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兴全趋势投资混合(LOF)(163402)

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兴全趋势投资(LOF):2012年半年度报告

公告日期:2012-08-24

兴全趋势投资混合型证券投资基金(LOF)
          2012 年半年度报告
                 2012 年 6 月 30 日
       基金管理人:兴业全球基金管理有限公司
        基金托管人:兴业银行股份有限公司
            送出日期:2012 年 8 月 24 日
                                                                        兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
                                                         §1 重要提示及目录1.1 重要提示
       基金管理人的董事会、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。
       基金托管人兴业银行股份有限公司根据本基金合同规定,于 2012 年 8 月 21 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。
       本报告中财务资料未经审计 。
       本报告期自 2012 年 01 月 01 日起至 06 月 30 日止。1.2 目录§1 重要提示及目录 ....................................................................................................................................... 1
       1.1 重要提示.......................................................................................................................................... 1
       1.2 目录.................................................................................................................................................. 1§2 基金简介 ................................................................................................................................................... 3
       2.1 基金基本情况 .................................................................................................................................. 3
       2.2 基金产品说明 .................................................................................................................................. 3
       2.3 基金管理人和基金托管人 .............................................................................................................. 3
       2.4 信息披露方式 .................................................................................................................................. 4
       2.5 其他相关资料 .................................................................................................................................. 4§3 主要财务指标和基金净值表现 ............................................................................................................... 4
       3.1 主要会计数据和财务指标 .............................................................................................................. 4
       3.2 基金净值表现 .................................................................................................................................. 5§4 管理人报告 ............................................................................................................................................... 7
       4.1 基金管理人及基金经理情况 .......................................................................................................... 7
       4.2 管理人对报告期内本基金运作遵规守信情况的说明 .................................................................. 8
       4.3 管理人对报告期内公平交易情况的专项说明 .............................................................................. 8
       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 .............................................................. 9
       4.5 管理人对宏观经济、证券市场及行业走势的简要展望 .............................................................. 9
                                                                       兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
       4.6 管理人对报告期内基金估值程序等事项的说明 ........................................................................ 10
       4.7 管理人对报告期内基金利润分配情况的说明 ............................................................................ 10§5 托管人报告 ............................................................................................................................................. 11
       5.1 报告期内本基金托管人遵规守信情况声明 ................................................................................ 11
       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 ............. 11
       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 ............................ 11§6 半年度财务会计报告(未经审计) ..................................................................................................... 11
       6.1 资产负债表 .................................................................................................................................... 11
       6.2 利润表............................................................................................................................................ 13
       6.3 所有者权益(基金净值)变动表 ................................................................................................ 14
       6.4 报表附注........................................................................................................................................ 15§7 投资组合报告 ......................................................................................................................................... 32
       7.1 期末基金资产组合情况 ................................................................................................................ 32
       7.2 期末按行业分类的股票投资组合 ................................................................................................ 33
       7.3 期末按公允价值占基金资产净值比例大小排序的所有股票投资明细 .................................... 34
       7.4 报告期内股票投资组合的重大变动 ............................................................................................ 36
       7.5 期末按债券品种分类的债券投资组合 ........................................................................................ 37
       7.6 期末按公允价值占基金资产净值比例大小排名的前五名债券投资明细 ................................ 38
       7.7 期末按公允价值占基金资产净值比例大小排序的所有资产支持证券投资明细..................... 38
       7.8 期末按公允价值占基金资产净值比例大小排名的前五名权证投资明细 ................................ 38
       7.9 投资组合报告附注 ........................................................................................................................ 38§8 基金份额持有人信息 ............................................................................................................................. 39
       8.1 期末基金份额持有人户数及持有人结构 .................................................................................... 39
       8.2 期末上市基金前十名持有人 ........................................................................................................ 40
       8.3 期末基金管理人的从业人员持有本基金的情况 ........................................................................ 40§9 开放式基金份额变动 ............................................................................................................................. 40§10 重大事件揭示 ....................................................................................................................................... 41
       10.1 基金份额持有人大会决议 .......................................................................................................... 41
       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 .......................................... 41
       10.3 涉及基金管理人、基金财产、基金托管业务的诉讼 .............................................................. 41
       10.4 基金投资策略的改变 .................................................................................................................. 41
       10.5 为基金进行审计的会计师事务所情况 ...................................................................................... 41
       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 ...................................................... 41
       10.7 基金租用证券公司交易单元的有关情况 .................................................................................. 41
       10.8 其他重大事件 .............................................................................................................................. 43§11 影响投资者决策的其他重要信息 ....................................................................................................... 45§12 备查文件目录 ....................................................................................................................................... 45
       12.1 备查文件目录 .............................................................................................................................. 45
       12.2 存放地点...................................................................................................................................... 45
       12.3 查阅方式...................................................................................................................................... 45
                                      兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
                                   §2 基金简介2.1 基金基本情况
    基金名称                             兴全趋势投资混合型证券投资基金(LOF)
    基金简称                             兴全趋势投资混合(LOF)
    基金主代码                           163402
    前端交易代码                         163402
    后端交易代码                         163403
    基金运作方式                         上市契约型开放式(LOF)
    基金合同生效日                       2005 年 11 月 3 日
    基金管理人                           兴业全球基金管理有限公司
    基金托管人                           兴业银行股份有限公司
    报告期末基金份额总额                 12,619,269,800.06 份
    基金合同存续期                       不定期
    基金份额上市的证券交易所             深圳证券交易所
    上市日期                             2006-01-192.2 基金产品说明
    投资目标               本基金旨在把握投资对象中长期可测的确定收益,增加投资组合收益
                       的确定性和稳定性;分享中国上市公司高速成长带来的资本增值;减
                       少决策的失误率,实现最优化的风险调整后的投资收益。
    投资策略               根据对股市趋势分析的结论实施灵活的大类资产配置;运用兴业多维
                       趋势分析系统,对公司成长趋势、行业景气趋势和价格趋势进行分析,
                       并运用估值把关来精选个股。在固定收益类证券投资方面,本基金主
                       要运用“兴业固定收益证券组合优化模型”,在固定收益资产组合久
                       期控制的条件下追求最高的投资收益率。
    业绩比较基准           中标 300 指数×50%+中信国债指数×45%+同业存款利率×5%
    风险收益特征           本基金在混合型基金大类中属于强调控制风险,中高风险,中高回报
                       的基金产品。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                兴业全球基金管理有限公司               兴业银行股份有限公司
    信息披   姓名       冯晓莲                                 张志永
    露负责   联系电话   021-58368998                           021-62677777
    人     电子邮箱   fengxl@xyfunds.com.cn                  zhangzhy@cib.com.cn
    客户服务电话        4006780099,021-38824536               95561
    传真                021-58368858                           021-62159217
                                        兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
    注册地址              上海市黄浦区金陵东路 368 号             福州市湖东路 154 号
    办公地址              上海市张杨路 500 号时代广场 20 楼       上海江宁路 168 号兴业大厦 20
                                                              楼(资产托管部办公地址)
    邮政编码              200122                                  200041
    法定代表人            兰荣                                    高建平2.4 信息披露方式
    本基金选定的信息披露报纸名称                         中国证券报、上海证券报、证券时报
    登载基金半年度报告正文的管理人互联网网址                 http://www.xyfunds.com.cn
    基金半年度报告备置地点                               基金管理人、基金托管人的办公场所2.5 其他相关资料
        项目                         名称                              办公地址
    注册登记机构           中国证券登记结算有限责任公司       中国北京市西城区金融大街 27 号
                                                           投资广场 22-23 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(2012 年 1 月 1 日 - 2012 年 6 月 30 日 )
    本期已实现收益                                                             -140,844,762.96
    本期利润                                                                    420,730,822.82
    加权平均基金份额本期利润                                                             0.0329
    本期加权平均净值利润率                                                                 3.91%
    本期基金份额净值增长率                                                                 4.01%
    3.1.2 期末数据和指标                               报告期末( 2012 年 6 月 30 日 )
    期末可供分配利润                                                            312,032,558.78
    期末可供分配基金份额利润                                                             0.0247
    期末基金资产净值                                                         10,675,551,989.12
    期末基金份额净值                                                                     0.8460
    3.1.3 累计期末指标                                 报告期末( 2012 年 6 月 30 日 )
