華商量化進(jìn)取靈活配置混合型

1、華商量化進(jìn)取靈活配置混合型華商量化進(jìn)取靈活配置混合型證券投資基金證券投資基金20172017年年度報(bào)告年年度報(bào)告20172017年1212月3131日基金管理人：華商基金管理有限公司基金管理人：華商基金管理有限公司基金托管人：中國工商銀行股份有限公司基金托管人：中國工商銀行股份有限公司送出日期：送出日期：20182018年3月2828日華商量化進(jìn)取混合2017年年度報(bào)告第3頁共66頁1.2目錄目錄1重要提示及目錄重要提示及目錄.....

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

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

4、.....................................................................................................................................52.1基金基本情況.............................................................................

5、..................................................52.2基金產(chǎn)品說明...............................................................................................................................52.3基金管理人和基金托管人..................

6、.........................................................................................52.4信息披露方式.........................................................................................................................

7、......62.5其他相關(guān)資料...............................................................................................................................633主要財(cái)務(wù)指標(biāo)、基金凈值表現(xiàn)及利潤分配情況主要財(cái)務(wù)指標(biāo)、基金凈值表現(xiàn)及利潤分配情況..................................

8、............................................63.1主要會(huì)計(jì)數(shù)據(jù)和財(cái)務(wù)指標(biāo)...........................................................................................................63.2基金凈值表現(xiàn)............................................

9、...................................................................................73.3過去三年基金的利潤分配情況...................................................................................................94管理人報(bào)告管理人報(bào)告.........

10、...................................................................................................................................94.1基金管理人及基金經(jīng)理情況.........................................................................

11、..............................94.2管理人對(duì)報(bào)告期內(nèi)本基金運(yùn)作遵規(guī)守信情況的說明.............................................................114.3管理人對(duì)報(bào)告期內(nèi)公平交易情況的專項(xiàng)說明.........................................................................114.4管

12、理人對(duì)報(bào)告期內(nèi)基金的投資策略和業(yè)績表現(xiàn)的說明.........................................................124.5管理人對(duì)宏觀經(jīng)濟(jì)、證券市場及行業(yè)走勢的簡要展望.........................................................124.6管理人內(nèi)部有關(guān)本基金的監(jiān)察稽核工作情況................................

13、.........................................134.7管理人對(duì)報(bào)告期內(nèi)基金估值程序等事項(xiàng)的說明.....................................................................134.8管理人對(duì)報(bào)告期內(nèi)基金利潤分配情況的說明.............................................................

14、............144.9報(bào)告期內(nèi)管理人對(duì)本基金持有人數(shù)或基金資產(chǎn)凈值預(yù)警情形的說明.................................145托管人報(bào)告托管人報(bào)告................................................................................................................................

15、..........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(duì)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.........145.3托管人對(duì)本年度報(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..........................

16、...156審計(jì)報(bào)告審計(jì)報(bào)告..............................................................................................................................................156.1審計(jì)報(bào)告基本信息...................................................

17、..................................................................156.2審計(jì)報(bào)告的基本內(nèi)容.................................................................................................................157年度財(cái)務(wù)報(bào)表年度財(cái)務(wù)報(bào)表............

18、..........................................................................................................................177.1資產(chǎn)負(fù)債表........................................................................................

19、.........................................177.2利潤表.........................................................................................................................................187.3所有者權(quán)益（基金凈值）變動(dòng)表...............

20、..............................................................................197.4報(bào)表附注.....................................................................................................................................

21、218投資組合報(bào)告投資組合報(bào)告......................................................................................................................................458.1期末基金資產(chǎn)組合情況........................................................

22、.....................................................458.2期末按行業(yè)分類的股票投資組合.............................................................................................468.3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股票投資明細(xì).....................

23、............478.4報(bào)告期內(nèi)股票投資組合的重大變動(dòng).........................................................................................498.5期末按債券品種分類的債券投資組合..............................................................................