2005
2005 8 22
161902
2004 9 28
1,603,481,488.03
CPPI TIPP
273
021-68644577
021-68531888
wut@ttasset.com
( )
23
010 68424199
010 68424181
lifangfei abchina.com
http://www.ttasset.com 273
2005 1 1 6 30
68,338,751.93
0.0381
0.0202
1,639,477,507.67
1.0224
4.18%
1
1 2 3 4 (1)-(3) (2)-(4)
1 1.27% 0.10% 0.21% 0.00% 1.06% 0.10%
3 1.94% 0.10% 0.64% 0.00% 1.30% 0.10%
6 4.18% 0.09% 1.28% 0.00% 2.90% 0.09%
4.90% 0.09% 1.91% 0.00% 2.99% 0.09%
= 3
2
2004 9 28 2004 9 28 2005 6 30 4.90% 1.91% 2.99%
[2002]44 1
1974 11 2002 4 180 2004 9
1970 2 2004 5
2005 6 30 1.0484 0.26 4.18% 2.9% 14.65
2 4 6 2 " " 2005 1328
" "
4 5 1000
6 150BP
3 3
2005 1 6
2005 1 6
2005 8 19
1
2005 6 30 2004 12 31
113,654,922.41 60,678,937.07
9,634,899.51 300,000.00
300,000.00 300,000.00
49,496,605.13
21,104.00
(1) 25,465,073.46 17,235,843.46
63,480,125.60 93,783,899.92
63,123,346.07 96,494,396.98
1,521,868,364.89 1,805,688,688.58
1,517,631,574.22 1,804,718,887.14
559,800,000.00 99,000,000.00
2,294,224,489.87 2,126,483,974.16
105,001,706.34
6,608,857.80 37,487,268.28
23,602.97 133,883.16
1,635,036.82 2,232,602.86
272,506.15 372,100.48
(3) 718,234.67 444,060.53
168,246.60
(4) 5,200.00
540,000,000.00
(5) 313,590.85 190,870.35
654,746,982.20 40,860,785.66
(6) 1,603,481,488.03 2,071,256,961.60
(7) 3,674,539.80 -1,548,971.65
32,321,479.84 15,915,198.55
1,639,477,507.67 2,085,623,188.50
2,294,224,489.87 2,126,483,974.16
1.0224 1.0069
2
2005 1 1 6 30
1 (8) -452,715.27
2 (9) 38,877,196.65
3
33,323,653.79
4
400,678.32
5
1,134,307.68
6
1,048,362.13
7 (10) 8,034,492.84
82,365,976.14
1
10,832,399.87
2
1,805,399.96
3
1,105,884.96
4
5 (11) 283,539.42
173,131.93
49,588.57
14,027,224.21
68,338,751.93
6,334,265.82
74,673,017.75
3
2005 1 1 6 30
68,338,751.93
15,915,198.55
-4,504698.24
79,749,252.24
47,427,772.40
32,321,479.84
4
2005 1 1 6 30
2,085,623,188.50
68,338,751.93
6,334,265.82
74,673,017.75
0.00
-473,390,926.18
-473,390,926.18
-47,427,772.40
1,639,477,507.67
1
2
3
(1)
(2)
(3)
a
1.2%
X 1.2% /
2005 1 1 6 30 10,832,399.87
b
0.2%
X 0.2% /
2005 1 1 6 30 1,805,399.96
C
4
29,165 487,055.50 627,922.45
2005-7-20
95,571 549,533.25 795,150.72
2005-9-2
( )2005 6 30
( )
63,480,125.60 2.77%
1,521,868,364.89 66.33%
123,289,821.92 5.37%
559,800,000.00 24.40%
- -
- -
25,786,177.46 1.12%
2,294,224,489.87 100.00%
( )2005 6 30
A
627,922.45 0.04%
B
- -
C
15,908,962.72 0.97%
C0
376,000.00 0.02%
C1
736,000.00 0.04%
C2
- -
C3
- -
C4
12,407,250.00 0.76%
C5
- -
C6
1,126,062.00 0.07%
C7
1,263,650.72 0.08%
C8
- -
C9
- -
D
18,403,958.66 1.12%
E
- -
F
20,492,000.00 1.25%
G
- -
H
- -
I
1,818,000.00 0.11%
J
- -
K
6,229,281.77 0.38%
L
- -
M
- -
63,480,125.60 3.87%
( ) 2005 6 30
1 600033
1,350,000.00 11,286,000.00 0.69%