    基金份额累计净值增长率                                                              457.38%
                                              兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告注:1、上述财务指标采用的计算公式,详见中国证券监督管理委员会发布的《证券投资基金信息披露编报规则第 1 号<主要财务指标的计算及披露>》、《证券投资基金会计核算业务指引》等相关法规。
      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、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(例如:开放式基金的申购赎回费、红利再投资费、基金转换费等),计入费用后实际收益水平要低于所列数字。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
                                 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         -0.59%       0.70%     -2.81%             0.53%        2.22%           0.17%
    过去三个月           3.06%      0.70%       0.81%            0.54%        2.25%           0.16%
    过去六个月           4.01%      0.90%       3.49%            0.65%        0.52%           0.25%
    过去一年          -9.52%       0.91%     -7.69%             0.67%       -1.83%           0.24%
    过去三年          -7.20%       1.12%     -5.06%             0.77%       -2.14%           0.35%
    自基金合同
                      457.38%       1.33%    104.67%             0.99%      352.71%           0.34%
    生效起至今注:本基金业绩比较基准为中信标普 300 指数×50%+中信国债指数×45%+同业存款利率×5%,业绩比较基准的选取上主要基于如下考虑:中信标普 300 指数选择中国 A 股市场中市值规模最大、流动性强和基本因素良好的 300 家上市公司作为样本股,充分反映了 A 股市场的行业代表性,描述了沪深 A 股市场的总体趋势,是目前市场上较有影响力的股票投资业绩比较基准。中信国债指数反映了交易所国债整体走势,是目前市场上较有影响力的债券投资业绩比较基准。基于本基金的股票、债券和现金比例,选用该业绩比较基准能够忠实反映本基金的风险收益特征。
      本基金的业绩基准指数按照构建公式每交易日进行计算,按下列公式计算:
      Return    t   =50%×(中信标普 300 指数 t / 中信标普 300 指数 t-1 -1) +45%×(中信国债指数
    t   / 中信国债指数 t-1 -1) + 5%×(同业存款利率 t / 360)
      Benchmark t =(1+Return t)×(1+Benchmark        t-1)-1
      其中,t=1,2,3,… T,T 表示时间截至日。
                                       兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告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、净值表现所取数据截至到 2012 年 6 月 30 日。
    2、按照《兴全趋势投资混合型证券投资基金(LOF)基金合同》的规定,本基金建仓期为2005 年 11 月 3 日至 2006 年 5 月 2 日。建仓期结束时本基金各项资产配置比例符合本基金合同规定的比例限制及投资组合的比例范围。
                                        兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
                                  §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
    兴业全球基金管理有限公司(以下简称“公司”或“本公司”)是经证监基金字[2003] 100号文批准于 2003 年 9 月 30 日成立。2008 年 1 月 2 日,中国证监会批准(证监许可[2008]6 号)了公司股权变更申请,全球人寿保险国际公司(AEGON International B.V)受让本公司股权并成为公司股东。股权转让完成后,兴业证券股份有限公司的出资占注册资本的 51%,全球人寿保险国际公司的出资占注册资本的 49%。同时公司名称由“兴业基金管理有限公司”更名为“兴业全球人寿基金管理有限公司”,公司注册资本由 9800 万元变更为 1.2 亿元人民币。 2008 年 7月 7 日,经中国证监会批准(证监许可[2008]888 号文),公司名称由“兴业全球人寿基金管理有限公司”变更为“兴业全球基金管理有限公司”,同时,公司注册资本由人民币 1.2 亿元变更为人民币 1.5 亿元人民币,其中两股东出资比例不变。
    截止 2012 年 6 月 30 日,公司旗下管理着十二只基金,分别为兴全可转债混合型证券投资基金、兴全趋势投资混合型证券投资基金(LOF)、兴全货币市场证券投资基金、兴全全球视野股票型证券投资基金、兴全社会责任股票型证券投资基金、兴全有机增长灵活配置混合型证券投资基金、兴全磐稳增利债券型证券投资基金、兴全合润分级股票型证券投资基金、兴全沪深300 指数增强型证券投资基金(LOF)、兴全绿色投资股票型证券投资基金(LOF)、兴全保本混合型证券投资基金、兴全轻资产投资股票型证券投资基金(LOF)。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     证券从
    姓名        职务                                                    说明
                          任职日期          离任日期       业年限
                                                                     1974 年生,经济学硕
                                                                     士,历任上海中技投
                                                                     资顾问有限公司研究
            副总经                                                   员、投资部经理、公
            理、投资                                                 司副总经理,兴全可
                        2005 年 11 月
    王晓明     总监、本                    -                  15 年     转债混合型证券投资
                        3日
            基金基金                                                 基金基金经理助理、
            经理                                                     兴全可转债混合型证
                                                                     券投资基金基金经
                                                                     理、兴全全球视野股
                                                                     票型证券投资基金基
                                       兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
                                                                    金经理。
                                                                    1972 年生,工商管理
                                                                    硕士。历任招商银行
                                                                    总行营业部、公司银
                                                                    行部,兴业全球基金
            本基金基   2011 年 12 月
    杨岳斌                                -                  6年       管理有限公司行业研
            金经理     28 日
                                                                    究员、兴全趋势投资
                                                                    混合型证券投资基金
                                                                    (LOF)基金经理助
                                                                    理。注:1、职务指截止报告期末的职务(报告期末仍在任的)或离任前的职务(报告期内离任的)。
    2、任职日期指基金合同生效之日(基金成立时即担任基金经理)或公司作出聘任决定之日(基金成立后担任基金经理);离任日期指公司作出解聘决定之日。
    3、“证券从业年限”按其从事证券投资、研究等业务的年限计算。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循了《证券投资基金法》及其各项实施细则、《兴全趋势投资混合型证券投资基金(LOF)基金合同》和其他相关法律法规的规定,本着诚实信用、勤勉尽责、取信于市场、取信于社会的原则管理和运用基金资产,为基金份额持有人谋求最大利益。本报告期内,基金投资管理符合有关法规和基金合同的规定,无违法违规、未履行基金合同承诺或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,本基金管理人严格按照《证券投资基金法》、《证券投资基金管理公司公平交易制度指导意见》及公司相关制度等规定,从投资授权、研究分析、投资决策、交易执行、业绩评估等环节严格把关,确保各投资组合之间得到公平对待,保护投资者的合法权益。公司监察稽核部对公司管理的不同投资组合的收益率差异进行统计,从不同的角度分析差异的来源、考察是否存在非公平的因素。4.3.2 异常交易行为的专项说明
    本报告期内,所有投资组合参与的交易所公开竞价同日反向交易成交较少的单边交易量不存在超过该证券当日成交量的 5%的情况,未发现可能导致不公平交易和利益输送的异常交易情况。
                                     兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告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
    上半年在宏观经增速以及工业生产增加值继续呈现缓慢下行通道的大背景下,投资者年初预期经济企稳乃至复苏的预期落空。上半年底上证指数基本回到了去年年末的水平。但是围绕着经济企稳、复苏以及复苏预期的落空,一些相关行业的前后表现大不相同。上半年表现最好的行业是房地产,有色金属,食品饮料和医药。其中稳定成长的医药行业在“医保控费”以及“毒胶囊”事件的影响下是一季度表现最差的行业之一,但医药行业二季度强劲反弹成为表现最好的行业。上半年表现最差是信息服务煤炭、信息服务、黑色金属。周期性的煤炭行业在年初经济复苏的预期下是一季度表现最好的行业之一,但在不断下行的宏观经济和固定投资建设以及新开工等导致动力煤价格不断下行的背景下,采掘行业是二季度以致上半年都是表现最差的行业。
    趋势基金在年初并没有认为宏观经济会出现真正意义上的企稳乃至反弹甚至复苏,因此在报告期内,趋势基金维持相对较低的仓位,并没有对持仓做特别大的行业结构的调整,只是针对一些个股根据行业及公司的盈利进行了一些动态调整。4.4.2 报告期内基金的业绩表现
    本报告期内,本基金净值增长率 4.01%,同期业绩比较基准收益率 3.49%。4.5 管理人对宏观经济、证券市场及行业走势的简要展望
    在下半年的操作中,本基金将密切关注国内外宏观经济形势和政策的变化。我们基本认为宏观经济增速下滑最猛烈的阶段已经基本结束。政府已经在不断释放出关注经济增速下滑的信号。对于短期不断下行的通货膨胀而言,货币政策有了一定的放松空间,但由于银行还在消化上一轮经济放松的遗留问题,加上不断深化的利率市场化进程,本次货币政策放松的力度将无法与上一轮宽松货币政策相媲美。
    经济增速低点可能已经看见,但中国经济未来一两年可能面临低增长复苏,目前企业盈利增速还处于恶化过程中,还需要 2 到 3 个季度的消化,当然市场反应会有所提前。
    尽管存在结构性的股价不合理,但不可否认的是市场经过 2 年的调整正在接近一个中期的底部,尽管关于未来的预期不能提的很高,我们将积极应对市场随时可能出现的反弹。作为一个规模还比较大的基金,在经济下行期间,趋势基金坚持以“防御”做为投资的主导思想,注重自下而上,减少市场博弈为主的投资行为,强调估值以及价值等多维度的安全边际。在经济
                                     兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告转型过程中,趋势基金将淡化择时的想法,维持均衡仓位,加强个股精选和深入研究,重点挑选内需类和消费类个股,以及成长性和估值匹配程度较好的个股,以期穿越短期经济结构调整的周期。4.6 管理人对报告期内基金估值程序等事项的说明
    本基金管理人按照最新的估值准则、证监会相关规定和基金合同关于估值的约定,对基金投资品种进行估值。具体估值流程为:1、估值委员会制定旗下基金的估值政策和流程,选取适当的估值方法、定期对估值政策和程序进行评价。采用的基金估值方法、政策和程序应经估值委员会审议,并报管理层批准后方可实施。2、估值方法确立后,由 IT 人员或 IT 人员协助估值系统开发商及时对系统中的参数或模型作相应的调整或对系统进行升级,以适应新的估值方法的需要。3、基金会计具体负责执行估值委员会确定的估值策略,并通过与托管行核对等方法确保估值准确无误;4、投资人员(包括基金经理)积极关注市场环境变化及证券发行机构有关影响证券价格的重大事件等可能对给估值造成影响的因素,并就可能带来的影响提出建议和意见;5、监察稽核人员参与估值方案的制定,确保估值方案符合相关法律法规及基金合同的约定,定期对估值流程、系统估值模型及估值结果进行检查,确保估值委员会决议的有效执行,负责基金估值业务的定期和临时信息披露。
    上述参与估值流程人员均具有 3 年以上相关工作经历,具备估值业务所需的专业胜任能力。上述参与估值流程各方之间不存在重大利益冲突。4.7 管理人对报告期内基金利润分配情况的说明
    根据《基金法》、《兴全趋势投资混合型证券投资基金(LOF)基金合同》及其他相关法律法规的规定,本报告期内未进行利润分配,符合本基金基金合同的相关规定。
                                       兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
                                    §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
    本托管人依据《兴全趋势投资混合型证券投资基金( LOF )基金合同》与《兴全趋势投资混合型证券投资基金( LOF )托管协议》,自 2005 年 11 月 3 日起托管兴业趋势投资(即更名后的“兴全趋势投资”)混合型证券投资基金( LOF )(以下称本基金)的全部资产。
    报告期内,本托管人严格遵守《中华人民共和国证券投资基金法》及其他有关法律法规、基金合同和托管协议的规定,诚信、尽责地履行了基金托管人义务,不存在损害本基金份额持有人利益的行为。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
    报告期内,本托管人根据国家有关法律法规、基金合同和托管协议的规定,对基金管理人在本基金的投资运作、基金资产净值的计算、基金收益的计算、基金费用开支等方面进行了必要的监督、复核和审查,未发现其存在任何损害本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
    本托管人认真复核了本半年度报告中的财务指标、净值表现、收益分配情况、财务会计报告、投资组合报告等内容,认为其真实、准确和完整,不存在虚假记载、误导性陈述或者重大遗漏
                    §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:兴全趋势投资混合型证券投资基金(LOF)报告截止日: 2012 年 6 月 30 日
                                                                            单位:人民币元
                                               本期末                      上年度末
            资 产           附注号
                                          2012 年 6 月 30 日          2011 年 12 月 31 日资 产:
    银行存款                 6.4.7.1               1,087,009,127.30          1,095,136,960.59
                                       兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
    结算备付金                                          760,267.20               6,024,018.93
    存出保证金                                        2,000,000.00               3,956,000.85
    交易性金融资产             6.4.7.2             9,196,311,691.45          8,693,336,289.47
    其中:股票投资                                 7,970,774,123.71          7,604,892,113.25
         基金投资                                              -                            -
         债券投资                               1,225,537,567.74          1,088,444,176.22
         资产支持证券投资                                      -                            -
    衍生金融资产               6.4.7.3                            -                            -
    买入返售金融资产           6.4.7.4              190,460,455.69             700,000,000.00
    应收证券清算款                                  202,131,592.86                             -
    应收利息                   6.4.7.5               15,354,554.44               5,612,585.08
    应收股利                                          3,250,543.77                             -
    应收申购款                                        1,377,235.44               1,147,248.51
    递延所得税资产                                                -                            -
    其他资产                   6.4.7.6                            -                            -
    资产总计                                   10,698,655,468.15           10,505,213,103.43
                                               本期末                      上年度末
       负债和所有者权益       附注号
                                          2012 年 6 月 30 日          2011 年 12 月 31 日负 债:
    短期借款                                                      -                            -
    交易性金融负债                                                -                            -
    衍生金融负债               6.4.7.3                            -                            -
    卖出回购金融资产款                                            -                            -
    应付证券清算款                                                -             55,749,087.79
    应付赎回款                                        4,601,052.07               4,958,845.39
    应付管理人报酬                                   13,210,747.35              13,922,461.33
    应付托管费                                        2,201,791.20               2,320,410.19
    应付销售服务费                                                -                            -
    应付交易费用               6.4.7.7                1,118,026.46               1,928,024.80
    应交税费                                                      -                            -
    应付利息                                                      -                            -
    应付利润                                                      -                            -
    递延所得税负债                                                -                            -
    其他负债                   6.4.7.8                1,971,861.95               1,913,799.23
    负债合计                                         23,103,479.03              80,792,628.73所有者权益:
    实收基金                   6.4.7.9             3,159,632,484.76          3,208,864,428.13
    未分配利润                 6.4.7.10            7,515,919,504.36          7,215,556,046.57
    所有者权益合计                             10,675,551,989.12           10,424,420,474.70
