2010
2010
2010 12 31
2010
1
2011 3
28
2010 1 1 12 31
2010
2
§1 ................................................................................................................................1
1.1 ...................................................................................................................................... 1
1.2 ……………………………………………………………………………………………..2
§2 ………………………………………………………………………………………………4
2.1 .............................................................................................................................. 4
2.2 ............................................................................................................................ 4
2.3 ........................................................................................................ 4
2.4 ............................................................................................................................ 5
2.5 ............................................................................................................................ 5
§3 ............................................................................... 5
3.1 ........................................................................................................ 5
3.2 ............................................................................................................................ 6
3.3 ................................................................................................... 8
§4
........................................................................................................................................ 8
4.1 ...................................................................................................... 8
4.2 ............................................................. 10
4.3 ......................................................................... 10
4.4 ......................................................... 10
4.5 ......................................................... 11
4.6 ......................................................................... 11
4.7 ..................................................................... 11
4.8 ......................................................................... 12
§5
...................................................................................................................................... 12
5.1 ............................................................................. 12
5.2 ......... 12
5.3 ............................. 12
§6 .......................................................................................................................................... 12
6.1 ................................................................................................................... 12
6.2 ............................................................................................................... 12
§7 ………………………………………………………………………………………..14
7.1 ................................................................................................................................ 14
7.2 ........................................................................................................................................ 15
7.3 ............................................................................................. 16
7.4 .................................................................................................................................... 17
§8
………………………………………………………………………………………35
8.1 ............................................................................................................ 36
8.2 ............................................................................................. 36
8.3 ................................. 37
8.4 ......................................................................................... 40
8.5 ..................................................................................... 43
8.6 ............................. 43
2010
3
8.7 ................. 44
8.8 ............................. 44
8.9 .................................................................................................................... 44
§9 ......................................................................................................................... 45
9.1 ................................................................................. 45
9.2 ........................................................ 45
§10
.................................................................................................................... 46
§11 ................................................................................................................................... 46
11.1 ....................................................................................................... 46
11.2 ....................................... 46
11.3 ........................................................... 47
11.4 ............................................................................................................... 47
11.5 ................................................................................... 47
11.6 ................................................... 47
11.7 ............................................................................... 47
11.8 ........................................................................................................................... 48
§12 ................................................................................................... 49
§13
................................................................................................................................ 49
2010
4
378010
378010
2006 9 20
2,570,812,569.64
2010
5
021-38794999 010-67595003
xia.hong@jpmf-sitico.com yindong@ccb.cn
400-889-4888 010-67595096
021-68881170 010-66275853
99 20 25
99 20
1 1
200120 100033
http://www.51fund.com
3.1.1
2010 2009 2008
-3,636,676.98 1,742,625,818.05 -1,328,727,268.60
-556,259,202.34 2,895,688,949.18 -8,388,997,061.92
-0.1851 0.8768 -1.7983
-11.63% 42.42% -79.66%
2010
6
-9.84% 51.09% -50.81%
3.1.2
2010 2009 2008
1,487,031,886.84 2,567,366,084.66 2,487,043,512.15
0.5784 0.7507 0.6188
4,057,844,456.48 5,987,419,605.18 6,506,015,318.93
1.5784 1.7507 1.6188
3.1.3
2010 2009 2008
120.51% 144.58% 61.88%
-0.58% 1.75% 7.14% 1.41% -7.72% 0.34%
11.82% 1.43% 27.10% 1.26% -15.28% 0.17%
-9.84% 1.31% -1.91% 1.30% -7.93% 0.01%
-32.99% 1.80% -29.09% 1.88% -3.90% -0.08%
120.51% 1.83% 97.50% 1.81% 23.01% 0.02%
A600 ×80 ×20
3.2.2
2006 9 20 2010 12 31
2010
7
2006 9 20 2006 9 20 2010 12 31
2006 9 20 2007 3 19
2010
8
2006 2006 9 20 2006 12 31
2010 - - - - -
2009 6.800 775,887,220.19 1,158,277,935.45 1,934,165,155.64 -
2008 - - - - -
6.800 775,887,220.19 1,158,277,935.45 1,934,165,155.64 -
4
4.1
4.1.1
2004 5 12 2007 10 8 “ ” 2.5 2010 12
2010
9
4.1.2
2007-3-20 - 17 , 2005
2008-12-27 - 10 2001
2006 2006 4 2009 9 2010 11 2010 1
2010-1-1 - 6
2003 2006 2006
12
2010
10
1.
