2008 3 29
2008 3 28
377020
163705
2007 4 13
11,195,819,255.25
1
?
2
?
3
4
99 20
99 20
200120
8621-38794999
8621-68881170
alan.wang@jpmf-sitico.com
55
55
100032
010-66106912
010-66106904
custody@icbc.com.cn
www.51fund.com
202 11
99 20
2007-04-13 2007-12-31
1
6,880,365,552.30( )
2,878,537,368.74( )
0.5559( )
2,532,599,347.89( )
0.2262( )
17,025,115,846.51( )
1.5207( )
43.77%
52.07%
52.07%
4.11%
1.51%
-3.30%
1.59%
7.41%
-0.08%
42.09%
1.50%
33.69%
1.66%
8.40%
-0.16%
--
--
--
--
--
--
--
--
--
--
--
--
--
--
--
--
--
--
52.07%
1.38%
54.33%
1.81%
-2.26%
-0.43%
2
3
1968 8 1992 1997 2003 2003 3 2005 6 2005 11
1
2
3
4
5
2007
2007
2007 ,
2007
2008 3 28
( ) 2007 12 31 2007 4 13 ( ) 2007 12 31 ( )
(1)
(2)
(3)
2007 12 31 2007 4 13 ( )
2007 12 31
·
????????????????????????????????????
2008 3 28
2007 4 13
2007
12 31
1,483,674,594.14
7,046,264.30
3,395,752.33
6
15,564,419,994.11
14,594,801,555.91
969,618,438.20
7
74,769,352.65
11,309,151.71
8
13,677,916.53
288,879.31
17,158,581,905.08
34,340,353.44
68,038,790.31
20,575,512.49
3,429,252.08
9
5,965,728.94
10
1,116,421.31
133,466,058.57
11
11,195,819,255.25
5,829,296,591.26
17,025,115,846.51
17,158,581,905.08
?
?
?
?
( )
11
11,195,819,255.25
1.5207
?
?
?
?
?
?
?
?
?
?
( )
2007 4 13
( )
2007
12 31
42,040,712.52
22,254,943.62
19,023,632.01
762,136.89
3,117,267,478.02
12
3,062,502,414.86
13
29,488,693.83
14
(22,141,279.55)
47,417,648.88
15
4,001,828,183.56
16
7,913,749.19
7,169,050,123.29
(168,152,459.95)
(28,025,409.95)
17
(84,902,422.21)
(7,208,234.28)
(7,208,234.28)
18
(396,044.60)
(288,684,570.99)
6,880,365,552.30
?
?
?
?
?
?
1
( ) ( ) [2007] 091 9,884,050,624.48 (2007) 046
( )
2007 4 13 ( ) 2007 12 31
( )
?
?
2007 4 13 ( )
2007 12 31
( )
9,884,799,607.98
-
9,884,799,607.98
( )
-
6,880,365,552.30
6,880,365,552.30
?
1,311,019,647.27
(1,051,068,961.04)
259,950,686.23
5,887,240,344.75
470,292,562.88
6,357,532,907.63
(4,576,220,697.48)
(1,521,361,523.92)
(6,097,582,221.40)
-
-
-
( )
11,195,819,255.25
5,829,296,591.26
17,025,115,846.51
?
?
?
?
?
?
?
?
?
?
???????? ???????
