                       日
                2014 年                  2014 年
         隆基             临时
    601012          6 月 19          15.50   7月1         15.60           7,500       101,025.00 116,250.00   -
         股份             停牌
                  日                       日
                2014 年                  2014 年
         厦门             临时
    600755          6 月 27          4.85    7月7          4.74          22,627       119,109.99 109,740.95   -
         国贸             停牌
                  日                       日
                2014 年                  2014 年
         鹏欣             临时
    600490          4月1             6.11    7 月 15       6.11          17,715       112,121.10 108,238.65   -
         资源             停牌
                  日                       日
                2014 年                  2014 年
         古越             临时
    600059          6 月 30          7.97    7月1          7.83          11,923       121,257.55 95,026.31    -
         龙山             停牌
                  日                       日
                2014 年
         天地             临时
    600582          6 月 26          7.97      -              -          11,701       151,459.42 93,256.97    -
         科技             停牌
                  日
                2014 年
         广船             临时
    600685          4月7             17.13     -              -           5,360        97,269.01 91,816.80    -
         国际             停牌
                  日
                2014 年                  2014 年
         紫江             临时
    600210          6 月 26          2.96    7月3          3.18          27,948       127,030.65 82,726.08    -
         企业             停牌
                  日                       日
                2014 年
         长江             临时
    600757          6 月 17          8.85      -              -           8,692        58,704.39 76,924.20    -
         传媒             停牌
                  日
                2014 年                  2014 年
         哈投             临时
    600864          4 月 11          8.68    7 月 15       8.30           8,000        81,745.05 69,440.00    -
         股份             停牌
                  日                       日
    600363 联创 2014 年 临时         8.27    2014 年       8.29           8,090        75,031.98 66,904.30    -
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                                                                   华泰柏瑞上证中小盘 ETF2014 年半年度报告摘要
         光电 6 月 30 停牌              7月1
                  日                      日
                2014 年
         凯乐             临时
    600260          6月9             6.59     -              -           9,876        70,365.48 65,082.84    -
         科技             停牌
                  日
                2014 年                 2014 年
         力帆             临时
    601777          6 月 24          6.39   7月8          6.70           7,284        54,983.54 46,544.76    -
         股份             停牌
                  日                      日
                2014 年
         鄂尔             临时
    600295          5月6             7.38     -              -           5,900        76,341.05 43,542.00    -
         多斯             停牌
                  日
                2014 年
         浙江             临时
    600113          6 月 24          8.34     -              -           4,597        42,619.32 38,338.98    -
         东日             停牌
                  日6.4.9.3 期末债券正回购交易中作为抵押的债券6.4.9.3.1 银行间市场债券正回购截至本报告期末 2014 年 6 月 30 日止,本基金从事银行间市场债券正回购交易形成的卖出回购证券余额 0 元,无债券作为质押。6.4.9.3.2 交易所市场债券正回购
       截至本报告期末 2014 年 6 月 30 日止,本基金从事交易所市场债券正回购交易形成的卖出回购证券余额 0 元,无债券作为质押。6.4.10 有助于理解和分析会计报表需要说明的其他事项
       无。
                                           §7 投资组合报告7.1 期末基金资产组合情况
                                                                                        金额单位:人民币元
                                                                                              占基金总资产的
    序号                            项目                                     金额
                                                                                                比例(%)
    1      权益投资                                                           60,421,208.15              99.16
          其中:股票                                                         60,421,208.15              99.16
    2      固定收益投资                                                                    -                  -
          其中:债券                                                                      -                  -
                    资产支持证券                                                          -                  -
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                                                           华泰柏瑞上证中小盘 ETF2014 年半年度报告摘要
    3      贵金属投资                                                            -                  -
    4      金融衍生品投资                                                        -                  -
    5      买入返售金融资产                                                      -                  -
            其中:买断式回购的买入返售金融资产                                    -                  -
    6      银行存款和结算备付金合计                                     509,062.14              0.84
    7      其他各项资产                                                     804.74              0.00
    8      合计                                                    60,931,075.03              100.00注:股票投资包含可退替代款估值增(减)值7.2 期末按行业分类的股票投资组合
