2008
2008 12 31
2009 3 28
2008
§1
1.1
2009 3 26
2008 1 1 2008 12 31
1
2008
1.2
§1
...................................................................................................... 1
1.1
........................................................................................................ 1
1.2
.......................................................................................................... 2
§2
.............................................................................................................. 4
2.1
................................................................................................ 4
2.2
................................................................................................ 4
2.3
............................................................................ 4
2.4
................................................................................................ 4
§3
................................................ 5
3.1
............................................................................ 5
3.2
................................................................................................ 5
3.3
.................................................................... 7
§4
............................................................................................................ 7
4.1
.......................................................................... 7
4.2
.................................. 8
4.3
.............................................. 9
4.4
.............................. 9
4.5
............................ 10
4.6
.........................................11
4.7
.............................................11
§5
............................................................................................................ 12
5.1
................................................ 12
5.2
................................................................................................................. 12
5.3
12
§6
.............................................................................................................. 13
§7
...................................................................................................... 13
7.1
.................................................................................................... 13
7.2
............................................................................................................ 14
7.3
................................................................ 15
7.4
........................................................................................................ 16
§8
...................................................................................................... 23
2
2008
8.1
................................................................................ 23
8.2
................................................................ 23
8.3
24
8.4
............................................................ 24
8.5
........................................................ 26
8.6 .. 26
8.7
......................................................................................................................... 26
8.8 .. 27
8.9
........................................................................................ 27
§9
.......................................................................................... 28
9.1
.................................................... 28
9.2
............................ 28
§10
........................................................................................ 28
§11
.................................................................................................. 29
11.1
.......................................................................... 29
11.2
.......... 29
11.3
.............................. 29
11.4
.................................................................................. 29
11.5
