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华夏回报(002001)

华夏回报2004年年度报告

 
 
 
 
 
 
 
 
 
2004 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 2004 
 
 
 
 
 
 2005 3 25
 
 
2004 






.............................................................................................................1 .....................................................2 ...........................................................................................3 ...................................................................3 ..........................................................................................................5 ..........................................................................................................8 .............................................................................................................9 .................................................................................................... 10 ......................................................................................... 10 ......................................................................................... 13 .................................................................................................... 21 .................................................................... 21 ...................................................... 22 ............... 22 ......................................................... 24 ...................................................... 25 ........... 25 .................................................................................. 25 .................................................................... 26 ............................................................................................. 26 ............................................................................................. 26 ......................................................................................... 26 .................................................................................................... 27 ................................................................................................. 30 2004 1 002001 002002 2003 9 5 3,058,992,587.27























CHINA


ASSET


MANAGEMENT


CO.,LTD. A 33 A 15 100032 010 66069966 010 66102120 http://www.ChinaAMC.com chinaamc@ChinaAMC.com 2004 2 1 1 100818 010 66594856 010 66594853 http:// www. Bank-of -china.com xinruguo@bank-of-china.com www.ChinaAMC.com 568 200120 202 11 200021 A 33 A 15 2004 3 2004 2003 9 5 2003 12 31 215,144,873.70 68,758,736.57 0.0642 0.0190 -88,210,402.08 586,599.64 -0.0288 0.0002 2,985,660,782.25 3,469,305,144.91 0.976 1.062 6.35% 1.88% 0.52% 8.24% 8.80% 8.24% 1


-1.31% 0.59% 0.55% 0.00% -1.86% 0.59% 4.39% 0.78% 1.05% 0.00% 3.34% 0.78% 0.52% 0.91% 2.04% 0.00% -1.52% 0.91% 8.80% 0.82% 2.68% 0.00% 6.12% 0.82% 2 2003 9 5 2004 12 31


2004 4 2003 9 5 2003 10 23 3














2003 9 5 2003 2004 5 4 10 2004 0.990 2003 0.198 1.188 1998 4 9 13800 2004 12 300 5 50ETF6 3 12 2004 6 1 2 3 4


5 1 2004 12 31 0.976 2003 0.52% 15.40% 11.85%


2 20042004 7 2004 3 2004 2004 2004 2004 9.14 9.14 4 2005 2005 3 2004 8 2005 2003 9 4 2 < > 1 2004 9 2 3 2004 1 2 3 2005 2 28 (2005) 542


2004 10 ( )2004 12 31 2004 2004 12 31 2004





























·





2005 1 21 2004 12 31 ( )


2004 2003


12 31 12 312004 11





408,135,219.20 649,576,844.02


1,039,564.07 500,000.00


5


11,736,125.60 15,055,601.39


390,753.70 57,014,751.00


1,791,978,925.14 1,687,635,816.74


1,750,266,081.76 1,475,206,532.86


833,252,530.34 1,387,705,269.71


848,737,095.26 1,386,454,076.85





3,046,533,118.05 3,797,488,282.86








52,338,027.94 44,095,695.18


922,743.53 276,286,151.43


3,495.54 98,375.23


3,868,906.46 4,425,643.63


644,817.72 737,607.27 6


2,729,063.76 2,029,243.81 7


265,280.85 335,421.40 8


100,000.00 175,000.00


60,872,335.80 328,183,137.95


9


3,058,992,587.27 3,266,473,983.86 10


14,878,597.06 202,244,561.41 /( )


(88,210,402.08) 586,599.64


2,985,660,782.25 3,469,305,144.91





(2004 0.976 )





(2003 1.062 )


3,046,533,118.05 3,797,488,282.86 2004 ( )


2003 9 5


( )


2004 2003 12 31


11


237,402,842.34 80,019,021.50 12


(13,835,889.14) (12,811,626.21)


