华夏回报A(002001)公告正文

华夏回报混合:2014年半年度报告摘要

公告日期 2014-08-25 来源 巨潮网

华夏回报证券投资基金
2014 年半年度报告摘要
    2014 年 6 月 30 日
    基金管理人:华夏基金管理有限公司
    基金托管人:中国银行股份有限公司
    报告送出日期:二〇一四年八月二十五日
                                          华夏回报证券投资基金 2014 年半年度报告摘要
                               §1 重要提示
    基金管理人的董事会、董事保证本报告所载资料不存在虚假记载、误导性陈述或重大遗漏,并对其内容的真实性、准确性和完整性承担个别及连带的法律责任。本半年度报告已经三分之二以上独立董事签字同意,并由董事长签发。
    基金托管人中国银行股份有限公司根据本基金合同规定,于 2014 年 8 月 21日复核了本报告中的财务指标、净值表现、利润分配情况、财务会计报告、投资组合报告等内容,保证复核内容不存在虚假记载、误导性陈述或者重大遗漏。
    基金管理人承诺以诚实信用、勤勉尽责的原则管理和运用基金资产,但不保证基金一定盈利。
    基金的过往业绩并不代表其未来表现。投资有风险,投资者在作出投资决策前应仔细阅读本基金的招募说明书及其更新。
    本报告中财务资料未经审计。
    本报告期自 2014 年 1 月 1 日起至 6 月 30 日止。
    本半年度报告摘要摘自半年度报告正文,投资者欲了解详细内容,应阅读半年度报告正文。
                                               华夏回报证券投资基金 2014 年半年度报告摘要
                                 §2 基金简介2.1 基金基本情况
    基金简称                         华夏回报混合
    基金主代码                       002001
    交易代码                         002001                        002002
    基金运作方式                     契约型开放式
    基金合同生效日                   2003年9月5日
    基金管理人                       华夏基金管理有限公司
    基金托管人                       中国银行股份有限公司
    报告期末基金份额总额             8,198,750,895.56份
    基金合同存续期                   不定期2.2 基金产品说明
    投资目标                         尽量避免基金资产损失,追求每年较高的绝对回报。
                                 正确判断市场走势,合理配置股票和债券等投资工
                                 具的比例,准确选择具有投资价值的股票品种和债投资策略
                                 券品种进行投资,可以在尽量避免基金资产损失的
                                 前提下实现基金每年较高的绝对回报。
                                 本基金业绩比较基准为绝对回报标准,为同期一年业绩比较基准
                                 期定期存款利率。
                                 本基金在证券投资基金中属于中等风险的品种,其
    风险收益特征                     长期平均的预期收益和风险高于债券基金,低于股
                                 票基金。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                       华夏基金管理有限公司              中国银行股份有限公司
                姓名        崔雁巍                            王永民信息披露
                联系电话    400-818-6666                      010-66594896负责人
                电子邮箱    service@ChinaAMC.com              fcid@bankofchina.com
    客户服务电话               400-818-6666                      95566
    传真                       010-63136700                      010-665949422.4 信息披露方式
    登载基金半年度报告正文的管理人互联网网址       www.ChinaAMC.com
    基金半年度报告备置地点                         基金管理人和基金托管人的住所
                       §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
                                                     华夏回报证券投资基金 2014 年半年度报告摘要
    3.1.1 期间数据和指标                    报告期(2014 年 1 月 1 日至 2014 年 6 月 30 日)
    本期已实现收益                                                                 663,548,467.35
    本期利润                                                                       -515,425,074.89
    加权平均基金份额本期利润                                                               -0.0608
    本期基金份额净值增长率                                                                 -4.44%
    3.1.2 期末数据和指标                              报告期末(2014 年 6 月 30 日)
    期末可供分配基金份额利润                                                                0.0236
    期末基金资产净值                                                            10,561,593,772.19
    期末基金份额净值                                                                         1.288
    注:①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,计入费用后实际收益水平要低于所列数字。
    ②本期已实现收益指基金本期利息收入、投资收益、其他收入(不含公允价值变动收益)扣除相关费用后的余额,本期利润为本期已实现收益加上本期公允价值变动收益。3.2 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      份额净值增    业绩比较      业绩比较基
    阶段         值增长      长率标准差    基准收益      准收益率标       ①-③      ②-④
                 率①            ②          率③          准差④
    过去一个月         1.58%          0.61%        0.25%           0.00%        1.33%       0.61%
    过去三个月         0.94%          0.70%        0.75%           0.00%        0.19%       0.70%
    过去六个月        -4.44%          0.83%        1.49%           0.00%        -5.93%      0.83%
    过去一年           6.59%          0.89%        3.00%           0.00%        3.59%       0.89%
    过去三年         15.01%           0.79%        9.48%           0.00%        5.53%       0.79%自基金合同生
                 560.53%          1.04%      31.07%            0.00%      529.46%       1.04%效起至今3.2.2 自基金合同生效以来基金份额累计净值增长率变动及其与同期业绩比较基准收益率变动的比较
                                   华夏回报证券投资基金
               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
                          (2003 年 9 月 5 日至 2014 年 6 月 30 日)
                                         华夏回报证券投资基金 2014 年半年度报告摘要
                            §4 管理人报告4.1 基金管理人及基金经理情况4.1.1 基金管理人及其管理基金的经验
    华夏基金管理有限公司成立于 1998 年 4 月 9 日,是经中国证监会批准成立的首批全国性基金管理公司之一。公司总部设在北京,在北京、上海、深圳、成都、南京、杭州、广州和青岛设有分公司,在香港及深圳设有子公司。公司是首批全国社保基金管理人、首批企业年金基金管理人、境内首批 QDII 基金管理人、境内首只 ETF 基金管理人,以及特定客户资产管理人、保险资金投资管理人,香港子公司是首批 RQFII 基金管理人。华夏基金是业务领域最广泛的基金管理公司之一。
    2014 年上半年,在《中国证券报》主办的“第十一届中国基金业金牛奖”评选中,华夏基金荣获年度“金牛基金管理公司奖”,所管理的基金荣获 6 个单项奖;在《上海证券报》主办的“第十一届中国金基金奖”评选中,华夏基金荣获“金基金TOP 公司大奖”,所管理的基金荣获 5 个单项奖,为获奖最多的基金公司;在《证券时报》主办的“2013 年度中国基金业明星基金奖”评选中,华夏基金荣获“五年持续回报明星基金公司奖”和“2013 年度十大明星基金公司奖”,所管理的基金荣获 3 个单项奖。
    在客户服务方面,上半年,华夏基金继续以客户需求为导向,努力提高客户
                                             华夏回报证券投资基金 2014 年半年度报告摘要资金管理便利性:(1)华夏财富宝货币在微信理财通开通了申购和赎回等业务,方便投资者进行现金管理;(2)华夏现金增利货币在本公司电子交易平台部分支付渠道实现了基金份额变化实时可见,且可见即可用,提高投资者的交易效率;(3)在华夏基金微信公众服务平台增加扫码绑定功能,投资者扫码即可开通基金的微信交易和微信查询,提高投资者使用的便利性。4.1.2 基金经理(或基金经理小组)及基金经理助理简介
                      任本基金的基金经理期限       证券从业
    姓名      职务                                                        说明
                      任职日期     离任日期          年限
                                                                硕士。曾任鹏华基金
                                                                研究员、基金经理,
           本基金的
                                                                浙江天堂硅谷创业投
           基 金 经
                                                                资公司投资经理,原
    胡建平   理、股票   2007-07-31   2014-01-17        16 年
                                                                浙江证券研究员、投
           投资部副
                                                                资经理等。2007 年 4
           总经理
                                                                月加入华夏基金管理
                                                                有限公司。
                                                                清华大学工学硕士。
                                                                曾任中信建投证券行
                                                                业研究员、原泰达荷
                                                                银基金(现泰达宏利
           本基金的
    张剑               2011-02-22   2014-05-23        10 年      基金)行业研究员等。
           基金经理
                                                                2007 年 9 月加入华夏
                                                                基金管理有限公司,
                                                                曾任行业研究员、基
                                                                金经理助理等。
                                                                经济学硕士。曾任海
                                                                南省国际信托投资公
