長信美國標(biāo)準(zhǔn)普爾100等權(quán)重指數(shù)增強(qiáng)型證券投資基金

1、定期報(bào)告長信美國標(biāo)準(zhǔn)普爾長信美國標(biāo)準(zhǔn)普爾100100等權(quán)重指數(shù)增強(qiáng)型證券投資基金等權(quán)重指數(shù)增強(qiáng)型證券投資基金20122012年半年度報(bào)告年半年度報(bào)告20122012年6月3030日基金管理人：長信基金管理有限責(zé)任公司基金管理人：長信基金管理有限責(zé)任公司基金托管人：中國銀行股份有限公司基金托管人：中國銀行股份有限公司送出日期：送出日期：20122012年8月2525日定期報(bào)告1.21.2目錄目錄1重要提示及目錄..............

2、......................................................................................................21.1重要提示..............................................................................................................

3、............21.2目錄..................................................................................................................................32基金簡介..................................................................

4、..............................................................52.1基金基本情況..................................................................................................................52.2基金產(chǎn)品說明........................

5、..........................................................................................52.3基金管理人和基金托管人...............................................................................................52.4境外投資顧問和境外資產(chǎn)托管人..

6、.................................................................................62.5信息披露方式..................................................................................................................62.6其他相關(guān)資料.....

7、.............................................................................................................63主要財(cái)務(wù)指標(biāo)和基金凈值表現(xiàn)...............................................................................................7

8、3.1主要會(huì)計(jì)數(shù)據(jù)和財(cái)務(wù)指標(biāo)...............................................................................................73.2基金凈值表現(xiàn).....................................................................................................

9、.............74管理人報(bào)告............................................................................................................................94.1基金管理人及基金經(jīng)理情況............................................................

10、...............................94.2境外投資顧問為本基金提供投資建議的主要成員簡介.............................................104.3管理人對報(bào)告期內(nèi)本基金運(yùn)作遵規(guī)守信情況的說明.................................................104.4管理人對報(bào)告期內(nèi)公平交易情況的專項(xiàng)說明.................

11、............................................104.5管理人對報(bào)告期內(nèi)基金的投資策略和業(yè)績表現(xiàn)的說明.............................................104.6管理人對宏觀經(jīng)濟(jì)、證券市場及行業(yè)走勢的簡要展望.............................................124.7管理人對報(bào)告期內(nèi)基金估值程序等事項(xiàng)的說明.....

12、....................................................124.8管理人對報(bào)告期內(nèi)基金利潤分配情況的說明.............................................................135托管人報(bào)告...........................................................................

13、...............................................145.1報(bào)告期內(nèi)本基金托管人遵規(guī)守信情況聲明.................................................................145.2托管人對報(bào)告期內(nèi)本基金投資運(yùn)作遵規(guī)守信、凈值計(jì)算、利潤分配等情況的說明.............................................

14、...................................................................................................145.3托管人對本半年度報(bào)告中財(cái)務(wù)信息等內(nèi)容的真實(shí)、準(zhǔn)確和完整發(fā)表意見.............146半年度財(cái)務(wù)會(huì)計(jì)報(bào)告（未經(jīng)審計(jì)）......................................................

15、...............................156.1資產(chǎn)負(fù)債表....................................................................................................................156.2利潤表.......................................................

16、.....................................................................166.3所有者權(quán)益（基金凈值）變動(dòng)表.................................................................................176.4報(bào)表附注..........................................

17、..............................................................................197投資組合報(bào)告......................................................................................................................347.1期末基金資產(chǎn)組合情況

18、.................................................................................................347.2期末在各個(gè)國家（地區(qū)）證券市場的權(quán)益投資分布.................................................347.3期末按行業(yè)分類的權(quán)益投資組合............................

19、.....................................................347.4期末按公允價(jià)值占基金資產(chǎn)凈值比例大小排序的所有權(quán)益投資明細(xì).....................357.5報(bào)告期內(nèi)權(quán)益投資組合的重大變動(dòng).............................................................................417.6期末按債券信用等級分