2005
2005
2006 3 24
2005 1 1 2005
12 31 2005
.............................................................................................................1
.....................................................2
...........................................................................................3
...................................................................3
..........................................................................................................5
..........................................................................................................8
........................................................................................................... 10
.................................................................................................... 11
......................................................................................... 11
......................................................................................... 13
.................................................................................................... 23
.................................................................... 23
...................................................... 23
............... 24
......................................................... 26
...................................................... 27
........... 27
.................................................................................. 28
.................................................................... 28
............................................................................................. 28
............................................................................................. 29
......................................................................................... 29
.................................................................................................... 29
................................................................................................. 32 2005
1
002001 002002
2003 9 5
2,134,679,274.04
CHINA
ASSET
MANAGEMENT
CO.,LTD.
A
33 B 8
100032
010 88066688
010 88066566
http://www.ChinaAMC.com 2005
2
chinaamc@ChinaAMC.com
1
1
100818
010 66594977
010 66594942
http:// www. Bank-of -china.com
tgxxpl @bank-of-china.com
www.ChinaAMC.com
568 200120
202 11 200021
A
33 B 8
2005
3
2005 2004 2003 9 5 2003 12 31
24,227,100.74 215,144,873.70 68,758,736.57
0.0097 0.0642 0.0190
-30,836,701.89 -88,210,402.08 586,599.64
-0.0144 -0.0288 0.0002
2,195,789,129.06 2,985,660,782.25 3,469,305,144.91
1.029 0.976 1.062
0.97% 6.35% 1.88%
5.43% 0.52% 8.24%
14.70% 8.80% 8.24%
1
0.10% 0.65% 0.57% 0.00% -0.47% 0.65%
5.21% 0.67% 1.13% 0.00% 4.08% 0.67%
5.43% 0.92% 2.25% 0.00% 3.18% 0.92%
14.70% 0.86% 5.00% 0.00% 9.70% 0.86%
2
2003 9 5 2005 12 31 2005
4
1 2003 9 5 2003 10 23
2 80% 10% 10% 20%
3
2005
5
2003 9 5 2003
4
10
2005 -
2004 0.990
2003 0.198
1.188
1
1998 4 9 13800
2005 12 445 5 50ETF 72005
6
2
1999
1
2005 12 31 1.029 5.43% 8.33 % 6.65%
2
2005 1000 2005 2005
2005 182321 9.9% 10.1% 2005 6 A
PE21 PB1.80 G PE11 PB1.6 ,G H B2005
