2007
12007
2007
2007 8 18
22007
.......................................................................................................................... 2
..................................................................................................................................... 4
.................................................................................................. 6
................................................................................................................................. 7
...............................................................................................................................11
( )........................................................................................................11
........................................................................................................................... 19
...................................................................................... 25
.............................................................................................................. 26
........................................................................................................................... 26
........................................................................................................................ 28
32007
150103
2004 3 30
443,983,366.16
1
CPPI
2
3
42007
A ×40%+ ×55% ×5%
-
200082
compliance@galaxyasset.com
55
100032
010-66106912
010-66106904
52007
2 55
908
1 685,371,971.14
2 1.2461 /
3 739,707,802.71
4
1.666 /
5 1,148,202,881.26
6 2.5861 /
7 61.62%
8 63.72%
9 210.18 %
62007
1 2 1 2 3 4 5=1-3 6=2-4
-2.72 2.50 -3.08 1.15 0.35 1.35 34.40 2.10 6.98 0.95 27.42 1.15 63.72 2.21 15.30 0.95 48.42 1.26 132.82 1.77 40.68 0.76 92.13 1.00 230.82 1.29 64.48 0.65 166.34 0.65 210.18 1.24 49.55 0.63 160.63 0.61
2007 6 30
72007
2002 6 14 [2002]21
1 3
1
2002 8 15
2
1
2
3 4
82007
2007 3 14
" "
15.30 63.72 2007 A 2
92007
5 48.8%
102007
1 2007 6 30
01
2007 6 30 2006 12 31
156,116,209.51 133,846,939.50
7,537,846.11 2,472,096.70
1,662,643.54 1,848,780.49
71,797,410.43 8,577,064.06
0.00 0.00
4,769,801.02 3,373,428.56
727,558.44 121,000.00
0.00 0.00
764,461,660.03 715,408,798.96
640,974,777.38 460,425,582.66
287,869,861.12 317,643,918.80
289,657,698.53 311,812,700.70
112007
31,485,000.00 31,474,432.82
26,781,896.32 24,899,850.69
0.00 0.00
0.00 0.00
0.00 0.00
1,326,427,990.20 1,214,766,459.89
0.00 1,700,143.31
2,113,790.97 6,681,496.46
1,681.12 2,982.52
1,478,410.95 1,285,779.31
246,401.83 214,296.54
1,875,728.27 1,290,440.07
235,862.77 75,954.56
0.00 0.00
0.00 0.00
2,004,958.14 2,007,145.88
170,000,000.00 139,000,000.00
0.00 0.00
268,274.89 300,000.00
178,225,108.94 152,558,238.65
443,983,366.16 574,846,971.21
-35,488,287.61 125,609,584.14
739,707,802.71 361,751,665.89
1,148,202,881.26 1,062,208,221.24
1,326,427,990.20 1,214,766,459.89
2 2007 1 1 6 30
02
2007 6 30 2006 6 30
698,277,926.16 670,767,384.69
1
657,761,317.46 575,130,729.85
2
6,433,254.58 16,864,871.67
3
26,323,102.93 51,878,485.87
4
3,944,067.53 8,343,670.11
5
491,111.73 739,315.13
6
2,845,430.65 14,341,941.67
7
0.00 0.00
122007
8
479,641.28 3,468,370.39
12,905,955.02 23,008,686.14
1
8,257,761.59 17,377,959.31
2
1,376,293.60 2,896,326.49
3
3,004,296.66 2,477,754.15
4
0.00 0.00
5
267,603.17 256,646.19
0.00 0.00
178,522.11 178,520.30
