2011
2011 12 31
2011
2012
3 20
2011 1 1 12 31
1
2011
021-50509888-8219 010-67595003
huangzhp@scfund.com.cn yindong.zh@ccb.com
021-50509666 / 400-821-0588 010-67595096
2
2011
021-50509888-8211 010-66275853
www.scfund.com.cn
25,986,450.56 21,396,064.28 -63,039.19
-80,482,956.52 82,837,719.51 1,145,221.29
-0.2204 0.1397 0.0014
-17.72% 14.99% 0.10%
-0.0533 0.0604 -0.0001
368,097,160.86 452,263,333.15 802,000,350.45
0.947 1.151 1.001
1
2
3
4 2009 12 30
3.2.1
3
2011
-3.07% 1.44% -6.17% 1.06% 3.10% 0.38%
-12.72% 1.28% -16.60% 1.02% 3.88% 0.26%
-17.72% 1.22% -17.81% 0.98% 0.09% 0.24%
-5.30% 1.29% -23.27% 1.09% 17.97% 0.20%
=75%* 300 +25%*
3.2.2
3.2.3
4
2011
4.1.1
2003 82 2004 9 1
2011 12 31 11 2 5
2011
5 1 2 1
2011 2825 2199 22% 15.16% 2011 142.3 2010 30%
4.1.2
1
6
2011
2
4.3.1
4.3.2
4.3.3
4.4.1 2011
4.4.2 0.947 0.947 -17.72% -17.81%
2012 7
2011
2012 2011
2012
8
2011
W[2012]A353
2011 12 31
2011 12 31
2010 12 31
9
2011
223,585.64 6,311,557.99
581,435.68 623,530.31
- 13,498.03
377,760,085.08 457,998,804.39
347,061,830.48 416,950,813.84
--
30,698,254.60 41,047,990.55
--
--
--
--
492,192.09 859,680.19
--
355,218.85 1,077,403.08
--
--
379,412,517.34 466,884,473.99
2011 12 31
2010 12 31
--
--
--
9,599,865.60 9,999,865.00
--
268,850.54 2,524,376.49
482,498.69 571,582.79
80,416.44 95,263.80
--
215,225.92 731,741.57
--
27,563.66 3,363.58
--
--
640,935.63 694,947.61
11,315,356.48 14,621,140.84
388,802,393.35 392,786,221.20
-20,705,232.49 59,477,111.95
368,097,160.86 452,263,333.15
379,412,517.34 466,884,473.99
2011 12 31 0.947 388,802,393.35
10
2011
2011 1 1 2011 12 31
2011 1 1 2011 12
31
2010 1 1 2010 12
31
-71,653,370.54 96,858,490.52
811,476.55 1,721,133.82
99,262.07 731,482.94
712,214.48 478,419.43
--
- 511,231.45
--
33,677,955.96 32,630,277.14
28,220,668.09 23,771,554.26
--
1,718,432.91 4,726,829.70
--
--
3,738,854.96 4,131,893.18
-106,469,407.08 61,441,655.23
--
326,604.03 1,065,424.33
8,829,585.98 14,020,771.01
5,843,720.98 8,980,760.76
973,953.44 1,496,793.44
--
1,144,322.83 3,001,009.79
450,474.12 74,003.08
450,474.12 74,003.08
417,114.61 468,203.94
-80,482,956.52 82,837,719.51
--
-80,482,956.52 82,837,719.51
11
2011
2011 1 1 2011 12 31
2011 1 1 2011 12 31 392,786,221.20 59,477,111.95 452,263,333.15
- -80,482,956.52 -80,482,956.52
-3,983,827.85 300,612.08 -3,683,215.77
267,027,332.22 26,523,393.60 293,550,725.82