7
2005
2005
13% 13
2005 2005
3
2006 2006 2006
2006 2006 2005 2006
A
2005
8
1
2
3
4
5
6
2003 9 52005
9
2 < >
1
1
2
3
2 2005
1
22005
10
3
3
2006 3 24
(2006) 349
( )2005
12 31 2005
2005 12 31 2005
2005
11
·
2006 2 28
2005 12 31
( )
2005 12 31 2004 12 31
57,093,923.87 408,135,219.20
3,039,262.96
-
8a 1,100,099.63 1,039,564.07
471,146.44
-
8b 9,313,704.56 11,736,125.60
5,172,978.28 390,753.70
1,653,197,380.40 1,791,978,925.14
1,517,555,247.46 1,750,266,081.76
515,089,001.27 833,252,530.34
506,155,409.97 848,737,095.26
- -
- -
2,244,477,497.41 3,046,533,118.05
6,478,804.66 52,338,027.94
36,489,762.80 922,743.53
19,859.59 3,495.54
2,674,129.38 3,868,906.46
445,688.22 644,817.72
8c 1,674,039.74 2,729,063.76
8d 806,083.96 265,280.85
8e 100,000.00 100,000.00
48,688,368.35 60,872,335.80
2005
12
8f 2,134,679,274.04 3,058,992,587.27
8g 91,946,556.91 14,878,597.06
(30,836,701.89) (88,210,402.08)
2,195,789,129.06 2,985,660,782.25
(2005 1.029 )
(2004 0.976 )
2,244,477,497.41 3,046,533,118.05
2005
( )
2005 2004
8h 10,258,434.55 237,402,842.34
/( ) 8i 13,529,361.32 (13,835,889.14)
8j 1,802,457.74
-
16,489,427.32 27,256,101.52
1,658,883.40 4,057,350.10
23,739,457.86 21,479,306.92
399,452.05
350,688.34
8k 1,496,611.29 723,499.19
69,374,085.53 277,433,899.27
(37,839,603.57) (50,946,695.14)
(6,306,600.59) (8,491,115.91)
(612,108.74) (2,466,541.76)
8l (388,671.89) (384,672.76)
(240,000.00) (210,000.00)
(100,000.00) (100,000.00)
(45,146,984.79) (62,289,025.57)
24,227,100.74 215,144,873.70
/( )
118,347,445.78 (187,452,198.28)
142,574,546.52 27,692,675.42
24,227,100.74 215,144,873.70 2005
13
/ (88,210,402.08) 586,599.64
(28,085,965.96) 14,870,466.24
61,232,565.41 2,827,412.76
/ (30,836,701.89) 233,429,352.34
- (321,639,754.42)
(30,836,701.89)
(88,210,402.08)
2005
( )
2005 2004
2,985,660,782.25 3,469,305,144.91
24,227,100.74 215,144,873.70
/( )
118,347,445.78
(187,452,198.28)
142,574,546.52 27,692,675.42
936,496,378.99
1,833,329,454.81
- 68,172,905.50
(1,868,942,578.70) (2,023,026,738.47)
(932,446,199.71) (189,697,283.66)
- (321,639,754.42)
2,195,789,129.06 2,985,660,782.25
( )
1
( ) [2003] 862005
14
( 2004 10 15 )
2003 9 5 3,796,885,823.40 ( ) (2003) 112 ( 2004 8 26 )
2
3
1
1 1 12 31
2
3
4
2005
15
( )
/( )
5
/( )
2005
16
/( ) /( )
6
7 /( )
/( )
/( ) /( ) /( )
8
1.5%
0.25% 2005
17
9
1.00
10 /( )
/( ) /( ) /( )
/( ) /( ) /( )
11
/( ) /( )
12
4
[2002]128 [2004]78 [2005]11 ( ) [2005]1022005
18
[2005]103
1
2 2004 1 1
3 20% 2005 6 13 50%( 100%) 20%
4 2005 1 24 0.2% 2005 1 24 0.1%
5
5
6
2006 2 7 2006 2006
2 8 10 0.225
7
1
2 2005
19
1.5% X 1.5% /
37,839,603.57 (2004 50,946,695.14 )
3
0.25% X 0.25% /
6,306,600.59 (2004 8,491,115.91 )
4
2005 12 31 57,093,923.87 (2004
12 31 408,135,219.20 ) 1,565,436.11 (2004 4,057,350.10 )
5
2005 2004
- 411,659,321.64
99,340,000.00 257,665,720.55
- 1,523,980,000.00
- 623,956.30
6 2004
8
a
2005 12 31 2004 12 31
961,550.51 1,039,564.07
138,549.12 -
1,100,099.63 1,039,564.07
b 2005
20
2005 12 31 2004 12 31
9,276,666.29 11,608,447.76
36,195.26 127,677.84
774.48 -
68.53 -
9,313,704.56 11,736,125.60
c
2005 12 31 2004 12 31
