1
2008
2008 8
20
2008 1 1 2008 6 30
2
530003
2006 9 8
4,881,625,768.25
GSV
75%× 600 +20%× +5%×1
CCB PRINCIPAL ASSET MANAGEMENT CO., LTD.
7 16
7 16
3
100140
010 66228888
010 66228001
http://www.ccbfund.cn
xinxipilu@ccbfund.cn
55
55
100032
010 66106912
010 66016904
http://www.icbc.com.cn
custody@icbc.com.cn
www.ccbfund.cn
4
2008 1 1 2008 6 30 1
(2,700,792,179.16)
2
(428,935,914.52),
3
(0.5154)
4
(652,322,761.99)
5
(0.1336)
6
4,229,303,006.26
7
0.8664
8
(45.21%)
9
(37.14%)
10
97.18%
-16.01% 2.47% -16.57% 2.61% 0.56% -0.14%
-17.33% 2.52% -19.78% 2.48% 2.45% 0.04%
-37.14% 2.46% -37.96% 2.29% 0.82% 0.17%
-21.27% 2.14% -20.43% 1.94% -0.84% 0.20%
97.18% 1.99% 65.23% 1.78% 31.95% 0.21%
2
5
2006 9 8 2008 6 30
[2005]158 2005 9 19 2 65% 25% 10%
2008 6 30 315.57 6
1996 1999 2006 1 2007 6 2007 6 2007 10
1998 2001 2004 2 2005 10 2006 8 2007 10
1
2008 6 30 0.8664 -37.14% -37.96%
2
7
A ,
3
2008
08
2008 “ ” “ ” 8
1
2
3
9
( )
( )
2008 6 30 2007 12 31
6(e) 1,025,047,413.11 540,238,558.23
9,520,220.14 24,975,671.02
6,190,567.06 4,219,794.51
3,193,899,161.46 6,992,969,791.49
3,136,905,120.66 6,854,169,791.49
56,994,040.80 138,800,000.00
2,284,067.52 -
2,416,589.78 4,652,502.62
705,023.07 3,599,087.06
4,849,427.89 101,674,260.99
4,244,912,470.03 7,672,329,665.92
28,224,134.48 10
2,369,937.34 82,934,545.48
6(c) 5,628,490.24 8,989,519.26
6(d) 938,081.69 1,498,253.20
5,358,356.0116,337,659.95
1,314,598.49 1,499,388.31
15,609,463.77 139,483,500.68
4,881,625,768.25 5,465,566,165.72
(652,322,761.99)2,067,279,999.52
4,229,303,006.26 7,532,846,165.24
4,244,912,470.03 7,672,329,665.92
( )
4,881,625,768.25 5,465,566,165.72
0.8664 1.3782
( )
5,833,503.31
5,990,851.77
4,604,878.50 2,252,878.39
1,228,624.81 3,691,171.33
- 46,802.05
(318,923,980.78)3,155,538,437.78
(341,173,716.50) 3,060,930,628.54
/()
375,331.19 698,234.12
384,141.07 68,045,385.35
21,490,263.46 25,864,189.77
/()
(2,271,856,264.64) (6,611,714.55) 11
1,753,998.48 6,762,561.20
(2,583,192,743.63) 3,161,680,136.20
6(c)
(44,750,168.64)
(39,026,992.52)
6(d)
(7,458,361.46)
(6,504,498.76)
(65,123,154.68 )(57,126,729.26)
- (829,734.77)
- (829,734.77)
(267,750.75 ) (250,744.43)
(117,599,435.53 ) (103,738,699.74)
(2,700,792,179.16) 3,057,941,436.46
( )
( )
( )
5,465,566,165.72 2,067,279,999.52 7,532,846,165.24
(
) -(2,700,792,179.16) (2,700,792,179.16)
(583,940,397.47) (18,810,582.35) (602,750,979.82)
804,549,695.43 193,513,046.92 998,062,742.35
(1,388,490,092.90) (212,323,629.27) (1,600,813,722.17)
-- -
( ) 4,881,625,768.25 (652,322,761.99) 4,229,303,006.26
12
() 4,561,221,093.371,558,533,547.746,119,754,641.11
() -3,057,941,436.463,057,941,436.46
(354,897,950.35) 582,176,522.99 227,278,572.64
3,310,840,733.91 2,330,238,972.98 5,641,079,706.89
(3,665,738,684.26) (1,748,062,449.99) (5,413,801,134.25)
-(1,239,252,156.02)(1,239,252,156.02)
- 1,934,760.00 1,934,760.00
( ) 4,206,323,143.02 3,961,334,111.17 8,167,657,254.19
( )
1
( “ ”) ( “ ”) [2006] 147 6,113,360,965.39 1,363,761.21 (2006) 119 2006 9 8 6,114,724,726.60 1,363,761.21 13
