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新华优选成长混合(519089)

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投资类型:混合型 成立日期:2008-07-25 管理人:新华基金... 基金经理:栾超
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基金公告

新华优选成长:2012年半年度报告

公告日期:2012-08-24

                            新华优选成长股票型证券投资基金 2012 年半年度报告新华优选成长股票型证券投资基金
        2012 年半年度报告
         2012 年 6 月 30 日
    基金管理人:新华基金管理有限公司
    基金托管人:中国农业银行股份有限公司
    报告送出日期: 二〇一二年八月二十四日
                 第 1 页 共 42 页
                                        新华优选成长股票型证券投资基金 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。本半年度报告已经全部独立董事签字同意,并由董事长签发。
    基金托管人中国农业银行股份有限公司根据本基金合同规定,于 2012 年 8 月 23 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 1 月 1 日起至 6 月 30 日止。
                                                             新华优选成长股票型证券投资基金 2012 年半年度报告
    1.2   目录
    1 重要提示及目录 ........................................................................................................................ 2
    1.1 重要提示 ............................................................................................................................. 2
    1.2 目录 ..................................................................................................................................... 3
    2 基金简介.................................................................................................................................... 5
    2.1 基金基本情况 ..................................................................................................................... 5
    2.2 基金产品说明 ..................................................................................................................... 5
    2.3 基金管理人和基金托管人 ................................................................................................. 5
    2.4 信息披露方式 ..................................................................................................................... 6
    2.5 其他相关资料 ..................................................................................................................... 6
    3 主要财务指标和基金净值表现 ................................................................................................ 6
    3.1 主要会计数据和财务指标 ................................................................................................. 6
    3.2 基金净值表现 ..................................................................................................................... 7
    4 管理人报告................................................................................................................................ 8
    4.1 基金管理人及基金经理情况 ............................................................................................. 8
    4.2 管理人对报告期内本基金运作遵规守信情况的说明 ..................................................... 9
    4.3 管理人对报告期内公平交易情况的专项说明 ............................................................... 10
    4.4 管理人对报告期内基金的投资策略和业绩表现说明 ................................................... 10
    4.5 管理人对宏观经济、证券市场及行业走势的简要展望 ............................................... 11
    4.6 管理人对报告期内基金估值程序等事项的说明 ........................................................... 11
    4.7 管理人对报告期内基金利润分配情况的说明 ............................................................... 13
    5 托管人报告.............................................................................................................................. 13
    5.1 报告期内本基金托管人遵规守信情况声明 ................................................................... 13
    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 13
    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 ............... 13
    6 半年度财务会计报告(未经审计) ...................................................................................... 14
    6.1 资产负债表 ....................................................................................................................... 14
    6.2 利润表 ............................................................................................................................... 15
    6.3 所有者权益(基金净值)变动表 ................................................................................... 16
    6.4 报表附注 ........................................................................................................................... 17
    7 投资组合报告.......................................................................................................................... 30
    7.1 期末基金资产组合情况 ................................................................................................... 30
    7.2 期末按行业分类的股票投资组合 ................................................................................... 31
    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 ....................... 31
    7.4 报告期内股票投资组合的重大变动 ............................................................................... 34
    7.5 期末按债券品种分类的债券投资组合 ........................................................................... 36
    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 ................... 36
    7.7 期末按公允价值占基金资产净值比例大小排名的所有资产支持证券投资明细 ....... 36
    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 ................... 36
                                                          新华优选成长股票型证券投资基金 2012 年半年度报告7.9 投资组合报告附注 ........................................................................................................... 368 基金份额持有人信息 .............................................................................................................. 378.1 期末基金份额持有人户数及持有人结构 ....................................................................... 378.2 期末基金管理人的从业人员持有本基金的情况 ........................................................... 379 开放式基金份额变动 .............................................................................................................. 38
    10    重大事件揭示 ................................................................................................................... 3810.1 基金份额持有人大会决议 ............................................................................................... 3810.2 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 ............................... 3810.3 涉及基金管理人、基金财产、基金托管业务的诉讼 ................................................... 3810.4 基金投资策略的改变 ....................................................................................................... 3810.5 报告期内改聘会计师事务所情况 ................................................................................... 3810.6 管理人、托管人及其高级管理人员受稽查或处罚等情况 ........................................... 3810.7 基金租用证券公司交易单元的有关情况 ....................................................................... 3910.8 其他重大事件 ................................................................................................................... 40
    11    影响投资者决策的其他重要信息 ................................................................................... 42
    12    备查文件目录 ................................................................................................................... 4212.1 备查文件目录 ................................................................................................................... 4212.2 存放地点 ........................................................................................................................... 4212.3 查阅方式 ........................................................................................................................... 42
                                                新华优选成长股票型证券投资基金 2012 年半年度报告
                                        2      基金简介
    2.1      基金基本情况
    基金名称                                                          新华优选成长股票型证券投资基金
    基金简称                                                                           新华优选成长股票
    基金主代码                                                                                     519089
    交易代码                                                                                       519089
    基金运作方式                                                                       契约型开放式基金
    基金合同生效日                                                                         2008年7月25日
    基金管理人                                                                    新华基金管理有限公司
    基金托管人                                                               中国农业银行股份有限公司
    报告期末基金份额总额                                                               3,365,479,304.42份
    2.2      基金产品说明
                                     在适度控制风险并保持良好流动性的前提下,优选具有成长性
    投资目标                             兼具品质保障的上市公司为主要投资对象,力争持续地超越业
                                     绩比较基准,为投资者实现超额收益。
                                     本基金是股票型基金,选择具有成长性兼具品质保障的股票,
                                     因此主要采取自下而上的主动投资管理策略。当然仅应用自下
    投资策略                             而上的策略可能导致某行业股票集中度过高,行业配置不够分
                                     散,造成组合非系统风险高。再考虑到国内系统风险高,因此
                                     有必要辅助以适当的资产配置和行业配置策略进行调整。
    业绩比较基准                         80%×沪深300指数+20%×上证国债指数
                                     高风险高收益品种,预期风险和收益均高于混合型基金、债券风险收益特征
                                     型基金
    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                                        新华基金管理有限公司         中国农业银行股份有限公司
                           姓名                       齐岩                          李芳菲
                          联系电话               010-88423386                   010-66060069信息披露负责人
                          电子邮箱            qiyan@ncfund.com.cn          lifangfei@abchina.com
                                              新华优选成长股票型证券投资基金 2012 年半年度报告
    客户服务电话                                      4008198866                      95599
    传真                                           010-88423310                   010-63201816
                                      重庆市江北区建新东路 85 号       北京市东城区建国门内大街注册地址
                                            附 1 号 1 层 1-1                     69 号
                                      重庆市渝中区较场口 88 号得       北京市西城区复兴门内大街
                                      意商厦 A 座 7-2;北京市海淀       28 号凯晨世贸中心东座 F9办公地址
                                      区西三环北路 11 号海通时代
                                            商务中心 C1 座
    邮政编码                                            400010                        100031
    法定代表人                                           陈重                         蒋超良
    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        www.ncfund.com.cn互联网网址
    基金半年度报告备置地点                基金管理人、基金托管人的办公地
    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          北京市西城区太平桥大街 17 号
                            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 日至 2012 年 6 月 30 日)
    本期已实现收益                                                                       -279,159,479.15
    本期利润                                                                              69,513,766.44
    加权平均基金份额本期利润                                                                         0.0232
    本期加权平均净值利润率                                                                           1.77%