    负债和所有者权益总计                       10,698,655,468.15           10,505,213,103.43注:报告截止日 2012 年 6 月 30 日,基金份额净值 0.8460 元,基金份额总额 12,619,269,800.06份。
                                          兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告6.2 利润表会计主体:兴全趋势投资混合型证券投资基金(LOF)本报告期: 2012 年 1 月 1 日 至 2012 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          2012 年 1 月 1 日至       2011 年 1 月 1 日至
                                                      2012 年 6 月 30 日        2011 年 6 月 30 日
    一、收入                                                519,042,325.96          -683,046,152.87
    1.利息收入                                               31,687,261.33             15,721,057.61
    其中:存款利息收入                6.4.7.11               16,739,332.13              4,081,008.14
       债券利息收入                                       10,319,208.44              5,528,601.38
       资产支持证券利息收入                                                -                      -
       买入返售金融资产收入                                4,628,720.76              6,111,448.09
       其他利息收入                                                        -                      -
    2.投资收益(损失以“-”填列)                           -74,383,126.53            632,629,625.45
    其中:股票投资收益                6.4.7.12             -160,895,453.21            561,581,542.14
       基金投资收益                                                        -                      -
       债券投资收益                6.4.7.13                  797,055.75             15,673,407.44
       资产支持证券投资收益                                                -                      -
       衍生工具收益                6.4.7.14                                -                      -
       股利收益                    6.4.7.15               85,715,270.93             55,374,675.87
    3.公允价值变动收益(损失以“-” 6.4.7.16                561,575,585.78        -1,333,007,117.82号填列)
    4.汇兑收益(损失以“-”号填列)                                           -                      -
    5.其他收入(损失以“-”号填列) 6.4.7.17                    162,605.38              1,610,281.89
    减:二、费用                                             98,311,503.14            148,292,280.64
    1.管理人报酬                     6.4.10.2.1             80,185,990.52            108,318,045.84
    2.托管费                         6.4.10.2.2             13,364,331.77             18,053,007.62
    3.销售服务费                                                             -                      -
    4.交易费用                       6.4.7.18                4,533,466.15             21,154,998.90
    5.利息支出                                                               -           525,287.21
    其中:卖出回购金融资产支出                                                -           525,287.21
    6.其他费用                       6.4.7.19                  227,714.70                240,941.07
    三、利润总额(亏损总额以“-”                           420,730,822.82          -831,338,433.51号填列)
    减:所得税费用                                                            -                      -
    四、净利润(净亏损以“-”号填                           420,730,822.82          -831,338,433.51列)
                                        兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告6.3 所有者权益(基金净值)变动表会计主体:兴全趋势投资混合型证券投资基金(LOF)本报告期:2012 年 1 月 1 日 至 2012 年 6 月 30 日
                                                                             单位:人民币元
                                                      本期
                                     2012 年 1 月 1 日至 2012 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     3,208,864,428.13         7,215,556,046.57      10,424,420,474.70金净值)
    二、本期经营活动产生                        -         420,730,822.82         420,730,822.82的基金净值变动数(本期利润)
    三、本期基金份额交易         -49,231,943.37          -120,367,365.03        -169,599,308.40产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            84,392,064.14           197,916,432.27         282,308,496.41
      2.基金赎回款          -133,624,007.51          -318,283,797.30        -451,907,804.81
    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     3,159,632,484.76         7,515,919,504.36      10,675,551,989.12金净值)
                                               上年度可比期间
        项目                         2011 年 1 月 1 日至 2011 年 6 月 30 日
                             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     4,005,074,298.36        13,003,015,936.78      17,008,090,235.14金净值)
    二、本期经营活动产生                        -        -831,338,433.51        -831,338,433.51的基金净值变动数(本期利润)
    三、本期基金份额交易        -844,420,590.56        -2,702,826,198.35      -3,547,246,788.91产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           231,454,857.07           717,362,724.59         948,817,581.66
      2.基金赎回款        -1,075,875,447.63        -3,420,188,922.94      -4,496,064,370.57
    四、本期向基金份额持                        -                         -                     -有人分配利润产生的基
                                      兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告金净值变动(净值减少以“-”号填列)
    五、期末所有者权益(基     3,160,653,707.80       9,468,851,304.92     12,629,505,012.72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:
    ______兰荣______           ______杨东______            ____詹鸿飞____
    基金管理公司负责人           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
    兴全趋势投资混合型证券投资基金(LOF)(原名兴业趋势投资混合型证券投资基金(LOF))(以下简称“本基金”)系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(2005)156 号文《关于同意兴业趋势投资混合型证券投资基金(LOF)募集的批复》的核准,由兴业全球基金管理有限公司(原名“兴业基金管理有限公司”)作为发起人向社会公开发行募集,基金合同于 2005 年 11 月 3 日正式生效,首次设立募集规模为 927,645,098.72 份基金份额。本基金为契约型上市开放式,存续期限不定。本基金的基金管理人为兴业全球基金管理有限公司,注册登记机构为中国证券登记结算有限责任公司,基金托管人为兴业银行股份有限公司。兴业趋势投资混合型证券投资基金(LOF)于 2011 年 1 月 1 日更名为兴全趋势投资混合型证券投资基金(LOF)。
    本基金的投资范围为在中华人民共和国境内依法发行、上市交易的股票和固定收益证券(包括各种债券和货币市场工具)以及中国证监会规定的其他证券品种和法律法规允许的金融工具。本基金的业绩比较基准为:中标 300 指数×50%+中信国债指数×45%+同业存款利率×5%。
    2007 年 5 月 11 日,本基金管理人兴业全球基金管理有限公司对本基金进行了基金份额拆分。拆分后基金份额面值为人民币 0.2504 元。6.4.2 会计报表的编制基础
    本财务报表系按照中国财政部 2006 年 2 月颁布的《企业会计准则—基本准则》和 38 项具体会计准则、其后颁布的应用指南、解释以及其他相关规定(以下合称“企业会计准则”)编制,同时,对于在具体会计核算和信息披露方面,也参考了中国证券业协会制定的《证券投资基金会计核算业务指引》、中国证监会制定的《关于进一步规范证券投资基金估值业务的指导意见》、
                                      兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告《关于证券投资基金执行<企业会计准则>估值业务及份额净值计价有关事项的通知》、《证券投资基金信息披露管理办法》、《证券投资基金信息披露内容与格式准则》第 2 号《年度报告的内容与格式》、《证券投资基金信息披露编报规则》第 3 号《会计报表附注的编制及披露》、《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>》及其他中国证监会颁布的相关规定。
    本财务报表以本基金持续经营为基础列报。6.4.3 遵循企业会计准则及其他有关规定的声明
    本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于 2012 年 6 月 30 日的财务状况以及 2012 年上半年度的经营成果和净值变动情况。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
    本基金本报告期无会计政策变更。6.4.5.2 会计估计变更的说明
    本基金本报告期无会计估计变更。6.4.5.3 差错更正的说明
    本基金本报告期无重大会计差错的内容和更正金额。6.4.6 税项
    1.印花税
    经国务院批准,财政部、国家税务总局研究决定,自 2008 年 4 月 24 日起,调整证券(股票)交易印花税税率,由原先的 3‰调整为 1‰;
    经国务院批准,财政部、国家税务总局研究决定,自 2008 年 9 月 19 日起,调整由出让方按证券(股票)交易印花税税率缴纳印花税,受让方不再征收,税率不变;
    根据财政部、国家税务总局财税字[2005]103 号文《关于股权分置试点改革有关税收政策问题的通知》的规定,股权分置改革过程中因非流通股股东向流通股股东支付对价而发生的股权转让,暂免征收印花税。
                                      兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
    2.营业税、企业所得税
    根据财政部、国家税务总局财税字[2004]78 号文《关于证券投资基金税收政策的通知》的规定,自 2004 年 1 月 1 日起,对证券投资基金(封闭式证券投资基金,开放式证券投资基金)管理人运用基金买卖股票、债券的差价收入,继续免征营业税和企业所得税;
    根据财政部、国家税务总局财税字[2005]103 号文《关于股权分置试点改革有关税收政策问题的通知》的规定,股权分置改革中非流通股股东通过对价方式向流通股股东支付的股份、现金等收入,暂免征收流通股股东应缴纳的企业所得税;
    根据财政部、国家税务总局财税[2008]1 号文《关于企业所得税若干优惠政策的通知》的规定,对证券投资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.个人所得税
    根据财政部、国家税务总局财税字[2002]128 号文《关于开放式证券投资基金有关税收问题的通知》的规定,对基金取得的股票的股息、红利收入、债券的利息收入及储蓄利息收入,由上市公司、债券发行企业及金融机构在向基金派发股息、红利收入、债券的利息收入及储蓄利息收入时代扣代缴 20%的个人所得税;
    根据财政部、国家税务总局财税字[2005]107 号文《关于股息红利有关个人所得税政策的补充通知》的规定,自 2005 年 6 月 13 日起,对证券投资基金从上市公司分配取得的股息红利所得,按照财税[2005]102 号文规定,扣缴义务人在代扣代缴个人所得税时,减按 50%计算应纳税所得额;
    根据财政部、国家税务总局财税字[2005]103 号文《关于股权分置试点改革有关税收政策问题的通知》的规定,股权分置改革中非流通股股东通过对价方式向流通股股东支付的股份、现金等收入,暂免征收流通股股东应缴纳的个人所得税。6.4.7 重要财务报表项目的说明6.4.7.1 银行存款
                                                                           单位:人民币元
                                                               本期末
                    项目
                                                          2012 年 6 月 30 日
    活期存款                                                                    787,009,127.30
    定期存款                                                                    300,000,000.00
    其中:存款期限 1-3 个月                                                     300,000,000.00
                                         兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
    其他存款                                                                                         -
                   合计:                                                       1,087,009,127.306.4.7.2 交易性金融资产
                                                                                 单位:人民币元
                                                          本期末
           项目                                      2012 年 6 月 30 日
                                成本                  公允价值                公允价值变动
    股票                      7,943,602,991.25         7,970,774,123.71                 27,171,132.46
           交易所市场       836,047,473.82           837,897,567.74                   1,850,093.92债券
           银行间市场       386,493,200.00           387,640,000.00                   1,146,800.00
           合计            1,222,540,673.82         1,225,537,567.74                  2,996,893.92
    资产支持证券                            -                           -                          -
    基金                                    -                           -                          -
    其他                                    -                           -                          -
           合计            9,166,143,665.07         9,196,311,691.45                 30,168,026.386.4.7.3 衍生金融资产/负债本基金本报告期末未持有衍生金融资产/负债。6.4.7.4 买入返售金融资产6.4.7.4.1 各项买入返售金融资产期末余额
                                                                                 单位: 人民币元
                                                          本期末
           项目                                      2012 年 6 月 30 日
                                    账面余额                          其中;买断式逆回购
    买入返售证券_银行间                      90,460,455.69                                          -
    买入返售证券_交易所                     100,000,000.00                                          -
           合计                          190,460,455.69                                         -6.4.7.4.2 期末买断式逆回购交易中取得的债券本基金本报告期末未通过买断式逆回购交易取得债券。6.4.7.5 应收利息
                                                                                 单位:人民币元
                                                                     本期末
                    项目
                                                                2012 年 6 月 30 日
    应收活期存款利息                                                                       365,183.99
    应收定期存款利息                                                                     2,034,000.72
    应收其他存款利息                                                                                -
    应收结算备付金利息                                                                         307.89
                                               兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
    应收债券利息                                                                            12,823,853.98
    应收买入返售证券利息                                                                         131,109.20
    应收申购款利息                                                                                    98.66
    其他                                                                                                  -
                       合计                                                             15,354,554.446.4.7.6 其他资产本基金本报告期末未持有其他资产。6.4.7.7 应付交易费用
                                                                                       单位:人民币元
                                                                              本期末
                       项目