                                                                司证券总部总经理助
                                                                理、证券营业部总经
           本基金的
                                                                理,金元证券证券营
           基 金 经
                                                                业部总经理、投资管
    王海雄   理、公司   2014-01-02         -           21 年
                                                                理总部总经理、公司
           首席投资
                                                                副总裁等。2010 年 12
           官
                                                                月加入华夏基金管理
                                                                有限公司,曾任华夏
                                                                基金(香港)有限公
                                                                司副行政总裁等。
                                                                中山大学金融学硕
           本基金的                                             士。曾任广发证券研
    黄立图              2014-01-17         -            6年
           基金经理                                             究员等。2011 年 4 月
                                                                加入华夏基金管理有
                                                华夏回报证券投资基金 2014 年半年度报告摘要
                                                                   限公司,曾任研究员、
                                                                   基金经理助理等。
                                                                   英国兰卡斯特大学金
                                                                   融学硕士。曾任中国
                                                                   国际金融有限公司投
                                                                   资银行部项目经理、
            本基金的
    李冬卉                2014-05-23          -            8年       资产管理部研究员
            基金经理
                                                                   等。2010 年 11 月加
                                                                   入华夏基金管理有限
                                                                   公司,曾任研究员、
                                                                   投资经理等。
                                                                   中国农业大学金融学
                                                                   硕士。曾任天相投资
                                                                   顾问有限公司、新华
                                                                   资产管理股份有限公
            本基金的
    蔡向阳                2014-05-28          -            8年       司研究员等。2007 年
            基金经理
                                                                   10 月加入华夏基金
                                                                   管理有限公司,曾任
                                                                   研究员、基金经理助
                                                                   理、投资经理等。
    注:①上述任职日期、离任日期根据本基金管理人对外披露的任免日期填写。
    ②证券从业的含义遵从行业协会《证券业从业人员资格管理办法》的相关规定。
    ③根据本基金管理人于 2014 年 1 月 4 日发布的《华夏基金管理有限公司关于增聘华夏回报证券投资基金基金经理的公告》,增聘王海雄先生为本基金基金经理。
    ④根据本基金管理人于 2014 年 1 月 18 日发布的《华夏基金管理有限公司关于调整华夏回报证券投资基金基金经理的公告》,增聘黄立图先生为本基金基金经理,胡建平先生不再担任本基金基金经理。
    ⑤根据本基金管理人于 2014 年 5 月 24 日发布的《华夏基金管理有限公司关于调整华夏回报证券投资基金基金经理的公告》,增聘李冬卉先生为本基金基金经理,张剑先生不再担任本基金基金经理。
    ⑥根据本基金管理人于 2014 年 5 月 29 日发布的《华夏基金管理有限公司关于增聘华夏回报证券投资基金基金经理的公告》,增聘蔡向阳先生为本基金基金经理。4.2 管理人对报告期内本基金运作遵规守信情况的说明
    本报告期内,本基金管理人严格遵守《中华人民共和国证券投资基金法》、《证券投资基金运作管理办法》、《证券投资基金管理公司公平交易制度指导意
                                        华夏回报证券投资基金 2014 年半年度报告摘要见》、《基金管理公司开展投资、研究活动防控内幕交易指导意见》、基金合同和其他有关法律法规,本着诚实信用、勤勉尽责、安全高效的原则管理和运用基金资产,在严格控制投资风险的基础上,为基金份额持有人谋求最大利益,没有损害基金份额持有人利益的行为。4.3 管理人对报告期内公平交易情况的专项说明4.3.1 公平交易制度的执行情况
    本基金管理人一贯公平对待旗下管理的所有基金和组合,制定并严格遵守相应的制度和流程,通过系统和人工等方式在各环节严格控制交易公平执行。报告期内,本公司严格执行了《证券投资基金管理公司公平交易制度指导意见》和《华夏基金管理有限公司公平交易制度》的规定。4.3.2 异常交易行为的专项说明
    报告期内未发现本基金存在异常交易行为。
    报告期内,本基金出现 1 次涉及本基金的交易所公开竞价同日反向交易成交较少的单边交易量超过该证券当日成交量 5%的情况,为 ETF 基金因被动跟踪标的指数和本基金发生的反向交易。4.4 管理人对报告期内基金的投资策略和业绩表现的说明4.4.1 报告期内基金投资策略和运作分析
    2014 年上半年,国际方面,美国经济显示出较强的复苏信号,欧洲经济企稳回升。国内方面,宏观经济在房地产产业链低迷的背景下,内生增长动力不足,经济结构转型方向明确但过程曲折。政府积极预调微调,通过“定向降准”等多种方式刺激以稳定经济,采购经理指数(PMI)显示 2 季度的经济略有好转,但其持续性仍受到房地产产业链和潜在债务风险的限制。在新股发行有序重启、沪港通等政策逐步推出的背景下,A 股主要指数整体窄幅震荡,创业板则相对较大幅度震荡。
    报告期内,本基金坚持长期投资为主,以价值加成长、“自下而上”精选个股的投资模式,重点投资有长期发展空间的成长个股,积极关注实体经济在转型期各个细分领域的成长机会,主要投资了互联网、新能源汽车、食品饮料、医药和医疗服务、软件行业,以及部分存在底部反转的价值型股票。4.4.2 报告期内基金的业绩表现
                                         华夏回报证券投资基金 2014 年半年度报告摘要
    截至 2014 年 6 月 30 日,本基金份额净值为 1.288 元,本报告期份额净值增长率为-4.44%,同期业绩比较基准增长率为 1.49%。4.5 管理人对宏观经济、证券市场及行业走势的简要展望
    展望下半年,整体经济格局不会发生大变化,未来利率水平是否上升可能不再是市场关注的核心,市场将重点关注房地产产业链能否实现“软着陆”。受宏观经济影响,A 股上市公司整体盈利上行趋势出现的可能性较小,市场难以出现趋势性大幅上涨行情,仍将只有行业投资和个股投资的机会。
    下半年,本基金将在坚持安全边际的前提下,精选估值合理的个股投资。坚持持有医药、食品饮料、互联网、新能源汽车、医疗设备及医疗器械、营销、软件等领域的核心成长股,积极关注检测、消防、海工等小的细分行业可能出现的投资机会,关注实体经济领域出现积极变化所带来的投资机会,同时关注大消费领域稳定增长行业中部分估值合理的成长型个股。
    珍惜基金份额持有人的每一分投资和每一份信任,本基金将继续奉行华夏基金管理有限公司“为信任奉献回报”的经营理念,规范运作,审慎投资,勤勉尽责地为基金份额持有人谋求长期、稳定的回报。4.6 管理人对报告期内基金估值程序等事项的说明
    根据中国证监会相关规定及基金合同约定,本基金管理人应严格按照新准则、中国证监会相关规定和基金合同关于估值的约定,对基金所持有的投资品种进行估值。本基金托管人根据法律法规要求履行估值及净值计算的复核责任。会计师事务所在估值调整导致基金资产净值的变化在 0.25%以上时对所采用的相关估值模型、假设及参数的适当性发表审核意见并出具报告。定价服务机构按照商业合同约定提供定价服务。其中,本基金管理人为了确保估值工作的合规开展,建立了负责估值工作决策和执行的专门机构,组成人员包括督察长、投资风险负责人、证券研究工作负责人、法律监察负责人及基金会计负责人等。其中,近三分之二的人员具有 10 年以上的基金从业经验,且具有风控、证券研究、合规、会计方面的专业经验。同时,根据基金管理公司制定的相关制度,估值工作决策机构的成员中不包括基金经理。本报告期内,参与估值流程各方之间无重大利益冲突。4.7 管理人对报告期内基金利润分配情况的说明
                                          华夏回报证券投资基金 2014 年半年度报告摘要
    根据《证券投资基金运作管理办法》及本基金的基金合同等规定,本基金本报告期实施利润分配 3 次,符合相关法规及基金合同的规定。
                              §5 托管人报告5.1 报告期内本基金托管人遵规守信情况声明
    本报告期内,中国银行股份有限公司(以下称“本托管人”)在华夏回报证券投资基金(以下称“本基金”)的托管过程中,严格遵守《证券投资基金法》及其他有关法律法规、基金合同和托管协议的有关规定,不存在损害基金份额持有人利益的行为,完全尽职尽责地履行了应尽的义务。5.2 托管人对报告期内本基金投资运作遵规守信、净值计算、利润分配等情况的说明
    本报告期内,本托管人根据《证券投资基金法》及其他有关法律法规、基金合同和托管协议的规定,对本基金管理人的投资运作进行了必要的监督,对基金资产净值的计算、基金份额申购赎回价格的计算以及基金费用开支等方面进行了认真地复核,未发现本基金管理人存在损害基金份额持有人利益的行为。5.3 托管人对本半年度报告中财务信息等内容的真实、准确和完整发表意见
    本报告中的财务指标、净值表现、收益分配情况、财务会计报告(注:财务会计报告中的“金融工具风险及管理”部分未在托管人复核范围内)、投资组合报告等数据真实、准确和完整。
                    §6 半年度财务会计报告(未经审计)6.1 资产负债表会计主体:华夏回报证券投资基金报告截止日:2014 年 6 月 30 日
                                                                单位:人民币元
                                                本期末              上年度末
                 资产            附注号
                                           2014 年 6 月 30 日   2013 年 12 月 31 日资产:
    银行存款                                       243,219,097.74        536,228,380.65
    结算备付金                                      12,865,924.85          9,213,169.54
    存出保证金                                       3,055,621.68            971,540.35
    交易性金融资产                               9,463,478,632.00     10,881,066,432.12
    其中:股票投资                               6,233,854,588.20      7,626,223,099.92
                                       华夏回报证券投资基金 2014 年半年度报告摘要
      基金投资                                               -                     -
      债券投资                            3,219,624,043.80         3,239,843,332.20
      资产支持证券投资                       10,000,000.00            15,000,000.00