60%-95% 80% 5%-40% 5% 600 75%+
20%+1 5%
2
2006 2 15 ( “ ”) 2007 7 1 2006
2 15 ( “ ”)
2007 1 1 2007 6 30 38 —
2007 6 30 2007 1 1 2007 6
30
14
2007
2007
/
2007
6,119,754,641.113,064,553,151.01 8,167,657,254.19
-(6,611,714.55)
6,119,754,641.113,057,941,436.46 8,167,657,254.19
“ /( )” /( ) “ /( )” “ /( )” “ /( )” “ /( )”
3
2008 2008 6 30 2008 1 1 6 30
4
5
6
(a)
(“ ”)
(“ ”)
15
(b)
(c)
1.5%
1.5% /
44,750,168.64 ( 39,026,992.52 ) 2008 6 30 5,628,490.24 ( 8,353,926.50 )
(d)
0.25%
0.25% /
7,458,361.46 ( 6,504,498.76 ) 2008 6 30 938,081.69 ( 1,392,321.08 )
(e)
2008 6 30 1,025,047,413.11 ( 549,551,413.54 ) 4,437,100.31 ( 1,896,965.62 )
(f)
16
-
-
-
50,026,423.97
-
493,000,000.00
-
217,027.40
(g)
(i)
53,794,482.79 19,999,000.00
/ --
--
/ --
53,794,482.79 19,999,000.00
(%) 1.10 0.48
--
(ii)
7
(a)
(i)
17
12
2008 6 30
600208
07-09-05 08-09-04 10.04 5.34 6,592,000 66,167,200.00 35,201,280.00
- - - - - -6,592,0066,167,200.00 35,201,280.00
(ii)
600785
08-06-30
16.92 08-07-25 18.61 200,000 4,519,741.48 3,384,000.00
600096
08-03-27
61.60 - - 1,083,00957,108,786.43 66,713,354.40
- - - - - -1,283,00961,628,527.91 70,097,354.40
(b)
2008 6 30
126016 08 08-06-20 08-07-04 76.27 75.08 119,260 9,096,183.77 8,954,040.80
(c)
2008 6 30
580024 CWB1 08-06-20 08-07-04 1.48 1.197 1,908,1 2,829, 2,284,067.52
18
8
(a)
, ,
(b)
10% 10%
19
(c)
23 ( )
(d)
(i)
60%-95% 5-40% 2008 6 30
20
2008 6 30
-
3,136,905,120.66 74.17%
-
56,994,040.80 1.35%
- --
- 2,284,067.52 0.05
- --
3,196,183,228.98 75.57%
2008 6 30 ( 1) 5% 1.87 ( 1) 5% 1.87
(ii)
2008 6 30 1
1
5
5
1,025,047,413.11 - - - 1,025,047,413.11
9,520,220.14 - - - 9,520,220.14
-- -6,190,567.06 6,190,567.06 21
48,040,000.00 -8,954,040.803,136,905,120.66 3,193,899,161.46
2,284,067.52 2,284,067.52
-- -2,416,589.78 2,416,589.78
-- -705,023.07 705,023.07
-- -4,849,427.89 4,849,427.89
1,082,607,633.25 - 8,954,040.80 3,153,350,795.98 4,244,912,470.03
--- - -
-- -2,369,937.34 2,369,937.34
-- -5,628,490.24 5,628,490.24
-- -938,081.69 93,8081.69
-- -5,358,356.01 5,358,356.01
-- -1,314,598.49 1,314,598.49
- - - 15,609,463.77 15,609,463.77
1,082,607,633.25 - 8,954,040.80 3,137,741,332.21 4,229,303,006.26
2008 6 30 1.35%(2007 6 30 2.94%)
(ii i)
22
3,136,905,120.66 73.90
56,994,040.80 1.34
2,284,067.52 0.05
1,034,567,633.25 24.37
14,161,607.80 0.33
4,244,912,470.03 100.00
A
309,853.50 0.01
B
490,201,342.8811.59
C
1,232,054,663.4729.13
C0
254,889,292.00 6.03
C1
--
C2
--
C3
--
C4
189,655,450.84 4.48
C5
14,729,000.00 0.35
C6
518,891,367.69 12.27
C7
73,119,000.00 1.73
C8
145,569,272.94 3.44
C99
35,201,280.00 0.83
D
57,370,854.08 1.36
E
84,239,887.681.99
F
241,217,047.98 5.70
G
59,487,000.00 1.41
H
276,895,461.54 6.55 23
I
565,162,594.78 13.36
J
42,686,335.201.01
K
78,454,079.55 1.86
L
--
M
8,826,000.000.21
3,136,905,120.66 74.17
%
1 600036 10,300,000 241,226,000.00
5.70
2 601318 4,500,000 221,670,000.00
5.24
3 000937 4,600,000 203,228,000.00
4.81
4 600428 5,199,911 133,533,714.48
