2010
1
36
2010
2010 6 30
2010
2
2010
3
....................................................................................................................... 2
............................................................................................................................ 2
.................................................................................................................................... 3
................................................................................................................................... 5
.................................................................................................................... 5
.................................................................................................................... 5
................................................................................................. 5
.................................................................................................................... 6
.................................................................................................................... 6
............................................................................................... 6
................................................................................................. 6
.................................................................................................................... 7
............................................................................................................................... 8
............................................................................................. 8
..................................................... 9
................................................................. 9
................................................... 10
............................................... 11
........................................................... 11
............................................................... 12
............................................................................................................................. 12
................................................................... 12
12
............... 12
..................................................................................... 13
...................................................................................................................... 13
.............................................................................................................................. 14
................................................................................... 15
.......................................................................................................................... 16
......................................................................................................................... 28
.................................................................................................. 28
................................................................................... 28
....................... 29
............................................................................... 30
........................................................................... 32
................... 32
....... 32
................... 32
.......................................................................................................... 32
2010
4
............................................................................................................. 33
....................................................................... 33
............................................... 33
............................................................................................................. 33
.................................................................................................................. 33
............................................................................................... 33
............................... 33
................................................... 33
...................................................................................................... 34
................................................................................... 34
........................... 34
....................................................................... 34
.................................................................................................................. 34
.................................................................................................................. 35
.................................................................................................................. 35
.......................................................................................................................... 35
.......................................................................................................................... 36
2010
5
310368
310368
2008 7 4
95,308,018.22
AAAM
Active Asset Allocation Model
80% 300
20%
2010
6
3.1.1
2010 1 1
2010 6 30
-4,010,184.71
-29,560,225.50
-0.2796
-19.11%
-18.01%
3.1.2
26,045,400.96
0.2733
121,353,419.18
1.2733
3.1.3
40.75%
2010
7
-9.38% 1.46% -6.03% 1.34% -3.35% 0.12%
-15.28% 1.85% -18.88% 1.45% 3.60% 0.40%
-18.01% 1.62% -22.77% 1.27% 4.76% 0.35%
-7.64% 1.88% -14.33% 1.52% 6.69% 0.36%
40.75% 1.55% -1.83% 1.81% 42.58% -0.26%
?? ?
2010
8
2009-07-20 - 8 2003
2010
9
2005 5 2007 9
2008 12 2008
12 2009 7
2010
10
4.4.1
2010
11
4.4.2
2010
12
2010
13
6.4.7.1 39,670,261.02 10,848,657.01
281,703.61 716,107.00
250,000.00 250,000.00
94,136,261.85 158,845,441.92
94,136,261.85 158,845,441.92
--
--
--
6.4.7.3 - -
6.4.7.4 - -
8,018,837.183,633,050.89
6.4.7.5 7,461.212,919.85
--
533,925.44867,651.28
--
6.4.7.6 - -
142,898,450.31175,163,827.95
--
--
6.4.7.3 - -
--
--
20,658,839.54549,702.57
188,548.24232,327.78
31,424.7138,721.28
--
6.4.7.7 236,248.65364,028.04
--
2010
14
--
--
--
6.4.7.8 429,969.99491,966.19
21,545,031.13 1,676,745.86
6.4.7.9 95,308,018.22108,259,756.60
6.4.7.10 26,045,400.9665,227,325.49
121,353,419.18173,487,082.09
142,898,450.31175,163,827.95
-27,030,705.48 53,956,020.10
1. 72,629.35 133,850.33
6.4.7.11 72,629.35 114,979.09
- 18,871.24
--
--
--
2. -
-1,610,390.00 37,023,110.84
6.4.7.12-1,940,190.7535,173,830.90
--
6.4.7.13 - 1,112,376.00
--
6.4.7.14 - -
6.4.7.15329,800.75736,903.94
3. - 6.4.7.16 -25,550,040.79 16,627,772.43
4.
