中期报告(未经审计)
截至 2019 年 6 月 30 日止期间
: 此中期报告(未经审计)的摘要版本只适用于在此列示的子基金。 东亚联丰投资系列
截至 2019 年 6 月 30 日止期间
投资报告 1 – 28
全面收益表 29
资产负债表 30
权益变动表/基金份额持有人应占资产净值变动表 32
管理及行政
33
本伞子基金可透过使用现金借款及金融衍生工具获得杠杆,东亚联丰亚洲债券及货
币基金和东亚联丰亚太区多元收益基金的预计最高杠杆比率为 30%。由金融衍生工
具产生之杠杆根据盧森堡金融业监管委员会(CSSF)11/512 号公告采用的承担法计
算, 并考虑对销及对冲安排(在这安排下,相关证券持仓的市场价值可与涉及相同之
相关持仓的其他承诺进行抵销)后,将子基金所持有之金融衍生工具相关资产的对
等持仓的市场价值(又称「名义有效价值」)计算在内。此外,本伞子基金的实际
杠杆或会较下述的预计最高杠杆水平为低。东亚联丰投资系列
截至 2019 年 6 月 30 日止期间
1
于 2019 年 6 月 30 日(未经审计)
东亚联丰亚洲债券及货币基金
面值 市值 占资产净值
美元 百分比
/ (99.16%)
(99.15%)
(2.02%)
Indonesia Treasury Bond 8.25%
15/05/2029 230,000,000,000 17,473,766 2.02
(97.13%)
21Vianet Group Inc 7.875% 15/10/2021
7,400,000 7,742,139 0.89
ABJA Investment Co Pte Ltd 5.45%
24/01/2028
12,900,000 12,683,771 1.46
ABJA Investment Co Pte Ltd 5.95%
31/07/2024
5,800,000 6,206,794 0.72
ABM Investama Tbk PT 7.125%
01/08/2022
3,500,000 3,432,476 0.40
Adani Green Energy UP Ltd 6.25%
10/12/2024
7,800,000 8,018,602 0.92
Adani Ports & Special Economic Zone Ltd
4.375% 03/07/2029
1,300,000 1,317,901 0.15
Alam Synergy Pte Ltd 6.625% 24/04/2022
5,000,000 4,955,899 0.57
Alam Synergy Pte Ltd 11.50% 22/04/2021
7,500,000 8,211,612 0.95
Anton Oilfield Services Group/Hong Kong
9.75% 05/12/2020
7,420,000 7,664,872 0.88
Azure Power Energy Ltd 5.50% 03/11/2022
4,300,000 4,396,024 0.51
Bank Mandiri Persero Tbk PT 3.75%
11/04/2024
4,000,000 4,109,693 0.47
Baoxin Auto Finance I Ltd 7.90%
09/02/2020
8,500,000 8,724,419 1.01东亚联丰投资系列
截至 2019 年 6 月 30 日止期间
2
于 2019 年 6 月 30 日(未经审计) (续)
东亚联丰亚洲债券及货币基金 (续)
面值 市值 占资产净值
美元 百分比
/ (99.16%) (续续续)
(99.15%) (续续续)
(97.13%) (续续续)
Baoxin Auto Finance I Ltd 8.75% Perpetual
Callable - 15/12/2019
2,700,000 2,690,277 0.31
Barminco Finance Pty Ltd 6.625%
15/05/2022
14,500,000 15,070,507 1.74
Bharti Airtel International Netherlands BV
5.35% 20/05/2024
1,000,000 1,065,113 0.12
Bukit Makmur Mandiri Utama PT 7.75%
13/02/2022
4,300,000 4,581,987 0.53
Central China Real Estate Ltd 6.50%
05/03/2021
2,800,000 2,879,896 0.33
Central China Real Estate Ltd 8.75%
23/01/2021
2,000,000 2,155,365 0.25
CFLD Cayman Investment Ltd 7.125%
08/04/2022
1,200,000 1,229,996 0.14
CFLD Cayman Investment Ltd 8.625%
28/02/2021
800,000 855,647 0.10
CFLD Cayman Investment Ltd 9.00%
31/07/2021
7,800,000 8,461,284 0.98
Champion Sincerity Holdings Ltd 8.125%
Perpetual Callable - 08/02/2022
2,300,000 2,488,955 0.29