                                                                         2012 年 6 月 30 日
    交易所市场应付交易费用                                                                        1,116,778.02
    银行间市场应付交易费用                                                                           1,248.44
                       合计                                                                   1,118,026.466.4.7.8 其他负债
                                                                                       单位:人民币元
                                                                             本期末
                       项目
                                                                        2012 年 6 月 30 日
    应付券商交易单元保证金                                                                   1,750,000.00
    应付赎回费                                                                                     8,039.25
    预提费用                                                                                     213,822.70
                       合计                                                              1,971,861.956.4.7.9 实收基金
                                                                                  金额单位:人民币元
                                                                      本期
                项目                              2012 年 1 月 1 日至 2012 年 6 月 30 日
                                           基金份额(份)                         账面金额
    上年度末                                     12,815,898,054.08                      3,208,864,428.13
    本期申购                                          337,053,538.09                        84,392,064.14
    本期赎回(以"-"号填列)                            -533,681,792.11                      -133,624,007.51
    本期末                                       12,619,269,800.06                      3,159,632,484.76注:申购含红利再投资、转入转换份额,赎回含转换转出份额。6.4.7.10 未分配利润
                                                                                       单位:人民币元
         项目                 已实现部分                 未实现部分               未分配利润合计
    上年度末                      456,749,004.12            6,758,807,042.45            7,215,556,046.57
                                              兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
    本期利润                    -140,844,762.96             561,575,585.78               420,730,822.82
    本期基金份额交易              -3,871,682.38             -116,495,682.65            -120,367,365.03产生的变动数
    其中:基金申购款               8,673,943.96             189,242,488.31               197,916,432.27
        基金赎回款           -12,545,626.34             -305,738,170.96            -318,283,797.30
    本期已分配利润                           -                             -                            -
    本期末                       312,032,558.78            7,203,886,945.58           7,515,919,504.366.4.7.11 存款利息收入
                                                                                     单位:人民币元
                                                                           本期
                     项目
                                                          2012 年 1 月 1 日至 2012 年 6 月 30 日
    活期存款利息收入                                                                     10,351,226.95
    定期存款利息收入                                                                      6,343,000.71
    其他存款利息收入                                                                                   -
    结算备付金利息收入                                                                       38,683.70
    其他                                                                                       6,420.77
                     合计                                                             16,739,332.136.4.7.12 股票投资收益6.4.7.12.1 股票投资收益——买卖股票差价收入
                                                                                     单位:人民币元
                                                                            本期
                     项目
                                                           2012 年 1 月 1 日至 2012 年 6 月 30 日
    卖出股票成交总额                                                                  1,654,116,603.93
    减:卖出股票成本总额                                                              1,815,012,057.14
    买卖股票差价收入                                                                   -160,895,453.216.4.7.13 债券投资收益
                                                                                     单位:人民币元
                                                                                本期
                            项目
                                                                    2012年1月1日至2012年6月30日
    卖出债券(债转股及债券到期兑付)成交总额                                             10,922,868.00
    减:卖出债券(债转股及债券到期兑付)成本总额                                         10,124,000.00
    减:应收利息总额                                                                           1,812.25
    债券投资收益                                                                            797,055.756.4.7.14 衍生工具收益本基金本报告期内未进行衍生工具买卖交易。
                            兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告6.4.7.15 股利收益
                                                                单位:人民币元
                                                       本期
                     项目
                                       2012 年 1 月 1 日至 2012 年 6 月 30 日
    股票投资产生的股利收益                                            85,715,270.93
    基金投资产生的股利收益                                                           -
                     合计                                          85,715,270.936.4.7.16 公允价值变动收益
                                                                  单位:人民币元
                                                         本期
                 项目名称
                                        2012 年 1 月 1 日至 2012 年 6 月 30 日
    1.交易性金融资产                                                  561,575,585.78
    ——股票投资                                                      547,342,989.49
    ——债券投资                                                       14,232,596.29
    ——资产支持证券投资                                                              -
    2.衍生工具                                                                        -
    ——权证投资                                                                      -
    3.其他                                                                            -
                   合计                                           561,575,585.786.4.7.17 其他收入
                                                                单位:人民币元
                                                         本期
                   项目
                                        2012 年 1 月 1 日至 2012 年 6 月 30 日
    基金赎回费收入                                                         157,419.65
    其他收入                                                                 2,753.88
    转换费收入                                                               2,431.85
                   合计                                                162,605.386.4.7.18 交易费用
                                                                单位:人民币元
                                                          本期
                     项目
                                         2012 年 1 月 1 日至 2012 年 6 月 30 日
    交易所市场交易费用                                                     4,533,466.15
    银行间市场交易费用                                                                    -
                     合计                                              4,533,466.156.4.7.19 其他费用
                                                                  单位:人民币元
                                                         本期
                     项目
                                        2012 年 1 月 1 日至 2012 年 6 月 30 日
                                          兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
    审计费用                                                                             64,644.58
    信息披露费                                                                          149,178.12
    账户维护费用                                                                            9,400.00
    银行手续费                                                                              4,492.00
                   合计                                                              227,714.706.4.8 或有事项、资产负债表日后事项的说明6.4.8.1 或有事项
    截至资产负债表日,本基金无需要说明的重大或有事项。6.4.8.2 资产负债表日后事项
    截至财务报表批准日,本基金无须做披露的资产负债表日后事项。6.4.9 关联方关系6.4.9.1 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
    本报告期内与本基金存在控制关系或其他重大利害关系的关联方未发生变化。6.4.9.2 本报告期与基金发生关联交易的各关联方
                      关联方名称                                        与本基金的关系兴业全球基金管理有限公司(以下简称“兴业全球基金”) 基金管理人、基金销售机构
    兴业银行股份有限公司(以下简称“兴业银行”)               基金托管人、基金销售机构
    兴业证券股份有限公司(以下简称“兴业证券”)               基金管理人的股东、基金销售机构注:以下关联交易均在正常业务范围内按一般商业条款订立。6.4.10 本报告期及上年度可比期间的关联方交易6.4.10.1 通过关联方交易单元进行的交易6.4.10.1.1 股票交易
                                                                           金额单位:人民币元
                              本期                              上年度可比期间
                2012年1月1日至2012年6月30日               2011年1月1日至2011年6月30日关联方名称
                                      占当期股票                                   占当期股票
                   成交金额                                  成交金额
                                     成交总额的比例                               成交总额的比例
    兴业证券            240,908,274.84            8.51%              845,743,915.04             6.84%6.4.10.1.2 债券交易
                                                                            金额单位:人民币元
                              本期                              上年度可比期间关联方名称
                2012年1月1日至2012年6月30日               2011年1月1日至2011年6月30日
                                             兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
                                          占当期债券                                        占当期债券
                  成交金额                                          成交金额
                                     成交总额的比例                                     成交总额的比例
    兴业证券           110,498,939.80                 82.46%                 8,533,919.87           1.18%6.4.10.1.3 债券回购交易本基金本报告期内及上年度可比期间内均未通过关联方交易单元进行债券回购交易。6.4.10.1.4 权证交易本基金本报告期内及上年度可比期间内均未通过关联方交易单元进行权证交易。6.4.10.1.5 应支付关联方的佣金
                                                                                  金额单位:人民币元
                                                          本期
                                          2012年1月1日至2012年6月30日关联方名称
                      当期                占当期佣金                                        占期末应付佣
                                                                 期末应付佣金余额
                      佣金                总量的比例                                        金总额的比例
    兴业证券                   200,279.32           8.38%                                 -                -
                                                上年度可比期间
                                          2011年1月1日至2011年6月30日关联方名称
                      当期                占当期佣金                                        占期末应付佣
                                                                 期末应付佣金余额
                      佣金                总量的比例                                        金总额的比例
    兴业证券                     700,083.50           6.75%                        435,242.41          8.63%注:上述佣金按市场佣金率计算,扣除证券公司需承担的费用(包括但不限于买(卖)经手费、证券结算风险基金和买(卖)证管费等)。管理人因此从关联方获取的其他服务主要包括:为本基金提供的证券投资研究成果和市场信息服务。6.4.10.2 关联方报酬6.4.10.2.1 基金管理费
                                                                                       单位:人民币元
                                           本期                             上年度可比期间
           项目
                       2012 年 1 月 1 日至 2012 年 6 月 30 日         2011年1月1日至2011年6月30日
    当期发生的基金应支                               80,185,990.52                        108,318,045.84付的管理费
    其中:支付销售机构                               17,172,167.46                         22,756,995.33的客户维护费注:基金管理费按前一日的基金资产净值的 1.5%的年费率计提。计算方法如下:每日应支付的基金管理费=前一日的基金资产净值×1.5%/当年天数。