--
5. - 6.4.7.17 57,095.96 171,286.50
2,529,520.02 2,745,088.64
1
1,152,547.80926,973.68
2
192,091.31154,495.62
3
--
4 6.4.7.181,049,951.161,530,453.36
2010
15
5
--
--
6 6.4.7.19134,929.75133,165.98
- -29,560,225.50 51,210,931.46
--
-
-29,560,225.50 51,210,931.46
108,259,756.60 65,227,325.49 173,487,082.09
- -29,560,225.50 -29,560,225.50
-12,951,738.38 -4,279,009.87 -17,230,748.25
25,342,079.86 11,263,785.68 36,605,865.54
-38,293,818.24 -15,542,795.55 -53,836,613.79
- -5,342,689.16 -5,342,689.16
95,308,018.22 26,045,400.96 121,353,419.18
120,448,461.04 830,414.02 121,278,875.06
- 51,210,931.46 51,210,931.46
-9,252,333.34 3,257,480.01 -5,994,853.33
103,339,275.53 27,693,164.86 131,032,440.39
-112,591,608.87 -24,435,684.85 -137,027,293.72
- -3,443,934.43 -3,443,934.43
111,196,127.70 51,854,891.06 163,051,018.76
6.1 6.4
2010
16
2010
17
[2002]128 [2004]78 [2005]102 [2005]107 [2008]1
(1)
(2)
(3) 20% 50% 20%
(4) 0.1%
39,670,261.02
-
-
39,670,261.02
101,024,343.2294,136,261.85 -6,888,081.37
-- -
-- -
-- -
-- -
-- -
2010
18
-- -
101,024,343.2294,136,261.85 -6,888,081.37
7,372.47
-
-
88.74
-
-
-
-
7,461.21
236,248.65
-
236,248.65
250,000.00
2010
19
55,997.66
123,972.33
429,969.99
108,259,756.60 108,259,756.60
25,342,079.86 25,342,079.86
-38,293,818.24 -38,293,818.24
95,308,018.22 95,308,018.22
44,835,509.8020,391,815.69 65,227,325.49
-4,010,184.71-25,550,040.79 -29,560,225.50
-4,893,726.12 614,716.25 -4,279,009.87
9,786,076.69 1,477,708.99 11,263,785.68
-14,679,802.81 -862,992.74 -15,542,795.55
-5,342,689.16 - -5,342,689.16
30,588,909.81 -4,543,508.85 26,045,400.96
67,954.74
-
-
3,569.03
1,105.58
72,629.35
358,058,132.03
359,998,322.78
2010
20
-1,940,190.75
329,800.75
-
329,800.75
-25,550,040.79
-25,550,040.79
-
-
-
-
-
-
-25,550,040.79
37,659.47
19,436.49
-
57,095.96
2010
21
1,049,951.16
-
1,049,951.16
29,752.78
94,219.55
1,957.42
9,000.00
-
134,929.75
2010
22
1,152,547.80 926,973.68
164,820.55 134,482.81
192,091.31 154,495.62
39,670,261.02 67,954.74 21,618,792.23 109,075.95
1 2010-01-18 2010-01-19 0.500 2,740,029.99 2,602,659.17 5,342,689.16 -
- - 0.5002,740,029.99 2,602,659.17 5,342,689.16 -
2010
23
( )
002440
2010-06-25 2010-07-06 31.2031.20 500 15,600.00 15,600.00 -
002442
2010-06-25 2010-07-06 12.5012.50 500 6,250.00 6,250.00 -
002443
2010-06-25 2010-07-06 22.0022.00 500 11,000.00 11,000.00 -
300094
2010-06-30 2010-07-08 14.3814.38 500 7,190.00 7,190.00 -
2010
24
2010 6 30 (2009 12 31 )
-
2010
25
6.4.12
( )
39,670,261.02 - 39,670,261.02
281,703.61 - 281,703.61
- 250,000.00 250,000.00
- 94,136,261.85 94,136,261.85
- 8,018,837.18 8,018,837.18
- 7,461.21 7,461.21
- 533,925.44 533,925.44
