2008 2008 12 31 2009 3 28
1 1.1 2009 3 27 2008 1 1 12 31 1.2 1...2 1.1...2 1.2...2 2...4 2.1...4 2.2...4 2.3...4 2.4...5 2.5...5 3...5 3.1...5 3.2...6 3.3...8 4...8 4.1...8 4.2...9 4.3...9 4.4...10 4.5...10 4.6...10 4.7...11 4.8...11 5...11 2
5.1...11 5.2.....12 5.3...12 6...12 7...13 7.1...13 7.2...15 7.3...16 7.4...17 8...36 8.1...36 8.2...36 8.3...37 8.4...38 8.5...40 8.6...40 8.7..40 8.8...40 8.9...40 9...41 9.1...41 9.2...41 10...42 11...42 11.1...42 11.2...42 11.3...42 11.4...42 11.5...42 11.6...42 11.7...42 11.8...43 12...44 13...44 3
2 2.1 377020 2007 4 13 11,368,078,504.34 2.2 1 2 300 80% 20 2.3 4
8621-38794999 010-66105799 peter.zhu@jpmf-siti custody@icbc.com.cn co.com 400-889-4888 021-38794888 95588 8621-68881170 010-66105798 99 20 55 99 20 55 200120 100140 2.4 www.51fund.com 2.5 202 11 99 20 3 3.1 3.1.1 2007 04 13 2008-2007 12 31-2,910,982,611.93 2,878,537,368.74 5
-7,922,935,350.33 6,880,365,552.30-0.6837 0.5559-68.08% 43.77% -47.00% 52.07% 3.1.2 2007 04 13 2008-2007 12 31-2,964,336,991.36 2,532,599,347.89-0.2608 0.2262 8,403,741,512.98 17,025,115,846.51 0.7392 1.5207 3.1.3 2007 04 13 2008-2007 12 31-19.40% 52.07% 1. 2. 3.2 3.2.1-4.56% 2.04% -14.33% 2.43% 9.77% -0.39% -20.92% 1.97% -26.52% 2.39% 5.60% -0.42% -47.00% 2.11% -50.88% 2.44% 3.88% -0.33% - - - - - - - - - - - - -19.40% 1.85% -32.47% 2.21% 13.07% -0.36% 300 80% 20 3.2.2 6
1. 2007 4 13 2007 4 13 2008 12 31 2. 2007 4 13 2007 10 12 3.2.3 1.2007200741320071231 7
2. 3.3 10 2008 1.000 507,731,967.83 604,730,682.02 1,112,462,649.85 1.000 507,731,967.83 604,730,682.02 1,112,462,649.85 4 4.1 4.1.1 2004 5 12 2007 10 8 1.5 2008 12 2004 9 15 1,669,305,034.88 2005 4 13 991,360,522.73 2005 10 11 767,620,088.15 2006 04 26 6,435,738,977.50 2006 09 20 5,480,692,618.04 2007 04 13 9,884,799,607.98 2007 10 22 29,572,160,439.53 2008 5 21 1,423,318,139.20 4.1.2 1968 1992 1997 2003 11 2007-04-13-2003 3 8
2008-09-27-10 2005 6 2005 11 2007 4,11 2007 4 12 2008 4 24 2008 5 1. 2. 4.2 4.3 4.3.1, 4.3.2 % 9
-47.00-57.24-46.62 4.3.3 4.4 2008 A 4.5 2009 09 A 4.6 10
1 2 3 4 5, 4.7 4.8 2008 3 14 10 1 1,112,462,649.85 2008 3 19 2008 2007 5 5.1 11
2008 5.2 2008 1,112,462,649.85 5.3 2008 6 (2009) 20175 ( ) 2008 12 31 2008 () (1) (2) (3) 12
2008 12 31 2008 2009 3 26 7 7.1 2008 12 31 2008 12 31 2007 12 31 7.4.7.1 655,697,121.97 1,483,674,594.14 11,213,243.43 7,046,264.30 13