                                          兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告6.4.10.2.2 基金托管费
                                                                                单位:人民币元
                                      本期                           上年度可比期间
          项目
                           2012年1月1日至2012年6月30日         2011年1月1日至2011年6月30日
    当期发生的基金应支付                       13,364,331.77                        18,053,007.62的托管费注:基金托管费按前一日的基金资产净值的 0.25%的年费率计提。计算方法如下:每日应支付的基金托管费=前一日的基金资产净值×0.25%/当年天数。6.4.10.3 与关联方进行银行间同业市场的债券(含回购)交易本基金本报告期内及上年度可比期间内均未与关联方进行银行间同业市场的债券(含回购)交易。6.4.10.4 各关联方投资本基金的情况6.4.10.4.1 报告期内基金管理人运用固有资金投资本基金的情况
                                                                                   份额单位:份
                                                      本期                   上年度可比期间
                 项目                     2012 年 1 月 1 日至 2012 年 6   2011 年 1 月 1 日至 2011
                                                    月 30 日                   年 6 月 30 日
    基金合同生效日( 2005 年 11 月 3 日 )                              -                          -持有的基金份额
    期初持有的基金份额                                    28,720,919.10                            -
    期间申购/买入总份额                                                 -           28,720,919.10
    期间因拆分变动份额                                                  -                          -
    减:期间赎回/卖出总份额                                             -                          -
    期末持有的基金份额                                    28,720,919.10             28,720,919.10
    期末持有的基金份额占基金总份额比例                             0.23%                      0.23%注:1、期间申购/买入总份额含红利再投资、转换转入份额,期间赎回/卖出总份额含转换转出份额。
    2、关联方投资本基金的费率按照基金合同和招募说明书规定的确定,符合公允性要求。6.4.10.4.2 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本基金除基金管理人之外的其他关联方于本报告期末及上年度末均未持有本基金。
                                                 兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告6.4.10.5 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
               2012 年 1 月 1 日至 2012 年 6 月 30 日            2011 年 1 月 1 日至 2011 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
    兴业银行       787,009,127.30             10,351,226.95                338,798,392.29          4,000,639.656.4.10.6 本基金在承销期内参与关联方承销证券的情况
                                                                                          金额单位:人民币元
                                                   本期
                                  2012 年 1 月 1 日至 2012 年 6 月 30 日
                                                                    基金在承销期内买入
    关联方名称      证券代码      证券名称              发行方式
                                                                    数量(单位:股) 总金额
         -            -                 -                    -                 -                    -
                                            上年度可比期间
                                  2011 年 1 月 1 日至 2011 年 6 月 30 日
                                                                    基金在承销期内买入
    关联方名称      证券代码      证券名称         发行方式
                                                                    数量(单位:股) 总金额
    兴业证券         002594         比亚迪         首次公开发行                 3,000,000        54,000,000.00注:本基金上年度可比期间参与了比亚迪股份有限公司(002594)A 股发行,该股票此次发行的副主承销商之一兴业证券股份有限公司是本基金管理人的控股股东。6.4.10.7 其他关联交易事项的说明
    无。6.4.11 利润分配情况6.4.11.1 利润分配情况——非货币市场基金本基金本报告期未进行利润分配。6.4.12 期末( 2012 年 6 月 30 日 )本基金持有的流通受限证券6.4.12.1 因认购新发/增发证券而于期末持有的流通受限证券
                                                                                          金额单位:人民币元6.4.12.1.1 受限证券类别:股票
                              流通
    证券 证券 成功       可流            认购 期末估            数量            期末
                              受限                                                        期末估值总额 备注
    代码 名称 认购日 通日                价格 值单价 (单位:股)             成本总额
                              类型
         民和 2011 年 2012 非公开
    002234                                 19.30    10.42        1,930,000    37,249,000.00 20,110,600.00         -
         股份 11 月 14 年 11 发行流
                                                    兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
                  日      月 15 通受限
                            日
                           2012
                2012 年           非公开
         民和             年 11
    002234          6 月 18           发行转      -    10.42        1,930,000                 - 20,110,600.00    注1
         股份             月 15
                  日                增
                            日
                2011 年 2012 非公开
         成飞
    002190          7 月 12 年 7 月 发行流     17.20   15.08        2,000,000     34,400,000.00 30,160,000.00      -
         集成
                  日      13 日 通受限
                2012 年 2012 非公开
         成飞
    002190          5 月 30 年 7 月 发行转        -    15.08          600,000                 -   9,048,000.00   注2
         集成
                  日      13 日     增
                2011 年 2012 非公开
         广发
    000776          8 月 25 年 8 月 发行流     26.91   29.35        12,560,000   337,989,600.00 368,636,000.00     -
         证券
                  日      27 日 通受限
                2011 年 2012 非公开
         山煤
    600546          12 月 5 年 12 发行流       22.80   20.92        12,000,000   273,600,000.00 251,040,000.00     -
         国际
                  日      月 1 日 通受限
                2012 年 2013 非公开
         中国
    601766          3 月 19 年 3 月 发行流      4.46    4.49        19,572,000    87,291,120.00 87,878,280.00      -
         南车
                  日      15 日 通受限
                2012 年 2013 非公开
         宗申
    001696          3 月 21 年 3 月 发行流      5.44    5.43        3,400,000     18,496,000.00 18,462,000.00      -
         动力
                  日      22 日 通受限
                2012 年 2013 非公开
         川润
    002272          4 月 10 年 4 月 发行流      6.30    6.77        3,710,000     23,373,000.00 25,116,700.00      -
         股份
                  日      11 日 通受限
                2012 年 2012
         东江                     新股流
    002672          4 月 19 年 7 月            43.00   59.00        1,500,000     64,500,000.00 88,500,000.00      -
         环保                     通受限
                  日      26 日注 1:本基金持有的非公开发行股票民和股份,于 2012 年 6 月 18 日实施 2011 年度利润分配、转增股本方案,向全体股东按每 10 股派送现金人民币 10 元(含税);同时,以资本公积金向全体股东每 10 股转增 10 股。本基金新增 1,930,000 股。注 2:本基金持有的非公开发行股票成飞集成,于 2012 年 5 月 30 日实施 2011 年度利润分配、转增股本方案,向全体股东按每 10 股派送现金人民币 1.5 元(含税);同时,以资本公积金向全体股东每 10 股转增 3 股。本基金新增 600,000 股。
                                     兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告6.4.12.2 期末持有的暂时停牌等流通受限股票本基金本期末未持有临时停牌等流通受限证券。6.4.12.3 期末债券正回购交易中作为抵押的债券6.4.12.3.1 银行间市场债券正回购本基金本报告期末未持有银行间市场债券正回购交易中作为抵押的债券。6.4.12.3.2 交易所市场债券正回购
    本基金本报告期末未持有交易所市场债券正回购交易中作为抵押的债券。6.4.13 金融工具风险及管理6.4.13.1 风险管理政策和组织架构
    本基金在日常经营活动中涉及的财务风险主要包括信用风险、流动性风险及市场风险。本基金管理人制定了政策和程序来识别及分析这些风险,并设定适当的风险限额及内部控制流程,通过可靠的管理及信息系统持续监控上述各类风险。
    本基金管理人建立了以风险控制委员会为核心的,由督察长、风险管理委员会、监察稽核部、相关职能部门和业务部门构成的四级风险管理架构体系。6.4.13.2 信用风险
    信用风险是指基金在交易过程中因交易对手未履行合约责任,或者基金所投资证券之发行人出现违约、拒绝支付到期本息,导致基金资产损失和收益变化的风险。本基金均投资于具有良好信用等级的证券,且通过分散化投资以分散信用风险。本基金投资于一家上市公司发行的股票市值不超过基金资产净值的 10%,且本基金与由本基金管理人管理的其他基金共同持有一家公司发行的证券,不得超过该证券的 10%。
    本基金在交易所进行的交易均与中国证券登记结算有限责任公司完成证券交收和款项清算,因此违约风险发生的可能性很小;基金在进行银行间同业市场交易前均对交易对手进行信用评估,以控制相应的信用风险。6.4.13.3 流动性风险
    流动性风险是指基金所持金融工具变现的难易程度。本基金的流动性风险一方面来自于基金份额持有人可随时要求赎回其持有的基金份额,另一方面来自于投资品种所处的交易市场不活跃而带来的变现困难。
                                     兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
    本基金所持大部分证券在证券交易所上市,其余亦可在银行间同业市场交易,因此,除在附注 6.4.12 中列示的部分基金资产流通暂时受限制不能自由转让的情况外,其余均能及时变现。此外,本基金可通过卖出回购金融资产方式借入短期资金应对流动性需求,其上限一般不超过基金持有的债券资产的公允价值。
    本基金管理人每日预测本基金的流动性需求,并同时通过独立的风险管理部门设定流动性比例要求,对流动性指标进行持续的监测和分析。6.4.13.4 市场风险
    市场风险是指基金所持金融工具的公允价值或未来现金流量因所处市场各类价格因素的变动而发生波动的风险,包括利率风险、外汇风险和其他价格风险。6.4.13.4.1 利率风险
    利率风险是指基金的财务状况和现金流量受市场利率变动而发生波动的风险。本基金的生息资产主要为银行存款、结算备付金、权证存出保证金及债券投资等。
                                                                                                    兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告6.4.13.4.1.1 利率风险敞口
                                                                                                                                          单位:人民币元
    本期末
                            1 个月以内         1-3 个月       3 个月-1 年           1-5 年        5 年以上           不计息              合计
    2012 年 6 月 30 日
    资产
    银行存款               787,009,127.30   300,000,000.00                  -               -               -                  -    1,087,009,127.30
    结算备付金                 760,267.20                -                  -               -               -                  -          760,267.20
    存出保证金                          -                -                  -               -               -        2,000,000.00       2,000,000.00
    交易性金融资产                      -                -   421,908,294.70     781,980,521.34   21,648,751.70   7,970,774,123.71   9,196,311,691.45
    买入返售金融资产       190,460,455.69                -                  -               -               -                  -      190,460,455.69
    应收证券清算款                      -                -                  -               -               -      202,131,592.86     202,131,592.86
    应收利息                            -                -                  -               -               -      15,354,554.44      15,354,554.44
    应收股利                            -                -                  -               -               -        3,250,543.77       3,250,543.77
    应收申购款                 20,268.40                 -                  -               -               -        1,356,967.04       1,377,235.44
    其他资产                            -                -                  -               -               -                  -                  -
    资产总计               978,250,118.59   300,000,000.00   421,908,294.70     781,980,521.34   21,648,751.70   8,194,867,781.82 10,698,655,468.15
    负债
    应付赎回款                          -                -                  -               -               -        4,601,052.07       4,601,052.07
    应付管理人报酬                      -                -                  -               -               -      13,210,747.35      13,210,747.35
    应付托管费                          -                -                  -               -               -        2,201,791.20       2,201,791.20
    应付交易费用                        -                -                  -               -               -        1,118,026.46       1,118,026.46
    其他负债                            -                -                  -               -               -        1,971,861.95       1,971,861.95
    负债总计                            -                -                  -               -               -      23,103,479.03      23,103,479.03
                                                                                                       兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
    利率敏感度缺口          978,250,118.59   300,000,000.00   421,908,294.70      781,980,521.34   21,648,751.70    8,171,764,302.79 10,675,551,989.12
    上年度末
                             1 个月以内         1-3 个月        3 个月-1 年           1-5 年          5 年以上           不计息             合计
    2011 年 12 月 31 日
    资产
    银行存款              1,095,136,960.59                -                   -               -                 -                 -    1,095,136,960.59
    结算备付金                6,024,018.93                -                   -               -                 -                 -        6,024,018.93
    存出保证金                2,000,000.00                -                   -               -                 -       1,956,000.85       3,956,000.85
    交易性金融资产                       -                -   420,134,676.00      420,410,415.32   247,899,084.90   7,604,892,113.25   8,693,336,289.47
    买入返售金融资产        700,000,000.00                -                   -               -                 -                 -      700,000,000.00
    应收利息                             -                -                   -               -                 -       5,612,585.08       5,612,585.08