    本期基金份额净值增长率                                                                           3.36%
    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                                                                     508,772,797.66
    期末可供分配基金份额利润                                                                         0.1512
    期末基金资产净值                                                                   4,017,852,273.13
    期末基金份额净值                                                                                 1.1938
    3.1.3 累计期末指标                                    报告期末(2012 年 6 月 30 日)
                                              新华优选成长股票型证券投资基金 2012 年半年度报告
    基金份额累计净值增长率                                                                      89.32%
    注:1、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;
    2、以上所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(例如基金申购费赎回费等),计入费用后实际收益水平要低于所列数字。
    3、对期末可供分配利润,采用期末资产负债表中未分配利润中已实现部分的孰低数(为期末余额,不是当期发生数)。
    3.2     基金净值表现
    3.2.1 基金份额净值增长率及其与同期业绩比较基准收益率的比较
                              份额净值增                   业绩比较基
               份额净值增                    业绩比较基
    阶段                       长率标准差                   准收益率标       ①-③        ②-④
                 长率①                      准收益率③
                                  ②                         准差④过去一个
                 -4.53%          1.17%         -5.14%        0.87%          0.61%          0.30%月过去三个
                 1.45%           1.10%         0.47%         0.90%          0.98%          0.20%月过去六个
                 3.36%           1.30%         4.47%         1.07%          -1.11%         0.23%月
    过去一年        -13.32%         1.32%        -14.66%        1.08%          1.34%          0.24%
    过去三年        11.04%          1.47%        -15.41%        1.25%          26.45%         0.22%自基金成
                 89.32%          1.42%         -8.83%        1.48%          98.15%        -0.06%立起至今
    注:1、本基金股票投资部分的业绩比较基准采用沪深 300 指数,债券投资部分的业绩比较基准采用上证国债指数,复合业绩比较基准为 80%×沪深 300 指数+20%×上证国债指数。
    2、本基金对业绩比较基准采用每日再平衡的计算方法。
    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
                              新华优选成长股票型证券投资基金
                份额累计净值增长率与业绩比较基准收益率历史走势对比图
                          (2008 年 7 月 25 日至 2012 年 6 月 30 日)
                                          新华优选成长股票型证券投资基金 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
    新华基金管理有限公司经中国证券监督管理委员会批复,于 2004 年 12 月 9 日注册成立。注册地为重庆市,是我国西部首家基金管理公司。
    截至 2012 年 6 月 30 日,新华基金管理有限公司旗下管理着八只开放式基金,即新华优选分红混合型证券投资基金、新华优选成长股票型证券投资基金、新华泛资源优势灵活配置混合型证券投资基金、新华钻石品质企业股票型证券投资基金、新华行业周期轮换股票型证券投资基金、新华中小市值优选股票型证券投资基金、新华灵活主题股票型证券投资基金和新华优选消费股票型证券投资基金。
    4.1.2 基金经理(或基金经理小组)及基金经理助理的简介
                            任本基金的基金经理(助理)
                                       期限            证券从业
    姓名          职务                                                            说明
                                                         年限
                              任职日期      离任日期
    王卫东        本基金基金    2008-07-25           -            19       硕士,先后供职于广东
               经理;投资                                               发展银行海南证券业务
               总监;副总                                               部,任经理;广发证券
               经理                                                     公司海口海甸岛营业
                                                                        部,负责营业部管理并
                                                                        从事投资银行工作;广
                                         新华优选成长股票型证券投资基金 2012 年半年度报告
                                                                       发证券公司投资理财部
                                                                       和自营部,任经理;华
                                                                       龙证券有限责任公司投
                                                                       资理财总部,任总经理;
                                                                       青岛海东清置业有限公
                                                                       司,任总经理。现任新
                                                                       华基金管理有限公司副
                                                                       总经理、投资总监、新
                                                                       华优选成长股票型证券
                                                                       投资基金基金经理。
    崔建波       本基金基金    2012-01-10           -            17       经济学硕士,历任天津
              经理;新华                                               中融证券投资咨询公司
              泛资源优势                                               研究员、申银万国天津
              灵活配置混                                               佟楼营业部投资经纪顾
              合型证券投                                               问部经理、海融资讯系
              资基金基金                                               统有限公司研究员、和
              经理;新华                                               讯信息科技有限公司证
              优选消费股                                               券研究部、理财服务部
              票型证券投                                               经理、北方国际信托股
              资基金基金                                               份有限公司投资部信托
              经理;公司                                               高级投资经理。现任新
              基金管理部                                               华基金管理有限公司基
              副总监。                                                 金管理部副总监,新华
                                                                       泛资源优势灵活配置混
                                                                       合型证券投资基金基金
                                                                       经理,新华优选成长股
                                                                       票型证券投资基金基金
                                                                       经理,新华优选消费股
                                                                       票型证券投资基金基金
                                                                       经理。
    注:1、首任基金经理,任职日期指基金合同生效日,离任日期指公司作出决定之日。
    2、非首任基金经理,任职日期和离任日期均指公司作出决定之日。
    3、证券从业的含义遵从行业协会,《证券从业人员资格管理办法》的相关规定。
    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,新华基金管理有限公司作为新华优选成长股票型证券投资基金的管理人按照《中华人民共和国证券投资基金法》、《新华优选成长股票型证券投资基金基金合同》以及其它有关法律法规的规定,本着诚实信用、勤勉尽责的原则管理和运用基金资产,在严格控制风险的基础上为持有人谋求最大利益。运作整体合法合规,无损害基金持有人利益的行为。
                                           新华优选成长股票型证券投资基金 2012 年半年度报告
    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
    根据中国证监会颁布的《证券投资基金管理公司公平交易制度指导意见》(2011 年修订),公司制定了《新华基金管理有限公司公平交易管理制度》。制度的范围包括境内上市股票、债券的一级市场申购、二级市场交易等所有投资管理活动,同时包括授权、研究分析、投资决策、交易执行等投资管理活动相关的各个环节。
    场内交易,投资指令统一由中央交易室下达,并且启动交易系统公平交易模块。根据公司制度,严格禁止不同投资组合之间互为对手方的交易,严格控制不同投资组合之间的同日反向交易。
    场外交易中,对于部分债券一级市场申购、非公开发行股票申购等交易,中央交易室根据各投资组合经理申报的满足价格条件的数量进行比例分配。如有异议,由中央交易室报投资总监、督察长、金融工程部和监察稽核部,再次进行审核并确定最终分配结果。如果督察长认为有必要,可以召开风险管理委员会,对公平交易的结果进行评估和审议。对于银行间市场交易、固定收益平台、交易所大宗交易,投资组合经理以该投资组合的名义向中央交易室下达投资指令,中央交易室向银行间市场或交易对手询价、成交确认,并根据“时间优先、价格优先”的原则保证各投资组合获得公平的交易机会。
    4.3.2 异常交易行为的专项说明
    本报告期,公司对不同组合不同时间段的同向交易价差进行了溢价率样本的采集,通过平均溢价率、买入/卖出溢价率以及利益输送金额等多个层面来判断不同投资组合之间在某一时间段是否存在违反公平交易原则的异常情况,未发现重大异常情况,且不存在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成交量超过该证券当日成交量的 5%的情况。
    4.4   管理人对报告期内基金的投资策略和业绩表现说明
    4.4.1 报告期内基金投资策略和运作分析
    年初,A 股市场受流动性环比改善、经济见底预期及制度改革推动预期的共同作用迎来反弹,我们以超跌为主线,重点布局“先导性行业+自下而上精选成长性个股 ”;二季度后考虑前期的政策宽松,包括降准、降息以及发改委项目审批尚未对需求产生大幅度的拉动,
                                        新华优选成长股票型证券投资基金 2012 年半年度报告我们在投资标的选择上更加关注企业盈利改善和估值安全边际。
    4.4.2 报告期内基金的业绩表现
    截至 2012 年 6 月 30 日,本基金份额净值为 1.1938 元,本报告期份额净值增长率为3.36%,同期比较基准的增长率为 4.47%。
    4.5   管理人对宏观经济、证券市场及行业走势的简要展望
    国内经济去产能、去杠杆的背景下仍处于疲弱状态。随着通胀压力明显减弱,下半年货币政策将继续维持相对宽松,同时政府会根据经济形势对稳增长政策具体措施做出最新部署和实施。预计政策累计效用会逐步体现,三季度后半段会看到经济基本面的企稳。
    4.6   管理人对报告期内基金估值程序等事项的说明
    4.6.1 有关参与估值流程各方及人员(或小组)的职责分工
    4.6.1.1 估值工作小组的职责分工
    公司建立估值工作小组对证券估值负责。估值工作小组由运作保障部负责人、基金会计、投资管理部、中央交易室、监察稽核部人员组成。每个成员都可以指定一个临时或者长期的授权人员。
    估值工作小组职责:
    ① 制定估值制度并在必要时修改;
    ② 确保估值方法符合现行法规;
    ③ 批准证券估值的步骤和方法;
    ④ 对异常情况做出决策。
    运作保障部负责人是估值工作小组的组长,运作保障部负责人在基金会计或者其他两个估值小组成员的建议下,可以提议召集估值工作小组会议。
    估值决策由估值工作小组 2/3 或以上多数票通过。
    4.6.1.2 基金会计的职责分工
    基金会计负责日常证券资产估值。基金会计和公司投资管理部相互独立。在按照本估值制度和相关法规估值后,基金会计定期将证券估值表向估值工作小组报告,至少每月一次。
    基金会计职责:
                                    新华优选成长股票型证券投资基金 2012 年半年度报告① 获得独立、完整的证券价格信息;② 每日证券估值;③ 检查价格波动并进行一般准确性评估;④ 向交易员或基金经理核实价格异常波动,并在必要时向估值工作小组报告;⑤ 对每日证券价格信息和估值结果进行记录;⑥ 对估值调整和人工估值进行记录;⑦ 向估值工作小组报送月度估值报告。基金会计认为必要,可以提议召开估值工作小组会议。4.6.1.3 投资管理部的职责分工① 接受监察稽核部对所投资证券价格异常波动的问讯;② 对停牌证券、价格异常波动证券、退市证券提出估值建议;③ 评价并确认基金会计提供的估值报告;④ 向估值工作小组报告任何他/她认为可能的估值偏差。4.6.1.4 中央交易室的职责分工① 对基金会计的证券价格信息需求做出即时回应;② 通知基金会计关于证券停牌、价格突发性异常波动、退市等特定信息;③ 评价并确认基金会计提供的估值报告。4.6.1.5 监察稽核部的职责分工① 监督证券的整个估值过程;② 确保估值工作小组制定的估值政策得到遵守;③ 确保公司的估值制度和方法符合现行法律、法规的要求;④ 评价现行估值方法是否恰当反应证券公允价格的风险;⑤ 对于估值表中价格异常波动的证券向投资部问讯;⑥ 对于认为不合适或者不再合适的估值方法提交估值工作小组讨论。
                                         新华优选成长股票型证券投资基金 2012 年半年度报告
    4.7   管理人对报告期内基金利润分配情况的说明
    根据《证券投资基金法》、《证券投资基金运作管理办法》的有关规定和《新华优选成长股票型证券投资基金基金合同》的有关约定,依据 2012 年 3 月 13 日本基金已实现的可分配利润,对权益登记日登记在册的本基金份额持有人分配现金红利,每 10 份基金份额分配3 元,本次分红的权益登记、除权日为 2012 年 3 月 16 日,现金红利发放日为 2012 年 3 月20 日。
                                  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
    在托管新华优选成长股票型证券投资基金的过程中,本基金托管人——中国农业银行股份有限公司严格遵守《证券投资基金法》相关法律法规的规定以及《新华优选成长股票型证券投资基金基金合同》、《新华优选成长股票型证券投资基金托管协议》的约定,对新华优选成长股票型证券投资基金管理人——新华基金管理有限公司 2012 年 1 月 1 日至 2012 年 6月 30 日基金的投资运作,进行了认真、独立的会计核算和必要的投资监督,认真履行了托管人的义务,没有从事任何损害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
    本托管人认为,新华基金管理有限公司在新华优选成长股票型证券投资基金的投资运作、基金资产净值的计算、基金份额申购赎回价格的计算、基金费用开支、利润分配等问题上,不存在损害基金份额持有人利益的行为;在报告期内,严格遵守了《证券投资基金法》等有关法律法规,在各重要方面的运作严格按照基金合同的规定进行。
    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
    本托管人认为,新华基金管理有限公司的信息披露事务符合《证券投资基金信息披露管理办法》及其他相关法律法规的规定,基金管理人所编制和披露的新华优选成长股票型证券投资基金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、投资组合报告等信息真实、准确、完整,未发现有损害基金持有人利益的行为。
                                         新华优选成长股票型证券投资基金 2012 年半年度报告
    中国农业银行股份有限公司托管业务部
    2012 年 8 月 23 日
                        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:新华优选成长股票型证券投资基金
    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               274,555,200.78             254,525,777.39
    结算备付金                                             4,527,969.27                3,500,650.83
    存出保证金                                             1,343,306.73                1,277,622.69
    交易性金融资产                6.4.7.2              3,742,975,959.16           2,893,195,710.51
    其中:股票投资                                     3,742,975,959.16           2,893,195,710.51
      基金投资                                                     -                          -
      债券投资                                                     -                          -
      资产支持证券投资                                             -                          -
    衍生金融资产                                                       -                          -
    买入返售金融资产                                                   -                          -
    应收证券清算款                                         5,546,854.95                7,539,997.26
    应收利息                       6.4.7.3                    53,596.87                   55,110.98