2.
4.2
4.3
4.3.1
,
4.3.2
2009 2009
4.3.3
4.4
4.4.1
2010 A
2010
11
4.4.2
2010 12 31 1.5784 2.2584 -9.84% -1.91%
4.5
2011
4.6
“ ”
1
2
3
4
,
4.7
2010
12
4.8
2010
5
5.1
5.2
5.3
6
(2011) 20626
2010
13
( “ ”) 2010
12 31 2010 ( )
(1)
(2)
(3)
2010 12 31 2010
·
2011 3 28
2010
14
§7
2010 12 31
2009 12 31
7.4.7.1 216,179,526.48 720,969,804.77
13,334,710.51 10,931,617.32
2,329,937.24 3,673,803.51
7.4.7.2 3,881,937,637.46 5,289,568,832.84
3,679,047,316.26 4,990,408,832.84
--
202,890,321.20 299,160,000.00
--
7.4.7.3 --
7.4.7.4 9,500,214.25 -
- 44,373,217.53
7.4.7.5 7,303,978.05 3,428,932.14
--
326,430.85 755,169.37
--
7.4.7.6 --
4,130,912,434.84 6,073,701,377.48
2010 12 31
2009 12 31
--
--
7.4.7.3 --
--
2010
15
54,420,908.58 54,752,931.23
2,519,731.04 14,249,953.30
5,294,421.76 7,894,316.05
882,403.62 1,315,719.35
--
7.4.7.7 7,901,932.57 5,977,456.11
626,000.00 626,000.00
--
--
--
7.4.7.8 1,422,580.79 1,465,396.26
73,067,978.36 86,281,772.30
7.4.7.9 2,570,812,569.64 3,420,053,520.52
7.4.7.10 1,487,031,886.84 2,567,366,084.66
4,057,844,456.48 5,987,419,605.18
4,130,912,434.84 6,073,701,377.48
2010 12 31 1.5784 2,570,812,569.64
7.2
2010 1 1 2010 12 31
2010 1 1 2010 12 31
2009 1 1 2009 12 31
-418,964,812.27 3,057,527,368.35
1.
13,703,817.96 17,266,238.92
7.4.7.11 4,314,684.16 4,271,888.90
9,377,314.20 12,994,350.02
--
11,819.60 -
--
2. “-” 118,960,390.85 1,884,645,435.87
2010
16
7.4.7.12 75,873,774.34 1,843,957,904.41
--
7.4.7.13 -1,806,177.28 2,499,919.28
--
7.4.7.14 --
7.4.7.15 44,892,793.79 38,187,612.18
3. “-” 7.4.7.16
-552,622,525.36 1,153,063,131.13
4. “ ”
--
5. “-” 7.4.7.17
993,504.28 2,552,562.43
137,294,390.07 161,838,419.17
1
71,879,981.00 102,021,096.40
2
11,979,996.89 17,003,516.06
3
--
4 7.4.7.18 52,878,207.24 42,140,585.64
5
90,073.52 196,030.59
90,073.52 196,030.59
6 7.4.7.19 466,131.42 477,190.48
“-”
-556,259,202.34 2,895,688,949.18
--
“-”
-556,259,202.34 2,895,688,949.18
7.3
2010 1 1 2010 12 31
2010 1 1 2010 12 31
3,420,053,520.52 2,567,366,084.66 5,987,419,605.18
- -556,259,202.34 -556,259,202.34
-849,240,950.88 -524,074,995.48 -1,373,315,946.36
2010
17
“-”
1. 132,802,951.66 79,941,222.31 212,744,173.97
2. -982,043,902.54 -604,016,217.79 -1,586,060,120.33
“-”
-- -
2,570,812,569.64 1,487,031,886.84 4,057,844,456.48
2009 1 1 2009 12 31
4,018,971,806.78 2,487,043,512.15 6,506,015,318.93
- 2,895,688,949.18 2,895,688,949.18
“-”
-598,918,286.26 -881,201,221.03 -1,480,119,507.29
1. 1,152,077,031.06 1,060,722,625.01 2,212,799,656.07
2. -1,750,995,317.32 -1,941,923,846.04 -3,692,919,163.36
“-”
- -1,934,165,155.64 -1,934,165,155.64
3,420,053,520.52 2,567,366,084.66 5,987,419,605.18
7.1 7.4
( “ ”) ( “ ”) [2006] 182 5,480,643,191.07 (2006) 130 2006 9 20 5,480,692,618.04 49,426.97
2010
18