1,647,652.90 3,395,752.33 7.4.7.2 7,671,770,530.58 15,564,419,994.11 6,581,444,888.87 14,594,801,555.91 - - 1,090,325,641.71 969,618,438.20 - - 7.4.7.3-74,769,352.65 7.4.7.4 - - 77,804,985.15 11,309,151.71 7.4.7.5 14,202,643.40 13,677,916.53 - - 3,360,493.55 288,879.31 - - 7.4.7.6 - - 8,435,696,670.98 17,158,581,905.08 2008 12 31 2007 12 31 - - - - 7.4.7.3 - - - - 8,675,883.83 34,340,353.44 4,952,424.53 68,038,790.31 10,737,810.68 20,575,512.49 1,789,635.12 3,429,252.08 - - 7.4.7.7 5,125,704.36 5,965,728.94 - - - - - - - - 7.4.7.8 673,699.48 1,116,421.31 31,955,158.00 133,466,058.57 7.4.7.9 11,368,078,504.34 11,195,819,255.25 7.4.7.10-2,964,336,991.36 5,829,296,591.26 8,403,741,512.98 17,025,115,846.51 8,435,696,670.98 17,158,581,905.08 2008 12 31 0.7392 11,368,078,504.34 2007413()20071231 7.4 14
7.2 2008 1 1 2008 12 31 2007 4 13 ( 2008 1 1 ) 2008 12 31 2007 12 31-7,676,813,760.54 7,169,050,123.29 1. 45,145,906.56 42,040,712.52 7.4.7.11 12,866,007.13 22,254,943.62 32,003,291.93 19,023,632.01 - - 276,607.50 762,136.89 - - 2. - -2,714,589,965.88 3,117,267,478.02 7.4.7.12-2,832,160,115.70 3,062,502,414.86 - - 7.4.7.13 15,830,279.76 29,488,693.83 - - 7.4.7.14 12,977,021.37-22,141,279.55 7.4.7.15 88,762,848.69 47,417,648.88 3. - 7.4.7.16-5,011,952,738.40 4,001,828,183.56 4. - - 5. - 7.4.7.17 4,583,037.18 7,913,749.19 - -246,121,589.79-288,684,570.99 1-175,726,242.50-168,152,459.95 2-29,287,707.14-28,025,409.95 3 - - 4 7.4.7.18-36,807,770.70-84,902,422.21 5-3,795,682.62-7,208,234.28-3,795,682.62-7,208,234.28 6 7.4.7.19-504,186.83-396,044.60 - -7,922,935,350.33 6,880,365,552.30 - - - - -7,922,935,350.33 6,880,365,552.30 2007 4 13 () 2007 12 31 7.4 15
7.3 2008 1 1 2008 12 31 2008 1 1 2008 12 31 11,195,819,255.25 5,829,296,591.26 17,025,115,846.51 - -7,922,935,350.33-7,922,935,350.33 172,259,249.09 241,764,417.56 414,023,666.65-1. 3,845,989,072.79 594,301,895.32 4,440,290,968.11 2. - -3,673,729,823.70-352,537,477.76-4,026,267,301.46 - - -1,112,462,649.85-1,112,462,649.85 11,368,078,504.34-2,964,336,991.36 8,403,741,512.98 2007 4 13 () 2007 12 31 9,884,799,607.98-9,884,799,607.98-6,880,365,552.30 6,880,365,552.30 1,311,019,647.27-1,051,068,961.04 259,950,686.23-1. 5,887,240,344.75 470,292,562.88 6,357,532,907.63 2. - -4,576,220,697.48-1,521,361,523.92-6,097,582,221.40 - - - - 16
11,195,819,255.25 5,829,296,591.26 17,025,115,846.51 2007 4 13 () 2007 12 31 7.4 7.4 7.4.1 ( ) ( )[2007] 091 9,884,050,624.48 (2007) 046 2007 4 13 9,884,799,607.98 748,983.50 60%-95% 0-40% 5% 80% 300 X80% X20% 2009326 7.4.2 2006 2 15 38 ( )[2009]4 XBRL 3 <> 2007 5 15 7.4.4 7.4.3 17
2008 2008 12 31 2008 7.4.4 7.4.4.1 1 1 12 31 2007 4 13 () 2007 12 31 7.4.4.2 7.4.4.3 (1) () (2) 7.4.4.4 18
7.4.4.5 () (1) (2) (3) 7.4.4.6 7.4.4.7 7.4.4.8 /() 7.4.4.9 /() 19