                                                                                金额单位:人民币元代
               行业类别                     公允价值                     占基金资产净值比例(%)码
    A 农、林、牧、渔业                                    309,302.46                                0.51
    B 采矿业                                            3,819,985.37                                6.29
    C 制造业                                           29,156,513.56                               48.03
         电力、热力、燃气及水生
    D                                                   4,808,471.52                                7.92
         产和供应业
    E 建筑业                                            2,526,107.94                                4.16
    F 批发和零售业                                      4,076,754.49                                6.72
    G 交通运输、仓储和邮政业                            3,138,836.57                                5.17
    H 住宿和餐饮业                                            67,281.00                             0.11
         信息传输、软件和信息技
    I                                                   2,792,572.83                                4.60
         术服务业
    J 金融业                                            3,864,474.08                                6.37
    K 房地产业                                          2,738,158.15                                4.51
    L 租赁和商务服务业                                    810,048.28                                1.33
    M 科学研究和技术服务业                                183,150.00                                0.30
         水利、环境和公共设施管
    N                                                     440,133.30                                0.72
                   理业
         居民服务、修理和其他服
    O                                                                   -                               -
                 务业
    P                 教育                                              -                               -
    Q          卫生和社会工作                                           -                               -
    R        文化、体育和娱乐业                         1,112,446.62                                1.83
    S                 综合                                576,971.98                                0.95
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                                                      华泰柏瑞上证中小盘 ETF2014 年半年度报告摘要
              合计                             60,421,208.15                               99.53注:上述股票投资组合不包含可退替代款估值增(减)值。7.3 期末按公允价值占基金资产净值比例大小排序的前十名股票投资明细
                                                                           金额单位:人民币元
                                                                                  占基金资产净
    序号    股票代码    股票名称       数量(股)                 公允价值
                                                                                  值比例(%)
    1       601939     建设银行              225,221                   930,162.73             1.53
    2       600900     长江电力              116,205                   722,795.10             1.19
    3       600276     恒瑞医药               17,588                   583,218.08             0.96
    4       600535      天士力                15,036                   582,945.72             0.96
    5       600690     青岛海尔               38,307                   565,411.32             0.93
    6       600011     华能国际               98,571                   557,911.86             0.92
    7       600739     辽宁成大               32,068                   488,395.64             0.80
    8       600019     XD 宝钢股             115,997                   475,587.70             0.78
    9       600832     东方明珠               40,085                   440,133.30             0.72
    10      600795     国电电力              202,242                   438,865.14             0.72注:股票明细不包含可退替代款估值增(减)值。投资者欲了解本报告期末基金投资的所有股票明细,应阅读载于基金管理人网站(www.huatai-pb.com)的半年度报告正文。7.4 报告期内股票投资组合的重大变动7.4.1 累计买入金额超出期初基金资产净值 2%或前 20 名的股票明细
                                                                           金额单位:人民币元
                                                                              占期初基金资产净
    序号    股票代码      股票名称               本期累计买入金额
                                                                                值比例(%)
    1    601899       紫金矿业                                  420,958.00                 0.54
    2    600489       中金黄金                                  271,738.00                 0.35
    3    600587       新华医疗                                  258,400.00                 0.33
    4    600362       江西铜业                                  243,303.74                 0.31
    5    600549       厦门钨业                                  208,542.95                 0.27
    6    600398       海澜之家                                  205,422.00                 0.26
    7    601699       潞安环能                                  172,256.00                 0.22
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                                                        华泰柏瑞上证中小盘 ETF2014 年半年度报告摘要
    8     600654        飞乐股份                                    162,840.00                 0.21
    9     600089        特变电工                                    136,323.30                 0.17
    10     600446        金证股份                                    129,855.00                 0.17
    11     600109        国金证券                                    118,767.00                 0.15