    应收股利                                                           -                          -
    应收申购款                                             1,808,772.18              22,666,462.89
    递延所得税资产                                                     -                          -
    其他资产                                                           -                          -
    资产总计                                           4,030,811,659.94           3,182,761,332.55
                                                   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                                                       -                          -
                                            新华优选成长股票型证券投资基金 2012 年半年度报告
    卖出回购金融资产款                                                     -                          -
    应付证券清算款                                             1,692,065.02                           -
    应付赎回款                                                 1,176,200.17                1,872,686.36
    应付管理人报酬                                             5,059,433.70                4,151,004.19
    应付托管费                                                   843,238.96                  691,834.03
    应付销售服务费                                                         -                          -
    应付交易费用                      6.4.7.4                   3,068,783.70               2,322,999.74
    应交税费                                                               -                          -
    应付利息                                                               -                          -
    应付利润                                                               -                          -
    递延所得税负债                                                         -                          -
    其他负债                          6.4.7.5                   1,119,665.26               1,012,512.29
    负债合计                                                  12,959,386.81               10,051,036.61所有者权益:
    实收基金                          6.4.7.6               3,365,479,304.42           2,208,520,248.27
    未分配利润                        6.4.7.7                652,372,968.71              964,190,047.67
    所有者权益合计                                          4,017,852,273.13           3,172,710,295.94
    负债和所有者权益总计                                    4,030,811,659.94           3,182,761,332.55
    注:报告截止日 2012 年 6 月 30 日,基金份额净值 1.1938 元,基金份额总额3,365,479,304.42 份。
    6.2   利润表
    会计主体:新华优选成长股票型证券投资基金
    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 2012       2011 年 1 月 1 日至 2011
                                                 年 6 月 30 日                   年 6 月 30 日
    一、收入                                                 113,280,254.93                1,802,514.58
    1.利息收入                                                 2,137,444.89                  491,870.56
    其中:存款利息收入               6.4.7.8                   2,137,444.89                  491,870.56
        债券利息收入                                                   -                          -
        资产支持证券利息收                                             -                          -入
       买入返售金融资产收入                                            -                          -
       其他利息收入                                                    -                          -
    2.投资收益(损失以“-”填列)                           -239,489,418.02              120,897,055.11
    其中:股票投资收益                6.4.7.9               -265,256,312.20              112,963,694.07
        基金投资收益                                                   -                          -
                                             新华优选成长股票型证券投资基金 2012 年半年度报告
        债券投资收益                                                   -                            -
        资产支持证券投资收                                             -                            -益
        衍生工具收益                                                   -                            -
        股利收益                 6.4.7.10                25,766,894.18                   7,933,361.04
    3.公允价值变动收益(损失以       6.4.7.11               348,673,245.59                -121,143,993.95“-”号填列)
    4.汇兑收益(损失以“-”号                                             -                            -填列)
    5.其他收入(损失以“-”号填      6.4.7.12                 1,958,982.47                   1,557,582.86列)
    减:二、费用                                             43,766,488.49                 25,067,410.48
    1.管理人报酬                                            29,042,118.83                 16,585,903.61
    2.托管费                                                 4,840,353.17                   2,764,317.30
    3.销售服务费                                                          -                            -
    4.交易费用                      6.4.7.13                 9,681,991.80                   5,519,572.28
    5.利息支出                                                            -                            -
    其中:卖出回购金融资产支出                                             -                            -
    6.其他费用                      6.4.7.14                   202,024.69                    197,617.29
    三、利润总额(亏损总额以“-”                            69,513,766.44                 -23,264,895.90号填列)
    减:所得税费用                                                         -                            -
    四、净利润(净亏损以“-”                                69,513,766.44                 -23,264,895.90号填列)
    6.3   所有者权益(基金净值)变动表
    会计主体:新华优选成长股票型证券投资基金
    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
           项目                              2012 年 1 月 1 日至 2012 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
                                 2,208,520,248.27           964,190,047.67        3,172,710,295.94金净值)二、本期经营活动产生的
    基金净值变动数(本期利                            -          69,513,766.44             69,513,766.44润)三、本期基金份额交易产
    生的基金净值变动数(净           1,156,959,056.15           725,694,939.48        1,882,653,995.63值减少以“-”号填列)
                                           新华优选成长股票型证券投资基金 2012 年半年度报告
    其中:1.基金申购款            2,373,312,650.57         1,067,464,177.69        3,440,776,828.26
       2.基金赎回款           -1,216,353,594.42          -341,769,238.21        -1,558,122,832.63四、本期向基金份额持有人分配利润产生的基金
                                                -      -1,107,025,784.88        -1,107,025,784.88净值变动(净值减少以“-”号填列)五、期末所有者权益(基
                               3,365,479,304.42           652,372,968.71        4,017,852,273.13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
                               1,361,922,012.19           999,597,732.50        2,361,519,744.69金净值)二、本期经营活动产生的
    基金净值变动数(本期利                         -         -23,264,895.90            -23,264,895.90润)三、本期基金份额交易产
    生的基金净值变动数(净          -42,852,240.39           -35,874,394.58            -78,726,634.97值减少以“-”号填列)
    其中:1.基金申购款             742,444,389.26            542,693,623.25        1,285,138,012.51
       2.基金赎回款             -785,296,629.65          -578,568,017.83        -1,363,864,647.48四、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
                               1,319,069,771.80           940,458,442.02        2,259,528,213.82金净值)
    报告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:
    基金管理公司负责人:陈重,主管会计工作负责人:孙枝来,会计机构负责人:徐端骞
    6.4   报表附注
    6.4.1 基金基本情况
    新华优选成长股票型证券投资基金(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[2008]377 号文件“关于同意新世纪优选成长股票型证券投资基金募集的批复”批准,由新世纪基金管理有限公司(2009 年 9 月 28 日对外公告更名为新华基金管理有限公司)作为发起人,于 2008 年 5 月 26 日至 7 月 18 日向社会公开募集,首次募集资金总额 278,183,165.01 元, 募集资金产生利息 150,291.05 元,并
                                         新华优选成长股票型证券投资基金 2012 年半年度报告经万隆会计师事务所有限公司万会业字[2008]第 2329 号验资报告予以验证。2008 年 7 月 25日办理基金备案手续,基金合同正式生效。本基金为契约型开放式证券投资基金,存续期不限定,本基金管理人为新华基金管理有限公司,基金托管人为中国农业银行股份有限公司。
       根据《新华优选成长股票型证券投资基金招募说明书》及《新华优选成长股票型证券投资基金基金合同》的有关规定,本基金的投资范围为国内依法公开发行、上市的股票、债券及中国证监会批准允许基金投资的其他金融工具。本基金股票的投资比例占基金资产的60%—95%;其它金融工具的投资比例占基金资产的 5%-40%,其中,持有的现金和到期日在一年以内的政府债券的合计比例不低于基金资产净值的 5%。如法律法规或监管机构以后允许基金投资其他品种,基金管理人在履行适当程序后,可以将其纳入投资范围。投资于成长性兼具品质保障的股票市值不低于股票投资的 80%。
    本财务报表由本基金的基金管理人新华基金管理有限公司于 2012 年 8 月 24 日批准报出。
    6.4.2 会计报表的编制基础
    本基金以持续经营为基础,根据实际发生的交易和事项,按照财政部于 2006 年 2 月 15日颁布的企业会计准则(以下简称“企业会计准则”)、中国证券业协会于 2007 年 5 月 15日颁布的《证券投资基金会计核算业务指引》、 新华优选成长股票型证券投资基金基金合同》和中国证券监督管理委员会发布的关于基金行业实务操作的有关规定进行确认、计量和编制财务报表。
    6.4.3 遵循企业会计准则及其他有关规定的声明
    本基金编制的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的财务状况、经营成果和基金净值变动情况等相关信息。
    6.4.4 报告期所采用的会计政策、会计估计与最近一期年度报告相一致的说明
       本报告期所采用的会计政策、会计估计与最近一期年度报告相一致。
    6.4.5 会计政策和会计估计变更以及差错更正的说明
    6.4.5.1 会计政策变更的说明
    本基金报告期内未发生会计政策变更。
    6.4.5.2 会计估计变更的说明
    本基金报告期内未发生会计估计变更。
    6.4.5.3 差错更正的说明
                                         新华优选成长股票型证券投资基金 2012 年半年度报告
    本基金报告期内未发生会计差错更正。
    6.4.6 税项
    根据财政部、国家税务总局财税[2002]128 号文《关于开放式证券投资基金有关税收问题的通知》、财税[2004]78 号文《关于证券投资基金税收政策的通知》、财税[2005]11 号文《关于调整证券(股票)交易印花税税率的通知》、财税[2005]102 号文《关于股息红利个人所得税有关政策的通知》、财税[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》、财税字[2005]107 号文《关于利息红利个人所得税政策的补充通知》、自 2008 年4 月 24 日起执行的《关于调整证券(股票)交易印花税税率的通知》及其他相关税务法规和实务操作,主要税项列示如下:
    (1)以发行基金方式募集资金,不属于营业税征收范围,不征收营业税。
    (2)基金买卖股票、债券的差价收入暂免征营业税和企业所得税。
    (3)对基金取得的企业债券利息收入,由发行债券的企业在向基金派发利息时代扣代缴 20% 的个人所得税,暂不征收企业所得税。对基金取得的股票的股息、红利收入,由上市公司在向基金派发股息、红利时暂减按 50%计入个人应纳税所得额,依照现行税法规定代扣代缴个人所得税,暂不征收企业所得税。
    (4)基金买卖股票于 2008 年 4 月 24 日前按照 0.3%的税率缴纳股票交易印花税,自2008 年 4 月 24 日起按 0.1%的税率缴纳。经国务院批准,财政部、国家税务总局决定从 2008年 9 月 19 日起,调整证券(股票)交易印花税征收方式,将现行的对买卖、继承、赠与所书立的 A 股、B 股股权转让书据按 0.1%的税率对双方当事人征收证券(股票)交易印花税,调整为单边征税,即对买卖、继承、赠与所书立的A股、B股股权转让书据的出让按 0.1%的税率征收证券(股票)交易印花税,对受让方不再征税。
    (5)基金作为流通股股东在股权分置改革过程中收到由非流通股股东支付的股份、现金等对价,暂免征收印花税、企业所得税和个人所得税。
    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                                                                       274,555,200.78
    定期存款                                                                                    -
    其他存款                                                                                    -
                                        新华优选成长股票型证券投资基金 2012 年半年度报告
    合计                                                                              274,555,200.786.4.7.2 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                               3,883,459,211.43      3,742,975,959.16     -140,483,252.27
                      交易所市场                  -                      -                     -
    债券                  银行间市场                  -                      -                     -
                      合计                        -                      -                     -
    资产支持证券                                      -                      -                     -
    基金                                              -                      -                     -
    其他                                              -                      -                     -
               合计                3,883,459,211.43      3,742,975,959.16     -140,483,252.27