2007 4 13 ( ) 2007 12 31
2007 4 13 9,884,799,607.98 748,983.50
60-95% 0-
40% 5% 80% 300 X80% X20%
2008 3 28
2
2006 2 15 ( ) 2007 7 1 2006 2 15 ( ) 2007 5 15 2007 4 13 ( ) 2007 12 31 4
2
( )
2007 4 13 ( ) 2007 12 31 2006 4 13 ( ) 2007 6 30 38
2007 4 13 ( ) 2007 6 30 2007 4 13 ( ) 2007 6 30 23
3
2007 4 13 ( ) 2007 12 31 2007 12 31 2007 4 13 ( ) 2007 12 31
4
(a)
1 1 12 31 2007 4 13 ( ) 2007 12 31 (b)
4
( )
(c)
( )
(d)
(i)
4
( )
(d)
( )
(i)
( )
2006 11 13
(ii)
4
( )
(d)
( )
(iii)
(iv)
(e)
(i)
(1)
2007 7 1 2007 7 1
/( )
4
( )
(e)
( )
(i)
( )
(2)
2007 7 1 ( )
2007 7 1( )
4
(e)(i)(3)
/( ) 2007 7 1 /( ) 2007 7 1 /( )
(3)
2007 7 1 2007 7 1
/( )
4
( )
(e)
( )
(ii)
2007 7 1 2007 7 1
(iii)
2007 7 1 2007 7 1
(f)
/( )
/( ) /( )
/( )
2007 7 1
4
( )
(f)
/( ) ( )
2007 7 1 2007 7 1 /( )
(g)
1.5% 0.25% 2007 7 1 2007 7 1
(h)
(i)
/( ) /( )
4
( )
(j)
40%
5
[2002]128 [2004]78 [2005]11 ( ) [2005]102 [2005]103 [2007]84 ( )
(a)
(b)
(c)
20% 50% 20% (d)
2007 5 30 0.1% 2007 5 30 0.3% (e)
6
7
8
9
10
2007 12 31
/( )
10,640,662,986.53
14,594,801,555.91
3,954,138,569.38
950,659,771.30
969,618,438.20
18,958,666.90
42,572,611.59
62,914,438.20
20,341,826.61
908,087,159.71
906,704,000.00
(1,383,159.71)
11,591,322,757.83
15,564,419,994.11
3,973,097,236.28
2007 12 31
46,038,405.37
74,769,352.65
28,730,947.28
2007 12 31
13,220,592.34
453,807.47
3,487.88
28.84
13,677,916.53
2007 12 31
5,959,997.64
5,731.30
5,965,728.94
2007 12 31
11
(a)
2007 4 10 9,884,050,624.48 748,983.50 748,983.50
(b)
2007 4 13 ( ) 2007 6 12 2007 6 13
2007 6 26
12
13
500,000.00
360,000.00
256,421.31
1,116,421.31
(a)
9,884,050,624.48 9,884,050,624.48
(a)
748,983.50 748,983.50
2007 4 13 ( )
9,884,799,607.98 9,884,799,607.98
(b)
5,887,240,344.75 5,887,240,344.75
- -
(b)
(4,576,220,697.48) (4,576,220,697.48)
2007 12 31
11,195,819,255.25 11,195,819,255.25
2007 4 13
( )
2007 12 31
8,296,600,611.43
(5,234,098,196.57)
3,062,502,414.86
2007 4 13
( )
2007 12 31
1,534,569,580.00
14
15
16
(a)
25%
(b)
25%
(1,477,243,185.08)
(27,837,701.09)
29,488,693.83
2007 4 13
( )
2007 12 31
165,518,512.29
(187,659,791.84)
(22,141,279.55)
2007 4 13
( )
2007 12 31
3,954,138,569.38
18,958,666.90
28,730,947.28
4,001,828,183.56
2007 4 13
( )
2007 12 31
(a)
7,536,292.94
291,064.48
(b)
86,391.77
7,913,749.19
17
18
19
(a)
( )
( )
( )
( )
( )
(b)
1.5%
X 1.5% /
2007 4 13
( )
2007 12 31
84,895,272.21
7,150.00
84,902,422.21
2007 4 13
( )
2007 12 31
210,000.00
150,000.00
24,654.60
10,490.00
900.00
396,044.60
168,152,459.95
(c)
0.25%
X 0.25% /
28,025,409.95
(d)
2007 12 31
1,483,674,594.14 22,060,121.73
(e)
2007 12 31
548,378.06
833,918.52
20
(a)
(1)
12
2007 12 31
20
( )
(a)
( )
?
?
?
?
?
?
?