7.4.4.10 7.4.4.11 ( ) () 7.4.4.12 (1) (2) (a) 2008 9 16 [2008]38 2008 9 16 20
(b) [2006]37 7.4.5 7.4.5.1 7.4.5.2 [2008]38 2008916 2008916 104,386,366.53104,386,366.53 104,386,366.53 7.4.5.3 7.4.6 [2002]128 [2004]78 [2005]102 (1) (2) (3) 20% 50% 20% (4) 2008 4 24 0.3% 2008 4 24 2008 9 18 0.1% 2008 9 19 21
0.1% 7.4.7 7.4.7.1 2008 12 31 2007 12 31 655,697,121.97 1,483,674,594.14 - - - - 655,697,121.97 1,483,674,594.14 7.4.7.2 2008 12 31 7,612,287,035.42 6,581,444,888.87-1,030,842,146.55 17,191,040.00 17,778,141.71 587,101.71 1,052,417,010.00 1,072,547,500.00 20,130,490.00 1,069,608,050.00 1,090,325,641.71 20,717,591.71 - - - - - - - - - 8,681,895,085.42 7,671,770,530.58-1,010,124,554.84 2007 12 31 10,640,662,986.53 14,594,801,555.91 3,954,138,569.38 42,572,611.59 62,914,438.20 20,341,826.61 908,087,159.71 906,704,000.00-1,383,159.71 950,659,771.30 969,618,438.20 18,958,666.90 - - - - - - - - - 11,591,322,757.83 15,564,419,994.11 3,973,097,236.28 : 1. 2008 12 31 144,549,154.99 (2007 12 31 ) 158,657,663.61 (2007 ) 2. 22
21,513,649.71 (2007 1,383,159.71 ) 7.4.7.3 / 20081231 - - - - - - - - - - - - - - - 20071231 - - - - - - - 74,769,352.65-46,038,405.37 - - - - 74,769,352.65-7.4.7.4 23
7.4.7.5 2008 12 31 2007 12 31 166,014.63 453,807.47 - - - - 5,438.43 3,487.88 14,030,603.64 13,220,592.34 - - 586.70 28.84 - - 14,202,643.40 13,677,916.53 7.4.7.6 7.4.7.7 2008 12 31 2007 12 31 5,121,966.86 5,959,997.64 3,737.50 5,731.30 5,125,704.36 5,965,728.94 7.4.7.8 2008 12 31 2008 12 31 500,000.00 500,000.00 13,699.48 256,421.31 160,000.00 360,000.00 673,699.48 1,116,421.31 7.4.7.9 2008 1 1 2008 12 31 11,195,819,255.25 11,195,819,255.25 3,845,989,072.79 3,845,989,072.79-3,673,729,823.70-3,673,729,823.70 11,368,078,504.34 11,368,078,504.34 24
: 7.4.7.10 2,532,599,347.89 3,296,697,243.37 5,829,296,591.26-2,910,982,611.93-5,011,952,738.40-7,922,935,350.33 85,156,642.92 156,607,774.64 241,764,417.56 532,390,251.79 61,911,643.53 594,301,895.32-447,233,608.87 94,696,131.11-352,537,477.76-1,112,462,649.85-1,112,462,649.85-1,405,689,270.97-1,558,647,720.39-2,964,336,991.36 7.4.7.11 2007 4 13 ( 2008 1 1 2008 ) 2007 12 31 12 31 12,553,938.23 22,060,121.73 - - - - 107,335.31 194,254.27 204,733.59 567.62 12,866,007.13 22,254,943.62 7.4.7.12 2008 1 1 2008 12 31 2007 4 13 ( ) 2007 12 31 8,322,296,887.29 8,296,600,611.43-11,154,457,002.99-5,234,098,196.57-2,832,160,115.70 3,062,502,414.86 7.4.7.13 2008112008 1231 2007413( )20071231 2,679,927,742.12 1,534,569,580.00 25