    应收申购款                  26,477.14                 -                   -               -                 -       1,120,771.37       1,147,248.51
    资产总计              1,803,187,456.66                -   420,134,676.00      420,410,415.32   247,899,084.90   7,613,581,470.55 10,505,213,103.43
    负债
    应付证券清算款                       -                -                   -               -                 -     55,749,087.79      55,749,087.79
    应付赎回款                           -                -                   -               -                 -       4,958,845.39       4,958,845.39
    应付管理人报酬                       -                -                   -               -                 -     13,922,461.33      13,922,461.33
    应付托管费                           -                -                   -               -                 -       2,320,410.19       2,320,410.19
    应付交易费用                         -                -                   -               -                 -       1,928,024.80       1,928,024.80
    其他负债                             -                -                   -               -                 -       1,913,799.23       1,913,799.23
    负债总计                             -                -                   -               -                 -     80,792,628.73      80,792,628.73
    利率敏感度缺口        1,803,187,456.66                -   420,134,676.00      420,410,415.32   247,899,084.90   7,532,788,841.82 10,424,420,474.70注:表中所示为本基金资产及交易形成负债的公允价值,并按照合约规定的重新定价日或到期日孰早者进行了分类。
                                        兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告6.4.13.4.1.2 利率风险的敏感性分析
       其他影响债券公允价值的变量保持不变,仅利率发生变动假设
       假设所有期限的利率保持同方向同幅度的变化(即平移收益率曲线)
                                              对资产负债表日基金资产净值的
        相关风险变量的变动                       影响金额(单位:人民币元)
    分析                         本期末( 2012 年 6 月 30 日 ) 上年度末( 2011 年 12 月 31 日 )
       利率 -1%                               4,584,150.94                     7,060,056.26
       利率 +1%                             -4,412,078.84                     -6,819,194.02注:上表反映了在其他变量不变的假设下,利率发生合理、可能的变动时,为交易而持有的债权公允价值的变动将对基金净值产生的影响。6.4.13.4.2 外汇风险
    本基金的所有资产及负债以人民币计价,因此无外汇风险。6.4.13.4.3 其他价格风险
    本基金其他价格风险主要系市场价格风险,市场价格风险是指基金所持金融工具的公允价值或未来现金流量因除市场利率和外汇汇率以外的市场价格因素变动而发生波动的风险。本基金主要投资于证券交易所上市或银行间同业市场交易的股票和债券,所面临的本基金其他价格风险主要系市场价格风险,市场价格风险是指基金所持金融工具的公允价值或未来现金流量因除市场利率和外汇汇率以外的市场价格因素变动而发生波动的风险。本基金主要投资于证券交易所上市或银行间同业市场交易的股票和债券,所面临的最大市场价格风险由所持有的金融工具的公允价值决定。本基金通过投资组合的分散化降低市场价格风险,并且本基金管理人每日对本基金所持有的证券价格实施监控。
    本基金投资组合中股票投资比例范围为基金资产净值的 30%-95%;固定收益类证券为0%-65%;现金或者到期日在一年以内的政府债券比例在 5%以上。本基金面临的整体市场价格风险列示如下:6.4.13.4.3.1 其他价格风险敞口
                                                                        金额单位:人民币元
                                     本期末                            上年度末
                                2012 年 6 月 30 日                2011 年 12 月 31 日
          项目                                   占基金资                         占基金资
                             公允价值            产净值比       公允价值          产净值比
                                                 例(%)                          例(%)
                                         兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
    交易性金融资产-股票投资       7,970,774,123.71        74.66    7,604,892,113.25          72.95
    交易性金融资产-基金投资                     -             -                     -            -
    交易性金融资产-债券投资 1,225,537,567.74             11.48    1,088,444,176.22          10.44
    衍生金融资产-权证投资                       -             -                     -            -
    其他                                         -             -                     -            -
             合计             9,196,311,691.45        86.14    8,693,336,289.47          83.396.4.13.4.3.2 其他价格风险的敏感性分析
               假设单个证券的公允价值和市场组合的公允价值依照资本-资产定价模型(CAPM)
               描述的规律进行变动
      假设     使用本基金业绩比较基准所对应的市场组合进行分析
               在业绩基准变化 10%时,对单个证券相应的公允价值变化进行加总得到基金净值
               的变化
                                                      对资产负债表日基金资产净值的
                                                       影响金额(单位:人民币元)
                    相关风险变量的变动
                                           本期末( 2012 年 6 月      上年度末( 2011 年 12 月
      分析
                                                    30 日 )                  31 日 )
               业绩比较基准 -10%              -1,393,524,425.96            -1,393,592,151.67
               业绩比较基准 +10%                  1,393,524,425.96          1,393,592,151.67注:本基金管理人运用 CAPM 模型方法对本基金的市场价格风险进行分析。上表为市场价格风险的敏感性分析,反映了在其他变量不变的假设下,证券投资价格发生合理、可能的变动时,将对基金净值产生的影响。6.4.14 有助于理解和分析会计报表需要说明的其他事项
      由于四舍五入的原因,分项之和与合计项之间可能存在尾差。
                                     §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
                                                                            占基金总资产的比例
    序号                         项目                             金额
                                                                                     (%)
    1      权益投资                                        7,970,774,123.71                    74.50
         其中:股票                                      7,970,774,123.71                    74.50
                                          兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
    2    固定收益投资                                    1,225,537,567.74                  11.46
          其中:债券                                      1,225,537,567.74                  11.46
                  资产支持证券                                               -                      -
    3    金融衍生品投资                                                     -                      -
    4    买入返售金融资产                                    190,460,455.69                  1.78
          其中:买断式回购的买入返售金融资产                                 -                      -
    5    银行存款和结算备付金合计                        1,087,769,394.50                  10.17
    6    其他各项资产                                        224,113,926.51                  2.09
    7    合计                                           10,698,655,468.15                 100.007.2 期末按行业分类的股票投资组合
                                                                             金额单位:人民币元
    代码                行业类别                       公允价值              占基金资产净值比例(%)
    A       农、林、牧、渔业                              40,221,200.00                       0.38
    B       采掘业                                       451,934,230.32                       4.23
    C       制造业                                     3,819,812,325.72                      35.78
    C0               食品、饮料                         2,143,673,837.72                      20.08
    C1               纺织、服装、皮毛                      34,038,638.80                       0.32
    C2               木材、家具                                          -                         -
    C3               造纸、印刷                                          -                         -
    C4               石油、化学、塑胶、塑料               209,476,981.80                       1.96
    C5               电子                                  45,284,407.26                       0.42
    C6               金属、非金属                          10,281,453.00                       0.10
    C7               机械、设备、仪表                     381,480,176.23                       3.57
    C8               医药、生物制品                       969,200,010.23                       9.08
    C99              其他制造业                            26,376,820.68                       0.25
    D       电力、煤气及水的生产和供应业                 112,941,750.60                       1.06
    E       建筑业                                        68,749,359.77                       0.64
    F       交通运输、仓储业                             148,053,694.32                       1.39
    G       信息技术业                                    33,239,357.62                       0.31
    H       批发和零售贸易                               648,612,984.24                       6.08
    I       金融、保险业                               2,505,628,047.35                      23.47
    J       房地产业                                      42,671,173.77                       0.40
    K       社会服务业                                    98,910,000.00                       0.93
    L       传播与文化产业                                              -                         -
    M       综合类                                                      -                         -
                        合计                        7,970,774,123.71                      74.66
                                    兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告7.3 期末按公允价值占基金资产净值比例大小排序的所有股票投资明细
                                                                    金额单位:人民币元
                                                                         占基金资产净值
    序号   股票代码   股票名称   数量(股)             公允价值
                                                                           比例(%)
    1     000895     双汇发展     10,600,180             655,939,138.40                6.14
    2     600036     招商银行     52,262,113             570,702,273.96                5.35
    3     601318     中国平安     12,054,100             551,354,534.00                5.16
    4     600519     贵州茅台      2,075,537             496,364,673.55                4.65
    5     600000     浦发银行     60,949,643             495,520,597.59                4.64
    6     600276     恒瑞医药     14,300,000             410,553,000.00                3.85
    7     000776     广发证券     12,560,000             368,636,000.00                3.45
    8     000858     五 粮 液      8,975,886             294,050,025.36                2.75
    9     600600     青岛啤酒      7,025,222             268,293,228.18                2.51
    10    000568     泸州老窖      6,228,869             263,543,447.39                2.47
    11    600546     山煤国际     12,000,000             251,040,000.00                2.35
    12    600016     民生银行     32,204,134             192,902,762.66                1.81
    13    601601     中国太保      8,499,965             188,529,223.70                1.77
    14    000963     华东医药      5,965,618             180,161,663.60                1.69
    15    002001     新 和 成      8,322,431             175,852,967.03                1.65
    16    002250     联化科技      7,410,000             127,822,500.00                1.20
    17    600887     伊利股份      5,912,698             121,683,324.84                1.14
    18    600785     新华百货      6,518,990             119,427,896.80                1.12
    19    600420     现代制药      8,610,478             116,930,291.24                1.10
    20    601088     中国神华      5,129,859             115,319,230.32                1.08
    21    600795     国电电力     41,270,547             111,430,476.90                1.04
    22    600015     华夏银行      9,999,972              94,699,734.84                0.89
    23    600029     南方航空     20,356,912              93,845,364.32                0.88
    24    002672     东江环保      1,500,000              88,500,000.00                0.83
    25    601766     中国南车     19,572,000              87,878,280.00                0.82
    26    000800     一汽轿车      7,727,782              83,923,712.52                0.79
    27    600511     国药股份      5,952,800              83,339,200.00                0.78
    28    000028     国药一致      2,497,543              74,376,830.54                0.70
    29    601899     紫金矿业     15,000,000              58,200,000.00                0.55
    30    600426     华鲁恒升      7,820,000              57,789,800.00                0.54
    31    601006     大秦铁路      7,711,000              54,208,330.00                0.51
    32    000919     金陵药业      6,400,000              53,888,000.00                0.50
    33    601668     中国建筑     16,115,034              53,824,213.56                0.50
                             兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
    34   000882   华联股份    13,200,000             48,840,000.00                0.46
