2010
1 “ ” “ ” 2
021-38794999 010-66105799
xia.hong@jpmf-sitico.com custody@icbc.com.cn
400-889-4888 95588
021-68881170 010-66105798
http://www.51fund.com
1,064,832,049.76 3,531,589,868.63 -2,910,982,611.93
85,386,669.06 6,132,083,768.32 -7,922,935,350.33
0.0096 0.5523 -0.6837
1.91% 72.62% -47.00%
0.2109 0.1860 -0.2608
10,558,304,015.78 11,815,638,590.93 8,403,741,512.98
1.2109 1.2760 0.7392
1. 2. 3.2.1
3.35% 1.53% 5.19% 1.42% -1.84% 0.11%
21.32% 1.40% 17.74% 1.24% 3.58% 0.16%
1.91% 1.40% -9.37% 1.26% 11.28% 0.14%
-6.76% 1.76% -30.34% 1.86% 23.58% -0.10%
- - - - - -
41.78% 1.69% 1.43% 1.85% 40.35% -0.16%
3.2.2
3.2.3
0.800 350,017,676.51 361,326,761.14 711,344,437.65 1.000 507,731,967.83 604,730,682.02 1,112,462,649.85 1.800 857,749,644.34 966,057,443.16 1,823,807,087.50
4.1.1
2004 5 12 2007 10 8 “ ” 2.5 2010 12
4.1.2
2010-4-30 - 8
2001 2004 2004 2005 2008 2008 6
4.3.1
4.3.2
4.3.3
4.4.1 4.4.2
2010
2010 711,344,437.65
2010
2010 12 31
2010 12 31
2009 12 31
735,301,973.57 974,328,279.44
55,840,232.62 55,586,542.48
13,702,580.04 17,657,811.84
9,747,758,666.68 11,048,906,190.33
9,647,608,666.68 10,650,716,190.33
--
100,150,000.00 398,190,000.00
--
--
--
145,033,019.14 -
4,079,016.06 5,822,196.25
--
5,527,798.02 105,298,935.08
--
--
10,707,243,286.13 12,207,599,955.42
2010 12 31
2009 12 31
--
--
--
--
99,267,362.96 275,866,839.88
4,642,703.80 73,987,437.59
13,450,169.98 14,809,994.15
2,241,695.01 2,468,332.34
--
28,382,967.95 23,770,999.06
--
--
--
--
954,370.65 1,057,761.47
148,939,270.35 391,961,364.49
8,719,154,515.14 9,259,702,774.17
1,839,149,500.64 2,555,935,816.76
10,558,304,015.78 11,815,638,590.93
10,707,243,286.13 12,207,599,955.42
2010 12 31 1.2109 8,719,154,515.14
2010 1 1 2010 12 31
2010 1 1 2010 12
31
2009 1 1 2009 12
31
408,842,372.34 6,489,086,260.42
20,694,210.29 22,097,970.72
10,317,346.94 8,036,856.49
10,376,863.35 14,061,114.23
--
--
--
1,365,642,092.89 3,861,978,501.82
1,326,782,788.65 3,790,593,536.52
--
2,584,567.14 12,244,636.75
--
--
36,274,737.10 59,140,328.55
-979,445,380.70 2,600,493,899.69
--
1,951,449.86 4,515,888.19
323,455,703.28 357,002,492.10
152,311,517.46 174,385,275.89
25,385,252.93 29,064,212.68
--
145,221,709.93 153,080,286.15
64,395.37 -
64,395.37 -
472,827.59 472,717.38
85,386,669.06 6,132,083,768.32
--
85,386,669.06 6,132,083,768.32
2010 1 1 2010 12 31
2010 1 1 2010 12 31 9,259,702,774.17 2,555,935,816.76 11,815,638,590.93
- 85,386,669.06 85,386,669.06
-540,548,259.03 -90,828,547.53 -631,376,806.56
2,353,352,438.51 392,001,597.31 2,745,354,035.82
-2,893,900,697.54 -482,830,144.84 -3,376,730,842.38
- -711,344,437.65 -711,344,437.65
8,719,154,515.14 1,839,149,500.64 10,558,304,015.78
2009 1 1 2009 12 31 11,368,078,504.34 -2,964,336,991.36 8,403,741,512.98
- 6,132,083,768.32 6,132,083,768.32
-2,108,375,730.17 -611,810,960.20 -2,720,186,690.37
4,022,232,864.62 200,734,188.59 4,222,967,053.21
-6,130,608,594.79 -812,545,148.79 -6,943,153,743.58
-- -
9,259,702,774.17 2,555,935,816.76 11,815,638,590.93
7.4.1
( ) ( ) [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%
2011 3 28
7.4.2
2006 2 15 38 ( ) [2010]5 XBRL
3 < > 2007 5 15 7.4.4
7.4.3
2010 2010
12 31 2010
7.4.4
7.4.5
7.4.5.1
7.4.5.2
7.4.5.3
7.4.6