Charming Light Investments Ltd 4.375%
21/12/2027
4,000,000 4,196,101 0.48
China Aoyuan Group Ltd 7.50% 10/05/2021
3,724,000 3,885,342 0.45
China Aoyuan Group Ltd 7.95% 07/09/2021
3,000,000 3,216,375 0.37
China Aoyuan Group Ltd 7.95% 19/02/2023
2,000,000 2,150,700 0.25
China Aoyuan Group Ltd 8.50% 23/01/2022
5,000,000 5,469,478 0.63东亚联丰投资系列
截至 2019 年 6 月 30 日止期间
3
于 2019 年 6 月 30 日(未经审计) (续)
东亚联丰亚洲债券及货币基金 (续)
面值 市值 占资产净值
美元 百分比
/ (99.16%) (续续续)
(99.15%) (续续续)
(97.13%) (续续续)
China Cinda Asset Management Co Ltd
4.45% Perpetual Callable - 30/09/2021
8,000,000 8,149,509 0.94
China CITIC Bank International Ltd 7.10%
Perpetual Callable - 06/11/2023
2,000,000 2,134,774 0.25
China Evergrande Group 6.25%
28/06/2021
6,200,000 5,981,393 0.69
China Evergrande Group 7.00%
23/03/2020
2,200,000 2,257,938 0.26
China Evergrande Group 8.25%
23/03/2022
3,200,000 3,168,027 0.37
China Evergrande Group 9.50%
11/04/2022
3,200,000 3,252,292 0.38
China Huadian Overseas Development
Management Co Ltd 4.00% Perpetual
Callable - 29/05/2024
4,100,000 4,161,113 0.48
China SCE Group Holdings Ltd 5.875%
10/03/2022
2,000,000 2,009,969 0.23
China SCE Group Holdings Ltd 7.45%
17/04/2021
4,700,000 4,895,726 0.56
China SCE Group Holdings Ltd 8.75%
15/01/2021
5,300,000 5,756,792 0.66
China South City Holdings Ltd 5.75%
09/03/2020
1,800,000 1,755,952 0.20
China South City Holdings Ltd 10.875%
24/08/2020
1,700,000 1,721,652 0.20
China South City Holdings Ltd 11.875%
27/03/2021
2,400,000 2,391,929 0.28
CIFI Holdings Group Co Ltd 5.50%
23/01/2022
2,500,000 2,545,147 0.29东亚联丰投资系列
截至 2019 年 6 月 30 日止期间
4
于 2019 年 6 月 30 日(未经审计) (续)
东亚联丰亚洲债券及货币基金 (续)
面值 市值 占资产净值
美元 百分比
/ (99.16%) (续续续)
(99.15%) (续续续)
(97.13%) (续续续)
CIFI Holdings Group Co Ltd 6.55%
28/03/2024
1,900,000 1,899,261 0.22
CIFI Holdings Group Co Ltd 6.875%
23/04/2021
7,250,000 7,524,239 0.87
CIFI Holdings Group Co Ltd 7.625%
02/03/2021
3,000,000 3,224,350 0.37
CIFI Holdings Group Co Ltd 7.625%
28/02/2023
1,000,000 1,069,632 0.12
CIFI Holdings Group Co Ltd 7.75%
05/06/2020
843,750 867,381 0.10
CNAC HK Finbridge Co Ltd 3.375%
19/06/2024
2,000,000 2,002,650 0.23
CNAC HK Finbridge Co Ltd 3.875%
19/06/2029
5,000,000 5,026,758 0.58
Concord New Energy Group Ltd 7.90%
23/01/2021
8,000,000 8,319,138 0.96
Country Garden Holdings Co Ltd 8.00%
27/01/2024
3,700,000 4,098,930 0.47
Delhi International Airport Ltd 6.125%
