上投摩根阿爾法混合型證券投資基金

1、上投摩根阿爾法混合型證券投資基金2017年半年度報(bào)告上投摩根阿爾法混合型證券投資基金上投摩根阿爾法混合型證券投資基金2017年半年度報(bào)告年半年度報(bào)告2017年6月30日基金管理人：上投摩根基金管理有限公司基金管理人：上投摩根基金管理有限公司基金托管人：中國(guó)建設(shè)銀行股份有限公司基金托管人：中國(guó)建設(shè)銀行股份有限公司報(bào)告送出日期：二〇一七年八月二十八日?qǐng)?bào)告送出日期：二〇一七年八月二十八日上投摩根阿爾法混合型證券投資基金2017年半年度報(bào)告第3

2、頁(yè)共42頁(yè)1.2目錄目錄1重要提示及目錄重要提示及目錄........................................................................................................................................21.1重要提示.................................................

3、..........................................................................................22基金簡(jiǎn)介基金簡(jiǎn)介........................................................................................................................

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

5、..........................................................................................52.3基金管理人和基金托管人...............................................................................................................52.4

6、信息披露方式...................................................................................................................................62.5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)主要財(cái)務(wù)指標(biāo)和基金凈值表現(xiàn)................................................................................................................63.1主要會(huì)計(jì)數(shù)據(jù)和財(cái)務(wù)指標(biāo).......

8、........................................................................................................63.2基金凈值表現(xiàn)..........................................................................................................

9、.........................74管理人報(bào)告管理人報(bào)告................................................................................................................................................84.1基金管理人及基金經(jīng)理情況.......................

10、....................................................................................84.2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(shuō)明.................................................................104.3管理人對(duì)報(bào)告期內(nèi)公平交易情況的專項(xiàng)說(shuō)明.....................

11、........................................................104.4管理人對(duì)報(bào)告期內(nèi)基金的投資策略和業(yè)績(jī)表現(xiàn)的說(shuō)明.............................................................114.5管理人對(duì)宏觀經(jīng)濟(jì)、證券市場(chǎng)及行業(yè)走勢(shì)的簡(jiǎn)要展望...............................................

12、..............114.6管理人對(duì)報(bào)告期內(nèi)基金估值程序等事項(xiàng)的說(shuō)明.........................................................................114.7管理人對(duì)報(bào)告期內(nèi)基金利潤(rùn)分配情況的說(shuō)明.............................................................................124.8報(bào)告

13、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(shuō)明.....................................125托管人報(bào)告托管人報(bào)告..............................................................................................................................................1

14、25.1報(bào)告期內(nèi)本基金托管人遵規(guī)守信情況聲明.................................................................................125.2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(rùn)分配等情況的說(shuō)明.............125.3托管人對(duì)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(jiàn)............................

15、.126半年度財(cái)務(wù)會(huì)計(jì)報(bào)告（未經(jīng)審計(jì)）半年度財(cái)務(wù)會(huì)計(jì)報(bào)告（未經(jīng)審計(jì)）......................................................................................................126.1資產(chǎn)負(fù)債表..........................................................................

16、...........................................................126.2利潤(rùn)表.............................................................................................................................................146.3所有者權(quán)益（基

17、金凈值）變動(dòng)表.................................................................................................146.4報(bào)表附注...........................................................................................................

18、..............................167投資組合報(bào)告投資組合報(bào)告..........................................................................................................................................327.1期末基金資產(chǎn)組合情況......................

19、...........................................................................................327.2報(bào)告期末按行業(yè)分類的股票投資組合.........................................................................................327.3期末按公允價(jià)值占基金資產(chǎn)凈值

20、比例大小排序的所有股票投資明細(xì).....................................337.4報(bào)告期內(nèi)股票投資組合的重大變動(dòng)..............................................................................................347.5期末按債券品種分類的債券投資組合.................................

21、........................................................367.6期末按公允價(jià)值占基金資產(chǎn)凈值比例大小排序的前五名債券投資明細(xì)..................................367.7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資產(chǎn)支持證券投資明細(xì).....................367.8報(bào)告期末按公允價(jià)值占基金資產(chǎn)凈值比例大小排序的前五名貴金屬投資

22、明細(xì).....................367.9期末按公允價(jià)值占基金資產(chǎn)凈值比例大小排序的前五名權(quán)證投資明細(xì).................................367.10報(bào)告期末本基金投資的股指期貨交易情況說(shuō)明.......................................................................367.11報(bào)告期末本基金投資的國(guó)債期貨交易情況說(shuō)明......

23、..................................................................367.12投資組合報(bào)告附注.......................................................................................................................368基金份額持有人信息基金份額持有人信息

24、..............................................................................................................................378.1期末基金份額持有人戶數(shù)及持有人結(jié)構(gòu)........................................................................