29,752.78 29,752.78
685,371,971.14 647,758,698.55
-140,986,867.61 150,586,205.32
544,385,103.53 798,344,903.87
3 2007 1 1 6 30 02
2007 6 30 2006 6 30
685,371,971.14 647,758,698.55
:
361,751,665.89 -383,950,339.36
:
-150,276,569.88 -3,845,581.08
896,847,067.15 259,962,778.11
:
157,139,264.44 40,346,991.68
739,707,802.71 219,615,786.43
4 2007 1 1 6 30
03
2007 6 30 2006 6 30 1,062,208,221.25 3,388,706,304.24
685,371,971.14 647,758,698.55
-140,986,867.61 150,586,205.32
544,385,103.53 798,344,903.87
240,450,216.86 43,777,271.66
541,701,342.01 -2,954,583,004.32
-301,251,125.15 -2,910,805,732.66
-157,139,264.44 -40,346,991.68
1,148,202,935.19 1,235,898,483.77
132007
1
2
3
1
2007 6 30 2006 6 30
2,290,936,952.26 43.62%2,016,961,474.10 30.26%
140,847,003.72 70.21%349,476,459.50 44.31%
800,500,000.00 52.65%727,200,000.00 47.02%
97,244,751.42 40.22% 11,602,904.57 20.75%
1,852,646.88 43.73% 1,644,183.66 30.57%
2
1.5% X 1.5% /
2007 1 1 -6 30 8,257,761.59 17,377,959.31
142007
0.25% X 0.25% /
2007 1 1 -6 30 1,376,293.6 , 2,896,326.49
3
2007 6 30 2006 6 30
0.00 1,180,000,000.00
0.00 506,754.23
0.00 69,035,420.00
4 2007
2007 12 31
4
1
35,147.70
3,052.89
40.05
2.20
4,731,558.18
4,769,801.02
2
764,461,660.03
640,974,777.38
123,486,882.65
287,869,861.12
289,657,698.53
-1,787,837.41
31,485,000.00
152007
26,781,896.32
4,703,103.68
126,402,148.92
3
660,559.84
186,394.78
519,351.13
7,712.03
226,144.11
23,760.64
160,483.84
91,321.90
1,875,728.27
4
1,750,000.00
4,800.34
248,158.40
1,999.40
2,004,958.14
5
89,752.78
178,522.11
268,274.89
6
574,846,971.21
124,611,553.84
255,475,158.89
443,983,366.16
162007
7
124,414,881.87
-137,920,686.89
-131,496,333.65
-6,424,353.24
18,372,094.51
38,525,548.49
206,420.17
163,970.33
-1,871,478.45
-35,488,287.61
8
2,908,530,603.63
2,248,328,979.75
2,440,306.42
657,761,317.46
9
255,191,993.23
244,826,293.65
3,932,445.00
6,433,254.58
10
133,792,770.53
107,469,667.60
26,323,102.93
11
172007
476,098.70
2,097.09
1,445.49
479,641.28
12
25,332.20
20,330.00
9,710.23
29,752.78
178,522.11
3,955.85
267,603.17
13 2007 1-6
10
1 2007 2 2 3.00
157,139,264.44
- 3.00 157,139,264.44
5
1 2007 6 30 80,000,000.00
2 2007 6 30 90,000,000.00
050301 05 01 200,000 21,000,000 21,000,000.00 2007.07.11
050404 05 04 200,000 19,990,000 19,990,000.00 2007.07.18
050408 05 08 300,000 29,985,000 29,985,000.00 2007.07.13
050119 05 19 200,000 20,110,420 20,110,420.00 2007.07.16
3 182007
( )
601008
46,002 229,089.96 671,629.20 2007-04-17 2007-07-26
601919 134,820 1,143,273.60 2,461,813.20 2007-06-20 2007-09-26
002133 70,295 759,186.00 1,250,548.05 2007-04-20 2007-07-27
002134 81,090 671,425.20 1,419,885.90 2007-04-26 2007-08-16
002136
14,784 119,454.72 337,223.04 2007-05-23 2007-08-30
002137
25,390 261,517.00 1,198,154.10 2007-06-04 2007-09-13
002138 19,675 267,580.00 675,049.25 2007-06-05 2007-09-13
002139 17,838 186,942.24 1,070,280.00
2007-06-22 2007-10-08
(%) 764,461,660.03 57.63
31,485,000.00 2.37
287,869,861.12 21.70
163,654,055.62 12.34
78,957,413.43 5.95
1,326,427,990.20 100.00
% 1 A 15,050,120.40 1.31
2 B 17,615,076.72 1.53
3 C 314,356,826.74 27.38
(1)
C 0
51,589,472.00 4.49
(2)
C 2 29,344,670.60 2.56
(3)
C 4 337,223.04 0.03
(4)
C 5 5,222,913.41 0.45
(5)
C 6 51,017,151.28 4.44
(6)
C 7 136,673,662.22 11.90
(7)
C 8 27,951,734.19 2.43
4
C 99 12,220,000.00 1.06
5 F 3,134,956.40 0.27
192007
6 H 109,530,835.92 9.54
7 I 168,190,691.31 14.65