27,256,101.52 19,163,565.13


4,057,350.10 5,937,360.31 2004 12


21,479,306.92 -


350,688.34 274,900.00 13


723,499.19 49,843.07


277,433,899.27 92,633,063.80





(50,946,695.14) (17,643,644.77)


(8,491,115.91) (2,940,607.45)


(2,466,541.76) (3,089,224.87) 14


(384,672.76) (200,850.14)





(210,000.00) (75,000.00)




















(100,000.00) (100,000.00)


(62,289,025.57) (23,874,327.23)


215,144,873.70 68,758,736.57 /( ) 10


(187,452,198.28) 213,680,476.74


27,692,675.42 282,439,213.31


215,144,873.70 68,758,736.57 /


586,599.64 - /


14,870,466.24 748,086.67 /


2,827,412.76 (4,164,419.22)


233,429,352.34 65,342,404.02 / 15


(321,639,754.42) (64,755,804.38) /( )


(88,210,402.08)

















586,599.64 2004 ( )


2003 9 5


( )


2004 2003 12 31 /


3,469,305,144.91 3,796,885,823.40 /





215,144,873.70 68,758,736.57 /( )


(187,452,198.28) 213,680,476.74


27,692,675.42 282,439,213.31 /











1,833,329,454.81








664,539,713.32





68,172,905.50 13,149,961.74





(2,023,026,738.47)


(1,209,803,800.74)


(189,697,283.66) (545,264,087.42) / 2004 13











(321,639,754.42)




















(64,755,804.38) /








2,985,660,782.25





3,469,305,144.91 ( ) 1 ( ) [2003] 86 ( 2004 10 15 ) 2003 9 5 3,796,885,823.40 ( ) (2003) 112 ( 2004 8 26 ) 2 3 1 1 1 12 31 2003 9 5 ( ) 2003 12 31 2004 14 2 3 4 /( ) 5 2004 15 6 7 1.5% 0.25% 8 1.0002004 16 9 /( ) /( ) /( ) /( ) /( ) /( ) /( ) 10 /( ) /( ) 11 4 [2002]128 [2004]78 1 2 2004 1 1 (2003 2003 ) 3 2004 1 1 (2003 2003 )2004 17 20%


4 0.2% 5 2004 12 31 2003 12 31 11,608,447.76 14,698,335.19 127,677.84 357,266.20 11,736,125.60 15,055,601.39 6 2004 12 31 2003 12 31 1,345,983.93 430,820.99 477,282.16 174,346.87 407,681.67 14,707.99 245,507.41 - 131,911.65 35,550.63 120,696.94 - - 1,373,817.33 2,729,063.76 2,029,243.81 7 2004 12 31 2003 12 31 250,000.00 250,000.00 10,502.40 - 4,778.45 85,421.40 265,280.85 335,421.40 8 2004 12 31 2003 12 31 100,000.00 100,000.00 - 75,000.00 100,000.00 175,000.00 9 2004


2003 12 31 3,266,473,983.86 3,266,473,983.86 1,742,422,956.40 1,742,422,956.40 62,723,432.60 62,723,432.60 (1,949,904,352.99) (1,949,904,352.99) 2004 12 31 3,058,992,587.27 3,058,992,587.27 2003 9 5 ( ) 2003 12 31 2004 18