70%-95% 0-30% 5% 80% A600 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
7.4.4.1
1 1 12 31
7.4.4.2
7.4.4.3
(1)
2010
19
(2)
7.4.4.4
7.4.4.5
(1)
(2)
(3)
2010
20
7.4.4.6
7.4.4.7
7.4.4.8
/( )
7.4.4.9 /( )
7.4.4.10
7.4.4.11
( )
2010
21
( )
7.4.4.12
(1) (2) (3)
7.4.4.13
(a) [2008]38 (SAC)
(b) [2006]37
(c) [2007]21 < >
2010
22
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
7.4.7.1
216,179,526.48 720,969,804.77
--
--
216,179,526.48 720,969,804.77
7.4.7.2
2010
23
3,270,532,365.92 3,679,047,316.26 408,514,950.34
2,058,000.00 2,431,321.20 373,321.20
202,844,090.00 200,459,000.00 -2,385,090.00 204,902,090.00 202,890,321.20 -2,011,768.80
---
---
---
3,475,434,455.92 3,881,937,637.46 406,503,181.54
2009 12 31
4,031,264,525.94 4,990,408,832.84 959,144,306.90
---
299,178,600.00 299,160,000.00 -18,600.00 299,178,600.00 299,160,000.00 -18,600.00
---
---
---
4,330,443,125.94 5,289,568,832.84 959,125,706.90
7.4.7.3 /
7.4.7.4
7.4.7.4.1
2010 12 31
--
9,500,214.25 -
9,500,214.25 -
2009 12 31
--
--
--
7.4.7.4.2
2010
24
7.4.7.5
2010 12 31
2009 12 31
48,209.00 240,728.40
- -
- -
5,133.81 4,208.71
7,238,806.95 3,162,493.15
11,819.60 -
8.69 21,501.88
-
7,303,978.05 3,428,932.14
7.4.7.6
7.4.7.7
2010 12 31
2009 12 31
7,901,193.32 5,975,856.11
739.25 1,600.00
7,901,932.575,977,456.11
7.4.7.8
2010 12 31
2009 12 31
1,000,000.00 1,000,000.00
2,580.79 25,396.26
420,000.00 440,000.00
1,422,580.79 1,465,396.26
7.4.7.9
2010 1 1 2010 12 31
3,420,053,520.52 3,420,053,520.52
132,802,951.66 132,802,951.66
“-” -982,043,902.54 -982,043,902.54
2010
25
2,570,812,569.64 2,570,812,569.64
7.4.7.10
2,660,970,162.13 -93,604,077.47 2,567,366,084.66
-3,636,676.98 -552,622,525.36 -556,259,202.34
-648,701,186.30 124,626,190.82 -524,074,995.48
103,776,798.68 -23,835,576.37 79,941,222.31
-752,477,984.98 148,461,767.19 -604,016,217.79
---
2,008,632,298.85 -521,600,412.01 1,487,031,886.84
7.4.7.11
2010 1 1 2010 12 31
2009 1 1 2009 12 31
4,134,203.84 4,134,852.67
--
--
179,958.89 113,984.03
521.43 23,052.20
4,314,684.164,271,888.90
7.4.7.12
2010 1 1 2010 12 3
1
2009 1 1 2009 12 31
17,542,186,226.36 14,944,271,209.90
17,466,312,452.02 13,100,313,305.49
75,873,774.34 1,843,957,904.41
7.4.7.13
2010 1 1 2010 1
2 31
2009 1 1 2009 12
31
884,905,463.04 1,220,361,273.07
2010
26
877,079,720.00 1,195,565,806.25
9,631,920.32 22,295,547.54
-1,806,177.28 2,499,919.28
7.4.7.14
7.4.7.15
2010 1 1 2010 12 31
2009 1 1 2009 12 31
44,892,793.79 38,187,612.18
--
44,892,793.79 38,187,612.18
7.4.7.16
2010 1 1 2010 12 31
2009 1 1 2009 12 31
-552,622,525.36 1,153,063,131.13
-550,629,356.56 1,163,197,297.88
-1,993,168.80 -10,134,166.75
--
--
--
--
--
-552,622,525.36 1,153,063,131.13
7.4.7.17
2010 1 1 2010 12 31
2009 1 1 2009 12 31
868,817.00 2,039,624.03
92,916.05 467,781.16
31,771.23 45,157.24
