2006
2006
2006
2007 3 21
2006
.............................................................................................................................1
.........................................................................................2
...................................................................................................................2
...................................................................................................................3
...........................................................................................................4
.........................................................................................................................4
...........................................................................................4
...............................................................5
.......................................................5
.......................................................6
...........................................................................................................7
.........................................................................................................................8
.............................................................................................................................8
...................................................................................................................10
.........................................................................................................10
.................................................................................................12
...................................................................................................................21
.........................................................................................21
.........................................................................22
.............................22
.............................................................................23
.........................................................................25
.........................25
.............................................................................25
.........................................................................................................25
.......................................................................................................26
.....................................................................................26
.....................................................................................26
...............................................................................................27
...................................................................................................................27
.......................................................................................................................29 2006
1
: 420001
2005 10 8
143,764,311.68
180 55% 45%
59 A 16
59 A 16
: 300203
022-83310208
022-83865569 2006
2
hanhc@thfund.com.cn
55
55
: 100032
010-66106912
010-66106904
custody@icbc.com.cn
www.thfund.com.cn
9 1808
59 A 16
2006
2005 10 8
2005 12 31
1
47,279,999.14 537,805.17 2
0.3172 0.0017 3
36,675,260.68 -57,818.63 4
0.2551 -0.0002 5
187,713,809.33 255,359,882.70 6
1.3057 0.9998 7
30.50% 0.17%
8
50.36% -0.02%
9
50.33% -0.02%
2006
3
:
1
2 3 4 (1) (3) (2) (4)
30.06% 1.11% 27.00% 0.81% 3.06% 0.30%
32.32% 0.96% 28.47% 0.79% 3.85% 0.17%
50.36% 1.01% 67.30% 0.77% -16.94% 0.24%
50.33% 0.90% 67.06% 0.72% -16.73% 0.18%
,
2005 10 8 2006 12 31
-10%
0%
10%
20%
30%
40%
50%
60%
70%
2005-10-8
2005-12-8
2006-2-8
2006-4-8
2006-6-8
2006-8-8
2006-10-8
2006-12-8
30 85 15 70 6
2006
4
-10%
0%
10%
20%
30%
40%
50%
60%
70%
2005 2006
2005 10 8 2005
10
2006 1.450 2006 4
2005 0.000
1.450
[2004]164 2004 11 8 1
MBA 1994 2001 2002 2004 112006
5
2005 10 2006 4
2004
2005
2006 12 31 1.3057 2006 50.36% 67.30%
1
2006 A A 2006
2006 10%
2
20062006
6
2006 2.62% 2.01% 15 50 2006
2006 A A 2007 GDP 9.5%-10.5% 300 2007 25% 2006 A
2006 8 2007 20072006
7
2006
2006
( )
20072006
8
2006
2006
2006
2007 3 21
[2007]1-0195
2006 12 31 2006
2006
9
2 3
1
2
3
2 3 2006 12 31 2006
2007 3 2 2006
10
1
2006 12 31 2005 12 31
:
19,779,672.31 1,342,829.67
18,771.87 8,215,607.77
()14 298,780.49 298,780.49
17,305,574.40
()1 6,233.21 2,083,793.81
40,700,904.50
147,317,528.17 34,145,314.74
135,223,536.66 34,481,710.44
141,757,705.00
142,029,570.18
101,500,000.00
:
208,121,890.55 306,649,605.88
2006 12 31 2005 12 31
18,621,796.24 9,759,164.33
1,096,773.85 839,154.70
3,524.57 3,162.59
181,366.64 370,833.99
25,372.05 61,805.64
()3 223,462.22 3,601.93
2,000.00
()4 251,285.65 250,000.00 2006
11
40,000,000.00
()5 4,500.00
:
20,408,081.22 51,289,723.18
()6 143,764,311.68 255,417,701.33
()7 7,274,236.97 -498,491.95
36,675,260.68 440,673.32
:
187,713,809.33 255,359,882.70
:
208,121,890.55 306,649,605.88
:
1.3057 0.9998
2
2006 2005 10 8 12 31
50,332,941.62 1,908,298.34
1 ()8 48,318,636.97 2 ()9 -1,428,415.32 27,043.18
3 ()10 195,284.87 4
1,142,674.52 894,981.71
5
253,634.05 150,640.45
6
1,176,805.16 7 357,608.58 724,487.42
8 ()11 316,712.79 111,145.58
3,052,942.48 1,370,493.17
1
2,365,930.39 1,111,700.23
2
394,321.75 185,283.33
3
4 113,394.48 57,401.41
5
6 ()12 179,295.86 16,108.20
100,000.00
30,000.00
47,279,999.14 537,805.17
12,702,252.39 -608,260.88
59,982,251.53 -70,455.71
2006
12
3
2006 2005 10 8 12 31
47,279,999.14 537,805.17
440,673.32
9,230,785.58 -97,131.85
16,072,764.83 3,823.44
-6,841,979.25 -100,955.29
56,951,458.04 440,673.32
( )13 20,276,197.36
36,675,260.68 440,673.32
4
2006 2005 10 8 12 31 255,359,882.70339,143,795.66
47,279,999.14 537,805.17
12,702,252.39 -608,260.88
59,982,251.53 -70,455.71
161,790,001.67 5,175,324.09
-269,142,129.21-88,888,781.34
-107,352,127.54 -83,713,457.25
-20,276,197.36 187,713,809.33255,359,882.70
[2005]104 2005
8 22 2005 9 27 2005 10 8 339,143,795.662006
13
1
2 3
2
1 1 12 31
3
4
5
2006
14
6
1
2
3
7
8
2006
15
9
1.5%
0.25%
10
1.00
11
12
13
2006
16
[2002]128 [2004]78 [2005]11 ( ) [2005]102 [2005]103 [2005]107
1
2 2004 1 1
3 2004 1 1 20% 2005
6 13 50
4 2005 1 24 0.1%
5
,
)
1
1
2
3
4
5
2
1
2
2006
17
1.5%
1.5%/
2,365,930.39 2005 : 1,111,700.23
0.25%
0.25%/
394,321.75 2005 : 185,283.33
3
4
2006 12 31 19,779,672.31 2005 :
1,342,829.67
210,611.90 2005 : 120,366.66
5
2006 2005 10 8 12 31
29,999,000.00 29,999,000.00 :
: :
29,999,000.00 29,999,000.00
20.87% 11.75%
2006 12 31 2005 12 31
2006
18
40,937,861.79 28.48% 24,998,000.00 9.79%
1
2006 12 31 2005 12 31
