2005
2006 3 29
2
,
, 2006 3 13
,
,
,
3
4
5
6
9
9
10
25
29
30
30
32
4
160105
2004 10 14
1,345,216,579.59
2004 12 20
" " " "
:
85 15
4009 7
518048
0755-82912000
0755-82912948
manager@southernfund.com
55
100032
010-66106912
010-66106904
custody@icbc.com.cn
5
http://www.southernfund.com
5001 13
27 23
( )
2005
2004.10.14-2004.12.31
1.
-117,138,495.42 -443,972.70
2.
-0.0663 -0.0001
3.
-98,924,265.02 -44,771,449.42
4. -0.0735 -0.0162
5.
1,279,864,757.26 2,726,474,349.12
6.
0.9514 0.9838
7.
-6.61% -0.01%
8.
-3.29% -1.62%
9.
-4.86% -1.62%
1
1
2
3
4
1 - 3 2 - 4 3
-0.32% 0.52% 0.49% 0.76% -0.81% -0.24%
6
5.15% 0.67% 6.95% 0.98% -1.80% -0.31%
1
-3.29% 0.93% -4.98% 1.17% 1.69% -0.24%
-4.86% 0.84% -9.00% 1.12% 4.14% -0.28%
2
6
-25.00%
-20.00%
-15.00%
-10.00%
-5.00%
0.00%
5.00%
10.00%
2004 10 14 2005 9 14
85% 10% 5% 40% 95% 0% 50% 5% 10%
3
-0.06
-0.05
-0.04
-0.03
-0.02
-0.01
0
2004 2005
[1998]4 1 45% 30% 15% 10%
2005 12 31 680 4 6
7
, ,1977 , , , 2001
,
2005 A 5 2001 ROE 4 A 2005 A
2005 60 70
2006 A 6 5 A
QFII A 2006 2006
8
2006 A 2004 05 2006
2006 A 2006
6 6
2005
(1)
9
2
3
2005
2005
2005
2006 3 13
( ) (06) PSZ014
( “ ”)2005 12 31
10
2005 12 31
2006 3 13
2005 12 31
82,702,191.06 86,209,548.13
3,722,592.05
1,348,780.49 750,000.00
2,284,060.36
1 2,512,427.58 15,106,579.18
7,881.78 142,857.16
- 30,000.00
871,102,337.82 1,136,104,976.39
845,775,768.77 1,192,042,957.09
321,243,287.71 1,627,119,045.64
316,132,314.48 1,627,167,762.71
- -
- -
_______________ _______________
1,284,923,558.85 2,865,463,006.50
11
_______________ _______________
- 989,480.99
1,111,884.14 1,362,788.50
4,190.50 5,136.21
1,655,088.61 4,162,280.04
275,848.12 693,713.36
2 649,790.22 917,417.26
3 1,262,000.00 750,000.00
4 100,000.00 80,000.00
- 18,741.02
- 130,009,100.00
_______________ _______________
5,058,801.59 138,988,657.38
_______________ _______________
5 1,345,216,579.59 2,771,245,798.54
6 33,572,442.69 (44,056,329.46)
(98,924,265.02) (715,119.96)
_______________ _______________
1,279,864,757.26 2,726,474,349.12
_______________ _______________
1,284,923,558.85 2,865,463,006.50
0.9514
0.9838
2005 12 31
7 (158,996,152.33) (3,486,127.77)
8 2,910,044.81 793,875.01
9 14,638,220.61 -
24,995,953.65 8,513,796.52
1,092,736.33 2,900,073.07
31,357,370.36 -
105,169.86 2,784,727.00
10 2,181,765.94 1,111,623.82
_____________ _____________
27,027,827.33 10,964,735.75
4,504,637.88 1,827,456.00
3,358,696.80 108,741.77
11 532,442.64 161,006.83
340,000.00 -
100,000.00 80,000.00
12
_____________ _____________
(117,138,495.42) (443,972.70)
86,424,240.05 (55,986,697.77)
_____________ _____________
(30,714,255.37) (56,430,670.47)
2005 12 31
/ (117,138,495.42) (443,972.70)
/ (715,119.96) -
/ 18,929,350.36
(271,147.26)
_____________ ____________
(98,924,265.02) (715,119.96)
- -
_____________ ____________
(98,924,265.02) (715,119.96)
2005 12 31
/ 2,726,474,349.12 3,535,576,439.25
/
(117,138,495.42) (443,972.70)
86,424,240.05 (55,986,697.77)
______________________________
(30,714,255.37) (56,430,670.47)
______________________________
/
320,738,641.53 2,733,005.02
(1,736,633,978.02) (755,404,424.68)
______________________________
(1,415,895,336.49) (752,671,419.66)