-2,617,717,282.31-1,477,243,185.08-46,380,180.05-27,837,701.09 15,830,279.76 29,488,693.83 7.4.7.14 2007 4 13 ( 2008 1 1 2008 ) 2008 12 31 12 31 82,453,575.73 165,518,512.29-69,476,554.36-187,659,791.84 12,977,021.37-22,141,279.55 7.4.7.15 2008 1 1 2008 2007 4 13 ( 12 31 ) 2007 12 31 88,762,848.69 47,417,648.88 - - 88,762,848.69 47,417,648.88 7.4.7.16 2008 1 1 2008 12 31 2007 4 13 ( ) 2007 12 31 1. -4,984,980,715.93 3,954,138,569.38 1,758,924.81 18,958,666.90 - - - - 2. -28,730,947.28 28,730,947.28 3. - - -5,011,952,738.40 4,001,828,183.56 7.4.7.17 26
2008 1 1 2008 12 31 2007 4 13 ( ) 2007 12 31 4,145,188.29 7,536,292.94-291,064.48 437,848.89 86,391.77 4,583,037.18 7,913,749.19 : 1.25% 2. 25% 7.4.7.18 2008 1 1 2008 122007 4 13 ( 31 ) 2007 12 31 36,796,108.20 84,895,272.21 11,662.50 7,150.00 36,807,770.70 84,902,422.21 7.4.7.19 2007 4 13 ( 2008 1 1 2008 12 ) 2007 12 31 31 310,000.00 210,000.00 160,000.00 150,000.00 16,186.83 24,654.60 18,000.00 10,490.00-900.00 504,186.83 396,044.60 7.4.8 7.4.8.1 7.4.8.2 7.4.9 27
( ) ( ) () ( ) ( ) ( ) 7.4.10 7.4.10.1 7.4.10.1.1 7.4.10.1.2 7.4.10.1.3 7.4.10.2 7.4.10.2.1 2007 4 13 ( 2008 1 1 2008 ) 2007 12 12 31 31 175,726,242.50 168,152,459.95 164,988,431.82 147,576,947.46 10,737,810.68 20,575,512.49 : 1.5% X 1.5% / 7.4.10.2.2 2008 1 1 2008 12 31 2007 4 13 ( ) 2007 12 31 29,287,707.14 28,025,409.95 27,498,072.02 24,596,157.87 1,789,635.12 3,429,252.08 28
: 0.25% X 0.25% / 7.4.10.3 () 7.4.10.4 7.4.10.4.1 2007 4 13 ( 2008 1 1 2008 ) 2007 12 31 12 31 - - - - / 3,869,639.31 - - - / - - 3,869,639.31-0.03% - : 7.4.10.4.2 2008 12 31 2007 12 31 548,378.06 0.00% 548,378.06 0.00% : 7.4.10.5 2008 1 1 2008 12 31 2007 04 13 () 2007 12 31 655,697,121.97 12,553,938.23 1,483,674,594.14 22,060,121.73 : 29
7.4.10.6 2008 1 1 2008 12 31 / 002242 36,000 811,440.00 002242 47,488 1,070,379.52 000402 206,451 5,700,112.11 115003 08 558,392 55,839,200.00 126012 08 92,970 9,297,000.00 2007 4 13 () 2007 12 31 / 601918 346,000 2,034,480.00 601918 316,500 1,861,020.00 600320 38 1,105.04 600299 1,850,000 72,261,000.00 7.4.11 10 1 08/03/19 08/03/19 1.000 507,731,967.83 604,730,682.02 1,112,462,649.85 1.000 507,731,967.83 604,730,682.02 1,112,462,649.85 7.4.12 2008 12 31 7.4.12.1 / 7.4.12.1.1 600547 08/01/28 09/01/25 110.93 48.56 500,000 55,465,000.00 24,280,000.00 600547 08/05/21 09/01/25-48.56 500,000-24,280,000.00 002257 08/06/30 21.81 21.81 20,000 436,200.00 436,200.00 : 1. 30
12 2. 2008 7 7 7.4.12.2 600900 08/05/08 7.35 10,699,885 157,031,593.63 78,644,154.75 000792 08/06/26 56.78 08/12/26 78.23 1,160,708 67,819,101.06 65,905,000.24 : 1. 2008 12 31 2. 2008 12 26 2008 12 31 2008 12 31 2009 1 8 37.99 7.4.12.3 7.4.12.3.1 7.4.12.3.2 7.4.13 7.4.13.1 31