460,944.17 -
375,731.59 -
280,429.48 477,282.16
220,911.90 -
( ) 195,546.66 1,345,983.93
140,475.94 -
- 407,681.67
- 245,507.41
- 131,911.65
- 120,696.94
1,674,039.74 2,729,063.76
d
2005 12 31 2004 12 31
750,000.00 250,000.00
28,098.16 10,502.40
27,985.80 4,778.45
806,083.96 265,280.85
e
2005 12 31 2004
f
2005
( ) 2004 12 31 3,058,992,587.27 3,058,992,587.27
942,748,472.75
942,748,472.75
(1,867,061,785.98)
(1,867,061,785.98)
2005 12 31 2,134,679,274.04 2,134,679,274.04
g
/( )(1)
/( )
2004 12 31 26,228,278.46
(11,349,681.40) 14,878,597.06
118,347,445.78 -
118,347,445.78
- 21,833,872.20 21,833,872.202005
21
- (63,113,358.13) (63,113,358.13)
2005 12 31 144,575,724.24 (52,629,167.33) 91,946,556.91
(1) /( )
2005 12 31 2004 12 31
135,642,132.94 41,712,843.38
8,933,591.30 (15,484,564.92)
144,575,724.24 26,228,278.46
h
2005 2004
4,242,833,876.34 5,587,917,068.37
(3,561,942.05) (4,714,893.25)
(4,229,013,499.74) (5,345,799,332.78)
10,258,434.55 237,402,842.34
5,861,816.57 (2004 )
i /( )
2005 2004
1,924,409,051.13 2,037,867,704.95
(24,062,298.71) (28,099,063.84)
(1,886,817,391.10) (2,023,604,530.25)
/ 13,529,361.32 (13,835,889.14)
j
k
2005 2004
(1) 914,860.96 94,650.93
530,000.00 205,000.00
36,686.83 2,321.56
14,613.20 165,777.11
- 147,627.30
- 61,097.87
450.30 47,024.42
1,496,611.29 723,499.19
(1) ( ) 2004 10 152005
22
0.5% 25% 2005 10
19 ( ) 0.5% 0.125%
l
2005 2004
240,000.00 210,000.00
100,000.00 100,000.00
22,590.00 26,220.00
8,926.33 21,862.21
7,555.56 25,790.55
9,600.00 800.00
388,671.89 384,672.76
9
2005 2004
2004
2004.1.29
10 0.198 52,397,216.46 12,881,179.42 65,278,395.88
2004.2.19
10 0.198 48,461,409.04 14,399,362.49 62,860,771.53
2004.3.12
10 0.198 50,308,218.22 13,662,478.55 63,970,696.77
2004.4.7
10 0.198 50,609,198.63 12,751,087.38 63,360,286.01
2004.4.20
10 0.198 51,690,806.57 14,478,797.66 66,169,604.23
10 0.99
253,466,848.92 68,172,905.50 321,639,754.4
2
10
1
2005 12 31
( )
2005
23
600337
2005-12-19 5.19 2006-01-04 5.47 499,986 2,594,927.34
600548
2005-12-23 3.86 2006-01-09 4.25 200,000 772,000.00
600879
2005-12-19 10.94 2006-01-04 11.77 2,793,553 30,561,469.82
600754
2005-12-06 7.90 2006-01-23 7.20 1,080,167 8,533,319.30
000806
2005-12-01 4.00 2006-01-09 2.80 455,000 1,820,000.00
000987
2005-12-30 8.23 2006-01-20 6.99 2,697,725 22,202,276.75
66,483,993.21
2
2005 12 31
( )
110036
2005-12-19 106.73 2006-01-04 116.83 11,870 1,266,885.10
1,653,197,380.40 73.66%
515,089,001.27 22.95%
- -
60,133,186.83 2.68%
16,057,928.91 0.72%
2,244,477,497.41 100.00%
A
- -
B
74,035,927.24 3.37%
C
757,663,690.76 34.51%
C0
321,933,935.78 14.66%
C1
1,153,920.95 0.05%
C2
2,594,927.34 0.12%
C3
-
-2005
24
C4
79,863,983.46 3.64%
C5
-
-
C6
46,191,383.78 2.10%
C7
186,103,961.02 8.48%
C8
119,821,578.43 5.46%
C99
-
-
D
88,567,321.48 4.03%
E
24,856,855.20 1.13%
F
187,352,343.05 8.53%
G
117,612,135.04 5.36%
H
231,767,722.98 10.56%
I
-
-
J
19,328,757.67 0.88%
K
31,843,712.60 1.45%
L
-
-
M
120,168,914.38 5.47%
1,653,197,380.40 75.29%
1 600694
5,626,879
97,007,393.96 4.42%
2 600519
1,907,300
87,011,026.00 3.96%
3 000063 G
3,033,149
84,260,879.22 3.84%