      贵金属投资                                             -                     -
    衍生金融资产                                                 -                     -
    买入返售金融资产                            458,601,417.90         1,080,256,364.13
    应收证券清算款                              438,606,516.97             4,276,331.77
    应收利息                                     62,329,242.37            50,703,806.32
    应收股利                                                     -                     -
    应收申购款                                     1,116,589.58            6,428,691.53
    递延所得税资产                                               -                     -
    其他资产                                                     -                     -
    资产总计                                 10,683,273,043.09        12,569,144,716.41
                                             本期末                  上年度末
           负债和所有者权益   附注号
                                        2014 年 6 月 30 日       2013 年 12 月 31 日负债:
    短期借款                                                     -                     -
    交易性金融负债                                               -                     -
    衍生金融负债                                                 -                     -
    卖出回购金融资产款                                           -                     -
    应付证券清算款                               37,683,382.63            15,414,895.89
    应付赎回款                                   24,657,869.16            39,274,100.57
    应付管理人报酬                               12,925,868.39            15,919,451.50
    应付托管费                                     2,154,311.40            2,653,241.90
    应付销售服务费                                               -                     -
    应付交易费用                                 42,917,787.42            32,320,286.54
    应交税费                                         78,498.16                78,498.16
    应付利息                                                     -                     -
    应付利润                                                     -                     -
    递延所得税负债                                               -                     -
    其他负债                                      1,261,553.74             1,497,116.34
    负债合计                                    121,679,270.90           107,157,590.90所有者权益:
    实收基金                                  8,198,750,895.56         8,664,732,709.35
    未分配利润                                2,362,842,876.63         3,797,254,416.16
    所有者权益合计                           10,561,593,772.19        12,461,987,125.51
    负债和所有者权益总计                     10,683,273,043.09        12,569,144,716.41
                                                  华夏回报证券投资基金 2014 年半年度报告摘要
    注:报告截止日 2014 年 6 月 30 日,基金份额净值 1.288 元,基金份额总额 8,198,750,895.56份。6.2 利润表会计主体:华夏回报证券投资基金本报告期:2014 年 1 月 1 日至 2014 年 6 月 30 日
                                                                         单位:人民币元
                                                          本期            上年度可比期间
                  项目                 附注号     2014 年 1 月 1 日至    2013 年 1 月 1 日至
                                                   2014 年 6 月 30 日    2013 年 6 月 30 日
    一、收入                                              -392,797,082.42      1,244,701,347.63
    1.利息收入                                              84,014,563.59         70,518,387.96
    其中:存款利息收入                                       5,003,875.54          4,444,483.09
       债券利息收入                                     76,306,317.17         63,774,754.68
       资产支持证券利息收入                                341,010.14             86,995.07
       买入返售金融资产收入                              2,363,360.74          2,212,155.12
       其他利息收入                                                  -                     -
    2.投资收益(损失以“-”填列)                          699,746,396.34        898,183,799.77
    其中:股票投资收益                                     667,020,387.48        830,373,797.47
       基金投资收益                                                  -                     -
       债券投资收益                                        -17,431.49         11,351,820.24
       资产支持证券投资收益                               -209,500.00                      -
       贵金属投资收益                                                -                     -
       衍生工具收益                                                  -                     -
       股利收益                                         32,952,940.35         56,458,182.063.公允价值变动收益(损失以“-”号填
                                                    -1,178,973,542.24        273,689,247.01列)
    4.汇兑收益(损失以“-”号填列)                                      -                     -
    5.其他收入(损失以“-”号填列)                          2,415,499.89          2,309,912.89
    减:二、费用                                           122,627,992.47        112,038,266.07
    1.管理人报酬                                            84,087,879.51         82,310,451.54
    2.托管费                                                14,014,646.55         13,718,408.61
    3.销售服务费                                                         -                     -
    4.交易费用                                              24,050,463.34         14,917,159.57
    5.利息支出                                                 267,601.48            862,331.65
    其中:卖出回购金融资产支出                                 267,601.48            862,331.65
    6.其他费用                                                 207,401.59            229,914.70
                                                    华夏回报证券投资基金 2014 年半年度报告摘要
    三、利润总额(亏损总额以“-”号填列)                   -515,425,074.89      1,132,663,081.56
    减:所得税费用                                                         -                     -
    四、净利润(净亏损以“-”号填列)                       -515,425,074.89      1,132,663,081.566.3 所有者权益(基金净值)变动表会计主体:华夏回报证券投资基金本报告期:2014 年 1 月 1 日至 2014 年 6 月 30 日
                                                                           单位:人民币元
                                                         本期
          项目                          2014 年 1 月 1 日至 2014 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
                               8,664,732,709.35       3,797,254,416.16     12,461,987,125.51金净值)二、本期经营活动产生的
    基金净值变动数(本期利                          -      -515,425,074.89        -515,425,074.89润)三、本期基金份额交易产
    生的基金净值变动数(净          -465,981,813.79        -150,708,471.43        -616,690,285.22值减少以“-”号填列)
    其中:1.基金申购款              968,770,607.96          346,873,909.59       1,315,644,517.55
      2.基金赎回款            -1,434,752,421.75        -497,582,381.02      -1,932,334,802.77四、本期向基金份额持有人分配利润产生的基金净
                                                -      -768,277,993.21        -768,277,993.21值变动(净值减少以“-”号填列)五、期末所有者权益(基
                               8,198,750,895.56       2,362,842,876.63     10,561,593,772.19金净值)
                                                    上年度可比期间
          项目                          2013 年 1 月 1 日至 2013 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
