2004
2004
2005 3
25
2004
....................................................................................................................1
............................................................2
....................................................................................................3
...........................................................................3
.................................................................................................................4
.................................................................................................................7
....................................................................................................................7
.............................................................................................................8
....................................................................................................8
.................................................................................................. 10
........................................................................................................... 18
............................................................................ 18
.............................................................. 18
.................... 18
................................................................................ 18
.......................................................................................... 19
........................................................................... 19
..................................................................................................... 19
..................................................................................................... 19
................................................................................................ 19
........................................................................................................... 20
........................................................................................................ 22 2004
1
003003
2004 4 7
4,771,634,642.17
CHINA ASSET MANAGEMENT CO.,LTD.
A
33 A 15
100032
010 66069966
010 66102120
http://www.ChinaAMC.com
chinaamc@ChinaAMC.com 2004
2
25
25
100032
010 67597420
010 66212639
http://www.ccb.cn
yindong@ccb.cn
www.ChinaAMC.com
568 200120
202 11 200021
A
33 A 15
2004
3
2004 4 7
2004 12 31
86,618,322.60
0.0176
4,771,634,642.17
1.00
1.76
1.77
1.77
2.407%
1
0.69% 0.0013% 0.44% 0.0003% 0.25% 0.0010%
1.29% 0.0011% 0.84% 0.0003% 0.45% 0.0008%
1.77% 0.0012% 1.21% 0.0003% 0.56% 0.0009%
2
2004 4 7 2004 12 31
2004
4
2004 4 7 2004 4 13
3
2004 4 7 2004
4
10
2004 0.177
0.177
1998 4 9 13800
2004 12 300 52004
5
50ETF6 3
CFA 33 WAKE FOREST 4 GE 2001
1
2
3 2004
6
4
5
2004 4
3 1
2005 2004 3% 1
2005
2005 2004
2004
7
(2005) 543
( )2004 12 31 2004 4 7 ( ) 2004
12 312004
8
2004 12
31 2004 4 7 ( ) 2004 12 31
·
2005 1 21
2004 12 31
( )
2004 12 31
2004
9
374,910,246.96
5
18,115,736.27
35,177,062.34
6
34,116.46
5,375,799,916.01
5,375,799,916.01
436,700,000.00
609.84
6,240,737,687.88
39,100,550.88
1,448,837.45
439,041.68
1,097,604.12
14
394,431.57
7
245,490.01
8
27,090.00
1,426,270,000.00
9
80,000.00
1,469,103,045.71
10
4,771,634,642.17
(2004 1.00 )
6,240,737,687.88
2004 4 7 ( ) 2004 12 31
( )
2004 4 7
( )
2004 12 31
11
2,462,361.20
85,435,072.23