______________________________
/ 1,279,864,757.26 2,726,474,349.12
______________________________
______________________________
13
( ) ( ) [2004]84 2004 10 14
2004 08 26 2004 09 29 2004 10 14 3,535,576,439.25 (2004) 017
A 65 40 95 0
50
1 1 12 31 2004 10 14 ( ) 2004 12
31
14
1)
2)
3)
4)
5) ( )
6)
7)
8)
9)
10)
( )
15
( )
1.00
16
17
= ×1.50%÷
= ×0.25%÷
1)
2) 4 50 4 3
3)
4)
5)
6)
7)
[1998]55 [2002]128
18
[2004]78 [2005]11 ( ) [2005]102 [2005]103
[2005]107
20% 2005 6 13 50%
2005 1 24 0.2%
19
2005 1 24 0.1% ( )
2005 6 13
(1) 2006 3 10 10000 15000 45% 30% 15 10
(2) 2006 3 16
(1)
(2)
___________ ________________________________
%
%
%
132,698,210.78
2.28
-
-
108,811.57
2.32
-
-
-
-
-
-
%
%
%
-
-
-
-
-
-
487,751,747.91 38.56
7,748,700,000.00
72.59
322,467.46 35.15
20
, ,
(3)
1.5%
( )
4,162,280.04
-
( )
27,027,827.33 10,964,735.75
( )
29,535,018.76 6,802,455.71
_____________ ____________
( )
1,655,088.61 4,162,280.04
____________
_____________ ____________
(4)
0.25%
( )
693,713.36
-
( )
4,504,637.88 1,827,456.00
( )
4,922,503.12 1,133,742.64
_____________ ____________
( )
275,848.12 693,713.36
____________
_____________ ____________
(5)
1,740,111,500.00 -
402,994.98 -
(6)
82,702,191.06 86,209,548.13
1,039,055.19 2,900,050.57
_____________ ____________
21
(7)
2005 12 31 2004 12 31
(%)
(%)
97,018,160.00 7.21 97,018,160.00 3.50
0.5%
8
2005 12 31 2004 12 31
(%)
(%)
- -100,030,000.00 3.61
(9)
(%)
(%)
-
-
322,467.46
35.15
_________
1.
2,475,823.40 2,643,179.43
34,884.48 71,213.44
1,675.20
44.50 -
- 12,392,186.31
____________ ____________
2,512,427.58 15,106,579.18
____________________ ____________
2.
176,253.67 -
115,310.96 89,093.11
80,264.79 -
22
71,568.98 30,612.82
71,430.86 -
50,180.53 -
47,162.04 475,243.87
37,618.39 -
- 322,467.46
__________ __________
649,790.22 917,417.26
________
__________ __________
3.
1,250,000.00 750,000.00
12,000.00 -
___________ __________
1,262,000.00 750,000.00
___
___________ __________
4.
100,000.00 80,000.00
__________ _________
5.
2,771,245,798.54
-
-
3,535,576,439.25( )
325,356,499.50
2,776,130.84
(1,751,385,718.45)
(767,106,771.55)
_______________
_______________
1,345,216,579.59
2,771,245,798.54
_______________
_______________
3,534,839,056.67
23
737,382.58 3,535,576,439.25
6. ( )
/( )
/( )
(55,986,697.77)
11,930,368.31
(44,056,329.46)
86,424,240.05 -
86,424,240.05
-
(2,062,523.81)
(2,062,523.81)
-
(6,732,944.09)
(6,732,944.09)
______________
___________
_____________
30,437,542.28
3,134,900.41
33,572,442.69
_____________
____________
_____________
25,326,569.05 (55,937,980.70)
5,110,973.23 (48,717.07)
____________ _____________
30,437,542.28 (55,986,697.77)
____________ _____________
7.
3,033,747,076.22 63,510,712.31
3,190,193,760.79 66,943,945.79
2,549,467.76 52,894.29
______________ ______________
(158,996,152.33) (3,486,127.77)
______________ ______________
8.
2,057,762,586.81
296,932,628.05
24
2,012,371,602.71
294,782,985.28
42,480,939.29
1,355,767.76
______________ ______________
2,910,044.81 793,875.01
______________ ______________
9.
14,638,220.61 -
- -
______________ ______________
14,638,220.61 -
______________ ______________
10.
