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华夏回报(002001)

华夏回报2005年年度报告

 
 
 
 
 
 
 
 
 
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 www.ChinaAMC.com 1 2 3 4 5 6 / /



























































2005 33