4 000538
3,817,911
79,030,757.70 3.60%
5 000869
3,383,108
75,883,112.44 3.46%
6 600415
2,317,850
74,055,307.50 3.37%
7 600887
4,984,872
73,477,013.28 3.35%
8 600900 G
10,479,134
72,515,607.28 3.30%
9 600583
2,585,767
66,505,927.24 3.03%
10 000895
4,506,296
57,635,525.84 2.62%
11 600009
3,861,390
55,681,243.80 2.54%
12 600269
6,001,313
54,011,817.00 2.46%
13 600299
3,203,305
4 1,867,196.35 1.91%
14 600316
4,307,564
41,395,690.04 1.89%
15 000900
4,671,017
41,338,500.45 1.88%
16 002024
1,973,847
39,476,940.00 1.80%
17 600832 G
3,108,072
38,353,608.48 1.75%
18 600616 G
3,491,567
31,424,103.00 1.43%
19 600879
2,793,553
30,561,469.82 1.39%
20 600636
2,739,023
28,184,546.67 1.28%2005
25
21 000852
4,156,645
27,018,192.50 1.23%
22 600970
1,605,740
24,856,855.20 1.13%
23 600761 G
4,259,674
23,470,803.74 1.07%
24 600312
3,451,488
22,917,880.32 1.04%
25 000987
2,697,725
22,202,276.75 1.01%
26 600456 G
1,603,277
20,746,404.38 0.94%
27 600019 G
4,999,995
20,599,979.40 0.94%
28 000930 G
5,419,200
20,376,192.00 0.93%
29 600050
7,085,336
19,838,940.80 0.90%
30 000088
2,000,000
19,740,000.00 0.90%
31 000024
1,470,577
17,176,339.36 0.78%
32 000759
2,936,806
16,387,377.48 0.75%
33 600834 G
2,983,590
16,051,714.20 0.73%
34 600258
2,000,507
13,803,498.30 0.63%
35 600418 G
4,000,000
13,800,000.00 0.63%
36 600271
749,851
13,512,315.02 0.62%
37 600436
677,412
11,455,036.92 0.52%
38 600859
1,999,846
11,419,120.66 0.52%
39 600350
2,205,500
8,579,395.00 0.39%
40 600754
1,080,167
8,533,319.30 0.39%
41 600697
1,410,219
8,221,576.77 0.37%
42 600858
1,007,792
7,759,998.40 0.35%
43 000406
1,000,000
7,530,000.00 0.34%
44 600270
903,442
6,938,434.56 0.32%
45 600521 G
674,964
6,587,648.64 0.30%
46 600596
578,028
6,202,240.44 0.28%
47 000919
820,903
5,894,083.54 0.27%
48 600280
739,676
5,628,934.36 0.26%
49 600085 G
365,029 5,077,553.39 0.23%
50 000581
877,250
5,052,960.00 0.23%
51 600216
1,081,150
5,048,970.50 0.23%
52 600495 G
670,000
4,569,400.00 0.21%
53 600420
376,029
4,316,812.92 0.20%
54 600600
500,000
4,160,000.00 0.19%
55 000617
356,683
4,112,554.99 0.19%
56 600033
560,221
4,100,817.72 0.19%
57 600426
500,000
3,610,000.00 0.16%
58 000911
593,882
3,391,066.22 0.15%
59 600150 G
400,057
3,340,475.95 0.15%
60 600104 G
1,000,000
3,310,000.00 0.15%
61 600125
409,399
2,759,349.26 0.13%2005
26
62 600660
500,000
2,635,000.00 0.12%
63 600337
499,986
2,594,927.34 0.12%
64 000528
499,914
2,444,579.46 0.11%
65 000768
499,990
2,289,954.20 0.10%
66 600010
1,000,000
2,210,000.00 0.10%
67 000002 G
499,401
2,152,418.31 0.10%
68 000806
455,000 1,820,000.00 0.08%
69 600557 G
268,701
1,467,107.46 0.07%
70 002023
123,101 1,016,814.26 0.05%
71 600377
155,700
993,366.00 0.05%
72 600332
150,736
943,607.36 0.04%
73 600874
250,000
927,500.00 0.04%
74 600548
200,000
772,000.00 0.04%
75 002044
143,207 608,629.75 0.03%
76 002029
89,392
545,291.20 0.02%
1 2 20
( )
1 600583
176,673,764.75 5.92%
2 600900 G
174,195,246.47 5.83%
3 600519
131,633,237.53 4.41%
4 000402
130,118,299.28 4.36%
5 000063 G
123,805,564.07 4.15%
6 600887
117,606,849.66 3.94%
7 600018 G
111,675,087.25 3.74%