-271,011,160.07 -26,222,781.52 -297,233,941.59
-- -
388,802,393.35 -20,705,232.49 368,097,160.86
2010 1 1 2010 12 31 800,855,129.16 1,145,221.29 802,000,350.45
- 82,837,719.51 82,837,719.51
-408,068,907.96 -24,505,828.85 -432,574,736.81
425,631,258.35 -4,658,771.94 420,972,486.41
-833,700,166.31 -19,847,056.91 -853,547,223.22
-- -
392,786,221.20 59,477,111.95 452,263,333.15
7..1 7.4
12
2011
7.4.1
[2009]1024 2009 12 30 800,855,129.16
60%-95% 80% 0-35% 5% =75%* 300 +25%*
7.4.2
2006 2 15 38 2007
5 15 2010 2 8 XBRL 3 < >
7.4.3
7.4.4
7.4.4.1
1 1 12 31 2011 1 1 12 31
7.4.4.2
7.4.4.3
1
13
2011
( )
2
7.4.4.4
7.4.4.5
( )
(1)
(2)
(3) 14
2011
7.4.4.6
7.4.4.7
7.4.4.8
/( )
7.4.4.9 /( )
7.4.4.10
7.4.4.11
15
2011
(1)
(2)
(3) 10%
(4) 3
(5)
(6) 15
(7)
(8)
7.4.4.12
(1)
(2)
(a) [2006]37
(b) [2008]38 16
2011
(SAC)
(c) [2007]21 < >
7.4.5
7.4.5.1
7.4.5.2
7.4.5.3
7.4.6
1
2008 9 19 0.1%
[2005]103 ,
2
[2004]78 , 2004 1 1
[2005]103 ,
[2008]1 17
2011
3
[1998]55 ,
, 20%
[2005]107 2005 6 13 [2005]102
50
[2005]103 ,
7.4.7
7.4.8
7.4.8.1
7.4.8.1.1
2011 1 1 2011 12 31
2010 1 1 2010 12 31
266,904,782.46 35.74% 715,872,389.38 35.03%
7.4.8.1.2
18
2011
2011 1 1 2011 12 31
2010 1 1 2010 12 31 - - 31,721,818.05 14.20%
7.4.8.1.3
2011 1 1 2011 12 31
2010 1 1 2010 12 31 - - 961,800,000.00 100.00%
7.4.8.1.4
2011 1 1 2011 12 31
2010 1 1 2010 12 31 1.
2. 1
7.4.8.2
7.4.8.2.1
2011 1 1 2011 12 31
2010 1 1 2010 12 31
19
2011
5,843,720.98 8,980,760.76
584,961.99 1,076,584.76
1.5%
X 1.5% /
7.4.8.2.2
2011 1 1 2011 12 31
2010 1 1 2010 12 31
973,953.44 1,496,793.44
0.25%
X 0.25% /
7.4.8.2.3
7.4.8.3 ( )
- - - - - -
2010 1 1 2010 12 31 - - - -40,000,000.00 17,638.41
7.4.8.4
7.4.8.4.1
20
2011
2011 1 1 2011 12 31
2010 1 1 2010 12
31
19,979,020.98 -
- 19,979,020.98
--
--
19,979,020.98 19,979,020.98
5.14% 5.09%
7.4.8.4.2
7.4.8.5
2011 1 1 2011 12 31
2010 1 1 2010 12 31
7.4.8.6
7.4.8.7
7.4.9 2011 12 31
7.4.9.1 /
/
7.4.9.2
34.11 888,000
29,597,108.9
1
26,497,920.00 -
21
2011
11.87 100,000 1,405,872.10 853,000.00 -
7.4.9.3
7.4.9.3.1
2011 12 31 9,599,865.60
96.83 100,000 9,683,000.00
- 100,000 9,683,000.00
7.4.9.3.2
7.4.10
1 347,061,830.48 91.47
347,061,830.48 91.47
2 30,698,254.60 8.09
30,698,254.60 8.09
- -
3 - -
4 - -
- -
5 805,021.32 0.21
6 847,410.94 0.22
7 379,412,517.34 100.00
22
2011
A - -
B 17,936,943.36 4.87
C 158,559,257.04 43.08