...................................................... 29
11.6
...................... 29
11.7
.................................................. 30
3
2008
§2
2.1
340006
2006 9 20
2,782,937,778.77
2.2
“ ” “ ” “ ”
80%× 300 15%× 5%×
2.3
021-58368998 021-62677777 - 212004
dujx@xyfunds.com.cn zhangzhy@cib.com.cn
4006780099 021-38824536 95561
021-58368858 021-62159217
2.4
www.xyfunds.com.cn
4
2008
§3
3.1
3.1.1
2008 2007
2006 9 20
2006 12
31
561,041,738.883,094,007,065.76 124,323,454.28
-4,534,870,434.06 4,764,042,096.23 1,266,342,578.70
-60.89% 79.08% 35.84%
-44.16% 152.46% 42.29%
3.1.2
2008 2007
2006 9 20
2006 12
31
1.0059 1.4484 0.0448
5,582,183,629.10 8,449,286,492.75 3,694,425,074.21
2.0059 3.5922 1.4229
1 1 < >
2
3
3.2
3.2.1
-11.44% 2.12% -13.66% 2.40% 2.22% -0.28%
-23.01% 1.99% -27.04% 2.34% 4.03% -0.35%
5
2008
-44.16% 2.02% -55.10% 2.38% 10.94% -0.36%
100.59% 1.88% 32.88% 2.05% 67.71% -0.17%
300 300 A 300 A A
Return
t
=80% ( 300 t
/ 300 t-1
-1)+15 t
/ t-1
-1) +5% ( t
/ t-1
-1)
Benchmark t = 1+Return t Benchmark t-1
t=1 2 3
3.2.2
2006 9 20 2008 12 31
1 2008 12 31
2 2006 9 20 2007 3 19
3.2.3
6
2008
2006 9 20
3.3
§4
4.1
4.1.1
[2003]100 2003 9 30 2008 1 2 [2008]6
AEGON International N.V 51% 49%
2008 7 7 [2008]888 7
2008
1.2 1.5
2008 12 31 LOF
4.1.2
2007-2-6
5
1977 LOF
2006-12-26 6
1971
1
2
4.2
8
2008
4.3
4.3.1
4.3.2
5%
% %
-22.20 -42.12
-44.16 -55.10
1
2
3 2008 4 30 2008 10 29 11 12 1.15%
4.3.3
4.4
2007 300 161.55% 2008 A 300 -28.99% -26.35% -19.63% -18.98% 65.96% 2007 9
2008
2008 44.16% 2007
07
10
4.5
2007 09 2010
09
99 5.19 07 5.30 09 A 08 A 4% A/H 99 5.19 5.19
09
10
2008
4.6
1 2 IT IT 3 4 5
3
4.7
11
2008
5
5.1
5.2
65%
5.3
12
2008
6
(2009) 60467611_B04
7
7.1
2008 12 31
2008 12 31
2007 12 31
750,951,744.30
1,249,693,077.17
1,346,911.20
3,189,056.89
3,750,000.00
3,750,000.00
4,836,636,140.96
7,165,672,676.79
3,825,161,140.96
6,673,635,262.30
1,011,475,000.00
492,037,414.49
2,733,274.32
49,949,285.80
19,933,046.35
7,963,318.44
408,999.63
28,796,320.91
13
2008
5,615,760,116.76
8,509,013,736.00
2008 12 31
2007 12 31
16,110,818.02
22,032,188.23
27,982,739.00
7,353,268.64
10,039,006.97
1,225,544.76
1,673,167.82
1,267,577.63
2,245,416.45
1,697,908.40
1,676,094.99
33,576,487.66
59,727,243.25
2,782,937,778.77
2,352,091,577.09
2,799,245,850.33
6,097,194,915.66
5,582,183,629.10
8,449,286,492.75
5,615,760,116.76
8,509,013,736.00
2008 12 31 2.0059 2,782,937,778.77
7.2
2008 12 31
2008 1 1 2008 12 31
2007 1 1 2007 12 31
-4,365,089,508.86
4,910,232,261.68
1.
50,834,631.36
14,372,964.21
11,267,016.95
5,795,662.80
38,318,527.93
8,577,301.41
1,249,086.48 14
2008
2. -
675,634,939.42
3,216,341,202.19
598,956,318.49
3,100,480,200.46
16,641,089.35
3,966,823.94
7,700,504.75
81,687,577.72
52,337,026.83
30,206,600.07
3. -
-5,095,912,172.94 1,670,035,030.47
4. -
5. - 4,353,093.30
9,483,064.81
-
-169,780,925.20
-146,190,165.45
1
-112,200,572.72
- 90,054,684.69
2
-18,700,095.50
-15,009,114.19
3
4
-36,575,781.74
-36,366,204.20
5
-1,859,385.01
-4,295,355.54
-1,859,385.01
-4,295,355.54
6
-445,090.23 -464,806.83
-
-4,534,870,434.06
4,764,042,096.23
-
-
-4,534,870,434.06
4,764,042,096.23
7.3
2008 12 31
2008 1 1 2008 12 31
2,352,091,577.09 6,097,194,915.66 8,449,286,492.75
-4,534,870,434.06 -4,534,870,434.06
430,846,201.68 1,236,921,368.73 1,667,767,570.41
15
2008
-
1.
1,923,053,107.20 3,721,528,937.07 5,644,582,044.27
2. -
-1,492,206,905.52
-2,484,607,568.34
-3,976,814,473.86
-
2,782,937,778.77 2,799,245,850.33 5,582,183,629.10
2007 1 1 2007 12 31
2,596,467,843.33 1,097,957,230.88 3,694,425,074.21
4,764,042,096.23 4,764,042,096.23
-
-244,376,266.24 235,195,588.55 -9,180,677.69
1.
2,829,554,158.84 4,325,531,536.20 7,155,085,695.04
2. -
-3,073,930,425.08 -4,090,335,947.65 -7,164,266,372.73
-
2,352,091,577.09 6,097,194,915.66 8,449,286,492.75
7.4
7.4.1
7.4.1.1
16
2008
7.4.1.2
[2008]38 2008
9 16
1 0.25
(2) 0.25 ,
2008 9 16 0.25
A
B
5 22
C
a.
b.
2008 2008 9 16 32,500,000.00 2008 35,000,000.00 2008 35,000,000.00
7.4.1.3
17
2008
7.4.2
A.