                               7,863,232,038.00       2,275,846,764.82     10,139,078,802.82金净值)二、本期经营活动产生的
    基金净值变动数(本期利                          -     1,132,663,081.56       1,132,663,081.56润)三、本期基金份额交易产
    生的基金净值变动数(净            86,730,467.06          32,386,573.44         119,117,040.50值减少以“-”号填列)
    其中:1.基金申购款             1,391,568,990.55         567,380,201.37       1,958,949,191.92
      2.基金赎回款            -1,304,838,523.49        -534,993,627.93      -1,839,832,151.42
                                                   华夏回报证券投资基金 2014 年半年度报告摘要四、本期向基金份额持有人分配利润产生的基金净
                                               -      -712,559,070.60        -712,559,070.60值变动(净值减少以“-”号填列)五、期末所有者权益(基
                              7,949,962,505.06       2,728,337,349.22     10,678,299,854.28金净值)
    报表附注为财务报表的组成部分。
    本报告 6.1 至 6.4 财务报表由下列负责人签署:
           杨明辉                      崔雁巍                       崔雁巍
    基金管理人负责人        主管会计工作负责人              会计机构负责人6.4 报表附注6.4.1 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的说明
    本基金本报告期会计报表所采用的会计政策、会计估计与最近一期年度会计报表所采用的会计政策、会计估计一致。6.4.2 差错更正的说明
    本基金本报告期无重大会计差错的内容和更正金额。6.4.3 关联方关系6.4.3.1 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
    本基金本报告期不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。6.4.3.2 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
                                               基金发起人、基金管理人、基金注册登记华夏基金管理有限公司
                                               机构、基金销售机构
    中国银行股份有限公司(“中国银行”)           基金托管人、基金销售机构
    中信证券股份有限公司(“中信证券”)           基金管理人的股东、基金销售机构
    注:①根据华夏基金管理有限公司于 2014 年 2 月 12 日发布的公告,华夏基金管理有限公司股权结构变更为中信证券(出资比例 62.2%)、山东省农村经济开发投资公司(比例10%)、POWER CORPORATION OF CANADA(出资比例 10%)、青岛海鹏科技投资有限公司(出资比例 10%)、南方工业资产管理有限责任公司(出资比例 7.8%)。
    ②下述关联交易均在正常业务范围内按一般商业条款订立。6.4.4 本报告期及上年度可比期间的关联方交易
                                                      华夏回报证券投资基金 2014 年半年度报告摘要6.4.4.1 通过关联方交易单元进行的交易6.4.4.1.1 股票交易
                                                                        金额单位:人民币元
                             本期                                    上年度可比期间
                      2014 年 1 月 1 日至                           2013 年 1 月 1 日至
    关联方名称            2014 年 6 月 30 日                            2013 年 6 月 30 日
                                   占当期股票成交                               占当期股票成交
                 成交金额                                      成交金额
                                     总额的比例                                   总额的比例
    中信证券      1,386,779,479.90                     8.73%     2,892,366,016.57             29.81%6.4.4.1.2 权证交易
    本基金本报告期及上年度可比期间均未通过关联方交易单元进行权证交易。6.4.4.1.3 债券交易
                                                                        金额单位:人民币元
                                 本期                                 上年度可比期间
                       2014 年 1 月 1 日至                          2013 年 1 月 1 日至
    关联方名称            2014 年 6 月 30 日                            2013 年 6 月 30 日
                                    占当期债券成交                              占当期债券成交
                  成交金额                                      成交金额
                                      总额的比例                                  总额的比例
    中信证券                     -                          -      47,550,926.80              17.16%6.4.4.1.4 债券回购交易
                                                                        金额单位:人民币元
                                 本期                                 上年度可比期间
                      2014 年 1 月 1 日至                           2013 年 1 月 1 日至
    关联方名称            2014 年 6 月 30 日                            2013 年 6 月 30 日
                                    占当期债券回购                              占当期债券回购
                  成交金额                                      成交金额
                                    成交总额的比例                              成交总额的比例
    中信证券         150,000,000.00                    1.94% 14,920,000,000.00                97.39%6.4.4.1.5 应支付关联方的佣金
                                                                        金额单位:人民币元
                                                      本期
                                  2014 年 1 月 1 日至 2014 年 6 月 30 日关联方名称
                                        占当期佣金           期末应付佣金       占期末应付佣金
                 当期佣金
                                        总量的比例               余额             总额的比例
    中信证券          1,262,522.17                 9.11%             3,026,830.55             7.05%
                                                      华夏回报证券投资基金 2014 年半年度报告摘要
                                                上年度可比期间
                                     2013 年 1 月 1 日至 2013 年 6 月 30 日关联方名称
                                         占当期佣金          期末应付佣金      占期末应付佣金
                  当期佣金
                                         总量的比例              余额            总额的比例
    中信证券             2,633,204.07                30.11%        2,633,204.07               8.69%
    注:上述佣金按市场佣金率计算,以扣除由中国证券登记结算有限责任公司收取证管费、经手费和由券商承担的证券结算风险基金后的净额列示。
    该类佣金协议的服务范围还包括佣金收取方为本基金提供的证券投资研究成果和市场信息服务。6.4.4.2 关联方报酬6.4.4.2.1 基金管理费
                                                                              单位:人民币元
                                                本期                   上年度可比期间
              项目                      2014 年 1 月 1 日至          2013 年 1 月 1 日至
                                         2014 年 6 月 30 日           2013 年 6 月 30 日
    当期发生的基金应支付的管理费                   84,087,879.51                     82,310,451.54
    其中:支付销售机构的客户维护费                  6,587,301.31                      6,720,675.97
    注:①支付基金管理人的基金管理人报酬按前一日基金资产净值 1.5%的年费率计提,逐日累计至每月月底,按月支付。
    ②基金管理人报酬计算公式为:日基金管理人报酬=前一日基金资产净值 × 1.5% / 当年天数。
    ③客户维护费是指基金管理人与基金销售机构约定的用以向基金销售机构支付客户服务及销售活动中产生的相关费用,该费用从基金管理人收取的基金管理费中列支,不属于从基金资产中列支的费用项目。6.4.4.2.2 基金托管费
                                                                              单位:人民币元
                                            本期                      上年度可比期间
           项目                     2014 年 1 月 1 日至             2013 年 1 月 1 日至
                                     2014 年 6 月 30 日              2013 年 6 月 30 日当期发生的基金应支付的
                                             14,014,646.55                       13,718,408.61托管费
    注:①支付基金托管人的基金托管费按前一日基金资产净值 0.25%的年费率计提,逐日累计至每月月底,按月支付。
    ②基金托管费计算公式为:日基金托管费=前一日基金资产净值 × 0.25% / 当年天数。
                                                      华夏回报证券投资基金 2014 年半年度报告摘要6.4.4.3 与关联方进行银行间同业市场的债券(含回购)交易
                                                                               单位:人民币元
                                            本期
                           2014 年 1 月 1 日至 2014 年 6 月 30 日
    银行间市场         债券交易金额                         基金逆回购                   基金正回购
    交易的各关                                                                           交易       利息
    联方名称       基金买入       基金卖出            交易金额         利息收入
                                                                                      金额       支出
    中国银行                   -            -     188,000,000.00          13,185.75              -      -