    12     600169        太原重工                                    116,334.00                 0.15
    13     600626        申达股份                                    106,933.00                 0.14
    14     601012        隆基股份                                    105,066.00                 0.13
    15     600023        浙能电力                                     93,240.00                 0.12
    16     600566        洪城股份                                     91,629.00                 0.12
    17     600307        酒钢宏兴                                     89,320.00                 0.11
    18     600855        航天长峰                                     84,000.00                 0.11
    19     600206        有研新材                                     83,025.00                 0.11
    20     600728        佳都科技                                     82,533.00                 0.11注:不考虑相关交易费用。7.4.2 累计卖出金额超出期初基金资产净值 2%或前 20 名的股票明细
                                                                             金额单位:人民币元
                                                                                占期初基金资产净
    序号    股票代码      股票名称                 本期累计卖出金额
                                                                                  值比例(%)
    1      600089       特变电工                                    948,492.63                 1.21
    2      600196       复星医药                                    584,747.92                 0.75
    3      600703       三安光电                                    419,281.70                 0.53
    4      601118       海南橡胶                                    166,286.01                 0.21
    5      600598       *ST 大荒                                    119,083.03                 0.15
    6      600606       金丰投资                                    111,384.00                 0.14
    7      601588       北辰实业                                    100,269.17                 0.13
    8      600064       南京高科                                     92,403.53                 0.12
    9      600300       维维股份                                     83,878.16                 0.11
    10      600141       兴发集团                                     73,453.14                 0.09
    11      600352       浙江龙盛                                     65,463.81                 0.08
    12      600006       东风汽车                                     59,641.04                 0.08
    13      601890       亚星锚链                                     55,779.62                 0.07
    14      600466       迪康药业                                     52,725.00                 0.07
    15      600069       银鸽投资                                     51,354.78                 0.07
    16      600469       风神股份                                     50,277.94                 0.06
    17      600138           中青旅                                   47,930.19                 0.06
    18      600146       大元股份                                     47,712.00                 0.06
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                                                       华泰柏瑞上证中小盘 ETF2014 年半年度报告摘要
    19   600491       龙元建设                                    46,652.39                 0.06
    20   600163       福建南纸                                    44,806.08                 0.06注:不考虑相关交易费用。7.4.3 买入股票的成本总额及卖出股票的收入总额
                                                                                 单位:人民币元
    买入股票成本(成交)总额                                                           4,545,024.56
    卖出股票收入(成交)总额                                                           4,553,349.55注:不考虑相关交易费用。7.5 期末按债券品种分类的债券投资组合注:本基金本报告期末未持有债券。7.6 期末按公允价值占基金资产净值比例大小排序的前五名债券投资明细注:本基金本报告期末未持有债券。7.7 期末按公允价值占基金资产净值比例大小排序的前十名资产支持证券投资明细注:本基金本报告期末未持有资产支持证券。7.8 报告期末按公允价值占基金资产净值比例大小排序的前五名贵金属投资明细注:本基金本报告期末未持有贵金属。7.9 期末按公允价值占基金资产净值比例大小排序的前五名权证投资明细注:本基金本报告期末未持有权证。7.10 报告期末本基金投资的股指期货交易情况说明注:本基金本报告期末未持有股指期货。7.11 报告期末本基金投资的国债期货交易情况说明注:本基金本报告期末未持有国债期货。
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                                                          华泰柏瑞上证中小盘 ETF2014 年半年度报告摘要7.12 投资组合报告附注7.12.1
       报告期内基金投资的前十名证券的发行主体没有被监管部门立案调查的,也没有在报告编制日前一年内受到公开谴责、处罚的。7.12.2
       基金投资的前十名股票中,没有投资于超出基金合同规定备选股票库之外的。7.12.3 期末其他各项资产构成
                                                                                      单位:人民币元
    序号                       名称                                            金额
    1      存出保证金                                                                          714.57
    2      应收证券清算款                                                                            -
    3      应收股利                                                                                  -
    4      应收利息                                                                             90.17
    5      应收申购款                                                                                -
    6      其他应收款                                                                                -
    7      待摊费用                                                                                  -
    8      其他                                                                                      -
    9      合计                                                                                804.747.12.4 期末持有的处于转股期的可转换债券明细注:本基金本报告期末未持有处于转股期的可转换债券。7.12.5 期末前十名股票中存在流通受限情况的说明
