2005
2005 2006 3 15 2005 1 1 2005 12 31
2005...1...2...2...3...4...7...8...9...9...11...20...20...20...21...22...24...24...25...25...25...25...25...26...27
2005 500028 2000 8 18 500,000,000 15 2001 7 27, CHINA ASSET MANAGEMENT CO.,LTD. A 33 B 8 100032 010 88066688 010 88066566 http://www.chinaamc.com chinaamc@chinaamc.com 1
2005 23 100 100037 010 68424199 010 68424181 http://www.abchina.com lifangfei@abchina.com www.chinaamc.com 568 200120 202 11 200021 166 36 2005 2004 2003 2
2005-16,264,502.59 26,450,777.59-25,444,124.88-0.0325 0.0529-0.0509-87,521,275.80-74,809,220.29-97,707,550.80-0.1750-0.1496-0.1954 436,633,240.25 425,190,779.71 452,746,736.30 0.8733 0.8504 0.9055-3.86% 5.87-6.08% 2.69% -6.09 16.61% -12.65% -14.94-9.43% 1 2.46% 1.43% - - - - 6.50% 1.55% - - - - 2.69% 2.31% - - - - 12.47% 2.19% - - - - -9.08% 2.06% - - - - -12.65% 2.02% - - - - 2 2000 8 18 2005 12 31 0.00% -5.00% -10.00% -15.00% -20.00% -25.00% 2000-8-18 2001-2-18 2001-8-18 2002-2-18 2002-8-18 2003-2-18 2003-8-18 2004-2-18 2004-8-18 2005-2-18 2005-8-18 3
2005 1 2 80 20, 10, 10 3 18.00% 12.00% 6.00% 0.00% -6.00% -12.00% 2003 2004 2005 4 1 1998 4 9 13800 2005 12 445 5 50ETF 7 4
2005 2 2001 1 2005 12 31 0.8733 2.69% 8.33% 6.65% 2 2005 1190 A 8 998 9 1220 1100 2 5
2005 1161 8.33 2005 3 2006 2006 2006 CPI 1 6
2005 2 3 4 5 6 2005 1 1 2005 12 31 7
2005 2006 03 09 (2006) 346 ( ) 2005 12 31 2005 2005 12 31 2005 2006 2 28 8
2005 2005 12 31 ( ) 2005 12 31 2004 12 31 28,822,279.35 3,269,162.26 192,289.57-7a 660,000.00 500,000.00 7b 2,081,495.30 1,583,443.59 322,498,617.65 327,054,104.10 298,437,631.84 329,001,992.74 90,509,722.40 94,331,121.60 90,416,192.16 95,935,680.04 - - - - 444,764,404.27 426,737,831.55 5,810,317.71-529,813.72 546,873.54 88,302.28 91,145.57 7c 1,219,194.06 425,508.63 7d 423,536.25 423,524.10 7e 60,000.00 60,000.00 8,131,164.02 1,547,051.84 7f 500,000,000.00 500,000,000.00 /( ) 7g 24,154,516.05 (3,552,447.08) (87,521,275.80) (71,256,773.21) 436,633,240.25 425,190,779.71 (2005 0.8733 ) (2004 0.8504 ) 444,764,404.27 426,737,831.55 9
2005 /( ) 2005 ( ) 2005 2004 /( ) 7h (16,277,381.27) 31,800,407.01 /( ) 7i 458,251.08 (3,229,320.62) - - 2,793,297.80 3,104,139.22 204,169.22 420,729.18 4,405,848.67 2,788,440.35 - - 7j 21,616.39 96,660.97 /( ) (8,394,198.11) 34,981,056.11 (6,334,652.41) (6,763,729.20) (1,055,775.40) (1,127,288.17) (92,423.93) (274,138.39) 7k (387,452.74) (365,122.76) (60,000.00) (60,000.00) (240,000.00) (210,000.00) (60,000.00) (60,000.00) (7,870,304.48) (8,530,278.52) /( ) (16,264,502.59) 26.450.777.59 /( ) 27,706,963.13 (54,006,734.18) 11,442,460.54 (27,555,956.59) /( ) (16,264,502.59) 26,450,777.59 (71,256,773.21) (97,707,550.80) (87,521,275.80) (71,256,773.21) - - (87,521,275.80) (71,256,773.21) 2005 ( ) 2005 2004 425,190,779.71 452,746,736.30 10
2005 /( ) (16,264,502.59) 26,450,777.59 /( ) 27,706,963.13 (54,006,734.18) 11,442,460.54 (27,555,956.59) - - 436,633,240.25 425,190,779.71 1 ( ) (1999) 28 (2000) 19 (2000) 20 (2000) 30 [2001] 20 10 2001 7 27 200,755,273 2001 9 3 5 5 2006 11 14 11