993,504.28 2,552,562.43
:
1. 25%
2010
27
2. 25%
7.4.7.18
2010 1 1 2010 12 3
1
2009 1 1 2009 12 31 52,873,982.24 42,135,285.64
4,225.00 5,300.00
52,878,207.24 42,140,585.64
7.4.7.19
2010 1 1 2010 12
31
2009 1 1 2009 12 31
120,000.00 140,000.00
300,000.00 300,000.00
18,000.00 18,000.00
28,131.42 19,190.48
466,131.42 477,190.48
7.4.8
7.4.8.1
7.4.8.2
7.4.9
( )
J.P. Morgan Investment Management
Limited
2010
28
J.P. Morgan 8CS Investments (GP)
Limited
7.4.10
7.4.10.1
7.4.10.2
7.4.10.2.1
2010 1 1 2010 12 31
2009 1 1 2009 12 31
71,879,981.00 102,021,096.40
8,199,702.67 11,601,069.31
1.5%
X 1.5% /
7.4.10.2.2
2010 1 1 2010 12 31
2009 1 1 2009 12 31
11,979,996.89 17,003,516.06
0.25%
X 0.25% /
7.4.10.3 ( )
2010 1 1 2010 12 31
2010
29
- 109,444,326.03 - - - -
2009 1 1 2009 12 31
- - - -547,700,000.00 196,030.59
7.4.10.4
7.4.10.4.1
2010 1 1 2010 1
2 31
2009 1 1 2009 1
2 31
--
2,060,423.08 1,798,501.80
- 584,761.14
--
2,060,423.08 322,839.86
- 2,060,423.08
- 0.06%
1,475,661.94 0.35%
584,761.14 0.50%
7.4.10.4.2
7.4.10.5
2010 1 1 2010 12 31
2009 1 1 2009 12 31
216,179,526.48 4,134,203.84 720,969,804.77 4,134,852.67
2010
30
7.4.10.6
7.4.10.7
7.4.11
7.4.12 2010 12 31
7.4.12.1 /
7.4.12.1.1
( )
601890
10/12/17 11/03/28 22.50 21.50 77,969 1,754,302.50 1,676,333.50 -
600963
10/12/28 11/01/06 7.70 10.09 21,900 168,630.00 220,971.00 -
002537
10/12/31 11/01/10 40.00 40.00 1,000 40,000.00 40,000.00 -
601118
10/12/30 11/01/07 5.99 5.99 5,000 29,950.00 29,950.00 -
300156
10/12/29 11/01/07 58.00 58.00 500 29,000.00 29,000.00 -
300157
10/12/29 11/01/07 57.00 57.00 500 28,500.00 28,500.00 -
002536
10/12/31 11/01/11 36.00 36.00 500 18,000.00 18,000.00 -
2,068,382.50 2,042,754.50
7.4.12.2
( )
600518
10/12/28
19.71 11/01/06 17.29 15,147,166 111,012,616.63 298,550,641.86 -
600315
10/12/06
36.37
5,653,551 111,569,556.48 205,619,649.87
-
600894
10/11/06
7.15 11/01/10 8.56 554,487 3,557,253.43 3,964,582.05 -
226,139,426.54 508,134,873.78
2010
31
2010 12 31
7.4.12.3
7.4.13
7.4.13.1
7.4.13.2
2010
32
2010 12 31 0.06%(2009 12 31 )
7.4.13.3
10% 10% 7.4.12
7.4.13.4
7.4.13.4.1
2010
33
7.4.13.4.1.1
2010 12 31 3 3 1 1 5 5
216,179,526.48 - - - - 216,179,526.48
13,334,710.51 - - - - 13,334,710.51
-- - - 2,329,937.24 2,329,937.24
150,220,000.00 50,239,000.00 - 2,431,321.20 3,679,047,316.26 3,881,937,637.46
9,500,214.25 - -
--
9,500,214.25
-- - - 7,303,978.05 7,303,978.05
16,732.00 - - - 309,698.85 326,430.85
389,251,183.24 50,239,000.00 - 2,431,321.20 3,688,990,930.40 4,130,912,434.84
-- - - 54,420,908.58 54,420,908.58
-- - - 2,519,731.04 2,519,731.04
-- - - 5,294,421.76 5,294,421.76
-- - - 882,403.62 882,403.62
-- - - 7,901,932.57 7,901,932.57
-- - - 626,000.00 626,000.00
-- - - 1,422,580.79 1,422,580.79
-- - - 73,067,978.36 73,067,978.36