                                                                               金额单位:人民币元
                                                            占基金资产
    序号 股票代码        股票名称   流通受限部分的公允价值                        流通受限情况说明
                                                            净值比例(%)
    1       600832     东方明珠                440,133.30              0.72          临时停牌
                                §8 基金份额持有人信息8.1 期末基金份额持有人户数及持有人结构
                                                                                        份额单位:份
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                                                          华泰柏瑞上证中小盘 ETF2014 年半年度报告摘要
                                                     持有人结构
    持有人    户均持有       机构投资者               个人投资者                  本基金的联接基金
    户数    的基金份
    (户)      额                     占总份                       占总份                       占总份
                      持有份额                持有份额                       持有份额
                                   额比例                       额比例                       额比例
    1,142    21,216.43   35,813.00     0.15%   11,974,949.00        49.42%    12,218,399.00     50.43%8.2 期末上市基金前十名持有人
                                                                                     占上市总份额
    序号               持有人名称                          持有份额(份)
                                                                                         比例
    1                   赵全仁                                        546,624.00              2.26%
    2                    聂晶                                         504,148.00              2.08%
    3                   蒋桂素                                        380,699.00              1.57%
    4                   李爱松                                        289,315.00              1.19%
    5                   张淄良                                        273,312.00              1.13%
    6                    姚婷                                         263,800.00              1.09%
    7                    陈遐                                         182,025.00              0.75%
    8                    卢瑛                                         177,000.00              0.73%
    9                   李建伟                                        173,312.00              0.72%
    10                  李道瀛                                        136,656.00              0.56%注:前十名持有人为除华泰柏瑞上证中小盘 ETF 联接基金之外的前十名持有人。8.3 期末基金管理人的从业人员持有本基金的情况注:1、本报告期末,基金管理人的从业人员未持有本基金。2、本公司高级管理人员、基金投资和研究部门负责人持有该只基金份额总量的数量区间为 0。3、该只基金的基金经理持有该只基金份额总量的数量区间为 0。
                                 §9 开放式基金份额变动
                                                                                           单位:份
                                                                                   348,427,447.00
    基金合同生效日(2011 年 1 月 26 日)基金份额总额
    本报告期期初基金份额总额                                                           30,229,161.00
    本报告期基金总申购份额                                                              5,000,000.00
    减:本报告期基金总赎回份额                                                          11,000,000.00
    本报告期基金拆分变动份额(份额减少以"-"填列)                                                    -
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                                                       华泰柏瑞上证中小盘 ETF2014 年半年度报告摘要
    本报告期期末基金份额总额                                                          24,229,161.00
                                §10 重大事件揭示10.1 基金份额持有人大会决议
    报告期内未召开基金份额持有人大会。10.2 基金管理人、基金托管人的专门基金托管部门的重大人事变动
    2014 年 5 月 15 日,公司任命高山先生为公司副总经理,高山先生已通过高级管理人员证券投资法律知识考试,其任命已在中国证券投资基金业协会备案。上述人事变动已按相关规定备案、公告。
    2014 年 2 月 14 日中国银行股份有限公司公告,自 2014 年 2 月 13 日起,陈四清先生担任本行行长。
    报告期内基金托管人的专门基金托管部门无重大人事变动。10.3 涉及基金管理人、基金财产、基金托管业务的诉讼
    报告期内无涉及基金管理人、基金财产、基金托管业务的诉讼。10.4 基金投资策略的改变
    报告期内基金投资策略未改变。10.5 为基金进行审计的会计师事务所情况
    为本基金审计的会计师事务所为普华永道中天会计师事务所有限公司。报告期内基金未改聘为其审计的会计师事务所。
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                                                       华泰柏瑞上证中小盘 ETF2014 年半年度报告摘要10.6 管理人、托管人及其高级管理人员受稽查或处罚等情况
    报告期内基金管理人、基金托管人及其高级管理人员未受监管部门稽查或处罚。10.7 基金租用证券公司交易单元的有关情况10.7.1 基金租用证券公司交易单元进行股票投资及佣金支付情况
                                                                            金额单位:人民币元
                               股票交易                     应支付该券商的佣金
             交易单元                     占当期股票
    券商名称                                                                 占当期佣金
               数量     成交金额        成交总额的比         佣金                         备注
                                                                          总量的比例
                                              例
    国泰君安          2    8,862,426.24         100.00%          8,068.30        100.00%     -注:1、选择代理证券买卖的证券经营机构的标准:公司应选择财务状况良好,经营行为规范,具备研究实力的证券公司及专业研究机构,向其或其合作券商租用基金专用交易席位。公司选择的提供交易单元的券商应当满足下列基本条件:1)具有相应的业务经营资格;2)诚信记录良好,最近两年无重大违法违规行为,未受监管机构重大处罚; 3)资金雄厚,信誉良好。内部管理规范、严格,具备健全的内控制度,并能满足本基金运作高度保密的要求;4)具备基金运作所需的高效、安全的通讯条件,交易设施符合代理基金进行证券交易的需要,并能为基金提供全面的信息服务;5)具备研究实力,有固定的研究机构和专门研究人员,能及时全面地为基金提供宏观经济、行业情况、市场走向、股票分析的研究报告及周到的信息服务,并能根据基金投资的特定要求,提供专题研究报告。2、选择代理证券买卖的证券经营机构的程序 基金管理人根据以上标准进行考察后确定证券经营机构的选择。基金管理人与被选择的证券经营机构签订交易单元租用协议和证券研究服务协议。3、本报告期内,本基金未新增租用专用交易单元。10.7.2 基金租用证券公司交易单元进行其他证券投资的情况注:无。
                                                                 华泰柏瑞基金管理有限公司
                                                                         2014 年 8 月 25 日
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