[2002]128 [2004]78 [2005]102 [2005]107 [2008]1
(1)
(2)
(3) 20% 50% 20%
(4) 0.1%
7.4.7
( )
( )
( )
J.P.Morgan Investment Management Limited ( )
J.P.Morgan 8CS Investments(GP) Limited ( )
7.4.8
7.4.8.1
7.4.8.2
7.4.8.2.1
2010 1 1 2010 12 31
2009 1 1 2009 12 31
152,311,517.46 174,385,275.89
20,130,706.64 22,724,345.01
1.5%
X1.5%/
7.4.8.2.2
2010 1 1 2010 12 31
2009 1 1 2009 12 31
25,385,252.93 29,064,212.68
0.25%
X0.25%/
7.4.8.3 ( )
- - - - - -
2009 1 1 2009 12 31 - 10,077,172.60 - - - -
7.4.8.4
7.4.8.4.1
2010 1 1 2010 12
31
2009 1 1 2009 12
31
3,175,020.15 3,869,639.31
--
--
3,175,020.15 694,619.16
- 3,175,020.15
-0 . 0 3 %
0.25%
7.4.8.4.2
7.4.8.5
2010 1 1 2010 12 31
2009 1 1 2009 12 31
7.4.8.6
7.4.8.7
7.4.9 2010 12 31
7.4.9.1 /
7.4.12.1.1
( )
600963
10/12/28 11/01/06 7.70 10.09 7,472,750 57,540,175.00 75,400,047.50
57,540,175.00 75,400,047.50
7.4.9.2
( )
600315 10/12/06
36.37
12,319,219453,805,452.86 448,049,995.03
600518 10/12/28 19.71 11/01/06 17.29 17,423,945
181,313,045.40 343,425,955.95
002200 10/12/29 26.53 11/01/04 28.00 1,204,787
45,444,948.14 31,962,999.11
680,563,446.40 823,438,950.09
2010 12 31
7.4.9.3
1 9,647,608,666.68 90.10
9,647,608,666.68 90.10
2 100,150,000.00 0.94
100,150,000.00 0.94
- -
3 - -
4 - -
- -
5 791,142,206.19 7.39
6 168,342,413.26 1.57
7 10,707,243,286.13 100.00
A 414,389,233.97 3.92
B - -
C 6,760,954,348.58 64.03
C0 494,189,962.56 4.68
C1 425,620,517.46 4.03
C2 - -
C3 449,754,093.91 4.26
C4 1,059,712,019.57 10.04
C5 418,265,403.40 3.96
C6 1,588,195,342.05 15.04
C7 880,256,285.76 8.34
C8 1,195,750,870.07 11.33
C99 249,209,853.80 2.36
D - -
E 98,411,271.30 0.93
F - -
G 365,861,493.16 3.47
H 1,140,680,922.66 10.80
I - -
J 815,209,004.51 7.72
K 50,211,909.30 0.48
L - -
M 1,890,483.20 0.02
9,647,608,666.68 91.37
1 20,008,635 593,856,286.80 5.62
2 62,009,406 509,717,317.32 4.83
3 9,207,531 478,239,160.14 4.53
4 12,319,219 448,049,995.03 4.24
5 17,604,768 403,149,187.20 3.82
6 6,676,007 397,622,976.92 3.77
7 17,423,945 343,425,955.95 3.25
8 32,604,816 328,982,593.44 3.12
9 13,603,886 321,459,826.18 3.04
10 17,209,485 295,142,667.75 2.80
8.4.1 2% 20
1 600036 1,911,071,328.32 16.17
2 000002
1,561,701,604.04 13.22
3 601318 1,257,106,434.69 10.64
4 601166 1,028,246,748.02 8.70
5 000858
941,886,515.37 7.97
6 601111 921,379,054.21 7.80
7 000651 708,796,717.02 6.00
8 600585 669,284,225.63 5.66
9 600720 623,087,199.58 5.27
10 000400 610,336,546.68 5.17
11 601607 607,213,327.12 5.14
12 000650 580,251,409.57 4.91
13 000009 523,561,991.10 4.43
14 600517 521,450,095.04 4.41
15 000024 513,396,399.92 4.35
16 600315 501,222,519.29 4.24
17 600631 493,007,604.92 4.17
18 002155 483,425,500.94 4.09
19 600028 482,471,149.71 4.08
20 000800 478,301,007.50 4.05
21 000786 470,155,630.88 3.98
22 600031 462,368,096.30 3.91
23 000559 445,789,235.01 3.77
24 000522 435,697,082.94 3.69
25 600600 420,440,674.60 3.56
26 000999 412,360,230.10 3.49
27 002202 406,147,419.27 3.44
28 601699 396,531,342.44 3.36
29 600216 395,536,271.25 3.35
30 600276 393,128,693.51 3.33
31 000401 383,354,118.59 3.24
32 600963 380,640,698.07 3.22
33 600660 359,743,716.60 3.04
34 600519 346,015,705.21 2.93
35 600537 344,265,174.81 2.91
36 000877 340,738,274.79 2.88
37 600489 340,225,503.28 2.88
38 000527 338,455,554.56 2.86