[2007]84 2007 5 30 1 3
2008 4 24 3 1
2008 9 19
[2005]103
B.
[2004]78 2004 1 1
[2005]103
[2008]1
C.
[2002]128 20%
[2005]107 2005 6 13 [2005]102 50%
[2005]103 18
2008
7.4.3
AEGON International N.V
7.4.4
7.4.4.1
7.4.4.1.1
2008 1 1 2008 12 31
2007 1 1 2007 12 31
1,481,690,136.10 11.71%2,743,294,580.99 23.61%
7.4.4.1.2
2008 1 1 2008 12
31
2007 1 1 2007 12 31
26,125,413.35 27.30% 111,162,449.98 34.39%
19
2008
7.4.4.1.3
2008 1 1 2008 12 31
1,254,190.79 11.79% 148,455.34 11.74%
2007 1 1 2007 12 31
2,192,183.37 23.34% 1,654.36 0.07%
( ( ) ( )
7.4.4.2
7.4.4.2.1
2008 1 1 2008
12 31
2007 1 1 2007
12 31
112,200,572.72 90,054,684.69
104,847,304.08 80,015,677.72
7,353,268.64 10,039,006.97
1 1.5% = 1.5%/
2
7.4.4.2.2
2008 1 1 2008
12 31
2007 1 1 2007
12 31
18,700,095.50 15,009,114.19
17,474,550.74 13,335,946.37
1,225,544.76 1,673,167.82
1 0.25% = 0.25%/
2
20
2008
7.4.4.3
2008 2007
7.4.4.4
7.4.4.4.1
2008 2007
7.4.4.4.2
2008 2007
7.4.4.5
2008 1 1 2008 12 31
2007 1 1 2007 12 31
750,951,744.30 10,712,298.51 1,249,693,077.17 5,126,388.55
7.4.4.6
2008 1 1 2008 12 31
110368
10,880 1,088,000.00
2007 1 1 2007 12 31
601318
87,024.00 2,941,411.20
601328
844,000.00 6,667,600.00
002142
493,000.00 4,535,600.00
21
2008
7.4.5 2008 12 31
7.4.5.1 /
7.4.5.1.1
002257
2008-6-30
21.81 21.8143,974.00 959,072.94 959,072.94
600798
2008-1-10 2009-1-9 9.00 4.505,000,000 45,000,000.00 22,500,000.00
7.4.5.2
600900
2008-5-8
7.35 5,000,000.00 74,982,744.55 36,750,000.00
7.4.5.3
7.4.6
22
2008
8
8.1
% 1
3,825,161,140.96 68.11
3,825,161,140.96 68.11
2
1,011,475,000.00 18.01
1,011,475,000.00 18.01
3
4
5
752,298,655.50 13.40
6
26,825,320.30 0.48
7
5,615,760,116.76 100.00
8.2
% A
B
218,202,379.54 3.91
C
1,703,600,218.27 30.52
C0
455,976,735.32 8.17
C1
2,414,512.02 0.04
C2
18,001,248.30 0.32
C3
25,478,589.36 0.46
C4
343,379,241.61 6.15
C5
18,750,817.94 0.34
C6
555,944,305.95 9.96
C7
158,630,721.14 2.84
C8
120,221,879.91 2.15
C99
4,802,166.72 0.09
D
36,750,000.00 0.66
E
F
217,919,323.90 3.90
23
2008
G
90,008,476.16 1.61
H
246,015,430.35 4.41
I
1,139,614,880.83 20.42
J
27,907,198.80 0.50
K
29,964,460.94 0.54
L
88,108,034.75 1.58
M
27,070,737.42 0.48
3,825,161,140.96 68.52
8.3
% 1
600036
34,119,178414,889,204.48 7.43
2
600016
74,448,671303,006,090.97 5.43
3
600019
56,821,601263,652,228.64 4.72
4
000895
7,164,322247,025,822.56 4.43
5
600600
9,767,624195,254,803.76 3.50
6
600000
12,451,840164,986,880.00 2.96
7
600176
11,161,911154,145,990.91 2.76
8
000629
15,089,877138,525,070.86 2.48
9
601318
4,160,950110,639,660.50 1.98
10
600309