3,796,885,823.40 3,796,885,823.40 634,947,339.51 634,947,339.51


12,729,861.29 12,729,861.29 (1,165,359,179.05) (1,165,359,179.05) 2003 12 31 3,266,473,983.86 3,266,473,983.86 10 /( )(1) /( ) 2003 12 31 213,680,476.74 (11,435,915.33) 202,244,561.41 (187,452,198.28) - (187,452,198.28) - 76,036,032.17 76,036,032.17 - 4,908,658.98 4,908,658.98 - (75,949,798.24) (75,949,798.24) 2004 12 31 26,228,278.46 (11,349,681.40) 14,878,597.06 (1) /( ) 2004 12 31 2003 12 31 41,712,843.38 212,429,283.88 (15,484,564.92) 1,251,192.86 26,228,278.46 213,680,476.74 11 2004 2003 9 5 ( ) 2003 12 31 5,587,917,068.37 812,485,279.86 (4,714,893.25) (690,689.50) (5,345,799,332.78) (731,775,568.86) 237,402,842.34 80,019,021.50 12 2004 2003 9 5 ( ) 2003 12 31 2,037,867,704.95 2,512,552,805.17 (28,099,063.84) (17,061,354.06) (2,023,604,530.25) (2,508,303,077.32) (13,835,889.14) (12,811,626.21) 13 2004 2003 9 5 ( ) 2003 12 31 205,000.00 15,000.00 2004 19 165,777.11 34,843.07 147,627.30 - (1) 94,650.93 - 61,097.87 - 49,345.98 - 723,499.19 49,843.07 (1) ( ) 2004 10 15 0.5% 25% 14 2004 2003 9 5 ( ) 2003 12 31 210,000.00 75,000.00 100,000.00 100,000.00 25,790.55 6,097.72 26,220.00 1,800.00 21,862.21 17,052.42 800.00 900.00 384,672.76 200,850.14 15





2004.1.12 2004.1.29 10 0.198 52,397,216.46 12,881,179.42 65,278,395.88 2004.2.16 2004.2.19 10 0.198 48,461,409.04 14,399,362.49 62,860,771.53 2004.3.9 2004.3.12 10 0.198 50,308,218.22 13,662,478.55 63,970,696.77 2004.4.1 2004.4.7 10 0.198 50,609,198.63 12,751,087.38 63,360,286.01 2004.4.15 2004.4.20 10 0.198 51,690,806.57 14,478,797.66 66,169,604.23





253,466,848.92 68,172,905.50 321,639,754.42 16 1 2004 20




































































2 1.5% X 1.5% /


50,946,695.14 (2003 17,643,644.77 ) 3 0.25% X 0.25% /


8,491,115.91 (2003 2,940,607.45 ) 4 2004 12 31 408,135,219.20 (2003 649,576,844.02 ) 4,057,350.10 (2003 5,937,360.31 ) 5 2004 2003 9 5 ( ) 2003 12 31 411,659,321.64 581,844,647.00 257,665,720.55 - 1,523,980,000.00 54,000,000.00 2004 21 623,956.30 67,892.05 6 2004 12 31


20,000,000.00 19,520,000.00 17 2000 5 18 [2002]54 2002 5 20 2004 12 31











2004-12-22 2004-12-31 2005-03-31 8.75 9.18 5,023,407 43,954,811.25 46,114,876.26 2004-12-29 2005-01-06 2005-01-06 8.98 9.88 3,031,336 27,221,397.28 29,949,599.68








71,176,208.53 76,064,475.94


1,791,978,925.14 58.82% 833,252,530.34 27.35% 408,135,219.20 13.40% 13,166,443.37 0.43% 2004 22 3,046,533,118.05 100.00%





