建信中證500指數(shù)增強(qiáng)型證券投資基金

1、建信中證建信中證500500指數(shù)增強(qiáng)型證券投資基金指數(shù)增強(qiáng)型證券投資基金20172017年年度報(bào)告年年度報(bào)告20172017年1212月3131日基金管理人：建信基金管理有限責(zé)任公司基金管理人：建信基金管理有限責(zé)任公司基金托管人：中信銀行股份有限公司基金托管人：中信銀行股份有限公司送出日期：送出日期：20182018年3月2828日建信中證500指數(shù)增強(qiáng)2017年年度報(bào)告第3頁(yè)共81頁(yè)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(jiǎn)介基金簡(jiǎn)介..........

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

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

6、..........................................................................................62.4信息披露方式........................................................................................................................

7、.......62.5其他相關(guān)資料...............................................................................................................................63主要財(cái)務(wù)指標(biāo)、基金凈值表現(xiàn)及利潤(rùn)分配情況主要財(cái)務(wù)指標(biāo)、基金凈值表現(xiàn)及利潤(rùn)分配情況..................................

8、..............................................73.1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、.....................................................................................73.3過(guò)去三年基金的利潤(rùn)分配情況...................................................................................................94管理人報(bào)告管理人報(bào)告.......

10、...................................................................................................................................104.1基金管理人及基金經(jīng)理情況........................................................................

11、.............................104.2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.............................................................134.3管理人對(duì)報(bào)告期內(nèi)公平交易情況的專項(xiàng)說(shuō)明.........................................................................134.4管

12、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.........................................................144.5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.........................................................144.6管理人內(nèi)部有關(guān)本基金的監(jiān)察稽核工作情況................................

13、.........................................154.7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.....................................................................165托管人報(bào)告托管人報(bào)告........................................................................

14、..................................................................185.1報(bào)告期內(nèi)本基金托管人遵規(guī)守信情況聲明.............................................................................185.2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.........185.3

15、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(jiàn).............................186審計(jì)報(bào)告審計(jì)報(bào)告..............................................................................................................................................196.1審計(jì)報(bào)

16、告基本信息.....................................................................................................................196.2審計(jì)報(bào)告的基本內(nèi)容....................................................................................

17、.............................197年度財(cái)務(wù)報(bào)表年度財(cái)務(wù)報(bào)表......................................................................................................................................227.1資產(chǎn)負(fù)債表................................

18、.................................................................................................227.2利潤(rùn)表...................................................................................................................

19、......................237.3所有者權(quán)益（基金凈值）變動(dòng)表.............................................................................................247.4報(bào)表附注.............................................................................

20、........................................................258投資組合報(bào)告投資組合報(bào)告......................................................................................................................................558.1期末基金資產(chǎn)組合情況

21、.............................................................................................................558.2期末按行業(yè)分類的股票投資組合............................................................................................

22、.558.3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).................................578.4報(bào)告期內(nèi)股票投資組合的重大變動(dòng).........................................................................................678.5期末按債券品種分類的債券投資組合......................

23、...............................................................708.6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).............................718.7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).................718.8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明細(xì)