    6.4.7.3 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                                                                       51,763.03
    应收定期存款利息                                                                               -
    应收其他存款利息                                                                               -
    应收结算备付金利息                                                                      1,833.84
    应收债券利息                                                                                   -
    应收买入返售证券利息                                                                           -
    应收申购款利息                                                                                 -
    其他                                                                                           -
                      合计                                                             53,596.87
    6.4.7.4 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                                                              3,068,783.70
    银行间市场应付交易费用                                                                         -
    合计                                                                                3,068,783.70
    6.4.7.5 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                                                                500,000.00
                                      新华优选成长股票型证券投资基金 2012 年半年度报告
    应付赎回费                                                                              3,363.58
    预提费用                                                                              588,959.68
    应付代扣代缴税金                                                                       27,342.00
    合计                                                                               1,119,665.26
    6.4.7.6 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                                   2,208,520,248.27                    2,208,520,248.27
    本期申购                                   2,373,312,650.57                    2,373,312,650.57
    本期赎回(以“-”号填列)              -1,216,353,594.42                      -1,216,353,594.42
    本期末                                     3,365,479,304.42                    3,365,479,304.42
    6.4.7.7 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                    1,245,210,330.38           -281,020,282.71           964,190,047.67
    本期利润                     -279,159,479.15            348,673,245.59            69,513,766.44本期基金份额交易产生的
                              649,747,731.31             75,947,208.17           725,694,939.48变动数
    其中:基金申购款              921,312,574.28            146,151,603.41         1,067,464,177.69
       基金赎回款            -271,564,842.97            -70,204,395.24          -341,769,238.21
    本期已分配利润              -1,107,025,784.88                         -       -1,107,025,784.88
    本期末                        508,772,797.66            143,600,171.05           652,372,968.71
    6.4.7.8 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                                                                   2,092,467.10
    定期存款利息收入                                                                               -
    其他存款利息收入                                                                               -
    结算备付金利息收入                                                                     44,977.79
    其他                                                                                           -
    合计                                                                               2,137,444.89
    6.4.7.9 股票投资收益
                                                                          单位:人民币元
                                                                  本期
                    项目
                                                 2012 年 1 月 1 日至 2012 年 6 月 30 日
    卖出股票成交总额                                                               2,980,408,693.03
                              新华优选成长股票型证券投资基金 2012 年半年度报告
    减:卖出股票成本总额                                               3,245,665,005.23
    买卖股票差价收入                                                    -265,256,312.20
    6.4.7.10 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                                                25,766,894.18
    基金投资产生的股利收益                                                                -
    合计                                                                  25,766,894.18
    6.4.7.11 公允价值变动收益
                                                             单位:人民币元
                                                  本期
               项目
                                      2012年1月1日至2012年6月30日
    1.交易性金融资产                                                     348,673,245.59
    ——股票投资                                                         348,673,245.59
    ——债券投资                                                                          -
    ——资产支持证券投资                                                                  -
    ——基金投资                                                                          -
    2.衍生工具                                                                            -
    ——权证投资                                                                          -
    3.其他                                                                                -
    合计                                                                 348,673,245.59
    6.4.7.12 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                                                          1,888,628.75
    印花税返还                                                                  2,456.54
    转换费收入                                                                       585.09
    其他                                                                       67,312.09
    合计                                                                    1,958,982.47
    6.4.7.13 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                                                      9,681,991.80
    银行间市场交易费用                                                                    -
    合计                                                                    9,681,991.80
    6.4.7.14 其他费用
                                      新华优选成长股票型证券投资基金 2012 年半年度报告
                                                                     单位:人民币元
                                                          本期
                项目
                                              2012年1月1日至2012年6月30日
    审计费用                                                                           39,781.56
    信息披露费                                                                       149,178.12
    汇划手续费                                                                               885.01
    债券帐户维护费                                                                     12,000.00
    其他                                                                                     180.00
    合计                                                                             202,024.69
    6.4.8 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 2012 年 6 月 30 日,本基金未发生需要披露的或有事项。
    6.4.8.2 资产负债表日后事项
    截至财务报告签发日,本基金未发生需要披露的重大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
    本报告期不存在控制关系或其他重大利害的关联方发生变化的情况。
    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
    新华基金管理有限公司                                              基金管理人、基金发起人
    中国农业银行股份有限公司                                                        基金托管人
    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
    本基金本报告期及上年度可比期间未通过关联方交易单元进行股票交易。
    6.4.10.1.2 权证交易
    本基金本报告期及上年度可比期间未通过关联方交易单元进行权证交易。
    6.4.10.1.3 债券交易
    本基金本报告期及上年度可比期间,均无通过关联方交易单元进行债券交易。
    6.4.10.1.4 债券回购交易
    本基金本报告期及上年度可比期间,均无通过关联方交易单元进行债券回购交易。
    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
             项目                    本期                         上年度可比期间
                                       新华优选成长股票型证券投资基金 2012 年半年度报告
                            2012年1月1日至2012年6月         2011年1月1日至2011年6月30日
                                     30日当期发生的基金应支付的管
                                            29,042,118.83                      16,585,903.61理费其中:支付销售机构的客户
                                             5,478,690.56                        4,810,453.95维护费
    注:基金管理人报酬按前一日基金资产净值 1.5%的年费率逐日计提,逐日累计至每月月底,按月支付。
    其计算公式为:日管理人报酬=前一日基金资产净值×1.5%/当年天数
    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         2011年1月1日至2011年6月30日
                                     30日当期发生的基金应支付的托
                                             4,840,353.17                        2,764,317.30管费
    注:基金托管费按前一日的基金资产净值 0.25%的年费率逐日计提确认。
    其计算公式为:日托管人报酬=前一日基金资产净值×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
    本报告期内未与关联方进行银行间同业市场债券(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月         2011年1月1日至2011年6月30日
                                     30日
    期初持有的基金份额                     18,488,228.77                                       -
    期间申购/买入总份额                         4,436,465.07                                   -
    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                     22,924,693.84                                       -期末持有的基金份额占基金
                                                0.6812%                                     -总份额比例
    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
    报告期末基金管理人之外的其它关联方未发生投资本基金的情况。
    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
                                                    新华优选成长股票型证券投资基金 2012 年半年度报告
                                     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
                          期末余额               当期利息收入          期末余额           当期利息收入中国农业银行
                         274,555,200.78             2,092,467.10      105,416,600.75            468,065.76股份有限公司
    6.4.10.6      本基金在承销期内参与关联方承销证券的情况
       本报告期内未与关联方进行银行间同业市场债券(含回购)交易。
    6.4.11 利润分配情况
                                                                                 单位:人民币元
                                                  每 10
                                                    份
    序        权益                                                现金形式       再投资形式             利润分配       备
                                除息日            基金份
    号        登记日                                              发放总额       发放总额                 合计         注
                                                  额分红
                                                    数
          2012-03-16          2012-03-16            3.000   634,973,874.76    472,051,910.12   1,107,025,784.88       -
    合
              -                   -                 3.000   634,973,874.76    472,051,910.12   1,107,025,784.88       -
    计
    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
                                                                               数量
                                                   流通
    证券       证券        成功          可流                 认购     期末估    (单        期末          期末
