2004
2004
2005 3 25
2004
.............................................................................................................1
.....................................................2
...........................................................................................3
...................................................................3
..........................................................................................................5
..........................................................................................................8
.............................................................................................................9
.................................................................................................... 10
......................................................................................... 10
......................................................................................... 13
.................................................................................................... 21
.................................................................... 21
...................................................... 22
............... 22
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................................................................................................. 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
/
/