(2)
2007 12 31
(b)
2007 12 31
(c)
2007 12 31
600067
07/12/28
20.42
08/01/03 22.15
1,105,320
26,776,122.14
22,570,634.40
600236
07/11/23
11.95
08/01/03 13.15
1,537,510
20,092,196.27
18,373,244.50
46,868,318.41
40,943,878.90
???
126008
08
07/12/24
08/01/08
68.75
71.80
40,410
2,778,330.59
2,901,438.00
126008
08
07/12/19
08/01/08
71.27
71.80
1,800
128,281.00
129,240.00
42,210
2,906,611.59
3,030,678.00
????
580016
CWB1 07/12/24
08/01/08
8.68
9.0857
145,476
1,262,669.41
1,321,751.29
580016
CWB1 07/12/19
08/01/08
7.98
9.0857
6,480
51,719.00
58,875.34
151,956
1,314,388.41
1,380,626.63
21
2008 3 14 2008 3 19 10 1.00
22
(a)
(b)
10% 10%
22
( )
(c)
20 ( )
(d)
(i)
60-95% 0-40% 5% 2007 12 31
22
( )
(d)
( ) (i)
( )
2007 12 31 ( 1) ( ) ( ) (ii)
2007 12 31
-
14,594,801,555.91
85.73%
-
969,618,438.20
5.70%
-
74,769,352.65
0.44%
15,639,189,346.76
91.87%
22
( )
(d)
( ) (ii)
( )
2007 12 31 5% (iii)
2007 12 31
1
1 5
5
1,483,674,594.14
-
-
-
1,483,674,594.14
7,046,264.30
-
-
-
7,046,264.30
-
-
-
3,395,752.33
3,395,752.33
906,704,000.00
59,883,760.20
3,030,678.00
14,594,801,555.91
15,564,419,994.11
-
-
-
74,769,352.65
74,769,352.65
-
-
-
11,309,151.71
11,309,151.71
-
-
-
13,677,916.53
13,677,916.53
-
-
-
288,879.31
288,879.31
2,397,424,858.44
59,883,760.20
3,030,678.00
14,698,242,608.44
17,158,581,905.08
-
-
-
34,340,353.44
34,340,353.44
-
-
-
68,038,790.31
68,038,790.31
-
-
-
20,575,512.49
20,575,512.49
-
-
-
3,429,252.08
3,429,252.08
-
-
-
5,965,728.94
5,965,728.94
-
-
-
1,116,421.31
1,116,421.31
-
-
-
133,466,058.57
133,466,058.57
2,397,424,858.44
59,883,760.20
3,030,678.00
14,564,776,549.87
17,025,115,846.51
23
2 2007 4 13 ( ) 2007 6 30 38
2007 4 13 ( ) 2007 6 30 2007
4 13 ( ) 2007 6 30
/( ) /( ) /( ) /( ) /( ) /
( )
2007 12 31 17,025,115,846.51 1.5207 1.5207
2007 4 13
( )
2007 4 13 ( ) 2007 6 30 /( )
2007 6 30
( )
( )
9,884,799,607.98
51,041,352.49
16,594,959,983.14
( 2)
-
595,283,685.90
-
9,884,799,607.98
646,325,038.39
16,594,959,983.14
2007 12 31
1
14,594,801,555.91 85.11%
2
969,618,438.20 5.65%
3
74,769,352.65 0.44%
4
0.00 0.00%
5
1,490,720,858.44 8.70%
6
17,362,548.17 0.10%
17,147,272,753.37 100.00%
1
A
143,650,718.58
0.84%
2
B
610,545,869.34
3.59%
3
C
7,169,146,465.12
42.11%
C0
2,817,383,620.44
16.55%
C1
0.00
0.00%
C2
0.00
0.00%
C3
59,745,998.07
0.35%
C4
638,809,236.38
3.75%
C5
54,150,384.18
0.32%
C6
1,424,948,368.52
8.37%
C7
1,837,952,358.67
10.80%
C8
228,498,930.62
1.34%
C99
107,657,568.24
0.63%
4
D
446,499,295.51
2.62%
5
E
50,558,302.94
0.30%
6
F
398,301,957.70
2.34%
7
G
1,242,337,829.66
7.30%
8
H
1,593,080,729.91
9.36%
9
I
2,220,729,583.45
