1
2009
2009 6 30
2009 8 25
2
§1
2009 8
24
2009 1 1 6 30
§2
2.1
377020
2007 4 13
11,858,755,286.65
2.2
1
“ ” “ ” 3
2
300 ×80% ×20
2.3
021-38794999 010-66105799
peter.zhu@jpmf-siti
co.com
custody@icbc.com.cn
400-889-4888
021-38794888
95588
021-68881170 010-66105798
2.4
www.51fund.com
§3
3.1
4
3.1.1
2009 1 1 -2009 6 30
1,628,611,209.13
4,537,196,881.87
0.3892
42.03%
52.58%
3.1.2
2009 1 1 -2009 6 30
169,882,596.45
0.0143
13,375,336,703.00
1.1279
3.1.3
2009 1 1 -2009 6 30
22.98%
1.
2.
3.2
3.2.1
11.04% 1.03% 11.76% 0.98% -0.72% 0.05%
22.64% 1.39% 21.08% 1.24% 1.56% 0.15%
52.58% 1.57% 59.37% 1.57% -6.79% 0.00%
20.67% 1.81% 12.13% 2.06% 8.54% -0.25%
- - - - - -
22.98% 1.80% 1.51% 2.09% 21.47% -0.29%
300 ×80% ×20
3.2.2
5
1. 2007 4 13 2007 4 13 2009
6 30
2. 2007 4 13 2007 10 12
§4
4.1
4.1.1
6
4.1.2
2007-04-
13
2009-7-6
11
1968 1992 1997 2003 2003
3 2005 6 2005 11 2007 4
2008-09-
27
-
10
11 2007 4
12 2008 4 24 2008 5
1. 2009 7 5 2009 7 6
2.
4.2
4.3
4.3.1
7
,
4.3.2
2009
4.3.3
4.4
A
4.5
A A
4.6
8
4.7
§5
5.1
2009
5.2
2009
5.3
§6
6.1
2009 6 30
2009 6 30
2008 12 31
928,448,676.73655,697,121.97
36,696,047.3811,213,243.43
10,630,997.441,647,652.90
12,473,936,087.047,671,770,530.58
12,150,381,087.046,581,444,888.87
--
9
323,555,000.001,090,325,641.71
--
--
--
91,614,265.4977,804,985.15
8,283,957.0514,202,643.40
583,200.00 -
23,102,448.693,360,493.55
--
--
13,573,295,679.828,435,696,670.98
2009 6 30
2008 12 31
--
--
--
--
99,048,772.108,675,883.83
61,016,703.864,952,424.53
15,589,320.0310,737,810.68
2,598,219.971,789,635.12
--
18,937,068.735,125,704.36
-
-
-
-
768,892.13673,699.48
197,958,976.8231,955,158.00
11,858,755,286.6511,368,078,504.34
1,516,581,416.35-2,964,336,991.36
13,375,336,703.008,403,741,512.98
13,573,295,679.82 8,435,696,670.98
2009 6 30 1.1279
11,858,755,286.65
6.4
6.2
10
2009 1 1 2009 6 30
2009 1 1 2009 6 30
2008 1 1 2008 6 30
4,685,904,119.68 -5,453,687,802.71
1. 13,966,386.6621,580,037.29
3,424,163.886,210,526.17
10,542,222.7815,092,903.62
--
-276,607.50
--
2. “-” 1,762,005,027.89 -88,644,895.35
1,709,459,260.15-158,271,370.14
--
5,470,526.244,725,808.14
--
-12,497,950.99
47,075,241.5052,402,715.66
3. “-”
2,908,585,672.74 -5,390,331,765.33
4. “ ” --
5. “-” 1,347,032.39 3,708,820.68
“-” -148,707,237.81 -148,013,205.05
1 -79,622,506.06-106,541,619.64
2 -13,270,417.68-17,756,936.61
3 --
4 -55,581,195.09-20,515,483.16
5 --2,953,301.57
--2,953,301.57
6 -233,118.98-245,864.07
“-”
4,537,196,881.87 -5,601,701,007.76
“-” --
“-” 4,537,196,881.87 -5,601,701,007.76
6.4
6.3
2009 1 1 2009 6 30
11
2009 1 1 2009 6 30
11,368,078,504.34 -2,964,336,991.36 8,403,741,512.98
- 4,537,196,881.87 4,537,196,881.87
“-”
490,676,782.31 -56,278,474.16 434,398,308.15
1. 2,313,449,848.91 -101,262,019.67 2,212,187,829.24
2. “-”
-1,822,773,066.60 44,983,545.51 -1,777,789,521.09
“-”
-- -