31/10/2026
800,000 850,951 0.10
Delta Merlin Dunia Tekstil PT 8.625%
12/03/2024
4,000,000 4,239,618 0.49
Dianjian Haiyu Ltd 4.30% Perpetual
Callable - 20/06/2024
2,000,000 2,030,208 0.23
Easy Tactic Ltd 7.00% 25/04/2021 4,000,000 4,133,853 0.48
Easy Tactic Ltd 8.125% 27/02/2023 6,500,000 6,802,940 0.78
Easy Tactic Ltd 8.75% 10/01/2021 7,500,000 8,150,044 0.94
Easy Tactic Ltd 9.125% 28/07/2022 800,000 880,337 0.10
Eterna Capital Pte Ltd 7.50% 11/12/2022
9,859,261
9,881,641 1.14
Eterna Capital Pte Ltd 8.00% 11/12/2022
97,067 81,307 0.01东亚联丰投资系列
截至 2019 年 6 月 30 日止期间
5
于 2019 年 6 月 30 日(未经审计) (续)
东亚联丰亚洲债券及货币基金 (续)
面值 市值 占资产净值
美元 百分比
/ (99.16%) (续续续)
(99.15%) (续续续)
(97.13%) (续续续)
Fantasia Holdings Group Co Ltd 7.375%
04/10/2021
1,900,000 1,781,446 0.21
Fantasia Holdings Group Co Ltd 8.375%
08/03/2021
2,300,000 2,272,097 0.26
Fortune Star BVI Ltd 5.25% 23/03/2022
9,000,000 9,056,535 1.04
Fortune Star BVI Ltd 6.75% 02/07/2023
4,500,000 4,600,440 0.53
Fortune Star BVI Ltd 6.875% 31/01/2021
2,000,000 2,114,594 0.24
Future Land Development Holdings Ltd
5.00% 16/02/2020
300,000 305,453 0.04
Future Land Development Holdings Ltd
6.15% 15/04/2023
4,100,000 4,104,770 0.47
Future Land Development Holdings Ltd
6.50% 12/09/2020
2,000,000 2,065,281 0.24
Future Land Development Holdings Ltd
7.50% 22/01/2021
3,700,000 3,934,044 0.45
FWD Ltd 5.50% Perpetual Callable -
01/02/2023
2,000,000 1,915,853 0.22
GCL New Energy Holdings Ltd 7.10%
30/01/2021
1,900,000 1,912,655 0.22
Gemdale Ever Prosperity Investment Ltd
5.60% 14/06/2022
4,300,000 4,316,445 0.50
Gemdale Ever Prosperity Investment Ltd
6.00% 06/09/2021
2,300,000 2,378,192 0.27
Global Prime Capital Pte Ltd 7.25%
26/04/2021
8,000,000 8,413,282 0.97
GMR Hyderabad International Airport Ltd
5.375% 10/04/2024
4,000,000 4,111,255 0.47
Golden Eagle Retail Group Ltd 4.625%
21/05/2023
5,900,000 5,643,579 0.65东亚联丰投资系列
截至 2019 年 6 月 30 日止期间
6
于 2019 年 6 月 30 日(未经审计) (续)
东亚联丰亚洲债券及货币基金 (续)
面值 市值 占资产净值
美元 百分比
/ (99.16%) (续续续)
(99.15%) (续续续)
(97.13%) (续续续)
GOME Retail Holdings Ltd 5.00%
10/03/2020
4,000,000 3,993,467 0.46
Hilong Holding Ltd 7.25% 22/06/2020 3,200,000 3,195,336 0.37
Hopson Development Holdings Ltd 7.50%
27/06/2022
3,800,000 3,805,903 0.44
HPCL-Mittal Energy Ltd 5.25%
28/04/2027
5,200,000 5,256,303 0.61
HT Global IT Solutions Holdings Ltd
7.00% 14/07/2021
7,000,000 7,488,335 0.86