                                     上年度可比期间
                           2013 年 1 月 1 日至 2013 年 6 月 30 日
    银行间市场         债券交易金额                         基金逆回购                   基金正回购
    交易的各关                                                                           交易       利息
                基金买入       基金卖出            交易金额        利息收入
    联方名称                                                                             金额       支出
    中国银行      100,419,734.25            -                      -                -            -      -6.4.4.4 各关联方投资本基金的情况6.4.4.4.1 报告期内基金管理人运用固有资金投资本基金的情况
    本基金本报告期及上年度可比期间均无基金管理人运用固有资金投资本基金的情况。6.4.4.4.2 报告期末除基金管理人之外的其他关联方投资本基金的情况
    本基金本报告期末及上年度末均无除基金管理人之外的其他关联方投资本基金的情况。6.4.4.5 由关联方保管的银行存款余额及当期产生的利息收入
                                                                               单位:人民币元
                                本期                                 上年度可比期间
                        2014 年 1 月 1 日至                        2013 年 1 月 1 日至
    关联方名称              2014 年 6 月 30 日                         2013 年 6 月 30 日
                  期末余额           当期利息收入              期末余额             当期利息收入中国银行活期
                243,219,097.74            4,837,853.76        933,912,594.87          4,254,089.56存款
    注:本基金的活期银行存款由基金托管人中国银行保管,按银行同业利率计息。6.4.4.6 本基金在承销期内参与关联方承销证券的情况
                                                                       金额单位:人民币元
                                            本期
                           2014 年 1 月 1 日至 2014 年 6 月 30 日
                                                                   华夏回报证券投资基金 2014 年半年度报告摘要
                                                                                     基金在承销期内买入
             关联方名称        证券代码        证券名称          发行方式        数量(单位:
                                                                                                    总金额
                                                                                   股/张)
                 中信证券      071405001    14 证金 CP001        新债发行             10,000     99,975,000.00
                                                    上年度可比期间
                                          2013 年 1 月 1 日至 2013 年 6 月 30 日
                                                                                     基金在承销期内买入
             关联方名称        证券代码        证券名称          发行方式        数量(单位:
                                                                                                    总金额
                                                                                   股/张)
                 中信证券      071306004    13 安信 CP004        新债发行            200,000     20,000,000.00
           6.4.5 期末(2014 年 6 月 30 日)本基金持有的流通受限证券
           6.4.5.1 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6.4.5.1.1 受限证券类别:股票
                                                                    期末
    证券     证券        成功                       流通受     认购               数量(单     期末成本           期末          备
                                  可流通日                          估值
    代码     名称        认购日                     限类型     价格               位:股)       总额           估值总额        注
                                                                    单价
                                                 非公开
    300195 长荣股份 2014-05-20        2015-05-21     发行流    30.00   28.77 1,056,222         31,686,660.00    30,387,506.94     -
                                                 通受限
                                                 新发流
    002727   一心堂     2014-06-25    2014-07-02               12.20   12.20         34,975      426,695.00       426,695.00      -
                                                 通受限
                                                 新发流
    603168 莎普爱思 2014-06-24        2014-07-02               21.85   21.85          9,892      216,140.20       216,140.20      -
                                                 通受限
           6.4.5.2 期末持有的暂时停牌等流通受限股票
                                                                                      金额单位:人民币元
                                               期末                 复牌
                                    停牌                  复牌                                期末成本        期末估值       备
    股票代码 股票名称    停牌日期                  估值                 开盘       数量(股)
                                    原因                  日期                                  总额            总额         注
                                               单价                 单价
                                   筹划重
    002551   尚荣医疗 2014-06-12                   34.36        -              -   5,069,902 166,843,685.51 174,201,832.72 -
                                   大事项
                                   筹划非
                                   公开发
    002090   金智科技 2014-06-23                   14.30 2014-07-07 14.50            392,200     4,955,838.61     5,608,460.00    -
                                   行股票
                                     事项
                                   筹划非
                                   公开发
    002565   上海绿新 2014-06-16                    8.64 2014-07-07      9.10        244,518     2,278,609.35     2,112,635.52    -
                                   行股票
                                     事项
                                   筹划重
    000852   江钻股份 2014-05-28                   15.80        -              -     132,356     2,356,644.09     2,091,224.80    -
                                   大事项
                                                        华夏回报证券投资基金 2014 年半年度报告摘要
                               筹划重
                               大资产
    300166   东方国信 2014-04-09            18.71 2014-07-09 20.58      57,416     1,048,195.97    1,074,253.36   -
                               重组事
                                 项
           6.4.5.3 期末债券正回购交易中作为抵押的债券
           6.4.5.3.1 银行间市场债券正回购
                截至本报告期末 2014 年 6 月 30 日止,本基金没有因从事银行间市场债券正
           回购交易形成的卖出回购证券款余额。
           6.4.5.3.2 交易所市场债券正回购
                截至本报告期末 2014 年 6 月 30 日止,本基金没有因从事交易所市场债券正
           回购交易形成的卖出回购证券款余额。
           6.4.6 有助于理解和分析会计报表需要说明的其他事项
           6.4.6.1 金融工具公允价值计量的方法
                根据企业会计准则的相关规定,以公允价值计量的金融工具,其公允价值的
           计量可分为三个层级:
                第一层级:对存在活跃市场报价的金融工具,可以相同资产/负债在活跃市
           场上的报价确定公允价值。
                第二层级:对估值日活跃市场无报价的金融工具,可以类似资产/负债在活
           跃市场上的报价为依据做必要调整确定公允价值;对估值日不存在活跃市场的金
           融工具,可以相同或类似资产/负债在非活跃市场上的报价为依据做必要调整确
           定公允价值。
                第三层级:对无法获得相同或类似资产可比市场交易价格的金融工具,可以
           其他反映市场参与者对资产/负债定价时所使用的参数为依据确定公允价值。
           6.4.6.2 各层级金融工具公允价值
                截至 2014 年 6 月 30 日止,本基金持有的以公允价值计量的金融工具第一层
           级的余额为 6,197,613,792.34 元,第二层级的余额为 3,265,864,839.66 元,第三层
           级的余额为 0 元。截至 2013 年 12 月 31 日止:第一层级的余额为 7,740,396,432.12
           元,第二层级的余额为 3,140,670,000.00 元,第三层级的余额为 0 元。)
           6.4.6.3 公允价值所属层级间的重大变动
                对于特殊事项停牌的股票,本基金将相关股票公允价值所属层级于其进行估
           值调整之日起从第一层级转入第二层级或第三层级,于股票复牌并恢复市价估值