2,170,794.14 944,255.63
10,971.80 34,242.78
- 130,000.00
- 3,125.41
____________ ____________
2,181,765.94 1,111,623.82
____________ ____________
11.
60,000.00 35,000.00
340,000.00 -
100,000.00 80,000.00
32,442.64 46,006.83
__________ __________
532,442.64 161,006.83
__________
__________
12.
25
7,693,369.13
600018
2,289,900.00
600900
5,403,469.13
____________
7,693,369.13
_____________
13.
2005 12 31
000069
A 2005.12.19 2006.1.06
11.14
12,011
12.88
154,701.68
000530
2005.12.19 2006.1.09
3.50
309,495
4.29
1,327,733.55
000539
2005.11.30 2006.1.19
4.10
721,200
4.78
3,447,336.00
600036
2005.12.19 2006.1.04
7.23
4,201,102
6.58
27,643,251.16
600879
2005.12.19 2006.1.04
11.77
1,727,744
10.94
18,901,519.36
110036
2005.12.19
2006.1.04
116.83
538,690
106.73
57,494,383.70
108,968,925.45
______
871,102,337.82 67.79%
321,243,287.71 25.00%
86,424,783.11 6.73%
6,153,150.21 0.48%
A
B
65,034,899.425.08%
C
293,299,999.7122.92%
C0
84,347,071.24 6.59%
C1
C2
26
C3
C4
C5
C6
102,570,200.208.02%
C7
91,520,624.84 7.15%
C8
14,862,103.431.16%
C99
D 92,468,956.75 7.22%
E
F
44,764,696.263.50%
G
152,414,966.8011.91%
H
32,043,439.402.50%
I
74,260,682.165.80%
J
102,783,990.448.03%
K
14,030,706.881.10%
L
M
871,102,337.8268.06%
1 600050
37,215,079104,202,221.20 8.14%
000002 G
16,993,11273,240,312.72 5.72%
3 600028
13,955,98765,034,899.42 5.08%
4 000932
13,261,91564,718,145.20 5.06%
5 000063 G
1,735,52048,212,745.60 3.77%
6 000858
5,659,13541,085,320.10 3.21%
7 600019 G
9,000,00037,080,000.00 2.90%
8 600600
4,061,92733,795,232.64 2.64%
9 600011
5,225,00929,991,551.66 2.34%
10 600036
4,201,10227,643,251.16 2.16%
11 600900 G
3,800,00026,296,000.00 2.05%
12 600418 G
7,500,00025,875,000.00 2.02%
13 600004 G
3,818,34325,811,998.68 2.02%
14 000027
3,628,61224,493,131.00 1.91%
15 600383
3,144,88421,479,557.72 1.68%
16 600016 G
5,000,00020,300,000.00 1.59%
17 600879
1,727,74418,901,519.36 1.48%
18 600030 G
3,500,00018,060,000.00 1.41%
19 000550
2,980,52317,853,332.77 1.39%
20 000528
3,580,11417,506,757.46 1.37%
27
21 600422
3,400,93914,862,103.43 1.16%
22 600007
2,861,03213,876,005.20 1.08%
23 600058
2,359,60513,449,748.50 1.05%
24 000759
2,361,58813,177,661.04 1.03%
25 600009
831,00011,983,020.00 0.94%
26 000895
740,1509,466,518.50 0.74%
27 600000
846,9168,257,431.00 0.65%
28 600795
1,322,783 8,240,938.09 0.64%
29 000031
1,203,600 8,064,120.00 0.63%
30 000527
1,529,110 8,058,409.70 0.63%
31 000099
1,683,497 6,969,677.58 0.54%
32 600631
1,006,697 5,416,029.86 0.42%
33 000539
721,2003,447,336.00 0.27%
34 600183
280,6001,997,872.00 0.16%
35 000530
309,4951,327,733.55 0.10%
36 600660
146,500 772,055.00 0.06%
37 000069
12,011 154,701.68 0.01%
1 2% 20
1 600019 G
217,948,473.57 7.99%
2 600050
169,120,299.85 6.20%
3 600028
132,434,357.02 4.86%
4 000002 G
106,710,810.47 3.91%
5 600036
84,128,937.09 3.09%
6 000063 G
79,754,904.58 2.93%
7 600177
77,326,656.41 2.84%
8 600795
66,333,944.11 2.43%
9 000932
64,242,460.04 2.36%
10 000581
63,489,440.10 2.33%