2005 2 3 1 1 1 12 31 2 3 4 12
2005 ( ) /( ) 5 /( ) /( ) /( ) 6 7 / / 13
2005 / / / 8 1.50% 20% 0.25% 9 1.00 10 90% 14
2005 4 [1998]55 [2004]78 [2005]11 ( ) [2005]102 [2005]103 1 2004 2 20% 2005 6 13 50%( 100%) 20% 3 2005 1 24 0.2% 2005 1 24 0.1% 4 5 6 1 ( ) 2 2005 15
2005 471,171,041.64 25.92% - - 368,697.44 25.12% 2004 578,149,957.72 27.03 8,296,649.50 8.15 452,409.80 26.33 3 1.5% 1.5% / 6,334,652.41 (2004 6,763,729.20 ) 4 0.25% ) 0.25% / 1,055,775.40 (2004 1,127,288.17 5 2005 12 31 28,822,279.35 (2004 12 31 3,269,162.26 ) 190,421.13 (2004 414,515.26 ) 6 2004 16
2005 7 2005 12 31 ( ) 12,462,155 2.49 9,962,155-1,250,000 0.25 - - 13,712,155 2.74 - - ( ) 2004 12 31 ( ) 2,500,000 0.50 - - 1,250,000 0.25 - - 3,750,000 0.75 - - 0 ( ) 7 a ( ) ( ) 2005 12 31 2004 12 31 500,000.00 500,000.00 160,000.00-660,000.00 500,000.00 b 2005 12 31 2004 12 31 2,073,370.03 1,581,717.55 7,950.92 1,726.04 95.15-79.20-2,081,495.30 1,583,443.59 c 2005 12 31 2004 12 31 291,369.05 58,966.91 275,421.97 191,882.10 272,690.16-196,034.10 46,503.67 91,253.86 91,253.86 92,424.92 36,902.09 1,219,194.06 425,508.63 d 2005 12 31 2004 12 31 250,000.00 250,000.00 17
2005 168,538.30 168,538.30 4,985.80 4,985.80 12.15-423,536.25 423,524.10 e 2005 12 31 2004 f 2005 12 31 ( ) - 2,500,000 2,500,000.00-11,212,155 11,212,155.00 486,287,845 486,287,845.00 500,000,000 500,000,000.00 2004 12 31 ( ) - 2,500,000 2,500,000.00-1,250,000 1,250,000.00 496,250,000 496,250,000.00 500,000,000 500,000,000.00 200,755,273 2001 9 3 500,000,000 5,000,000 ( 2004 10 16 ) 1% 2,500,000 0.5% g /( ) /( ) /( ) 2004 12 31 (1,947,888.64) (1,604,558.44) (3,552,447.08) 26,008,874.45 1,698,088.68 27,706,963.13 2005 12 31 24,060,985.81 93,530.24 24,154,516.05 h /( ) 2005 2004 918,365,728.79 1,075,250,023.15 (770,996.69) (901,053.83) (933,872,113.37) (1,042,548,562.31) 18
2005 /( ) (16,277,381.27) 31,800,407.01 1,875,431.82 (2004 ) i /( ) 2005 2004 68,561,622.84 117,621,992.85 (646,260.17) (2,537,877.44) (67,457,111.59) (118,313,436.03) /( ) 458,251.08 (3,229,320.62) j 2005 2004 8,484.90-7,110.22 50,534.15-34,810.04 6,021.27 11,316.78 21,616.39 96,660.97 k 2005 2004 240,000.00 210,000.00 60,000.00 60,000.00 60,000.00 60,000.00 19,820.00 19,080.00 6,090.13 10,644.88 442.61 1,847.88 1,100.00 3,550.00 387,452.74 365,122.76 8 2005 12 31 ( ) 600036 2005-12-19 6.61 2006-01-04 7.23 800,000 5,288,000.00 600879 2005-12-19 10.84 2006-01-04 11.77 1,100,000 11,924,000.00 000826 2005-12-05 4.27 2006-01-04 4.66 1,341,113 5,726,552.51 000970 2005-12-23 6.85 2006-01-05 7.68 460,000 3,151,000.00 19