                                              华夏回报证券投资基金 2014 年半年度报告摘要之日起从第二层级或第三层级转入第一层级。对于持有的非公开发行股票,本基金于限售期内将相关股票公允价值所属层级列入第二层级,于限售期满并恢复市价估值之日起从第二层级转入第一层级。6.4.6.4 第三层级公允价值本期变动金额
      本基金持有的以公允价值计量的金融工具第三层级公允价值本期未发生变动。
                                 §7 投资组合报告7.1 期末基金资产组合情况
                                                               金额单位:人民币元
                                                                      占基金总资产的
    序号                     项目                       金额
                                                                        比例(%)
    1      权益投资                                6,233,854,588.20                 58.35
         其中:股票                              6,233,854,588.20                 58.35
    2      固定收益投资                            3,229,624,043.80                 30.23
         其中:债券                              3,219,624,043.80                 30.14
                资产支持证券                        10,000,000.00                  0.09
    3      贵金属投资                                              -                     -
    4      金融衍生品投资                                          -                     -
    5      买入返售金融资产                          458,601,417.90                  4.29
         其中:买断式回购的买入返售金融资产                      -                     -
    6      银行存款和结算备付金合计                  256,085,022.59                  2.40
    7      其他各项资产                              505,107,970.60                  4.73
    8      合计                                   10,683,273,043.09                100.007.2 期末按行业分类的股票投资组合
                                                               金额单位:人民币元
                                                                     占基金资产净值比
    代码                    行业类别                  公允价值
                                                                         例(%)
    A       农、林、牧、渔业                                       -                     -
    B       采矿业                                    19,620,442.41                  0.19
    C       制造业                                 4,249,465,945.42                 40.24
    D       电力、热力、燃气及水生产和供应业        124,202,092.38                   1.18
    E       建筑业                                       312,081.00                  0.00
    F       批发和零售业                            138,185,813.25                   1.31
    G       交通运输、仓储和邮政业                                 -                     -
                                                 华夏回报证券投资基金 2014 年半年度报告摘要
    H     住宿和餐饮业                                               -                    -
    I     信息传输、软件和信息技术服务业             1,008,655,681.46                  9.55
    J     金融业                                        88,520,688.40                  0.84
    K     房地产业                                    116,288,579.52                   1.10
    L     租赁和商务服务业                            339,141,398.10                   3.21
    M      科学研究和技术服务业                          96,452,305.32                  0.91
    N     水利、环境和公共设施管理业                    15,963,268.04                  0.15
    O     居民服务、修理和其他服务业                                 -                    -
    P     教育                                                       -                    -
    Q     卫生和社会工作                                 6,000,592.02                  0.06
    R     文化、体育和娱乐业                            31,045,700.88                  0.29
    S     综合                                                       -                    -
         合计                                       6,233,854,588.20                 59.027.3 期末按公允价值占基金资产净值比例大小排序的前十名股票投资明细
                                                                  金额单位:人民币元
                                                                         占基金资产净值
    序号    股票代码      股票名称   数量(股)          公允价值
                                                                           比例(%)
    1       600887       伊利股份    20,974,767         694,684,283.04                 6.58
    2       300104       乐视网       5,299,739         232,658,542.10                 2.20
    3       600406       国电南瑞    15,077,247         200,979,702.51                 1.90
    4       600252       中恒集团    17,093,797         200,510,238.81                 1.90
    5       600597       光明乳业    12,082,131         193,797,381.24                 1.83
    6       600690       青岛海尔    11,926,143         176,029,870.68                 1.67
    7       600518       康美药业    11,656,653         174,266,962.35                 1.65
    8       002551       尚荣医疗     5,069,902         174,201,832.72                 1.65
    9       002400       省广股份     6,801,284         167,175,560.72                 1.58
    10      600079       人福医药     5,260,301         157,019,984.85                 1.49
    注:投资者欲了解本报告期末基金投资的所有股票明细,应阅读登载于本基金管理人网站的半年度报告正文。7.4 报告期内股票投资组合的重大变动7.4.1 累计买入金额超出期初基金资产净值 2%或前 20 名的股票明细
                                                                  金额单位:人民币元
                                                                        占期初基金资产
    序号    股票代码     股票名称          本期累计买入金额
                                                                        净值比例(%)
    1       000625      长安汽车                      322,130,227.49                   2.58
    2       600597      光明乳业                      295,176,820.99                   2.37
                                           华夏回报证券投资基金 2014 年半年度报告摘要
    3      300104     乐视网                    257,205,315.92                   2.06
    4      600406    国电南瑞                   218,176,577.15                   1.75
    5      002400    省广股份                   199,856,165.64                   1.60
    6      600252    中恒集团                   180,931,317.56                   1.45
    7      300058    蓝色光标                   174,031,742.38                   1.40
    8      002551    尚荣医疗                   169,722,509.29                   1.36
    9      300315    掌趣科技                   155,839,864.49                   1.25
    10      000538    云南白药                   153,964,789.93                   1.24
    11      600518    康美药业                   153,579,499.72                   1.23
    12      600079    人福医药                   138,616,569.18                   1.11
    13      000858     五粮液                    137,896,799.36                   1.11
    14      002230    科大讯飞                   134,825,971.17                   1.08
    15      002065    东华软件                   130,635,631.54                   1.05
    16      000681    远东股份                   126,420,073.34                   1.01
    17      300012    华测检测                   122,118,099.13                   0.98
    18      000402     金融街                    108,588,708.40                   0.87
    19      002410     广联达                    106,816,236.59                   0.86
    20      002594     比亚迪                    106,752,867.67                   0.86
    注:“买入金额”按买入成交金额(成交单价乘以成交数量)填列,不考虑相关交易费用。7.4.2 累计卖出金额超出期初基金资产净值 2%或前 20 名的股票明细
                                                            金额单位:人民币元