8 J 69,663,741.06 6.07
9 K 11,415,411.48 0.99
10 L 20,944,000.00 1.82
11 M 34,560,000.00 3.01
764,461,660.03 66.58
(%) 600016 4,569,644 52,231,030.92 4.55
600036 1,800,064 44,245,573.12 3.85
601318 500,000 35,755,000.00 3.11
600895 2,000,000 34,560,000.00 3.01
000157 792,200 30,499,700.00 2.66
600195 1,399,975 29,567,472.00 2.58
600978 942,044 29,344,670.60 2.56
600616 1,100,000 27,632,000.00 2.41
600030 500,000 26,485,000.00 2.31
000061
1,200,000 26,280,000.00 2.29
600690 1,600,000 25,600,000.00 2.23
600066 905,790 24,673,719.60 2.15
000024 480,000 23,568,000.00 2.05
600219 982,072 22,283,213.68 1.94
000858
700,000 22,022,000.00 1.92
600037 800,000 20,944,000.00 1.82
000825 1,000,000 20,060,000.00 1.75
000501 1,500,000 18,735,000.00 1.63
600631 1,080,085 18,134,627.15 1.58
600582 299,990 17,894,403.50 1.56
601666 978,072 17,615,076.72 1.53
600312 699,928 15,951,359.12 1.39
000031 700,000 15,834,000.00 1.38
600639 800,000 15,528,000.00 1.35
600075 921,060 15,050,120.40 1.31
600825 392,603 13,505,543.20 1.18
000042
499,933 13,483,193.01 1.17
600993 220,824 12,257,940.24 1.07
600208 1,000,000 12,220,000.00 1.06
202007
000410 475,770 11,418,480.00 0.99
600054 599,974 11,411,505.48 0.99
600879 400,000 10,636,000.00 0.93
600436 279,543 10,524,793.95 0.92
601628 230,457 9,474,087.27 0.83
600801 372,272 8,673,937.60 0.76
600697 257,147 5,222,655.57 0.45
600129 300,000 5,169,000.00 0.45
601919 134,820 2,461,813.20 0.21
002134 81,090 1,419,885.90 0.12
002133 70,295 1,250,548.05 0.11
002137
25,390 1,198,154.10 0.10
002139 N
17,838 1,070,280.00 0.09
002129 55,383 859,544.16 0.07
002138 19,675 675,049.25 0.06
601008 46,002 671,629.20 0.06
002136
14,784 337,223.04 0.03
000419 1,000 21,010.00 0.00
600258 100 3,906.00 0.00
601006 100 1,514.00 0.00
2
% 1 600016 93,587,122.03 8.81 2 600900 78,043,196.20 7.35 3 600015 67,981,403.56 6.40 4 600616 59,053,378.00 5.56 5 600104 58,410,859.00 5.50 6 600036 55,706,897.33 5.24 7 600028 45,019,127.33 4.24 8 000063 44,677,929.01 4.21 9 601318 44,111,520.11 4.15 10 600978 43,440,909.14 4.09 11 600639 42,720,077.58 4.02 12 600058 41,918,504.57 3.95 212007
13 600195 41,863,139.27 3.94 14 000002
40,501,049.42 3.81 15 601628 39,199,096.33 3.69 16 600019 38,343,063.53 3.61 17 600631 35,771,591.99 3.37 18 600117 35,494,216.25 3.34 19 600030 35,439,425.69 3.34 20 600129 34,697,174.17 3.27 21 600895 32,720,346.86 3.08 22 600348 31,386,692.35 2.95 23 600582 30,598,477.91 2.88 24 600125 30,187,633.33 2.84 25 000539 29,680,369.30 2.79 26 000822 29,043,035.81 2.73 27 000157 28,807,955.06 2.71 28 600962 27,487,542.35 2.59 29 000825 26,879,896.89 2.53 30 600075 26,736,717.88 2.52 31 600690 26,560,304.60 2.50 32 000501 25,896,318.44 2.44 33 600697 25,385,053.11 2.39 34 000061
25,384,720.11 2.39 35 000031 24,653,113.66 2.32 36 002054 24,353,880.50 2.29 37 600258 23,500,625.75 2.21 38 000419 23,147,032.86 2.18 39 600693 23,114,060.80 2.18 40 000858
22,498,415.31 2.12 41 000410 21,965,677.28 2.07 42 600219 21,955,488.93 2.07 43 600007 21,722,358.09 2.05 44 600795 21,396,488.35 2.01 (%) 1 600900 105,590,112.17 9.94 2 000002
86,474,828.31 8.14 3 600015 78,979,658.26 7.44 4 600036 75,959,673.58 7.15 5 000157 72,414,093.81 6.82 6 000063 67,497,146.09 6.35 222007
7 600016 67,330,078.88 6.34 8 600104 59,906,586.53 5.64 9 600048 59,751,815.38 5.63 10 000858