389,251,183.24 50,239,000.00 - 2,431,321.20 3,615,922,952.04 4,057,844,456.48
2009 12 31 3 3 1 1 5 5
720,969,804.77 - - - - 720,969,804.77
10,931,617.32 - - - - 10,931,617.32
-- - - 3,673,803.51 3,673,803.51
- 299,160,000.00 - - 4,990,408,832.84 5,289,568,832.84
-- - - 44,373,217.53 44,373,217.53
-- - - 3,428,932.14 3,428,932.14
154,935.74 - - - 600,233.63 755,169.37
732,056,357.83 299,160,000.00 - - 5,042,485,019.65 6,073,701,377.48
-- - - 54,752,931.23 54,752,931.23
-- - - 14,249,953.30 14,249,953.30
-- - - 7,894,316.05 7,894,316.05
-- - - 1,315,719.35 1,315,719.35
-- - - 5,977,456.11 5,977,456.11
2010
34
-- - - 626,000.00 626,000.00
-- - - 1,465,396.26 1,465,396.26
-- - - 86,281,772.30 86,281,772.30
732,056,357.83 299,160,000.00 - - 4,956,203,247.35 5,987,419,605.18
7.4.13.4.1.2
2010 12 31 5.00%(2009 12 31 5.00%) (2009 12 31 )
7.4.13.4.2
7.4.13.4.3
70%-95% 0-30% VaR(Value at Risk)
7.4.13.4.3.1
2010 12 31
2009 12 31
2010
35
%
%
-
3,679,047,316.26 90.674,990,408,832.84 83.35
- --- -
--- -
3,679,047,316.2690.674,990,408,832.84 83.35
7.4.13.4.3.2
A600
2010 12 31
2009 12 31
1. A600 5%
19,096 23,042
2. A600 5%
19,096 23,042
7.4.14
(1)
(a)
(b)
( )
( ) ( )
( )
2010 12 31 3,173,343,763.68 708,593,873.78 (2009 12 31 4,965,762,424.43 323,806,408.41 )
(2009 )
2010
36
(2009 )
(2)
§8
8.1
3,679,047,316.26 89.06
3,679,047,316.26 89.06
202,890,321.20 4.91
202,890,321.20 4.91
- -
- -
9,500,214.25 0.23
- -
229,514,236.99 5.56
9,960,346.14 0.24
4,130,912,434.84 100.00
2010 12 31 4,057,844,456.48 1.5784 2.2584
8.2
A
15,582,912.75 0.38
B
500,610,647.45 12.34
C
2,258,656,345.36 55.66
C 0
227,356,493.38 5.60
C 1
24,739,015.40 0.61
C 2
- -
C 3
4,007,334.31 0.10
C 4
433,057,518.27 10.67
2010
37
C 5
287,780,122.71 7.09
C 6
230,767,853.92 5.69
C 7
513,934,296.68 12.67
C 8
524,719,782.18 12.93
C 99
12,293,928.51 0.30
D
54,695,776.52 1.35
E
50,220,294.80 1.24
F
170,476,959.78 4.20
G
131,219,805.60 3.23
H
65,137,515.92 1.61
I
336,732,500.30 8.30
J
32,261,272.68 0.80
K
58,089,031.66 1.43
L
- -
M
5,364,253.44 0.13
3,679,047,316.26 90.67
8.3
1 600518
15,147,166 298,550,641.86 7.36
2 000650
8,987,410 205,811,689.00 5.07
3 600315
5,653,551 205,619,649.87 5.07
4 002304
743,561 166,557,664.00 4.10
5 002168
4,008,020 155,150,454.20 3.82
6 601808
5,734,923 146,469,933.42 3.61
7 002106
1,899,758 125,858,967.50 3.10
8 002167
2,638,777 123,178,110.36 3.04
9 601111
8,879,923 121,477,346.64 2.99
10 002273
2,397,523 121,050,936.27 2.98
11 600499
4,986,001 118,866,263.84 2.93
12 601601
4,999,732 114,493,862.80 2.82
13 601989
9,644,310 113,706,414.90 2.80
14 600123
1,999,891 94,154,868.28 2.32
15 000780
5,984,711 91,745,619.63 2.26
16 601318
1,369,651 76,919,600.16 1.90
17 000973
4,948,122 75,260,935.62 1.85
18 600489
1,564,158 63,098,133.72 1.55
2010