2005 600787 2005-12-19 3.74 2006-01-10 3.15 3,308,568 12,374,044.32 38,463,596.83 322,498,617.65 72.51% 90,509,722.40 20.35% - - 29,014,568.92 6.52% 2,741,495.30 0.62% 444,764,404.27 100.00% A - - B 32,458,500.00 7.43% C 165,474,111.15 37.90% C0 58,928,999.23 13.50% C1 3,007,452.70 0.69% C2 - - C3 2,190,000.00 0.50% C4 45,844,316.55 10.50% C5 9,468,189.50 2.17% C6 18,249,244.20 4.18% C7 25,179,744.97 5.77% C8 2,606,164.00 0.60% C99 - - D 23,422,838.25 5.36% E 9,543,107.55 2.19% F 37,065,920.38 8.49% G 30,023,750.00 6.88% H 10,630,363.20 2.43% I 11,408,000.00 2.61% J 2,472,027.12 0.57% K - - L - - M - - 20
2005 322,498,617.65 73.86% 1 000063 G 875,000 24,403,750.00 5.59% 2 600028 4,600,000 21,574,000.00 4.94% 3 600009 1,367,177 20,206,876.06 4.63% 4 600900 G 2,504,719 17,432,844.24 3.99% 5 000930 G 3,797,028 14,390,736.12 3.30% 6 000568 G 3,191,573 13,883,342.55 3.18% 7 000792 1,150,940 13,512,035.60 3.09% 8 600787 3,308,568 12,374,044.32 2.83% 9 600879 1,100,000 11,924,000.00 2.73% 10 600002 1,200,000 10,440,000.00 2.39% 11 600583 350,000 9,040,500.00 2.07% 12 600887 540,000 7,927,200.00 1.82% 13 600309 550,023 7,854,328.44 1.80% 14 000895 603,400 7,826,098.00 1.79% 15 600096 800,000 6,896,000.00 1.58% 16 000858 906,906 6,801,795.00 1.56% 17 600456 G 500,000 6,520,000.00 1.49% 18 000157 969,617 6,215,244.97 1.42% 19 000759 1,100,000 6,160,000.00 1.41% 20 600016 G 1,500,000 6,120,000.00 1.40% 21 600011 999,999 5,989,994.01 1.37% 22 000826 1,341,113 5,726,552.51 1.31% 23 600970 366,000 5,702,280.00 1.31% 24 600050 2,000,000 5,620,000.00 1.29% 25 600584 G 920,000 5,363,600.00 1.23% 26 600036 800,000 5,288,000.00 1.21% 27 000869 221,249 4,964,827.56 1.14% 28 600296 906,716 4,488,244.20 1.03% 29 600269 500,000 4,485,000.00 1.03% 30 600616 G 502,288 4,470,363.20 1.02% 31 600563 499,950 4,104,589.50 0.94% 32 600019 G 1,000,000 4,090,000.00 0.94% 33 000758 704,739 3,840,827.55 0.88% 34 600316 400,000 3,836,000.00 0.88% 35 000528 650,000 3,204,500.00 0.73% 36 000970 460,000 3,151,000.00 0.72% 37 000911 550,000 3,135,000.00 0.72% 21
2005 38 600557 G 473,848 2,606,164.00 0.60% 39 000024 210,744 2,472,027.12 0.57% 40 000488 500,000 2,190,000.00 0.50% 41 600348 G 200,000 1,844,000.00 0.42% 42 600177 500,000 1,715,000.00 0.39% 43 600636 140,000 1,415,400.00 0.32% 44 000036 348,370 1,292,452.70 0.30% 1 2 20 1 600900 G 32,051,846.20 7.54% 2 600028 29,241,027.47 6.88% 3 600887 22,496,122.23 5.29% 4 000063 G 19,637,971.04 4.62% 5 600583 19,545,757.33 4.60% 6 600019 G 19,320,790.27 4.54% 7 600970 19,045,845.49 4.48% 8 600018 G 17,599,044.46 4.14% 9 600636 16,294,625.83 3.83% 10 000568 G 16,145,920.01 3.80% 11 000898 G 15,687,650.80 3.69% 12 600036 15,484,104.31 3.64% 13 600428 G 15,431,634.41 3.63% 14 600009 14,865,276.34 3.50% 15 600309 14,752,021.62 3.47% 16 600050 14,682,501.34 3.45% 17 600269 14,113,782.26 3.32% 18 600879 13,389,809.40 3.15% 19 600098 G 13,190,278.79 3.10% 20 000792 12,975,546.06 3.05% 21 600717 G 12,866,122.58 3.03% 22 600016 G 12,685,556.16 2.98% 23 600616 G 12,431,172.54 2.92% 24 000858 12,251,909.62 2.88% 25 000088 12,210,486.00 2.87% 26 600787 12,046,735.96 2.83% 27 600470 11,814,685.47 2.78% 28 600096 11,626,061.43 2.73% 22