59,590,609.26 5.61 11 600019 57,757,793.68 5.44 12 600058 55,711,424.81 5.24 13 600117 49,459,974.56 4.66 14 600028 48,710,874.41 4.59 15 600030 48,366,077.66 4.55 16 000822 47,234,492.87 4.45 17 600348 46,880,632.89 4.41 18 600616 46,523,958.12 4.38 19 000410 44,641,589.37 4.20 20 600962 42,094,781.88 3.96 21 600639 42,020,364.50 3.96 22 600022 41,501,152.35 3.91 23 600000 38,396,126.30 3.61 24 600208 37,592,574.08 3.54 25 600125 37,444,129.13 3.53 26 600129 35,854,024.85 3.38 27 000651 33,370,948.32 3.14 28 000539 33,091,824.14 3.12 29 000829 31,629,874.69 2.98 30 600258 30,796,062.97 2.90 31 000755 29,651,052.91 2.79 32 600660 29,307,700.90 2.76 33 601628 29,119,130.69 2.74 34 600271 28,116,822.37 2.65 35 600489 27,942,224.43 2.63 36 000419 27,547,378.77 2.59 37 000759 27,490,919.89 2.59 38 600978 26,981,765.04 2.54 39 000792 25,778,212.17 2.43 40 600009 25,036,273.74 2.36 41 600582 24,997,465.20 2.35 42 600697 24,064,606.91 2.27 43 000987 23,216,254.03 2.19 44 600795 22,941,062.98 2.16 45 000619 22,720,250.27 2.14 46 601006 22,360,404.11 2.11 47 600007 22,333,892.10 2.10 232007
48 600859 21,943,361.67 2.07 49 600693 21,698,961.89 2.04 50 002054 21,629,543.74 2.04 51 600586 21,598,032.81 2.03
2,428,878,174.47 2,908,530,603.63
87,186,925.90 7.59
68,729,755.62 5.99
120,952,870.00 10.53
0.00 0.00
11,000,309.60 0.96
287,869,861.12 25.07
(%)
1 06 68 48,619,335.62 4.23 2 04 15 29,998,170.00 2.61 3 05 08 29,985,000.00 2.61 4 02 23,990,827.50 2.09 5 05 01 21,000,000.00 1.83 153,593,333.12 13.38
1,662,643.54
242007
71,797,410.43
4,769,801.02
0.00
727,558.44
78,957,413.43
1 580013 599,751 1,389,743.02
- 599,751 1,389,743.02
1 580003 1,400,000 3,892,047.64
2 580005 633,638 15,748,134.20
3 580006 974,163 9,017,424.75
4 580007 3,290,000 23,351,151.23
5 580008 500,000 3,063,067.22
6 580010 1,000,000 2,602,155.67
7 30002 3,076,000 60,295,515.90
8 31001 1,128,000 14,892,324.29
- - 12,001,801 132,861,820.90
( )
16,612
26,726.67
2.38% 97.62% 10,551,504.01 433,431,862.15
443,983,366.16
252007
6,013,222,027.96
574,846,971.21
124,611,553.84
255,475,158.89
443,983,366.16
10 3.00 , 157,139,264.44 2007 2 2
i.
%
%
%
%
% 2,290,936,952.26 43.62 140,847,003.72 70.21 800,500,000 52.65 97,244,751.42 40.22 1,852,646.88 43.73
211,713,121.32 4.03 15,576,341.50 7.76 0 0.00 12,213,198.23 5.05 164,888.03 3.89
388,023,277.34 7.39 13,044,900.00 6.50 161,000,000 10.59 15,478,753.45 6.40 316,241.56 7.47
1,151,579,256.51 21.93 10,329,769.34 5.15 322,000,000 21.18 41,878,593.13 17.32 920,396.02 21.73
25,190,703.62 0.48 0.00 0.00 0 0.00 5,054,022.50 2.09 19,712.03 0.47
168,454,790.97 3.21 0.00 0.00 30,000,000 1.97 20,367,835.84 8.42 137,981.55 3.26
262007
529,200,305.93 10.08 14,936,358.40 7.45 180,000,000 11.84 9,130,953.86 3.78 433,295.66 10.23
94,749,139.87 1.80 172,963.70 0.09 0 0.00 12,061,957.11 4.99 74,142.33 1.75
275,432,840.08 5.24 5,703,715.50 2.84 27,000,000 1.78 1,087,078.71 0.45 225,660.23 5.33
116,704,361.59 2.22 0.00 0.00 0 0.00 27,239,769.20 11.27 91,321.90 2.16
5,251,984,749.49 100.00 200,611,052.16 100.00 1,520,500,000 100.00 241,756,913.45 100.00 4,236,286.19 100.00
2
6 - -
1 - -
1 - -
1 - -
1 - -
- - 1
1 - -
2 - -
1 - -
1 - -
1 - -
1 - -
1 - -
1 - -
1 - -
1 - -
1 - -
1 1 -
23 1 1
1 2007.1.5
2 2006 4 2007.1.22
3 2007.1.27
4 2007.1.30
5 2007 2007.1.30
6 2006 2007.3.28
272007
7 2007.3.28
8 2007 1 2007.4.19
9 2007.4.25
10 2007.5.12
11 2007.5.15
12 2007 2 2007.7.18
28