1


- - 2


76,594,085.40 2.57% 3


410,509,820.96 13.75%


69,187,104.12 2.32%


30,370,070.48 1.02%











- -











16,984,253.44 0.57%


54,462,204.45 1.82%











- -











121,689,380.95 4.08%











109,646,379.24 3.67%











8,170,428.28 0.27%











- - 4


38,184,602.60 1.28% 5


11,605,035.96 0.39% 6


595,669,429.20 19.95% 7


49,319,170.21 1.65% 8


147,794,143.72 4.95% 9


98,342,801.35 3.29% 10


319,309,546.34 10.69% 11


12,941,816.64 0.43% 12


31,708,472.76 1.06% 13


- -


1,791,978,925.14 60.02%








1 600009


18,096,000 275,421,120.00 9.22% 2 000002 A 45,911,580 241,494,910.80 8.09% 3 600029


35,739,259 190,490,250.47 6.38% 4 600036


11,777,581 98,342,801.35 3.29% 5 600026


7,979,606 73,332,579.14 2.46% 6 000970


9,403,046 59,145,159.34 1.98% 7 600415


1,901,494 57,044,820.00 1.91%2004 23 8 600827


7,483,510 54,030,942.20 1.81% 9 600028


12,000,000 52,320,000.00 1.75% 10 600320


5,023,767 46,118,181.06 1.54% 11 000895














3,338,500








41,464,170.00 1.39% 12 000063














1,538,903








41,073,321.07 1.38% 13 000022














1,733,149








4 1,023,636.83 1.37% 14 600011














4,925,510








35,759,202.60 1.20% 15 000898














6,134,934








34,846,425.12 1.17% 16 600037














1,504,197








31,708,472.76 1.06% 17 600309














2,277,330








29,127,050.70 0.98% 18 600383














3,031,336








29,949,599.68 1.00% 19 600585














3,303,593








27,023,390.74 0.91% 20 600426














1,923,125








24,981,393.75 0.84% 21 600150














3,248,314








24,329,871.86 0.81% 22 000541














1,657,935








23,807,946.60 0.80% 23 000024














3,000,000








23,670,000.00 0.79% 24 000402

















2,236,436








22,498,546.16 0.75% 25 000726

















2,229,676








21,360,296.08 0.72% 26 600497














1,964,910








21,162,080.70 0.71% 27 600280














2,508,178








19,914,933.32 0.67% 28 600519




















538,185








19,719,098.40 0.66% 29 000488














1,584,352








16,984,253.44 0.57% 30 002024




















363,711








16,803,448.20 0.56% 31 600236














1,308,576








12,941,816.64 0.43% 32 600477














1,549,404








11,605,035.96 0.39% 33 600018




















662,949








10,103,342.76 0.34% 34 000036














1,756,280











8,746,274.40 0.29% 35 600271




















314,487











8,245,849.14 0.28% 36 600418














1,381,200











7,776,156.00 0.26% 37 000729




















596,067











7,081,275.96 0.24% 38 000625




















729,901











4,175,033.72 0.14% 39 600267




















378,000











4,112,640.00 0.14% 40 000538




















259,948











4,057,788.28 0.14% 41 000088




















320,000











3,894,400.00 0.13% 42 600104




















724,040











3,439,190.00 0.12% 43 000933




















211,701











3,112,004.70 0.10% 44 600642




















362,000











2,425,400.00 0.08% 45 600383




















156,000











1,541,280.00 0.05% 46 600020




















190,000











1,404,100.00 0.05% 47 000568




















259,146














922,559.76 0.03% 48 600529























71,975














674,405.75 0.02% 49 000830























66,000














353,760.00 0.01%2004 24 50 600177


























50,000














263,500.00 0.01% 51 600533























16,001














155,209.70 0.01% 1 2


( )


1 600028


377,517,074.55 10.88% 2 600029


361,475,926.97 10.42% 3 000002





342,030,006.22 9.86% 4 600009


309,110,725.20 8.91% 5 600036


248,057,903.25 7.15% 6 600026


213,983,876.35 6.17% 7 600188


184,919,853.36 5.33% 8 600011


147,199,254.51 4.24% 9 600000


117,622,354.98 3.39% 10 000089


113,177,152.51 3.26% 11 600688


109,345,740.43 3.15% 12 000027


103,860,980.75 2.99% 13 600207


85,128,956.94 2.45% 14 600050


83,360,592.14 2.40% 15 600115


78,663,073.09 2.27% 16 000729


73,323,778.05 2.11% 17 600270


70,720,713.60 2.04% 18 000898


70,000,856.55 2.02% 19 600591


68,451,539.25 1.97% 20 600827


65,844,829.66 1.90%


( )