    35   000729   燕京啤酒     6,000,000             43,800,000.00                0.41
    36   601009   南京银行     5,080,155             43,282,920.60                0.41
    37   600859    王府井      1,508,168             41,263,476.48                0.39
    38   002234   民和股份     3,860,000             40,221,200.00                0.38
    39   002190   成飞集成     2,600,000             39,208,000.00                0.37
    40   600216   浙江医药     1,486,321             37,380,973.15                0.35
    41   600594   益佰制药     1,763,266             34,912,666.80                0.33
    42   600195   中牧股份     1,952,372             33,307,466.32                0.31
    43   600196   复星医药     3,194,565             32,935,965.15                0.31
    44   600169   太原重工     9,000,000             31,590,000.00                0.30
    45   000987   广州友谊     2,361,211             31,215,209.42                0.29
    46   600570   恒生电子     2,022,300             27,745,956.00                0.26
    47   601001   大同煤业     2,500,000             27,375,000.00                0.26
    48   002055   得润电子     3,974,666             27,266,208.76                0.26
    49   600218   全柴动力     2,000,000             26,920,000.00                0.25
    50   002594    比亚迪      1,328,138             26,376,820.68                0.25
    51   600664   哈药股份     4,000,000             26,360,000.00                0.25
    52   002422   科伦药业       540,704             25,229,248.64                0.24
    53   002272   川润股份     3,710,000             25,116,700.00                0.24
    54   600694   大商股份       743,053             24,855,122.85                0.23
    55   600256   广汇能源     1,799,991             24,245,878.77                0.23
    56   002450    康得新      1,499,980             23,864,681.80                0.22
    57   002367   康力电梯     2,907,188             23,286,575.88                0.22
    58   000726   鲁   泰A    3,153,442             22,830,920.08                0.21
    59   000999   华润三九       999,974             21,849,431.90                0.20
    60   300306   远方光电       500,000             20,500,000.00                0.19
    61   000061   农 产 品     3,462,278             20,081,212.40                0.19
    62   600337   美克股份     3,143,610             18,861,660.00                0.18
    63   001696   宗申动力     3,400,000             18,462,000.00                0.17
    64   600637    百视通      1,375,435             18,018,198.50                0.17
    65   601800   中国交建     3,102,941             14,925,146.21                0.14
    66   000927   一汽夏利     1,999,851             14,658,907.83                0.14
    67   601339   百隆东方       997,128             11,207,718.72                0.10
    68   000667   名流置业     5,000,000             10,800,000.00                0.10
    69   300332   天壕节能     1,000,000             10,410,000.00                0.10
    70   600425   青松建化       869,100             10,281,453.00                0.10
    71   002639   雪人股份       800,000              9,936,000.00                0.09
                                    兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
    72    600639     浦东金桥       1,075,500              7,625,295.00                0.07
    73    600056     中国医药         282,037              6,190,712.15                0.06
    74    600588     用友软件         359,987              5,493,401.62                0.05
    75    600011     华能国际         234,306              1,511,273.70                0.017.4 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
    序号   股票代码       股票名称     本期累计买入金额     占期初基金资产净值比例(%)
    1     601318        中国平安        177,271,914.44                                1.70
    2     600016        民生银行        164,914,573.66                                1.58
    3     600795        国电电力        108,502,323.17                                1.04
    4     601766        中国南车         87,291,120.00                                0.84
    5     601800        中国交建         74,212,578.00                                0.71
    6     601899        紫金矿业         69,695,940.22                                0.67
    7     601088        中国神华         67,036,085.81                                0.64
    8     002672        东江环保         64,500,000.00                                0.62
    9     600196        复星医药         62,767,100.67                                0.60
    10     601006        大秦铁路         56,702,410.00                                0.54
    11     601668        中国建筑         54,108,367.56                                0.52
    12     600143        金发科技         49,930,457.05                                0.48
    13     600511        国药股份         49,647,889.39                                0.48
    14     601339        百隆东方         39,483,860.00                                0.38
    15     600036        招商银行         37,807,680.40                                0.36
    16     600015        华夏银行         33,599,852.34                                0.32
    17     600779         水井坊          31,235,528.61                                0.30
    18     002594         比亚迪          30,707,572.12                                0.29
    19     000858        五 粮 液         26,650,952.57                                0.26
    20     600337        美克股份         26,258,080.61                                0.25注:“买入金额”按买卖成交金额(成交单价乘以成交数量)填列,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
    序号   股票代码       股票名称      本期累计卖出金额      占期初基金资产净值比例(%)
                                     兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
    1     600029        南方航空               283,794,903.68                           2.72
    2     601318        中国平安               101,540,427.93                           0.97
    3     000895        双汇发展                98,638,249.39                           0.95
    4     600263        路桥建设                74,212,578.00                           0.71
    5     601800        中国交建                72,448,212.71                           0.69
    6     601601        中国太保                69,342,834.47                           0.67
    7     601001        大同煤业                68,547,030.04                           0.66
    8     002594           比亚迪               66,031,625.68                           0.63
    9     002419        天虹商场                64,492,079.38                           0.62
    10     000063        中兴通讯                50,107,402.08                           0.48
    11     600664        哈药股份                48,303,142.36                           0.46
    12     000729        燕京啤酒                45,915,623.42                           0.44
    13     600143        金发科技                45,387,748.82                           0.44
    14     000592        中福实业                44,507,771.69                           0.43
    15     600690        青岛海尔                41,671,959.29                           0.40
    16     600187        国中水务                39,530,835.31                           0.38
    17     600169        太原重工                37,986,055.28                           0.36
    18     600779           水井坊               37,912,658.22                           0.36
    19     002638        勤上光电                32,436,901.62                           0.31
    20     600196        复星医药                32,192,789.04                           0.31注:“卖出金额”按买卖成交金额(成交单价乘以成交数量)填列,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                                                   1,633,551,078.11
    卖出股票收入(成交)总额                                                   1,654,116,603.93注:“买入股票成本”、“卖出股票收入”按买卖成交金额(成交单价乘以成交数量)填列,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
                                                                        金额单位:人民币元
    序号          债券品种                  公允价值                  占基金资产净值比例(%)
    1     国家债券                                               -                          -
    2     央行票据                               387,640,000.00                          3.63
    3     金融债券                                               -                          -
        其中:政策性金融债                                     -                          -
    4     企业债券                               119,912,115.50                          1.12
                                          兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
    5       企业短期融资券                                         -                            -
    6       中期票据                                               -                            -
    7       可转债                                    717,985,452.24                         6.73
    8       其他                                                   -                            -
    9       合计                                 1,225,537,567.74                           11.487.6 期末按公允价值占基金资产净值比例大小排名的前五名债券投资明细
                                                                          金额单位:人民币元
                                                                               占基金资产净值
    序号     债券代码     债券名称       数量(张)           公允价值
                                                                                 比例(%)
    1       1101088    11 央行票据 88     4,000,000            387,640,000.00                3.63
    2        113002      工行转债         2,266,920            247,071,610.80                2.31
    3        110015      石化转债         2,263,540            226,150,281.40                2.12
    4        113001      中行转债         2,289,150            222,322,248.00                2.08
    5        112030      11 鲁西债          479,130             48,871,260.00                0.467.7 期末按公允价值占基金资产净值比例大小排序的所有资产支持证券投资明细本基金本报告期末未持有资产支持证券。7.8 期末按公允价值占基金资产净值比例大小排名的前五名权证投资明细本基金本报告期末未持有权证。7.9 投资组合报告附注7.9.1 本基金投资的前十名证券的发行主体本期未出现被监管部门立案调查,并且未在报告编
        制日前一年内受到公开谴责、处罚的情形。7.9.2 本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库之外的股票。7.9.3 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                                                                2,000,000.00
    2       应收证券清算款                                                         202,131,592.86
    3       应收股利                                                                  3,250,543.77
    4       应收利息                                                                15,354,554.44
    5       应收申购款                                                                1,377,235.44
                                                  兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
    6          其他应收款                                                                                     -
    7          待摊费用                                                                                       -
    8          其他                                                                                           -
    9          合计                                                                          224,113,926.517.9.4 期末持有的处于转股期的可转换债券明细
                                                                                    金额单位:人民币元
    序号     债券代码                债券名称                   公允价值        占基金资产净值比例(%)
    1          113002              工行转债              247,071,610.80                                2.31
    2          110015              石化转债              226,150,281.40                                2.12
    3          113001              中行转债              222,322,248.00                                2.08
    4          110018              国电转债                   14,022,759.60                            0.13
    5          110017              中海转债                    6,319,589.90                            0.06
    6          125089              深机转债                    1,306,402.20                            0.01
    7          129031              巨轮转 2                     792,560.34                             0.017.9.5 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
                                 流通受限部分的公允 占基金资产净值比