                                                   受限                                                             备注
    代码       名称      认购日          通日                 价格     值单价    位:      成本总额      估值总额
                                                   类型
                                                                               股 )
             隆基      2012-03-       2012-07-     网下                        1,199,9   13,999,98      10,547,99         -
    601012                                                         21     8.79
             股份        29              11        配售                            99          6.00          1.21
    注:2012 年 6 月 25 日为登记日,6 月 26 日为除权日,以每 10 股转增 8 股分配红利 1.5元进行了利润分配。
    6.4.12.2 期末持有的暂时停牌等流通受限股票
       本报告期末本基金未持有暂时停牌等流通受限股票。
    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
    本基金本报告期末无银行间市场债券正回购余额。
    6.4.12.3.2 交易所市场债券正回购
    本基金本报告期末无交易所市场债券正回购余额。
                                       新华优选成长股票型证券投资基金 2012 年半年度报告
    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。本基金投资于一家公司发行的证券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。
    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。
    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。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。本基金所持有的金融负债的合约约定到期日均为一年以内且不计息,因此账面余额即为未折现的合约到期现金流量。
    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。本基金持有的大部分金融资产和金融负债不计息,因此本基金的收入及经营活动的现金流量在很大程度上独立于市场利率变化。本基金的生息资产主要为银行存款、结算备付金及债券投资等。下表统计了本基金面临的利率风险敞口。表中所示为本基金资产及负债的公允价值,并按照合约规定的利率重新定价日或到期日孰早者予以分类。
    6.4.13.4.1.1 利率风险敞口
                                                                      单位:人民币元
                                              新华优选成长股票型证券投资基金 2012 年半年度报告本期末
            1 个月   1-3    6 个月   3 个月    6 个月-1    1 年以                5 年以
    2012 年 6                                                             1-5 年               不计息      合计
             以内    个月   以内      -1 年        年        内                    上月 30 日
    资产
                                                          274,555,                                    274,555,
    银行存款      -       -       -        -           -                     -          -            -
                                                           200.78                                     200.78
    结算备付                                                  4,527,96                                    4,527,96
              -       -       -        -           -                     -          -            -
    金                                                       9.27                                       9.27
    存出保证                                                                                   1,343,30   1,343,30
              -       -       -        -           -          -          -          -
    金                                                                                        6.73      6.73
    交易性金                                                                                   3,742,97   3,742,97
              -       -       -        -           -          -          -          -
    融资产                                                                                    5,959.16   5,959.16
    应收证券                                                                                   5,546,85   5,546,85
              -       -       -        -           -          -          -          -
    清算款                                                                                      4.95      4.95
                                                                                           53,596.8   53,596.8
    应收利息      -       -       -        -           -          -          -          -
                                                                                                 7       7
    应收申购                                                                                   1,808,77   1,808,77
              -       -       -        -           -          -          -          -
    款                                                                                        2.18      2.18
                                                          279,083,                         3,751,72   4,030,81
    资产总计      -       -       -        -           -                     -          -
                                                           170.05                          8,489.89   1,659.94
    负债
    应付证券                                                                                   1,692,06   1,692,06
              -       -       -        -           -          -          -          -
    清算款                                                                                      5.02      5.02
    应付赎回                                                                                   1,176,20   1,176,20
              -       -       -        -           -          -          -          -
    款                                                                                        0.17      0.17
    应付管理                                                                                   5,059,43   5,059,43
              -       -       -        -           -          -          -          -
    人报酬                                                                                      3.70      3.70
    应付托管                                                                                   843,238.   843,238.
              -       -       -        -           -          -          -          -
    费                                                                                            96     96
    应付交易                                                                                   3,068,78   3,068,78
              -       -       -        -           -          -          -          -
    费用                                                                                       3.70      3.70
                                                                                           27,342.0   27,342.0
    应交税费      -       -       -        -           -          -          -          -
                                                                                                 0       0
                                                                                           1,092,32   1,092,32
    其他负债      -       -       -        -           -          -          -          -
                                                                                             3.26      3.26
                                                   新华优选成长股票型证券投资基金 2012 年半年度报告
                                                                                                12,959,3   12,959,3
    负债总计      -         -         -         -           -          -          -          -
                                                                                                 86.81      86.81
    利率敏感                                                       279,083,                         3,738,76   4,017,85
              -         -         -         -           -                     -          -
    度缺口                                                         170.05                          9,103.08   2,273.13上年度末
           1个月以             6个月以   3个月-1    6个月-1
    2011年12             1-3个月                                   1年以内     1-5年     5年以上    不计息      合计
             内                  内        年           年月31日资产
                                                               254,525,                                    254,525,
    银行存款      -         -         -         -           -                     -          -            -
                                                                777.39                                     777.39
    结算备付                                                       3,500,65                                    3,500,65
              -         -         -         -           -                     -          -            -
    金                                                            0.83                                       0.83
    存出保证                                                                                        1,277,62   1,277,62
              -         -         -         -           -          -          -          -
    金                                                                                             2.69      2.69
    交易性金                                                                                        2,893,19   2,893,19
              -         -         -         -           -          -          -          -
    融资产                                                                                         5,710.51   5,710.51
    应收证券                                                                                        7,539,99   7,539,99
              -         -         -         -           -          -          -          -
    清算款                                                                                           7.26      7.26
                                                                                                55,110.9   55,110.9
    应收利息      -         -         -         -           -          -          -          -
                                                                                                      8       8
    应收申购                                                                                        22,666,4   22,666,4
              -         -         -         -           -          -          -          -
    款                                                                                            62.89      62.89
    其他资产      -         -         -         -           -          -          -          -            -       -
                                                               258,026,                         2,924,73   3,182,76
    资产总计      -         -         -         -           -                     -          -
                                                                428.22                          4,904.33   1,332.55负债
    应付赎回                                                                                        1,872,68   1,872,68
              -         -         -         -           -          -          -          -
    款                                                                                             6.36      6.36
    应付管理                                                                                        4,151,00   4,151,00
              -         -         -         -           -          -          -          -
    人报酬                                                                                           4.19      4.19
    应付托管                                                                                        691,834.   691,834.