2005 29 000488 11,498,137.99 2.70% 30 600033 11,413,880.35 2.68% 31 600832 G 11,066,367.39 2.60% 32 000930 G 10,534,365.79 2.48% 33 600004 G 10,401,824.07 2.45% 34 000157 10,250,178.68 2.41% 35 600011 9,895,007.51 2.33% 36 600002 9,751,591.62 2.29% 37 600316 9,656,729.13 2.27% 38 600000 9,644,169.00 2.27% 39 000581 9,558,766.09 2.25% 40 600660 9,300,802.05 2.19% 41 600399 9,103,641.98 2.14% 42 000538 8,762,582.43 2.06% 43 000069 8,723,567.42 2.05% 44 600547 8,709,441.96 2.05% 2 20 1 600036 36,632,009.84 8.62% 2 600009 35,432,032.89 8.33% 3 600028 28,192,866.63 6.63% 4 000002 G 27,106,394.78 6.38% 5 600519 25,132,336.20 5.91% 6 600018 G 21,043,238.50 4.95% 7 000970 20,718,577.37 4.87% 8 000568 G 20,387,496.49 4.79% 9 600019 G 19,190,175.77 4.51% 10 600011 18,231,153.75 4.29% 11 600636 17,403,314.39 4.09% 12 600415 16,477,957.16 3.88% 13 600887 16,357,457.73 3.85% 14 600428 G 15,920,382.77 3.74% 15 600583 14,232,958.30 3.35% 16 000983 G 13,838,257.94 3.25% 17 600970 13,419,477.57 3.16% 18 600900 13,368,211.84 3.14% 19 000898 G 12,744,531.23 3.00% 20 000402 12,663,890.72 2.98% 21 600098 G 12,656,320.61 2.98% 22 600320 12,035,163.44 2.83% 23
2005 23 600832 G 11,146,068.72 2.62% 24 600033 11,022,672.35 2.59% 25 000088 10,674,413.87 2.51% 26 600269 10,604,762.67 2.49% 27 600717 G 10,447,437.67 2.46% 28 600521 G 10,311,287.81 2.43% 29 002023 10,287,180.04 2.42% 30 600004 G 10,040,900.48 2.36% 31 600439 G 9,944,821.42 2.34% 32 600470 9,361,786.57 2.20% 33 000069 9,333,429.35 2.20% 34 000538 9,206,687.66 2.17% 35 600000 9,206,344.00 2.17% 36 600050 9,187,719.94 2.16% 37 600309 9,166,216.08 2.16% 38 600331 G 9,006,882.20 2.12% 39 000488 8,955,495.46 2.11% 3 905,183,184.29 918,365,728.79 1 90,509,722.40 20.73% 2 - - 3 - - 4 - - 5 - - 90,509,722.40 20.73% 1 04 28,353,000.00 6.49% 2 20 20,118,000.00 4.61% 3 21 18,505,908.80 4.24% 4 03 9,333,213.60 2.14% 5 21 8,151,200.00 1.87% 24
2005 1 2 3 660,000.00 2,081,495.30 2,741,495.30 4 5 2005 12 31 22,644 22,081 275,409,792 55.08% 214,765,858 42.95% 9,824,350 1.96% 500,000,000 100.00% 1 40,638,636 8.13% 25
2005 2 38,368,677 7.67% 3 29,296,135 5.86% 4 26,226,647 5.25% 5 22,879,019 4.58% 6 14,230,272 2.85% 7 12,873,569 2.57% 8 12,462,155 2.49% 9 6,526,603 1.31% 10 5,588,176 1.12% 2005 5 9 33 B 8 1 2005 1 1 2005 12 31 1 1 471,171,041.64 25.92% 368,697.44 25.12% 2 1 424,750,539.86 23.37% 347,995.70 23.71% 3 1 413,330,154.11 22.74% 338,659.00 23.07% 26
2005 4 1 336,936,732.47 18.54% 275,421.97 18.76% 5 1 85,014,144.59 4.68% 69,711.28 4.75% 6 1 84,619,312.56 4.66% 66,215.08 4.51% 7 1 1,671,223.20 0.09% 1,307.75 0.09% 7 1,817,493,148.43 100.00% 1,468,008.22 100.00% 2005 1 1 2005 12 31 1 32,457,723.00 46.42% 57,000,000.00 71.25% 2 31,484,767.10 45.03% - - 3 5,975,572.90 8.55% 23,000,000.00 28.75% 69,918,063.00 100.00% 80,000,000.00 100.00% 60,000.00 6 1 2005 11 25 2 2005 8 20 3 2005 5 17 4 2005 4 27 5 2005 4 12 6 2005 4 1 www.chinaamc.com 1 2 27
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