Huarong Finance 2017 Co Ltd 4.25%
07/11/2027
4,000,000 4,049,420 0.47
Huarong Finance 2019 Co Ltd 4.50%
29/05/2029
4,000,000 4,088,800 0.47
Indika Energy Capital II Pte Ltd 6.875%
10/04/2022
7,000,000 7,419,081 0.86
Indo Energy Finance II BV 6.375%
24/01/2023
1,000,000 1,048,822 0.12
Indonesia Asahan Aluminium Persero PT
6.757% 15/11/2048
6,500,000 8,040,331 0.93
Jababeka International BV 6.50%
05/10/2023
13,500,000 13,250,760 1.53
JGC Ventures Pte Ltd 10.75% 30/08/2021
10,650,000 11,857,488 1.37
JSW Steel Ltd 5.95% 18/04/2024 7,000,000 7,316,857 0.84
Kaisa Group Holdings Ltd 11.25%
09/04/2022
7,800,000 8,277,588 0.95
Kaisa Group Holdings Ltd 11.50%
30/01/2023
1,800,000 1,833,916 0.21
Kaisa Group Holdings Ltd 11.75%
26/02/2021
8,600,000 9,437,370 1.09东亚联丰投资系列
截至 2019 年 6 月 30 日止期间
7
于 2019 年 6 月 30 日(未经审计) (续)
东亚联丰亚洲债券及货币基金 (续)
面值 市值 占资产净值
美元 百分比
/ (99.16%) (续续续)
(99.15%) (续续续)
(97.13%) (续续续)
Kaisa Group Holdings Ltd 7.875%
30/06/2021
1,500,000 1,485,763 0.17
Kaisa Group Holdings Ltd 8.50%
30/06/2022
2,800,000 2,679,309 0.31
KWG Group Holdings Ltd 7.875%
09/08/2021
3,000,000 3,218,558 0.37
KWG Group Holdings Ltd 7.875%
01/09/2023
2,600,000 2,707,120 0.31
Lai Fung Bonds 2018 Ltd 5.65%
18/01/2023
2,500,000 2,469,180 0.28
Listrindo Capital BV 4.95% 14/09/2026
2,000,000 2,018,645 0.23
LMIRT Capital Pte Ltd 7.25% 19/06/2024
7,000,000 7,204,447 0.83
Logan Property Holdings Co Ltd 5.75%
03/01/2022
6,000,000 6,154,743 0.71
Logan Property Holdings Co Ltd 6.875%
24/04/2021
3,100,000 3,209,136 0.37
Logan Property Holdings Co Ltd 7.50%
27/08/2021
4,500,000 4,775,145 0.55
Logan Property Holdings Co Ltd 7.50%
25/08/2022
3,800,000 4,049,090 0.47
Logan Property Holdings Co Ltd 8.75%
12/12/2020
500,000 527,039 0.06
Lv'an Chuangxing Ltd 6.375% 15/04/2020
1,500,000 1,530,876 0.18
Marble II Pte Ltd 5.30% 20/06/2022 7,900,000 8,024,579 0.93
Medco Platinum Road Pte Ltd 6.75%
30/01/2025
4,000,000 4,105,410 0.47
Medco Straits Services Pte Ltd 8.50%
17/08/2022
17,000,000 18,829,011 2.17东亚联丰投资系列
截至 2019 年 6 月 30 日止期间
8
于 2019 年 6 月 30 日(未经审计) (续)
东亚联丰亚洲债券及货币基金 (续)
面值 市值 占资产净值
美元 百分比
/ (99.16%) (续续续)
(99.15%) (续续续)
(97.13%) (续续续)
MGM China Holdings Ltd 5.375%
15/05/2024
1,000,000 1,029,909 0.12
MGM China Holdings Ltd 5.875%
15/05/2026
4,700,000 4,870,957 0.56
Minejesa Capital BV 5.625% 10/08/2037
4,750,000 5,106,208 0.59
Modern Land China Co Ltd 12.85%