39 600104 337,821,072.46 2.86
40 002022 331,514,439.16 2.81
41 600518 324,524,679.63 2.75
42 000729 321,122,747.90 2.72
43 600859 317,196,109.48 2.68
44 002063 315,348,781.84 2.67
45 600062 315,111,044.71 2.67
46 601766 312,197,495.73 2.64
47 600048 306,445,775.83 2.59
48 601169 302,648,348.21 2.56
49 000417 302,364,132.20 2.56
50 600383 298,047,714.14 2.52
51 601009 294,607,888.34 2.49
52 002165
293,896,031.82 2.49
53 000936
292,461,516.84 2.48
54 600597 289,665,325.30 2.45
55 600694 283,287,556.79 2.40
56 000895 282,768,682.83 2.39
57 600598 278,942,097.36 2.36
58 600511 277,279,911.76 2.35
59 600612 256,048,196.97 2.17
60 002372 255,298,608.88 2.16
61 601168 253,694,472.74 2.15
62 601888 246,757,422.88 2.09
63 600741 243,086,293.96 2.06
64 600875 237,862,594.28 2.01
8.4.2 2% 20
1 1,812,064,502.71 15.34
2 1,772,364,165.41 15.00
3 1,564,972,739.55 13.24
4 1,359,740,349.68 11.51
5 1,213,110,066.58 10.27
6 1,200,153,291.61 10.16
7 1,085,281,506.18 9.19
8 1,002,332,215.30 8.48
9 978,633,453.60 8.28
10 854,641,308.50 7.23
11 825,819,996.52 6.99
12 806,055,211.49 6.82
13 794,754,187.51 6.73
14 786,810,060.52 6.66
15 699,198,331.95 5.92
16 564,130,713.49 4.77
17 560,623,951.07 4.74
18 559,984,458.90 4.74
19 549,379,582.12 4.65
20 544,501,253.12 4.61
21 530,431,114.75 4.49
22 514,092,676.86 4.35
23 497,273,024.43 4.21
24 482,071,731.52 4.08
25 480,995,338.93 4.07
26 466,483,276.94 3.95
27 462,734,881.04 3.92
28 448,826,257.66 3.80
29 440,815,590.24 3.73
30 409,363,482.91 3.46
31 407,002,886.72 3.44
32 399,005,596.29 3.38
33 367,856,725.11 3.11
34 359,258,540.35 3.04
35 351,412,493.74 2.97
36 344,922,569.89 2.92
37 340,235,362.25 2.88
38 328,913,963.67 2.78
39 322,435,578.89 2.73
40 319,330,209.85 2.70
41 308,553,097.85 2.61
42 306,720,794.85 2.60
43 305,696,379.03 2.59
44 296,123,813.32 2.51
45 292,776,162.62 2.48
46 286,769,727.96 2.43
47 283,529,233.22 2.40
48 283,496,277.14 2.40
49 281,979,201.13 2.39
50 280,824,282.27 2.38
51 275,742,340.62 2.33
52 275,265,988.04 2.33
53 271,735,835.74 2.30
54 269,113,500.68 2.28
55 260,046,112.53 2.20
56 253,391,545.24 2.14
57 251,583,239.84 2.13
58 250,101,178.26 2.12
59 238,567,310.80 2.02
8.4.3
47,030,076,431.69
48,383,150,863.29
1 - -
2 100,150,000.00 0.95
3 - -
- -
4 - -
5 - -
6 - -
7 - -
8 100,150,000.00 0.95
1 1,000,000 100,150,000.00 0.95
8.9.1
8.9.2
8.9.3
1 13,702,580.04
2 145,033,019.14
3 -
4 4,079,016.06
5 5,527,798.02
6 -
7 -
8 -
9 168,342,413.26
8.9.4
8.9.5
(%)
1 600315
448,049,995.03 4.24 2 600518
343,425,955.95 3.25
3 600963
75,400,047.50 0.71
2010 12 31
8.9.6
801,314 10,881.07 1,611,608,967.74 18.48% 7,107,545,547.40 81.52%
9,884,799,607.98
9,259,702,774.17
2,353,352,438.51
2,893,900,697.54
-
8,719,154,515.14
11.7
11.7.1
1 15,665,054,209.45 16.45% 13,315,228.36 16.76% 2 14,260,030,666.18 14.97% 11,875,602.77 14.95% 1 13,861,267,877.63 14.55% 11,782,045.53 14.83% 1 13,214,921,003.84 13.88% 10,737,253.87 13.51%
1 12,296,716,358.68 12.91% 10,452,152.65 13.16% 1 10,191,033,930.92 10.70% 8,280,310.61 10.42% 1 10,088,357,130.64 10.59% 8,196,880.31 10.32% 1 5,656,348,110.57 5.94% 4,807,865.60 6.05%
11.7.2
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
9,650,775.53 100.00% - - - -
- - - - - -