11,048,743110,487,430.00 1.98
www.xyfund.co.cn
8.4
8.4.1
2%
%
1
600016
641,652,457.50 7.59%
2
600036
598,974,602.84 7.09%
3
600019
434,994,565.40 5.15%
4
601398
364,204,427.97 4.31%
24
2008
5
601318
333,463,963.84 3.95%
6
000629
296,592,107.16 3.51%
7
600000
295,328,698.94 3.50%
8
601088
244,982,638.80 2.90%
9
601898
202,300,458.41 2.39%
10
000002
184,420,593.73 2.18%
11
600600
170,445,037.82 2.02%
12
600005
156,038,140.67 1.85%
13
601919
153,798,011.33 1.82%
14
601006
132,919,117.44 1.57%
15
600686
124,279,879.14 1.47%
16
600123
117,541,291.19 1.39%
17
600176
110,905,410.19 1.31%
18
601666
110,669,778.40 1.31%
19
000898
101,935,243.81 1.21%
20
600717
100,331,740.09 1.19%
8.4.2
2%
%
1
600019
445,061,112.04 5.27%
2
000667
421,407,821.64 4.99%
3
601398
318,187,998.02 3.77%
4
600096
263,310,420.14 3.12%
5
000002
251,422,740.15 2.98%
6
601318
200,593,784.77 2.37%
7
601898
188,812,436.92 2.23%
8
600036
165,943,011.24 1.96%
9
600737
159,694,643.60 1.89%
10
600005
159,672,477.70 1.89%
11
000629
147,553,733.64 1.75%
12
601919
136,462,073.83 1.62%
13
600089
113,797,183.03 1.35%
14
000401
99,800,916.65 1.18%
15
000338
94,128,883.66 1.11%
16
601857
84,854,356.48 1.00%
17
600000
84,544,760.88 1.00%
18
600282
83,964,496.00 0.99%
19
600085
81,089,404.76 0.96%
20
600686
79,255,734.85 0.94%
25
2008
8.4.3
7,317,271,152.59
5,656,316,397.51
8.5
1
2
975,160,000.00 17.47
3
4
36,315,000.00 0.65
5
6
7
8
1,011,475,000.00 18.12
8.6
1 0801061 08 61 6,500,000 632,125,000.00 11.32
2 0801095 08 95 2,000,000 195,780,000.00 3.51
3 0801108 08 108 1,500,000 147,255,000.00 2.64
4 126018 08 500,000 36,315,000.00 0.65
8.7
26
2008
8.8
8.9
8.9.1
8.9.2
8.9.3
1
3,750,000.00
2
2,733,274.32
3
4
19,933,046.35
5
408,999.63
6
7
8
9
26,825,320.30
8.9.4
8.9.5
27
2008
9
9.1
55,654 50,004.27
1,556,234,548.82 55.92% 1,226,703,229.95 44.08%
9.2
%
117,186.52 0.00%
10
2006 9 20 3,289,724,684.59
2,352,091,577.09
1,923,053,107.20
1,492,206,905.52
“-” 2,782,937,778.77
28
2008
11
11.1
11.2
1 2008 Marc van Weede Imaad Zuberi
2
11.3
11.4
11.5
2008 2008
11 22
3 12
11.6
29
2008
11.7
2 1,481,690,136.10 11.71%1,254,190.79 11.79%
2 1,664,036,298.98 13.15%1,414,416.68 13.29%
1 1 925,604,115.84 7.32% 752,061.53 7.07%
1 3,046,328,207.36 24.08%2,589,370.41 24.33%
1 628,138,098.86 4.97% 533,921.70 5.02%
1 607,249,462.60 4.80% 493,394.78 4.64%
1 625,504,285.11 4.94% 531,674.34 5.00%
1 480,212,294.30 3.80% 390,175.86 3.67%
1 593,034,448.13 4.69% 504,075.83 4.74%
1 820,050,216.61 6.48% 666,295.14 6.26%
1 1,778,508,667.95 14.06%1,511,718.55 14.21%
1 1 1
2009 3 28
30