38
19 600522
1,868,760 57,651,246.00 1.42
20 600098
6,542,557 54,695,776.52 1.35
21 600475
2,235,182 53,398,497.98 1.32
22 600585
1,778,002 52,771,099.36 1.30
23 002457
1,233,998 51,938,975.82 1.28
24 601117
8,618,474 49,814,779.72 1.23
25 600837
4,999,999 48,199,990.36 1.19
26 600068
3,999,919 46,399,060.40 1.14
27 600029
4,499,911 43,829,133.14 1.08
28 600188
1,499,960 42,583,864.40 1.05
29 000960
1,199,955 39,238,528.50 0.97
30 000776
703,773 37,398,497.22 0.92
31 000686
1,408,354 31,392,210.66 0.77
32 002405
499,978 27,228,801.88 0.67
33 000895
311,635 27,112,245.00 0.67
34 000012
1,273,526 25,152,138.50 0.62
35 601958
1,000,000 24,240,000.00 0.60
36 601299
3,285,200 23,292,068.00 0.57
37 000877
581,644 18,362,501.08 0.45
38 600720
1,000,000 17,150,000.00 0.42
39 600519
90,103 16,571,743.76 0.41
40 000002
2,008,644 16,511,053.68 0.41
41 600859
306,890 15,939,866.60 0.39
42 002138
573,432 15,884,066.40 0.39
43 601001
750,000 15,757,500.00 0.39
44 601377
909,600 14,735,520.00 0.36
45 002184
821,257 14,125,620.40 0.35
46 600036
1,061,110 13,592,819.10 0.33
47 002299
353,865 12,721,446.75 0.31
48 600525
538,971 12,293,928.51 0.30
49 002154
351,558 11,179,544.40 0.28
50 600785
352,200 10,227,888.00 0.25
51 002029
279,650 9,239,636.00 0.23
52 600690
319,553 9,014,590.13 0.22
53 600582
324,100 8,423,359.00 0.21
54 002410
118,000 8,378,000.00 0.21
55 002038
138,298 8,159,582.00 0.20
56 000861
480,017 7,968,282.20 0.20
57 600498
184,700 7,639,192.00 0.19
58 000420
881,658 7,414,743.78 0.18
59 600739
242,300 7,298,076.00 0.18
2010
39
60 600403
214,175 7,264,816.00 0.18
61 300115
107,034 6,914,396.40 0.17
62 600383
1,111,100 6,866,598.00 0.17
63 600079
266,009 6,777,909.32 0.17
64 002055
246,130 6,751,345.90 0.17
65 600537
164,025 6,590,524.50 0.16
66 000523
432,100 6,351,870.00 0.16
67 000527
331,350 5,765,490.00 0.14
68 600631
374,525 5,711,506.25 0.14
69 300025
170,669 5,679,864.32 0.14
70 000630
160,700 5,632,535.00 0.14
71 600276
91,000 5,419,960.00 0.13
72 000009
319,872 5,364,253.44 0.13
73 000876
250,600 5,250,070.00 0.13
74 002320
131,900 5,170,480.00 0.13
75 600511
204,700 5,076,560.00 0.13
76 300105
41,450 5,052,755.00 0.12
77 600875
142,900 4,987,210.00 0.12
78 600395
146,900 4,781,595.00 0.12
79 601168
252,100 4,749,564.00 0.12
80 002155
131,000 4,705,520.00 0.12
81 002236
55,798 4,680,336.24 0.12
82 600549
96,800 4,606,712.00 0.11
83 000530
381,900 4,536,972.00 0.11
84 601699
72,500 4,323,900.00 0.11
85 002254
121,800 4,152,162.00 0.10
86 600963
397,159 4,007,334.31 0.10
87 600997
197,300 3,971,649.00 0.10
88 600894
554,487 3,964,582.05 0.10
89 002386
245,800 3,920,510.00 0.10
90 600460
170,600 3,905,034.00 0.10
91 300022
119,176 3,813,632.00 0.09
92 002051
97,599 3,812,216.94 0.09
93 000401