                                                                  占期初基金资产
    序号   股票代码    股票名称         本期累计卖出金额
                                                                  净值比例(%)
    1     000625     长安汽车                   482,709,333.60                   3.87
    2     600637      百视通                    377,422,517.95                   3.03
    3     600518     康美药业                   280,272,240.34                   2.25
    4     600597     光明乳业                   258,543,338.47                   2.07
    5     600887     伊利股份                   246,667,706.69                   1.98
    6     600690     青岛海尔                   246,635,667.26                   1.98
    7     601166     兴业银行                   245,927,407.86                   1.97
    8     601006     大秦铁路                   226,586,755.61                   1.82
    9     600499     科达洁能                   225,560,442.52                   1.81
    10     002475     立讯精密                   203,762,211.60                   1.64
    11     600741     华域汽车                   198,431,708.47                   1.59
    12     000400     许继电气                   176,571,878.76                   1.42
                                               华夏回报证券投资基金 2014 年半年度报告摘要
    13      600406     国电南瑞                      168,282,803.13                   1.35
    14      600089     特变电工                      165,963,814.59                   1.33
    15      600196     复星医药                      163,838,679.53                   1.31
    16      600900     长江电力                      154,240,145.87                   1.24
    17      300070      碧水源                       149,322,214.33                   1.20
    18      002565     上海绿新                      146,602,440.84                   1.18
    19      601877     正泰电器                      145,071,338.45                   1.16
    20      300113     顺网科技                      143,813,180.73                   1.15
    注:“卖出金额”按卖出成交金额(成交单价乘以成交数量)填列,不考虑相关交易费用。7.4.3 买入股票的成本总额及卖出股票的收入总额
                                                                        单位:人民币元
    买入股票成本(成交)总额                                                7,561,060,903.18
    卖出股票收入(成交)总额                                                8,372,452,670.61
    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
                                                                金额单位:人民币元
                                                                        占基金资产净值
    序号           债券品种                    公允价值
                                                                          比例(%)
    1      国家债券                                    97,260,000.00                 0.92
    2      央行票据                                                  -                    -
    3      金融债券                                 2,396,131,500.00                22.69
          其中:政策性金融债                       2,396,131,500.00                22.69
    4      企业债券                                  140,357,321.80                  1.33
    5      企业短期融资券                            150,085,000.00                  1.42
    6      中期票据                                  397,481,000.00                  3.76
    7      可转债                                      38,309,222.00                 0.36
    8      其他                                                      -                    -
    9      合计                                     3,219,624,043.80                30.487.6 期末按公允价值占基金资产净值比例大小排序的前五名债券投资明细
                                                                金额单位:人民币元
                                                                             占基金资产
    序号    债券代码           债券名称        数量(张)       公允价值        净值比例
                                                                               (%)
                                                      华夏回报证券投资基金 2014 年半年度报告摘要
    1        130236        13 国开 36                3,100,000   310,062,000.00           2.94
    2        090205        09 国开 05                2,600,000   260,416,000.00           2.47
    3        110221        11 国开 21                2,600,000   258,830,000.00           2.45
    4        100236        10 国开 36                2,000,000   200,440,000.00           1.90
    5        110216        11 国开 16                1,600,000   157,712,000.00           1.497.7 期末按公允价值占基金资产净值比例大小排序的前十名资产支持证券投资明细
                                                                       金额单位:人民币元
                                                                             占基金资产净值
    序号        证券代码   证券名称     数量(份)             公允价值
                                                                               比例(%)
    1        123501    13 隧道 02       100,000            10,000,000.00                  0.09
    2          -           -                     -                      -                    -
    3          -           -                     -                      -                    -
    4          -           -                     -                      -                    -
    5          -           -                     -                      -                    -
    6          -           -                     -                      -                    -
    7          -           -                     -                      -                    -
    8          -           -                     -                      -                    -
    9          -           -                     -                      -                    -
    10         -           -                     -                      -                    -7.8 报告期末按公允价值占基金资产净值比例大小排序的前五名贵金属投资明细
         本基金本报告期末未持有贵金属。7.9 期末按公允价值占基金资产净值比例大小排序的前五名权证投资明细
         本基金本报告期末未持有权证。7.10 报告期末本基金投资的股指期货交易情况说明7.10.1 报告期末本基金投资的股指期货持仓和损益明细
         本基金本报告期末无股指期货投资。7.10.2 本基金投资股指期货的投资政策
         本基金本报告期末无股指期货投资。7.11 报告期末本基金投资的国债期货交易情况说明7.11.1 本期国债期货投资政策
         本基金本报告期末无国债期货投资。
                                                     华夏回报证券投资基金 2014 年半年度报告摘要7.11.2 报告期末本基金投资的国债期货持仓和损益明细
       本基金本报告期末无国债期货投资。7.11.3 本期国债期货投资评价
       本基金本报告期末无国债期货投资。7.12 投资组合报告附注7.12.1 报告期内,本基金投资决策程序符合相关法律法规的要求,未发现本基金投资的前十名证券的发行主体本期出现被监管部门立案调查,或在报告编制日前一年内受到公开谴责、处罚的情形。7.12.2 基金投资的前十名股票未超出基金合同规定的备选股票库。7.12.3 期末其他各项资产构成
                                                                           单位:人民币元
    序号                           名称                                       金额
    1        存出保证金                                                               3,055,621.68
    2        应收证券清算款                                                         438,606,516.97
    3        应收股利                                                                            -
    4        应收利息                                                                62,329,242.37
    5        应收申购款                                                               1,116,589.58
    6        其他应收款                                                                          -
    7        待摊费用                                                                            -