11,858,755,286.65 1,516,581,416.35 13,375,336,703.00
2008 1 1 2008 6 30
11,195,819,255.25 5,829,296,591.26 17,025,115,846.51
- -5,601,701,007.76 -5,601,701,007.76
“-”
785,467,020.89 103,067,976.34 888,534,997.23
1. 3,347,549,666.06 698,262,506.55 4,045,812,172.61
2. “-”
-2,562,082,645.17 -595,194,530.21 -3,157,277,175.38
“-”
-
-1,112,462,649.85 -1,112,462,649.85
11,981,286,276.14 -781,799,090.01 11,199,487,186.13
6.4
12
6.4
6.4.1
( “ ”) ( “ ”) [2007] 091 9,884,050,624.48 (2007) 046 2007 4 13 9,884,799,607.98 748,983.50
60%-95% 0-40% 5% 80% 300 X80% X20%
2009 8 24
6.4.2
2006 2 15 38 ( “ ”) [2009]4 XBRL 3 < > 2007 5 15 6.4.4
6.4.3
2009 1 1 2009 6 30 2009 6 30 2009 1 1 2009 6 30
6.4.4
13
6.4.5
6.4.5.1
6.4.5.2
6.4.5.3
6.4.6
[2002]128 [2004]78 [2005]102
(1)
(2)
(3) 20% 50% 20%
(4) 2008 4 24 0.3% 2008 4 24 2008 9 18 0.1% 2008 9 19 0.1%
(5)
6.4.7
14
J.P. Morgan investment management
limited
J.P. Morgan Asset management London limited
J.P. Morgan Asset management Real Estate
Advisers limited
6.4.8
6.4.8.1
6.4.8.1.1
6.4.8.1.2
6.4.8.1.3
6.4.8.2
6.4.8.2.1
2009 1 1 2009
6 30
2008 1 1 2008
6 30
79,622,506.06
106,541,619.64
64,033,186.03
91,764,178.89
15,589,320.03
14,777,440.75
: 1.5%
X 1.5% /
6.4.8.2.2
2009 1 1 2009
6 30
2008 1 1 2008
6 30
13,270,417.68 17,756,936.61
10,672,197.71 15,294,029.82 15
2,598,219.97 2,462,906.79
: 0.25%
X 0.25% /
6.4.8.3 ( )
6.4.8.4
6.4.8.4.1
2009 1 1 2009
6 30
2008 1 1 2008
6 30
3,869,639.31 -
--
/ - 3,869,639.31
--
/ --
3,869,639.31 3,869,639.31
0.03% 0.03%
:
6.4.8.4.2
6.4.8.5
2009 1 1 2009 6 30
2008 1 1 2008 6 30
928,448,676.73 3,198,487.14 426,627,867.35 5,978,360.61
:
6.4.8.6
6.4.9 2009 6 30
6.4.9.1 /
16
6.4.9.2
000400
09/06/05 18.28 09/07/06 20.11 8,006,975 119,954,811.69 146,367,503.00
6.4.9.3
6.4.9.3.1
6.4.9.3.2
§7
7.1
% 1
12,150,381,087.04 89.52
12,150,381,087.04 89.52
2
323,555,000.00 2.38
323,555,000.00 2.38
--
3
--
4
--
--
5
965,144,724.11 7.11
6
134,214,868.67 0.99
7
13,573,295,679.82 100.00
2009 6 30
7.2
A
45,896,188.80 0.34
B
--
C
4,672,912,221.4434.94
C0
366,554,877.71 2.74
C 1
425,555,786.32 3.18
C 2
--
17
C 3
86,650,803.82 0.65
C 4
511,685,880.40 3.83
C 5
--
C 6
484,365,895.30 3.62
C 7
1,884,643,517.70 14.09
C 8
701,383,251.84 5.24
C 99
212,072,208.35 1.59
D 69,086,645.11 0.52
E
--
F
--
G
58,796,330.83 0.44
H
1,053,315,068.10 7.88
I
4,188,710,918.34 31.32
J
1,222,628,031.08 9.14
K
31,845,468.40 0.24
L
--
M
807,190,214.946.03
12,150,381,087.04 90.84
7.3
www.51fund.com
7.4
7.4.1 2% 20
1 600036 1,016,774,822.82 12.10
2 601166 978,159,920.68 11.64
18
3 601318 970,447,810.19 11.55
4 600030 892,616,561.12 10.62
5 002024 888,059,258.60 10.57
6 000858
817,511,294.27 9.73
7 000002
706,963,326.20 8.41
8 600016 691,977,139.78 8.23
9 601328 513,847,775.02 6.11
10 600031 490,442,796.52 5.84
11 002202 450,324,612.63 5.36
12 600216 441,234,107.30 5.25
