2005
1
17
2005
, ,
, 2005 8 17 ,
,
,
2005 1 1 2005 6
30
( )
090002
2003 6 12
234,153,875.27
( )
( )
7088 32
518040
2005
2
17
(0755)83183388
(0755)83199588
lihw@dcfund.com
( )
23
100
100036
(010)68435588
(010)68424181
lifangfei@abchina.com
( )
http://www.dcfund.com.cn
( )
( )
1
2
3
4
1 - 3 2 - 4 1 1.72%0.54% 1.42% 0.13% 0.30% 0.41%
3 1.36%0.39% 3.80% 0.19% -2.44% 0.20%
6 5.57%0.35% 6.57% 0.26% -1.00% 0.09%
1 5.42%0.30% 7.12% 0.31% -1.70%-0.01%
10.59% 0.29% 2.53% 0.31% 8.06% -0.02%
2005 1
11,445,774.08
2
0.0449
3
0.0041
4
235,108,925.58
5
1.0041
6 (%) 5.57
2005
3
17
( )
-10.00%
-5.00%
0.00%
5.00%
10.00%
15.00%
2003 6 12 2004 2 12 2004 10 12 2005 6 12
1
[1999]10 1999 4 12 1 (48%) (25%) (25%) (2%) 2005 6 30 5 5
2
8 2002
3
2002
2005
4
17
1 2005
2005 3 16 6.57
14.65% 2.98
2005
Delta
5.57
2005
5
17
2 2005
----
Delta
(1)
(2)
2003 2004
2005
6
17
(3) ,
2005 1 1 2005 6 30
2005 8 17
( )
1 2005 6 30 ( )
2004 12 31 2005 6 30
2005
7
17
5(d)23,346,583.74 3,026,686.14
1,402,917.10
1,215,179.24 -
250,000.002,109,423.21
5,104.00
1,646,883.47 2,577,817.43
0.00 1,913.20
16,529,834.80 16,344,000.00
12,006,157.76 14,125,390.98
256,145,411.98 220,168,865.54
262,238,799.39 220,809,248.61
0.00 0.00
299,133,893.23 245,636,726.62
17,843,550.85 1,183,615.12
39,904.90 495,052.39
75.00 930.55
184,790.63 135,377.99
52,797.32 38,679.43
180,000.00 0.00
354.29
434,650.64 316,420.44
8,000,000.00
100,000.00 357,370.83
18,835,769.34 10,527,801.04
284,754,632.35 234,153,875.27
-15,783,631.59 -10,701,358.00
11,327,123.13 11,656,408.31
280,298,123.89 235,108,925.58
(2004 12 31
0.9843 )
(2005 6 30
1.0041 )
299,133,893.23
245,636,726.62
2 2005 (
2005
8
17
)
2004 2005
41,120,806.319,667,276.00
15,456,371.50 1,010,601.57
5,607,976.22 2,101,419.70
364,023.99 106,731.95
512,851.65 90,736.00
59,398.63 -
30,120.92 37,918.56
63,151,549.22 13,014,683.78
5(b)2,503,282.75 893,342.15
5(c)715,223.59 255,240.61
576,718.50 76,684.29
994,001.41 343,642.65
149,179.94 148,767.52
49,726.04 49,588.57
4,789,226.25 1,568,909.70
58,362,322.97 11,445,774.08
/( )
-33,676,020.83 3,147,936.32
24,686,302.14 14,593,710.40
58,362,322.97 11,445,774.08
-5,369,397.76 11,327,123.13
548,424.23 1,293,963.39
-7,267,450.16 -3,913,114.13
46,273,899.28 20,153,746.47
26,651,718.30 8,497,338.16
19,622,180.98 11,656,408.31
3 2005 ( )
2004 2005
988,406,255.66 280,298,123.89
2005
9
17
/()
58,362,322.97 11,445,774.08
/( )
-33,676,020.83 3,147,936.32
24,686,302.14 14,593,710.40
40,756,116.84 29,806,431.05
13,052,964.51 6,490,642.06
-474,846,917.83 -81,092,001.60
-434,090,800.99 -51,285,570.55
-26,651,718.30 -8,497,338.16
552,350,038.51 235,108,925.58
( )
1
( ) ( ) [2003] 44 ( ) 2003 6 12 2,152,776,735.13 (2003) 64
( ) 80% 20% 1 1
2
2005
10
17
3
(a)
1 1 12 31 2005 1 1 2005 6 30
(b)
(c)
(d)
/( )
(e)
/( )
/( ) /( )
(f)
2005
11
17
(g)
0.70%
0.20%
(h)
1.00
(i) /( )
/( ) /( ) /( )
/( ) /( ) /( )
(j)
/( ) /( )
(k)
4
[2002]128 [2004]78
2005
12
17
(a)
(b) 2004 1 1 .