13.04%
10
J
492,979,359.99
2.90%
11
K
105,399,982.82
0.62%
12
L
331418.96
0.00%
13
M
121,240,041.93
0.71%
14,594,801,555.91
85.73%
2007 12 31
1
600519
7,144,942
1,643,336,660.00 9.65%
2
600036
33,667,320
1,334,235,891.60 7.84%
3
000063
15,091,674
961,188,717.06 5.65%
4
000895
11,094,008
654,435,531.92 3.84%
5
600016
40,299,876
597,244,162.32 3.51%
6
600019
28,028,357
488,814,546.08 2.87%
7
600761
10,270,944
385,057,690.56 2.26%
8
600150
1,494,794
373,309,853.56 2.19%
9
600299
7,817,264
363,655,463.52 2.14%
10
600517
5,146,332
290,870,684.64 1.71%
11
601006
9,947,480
254,854,437.60 1.50%
12
600631
9,801,757
225,636,446.14 1.33%
13
000651
4,483,774
221,274,246.90 1.30%
14
600825
4,278,952
218,697,236.72 1.28%
15
002024
3,041,022
218,497,430.70 1.28%
16
600795
12,211,544
212,969,327.36 1.25%
17
000983
3,298,436
209,351,732.92 1.23%
18
600900
10,699,885
208,540,758.65 1.22%
19
600005
10,344,979
203,796,086.30 1.20%
20
600748
4,112,314
190,811,369.60 1.12%
21
600058
4,274,004
188,825,496.72 1.11%
22
000568
2,405,878
176,832,033.00 1.04%
23
000898
5,768,723
174,100,060.14 1.02%
24
000501
9,329,278
173,991,034.70 1.02%
25
600585
2,100,528
152,960,448.96 0.90%
26
600031
3,500,000
146,545,000.00 0.86%
27
000550
6,983,274
146,159,924.82 0.86%
28
600015
7,401,744
141,817,415.04 0.83%
29
000829
5,375,763
141,705,112.68 0.83%
30
600111
2,809,294
137,037,361.32 0.80%
31
600887
4,580,878
134,357,151.74 0.79%
32
600361
4,031,641
131,189,598.14 0.77%
33
600348
2,415,401
129,272,261.52 0.76%
34
600973
3,501,485
127,874,232.20 0.75%
35
600511
2,132,600
126,548,484.00 0.74%
36
600858
3,225,327
121,240,041.93 0.71%
37
601088
1,815,864
119,138,837.04 0.70%
38
600660
3,192,867
114,496,210.62 0.67%
39
600694
2,285,509
111,715,679.92 0.66%
40
600717
3,999,989
109,599,698.60 0.64%
41
600607
5,968,543
109,045,280.61 0.64%
42
600208
6,317,076
100,883,703.72 0.59%
43
000709
3,999,971
99,919,275.58 0.59%
44
002048
3,680,418
96,058,909.80 0.56%
45
600588
1,777,328
90,768,140.96 0.53%
46
600675
4,209,145
90,496,617.50 0.53%
47
600409
4,548,906
88,567,199.82 0.52%
48
600859
1,723,674
87,028,300.26 0.51%
49
000069
1,701,195
85,485,048.75 0.50%
50
600600
2,079,335
81,385,171.90 0.48%
51
000869
935,949
80,117,234.40 0.47%
52
000031
3,118,987
79,658,927.98 0.47%
53
000002
2,442,959
70,454,937.56 0.41%
54
600066
1,904,528
65,630,034.88 0.39%
55
600655
2,006,460
64,347,172.20 0.38%
56
601939
6,295,401
62,009,699.85 0.36%
57
600050
4,999,967
60,399,601.36 0.35%
58
600308
2,081,017
59,745,998.07 0.35%
59
600315
1,149,983
55,624,677.71 0.33%
60
000792
703,911
54,820,588.68 0.32%