25/10/2021
2,400,000 2,442,164 0.28
Modern Land China Co Ltd 15.50%
02/07/2020
1,400,000 1,579,437 0.18
Modern Land China Co Ltd 7.95%
05/03/2021
600,000 575,164 0.07
Mongolian Mortgage Corp Hfc LLC 9.75%
29/01/2022
3,000,000 3,171,200 0.37
Neerg Energy Ltd 6.00% 13/02/2022 7,000,000 7,241,010 0.84
New Metro Global Ltd 6.50% 23/04/2021
4,600,000 4,718,670 0.54
New Metro Global Ltd 6.50% 20/05/2022
2,500,000 2,537,557 0.29
New Metro Global Ltd 7.125% 23/05/2021
800,000 825,401 0.10
NWD Finance BVI Ltd 6.25% Perpetual
Callable - 07/03/2024
6,500,000 6,767,941 0.78
Oil India Ltd 5.125% 04/02/2029 3,000,000 3,351,711 0.39
PB International BV 7.625% 26/01/2022
5,765,000 6,181,002 0.71
Perusahaan Listrik Negara Persero PT
5.375% 25/01/2029
1,000,000 1,140,499 0.13
Perusahaan Listrik Negara PT 5.25%
24/10/2042
2,350,000 2,508,956 0.29东亚联丰投资系列
截至 2019 年 6 月 30 日止期间
9
于 2019 年 6 月 30 日(未经审计) (续)
东亚联丰亚洲债券及货币基金 (续)
面值 市值 占资产净值
美元 百分比
/ (99.16%) (续续续)
(99.15%) (续续续)
(97.13%) (续续续)
Perusahaan Listrik Negara PT 6.25%
25/01/2049
5,400,000 6,668,019 0.77
Philippine National Bank 3.28%
27/09/2024
3,000,000 2,995,722 0.35
Postal Savings Bank of China Co Ltd
4.50% Perpetual Callable - 27/09/2022
7,000,000 7,128,240 0.82
Powerlong Real Estate Holdings Ltd
5.95% 19/07/2020
5,000,000 5,125,175 0.59
Press Metal Labuan Ltd 4.80%
30/10/2022
6,800,000 6,777,379 0.78
Redco Group 9.875% 02/05/2021 2,500,000 2,563,660 0.30
Redco Group 11.00% 29/08/2020 2,900,000 3,096,775 0.36
Redco Group 13.50% 21/01/2020 1,200,000 1,310,742 0.15
Redsun Properties Group Ltd 9.95%
11/04/2022
1,600,000 1,596,194 0.18
Redsun Properties Group Ltd 10.50%
03/10/2022
1,700,000 1,641,469 0.19
Redsun Properties Group Ltd 11.50%
04/03/2021
2,600,000 2,773,979 0.32
ReNew Power Synthetic 6.67%
12/03/2024
8,800,000 9,180,382 1.06
RKPF Overseas 2019 A Ltd 7.875%
01/02/2023
2,300,000 2,498,082 0.29
RKPF Overseas 2019 B Ltd 7.75%
18/04/2021
2,800,000 2,970,311 0.34
Ronshine China Holdings Ltd 10.50%
01/03/2022
9,700,000 10,481,044 1.21
Ronshine China Holdings Ltd 11.25%
22/08/2021
3,200,000 3,550,889 0.41东亚联丰投资系列
截至 2019 年 6 月 30 日止期间
10
于 2019 年 6 月 30 日(未经审计) (续)
东亚联丰亚洲债券及货币基金 (续)
面值 市值 占资产净值
美元 百分比
/ (99.16%) (续续续)
(99.15%) (续续续)
(97.13%) (续续续)
Ronshine China Holdings Ltd 8.75%
25/10/2022
4,500,000 4,524,127 0.52
Santos Finance Ltd 4.125% 14/09/2027
