1
,
2
.......................................................................................................................3
.......................................................................................................................4
...........................................................................................................9
.........................................................................................................18
.....................................................................................................24
.........................................................................................................42
.................................................................................................43
.....................................................................................44
.........................................................................................................61
.........................................................................................................71
.....................................................................................................72
.............................................................................................74
.........................................................................................79
.........................................................................................81
.........................................................................................84
.............................................................................................85
.........................................................................................................91
.............................................................94
.....................................................................................96
........................................................................... 112
.......................................................................130
.......................................................................................133
...............................................................136
...................................................................................................137
3
4
5
6
7
8
9
10
100 100 ETF ETF
11
Bell, Temple McCague,
Peacock, Borlack, McInnis & Lloyd 12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
25%
2 ( )
3 3 48
2
49
3 4 50
51
52
53
54
1
55
1 365 2 730
= max [ 0 ]
56
57
58
59
60
61
62
63
64
65
66
67
%
1
122,674,715.45 6.91
122,674,715.45 6.91
2
1,558,199,244.45 87.76
1,558,199,244.45 87.76
- -
3
- -
4
- -
- -
5
63,115,370.59 3.55
6
31,466,580.02 1.77
7
1,775,455,910.51 100.00
%
A
0.00 0.00
B
0.00 0.00
C
122,674,715.45 7.23
C0
22,110,000.00 1.30
C1
24,489,000.00 1.44
C2
0.00 0.00
C3
0.00 0.00
C4
21,894,215.45 1.29
C5
0.00 0.00
C6
0.00 0.00
C7
32,686,100.00 1.93
C8
21,495,400.00 1.27
68
C99
0.00 0.00
D
0.00 0.00
E
0.00 0.00
F
0.00 0.00
G
0.00 0.00
H
0.00 0.00
I
0.00 0.00
J
0.00 0.00
K
0.00 0.00
L
0.00 0.00
M
0.00 0.00
122,674,715.45 7.23
( )
%
1 601233
900,000 24,489,000.00 1.44
2 002570
660,000 22,110,000.00 1.30
3 300199
620,000 21,495,400.00 1.27
4 300171
429,000 17,546,100.00 1.03
5 002584
1,250,000 16,887,500.00 1.00
6 300206
500,000 15,140,000.00 0.89
7 300192
293,649 5,006,715.45 0.30
%
1
71,498,861.60 4.21
2
- -
3
29,184,000.00 1.72
29,184,000.00 1.72
4
998,395,879.47 58.84
5
109,854,000.00 6.47
69
6
- -
7
349,266,503.38 20.58
8
- -
9
1,558,199,244.45 91.83
( )
%
1 110003
1,307,030 151,223,371.00 8.91
2 125709
744,825 82,272,624.68 4.85
3 113001
629,070 66,417,210.60 3.91
4 1181016
11 CP01
600,000 59,916,000.00 3.53
5 010107 21 579,860 59,725,580.00 3.52
1
259,298.07
2
2,134,856.02
70
3
-
4
29,042,092.93
5
30,333.00
6
-
7
-
8
-
9
31,466,580.02
4
( )
(%)
1 110003
151,223,371.00 8.91
2 125709
82,272,624.68 4.85
3 113001
66,417,210.60 3.91
4 110009
12,453,090.00 0.73
5 110011
10,725,924.60 0.63
6 110007
9,345,935.00 0.55
7 110078
3,675,690.90 0.22
8 126729
1,538,269.10 0.09
5
( )
%
1 601233
24,489,000.00 1.44
2 002570
22,110,000.00 1.30
3 300199
21,495,400.00 1.27
4 002584
16,887,500.00 1.00
5 300206
15,140,000.00 0.89
71
A
2009-3-11 2009-12-31 6.51% 0.42% 6.09% 0.17% 0.05% 0.12%
2010-1-1 2010-12-31 12.84% 2.00% 10.84% 0.24% 0.07% 0.17%
2009-3-11 2010-12-31 20.19% 2.43% 17.76% 0.21% 0.06% 0.15%
2011-1-1 2011-6-30 -1.87% 1.33% -3.20% 0.20% 0.04% 0.16%
2009-3-11 2011-6-30 17.95% 3.79% 14.16% 0.21% 0.06% 0.15%
B
2009-3-11 2009-12-31 6.11% 0.42% 5.69% 0.17% 0.05% 0.12%
2010-1-1 2010-12-31 12.34% 2.00% 10.34% 0.24% 0.07% 0.17%
2009-3-11 2010-12-31 19.20% 2.43% 16.77% 0.21% 0.06% 0.15%
2011-1-1 2011-6-30 -2.04% 1.33% -3.37% 0.20% 0.04% 0.16%
2009-3-11 2011-6-30 16.76% 3.79% 12.97% 0.21% 0.06% 0.15%
72
73
74
75
76
77
78
79
80
2009 12 29 A 10 0.2
B 10 0.15
2010 9 10 2010 12 31 A 10 0.65
B 10 0.55
2011 6 29 A 10 0.17
B 10 0.20
81
82
2
1
2
3
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
2 115
10
2
4
1
116
2
3
4
5
6
7
8
117
118
119
120
121
122
123
4 124
125
126
127
15 128
129
130
131
132
133
1
2
3 3
4
134
135
136
137