13 600895 329,703,990.23 3.92
14 601628 319,312,778.81 3.80
15 600177 302,554,781.29 3.60
16 000651 298,774,180.84 3.56
17 600518 287,648,507.22 3.42
18 600690 276,843,510.19 3.29
19 600585 271,208,286.45 3.23
20 601009 269,685,210.06 3.21
21 600875 264,285,185.41 3.14
22 601699 258,285,819.67 3.07
23 000983 247,684,940.89 2.95
24 000009 240,540,524.64 2.86
25 600582 223,266,758.55 2.66
26 000800 219,379,947.19 2.61
27 600660 206,821,659.59 2.46
28 600005 198,742,934.67 2.36
29 000069 189,311,472.46 2.25
30 600208 184,117,620.72 2.19
31 601857 182,445,421.74 2.17
32 600748 180,702,743.57 2.15
“ ” “ ” “ ” “ ”
7.4.2 2% 20
1 600030
952,884,929.75 11.33
2 600089
714,390,949.82 8.49
3 000425
678,786,857.57 8.07
4 600031
675,163,243.51 8.02
5 000983
633,439,241.53 7.53 19
6 000858
625,832,970.89 7.44
7 002202
600,900,212.62 7.14
8 601328
589,878,521.24 7.01
9 600036
585,665,471.03 6.96
10 600395
560,063,278.50 6.66
11 600519
529,023,906.03 6.29
12 600585
434,871,253.86 5.17
13 000063
415,591,564.41 4.94
14 601166
388,449,059.42 4.62
15 601318
376,093,374.41 4.47
16 000002
333,854,506.45 3.97
17 601628
326,521,666.33 3.88
18 600216
321,200,186.56 3.82
19 600547
308,527,894.13 3.67
20 601699
301,242,919.96 3.58
21 000895
266,171,758.69 3.16
22 600518
258,961,762.70 3.08
23 601088
249,041,280.35 2.96
24 000069
245,904,622.21 2.92
25 600517
214,645,276.22 2.55
26 600900
212,879,748.78 2.53
27 600582
206,664,340.98 2.46
28 600005
199,112,129.23 2.37
29 002007
198,821,976.36 2.36
30 600348
185,935,487.38 2.21
31 601857
175,108,892.80 2.08
“ ” “ ” “ ” “ ”
7.4.3
18,883,319,447.63
17,951,835,994.06
7.5
1
--
2
193,240,000.00 1.44
3
130,315,000.00 0.97
130,315,000.00 0.97 20
4
--
5
--
6
--
7
--
8
323,555,000.00 2.42
7.6
1 080221 1,200,000 120,300,000.00 0.90
2 0801104 1,000,000 96,650,000.00 0.72
3 0801101 1,000,000 96,590,000.00 0.72
4 080225 100,000 10,015,000.00 0.07
7.7
7.8
7.9
7.9.1
7.9.2
7.9.3
1
10,630,997.44
2
91,614,265.49
3
583,200.00
4
8,283,957.05
5
23,102,448.69
6
-
7
-
8
-
9
134,214,868.67
7.9.4
21
7.9.5
7.9.6
§8
8.1
( )
1,106,262 10,719.66 1,639,314,187.34 13.82% 10,219,441,099.31 86.18%
8.2
125,163.36 0.00%
§9
2007 4 13 9,884,799,607.98
11,368,078,504.34
2,313,449,848.91
1,822,773,066.60
11,858,755,286.65
§10
10.1
10.2
22
10.3
10.4
10.5
10.6
10.7
1
4,103,350,232.78 11.14 3,487,839.86 11.32
1
9,085,298,828.98 24.66 7,722,457.97 25.06
2
7,719,726,364.90 20.96 6,435,546.32 20.88
1
3,018,480,420.56 8.19 2,452,542.25 7.96
1
6,210,914,200.65 16.86 5,279,263.59 17.13
1
2,563,992,021.32 6.96 2,083,265.57 6.76
1
4,133,393,372.50 11.22 3,358,410.85 10.90
8 36,835,155,441.69 100.00 30,819,326.41 100.00
23
- - - - - -
10,823,690.30 57.28 - - - -
6,410.93 0.03 - - - -
- - - - - -
8,066,820.24 42.69 - - - -
- - - - - -
- - - - - -
18,896,921.47 100.00 - - - -
1.
2.
3.
4.2009 ( )
§11