7.4.13.2 10% 10% 7.4.13.3 32
() 7.4.13.4 7.4.13.4.1 7.4.13.4.1.1 2008 12 31 1 1-5 5 655,697,121.97 - - - 655,697,121.97 11,213,243.43 - - - 11,213,243.43 - - - 1,647,652.90 1,647,652.90 628,938,500.00 294,536,331.71 166,850,810.00 6,581,444,888.87 7,671,770,530.58 - - - 77,804,985.15 77,804,985.15 - - - 14,202,643.40 14,202,643.40 2,036,061.57 - - 1,324,431.98 3,360,493.55 1,297,884,926.97 294,536,331.71 166,850,810.00 6,676,424,602.30 8,435,696,670.98 33
- - - 8,675,883.83 8,675,883.83 - - - 4,952,424.53 4,952,424.53 - - - 10,737,810.68 10,737,810.68 - - - 1,789,635.12 1,789,635.12 - - - 5,125,704.36 5,125,704.36 - - - 673,699.48 673,699.48 - - - 31,955,158.00 31,955,158.00 1,297,884,926.97 294,536,331.71 166,850,810.00 6,644,469,444.30 8,403,741,512.98 2007 12 31 1 1-5 5 - - - 1,483,674,594.14 - - - 1,483,674,594.14 7,046,264.30 - - - 7,046,264.30 - - - 3,395,752.33 3,395,752.33 906,704,000.00 59,883,760.20 3,030,678.00 14,594,801,555.91 15,564,419,994.11 - - - 74,769,352.65 74,769,352.65 - - - 11,309,151.71 11,309,151.71 - - - 13,677,916.53 13,677,916.53 211,261.89 - - 77,617.42 288,879.31 2,397,636,120.33 59,883,760.20 3,030,678.00 14,698,031,346.55 17,158,581,905.08 - - - 34,340,353.44 34,340,353.44 - - - 68,038,790.31 68,038,790.31 - - - 20,575,512.49 20,575,512.49 - - - 3,429,252.08 3,429,252.08 - - - 5,965,728.94 5,965,728.94 - - - 1,116,421.31 1,116,421.31 - - - 133,466,058.57 133,466,058.57 2,397,636,120.33 59,883,760.20 3,030,678.00 14,564,565,287.98 17,025,115,846.51 7.4.13.4.1.2 2008 12 31 12.97%(2007 12 31 5.70%) 7.4.13.4.2 7.4.13.4.3 34
VaR(Value at Risk) 60%-95% 0-40% 5% 2008 12 31 7.4.13.4.3.1 2008 12 31 2007 12 31 % % - 6,581,444,888.87 78.32 14,594,801,555.91 85.73 - - 74,769,352.65 0.44 6,581,444,888.87 78.32 14,669,570,908.56 86.17 7.4.13.4.3.2 300 2008 12 2007 12 31 31 1. 300 5% 30,131 2. 300 5% 30,131 7.4.14 35
8 8.1 % 1 6,581,444,888.87 78.02 6,581,444,888.87 78.02 2 1,090,325,641.71 12.93 1,090,325,641.71 12.93 - - 3 - - 4 - - - - 5 666,910,365.40 7.91 6 97,015,775.00 1.15 7 8,435,696,670.98 100.00 2008 12 31 8,403,741,512.98 0.7392 0.8392 8.2 A 489,931.80 0.01 B 826,815,115.10 9.84 C 4,318,837,083.18 51.40 C0 964,833,856.92 11.48 C1 31,566,290.96 0.38 C2 - - C3 - - C4 340,220,913.18 4.05 C5 65,232,812.40 0.78 C6 345,220,737.53 4.11 C7 1,908,904,024.44 22.71 C8 662,858,447.75 7.89 C99 - - D 78,644,154.75 0.94 E 121,845,760.00 1.45 F 0.00 0.00 G 452,489,428.51 5.38 H 262,191,799.23 3.12 36