              -         -         -         -           -          -          -          -
    费                                                                                                 03     03
    应付交易                                                                                        2,322,99   2,322,99
              -         -         -         -           -          -          -          -
    费用                                                                                             9.74      9.74
                                                      新华优选成长股票型证券投资基金 2012 年半年度报告
                                                                                                         1,012,51   1,012,51
    其他负债           -          -       -          -           -          -           -          -
                                                                                                          2.29       2.29
                                                                                                         10,051,0   10,051,0
    负债总计           -          -       -          -           -          -           -          -
                                                                                                          36.61      36.61
    利率敏感                                                            258,026,                             2,914,68   3,172,71
                   -          -       -          -           -                      -          -
    度缺口                                                              428.22                              3,867.72   0,295.94
              6.4.13.4.1.2 利率风险的敏感性分析
            假设        1.其他市场变量不变,市场利率上升25个基点
                        2.其他市场变量不变,市场利率下降25个基点
                                                                 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                         上年度末
            分析
                                                      2012 年 6 月 30 日                2011 年 12 月 31 日
                         市场利率上升25.00 bp                         697,707.93                     648,260.13
                         市场利率下降25.00 bp                        -697,707.93                    -648,260.13
              注:本基金管理人运用 XRisk Suite 风险控制系统对本基金投资组合中的银行存款、结
          算备付金、存出保证金、债券类资产做出以上利率风险的敏感性分析
              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,因此无重大外汇风险。
              6.4.13.4.3 其他价格风险
              在其他价格风险分析中,本基金管理人主要分析市场价格风险的影响。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。
              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                           占基金资产                                   占基金资产
                                      公允价值          净值比例               公允价值              净值比例
                                                          (%)                                        (%)
                                           新华优选成长股票型证券投资基金 2012 年半年度报告
    交易性金融资产-股      3,742,975,959.16             93.16            2,893,195,710.51             91.19票投资
    衍生金融资产-权证                     -                   -                           -                -投资
    其他                                  -                   -                           -                -
    合计                   3,742,975,959.16             93.16            2,893,195,710.51             91.19
    注:本基金股票的投资比例占基金资产的 60%-95%;其他金融工具的投资比例占基金资产的 5%-40%,其中,持有的现金和到期日在一年以内的政府债券的合计比例不低于基金资产净值的 5%。于 2012 年 6 月 30 日,本基金面临的整体市场风险价格风险列示如下:
    6.4.13.4.3.2 其他价格风险的敏感性分析
    假设    1.其他市场变量不变,本基金的业绩比较基准上升1%
          2.其他市场变量不变,本基金的业绩比较基准下降1%
                                                    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                             上年度末
    分析                                     2012 年 6 月 30 日                    2011 年 12 月 31 日
          本基金业绩比较基准上升                         41,260,552.32                     29,168,834.17
                    1%
          本基金业绩比较基准下降                         -41,260,552.32                    -29,168,834.17
                    1%
    注:1. 本基金的整体业绩比较基准为沪深 300 指数×80%+上证国债指数×20%。
    2. 本基金管理人运用 XRISK SUITE 风险控制系统对本基金投资组合中股票资产做出以上其他价格风险的敏感性分析。
                                  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                                         3,742,975,959.16                       92.86
           其中:股票                                       3,742,975,959.16                       92.86
    2      固定收益投资                                                      -                          -
           其中:债券                                                        -                          -
                 资产支持证券                                                -                          -
    3      金融衍生品投资                                                    -                          -
                                                新华优选成长股票型证券投资基金 2012 年半年度报告
    4           买入返售金融资产                                               -                          -
              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                         279,083,170.05                        6.92
    6           其他各项资产                                        8,752,530.73                       0.22
    7           合计                                           4,030,811,659.94                      100.00
    7.2        期末按行业分类的股票投资组合
                                                                          金额单位:人民币元
                                                                                     占基金资产净值
       代码                          行业类别                     公允价值
                                                                                       比例(%)
        A            农、林、牧、渔业                                4,862,159.37                    0.12
        B            采掘业                                         21,202,301.72                    0.53
        C            制造业                                       1,556,934,706.17                  38.75
       C0                     食品、饮料                           332,002,467.24                    8.26
       C1                     纺织、服装、皮毛                      61,341,484.40                    1.53
       C2                     木材、家具                                         -                      -
       C3                     造纸、印刷                            15,012,867.11                    0.37
       C4                     石油、化学、塑胶、塑料               408,917,069.26                   10.18
       C5                     电子                                  94,968,327.86                    2.36
       C6                     金属、非金属                          76,195,409.51                    1.90
       C7                     机械、设备、仪表                     401,100,933.88                    9.98
       C8                     医药、生物制品                        99,470,920.76                    2.48
       C99                    其他制造业                            67,925,226.15                    1.69
        D            电力、煤气及水的生产和供应业                   91,191,415.60                    2.27
        E            建筑业                                         47,160,251.17                    1.17
        F            交通运输、仓储业                               86,089,206.16                    2.14
        G            信息技术业                                    554,750,122.83                   13.81
        H            批发和零售贸易                                188,306,638.37                    4.69
        I            金融、保险业                                  477,256,204.06                   11.88
        J            房地产业                                      575,698,371.95                   14.33
        K            社会服务业                                     63,382,636.76                    1.58
        L            传播与文化产业                                              -                      -
        M            综合类                                         76,141,945.00                    1.90
                     合计                                         3,742,975,959.16                  93.16
    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
    序号          股票代码               股票名称        数量(股)          公允价值        占基金资产
                    新华优选成长股票型证券投资基金 2012 年半年度报告
                                                               净值比例
                                                                 (%)
    1    000602   金马集团    8,761,201.00     181,181,636.68              4.51
    2    600887   伊利股份    8,373,196.00     172,320,373.68              4.29
    3    601318   中国平安    3,597,100.00     164,531,354.00              4.10
    4    300072   三聚环保   14,908,790.00     154,305,976.50              3.84
    5    000002    万 科A   14,248,462.00     126,953,796.42              3.16
    6    600048   保利地产    9,434,780.00     106,990,405.20              2.66
    7    600694   大商股份    3,038,045.00     101,622,605.25              2.53
    8    000422   湖北宜化    7,942,780.00      97,299,055.00              2.42
    9    601628   中国人寿    4,999,783.00      91,496,028.90              2.28
    10   002535   林州重机   10,229,788.00      80,099,240.04              1.99
    11   600881   亚泰集团   13,843,990.00      76,141,945.00              1.90
    12   600787   中储股份    7,666,175.00      68,075,634.00              1.69
    13   600383   金地集团   10,447,532.00      67,700,007.36              1.68
    14   000712   锦龙股份    5,062,780.00      66,626,184.80              1.66
    15   002345     潮宏基    2,543,417.00      58,981,840.23              1.47
    16   300088   长信科技    3,511,083.00      58,564,864.44              1.46
    17   000876   新 希 望    3,849,571.00      57,666,573.58              1.44
    18   600104   上汽集团    3,991,662.00      57,040,849.98              1.42
    19   300079   数码视讯    2,976,849.00      49,475,230.38              1.23
    20   002450     康得新    3,059,443.00      48,675,738.13              1.21
    21   600030   中信证券    3,853,100.00      48,664,653.00              1.21
    22   600519   贵州茅台     188,086.00       44,980,766.90              1.12
    23   000718   苏宁环球    5,501,452.00      44,561,761.20              1.11
    24   300182   捷成股份    1,853,317.00      43,552,949.50              1.08
    25   600837   海通证券    4,500,000.00      43,335,000.00              1.08
    26   600684   珠江实业    6,235,321.00      41,153,118.60              1.02
    27   600246   万通地产   11,161,557.00      41,074,529.76              1.02
    28   000402   金 融 街    6,088,100.00      39,755,293.00              0.99
    29   600208   新湖中宝    9,618,052.00      39,722,554.76              0.99
    30   000623   吉林敖东    2,274,864.00      39,446,141.76              0.98
    31   600725   云维股份    7,971,330.00      39,378,370.20              0.98
    32   000417   合肥百货    3,121,774.00      39,178,263.70              0.98
    33   002485     希努尔    3,466,546.00      39,171,969.80              0.97
    34   002673   西部证券    2,294,600.00      38,549,280.00              0.96
    35   601555   东吴证券    4,200,000.00      37,128,000.00              0.92
    36   300222   科大智能    2,573,719.00      36,675,495.75              0.91
    37   002065   东华软件    1,578,693.00      35,046,984.60              0.87
    38   002474   榕基软件    1,626,720.00      34,144,852.80              0.85
    39   000639   西王食品    2,477,901.00      33,749,011.62              0.84
    40   600720     祁连山    3,196,768.00      33,470,160.96              0.83
                    新华优选成长股票型证券投资基金 2012 年半年度报告
    41   601336   新华保险     902,300.00       30,894,752.00              0.77
    42   002376     新北洋   1,584,833.00       30,618,973.56              0.76