    序号 股票代码 股票名称                                                            流通受限情况说明
                                       价值             例(%)
    1      000776       广发证券       368,636,000.00                      3.45               非公开发行7.9.6 投资组合报告附注的其他文字描述部分
      由于四舍五入的原因,分项之和与合计项之间可能存在尾差。
                                    §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
                                                                   持有人结构
    持有人户数         户均持有的                  机构投资者                         个人投资者
      (户)            基金份额                                 占总份                           占总份
                                            持有份额                            持有份额
                                                               额比例                           额比例
      512,540         24,621.04        737,422,160.85            5.84%      11,881,847,639.21   94.16%
                                         兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告8.2 期末上市基金前十名持有人
    序号                持有人名称                    持有份额(份)         占上市总份额比例
    1        黄建鹏                                        1,720,000.00                     0.48%
    2        蒋月仙                                        1,650,000.00                     0.46%
    3        陈定敬                                        1,347,840.00                     0.38%
    4        厦门市万家合物业服务有限公司                  1,300,000.00                     0.36%
    5        叶风                                          1,129,500.00                     0.32%
    6        黄芳                                          1,000,000.00                     0.28%
    7        徐慧均                                        1,000,000.00                     0.28%
    8        姚猛进                                          990,000.00                     0.28%
    9        陈振宇                                          988,100.00                     0.28%
    10       石薇                                            951,400.00                     0.27%注:持有人为 LOF 基金场内持有人。8.3 期末基金管理人的从业人员持有本基金的情况
                   项目                           持有份额总数(份)       占基金总份额比例
    基金管理公司所有从业人员持有本基金                           66,796.39               0.0005%注:1、本公司高级管理人员、基金投资和研究部门负责人持有本基金份额总量的数量区间为 0。
      2、本基金的基金经理持有本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
    本报告期期初基金份额总额                                                 12,815,898,054.08
    本报告期基金总申购份额                                                       337,053,538.09
    减:本报告期基金总赎回份额                                                    533,681,792.11
    本报告期基金拆分变动份额                                                                    -
    本报告期期末基金份额总额                                                 12,619,269,800.06注:总申购份额含红利再投资、转换入份额,总赎回份额含转换出份额。
                                         兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
                                 §10 重大事件揭示10.1 基金份额持有人大会决议
    报告期内本基金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
    (1)报告期内基金管理人重大人事变动:
    经中国证监会批准,王晓明先生任兴业全球基金管理有限公司副总经理。
    (2)报告期内本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
    报告期内无涉及本基金管理人、基金财产、基金托管业务的诉讼事项。10.4 基金投资策略的改变
    报告期内本基金投资策略未发生改变。10.5 为基金进行审计的会计师事务所情况
    报告期内本基金未改聘为本基金提供审计服务的审计机构——安永华明会计师事务所。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
    报告期内本基金管理人、基金托管人及其高级管理人员未受到监管部门的稽查或处罚。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
    券商名称   交易单                     占当期股票                       占当期佣金
                      成交金额                             佣金
            元数量                    成交总额的比例                    总量的比例      备注
    申银万国        1 1,125,979,959.84               39.79%   957,080.82         40.05%     -
    海通证券        2   632,642,081.92               22.36%   537,930.76         22.51%     -
    国金证券        1   439,132,957.88               15.52%   373,257.38         15.62%     -
    民生证券        2   331,894,427.12               11.73%   270,526.14         11.32%     -
    兴业证券        2   240,908,274.84               8.51%    200,279.32           8.38%    -
                                                兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
    中银国际           1      33,766,086.76                  1.19%        29,477.50             1.23%       -
    中金公司           1      14,116,524.32                  0.50%        11,998.54             0.50%       -
    安信证券           2       8,999,252.36                  0.32%         7,311.92             0.31%       -
    东北证券           2       2,165,636.00                  0.08%         1,840.75             0.08%       -
    国海证券           1                  -                     -                   -                 -     -
    中信建投           2                  -                     -                   -                 -     -
    广发证券           1                  -                     -                   -                 -     -
    中信证券           1                  -                     -                   -                 -     -
    光大证券           1                  -                     -                   -                 -     -
    民族证券           1                  -                     -                   -                 -     -
    招商证券           1                  -                     -                   -                 -     -
    金元证券           1                  -                     -                   -                 -     -
    国元证券           1                  -                     -                   -                 -     -
    东方证券           1                  -                     -                   -                 -     -
    华泰联合证券         1                  -                     -                   -                 -     -注:根据中国证监会的有关规定,我司在综合考量证券经营机构的财务状况、经营状况、研究能力、客户服务质量的基础上,选择基金专用交易席位。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
                                                                                          金额单位:人民币元
                          债券交易                          债券回购交易                      权证交易
                                                                       占当期债券回                 占当期权证
    券商名称                         占当期债券
                 成交金额                             成交金额         购成交总额的 成交金额 成交总额的
                                 成交总额的比例
                                                                           比例                         比例
    申银万国     12,588,488.20                9.39% 900,000,000.00              52.94%            -              -
    海通证券     10,922,868.00                8.15% 100,000,000.00                  5.88%         -              -
    国金证券                   -                    - 400,000,000.00            23.53%            -              -
    民生证券                   -                    - 300,000,000.00            17.65%            -              -
    兴业证券     110,498,939.80               82.46%                 -                  -         -              -
    中银国际                   -                    -                -                  -         -              -
    中金公司                   -                    -                -                  -         -              -
    安信证券                   -                    -                -                  -         -              -
    东北证券                   -                    -                -                  -         -              -
    国海证券                   -                    -                -                  -         -              -
    中信建投                   -                    -                -                  -         -              -
    广发证券                   -                    -                -                  -         -              -
    中信证券                   -                    -                -                  -         -              -
                                      兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
    光大证券              -              -            -               -         -              -
    民族证券              -              -            -               -         -              -
    招商证券              -              -            -               -         -              -
    金元证券              -              -            -               -         -              -
    国元证券              -              -            -               -         -              -
    东方证券              -              -            -               -         -              -
    华泰联合证券            -              -            -               -         -              -10.8 其他重大事件
    序号               公告事项                    法定披露方式              法定披露日期
         关于旗下各基金 2011 年 12 月 31   中国证券报、上海证券报、1
         日资产净值公告                    证券时报、基金管理人网站     2012 年 1 月 1 日
         关于调整中国工商银行借记卡基      中国证券报、上海证券报、2
         金网上直销优惠费率的公告          证券时报、基金管理人网站     2012 年 2 月 27 日
         关于聘任公司高级管理人员的公      中国证券报、上海证券报、3
         告                                证券时报、基金管理人网站     2012 年 3 月 6 日
         关于公司旗下部分基金投资中国      中国证券报、上海证券报、
    4        南车(601766)非公开发行股票的    证券时报、基金管理人网站
         公告                                                           2012 年 3 月 21 日
         关于公司旗下部分基金投资宗申      中国证券报、上海证券报、
    5        动力(001696)非公开发行股票的    证券时报、基金管理人网站
         公告                                                           2012 年 3 月 23 日
         关于继续参加工商银行个人电子      中国证券报、上海证券报、
    6        银行基金申购费率优惠活动的公      证券时报、基金管理人网站
         告.                                                            2012 年 3 月 30 日
         关于通过申银万国证券非现场交      中国证券报、上海证券报、
    7        易方式申购兴全趋势基金费率优      证券时报、基金管理人网站
         惠活动的公告                                                   2012 年 3 月 30 日
         关于通过国泰君安证券自助式交      中国证券报、上海证券报、8
         易系统申购旗下基金费率优惠活      证券时报、基金管理人网站     2012 年 4 月 9 日
                                  兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
    动的公告
    关于公司旗下部分基金投资川润     中国证券报、上海证券报、
    9    股份(002272)非公开发行股票的   证券时报、基金管理人网站
    公告                                                           2012 年 4 月 12 日
    关于旗下部分基金参加邮储银行     中国证券报、上海证券报、
    10   手机银行基金申购费率优惠活动     证券时报、基金管理人网站
    的公告                                                         2012 年 4 月 28 日
    关于增加渤海证券为办理旗下基     中国证券报、上海证券报、
    11   金定期定额投资业务代销机构的     证券时报、基金管理人网站
    公告                                                           2012 年 5 月 21 日
                                      中国证券报、上海证券报、
    12   关于深圳分公司成立的公告
                                      证券时报、基金管理人网站      2012 年 5 月 23 日
    关于旗下部分基金参加华融证券     中国证券报、上海证券报、13
    定期定额费率优惠活动的公告       证券时报、基金管理人网站      2012 年 5 月 31 日
    关于在山西证券开通旗下部分基     中国证券报、上海证券报、14
    金定期定额投资业务的公告         证券时报、基金管理人网站      2012 年 6 月 1 日
    关于在天相投顾开通旗下基金定     中国证券报、上海证券报、15
    期定额投资业务的公告             证券时报、基金管理人网站      2012 年 6 月 4 日
    关于旗下部分基金继续参加交通     中国证券报、上海证券报、
    16   银行基金营养组合申购费率折上     证券时报、基金管理人网站
    折优惠活动的公告                                               2012 年 6 月 29 日
    关于旗下基金继续参加交通银行     中国证券报、上海证券报、
    17   网上银行、手机银行申购优惠费率   证券时报、基金管理人网站
    的公告                                                         2012 年 6 月 29 日
    关于旗下基金参加中信银行网上     中国证券报、上海证券报、
    18   银行、手机银行申购优惠费率的公   证券时报、基金管理人网站
    告                                                             2012 年 6 月 30 日
                                    兴全趋势投资混合型证券投资基金(LOF)2012 年半年度报告
                  §11 影响投资者决策的其他重要信息
    无。
                             §12 备查文件目录12.1 备查文件目录
    1、 中国证监会批准本基金设立的文件
    2、 《兴全趋势投资混合型证券投资基金(LOF)基金合同》
    3、 《兴全趋势投资混合型证券投资基金(LOF)托管协议》
    4、 《兴全趋势投资混合型证券投资基金(LOF)更新招募说明书》
    5、 基金管理人业务资格批件、营业执照和公司章程
    6、 本报告期内在中国证监会指定报纸上公开披露的各项公告原件。12.2 存放地点
    基金管理人、基金托管人的办公场所。12.3 查阅方式
    投资者可登录基金管理人互联网站(http://www.xyfunds.com.cn)查阅,或在营业时间内至基金管理人、基金托管人办公场所免费查阅。
    基金管理人客户服务中心电话:400-678-0099,021-38824536。
                                                             兴业全球基金管理有限公司
                                                                       2012 年 8 月 24 日
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