6,202.81 308.20
8.40 3,697.00
0.002,055,129.19
0.00 24,637.42
22.00 22.00
6,233.212,083,793.81
2
2006 12 31 2005 12 31
12,093,991.51 -336,395.70
0.00 -271,865.18
0.00 0.00
12,093,991.51-608,260.88
3
2006 12 31 2005 12 31
223,462.22 3,601.93
223,462.223,601.93
4
2006 12 31 2005 12 31
250,000.00 250,000.00
190.65 0.00
1,095.00 0.00
251,285.65250,000.00
5
2006 12 31 2005 12 31
4,500.00 0.00
4,500.00 0.002006
19
6
2006 2005 10 8 12 31 255,417,701.33339,143,795.66
:
140,922,798.23 5,181,721.11
:
252,576,187.88 88,907,815.44
143,764,311.68255,417,701.33
7
2005 12 31
-608,260.88
109,768.93 -498,491.95
12,702,252.39 0.00 12,702,252.39
0.004,794,438.61 4,794,438.61
0.00-9,723,962.08 -9,723,962.08
2006 12 31 12,093,991.51-4,819,754.54 7,274,236.97
8
2006 2005 10 8 12 31 463,240,267.68 0.00
414,556,869.08 0.00
364,761.63 0.00
48,318,636.97 0.00
329,857.10 (2005 )
9
2006 2005 10 8 12 31 299,864,634.85 27,606,747.74
299,461,899.21 27,264,848.12
1,831,150.96 314,856.44
-1,428,415.32 27,043.18
10
2006 2005 10 8 12 31 195,284.87 0.002006
20
0.00 0.00
195,284.87 0.00
11
2006 2005 10 8 12 31 316,712.79 111,111.83
0.00 33.75
316,712.79 111,145.58
12
2006 2005 10 8 12 31 100,000.00 0.00
30,000.00 0.00
5,480.00 0.00
6,956.33 15,208.20
23,640.00 0.00
13,219.53 0.00
0.00 900.00
179,295.86 16,108.20
13
/
2006 3 2 5,637,725.41
2006 4 27 2,181,853.85
2006 6 26 7,419,160.75
2006 10 16 5,037,457.35
20,276,197.36
14
2006 12 31 2005 12 31
250,000.00 250,000.00
48,780.49 48,780.49
298,780.49298,780.49
1
2006
21
106,260 525,987.00 860,706.00
2007-02-01
154,990 582,762.401,115,928.00
2007-03-22
156,389 375,333.601,044,678.52
2007-01-16
48,000 320,640.00 495,360.00
2007-03-21
29,626 261,893.84 408,838.80
2007-01-12
9,109 236,834.00431,311.15
2007-01-18
26,923 184,691.78 505,344.71
2007-01-25
20,197 337,289.90 384,752.85
2007-02-16
22,551 144,100.89 231,824.28
2007-02-16
50,038 283,215.08 366,778.54
2007-02-28
32,284 279,579.44 435,834.00
2007-02-28
11,189 158,883.80 248,955.25
2007-03-08
7,701 108,507.09424,479.12
2007-03-15
675,257 3,799,718.826,954,791.22
2 ,
147,317,528.1770.78%
0.000.00%
0.000.00%
19,798,444.18 9.51%
41,005,918.20 19.71%2006
22
208,121,890.55 100.00%
A
0.000.00%
B
7,554,796.48 4.02%
C
57,287,909.69 30.52%
C0
38,656,584.76 20.60%
C1
408,838.80 0.22%
C2
0.000.00%
C3
384,752.850.20%
C4
0.00 0.00%
C5
737,168.990.39%
C6
0.000.00%
C7
5,073,089.69 2.70%
C8
2,581,800.00 1.38%
C99
9,445,674.60 5.03%
D
495,360.00 0.26%
E
0.000.00%
F
1,976,634.00 1.05%
G
9,173,350.68 4.89%
H
13,620,000.00 7.26%
I
32,903,000.00 17.53%
J
18,142,437.32 9.67%
K
3,081,400.00 1.64%
L
3,082,640.00 1.64%
M
0.000.00%
147,317,528.17 78.48%
( )
1 600519
167,900 14,746,657.00 7.86%
2 002024
300,000 13,620,000.00 7.26%
3 600036
600,000 9,816,000.00 5.23%
4 000002
560,000 8,646,400.00 4.61%
5 000568
328,964 8,335,947.76 4.44% 2006
23
6 600016
810,000 8,262,000.00 4.40%
7 600000
300,000 6,393,000.00 3.41%
8 000839
269,951 6,157,582.31 3.28%
9 000024
209,260 5,938,798.80 3.16%
10 600030
200,000 5,476,000.00 2.92%
11 600887
200,000 5,300,000.00 2.82%
12 600525
174,157 4,841,564.60 2.58%
13 600028
524,254 4,781,196.48 2.55%
14 002098
386,900 4,604,110.00 2.45%
15 000528
250,000 4,275,000.00 2.28%
16 000869
69,000 3,437,580.00 1.83%
17 000858
150,000 3,427,500.00 1.83%
18 600809