61
600997
1,211,540
53,186,606.00 0.31%
62
601166
999,920
51,855,851.20 0.30%
63
600309
1,355,333
51,570,420.65 0.30%
64
600820
3,332,782
50,558,302.94 0.30%
65
000858
1,000,000
45,480,000.00 0.27%
66
000759
2,416,595
45,431,986.00 0.27%
67
600547
265,491
44,865,324.09 0.26%
68
601857
1,149,950
35,602,452.00 0.21%
69
600428
867,440
33,786,788.00 0.20%
70
600276
561,304
32,016,780.16 0.19%
71
600518
2,058,916
30,410,189.32 0.18%
72
600325
812,689
29,671,275.39 0.17%
73
600529
2,011,229
29,323,718.82 0.17%
74
000425
1,300,759
28,941,887.75 0.17%
75
002008
933,583
28,660,998.10
0.17%
76
600201
1,500,000
26,040,000.00 0.15%
77
600360
1,042,219
23,866,815.10 0.14%
78
600352
1,326,611
23,083,031.40 0.14%
79
600307
804,701
22,756,944.28 0.13%
80
600067
1,105,320
22,570,634.40 0.13%
81
600268
1,044,002
21,621,281.42 0.13%
82
000522
1,464,010
21,345,265.80 0.13%
83
000402
742,630
21,016,429.00 0.12%
84
600886
1,198,230
19,950,529.50 0.12%
85
601601
399,000
19,730,550.00 0.12%
86
600236
1,537,510
18,373,244.50 0.11%
87
600006
2,000,000
17,340,000.00 0.10%
88
601808
385,152
13,226,119.68 0.08%
89
600875
113,849
10,132,561.00 0.06%
90
600376
259,578
9,492,767.46 0.06%
91
600030
105,970
9,459,941.90 0.06%
92
600612
299,994
6,773,864.52 0.04%
93
002007
106,100
5,654,069.00 0.03%
94
600028
237,863
5,573,130.09 0.03%
95
601918
316,500
5,038,680.00 0.03%
96
600104
187,287
4,923,775.23 0.03%
97
000538
112,200
3,891,096.00 0.02%
98
601318
34,754
3,687,399.40 0.02%
99
002152
28,275
3,039,845.25 0.02%
100
002200
39,147
1,945,605.90 0.01%
101
002153
10,763
1,496,057.00 0.01%
102
600195
43,804
1,439,837.48 0.01%
103
002187
27,259
1,171,864.41 0.01%
104
002186
18,259
1,077,828.77 0.01%
105
002197
33,365
1,064,343.50 0.01%
106
000422
40,800
938,808.00 0.01%
107
002182
32,956
920,461.08 0.01%
108
002147
20,136
898,065.60 0.01%
109
600383
19,457
793,845.60 0.00%
110
002185
33,697
722,463.68 0.00%
111
002177
10,305
700,740.00 0.00%
112
002164
22,282
595,152.22 0.00%
113
002165
10,468
549,046.60 0.00%
114
000024
9,134
540,732.80 0.00%
115
002178
19,994
463,860.80 0.00%
116
002201
14,176
451,789.12 0.00%
117
002168
9,176
440,631.52 0.00%
118
601628
7,125
412,822.50 0.00%
119
002184
16,852
387,764.52 0.00%
120
002169
12,271
373,651.95 0.00%
121
000612
8,200
367,606.00 0.00%
122
002189
24,710
363,237.00 0.00%
123
002181
12,422
331,418.96 0.00%
124
600583
6,325
329,406.00 0.00%
125
002190
14,098
298,313.68 0.00%
126
002199
11,645
296,947.50 0.00%
127
601328
17,122
267,445.64 0.00%
2007-04-13 2007-12-31
1
2% 2%
128
002188
11,180
239,922.80 0.00%
129
002195
6,796