I 442,300,000.00 5.26 J 701,334.30 0.01 K - - L - - M 77,130,282.00 0.92 6,581,444,888.87 78.32 8.3 1 600089 25,207,218 601,948,365.84 7.16% 2 600519 5,335,592 579,978,850.40 6.90% 3 000063 15,140,900 411,832,480.00 4.90% 4 600036 32,000,000 389,120,000.00 4.63% 5 000425 23,606,320 367,078,276.00 4.37% 6 000983 25,007,887 291,591,962.42 3.47% 7 000895 7,992,279 275,573,779.92 3.28% 8 600517 10,555,655 236,341,115.45 2.81% 9 600395 18,207,788 213,759,431.12 2.54% 10 600585 7,800,000 202,254,000.00 2.41% 11 601088 10,000,706 175,412,383.24 2.09% 12 000651 9,013,857 175,229,380.08 2.09% 13 600031 11,298,558 158,292,797.58 1.88% 14 600582 11,500,175 157,322,394.00 1.87% 15 600547 3,007,647 146,051,338.32 1.74% 16 600518 15,006,680 136,710,854.80 1.63% 17 600970 3,807,680 121,845,760.00 1.45% 18 000826 12,009,558 112,649,654.04 1.34% 19 600312 8,002,828 110,038,885.00 1.31% 20 600511 3,838,680 109,671,087.60 1.31% 21 000568 6,004,463 109,281,226.60 1.30% 22 002007 2,729,117 105,071,004.50 1.25% 23 600557 4,809,676 82,197,362.84 0.98% 24 600216 5,776,170 81,097,426.80 0.97% 25 600900 10,699,885 78,644,154.75 0.94% 26 600858 4,700,200 77,130,282.00 0.92% 27 002022 3,309,451 77,110,208.30 0.92% 28 000792 1,160,708 65,905,000.24 0.78% 29 002008 11,076,344 64,796,612.40 0.77% 30 600315 2,262,260 63,411,147.80 0.75% 31 000423 4,506,203 60,833,740.50 0.72% 37
32 600276 1,545,898 59,532,531.98 0.71% 33 002001 2,308,840 56,751,287.20 0.68% 34 601318 2,000,000 53,180,000.00 0.63% 35 002255 2,800,000 46,984,000.00 0.56% 36 002266 2,186,148 45,646,770.24 0.54% 37 000759 4,579,046 43,043,032.40 0.51% 38 002251 1,021,917 43,022,705.70 0.51% 39 002215 2,301,141 41,190,423.90 0.49% 40 600271 1,612,731 40,656,948.51 0.48% 41 600449 2,192,800 37,584,592.00 0.45% 42 600729 2,617,757 37,407,747.53 0.45% 43 600307 8,000,000 37,200,000.00 0.44% 44 000709 10,000,000 36,900,000.00 0.44% 45 000999 2,350,783 33,968,814.35 0.40% 46 002029 3,000,598 31,566,290.96 0.38% 47 000501 5,786,300 29,047,226.00 0.35% 48 600660 6,020,389 23,419,313.21 0.28% 49 000538 400,000 13,764,000.00 0.16% 50 600479 648,736 12,572,503.68 0.15% 51 002122 187,925 10,022,040.25 0.12% 52 600005 1,644,944 7,862,832.32 0.09% 53 000002 108,734 701,334.30 0.01% 54 600598 45,660 489,931.80 0.01% 55 002257 20,000 436,200.00 0.01% 56 600596 10,000 313,400.00 0.00% 8.4 8.4.1 2% 20 1 000425 475,030,974.96 2.79% 2 601939 473,147,000.35 2.78% 3 600089 452,704,133.21 2.66% 4 601318 430,867,111.52 2.53% 5 601088 363,099,552.92 2.13% 6 000983 316,483,602.80 1.86% 7 600585 284,629,543.63 1.67% 8 600395 252,728,921.50 1.48% 9 600016 250,645,239.46 1.47% 10 000709 227,184,081.17 1.33% 11 600036 215,571,572.81 1.27% 38