110,000 3,408,900.00 1.82%
19 600037
124,000 3,082,640.00 1.64%
20 000069
140,000 3,081,400.00 1.64%
21 600015
400,000 2,956,000.00 1.57%
22 600583
80,000 2,773,600.00 1.48%
23 000623
78,000 2,581,800.00 1.38%
24 600048
58,000 2,512,560.00 1.34%
25 600973
150,000 1,906,500.00 1.02%
26 601333
154,990 1,115,928.00 0.59%
27 601588
156,389 1,044,678.52 0.56%
28 601006
106,260
860,706.00 0.46%
29 002076
26,923
505,344.71 0.27%
30 601991
48,000
495,360.00 0.26%
31 002089
32,284
435,834.00 0.23%
32 002073
9,109
431,311.15 0.23%
33 002095
7,701
424,479.12 0.23%
34 002070
29,626
408,838.80 0.22%
35 002078
20,197
384,752.85 0.21%
36 002085
50,038
366,778.54 0.20%
37 002090
11,189
248,955.25 0.13%
38 002079
22,551
231,824.28 0.12%
( ) 2%
2006
24
1 600036
20,410,203.44 7.99%
2 600519
15,613,983.61 6.11%
3 002024
13,130,462.39 5.14%
4 600016
12,567,782.08 4.92%
5 600688 S 11,806,392.48 4.62%
6 000568
11,376,629.62 4.46%
7 600010
11,328,286.81 4.44%
8 000002
11,281,791.33 4.42%
9 600811
10,158,379.13 3.98%
10 600028
9,788,132.77 3.83%
11 000858
8,925,280.32 3.50%
12 000063
8,728,227.02 3.42%
13 000528
8,298,614.80 3.25%
14 000406
8,117,202.14 3.18%
15 600050
7,548,394.03 2.96%
16 600002
7,520,886.02 2.95%
17 600001
7,250,040.03 2.84%
18 600037
7,183,041.12 2.81%
19 600423
7,036,694.36 2.76%
20 000866
6,948,589.50 2.72%
21 000060
6,684,075.93 2.62%
22 600887
6,642,481.61 2.60%
23 000839
6,437,929.60 2.52%
24 600468
6,210,738.58 2.43%
25 000623
5,953,316.33 2.33%
26 000069
5,873,191.32 2.30%
27 000024
5,727,292.75 2.24%
28 600320
5,575,555.88 2.18%
29 002010
5,468,423.34 2.14%
30 600000
5,418,464.44 2.12%
31 600015
5,133,486.46 2.01%
2%
1 000002
17,520,707.81 6.86%
2 600717
15,772,891.94 6.18%
3 600036
14,236,243.31 5.57%
4 600010
12,895,738.57 5.05%
5 600688 S 12,752,231.17 4.99% 2006
25
6 600811
11,050,463.37 4.33%
7 600601
9,837,235.58 3.85%
8 000063
9,531,110.15 3.73%
9 000858
8,676,453.15 3.40%
10 600050
8,155,376.15 3.19%
11 600468
7,836,043.12 3.07%
12 600423
7,709,955.64 3.02%
13 600028
7,308,416.12 2.86%
14 600016
7,246,257.25 2.84%
15 600001
7,149,991.38 2.80%
16 600693
6,548,761.41 2.56%
17 600837
6,462,351.84 2.53%
18 600616
6,200,374.56 2.43%
19 600037
6,154,783.57 2.41%
20 000528
5,861,578.31 2.30%
21 000837
5,851,672.38 2.29%
22 000623
5,734,296.14 2.25%
23 002010
5,703,271.64 2.23%
24 600320
5,498,999.48 2.15%
25 000060
5,175,207.42 2.03%
515,298,695.30 463,240,267.68
2006
26
298,780.49
6,233.21
40,700,904.50
41,005,918.20
1 CWB1 30,000 30,000 131,389.81
2 JTB1 30,000 30,000 63,895.06
2,161
66,526.75
143,764,311.68 100.00%
81,142,260.47 56.44%
62,622,051.21 43.56%
2006
27
:
2006 4 19
/
1 2006 3 2 2006 3 3 10 0.28
2 2006 4 27 2006 4 28 10 0.12
3 2006 6 26 2006 6 27 10 0.60
4 2006 10 16 2006 10 17 10 0.45
2006 30,000.00
339,143,795.66
255,417,701.33
140,922,798.23
252,576,187.88
143,764,311.682006
28
2 676,128.99 90.41%
1 71,724.26 9.59%
3 747,853.25 100.00%
847,507,865.59 89.81% 195,300.00 100.00%
96,185,258.88 10.19% 0.00 0.00%
943,693,124.47 100.00% 195,300.00 100.00%
46,019,614.90 94.32% 737,700,000.00 46.14%
2,772,282.40 5.68% 861,300,000.00 53.86%
48,791,897.30 100.00%1,599,000,000.00 100.00%
1
1 5
2
3
4
5
2
1
2
3
4 2006
29
5
6
2006 2 24
2006 2 27
2006 4 19
2006 4 21
2006 6 22
2006 10 11
59 A 16
2006
30
www.thfund.com.cn