153,984 3,638,641.92 0.09
94 002146
257,900 3,504,861.00 0.09
95 600050
607,900 3,252,265.00 0.08
96 600693
274,600 3,223,804.00 0.08
97 000639
95,982 3,190,441.68 0.08
98 000887
126,100 3,076,840.00 0.08
99 000061
174,295 3,069,334.95 0.08
100 000581
79,080 2,937,822.00 0.07
2010
40
101 000708
188,991 2,902,901.76 0.07
102 000715
186,864 2,808,565.92 0.07
103 002008
122,100 2,735,040.00 0.07
104 600600
77,934 2,702,751.12 0.07
105 600559
68,300 2,571,495.00 0.06
106 002013
73,600 2,394,944.00 0.06
107 000926
177,300 2,390,004.00 0.06
108 002375
25,600 2,354,688.00 0.06
109 002042
78,200 2,333,488.00 0.06
110 002033
67,400 2,325,300.00 0.06
111 000936
253,200 2,207,904.00 0.05
112 002434
67,999 2,201,127.63 0.05
113 600208
332,214 1,993,284.00 0.05
114 002327
50,300 1,986,347.00 0.05
115 002243
131,288 1,874,792.64 0.05
116 601890
77,969 1,676,333.50 0.04
117 600284
74,068 1,466,546.40 0.04
118 000998
43,900 1,429,823.00 0.04
119 000713
70,900 1,401,693.00 0.03
120 600335
74,100 1,222,650.00 0.03
121 600581
99,300 1,126,062.00 0.03
122 002132
34,635 1,092,734.25 0.03
123 600223
133,800 995,472.00 0.02
124 600754
40,100 931,523.00 0.02
125 300137
20,200 771,842.00 0.02
126 000598
33,200 684,916.00 0.02
127 601888
16,800 520,296.00 0.01
128 300123
10,553 448,502.50 0.01
129 002537
1,000 40,000.00 0.00
130 601118
5,000 29,950.00 0.00
131 300156
500 29,000.00 0.00
132 300157
500 28,500.00 0.00
133 002536
500 18,000.00 0.00
1 000639 2011 2 23
2 600335 2011 2 23 *ST
3 600403
2011 2 16
8.4
8.4.1 2% 20
2010
41
1 600900
892,715,812.32 14.91
2 601398
822,245,739.27 13.73
3 601988
443,377,019.67 7.41
4 601111
347,744,066.37 5.81
5 600489
318,800,124.85 5.32
6 600048
305,127,653.43 5.10
7 600837
245,153,545.53 4.09
8 600050
244,837,609.66 4.09
9 601006
244,138,539.12 4.08
10 000650
226,031,575.60 3.78
11 000800
204,797,096.20 3.42
12 601601
203,062,713.86 3.39
13 002304
181,434,055.61 3.03
14 600547
166,938,217.09 2.79
15 000973
164,773,049.90 2.75
16 600029
163,225,520.51 2.73
17 600269
156,614,717.39 2.62
18 601989
153,085,912.49 2.56
19 000623
149,712,404.67 2.50
20 002142
145,453,917.26 2.43
21 600256
144,595,196.97 2.41
22 000937
142,318,561.12 2.38
23 002273
139,373,253.06 2.33
24 600383
139,341,070.33 2.33
25 600115
138,172,160.14 2.31
26 000537
137,641,472.62 2.30
27 601607
135,373,811.41 2.26
28 601318
135,278,896.99 2.26
29 601168
133,123,938.82 2.22
30 600499
131,292,499.81 2.19
31 601009
127,290,780.07 2.13
32 000983
127,248,170.40 2.13
33 601808
125,783,424.35 2.10
34 600795
125,470,641.90 2.10
35 600458
124,825,047.97 2.08
36 600361
122,914,269.40 2.05
37 600710
121,892,676.71 2.04
2010
42
“ ” “ ” “ ” “ ”
8.4.2 2% 20
1 600900
854,878,393.43 14.28
2 601398
787,813,365.43 13.16
3 600518
584,605,448.72 9.76