12 600031 199,204,766.19 1.17% 13 600970 177,943,362.87 1.05% 14 600028 174,483,197.38 1.02% 15 000858 170,812,766.49 1.00% 16 600596 170,362,567.52 1.00% 17 000002 143,694,186.92 0.84% 18 600582 137,672,915.67 0.81% 19 600030 127,299,187.58 0.75% 20 000568 116,649,859.72 0.69% 8.4.2 2% 20 1 600016 466,487,836.45 2.74% 2 601939 455,598,944.70 2.68% 3 600519 295,198,686.09 1.73% 4 601318 258,753,375.80 1.52% 5 600761 229,100,677.84 1.35% 6 600019 220,735,492.93 1.30% 7 600795 209,688,967.18 1.23% 8 600036 204,615,269.38 1.20% 9 000063 200,013,121.51 1.17% 10 601088 190,244,356.07 1.12% 11 600825 166,220,727.71 0.98% 12 600028 154,115,230.83 0.91% 13 600631 152,549,056.83 0.90% 14 601666 138,387,874.82 0.81% 15 000709 137,548,930.77 0.81% 16 600058 136,311,839.46 0.80% 17 600887 135,942,938.74 0.80% 18 000983 135,572,540.94 0.80% 19 000858 126,454,136.80 0.74% 20 601186 125,959,171.37 0.74% 8.4.3 8,126,081,051.88 39
8,322,296,887.29 8.5 1 - - 2 628,938,500.00 7.48 3 443,609,000.00 5.28 443,609,000.00 5.28 4 8,002,095.71 0.10 5 - - 6 9,776,046.00 0.12 7 - - 8 1,090,325,641.71 12.97 8.6 1 080311 08 11 1,500,000 152,895,000.00 1.82 2 080221 08 21 1,200,000 121,644,000.00 1.45 3 080309 08 09 1,000,000 106,330,000.00 1.27 4 0801104 08 104 1,000,000 98,050,000.00 1.17 5 0801101 08 101 1,000,000 98,000,000.00 1.17 8.7 8.8 8.9 8.9.1000063200810 72007 2007 16380 2007 40
8.9.2 8.9.3 1 1,647,652.90 2 77,804,985.15 3-4 14,202,643.40 5 3,360,493.55 6-7 - 8-9 97,015,775.00 8.9.4 8.9.5 8.9.6 9 9.1 () 1,161,675 9,785.94 744,700,456.58 6.55% 10,623,378,047.76 93.45% 9.2 51,915.48 0.00% 41
10 2007 4 13 9,884,799,607.98 11,195,819,255.25 3,845,989,072.79 3,673,729,823.70 11,368,078,504.34 11 11.1 11.2 20081112 90 11.3 11.4 11.5 2007 150,000 2 11.6 11.7 42
1 3,095,014,118.52 19.32% 2,637,163.77 19.54% 1 890,879,187.09 5.56% 723,844.74 5.36% 1 8,614,590,523.98 53.77% 7,339,537.99 54.39% 1 2,890,799,112.38 18.04% 2,363,728.92 17.52% 1 529,057,296.90 3.30% 429,868.59 3.19% 8,049,503.10 5.59% 567,400,000.00 100.00% 6,854,829.31 16.53% - - - - - - 41,771,865.40 29.03% - - 18,293,545.11 44.12% 94,001,510.96 65.32% - - 16,315,201.62 39.35% 83,383.30 0.06% - - - - 143,906,262.76 100.00% 567,400,000.00 100.00% 41,463,576.04 100.00% 1. 2. 3. 4.2008 11.8 1. 2008 1 28 2. 600547 2008 1 30 3. 2008 3 14 4. 2008 3 17 43
5. 6. 7. 8. 9. 10. 2008 9 16 2008 9 17 2008 9 27 2008 11 12 2008 12 27 2008 12 31 12 13 1 2 3 4 5 6 www.51fund.com 44