華夏回報(bào)證券投資基金

1、華夏回報(bào)二號(hào)證券投資基金華夏回報(bào)二號(hào)證券投資基金2006年年度報(bào)告年年度報(bào)告基金管理人：華夏基金管理有限公司基金托管人：中國銀行股份有限公司送出日期：二○○七年三月三十一日華夏回報(bào)二號(hào)證券投資基金2006年年度報(bào)告目錄一、基金簡介.........................................................................................................

2、...................1二、主要財(cái)務(wù)指標(biāo)、基金凈值表現(xiàn)及收益分配情況............................................................2（一）主要財(cái)務(wù)指標(biāo)........................................................................................................3（二）

3、基金凈值表現(xiàn)及收益分配情況............................................................................3三、管理人報(bào)告........................................................................................................................5四、

4、托管人報(bào)告........................................................................................................................9五、審計(jì)報(bào)告........................................................................................

5、..................................10六、財(cái)務(wù)會(huì)計(jì)報(bào)告..................................................................................................................11（一）基金會(huì)計(jì)報(bào)表...................................................

6、...................................................11（二）會(huì)計(jì)報(bào)表附注......................................................................................................14七、投資組合報(bào)告..............................................

7、....................................................................28（一）報(bào)告期末基金資產(chǎn)組合情況..............................................................................28（二）報(bào)告期末按行業(yè)分類的股票投資組合....................................

8、..........................28（三）報(bào)告期末按市值占基金資產(chǎn)凈值比例大小排序的所有股票明細(xì)..................29（四）報(bào)告期內(nèi)股票投資組合的重大變動(dòng)..................................................................31（五）報(bào)告期末按券種分類的債券投資組合.....................................

9、.........................32（六）報(bào)告期末按市值占基金資產(chǎn)凈值比例大小排序的前五名債券明細(xì)..............32（七）報(bào)告期末按市值占基金資產(chǎn)凈值比例大小排序的所有資產(chǎn)支持證券明細(xì)..33（八）報(bào)告期末按市值占基金資產(chǎn)凈值比例大小排序的所有權(quán)證明細(xì)..................33（九）投資組合報(bào)告附注...............................................

10、...............................................33八、基金份額持有人戶數(shù)和持有人結(jié)構(gòu)..............................................................................34（一）持有人戶數(shù)..................................................................

11、........................................34（二）持有人結(jié)構(gòu)..........................................................................................................34九、開放式基金份額變動(dòng)...................................................

12、...................................................34十、重大事件揭示..................................................................................................................34十一、備查文件目錄..................................