1 600029


453,496,805.79 13.07% 2 600028


453,456,426.93 13.07% 3 600050


409,799,531.74 11.81% 4 600036


406,825,500.67 11.73% 5 600026


248,540,046.96 7.16% 6 600188


219,734,540.01 6.33% 7 600011


212,984,555.82 6.14% 8 600348


158,748,495.56 4.58% 9 600009


122,710,536.84 3.54% 10 000858





122,650,691.09 3.54%2004 25 11 000002





110,258,065.36 3.18% 12 600591


108,978,296.61 3.14% 13 600688


106,548,099.86 3.07% 14 000027


106,272,813.96 3.06% 15 000089


104,002,360.65 3.00% 16 600000


98,714,555.72 2.85% 17 600900


90,978,773.89 2.62% 18 600642


80,501,960.76 2.32% 19 600207


75,407,736.88 2.17% 20 600350


71,307,380.06 2.06% 21 000729


69,773,427.47 2.01% 2 5,620,858,881.68 5,587,917,068.37





1


368,258,144.80 12.33% 2


334,870,000.00 11.22% 3


- - 4


- - 5


130,124,385.54 4.36%








833,252,530.34 27.91%








1 04 10 310,000,000.00 10.38% 2 20 4 102,103,956.80 3.42% 3 21 15 101,211,300.00 3.39% 4 21 3 97,817,808.00 3.28% 5


61,870,835.20 2.07% 1 22004 26 3










































































1,039,564.07 11,736,125.60 390,753.70 13,166,443.37 4





110037


15,631,999.80 0.52% 100096


4,776,294.60 0.16% 110418


1,979,675.80 0.07% 2004 12 31 41,038 74,540.49


1,853,166,464.56 60.58% 1,205,826,122.71 39.42% 3,058,992,587.27 100.00% 3,796,885,823.40 3,266,473,983.86 1,742,422,956.40 1,949,904,352.99 3,058,992,587.27 2004 27 2004 6 16 2004 12 31 2004 8 26 2004 8 26 1 2 3 4 5 1


2004 1 1 12 312004 28



































1 1 1,659,706,870.00 15.03% 1,345,983.93 15.18% 2 2 1,361,957,085.59 12.34% 1,085,551.34 12.24% 3 1 1,313,255,303.97 11.90% 1,027,638.43 11.59% 4 1 1,232,001,801.75 11.16% 1,009,623.78 11.38% 5 1 1,084,529,042.56 9.82% 878,419.39 9.90% 6 1 1,069,707,315.04 9.69% 837,056.68 9.44% 7 1 980,795,264.89 8.88% 788,754.26 8.89% 8 1 831,403,870.67 7.53% 676,966.29 7.63% 9 1 782,199,159.17 7.09% 636,219.55 7.17% 10 1 569,994,136.84 5.16% 462,475.38 5.21% 11 1 153,546,419.43 1.39% 120,696.94 1.36% 12


1 - - - -


13 11,039,096,269.91 100.00% 8,869,385.97 100.00% 2004 1 1 12 31










































































1 272,185,990.50 20.53% 1,190,000,000.00 18.56% 2 265,161,625.50 20.00% 1,271,000,000.00 19.82% 3 212,600,344.60 16.04% 277,700,000.00 4.33% 4 118,958,386.10 8.97% 983,700,000.00 15.34% 5 115,070,000.40 8.68% 406,000,000.00 6.33% 6 100,117,000.00 7.55% 1,470,000,000.00 22.93% 7 99,584,689.30 7.51% 417,500,000.00 6.51% 8 79,862,525.20 6.02% 395,200,000.00 6.16% 9 60,653,604.60 4.58% - - 10 1,498,225.64 0.11% - -


1,325,692,391.84 100.00% 6,411,100,000.00 100.00% 2004 4 15 2004 4 20 10 0.198 2004 4 1 2004 4 7 10 0.198 2004 29 2004 3 9 2004 3 12 10 0.198 2004 2 16 2004 2 19 10 0.198 2004 1 12 2004 1 29 10 0.198 100,000.00 2 1 2004 12 15 2 2004 10 15 3 2004 9 16 4 2004 6 25 5 2004 6 16 6 2004 3 18 7 2004 2 27 www.ChinaAMC.com 2004 30 1 2 3 4 5 6 / /