    43   300273   和佳股份   1,719,491.00       30,538,160.16              0.76
    44   600376   首开股份   2,303,008.00       30,491,825.92              0.76
    45   002482   广田股份   1,668,092.00       29,108,205.40              0.72
    46   600138     中青旅   1,602,820.00       28,818,703.60              0.72
    47   600594   益佰制药   1,411,960.00       27,956,808.00              0.70
    48   300170   汉得信息   1,612,999.00       27,840,362.74              0.69
    49   000669   *ST 领先   1,067,154.00       27,735,332.46              0.69
    50   000425   徐工机械   1,912,395.00       27,423,744.30              0.68
    51   600688   S 上石化   4,518,720.00       26,208,576.00              0.65
    52   000069   华侨城A   4,019,582.00       25,644,933.16              0.64
    53   000528      柳 工   1,908,849.00       23,688,816.09              0.59
    54   000400   许继电气   1,500,000.00       23,505,000.00              0.59
    55   600600   青岛啤酒     609,734.00       23,285,741.46              0.58
    56   600266   北京城建   1,517,227.00       23,046,678.13              0.57
    57   600588   用友软件   1,500,000.00       22,890,000.00              0.57
    58   601601   中国太保   1,021,512.00       22,657,136.16              0.56
    59   300228   富瑞特装     846,094.00       20,373,943.52              0.51
    60   000157   中联重科   2,000,000.00       20,060,000.00              0.50
    61   000401   冀东水泥   1,419,289.00       19,955,203.34              0.50
    62   002534   杭锅股份   1,080,033.00       19,418,993.34              0.48
    63   002331   皖通科技   1,648,159.00       19,283,460.30              0.48
    64   002431   棕榈园林     699,963.00       18,052,045.77              0.45
    65   600125   铁龙物流   2,124,242.00       18,013,572.16              0.45
    66   300214   日科化学   1,567,500.00       16,819,275.00              0.42
    67   300036   超图软件   1,035,799.00       15,008,727.51              0.37
    68   002089   新 海 宜   2,013,020.00       14,876,217.80              0.37
    69   000651   格力电器     694,440.00       14,479,074.00              0.36
    70   002484   江海股份   1,304,804.00       14,209,315.56              0.35
    71   601666   平煤股份   1,399,931.00       14,167,301.72              0.35
    72   002308   威创股份   1,427,427.00       14,060,155.95              0.35
    73   600031   三一重工   1,000,000.00       13,920,000.00              0.35
    74   600995   文山电力   1,999,990.00       13,839,930.80              0.34
    75   000759   中百集团   1,815,540.00       13,507,617.60              0.34
    76   000616   亿城股份   3,688,840.00       13,501,154.40              0.34
    77   300119   瑞普生物     819,131.00       13,433,748.40              0.33
    78   300245   天玑科技     577,125.00       12,540,926.25              0.31
    79   002078   太阳纸业   2,139,553.00       12,345,220.81              0.31
    80   600585   海螺水泥     824,700.00       12,222,054.00              0.30
    81   002397   梦洁家纺     543,568.00       11,360,571.20              0.28
                                    新华优选成长股票型证券投资基金 2012 年半年度报告
    82        600439                瑞贝卡   1,994,270.00       10,808,943.40              0.27
    83        000543              皖能电力   1,530,000.00       10,725,300.00              0.27
    84        601012              隆基股份   1,199,999.00       10,547,991.21              0.26
    85        300216              千山药机     927,556.00       10,397,902.76              0.26
    86        300039              上海凯宝     450,862.00       10,054,222.60              0.25
    87        000823              超声电子     699,950.00         9,764,302.50             0.24
    88        600571                信雅达   1,279,697.00         9,405,772.95             0.23
    89        002419              天虹商场     709,379.00         9,377,990.38             0.23
    90        002589              瑞康医药     281,361.00         9,270,844.95             0.23
    91        002386              天原集团   1,215,477.00         9,237,625.20             0.23
    92        002549              凯美特气     570,369.00         8,943,385.92             0.22
    93        600409              三友化工   1,360,325.00         8,882,922.25             0.22
    94        000650              仁和药业   1,000,000.00         8,580,000.00             0.21
    95        600697              欧亚集团     337,897.00         7,727,704.39             0.19
    96        600426              华鲁恒升   1,000,000.00         7,390,000.00             0.18
    97        600497              驰宏锌锗     500,000.00         7,035,000.00             0.18
    98        300090              盛运股份     500,000.00         6,795,000.00             0.17
    99        002583                海能达     379,188.00         6,666,125.04             0.17
    100       601231              环旭电子     500,000.00         6,320,000.00             0.16
    101       300195              长荣股份     234,400.00         5,773,272.00             0.14
    102       000809              铁岭新城     600,000.00         5,502,000.00             0.14
    103       300096                易联众     500,000.00         5,500,000.00             0.14
    104       600153              建发股份     709,600.00         5,080,736.00             0.13
    105       000527              美的电器     450,000.00         4,972,500.00             0.12
    106       002458              益生股份     334,629.00         4,862,159.37             0.12
    107       002371              七星电子     177,806.00         4,740,307.96             0.12
    108       300168              万达信息     155,419.00         3,728,501.81             0.09
    109       002398              建研集团     150,000.00         3,417,000.00             0.09
    110       600149             ST 廊发展     508,900.00         3,333,295.00             0.08
    111       300057              万顺股份     365,431.00         2,667,646.30             0.07
    112       600828              成商集团     427,038.00         2,540,876.10             0.06
    113       000800              一汽轿车     155,124.00         1,684,646.64             0.04
    114       002429              兆驰股份     121,198.00         1,369,537.40             0.03
    115       300275                梅安森      43,415.00         1,193,912.50             0.03
    116       300207                欣旺达      65,505.00          921,000.30              0.02
    117       000534              万泽股份     140,460.00          747,247.20              0.02
    118       000830              鲁西化工     158,487.00          719,530.98              0.02
    7.4   报告期内股票投资组合的重大变动7.4.1 累计买入金额超出期初基金资产净值 2%或前 20 名的股票明细
                                         新华优选成长股票型证券投资基金 2012 年半年度报告
                                                                   金额单位:人民币元
                                                                                占期初基金资
    序号      股票代码          股票名称              本期累计买入金额            产净值比例
                                                                                  (%)
    1         601555           东吴证券                        111,591,762.06                3.52
    2         000002           万 科A                         109,557,996.01                3.45
    3         600048           保利地产                         96,522,176.10                3.04
    4         601628           中国人寿                         91,095,631.21                2.87
    5         002535           林州重机                         85,112,631.25                2.68
    6         600881           亚泰集团                         79,602,395.69                2.51
    7         601318           中国平安                         76,769,571.21                2.42
    8         600383           金地集团                         74,416,026.49                2.35
    9         600036           招商银行                         59,467,281.13                1.87
    10        600030           中信证券                         59,298,103.39                1.87
    11        600000           浦发银行                         59,016,123.62                1.86
    12        000876           新 希 望                         53,969,126.53                1.70
    13        600694           大商股份                         51,175,105.20                1.61
    14        600104           上汽集团                         50,963,986.25                1.61
    15        002594            比亚迪                          50,011,712.02                1.58
    16        000001           深发展A                         48,050,189.84                1.51
    17        600352           浙江龙盛                         47,739,504.21                1.50
    18        002345            潮宏基                          47,594,811.37                1.50
    19        601336           新华保险                         47,518,791.84                1.50
    20        600725           云维股份                         47,221,206.72                1.49
    注:本项“买入金额”均按买卖成交金额(成交单价乘以数量)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
                                                                                占期初基金资
    序号      股票代码          股票名称              本期累计卖出金额            产净值比例
                                                                                  (%)
    1         600187           国中水务                        133,238,433.46                4.20
    2         601555           东吴证券                         75,867,867.68                2.39
    3         002485            希努尔                          74,165,515.87                2.34
    4         600000           浦发银行                         70,030,986.00                2.21
    5         600816           安信信托                         66,691,052.87                2.10
    6         600157           永泰能源                         66,621,627.17                2.10
    7         600497           驰宏锌锗                         64,416,325.71                2.03
    8         600036           招商银行                         60,941,548.03                1.92
    9         600585           海螺水泥                         59,473,088.09                1.87
    10        000001           深发展A                         54,177,934.93                1.71
    11        600461           洪城水业                         53,581,837.32                1.69
                                         新华优选成长股票型证券投资基金 2012 年半年度报告
    12        002594             比亚迪                         52,589,299.91                1.66
    13        000629           攀钢钒钛                         52,223,480.90                1.65
    14        600352           浙江龙盛                         43,986,482.54                1.39
    15        601901           方正证券                         40,832,268.49                1.29
    16        601169           北京银行                         40,564,125.86                1.28
    17        601166           兴业银行                         40,441,770.92                1.27
    18        600016           民生银行                         38,548,485.84                1.22
    19        000858           五 粮 液                         38,313,141.04                1.21
    20        300041           回天胶业                         35,045,384.16                1.10
    注:本项“卖出金额”均按买卖成交金额(成交单价乘以数量)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
                                                                   金额单位:人民币元
    买入股票的成本(成交)总额                                                    3,746,772,008.29
    卖出股票的收入(成交)总额                                                    2,980,408,693.03
    注:买入股票成本、卖出股票收入均按买卖成交金额(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
    本报告期末本基金无债券投资。
    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
    本报告期末本基金无债券投资。
    7.7   期末按公允价值占基金资产净值比例大小排名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