8 000538
99,029,384.84 3.32%
9 600028
93,968,601.13 3.15%
10 600694
92,111,154.61 3.09%
11 600104 G
83,275,162.69 2.79%
12 600009
77,846,330.83 2.61%
13 000900
77,158,532.64 2.58%
14 600269
75,842,921.25 2.54%
15 600320
73,372,935.16 2.46%
16 600036
69,910,520.95 2.34%
17 600012
67,693,231.82 2.27%
18 000869
64,143,650.71 2.15%
19 002024
63,215,998.70 2.12%
20 600660
60,696,986.34 2.03%
21 600616 G
60,531,249.37 2.03%2005
27
22 000930 G
60,060,285.18 2.01%
2 2 20
( )
1 600009
312,905,573.48 10.48%
2 000002 G
260,819,936.88 8.74%
3 000402
179,778,801.16 6.02%
4 600036
175,348,967.96 5.87%
5 600028
143,459,815.82 4.80%
6 600029
133,698,723.59 4.48%
7 600583
126,931,515.78 4.25%
8 600320
122,989,313.22 4.12%
9 600018 G
116,190,489.98 3.89%
10 000063 G
110,584,414.75 3.70%
11 600519
95,334,100.30 3.19%
12 600309
94,008,886.07 3.15%
13 600900 G
92,046,161.41 3.08%
14 600104 G
87,234,464.98 2.92%
15 000022
87,074,133.52 2.92%
16 600026 G
86,905,188.31 2.91%
17 600011
81,049,066.65 2.71%
18 000970
75,872,123.28 2.54%
19 600150 G
72,310,142.95 2.42%
20 600012
62,970,421.58 2.11%
3 4,002,164,482.01 4,242,833,876.34
1
412,608,746.87 18.79%
2
92,950,000.00 4.23%
3
- -
4
- -
5
9,530,254.40 0.43%
515,089,001.27 23.46%
1 20
197,588,160.00 9.00%2005
28
2 04
53,386,786.40 2.43%
3 01 11
52,950,000.00 2.41%
4 05 08
49,975,000.00 2.28%
5 21
39,234,094.20 1.79%
1
2
3
1,100,099.63
471,146.44
9,313,704.56
5,172,978.28
16,057,928.91
4
110001
3,436,049.20 0.16%
110219
2,798,720.10 0.13%
110010
2,028,600.00 0.09%
110036
1,266,885.10 0.06%
5
HRP1 2,399,521 -
- - -
2005 12 31
30,408
70,201.24 2005
29
1,234,078,617.68 57.81%
900,600,656.36 42.19%
2,134,679,274.04 100.00%
3,796,885,823.40
3,058,992,587.27
942,748,472.75
1,867,061,785.98
2,134,679,274.04
2005 4 21
100,000.00 3
2005 5 9 33 B 8
2005
30
1
2
3
4
5
1
2005 1 1 2005 12 31
1
1 1,640,110,521.16 19.95% 1,329,739.40 20.08%
2
1 1,246,348,922.24 15.16% 1,018,076.33 15.37%
3
1 1,212,151,892.13 14.74% 948,521.90 14.32%
4
2 1,201,426,190.12 14.61% 965,100.99 14.57%
5
1 744,775,111.90 9.06% 606,738.92 9.16%
6
1 702,483,367.26 8.54% 575,731.59 8.69%
7
1 458,614,986.72 5.58% 372,840.95 5.63%
8
2 271,411,209.92 3.30% 214,294.99 3.24%
9
1 243,058,663.49 2.96% 190,195.31 2.87%
10
1 213,601,428.53 2.60% 167,144.57 2.52%
11
1 171,314,736.70 2.08% 140,475.94 2.12%
12
1 115,941,230.74 1.41% 92,911.87 1.40%
14
8,221,238,260.91 100.00% 6,621,772.76 100.00%
2005 1 1 2005 12 31
2005
31
1
468,484,791.30 25.27% 1,060,000,000.00 84.13%
2
360,913,890.40 19.47% 70,000,000.00 5.56%
3
332,817,629.50 17.95% 60,000,000.00 4.76%
4
328,381,186.00 17.71% 70,000,000.00 5.56%
5
241,825,901.60 13.04%
-
-
6
43,480,928.20 2.35%
-
-
7
41,586,608.69 2.24%
-
-
8
30,125,880.60 1.63%
-
-
9
3,198,950.00 0.17%
-
-
10
2,973,522.60 0.16% -
-
1,853,789,288.89 100.00% 1,260,000,000.00 100.00%
1 2005 11 25
2 2005 10 15
3 2005 9 30
4 2005 8 20
5 2005 6 8
6 2005 5 17
7 2005 5 13
8 2005 4 29
9 2005 4 29
10 2005 4 27
11 2005 4 27
12 2005 4 192005
32
;
13 2005 4 1
14 2005 3 22
15 2005 1 26
16 2005 1 6
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