3,635,515.84
34,633,483.78
12
1,185,360.00
127,351,793.05
(11,853,225.82)2004
10
(3,591,886.63)
(8,979,716.47)
(15,923,719.69)
13
(384,921.84)
190,000.00
80,000.00
(40,733,470.45)
86,618,322.60
86,618,322.60
86,618,322.60
-
86,618,322.60
14
(86,618,322.60)
-
2004 4 7 ( ) 2004 12 31
( )
2004 4 7
( )
2004 12 31
6,426,134,798.32
86,618,322.60
86,618,322.60
16,244,644,250.12
86,223,891.03
(17,899,144,406.27)
(1,654,500,156.15)
(86,618,322.60)
4,771,634,642.17
1
( ) 2004
11
[2004] 23 ( 2004 10 15 ) 2004 4 7 6,423,528,712.34
(2004) 058
2,606,085.98 2,606,085.98
397 AAA 1
2
3
1
1 1 12 31 2004 4 7 ( ) 2004 12 31
2
3
2004
12
4
0.5%
5
6
7
2004
13
8
0.33%
0.10%
0.25%
9
1.00
10
1.00 1 1
4
[2002]128 [2004]78
1
2 2004 1 1
3 2004 1 12004
14
20%
5
2004 12 31
17,319,066.80
724,783.63
71,885.84
18,115,736.27
6
2004 12 31
7
2004 12 31
8
2004 12 31
9
2004 12 31
10
2004 4 7
( )
2004 12 31
6,423,528,712.34 6,423,528,712.34
(1) 2,606,085.98 2,606,085.98
(2) 16,244,644,250.12 16,244,644,250.12
86,223,891.03 86,223,891.03
(2) -17,899,144,406.27 -17,899,144,406.27
2004 12 31 4,771,634,642.17 4,771,634,642.17
1 2004 3 8 2004 4 2 6,423,528,712.34 2,606,085.98
2,606,085.98
2004
15
2 2004 4 13
11
2004 4 7
( )
2004 12 31
9,569,447,390.37
(7,223,090.37)
(9,559,761,938.80)
2,462,361.20
12
2004 4 7
( )
2004 12 31
1,185,360.00
13
2004 4 7
( )
2004 12 31
190,000.00
80,000.00
70,611.68
43,910.16
400.00
384,921.84
14
1.00 86,618,322.60 86,223,891.03 ( 10) 394,431.57
15
1
2004
16
( )
( )
2
0.33% X 0.33% /
11,853,225.82
3
0.10% X 0.10% /
3,591,886.63
4
0.25% X 0.25% /
8,979,716.47
5
2004 12 31 374,910,246.96 3,635,515.84
6
2004 4 7
( ) 2004
17
2004 12 31
1,372,171,861.64
193,780,000.00
24,605,220,000.00
8,200,733.41
7
2004 12 31
48,941,130.92 48,941,130.92
16
1 2004 12 31
04 1,200,000 120,475,645.43 120,475,645.43
04 500,000 49,988,976.96 49,988,976.96
04 300,000 29,996,852.54 29,996,852.54
200,461,474.93 200,461,474.93
2 2004 12 31 1,426,270,000.00
03 18 2005-1-4 99.83 2,000,000
199,660,000.00
04 30 2005-1-5 99.28 3,150,000
312,732,000.00
04 33 2005-1-5 99.11 2,080,000
206,148,800.00
04 34 2005-1-5 98.89 1,300,000
128,557,000.00
04 43 2005-1-6 98.55 3,400,000
3 35,070,000.00
99 02 2005-1-4 98.41 1,600,000
157,456,000.00
99 13 2005-1-4 97.78 1,000,000
97,780,000.00
1,437,403,800.00
2004
18
5,375,799,916.01
86.14%
436,700,000.00
7.00%
374,910,246.96
6.01%
53,327,524.91
0.85%
6,240,737,687.88 100.00%
1
- -
2
1,694,537,310.93 35.51%
3
3,480,801,130.15 72.95%
4
200,461,474.93 4.20%
5
- -
5,375,799,916.01
112.66%
1 04 30 819,038,157.47 17.16%
2 04 43 729,286,873.89 15.28%
3 04 17 582,149,292.45 12.20%
4 03 18 429,274,047.14 9.00%
5 04 73 243,754,537.46 5.11%
2004 12 31 172.89
30 -14.86%
30 60 12.83%
60 90 16.38% 2004
19
90 180 51.75%
180 33.90%
1
2
18,115,736.27
35,177,062.34
34,116.46
609.84
53,327,524.91
2004 12 31
71,686
66,562.99
1,623,465,815.68 34.02
3,148,168,826.49 65.98
4,771,634,642.17 100.00
2004
20
6,426,134,798.32
16,244,644,250.12
17,899,144,406.27
4,771,634,642.17
2004 9 17
2004 6 16
2004 12 31
1
2
3
4
5
2004
21
2004 4 7 12 31
1
1 7,763,600,000.00 100.00%
1 7,763,600,000.00 100.00%
2004 10 0.177
80,000.00 1
1 2005 2 1 2005 2 3 2 4 50
2 2004 12 15
3 2004 10 15
4 2004 9 16
5 2004 6 25
6 2004 6 16
7 2004 4 8 2004 4 13
8 2004 4 8 2004 4 7
9 2004 3 18 2004
22
10 2004 2 27
www.ChinaAMC.com
1
2
3
4
5
6
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