39,951,964.63 102,946,485.68 142,898,450.31
- 20,658,839.54 20,658,839.54
- 188,548.24 188,548.24
2010
26
- 31,424.71 31,424.71
- 236,248.65 236,248.65
- 429,969.99 429,969.99
- 21,545,031.13 21,545,031.13
39,951,964.63 81,401,454.55 121,353,419.18
1
10,848,657.01 - 10,848,657.01
716,107.00 - 716,107.00
- 250,000.00 250,000.00
- 158,845,441.92 158,845,441.92
- 3,633,050.89 3,633,050.89
- 2,919.85 2,919.85
- 867,651.28 867,651.28
11,564,764.01 163,599,063.94 175,163,827.95
- 549,702.57 549,702.57
- 232,327.78 232,327.78
- 38,721.28 38,721.28
- 364,028.04 364,028.04
- 491,966.19 491,966.19
- 1,676,745.86 1,676,745.86
11,564,764.01 161,922,318.08 173,487,082.09
2010 6 30 (2009 12 31 ) (2009 12 31 )
2010
27
94,136,261.85 77.57158,845,441.92 91.56
--- -
--- -
94,136,261.85 77.57158,845,441.92 91.56
6.4.13.4.3.2 3,940,000.00 8,470,000.00
-3,940,000.00 -8,470,000.00
6.4.14
2010
28
1
94,136,261.85 65.88
94,136,261.85 65.88
2
--
--
--
3
--
4
--
--
5
39,951,964.63 27.96
6
8,810,223.83 6.17
7
142,898,450.31100.00
A
7,190.00 0.01
B
8,142,074.42 6.71
C
43,856,693.93 36.14
C0
6,050,667.04 4.99
C1
--
C2
--
C3
--
C4
21,850.00 0.02
C5
6,486,098.35 5.34
C6
4,449,750.00 3.67
C7
15,110,419.50 12.45
C8
8,838,539.56 7.28
C99
2,899,369.48 2.39
D --
E
4,342,515.94 3.58
F
5,479,558.76 4.52
G
17,007,693.80 14.02
H
--
I
5,237,100.00 4.32
J
6,048,406.00 4.98
2010
29
K
--
L
2,772,480.00 2.28
M
1,242,549.00 1.02
94,136,261.85 77.57
1 600298
173,074 6,050,667.04 4.99
2 600256
217,100 6,048,406.00 4.98
3 002249
233,350 5,612,067.50 4.62
4 600897
339,923 5,479,558.76 4.52
5 601601
230,000 5,237,100.00 4.32
6 002123
143,886 4,604,352.00 3.79
7 600111
125,000 4,438,750.00 3.66
8 600079
269,832 4,317,312.00 3.56
9 600188
259,901 4,267,574.42 3.52
10 600406
109,920 4,219,828.80 3.48
11 600489
75,0003,874,500.00 3.19
12 600198
250,000 3,797,500.00 3.13
13 600366
280,000 3,682,000.00 3.03
14 600068
349,9373,649,842.91 3.01
15 002056
244,977 3,613,410.75 2.98
16 000021
300,000 3,177,000.00 2.62
17 600498
119,250 2,971,710.00 2.45
18 002104
189,998 2,899,369.48 2.39
19 600088
100,000 1,949,000.00 1.61
20 600522
100,000 1,731,000.00 1.43
21 600535
63,0001,692,810.00 1.39
22 000963
69,9081,662,412.24 1.37
23 002008
130,000 1,441,700.00 1.19
24 002079
176,230 1,430,987.60 1.18
25 600858
48,9001,242,549.00 1.02
26 600893
50,0001,212,000.00 1.00
27 600518
89,9191,104,205.32 0.91
28 600100
50,0001,052,000.00 0.87
29 600037
59,500 823,480.00 0.68
30 002375
17,857 692,673.03 0.57
31 002437
1,000 61,800.00 0.05
32 300059
500 27,070.00 0.02
2010
30
33 002439
500 18,205.00 0.02
34 002440
500 15,600.00 0.01
35 002396
500 13,380.00 0.01
36 002443
500 11,000.00 0.01