3.16
5 600859 3,292,188 126,354,175.44
2.99
6 000568 4,063,840 122,280,945.60
2.89
7 600276 3,331,867 116,282,158.30
2.75
8 000012
7,749,986 114,777,292.66
2.71
9 600585 2,470,000 98,775,300.00
2.34
10 600019 10,699,919 93,196,294.49
2.20
www.ccbfund.cn
1 2 20
(%)
1 601318
364,633,261.01 4.84
2 600036
305,280,953.57 4.05
24
3 600019
300,976,544.22 4.00
4 601898
214,048,241.72 2.84
5 600000
199,078,133.35 2.64
6 000002
198,140,582.48 2.63
7 600428
186,834,035.23 2.48
8 600005
186,781,809.23 2.48
9 600030
180,367,824.15 2.39
10 600585
180,281,461.63 2.39
11 600050
171,325,819.66 2.27
12 000983
171,236,879.30 2.27
13 000063
159,681,670.92 2.12
14 600825
158,602,196.91 2.11
15 601006
153,900,367.79 2.04
16 000898
150,384,811.14 2.00
17 000001 A 146,650,370.70 1.95
18 601666
143,845,522.21 1.91
19 600547
143,147,262.98 1.90
20 600015
131,141,786.73 1.74
2 2 20
(%)
1 600000
349,220,982.66 4.64
2 600030
326,823,192.03 4.34
3 600036
318,190,590.18 4.22
4 000898
296,902,462.85 3.94
5 601318
294,998,769.54 3.92
6 000983
283,546,796.82 3.76
7 600005
274,126,387.29 3.64
8 600519
254,396,373.35 3.38 25
9 600266
240,156,700.69 3.19
10 000002
235,855,466.84 3.13
11 600019
221,450,290.15 2.94
12 000792
210,596,196.24 2.80
13 600050
202,442,474.11 2.69
14 601919
184,562,257.56 2.45
15 000063
154,008,207.66 2.04
16 601088
146,136,622.01 1.94
17 600150
134,762,136.85 1.79
18 000001 A 124,314,766.15 1.65
19 601666
122,437,248.66 1.63
20 601006
119,549,010.93 1.59
3 8,675,967,832.01 9,780,914,492.28
48,040,000.00 1.14
8,954,040.80 0.21
56,994,040.80 1.35
1 0801046 08 46 500,00048,040,000.00 1.14
2 126016 08 119,260 8,954,040.80 0.21
26
1 580024 CWB1 1,908,1602,284,067.52 0.05
1
2
3
6,190,567.06
4,849,427.89
2,416,589.78
705,023.07
14,161,607.80
4
5
6
1 580024 CWB1 1,908,160 2,829,816.23
2 580018 CWB1 79,968 557,525.57
- - - - - 27
2008 6 30
179,922 27,131.90
%
418,030,173.84 8.56
4,463,595,594.41 91.44
4,881,625,768.25 100.00
%
2,596,946.00 0.0532
6,114,724,726.60
5,465,566,165.72
804,549,695.43
(1,388,490,092.90)
4,881,625,768.25 28
2008 6 19
1
2
3
4
29
2008 1 1 2008 6 30
% 1 1 6,032,651,895.93 32.83
2 1 3,860,216,303.03 21.01
3 1 3,137,987,996.28 17.08
4 1 2,837,273,185.15 15.44
5 1 1,463,093,908.10 7.96
6 1 887,805,305.19 4.83
7 1 157,443,306.71 0.86
8 1 - -
9 1 - -
10 1 - -
11 1 - -
12 1 - -
13 1 - -
13 18,376,471,900.39 100.00
2008 1 1 2008 6 30
%
1
941,666.64 100.00
941,666.64 100.00
2008 1 1 2008 6 30
30
%
1
1,171,465.20 100.00
1,171,465.20 100.00
2008 1 1 2008 6 30
2008 1 1 2008 6 30
% 1 5,036,024.81 33.20
2 3,189,566.22 21.03
3 2,549,624.83 16.81
4 2,355,299.24 15.53
5 1,188,768.22 7.84
6 721,346.83 4.76
7 127,275.92 0.84
15,167,906.07 100.00
1 2008 6 28
2 400-81-95533 2008 6 19
3 2008 6 19
4 “ ” 2008 6 14
5 2008 6 5
6 2008 5 28
7 2008
5 21
31
8 2008 5 17
9 2008 4 29
10 2008 4 1
11 2008 4 1
12 2008 3 29
13 2008 3 22
14 2008 3 7
15 2008 1 18
16 2008 1 16
17 2008
1 16
18 2008 1 16
19 2008 1 16
www.ccbfund.cn
2008 8 26