2 600795
1,499,137.00 9,789,364.61 0.60%
3 000792
663,000.00 6,596,850.00 0.40%
4 600009
300,000.00 5,070,000.00 0.31%
5 600426
580,000.00 4,570,400.00 0.28%
6 600011
602,427.00 3,704,926.05 0.23%
7 600350
696,856.00 3,101,009.20 0.19%
8 600236
500,000.00 2,425,000.00 0.15%
9 000539
500,000.00 2,305,000.00 0.14%
10 000429
400,000.00 1,984,000.00 0.12%
, www.ttasset.com
( )
1 20
(%)
600900
40,651,124.02 1.95% 600028
32,978,652.59 1.58%
000792
31,586,266.68 1.51%
600036
26,147,812.69 1.25%
600009
25,893,663.61 1.24%
600011
23,914,962.05 1.15%
600019
22,321,452.72 1.07%
600005
19,656,270.11 0.94%
600795
19,261,576.95 0.92%
600026
18,965,037.20 0.91%
000022
15,729,286.60 0.75%
000027
12,088,180.78 0.58%
600309
10,302,203.36 0.49%
600033
8,609,164.17 0.41%
000898
7,752,702.78 0.37%
600350
5,520,663.24 0.26%
600426
4,739,688.54 0.23%
600004
4,665,461.82 0.22%
600002
4,434,634.85 0.21%
000539
4,400,173.39 0.21%
2 20
(%)
600026
43,941,044.89 2.11%
600900
43,056,799.32 2.06%
000792
38,806,500.34 1.86%
600028
31,593,608.79 1.51%
600309
28,152,138.48 1.35%
600036
24,293,934.43 1.16%
600019
20,332,903.98 0.97%
600009
20,248,004.43 0.97%
600005
19,397,081.74 0.93%
600011
18,735,285.93 0.90%
600033
15,430,167.72 0.74%
000022
15,079,000.44 0.72%
000027
11,558,223.71 0.55%
600428
10,667,601.69 0.51%
600795
9,090,870.19 0.44%
600115
7,965,932.25 0.38%
000898
7,414,582.66 0.36%
600029
7,253,451.97 0.35%
000488
6,788,133.34 0.33%
000063
4,193,628.58 0.20%
3
385,698,156.87
:
418,969,559.33
( )2005 6 30
100,440,000.00 6.13%
409,897,000.00 25.00%
- -
998,397,274.59 60.90%
13,134,090.30 0.80%
1,521,868,364.89 92.83%
( )2005 6 30
05 02 300,000,000.00 18.30%
04 16 232,739,090.91 14.20%
05 08 200,000,000.00 12.20%
04 15 151,066,683.68 9.21%
01 18 103,800,000.00 6.33%
( )
1
2
3
( )
300,000.00
25,465,073.46
21 104.00
25,786,177.46
4
100236
5,079,342.30 0.31%
100795
327,180.00 0.02%
110036
1,574,568.00 0.10%
110037
2,066,200.00 0.13%
110874
4,086,800.00 0.25%
59,953
26,745.64
150,682,441.24 9.40%
1,452,799,046.79 90.60%
2,193,790,610.57
2,071,256,961.60
1,603,481,488.03
-
467,775,473.57
1
2
3
4
5
1 2005 2 3 10 0.13
2 2005 4 14 10 0.13
6
7 " " 2005 3 17
8
1
1
1 25,025,749.29 3.15% 19,007.41 3.10%
2
2 272,309,528.20 34.31% 206,332.58 33.61%
3
1 282,218,656.84 35.56% 222,893.01 36.31%
4
1 214,187,464.43 26.98% 165,701.79 26.99%
5 793,741,398.76 100.00% 613,934.79 100.00%
2
1
6,218,255.00 5.99% 145,000,000.00 4.95%
2
1,673,899.10 1.61% 1,021,800,000.00 34.87%
3
88,316,301.90 85.13% 770,600,000.00 26.30%
4
7,536,858.20 7.26% 993,100,000.00 33.89%
103,745,314.20 100.00% 2,930,500,000.00 100.00%
1 2
3
4
5
6 2005
273
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