4 600050
410,432,814.96 6.85
5 601988
409,190,870.93 6.83
6 600028
323,401,394.38 5.40
7 600089
290,365,211.04 4.85
8 600048
289,475,712.25 4.83
9 600820
283,233,080.09 4.73
10 600031
276,068,144.43 4.61
11 600837
254,222,331.28 4.25
12 600547
249,459,075.32 4.17
13 601998
237,388,152.66 3.96
14 601006
235,708,435.47 3.94
15 000983
226,305,299.33 3.78
16 601009
225,860,633.50 3.77
17 601111
218,072,798.52 3.64
18 600489
201,647,877.36 3.37
19 600581
192,290,404.69 3.21
20 002142
189,847,507.16 3.17
21 600315
181,350,935.82 3.03
22 002251
162,583,094.66 2.72
23 000800
160,620,145.55 2.68
24 600037
157,450,840.82 2.63
25 601607
153,920,189.39 2.57
26 600029
152,024,421.53 2.54
27 000623
149,836,444.29 2.50
28 600549
147,728,384.67 2.47
29 601168
143,569,777.83 2.40
30 600036
143,032,105.02 2.39
31 600030
140,310,892.62 2.34
32 600256
137,867,655.98 2.30
33 000651
136,770,055.81 2.28
34 600269
134,311,681.22 2.24
2010
43
35 600795
131,964,770.01 2.20
36 600122
131,898,144.02 2.20
37 000001 A 129,335,805.78 2.16
38 600458
128,890,211.72 2.15
39 600115
125,797,394.90 2.10
40 000537
124,720,850.51 2.08
41 000937
122,841,889.67 2.05
42 600383
121,463,748.89 2.03
43 002091
120,791,263.83 2.02
44 601601
120,482,131.65 2.01
45 000973
120,436,579.46 2.01
“ ” “ ” “ ” “ ”
8.4.3
16,705,580,292.00
17,542,186,226.36
“ ” “ ” “ ” “ ”
8.5
1
- -
2
200,459,000.00 4.94
3
- -
- -
4
- -
5
- -
6
2,431,321.20 0.06
7
- -
8
202,890,321.20 5.00
8.6
2010
44
1 0801026 08 26 1,000,000 100,210,000.00 2.47
2 0801011 08 11 500,000 50,010,000.00 1.23
3 0801065 08 65 400,000 40,200,000.00 0.99
4 0801047 08 47 100,000 10,039,000.00 0.25
5 113002
20,580 2,431,321.20 0.06
8.7
8.8
8.9
8.9.1
8.9.2
8.9.3
1
2,329,937.24
2
-
3
-
4
7,303,978.05
5
326,430.85
6
-
7
-
8
-
9
9,960,346.14
8.9.4
2010
45
8.9.5
( )
(%)
1 600518
298,550,641.86 7.36
2 600315
205,619,649.87 5.07
2010 12 31
8.9.6
114,112 22,528.85 22,630,387.63 0.88%2,548,182,182.01 99.12%
114,799.44 0.0045%
2010
46
5,480,692,618.04
3,420,053,520.52
132,802,951.66
982,043,902.54
-
2,570,812,569.64
2010
47
1 11,953,298,590.4634.95%10,160,263.16 35.39% -
1 3,926,116,661.2111.48%3,190,004.49 11.11% -
1 2,349,036,065.876.87%1,996,666.98 6.96% -
2 8,463,715,130.0624.75%7,127,410.21 24.83% -
1 3,599,326,707.8410.53%3,059,409.41 10.66% -
1 296,655,030.080.87%241,034.85 0.84% -
1 3,608,717,605.8210.55%2,932,111.05 10.21% -
2010
48
- - - - - -
- - - - - -
- - - - - -
- - - - - -
177,767,197.30 99.19% - - - -
- - - - - -
1,452,360.26 0.81% - - - -
11.8
1.
2010 2 3
2.
2010 6 12
3.
2010 6 30
4.
601989
2010 7 17
5.
2010 11 8
2010
49
6.
2010 12 29
2011 1 8
§12
1 2010 1 29
2 2010 5 13
3 2010 6 21
4 2010 7 1 2009 A 10
2.02 ( )
5 2010 9 15
6 2010 11 2 2010 A
§13
1
2
3
4
5
6
www.51fund.com
2010
50