11 000983 G
61,510,809.14 2.26%
12 600009
61,155,659.02 2.24%
13 600005 G
59,566,552.16 2.18%
14 000088
58,661,643.99 2.15%
15 600688
57,384,753.16 2.10%
16 000402
55,110,331.96 2.02%
17 600428 G
55,003,301.68 2.02%
18 600900 G
53,245,022.68 1.95%
19 600383
45,172,464.75 1.66%
28
20 000858
43,132,036.10 1.58%
2 2% 20
(%)
1 600019 G
183,661,566.81 6.74%
2 600900 G
157,927,133.96 5.79%
3 000039
108,508,821.39 3.98%
4 600036
102,342,958.22 3.75%
5 600005 G
101,676,314.47 3.73%
6 600269
98,581,474.27 3.62%
7 600642 G
79,576,618.38 2.92%
8 600177
78,867,956.38 2.89%
9 600428 G
74,307,596.60 2.73%
10 000983 G
72,369,920.96 2.65%
11 600028
70,858,183.08 2.60%
12 600058
69,121,593.01 2.54%
13 600018 G
68,993,275.99 2.53%
14 000581
62,214,801.37 2.28%
15 600011
61,097,715.36 2.24%
16 600383
60,323,514.58 2.21%
17 600050
59,974,068.01 2.20%
18 600795
59,655,867.99 2.19%
19 000402
59,532,240.57 2.18%
20 000002 G
58,591,712.87 2.15%
21 600320
56,639,874.67 2.08%
3 2,851,619,941.60 3,033,747,076.22
22,518,773.60 1.76%
200,825,000.00 15.69%
97,899,514.11 7.65%
321,243,287.71 25.10%
1 03 02 101,750,000.00 7.95%
2 05 04 99,075,000.00 7.74%
3
57,494,383.70 4.49%
4 21 (15) 22,518,773.60 1.76%
5
16,586,059.00 1.30%
1
29
2
3
1,348,780.49
2,284,060.36
2,512,427.58
7,881.78
6,153,150.21
4
1 110010
16,586,059.00 1.30%
2 110036
57,494,383.70 4.49%
3 110219
12,315,600.00 0.96%
4 125488
11,154,000.00 0.87%
5 126002 2 349,471.41 0.03%
5
1 580000 JTB1 1,107,191 --
2 038002 HRP1 9,768,390 --
3 580001 JTB1 1,879,950 --
4 580999 JTP1 1,879,950 --
1
/
16,946
79,382.54
801,878,940.86 59.61%
543,337,638.73 40.39%
2.
1
57,015,420.00 4.24%
2
20,014,000.00 1.49%
3
14,719,899.00 1.09%
4
12,501,250.00 0.93%
5
10,002,900.00 0.74%
6
5,001,900.000.37%
7
4,976,293.000.37%
30
8
4,950,995.000.37%
9
3,500,000.000.26%
10 ( ) 3,000,000.00 0.22%
3,535,576,439.25
2,771,245,798.54
325,356,499.50
1,751,385,718.45
1,345,216,579.59
1
2 2005
1
2005-8
2
2005-6
3
2005-9
3 2005 10 28
1
2005-10-28
2
2005-10-28
3
2005-10-28
4 2005 7 20
( )
5
6
7
8 100,000.00 2
9
10
1
1
31
2 857,648,810.32 14.75% 679,801.27 14.48%
1 450,096,589.26 7.74% 352,204.79 7.50%
2 1,661,723,781.87 28.58% 1,358,972.35 28.94%
1 31,973,480.78 0.55% 26,217.85 0.56%
1 1,339,566,563.80 23.04% 1,098,432.94 23.39%
1 177,213,449.17 3.05% 138,671.45 2.95%
1 132,698,210.78 2.28% 108,811.57 2.32%
1 563,488,172.19 9.69% 440,935.64 9.39%
1
1 129,343,655.43 2.22% 106,060.54 2.26%
1 282,167,610.09 4.85% 231,375.74 4.93%
1
1 188,767,212.53 3.25% 154,788.97 3.30%
165,814,687,536.22 100.00% 4,696,273.11 100.00%
2
17,088,495.52 13.25%
6,669,999.50 5.17%
94,641,333.53 73.39% 306,000,000.00 100.00%
10,212,999.70 7.92%
340,246.42 0.26%
128,953,074.67 100.00% 306,000,000.00 100.00%
3
8 8 ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ).
1 1 ( )
4
<1998>29
32
A
1
2 ,
3
4 ,
B
1
2
3
11 ( )
1
2005-11-08
2
2005-08-26
3
2005-06-22
4
2005-05-17
5
2005-04-02
6
2005-01-26
1
2
3
4
5
400-889-8899
http://www.southernfund.com