4,000,000 3,993,682 0.46
Scenery Journey Ltd 11.00% 06/11/2020
3,600,000 3,814,868 0.44
SD International Sukuk Ltd 6.30%
09/05/2022
9,250,000 9,434,168 1.09
Shimao Property Holdings Ltd 6.125%
21/02/2024
2,300,000 2,473,875 0.29
Shui On Development Holding Ltd 6.25%
28/11/2021
1,400,000 1,463,020 0.17
SMC Global Power Holdings Corp 6.50%
Perpetual Callable - 25/04/2024
10,000,000 10,318,689 1.19
Sri Lanka Government International Bond
6.35% 28/06/2024
1,700,000 1,699,642 0.20
Sri Lanka Government International Bond
6.85% 14/03/2024
4,000,000 4,172,759 0.48
Sri Lanka Government International Bond
7.55% 28/03/2030
1,700,000 1,708,125 0.20
SriLankan Airlines Ltd 7.00% 25/06/2024
2,000,000 2,010,573 0.23
SSMS Plantation Holdings Pte Ltd 7.75%
23/01/2023
4,800,000 4,808,899 0.55
Studio City Finance Ltd 7.25% 11/02/2024
9,100,000 9,743,228 1.13
Sunac China Holdings Ltd 6.875%
08/08/2020
2,100,000 2,185,258 0.25
Sunac China Holdings Ltd 7.875%
15/02/2022
4,400,000 4,622,816 0.53
Sunac China Holdings Ltd 7.95%
08/08/2022
3,500,000 3,683,117 0.42东亚联丰投资系列
截至 2019 年 6 月 30 日止期间
11
于 2019 年 6 月 30 日(未经审计) (续)
东亚联丰亚洲债券及货币基金 (续)
面值 市值 占资产净值
美元 百分比
/ (99.16%) (续续续)
(99.15%) (续续续)
(97.13%) (续续续)
Sunac China Holdings Ltd 8.35%
19/04/2023
2,200,000 2,296,118 0.26
Sunac China Holdings Ltd 8.375%
15/01/2021
500,000 537,494 0.06
Sunac China Holdings Ltd 8.625%
27/07/2020
2,000,000 2,137,012 0.25
TBLA International Pte Ltd 7.00%
24/01/2023
6,650,000 6,862,320 0.79
Theta Capital Pte Ltd 6.75% 31/10/2026
3,000,000 2,786,783 0.32
Theta Capital Pte Ltd 7.00% 11/04/2022
20,900,000 21,288,020 2.46
Times China Holdings Ltd 6.25%
17/01/2021
5,900,000 6,119,493 0.71
Times China Holdings Ltd 7.625%
21/02/2022
2,000,000 2,121,829 0.24
Times China Holdings Ltd 7.85%
04/06/2021
3,000,000 3,115,072 0.36
Times China Holdings Ltd 10.95%
27/11/2020
2,000,000 2,172,363 0.25
Trillion Chance Ltd (BVI) 7.50%
08/10/2019
700,000 716,524 0.08
Tsinghua Unic Ltd 4.75% 31/01/2021 2,000,000 2,004,887 0.23
Tsinghua Unic Ltd 5.375% 31/01/2023 3,000,000 2,936,835 0.34
Tuspark Forward Ltd 6.95% 18/06/2022
5,000,000 4,930,549 0.57
Tuspark Forward Ltd 7.90% 07/03/2021
3,700,000 3,876,256 0.45
Vedanta Resources Ltd 6.125%
09/08/2024
8,800,000 8,317,317 0.96东亚联丰投资系列
截至 2019 年 6 月 30 日止期间
12
于 2019 年 6 月 30 日(未经审计) (续)
东亚联丰亚洲债券及货币基金 (续)
面值 市值 占资产净值
美元 百分比
/ (99.16%) (续续续)
(99.15%)