(c) 2004 1 1 20% [2005]102 2005 6 13 50%
(d) 0.1%
5
(a)
(b)
0.70% X 0.70% /
893,342.15 2,503,282.75
(c)
0.20%
X 0.20% /
255,240.61 715,223.59
(d)
2005 6 30 3,026,686.14 (2004
6 30 12,578,192.08 ) 95,842.24 364,023.99
2005
13
17
(e)
2004 2005
79,024,000.00 0.00
290,000,000.00 0.00
121,608.22 0.00
( )
( ) (%)
16,344,000.00 6.65
220,168,865.54 89.63
4,429,603.24 1.80
4,694,257.84 1.92
245,636,726.62 100.00
( )
(%)
A
0.00 0.00
B
0.00 0.00
C
0.00 0.00
C0
0.00 0.00
C1
0.00 0.00
C2
0.00 0.00
C3
0.00 0.00
C4
0.00 0.00
C5
0.00 0.00
C6
0.00 0.00
C7
0.00 0.00
C8
0.00 0.00
C99
0.00 0.00
D 0.00
0.00
E
0.00 0.00
F
0.00 0.00
G
0.00 0.00
H
0.00 0.00
2005
14
17
I
0.00 0.00
J
0.00 0.00
K
16,344,000.00 6.95
L
0.00 0.00
M
0.00 0.00
16,344,000.00 6.95
( )
( ) (%)
1 000069
1,800,000 16,344,000.00 6.95
( )
1 20
( ) (%)
1 000069
30,228,203.77 10.78
2 600418
8,097,441.96 2.89
3 600019
816,640.00 0.29 4 600027
17,640.00 0.01 5 002040
14,840.00 0.01 6 002048
11,500.00 0.00 7 002045
10,800.00 0.00 8 002049
9,560.00 0.00 9 002047
8,600.00 0.00 10 002044
7,100.00 0.00 11 002046
6,390.00 0.00 12 002039
5,970.00 0.00
2 20
( )
(%)
1 000069
28,893,910.28 10.31
2 600900
8,543,675.09 3.05
3 600418
8,468,498.41 3.02
4 600019
745,521.85 0.27
5 600027
26,277.32 0.01
6 002040
26,049.01 0.01
7 002049
13,183.82 0.00
8 002048
12,814.51 0.00
9 002045
12,389.27 0.00
10 002046
10,867.08 0.00
11 002044
10,367.67 0.00
12 002039
9,755.40 0.00
2005
15
17
13 002047
9,418.80 0.00
3 39,234,685.73 46,782,728.51
( )
( ) %
49,613,316.20 21.10
0.00 0.00
53,322,330.48 22.68
117,233,218.86 49.86
0.00 0.00
220,168,865.54 93.64
( )
( ) (%)
23,195,250.00 9.87
22,319,994.60 9.49
05 20,326,794.52 8.65
21 18,573,524.20 7.90
17,132,206.00 7.29
( )
1
2
3
( )
2,109,423.21
5,104.00
2,577,817.43
1,913.20
4,694,257.84
4
%
100016
5,679,942.00 2.42
100177
6,870,600.00 2.92
100196
17,132,206.00 7.29
100567
3,001,022.70 1.28
110001
23,195,250.00 9.87
2005
16
17
110317
10,655,321.60 4.53
125488
16,956,747.96 7.21
125630
216,500.00 0.09
125729
22,319,994.60 9.49
125822
11,205,634.00 4.77
( )
13,597 17,221.00
( )
(%)
26,775,958.21
11.44
207,377,917.06
88.56
234,153,875.27
100.00
( ) 2,152,776,735.13
( )
2,152,776,735.13 284,754,632.35 29,925,484.98 80,526,242.06 234,153,875.27
1
2
3
4
5 2005 3 16 10 0.20 2005 5 12
2005
17
17
10
0.15
6 2005 6 17 ,
7
1
(%)
(%)
1
28,998,944.23
61.91
59,507.37 50.00
1
17,840,312.14
38.09
59,507.37
50.00
46,839,256.37
100.00 119,014.74
100.00
,
2
(%)
(%)
1 1,025,003,230.60
81.87 300,000,000.00
100.00
1
227,008,073.73
18.13
-
-
1,252,011,304.33
100.00 300,000,000.00
100.00
3
2005 8 25