    8        其他                                                                                -
    9        合计                                                                   505,107,970.607.12.4 期末持有的处于转股期的可转换债券明细
                                                                      金额单位:人民币元
                                                                             占基金资产净值
    序号         债券代码                 债券名称            公允价值
                                                                               比例(%)
    1              110018               国电转债            22,724,390.00                    0.22
    2              110023               民生转债            15,584,832.00                    0.157.12.5 期末前十名股票中存在流通受限情况的说明
                                                                      金额单位:人民币元
                                        流通受限部分      占基金资产净
    序号      股票代码       股票名称                                        流通受限情况说明
                                        的公允价值        值比例(%)
    1         002551        尚荣医疗      174,201,832.72             1.65     筹划重大事项7.12.6 投资组合报告附注的其他文字描述部分
                                                   华夏回报证券投资基金 2014 年半年度报告摘要
    由于四舍五入的原因,分项之和与合计项之间可能存在尾差。
                               §8 基金份额持有人信息8.1 期末基金份额持有人户数及持有人结构
                                                                             份额单位:份
                                                       持有人结构
    持有人户      户均持有的               机构投资者                       个人投资者
    数(户)        基金份额
                                                  占总份额                        占总份额
                                  持有份额                        持有份额
                                                    比例                            比例
    427,427          19,181.64    397,293,113.65        4.85%    7,801,457,781.91      95.15%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人所有从业人员持
                                             1,469,134.14                             0.02%有本基金8.3 期末基金管理人的从业人员持有本开放式基金份额总额区间的情况
                   项目                           持有基金份额总量的数量区间(万份)
    本公司高级管理人员、基金投资和研究部门                                                     0负责人持有本开放式基金
    本基金基金经理持有本开放式基金                                                             0
                               §9 开放式基金份额变动
                                                                                  单位:份
    基金合同生效日(2003年9月5日)基金份额总额                                 3,796,885,823.40
    本报告期期初基金份额总额                                                   8,664,732,709.35
    本报告期基金总申购份额                                                       968,770,607.96
    减:本报告期基金总赎回份额                                                 1,434,752,421.75
    本报告期基金拆分变动份额                                                                   -
    本报告期期末基金份额总额                                                   8,198,750,895.56
                                 §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,本基金未召开基金份额持有人大会。10.2 基金管理人、基金托管人的专门基金托管部门的重大人事变动
    本报告期内,本基金管理人未发生重大人事变动。
    本报告期内,本基金托管人的专门基金托管部门未发生重大人事变动。2014
                                                   华夏回报证券投资基金 2014 年半年度报告摘要年 2 月 14 日中国银行股份有限公司发布公告,自 2014 年 2 月 13 日起,陈四清先生担任本行行长。10.3 涉及基金管理人、基金财产、基金托管业务的诉讼
    本报告期无涉及本基金管理人、基金财产、基金托管业务的诉讼事项。10.4 基金投资策略的改变
    本基金本报告期投资策略未发生改变。10.5 为基金进行审计的会计师事务所情况
    本报告期内本基金所聘用的会计师事务所未发生改变。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
    本基金管理人、基金托管人涉及托管业务的部门及其高级管理人员在本报告期内未受到任何处分。10.7 基金租用证券公司交易单元的有关情况10.7.1 基金租用证券公司交易单元进行股票投资及佣金支付情况
                                                                    金额单位:人民币元
                                  股票交易                  应支付该券商的佣金
               交易单
    券商名称                                 占当期股票成                 占当期佣金    备注
               元数量      成交金额                         佣金
                                           交总额的比例                 总量的比例
    广发证券          1     3,055,513,686.04          19.24% 2,781,750.64       20.07%      -
    中国银河证券      1     2,383,372,583.94          15.01% 2,169,821.68       15.65%      -
    国泰君安证券      2     2,333,284,454.88          14.69% 2,124,223.66       15.33%      -
    国都证券          1     1,756,769,666.95          11.06% 1,248,007.13        9.00%      -
    中信证券          1     1,386,779,479.90           8.73% 1,262,522.17        9.11%      -
    申银万国证券      1     1,363,090,824.70           8.58% 1,240,956.56        8.95%      -
    瑞银证券          1     1,043,346,049.49           6.57% 741,192.26          5.35%      -
    东方证券          1      710,423,871.01            4.47% 646,770.51          4.67%      -
    中金公司          1      609,992,488.97            3.84% 555,338.72          4.01%      -
    安信证券          1      537,761,435.24            3.39% 489,577.38          3.53%      -
    西南证券          1      489,129,993.27            3.08% 445,303.64          3.21%      -
    信达证券          1      139,296,067.94            0.88%    98,955.96        0.71%      -
    川财证券          1       46,042,714.93            0.29%    32,709.58        0.24%      -
                                                   华夏回报证券投资基金 2014 年半年度报告摘要
    中银国际证券     1      26,187,312.80             0.16%    23,841.12          0.17%     -
    注:①为了贯彻中国证监会的有关规定,我公司制定了选择券商的标准,即:
    ⅰ经营行为规范,在近一年内无重大违规行为。
    ⅱ公司财务状况良好。
    ⅲ有良好的内控制度,在业内有良好的声誉。
    ⅳ有较强的研究能力,能及时、全面、定期提供质量较高的宏观、行业、公司和证券市场研究报告,并能根据基金投资的特殊要求,提供专门的研究报告。
    ⅴ建立了广泛的信息网络,能及时提供准确的信息资讯和服务。
    ②券商专用交易单元选择程序:
    ⅰ对交易单元候选券商的研究服务进行评估
    本基金管理人组织相关人员依据交易单元选择标准对交易单元候选券商的服务质量和研究实力进行评估,确定选用交易单元的券商。
    ⅱ协议签署及通知托管人
    本基金管理人与被选择的券商签订交易单元租用协议,并通知基金托管人。
    ③除本表列示外,本基金还选择了长江证券、海通证券、南京证券和兴业证券的交易单元作为本基金交易单元,本报告期无股票交易及应付佣金。
    ④在上述租用的券商交易单元中,川财证券、信达证券的交易单元为本基金本期新增的交易单元。本期没有剔除的券商交易单元。10.7.2 基金租用证券公司交易单元进行其他证券投资的情况
                                                                    金额单位:人民币元
                            债券交易                                 回购交易
    券商名称                           占当期债券成交                          占当期回购成交
                     成交金额                               成交金额
                                        总额的比例                              总额的比例
    广发证券                          -                  -    4,870,000,000.00            62.84%
    中国银河证券          11,967,000.00             91.39%                    -                 -
    国泰君安证券                      -                  -      300,000,000.00             3.87%
    中信证券                          -                  -      150,000,000.00             1.94%
    申银万国证券                      -                  -      380,000,000.00             4.90%
    东方证券                          -                  -    1,400,000,000.00            18.06%
    安信证券               1,127,610.00             8.61%                     -                 -
                        华夏回报证券投资基金 2014 年半年度报告摘要
    中银国际证券   -          -      650,000,000.00             8.39%
                                      华夏基金管理有限公司
                                   二〇一四年八月二十五日