37 300094
500 7,190.00 0.01
38 002442
500 6,250.00 0.01
2% 20
1 600498
7,969,111.76 4.59
2 600326
7,862,415.28 4.53
3 600897
6,635,661.65 3.82
4 600298
6,209,618.28 3.58
5 002249
6,172,527.87 3.56
6 600628
5,960,866.08 3.44
7 600079
5,797,801.54 3.34
8 600963
5,765,634.85 3.32
9 600188
5,216,417.82 3.01
10 600616
5,167,140.38 2.98
11 000338
4,993,994.10 2.88
12 600068
4,853,698.69 2.80
13 002123
4,787,930.78 2.76
14 600029
4,716,827.50 2.72
15 600141
4,680,383.66 2.70
16 600366
4,615,646.72 2.66
17 600576
4,525,084.88 2.61
18 600231
4,509,818.19 2.60
19 600489
4,497,750.00 2.59
20 600198
4,457,341.51 2.57
21 600754
4,426,458.88 2.55
22 002056
4,345,118.21 2.50
23 600858
4,311,673.00 2.49
24 601999
4,263,752.58 2.46
25 600111
4,251,550.00 2.45
26 000671
4,202,272.00 2.42
27 600416
4,063,530.75 2.34
28 000759
3,586,142.00 2.07
29 600100
3,581,611.92 2.06
2010
31
1 600231
7,560,743.38 4.36
2 600837
6,846,637.28 3.95
3 601169
6,845,328.66 3.95
4 600963
6,619,902.29 3.82
5 600628
6,559,720.66 3.78
6 600326
6,412,860.39 3.70
7 600571
5,887,051.68 3.39
8 000937
5,696,110.80 3.28
9 600997
5,694,453.00 3.28
10 000537
5,591,980.06 3.22
11 600060
5,364,687.49 3.09
12 600036
5,325,389.73 3.07
13 000671
5,249,790.00 3.03
14 600028
5,230,674.24 3.02
15 600104
5,204,437.95 3.00
16 600616
5,082,769.09 2.93
17 600576
5,011,834.01 2.89
18 600754
4,705,225.00 2.71
19 000338
4,701,705.62 2.71
20 000157
4,507,537.72 2.60
21 600348
4,298,652.00 2.48
22 600416
4,217,141.00 2.43
23 000568
4,157,580.47 2.40
24 600704
4,127,822.96 2.38
25 601166
4,117,778.26 2.37
26 600425
4,023,969.99 2.32
27 002092
3,982,475.12 2.30
28 600031
3,856,579.50 2.22
29 600141
3,840,566.80 2.21
30 600029
3,827,951.00 2.21
31 601999
3,792,660.07 2.19
32 002007
3,751,305.45 2.16
33 600019
3,712,569.20 2.14
34 600697
3,660,078.00 2.11
35 000983
3,565,104.30 2.05
36 000823
3,531,234.74 2.04
37 600498
3,506,350.00 2.02
38 600511
3,481,641.07 2.01
2010
32
39 000417
3,471,577.84 2.00
320,839,183.50
358,058,132.03
1
250,000.00
2
8,018,837.18
3
-
4
7,461.21
5
533,925.44
6
-
7
-
8
-
9
8,810,223.83
2010
33
6,466 14,739.87 33,257,030.59 34.89% 62,050,987.63 65.11%
257,789.43 0.27%
108,259,756.60
25,342,079.86
38,293,818.24
-
95,308,018.22
2010
34
1 318,309,752.23 46.96% 270,561.89 47.67% 1 226,926,259.02 33.48% 184,378.69 32.48% 1 132,566,814.28 19.56% 112,680.76 19.85%
1 2009
2010-01-04
2
2010-01-14
3
2010-01-15
4
2010-01-15
5
2010-01-18
6 2009
2010-01-22
7
2010-02-12
2010
35
8
2010-02-26
9 2009
2010-03-31
10
2010-04-07
11
2010-04-07
12 2010
2010-04-20
13
2010-04-26
14
2010-04-28
15
2010-05-06
16
2010-05-29
17
2010-06-01
18
2010-06-07
19
2010-06-10
2010
36