    本报告期末本基金未持有权证。
    7.9   投资组合报告附注
    7.9.1 本报告期末本基金投资的前十名证券没有被监管部门立案调查,或在报告编制日前一年内受到公开遣责、处罚的情形。
    7.9.2 本报告期末本基金投资的前十名股票没有超出基金合同规定备选股票库。
    7.9.3 期末其他各项资产构成
                                             新华优选成长股票型证券投资基金 2012 年半年度报告
                                                                             单位:人民币元
    序号                         名称                                         金额
    1       存出保证金                                                                  1,343,306.73
    2       应收证券清算款                                                              5,546,854.95
    3       应收股利                                                                                  -
    4       应收利息                                                                        53,596.87
    5       应收申购款                                                                  1,808,772.18
    6       其他应收款                                                                                -
    7       待摊费用                                                                                  -
    8       其他                                                                                      -
    9       合计                                                                        8,752,530.73
    7.9.4 期末持有的处于转股期的可转换债券明细
    本报告期末本基金没有处于转股期的可转换债券。
    7.9.5 期末前十名股票中存在流通受限情况的说明
    本报告期末本基金前十名股票中未存在流通受限情况。
    7.9.6 投资组合报告附注的其他文字描述部分
    由于四舍五入原因,分项之和与合计可能有尾差。
                                 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
                                       机构投资者                            个人投资者
    持有人户     户均持有的
    数(户)         基金份额                          占总份额比                              占总份额
                                 持有份额                           持有份额
                                                      例                                    比例
    74,315          45,286.68    1,590,817,580.45       47.27%      1,774,661,723.97           52.73%
    8.2     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
                                                                428,956.19                      0.01%基金
    注:本公司高级管理人员、基金投资和研究部门负责人持有该只基金份额总量的数量区间为 10-50 万份;该只基金的基金经理持有该只基金份额总量的数量区间为 0-10 万份。
                                           新华优选成长股票型证券投资基金 2012 年半年度报告
                             9        开放式基金份额变动
                                                                      单位:份基金合同生效日(2008 年 7 月 25 日)基金份额
                                                                                  278,333,456.06总额
    本报告期期初基金份额总额                                                         2,208,520,248.27
    本报告期基金总申购份额                                                           2,373,312,650.57
    减:本报告期基金总赎回份额                                                       1,216,353,594.42
    本报告期基金拆分变动份额                                                                        -
    本报告期期末基金份额总额                                                         3,365,479,304.42
                                 10     重大事件揭示
    10.1   基金份额持有人大会决议
    本报告期内未召开基金份额持有人大会。
    10.2   基金管理人、基金托管人的专门基金托管部门的重大人事变动
    本报告期基金管理人未有重大人事变动。
    10.3   涉及基金管理人、基金财产、基金托管业务的诉讼
    本报告无涉及基金管理人、基金财产、基金托管业务的诉讼。
    10.4   基金投资策略的改变
    本报告期本基金投资策略无改变。
    10.5 报告期内改聘会计师事务所情况
    本报告期内,本基金未改聘会计师事务所。
    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
    本报告期内,基金管理人、托管人及其高级管理人员未有受监管部门稽查或处罚的情形
                                        新华优选成长股票型证券投资基金 2012 年半年度报告发生。
    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           备注
                                                 占当期
                                                                           占当期佣
    券商名称    交易单元数量                       股票成
                                成交金额                       佣金        金总量的
                                                 交总额
                                                                             比例
                                                 的比例
    光大证券                 1    730,092,878.08    10.88%       597,675.39     10.99%           -
    瑞银证券                 1    592,259,039.41     8.82%       487,643.29       8.97%          -
    民生证券                 1    569,812,523.03     8.49%       484,338.20       8.91%          -
    国金证券                 1    567,379,631.03     8.45%       486,444.04       8.94%          -
    新时代证券               2    523,388,086.96     7.80%       440,213.88       8.09%          -
    中信证券                 2    508,378,103.40     7.57%       413,586.67       7.60%          -
    兴业证券                 1    496,332,839.25     7.39%       406,971.11       7.48%          -
    恒泰证券                 1    483,541,916.35     7.20%       411,007.77       7.56%          -
    东方证券                 1    470,875,419.96     7.01%       309,389.92       5.69%          -
    东兴证券                 1    469,953,785.51     7.00%       309,594.15       5.69%          -
    国泰君安                 1    439,228,748.43     6.54%       373,577.37       6.87%          -
    招商证券                 1    407,956,996.13     6.08%       334,533.49       6.15%          -
    中金公司                 1    314,264,580.21     4.68%       268,723.54       4.94%          -
    平安证券                 1    113,687,586.29     1.69%        92,372.09       1.70%          -
    齐鲁证券                 1     25,668,221.28     0.38%        22,408.17       0.41%          -
    申银万国                 1                  -            -            -            -         -
    南京证券                 1                  -            -            -            -         -
    注:本基金根据中国证券监督管理委员会《关于加强证券投资基金监管有关问题的通知》(证监基字[1998]29 号)以及《关于完善证券投资基金交易席位制度有关问题的通知》(证监基金字[2007]48 号)的有关规定,本基金报告期内共租用 19 个交易席位,其中报告期内增加一个交易席位:南京证券上海交易所交易席位。
    (1)租用专用席位选择证券经营机构的标准
    ①公司实力雄厚,资信状况良好。公司净资产超过人民币三亿元,并且最近三年没有重大违规行为;
    ②公司财务状况和经营状况良好,各项财务指标显示公司运行稳定;
    ③公司具有较强的研究能力。有固定的研究机构或人员,能及时为基金提供高质量的宏
                                          新华优选成长股票型证券投资基金 2012 年半年度报告观经济研究、行业研究及市场走向、个股分析报告和专门研究报告;
       ④公司内部管理规范、严格。内部运行高效,内部控制严格,能满足基金操作的高度保密要求
      ⑤公司信息服务周全。能提供基金运作的高效通讯条件,并有能力为基金提供全面的信息服务。
       (2)席位租用期限及更换方式
       ①席位租用期限暂定为一年,一年之后我公司将根据各证券经营机构在一年中向我公司提供的研究报告和信息服务的质量、通讯及信息保密等情况,按照根据上述选择标准细化的评价体系,进行评比排名。对不能及时有效提供信息服务的有关证券经营机构将予以淘汰,重新选择研究能力强、信息服务质量高的证券经营机构,租用其交易席位。
      若有关证券经营机构所提供的研究报告及其他信息服务不符合我公司管理基金投资工作的要求,我公司有权中止租用其交易席位。
      (3)基金专用交易席位的选择程序如下:
          ①本基金管理人根据上述标准考察后确定选用交易席位的证券经营机构。
          ②基金管理人和被选中的证券经营机构签订席位租用协议。
       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
    1        新华基金管理有限公司关于旗下部分基金
                                                     中国证券报、证券
           参加中国邮政储蓄银行有限责任公司网上                            2012-1-4
                                                     时报、上海证券报
           基金申购费率优惠活动的公告
    2        新华基金管理有限公司关于旗下基金参加
                                                     中国证券报、证券
           中国农业银行股份有限公司网上基金申购                            2012-1-4
                                                     时报、上海证券报
           费率优惠活动的公告
    3        新华基金管理有限公司关于旗下基金2011
                                                     中国证券报、证券
           年年度最后一个自然日(2011年12月31日)                          2012-1-4
                                                     时报、上海证券报
           的资产净值公告
    4        新华优选成长股票型证券投资基金基金经      中国证券报、证券
                                                                           2012-1-11
           理变更公告                                时报、上海证券报
                                  新华优选成长股票型证券投资基金 2012 年半年度报告
    5    新华优选成长股票型证券投资基金2011年    中国证券报、证券
                                                                   2012-1-18
    第4季度报告                             时报、上海证券报
    6    新华基金管理有限公司关于旗下部分基金
                                             中国证券报、证券
    增加招商证券股份有限公司为代销机构的                          2012-3-3
                                             时报、上海证券报
    公告
    7    新华优选成长股票型证券投资基金分红预    中国证券报、证券
                                                                   2012-3-8
    告                                      时报、上海证券报
    8    新华优选成长股票型证券投资基金招募说    中国证券报、证券
                                                                   2012-3-10
    明书(更新)摘要                        时报、上海证券报
    9    新华优选成长股票型证券投资基金招募说
                                             公司网站              2012-3-10
    明书(更新)全文
    10   新华优选成长股票型证券投资基金分红公    中国证券报、证券
                                                                   2012-3-14
    告                                      时报、上海证券报
    11   新华优选成长股票型证券投资基金2011年    中国证券报、证券
                                                                   2012-3-27
    年度报告(摘要)                        时报、上海证券报
    12   新华优选成长股票型证券投资基金2011年
                                             公司网站              2012-3-27
    年度报告(正文)
    13   新华基金管理有限公司关于旗下部分基金
                                             中国证券报、证券
    参加中国工商银行个人电子银行基金申购                          2012-3-31
                                             时报、上海证券报
    费率优惠活动的公告
    14   新华基金管理有限公司关于旗下部分基金
                                             中国证券报、证券
    参加华夏银行股份有限公司网上基金申购                          2012-4-7
                                             时报、上海证券报
    费率优惠活动的公告
    15   新华基金管理有限公司关于旗下基金参加
                                             中国证券报、证券
    国泰君安证券股份有限公司申购费率优惠                          2012-4-12
                                             时报、上海证券报
    活动的公告
    16   新华基金管理有限公司关于调整长期停牌    中国证券报、证券
                                                                   2012-4-21
    股票估值方法的公告                      时报、上海证券报
    17   新华优选成长股票型证券投资基金2012年1   中国证券报、证券
                                                                   2012-4-24
    季报                                    时报、上海证券报
    18   新华基金管理有限公司关于旗下部分基金
                                             中国证券报、证券
    参加中国农业银行股份有限公司网上基金                          2012-4-28
                                             时报、上海证券报
    申购费率优惠活动的公告
    19   新华基金管理有限公司关于旗下部分基金
                                             中国证券报、证券
    参加中国邮政储蓄银行股份有限公司手机                          2012-4-28
                                             时报、上海证券报
    银行基金申购费率优惠活动的公告
    20   新华基金管理有限公司关于旗下基金参加    中国证券报、证券
    重庆银行网上银行基金申购费率优惠活动    时报、上海证券报、 2012-5-19
    的公告                                  证券日报
    21                                           中国证券报、证券
    新华基金管理有限公司旗下部分基金增加
                                             时报、上海证券报、 2012-5-21
    华西证券有限责任公司为代销机构的公告
                                             证券日报
    22   新华基金管理有限公司关于旗下部分基金    中国证券报、证券
                                                                2012-6-28
    参加交通银行电子银行基金申购费率优惠    时报、上海证券报、
                                         新华优选成长股票型证券投资基金 2012 年半年度报告
        活动的公告                                    证券日报
    23    新华基金管理有限公司关于旗下部分基金          中国证券报、证券
        参加中信银行股份有限公司电子银行基金          时报、上海证券报、 2012-6-29
        申购费率优惠活动的公告                        证券日报
                        11   影响投资者决策的其他重要信息
    本报告期内本基金未有影响投资者决策的其他重要信息。
                                  12   备查文件目录
    12.1 备查文件目录
    (一)中国证监会批准新世纪优选成长股票型证券投资基金募集的文件
    (二)关于申请募集新世纪优选成长股票型证券投资基金之法律意见书
    (三)中国证监会关于核准新世纪基金管理有限公司变更公司名称、变更住所的批复
    (四)新华优选成长股票型证券投资基金基金合同
    (五)新华优选成长股票型证券投资基金托管协议
    (六)新华优选成长股票型证券投资基金登记结算服务协议
    (七)《新华基金管理有限公司开放式基金业务规则》
    (八)更新的《新华优选成长股票型证券投资基金招募说明书》
    (九)基金管理人业务资格批件、营业执照及公司章程
    (十)基金托管人业务资格批件和营业执照
    (十一)中国证监会要求的其他文件
    12.2 存放地点
    基金管理人、基金托管人住所。
    12.3 查阅方式
    投资者可在营业时间内免费查阅,也可按工本费购买复印件,或通过本基金管理人网站查阅。
                                                                   新华基金管理有限公司
                                                                 二〇一二年八月二十四日
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