223,316.56 0.00%
130
600535
4,373
96,249.73 0.00%
131
002196
2,500
60,950.00 0.00%
132
601111
1,890
51,861.60 0.00%
133
600048
655
42,457.10 0.00%
134
000680
1,000
19,450.00 0.00%
135
600320
590
14,974.20 0.00%
136
600590
629
9,755.79 0.00%
137
601919
215
9,171.90 0.00%
138
601009
440
8,404.00 0.00%
139
601600
98
3,860.22 0.00%
1
600519
920,072,263.63
5.40%
2
600036
874,067,228.55
5.13%
3
000063
856,661,900.31
5.03%
4
600016
689,507,968.22
4.05%
5
000002
590,389,633.42
3.47%
6
000895
560,725,771.70
3.29%
7
600030
436,602,515.56
2.56%
8
600028
419,681,961.84
2.47%
9
600019
359,059,304.33
2.11%
10
600299
339,153,982.02
1.99%
11
600761
307,487,815.70
1.81%
12
600748
304,657,609.42
1.79%
13
601088
294,975,729.82
1.73%
14
601919
277,376,800.34
1.63%
15
601006
262,097,666.20
1.54%
16
600005
261,213,871.10
1.53%
17
600111
214,998,330.54
1.26%
18
601318
200,835,143.78
1.18%
19
000069
192,816,839.10
1.13%
20
600208
191,855,479.16
1.13%
2% 2%
2007 12 31
1
000002
955,975,262.48
5.62%
2
601919
806,001,432.35
4.73%
3
600030
696,956,067.64
4.09%
4
600028
668,815,785.87
3.93%
5
601318
382,973,121.97
2.25%
6
600748
284,301,080.06
1.67%
7
601088
270,264,923.19
1.59%
8
600472
264,242,388.76
1.55%
9
600050
249,926,854.69
1.47%
10
600005
248,082,083.94
1.46%
11
600320
235,265,078.00
1.38%
12
601328
233,410,879.08
1.37%
13
600016
223,867,913.11
1.31%
14
600383
193,122,031.97
1.13%
15
601111
181,138,891.77
1.06%
16
600036
170,592,768.03
1.00%
17
600048
169,890,998.84
1.00%
18
600583
156,743,511.78
0.92%
19
600208
133,836,679.28
0.79%
20
601628
124,014,112.56
0.73%
2007-04-13 2007-12-31
14,702,058,614.45
8,296,600,611.43
( )
1
0.00 0.00%
2
3,030,678.00 0.02%
3
625,608,000.00 3.67%
4
59,883,760.20 0.35%
5
281,096,000.00 1.65%
969,618,438.20 5.70%
2007 12 31
1
2
3 2007 12 31
4 2007 12 31
5 2007 12 31
1
07 17
468,120,000.00 2.75%
2
07 31
116,388,000.00 0.68%
3
07 34
116,364,000.00 0.68%
4
06 18
79,512,000.00 0.47%
5
07 07
77,976,000.00 0.46%
1
3,395,752.33
2
0.00
3
13,677,916.53
4
288,879.31
5
0.00
17,362,548.17
6
7 2007 5 9
1
????????????????????????????????????
2007 12 31
2 ???????????????????????????????????????????????????? 2007 12 31
030002
YGC1
1,499,939
43,823,498.20
580014
CWB1
271,800
900,518.76
580016
CWB1
151,956
1,314,388.41
1,923,695
46,038,405.37
0.00
0.00
030001
HQC1
3,121,695
187,659,791.84
030002
YGC1
1,499,939
43,823,498.20
580014
CWB1
271,800
900,518.76
580016
CWB1
151,956
1,314,388.41
5,045,390
233,698,197.21
0.00
0.00
?
???
2007 4 13
2007 4 13 2007 12 31
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1
2
3
4
5
6
www.51fund.com
2008 3 29