C0 28,964,919.00 7.87
C1 - -
C2 - -
C3 18,043,340.00 4.90
C4 49,835,692.00 13.54
C5 26,497,920.00 7.20
C6 80,200.00 0.02
C7 34,029,186.04 9.24
C8 1,108,000.00 0.30
C99 - -
D - -
E 725,400.00 0.20
F - -
G 26,051,724.00 7.08
H 12,052,000.00 3.27
I 119,192,506.08 32.38
J - -
K - -
L - -
M 12,544,000.00 3.41
347,061,830.48 94.29
1 2,240,000 28,963,200.00 7.87
2 888,000 26,497,920.00 7.20
3 1,447,318 26,051,724.00 7.08
4 219,818 23,718,362.20 6.44
5 1,880,000 22,315,600.00 6.06
23
2011
6 844,000 19,623,000.00 5.33
7 1,561,000 19,543,720.00 5.31
8 2,228,800 18,922,512.00 5.14
9 718,000 18,043,340.00 4.90
10 585,794 13,859,886.04 3.77
www.scfund.com.cn
8.4.1 2% 20
1 39,897,326.17 8.82
2 33,418,543.89 7.39
3 23,581,030.57 5.21
4 21,037,474.20 4.65
5 19,526,880.80 4.32
6 17,330,174.31 3.83
7 16,535,816.77 3.66
8 16,423,742.83 3.63
9 15,092,351.46 3.34
10 14,144,335.00 3.13
11 13,981,695.51 3.09
12 13,552,353.14 3.00
13 13,429,412.01 2.97
14 12,089,406.05 2.67
15 9,048,418.69 2.00
16 8,666,242.01 1.92
17 8,278,923.93 1.83
18 8,160,412.00 1.80
19 7,530,817.50 1.67
20 6,122,868.22 1.35
8.4.2 2% 20
24
2011
1 41,210,617.27 9.11
2 22,823,574.98 5.05
3 22,345,966.18 4.94
4 21,777,813.80 4.82
5 20,895,950.44 4.62
6 19,385,861.58 4.29
7 17,283,041.46 3.82
8 17,096,644.40 3.78
9 16,795,042.15 3.71
10 16,711,421.54 3.70
11 12,666,907.01 2.80
12 12,441,564.75 2.75
13 12,077,714.04 2.67
14 11,798,943.97 2.61
15 11,494,467.45 2.54
16 10,672,826.49 2.36
17 9,404,813.57 2.08
18 8,399,640.80 1.86
19 6,676,451.72 1.48
20 6,129,042.76 1.36
8.4.3
386,373,457.46
381,547,703.40
1 - -
2 19,357,000.00 5.26
3 - -
- -
4 - -
25
2011
5 - -
6 - -
7 11,341,254.60 3.08
8 - -
9 30,698,254.60 8.34
1 123,570 11,341,254.60 3.08
2 100,000 9,683,000.00 2.63
3 100,000 9,674,000.00 2.63
8.9.1
8.9.2
8.9.3
1 -
2 -
3 -
4 492,192.09
5 355,218.85
6 -
26
2011
7 -
8 -
9 847,410.94
8.9.4
8.9.5
26,497,920.00 7.20 8.9.6
11,702 33,225.29 207,428,023.65 53.35%181,374,369.70 46.65%
2,474,363.74 0.64%
800,855,129.16
392,786,221.20
267,027,332.22
27
2011
271,011,160.07
-
388,802,393.35
1
2
2011 2 9 2011 115
2011 1 31 2011 10 24 ,
90000
28
2011
11.7
11.7.1
1 325,823,232.83 43.62% 276,948.64 44.55% 2 266,904,782.46 35.74% 218,023.07 35.07% 1 116,412,902.38 15.59% 94,585.60 15.22% 1 37,742,768.99 5.05% 32,081.26 5.16% 5 746,883,686.66 100.00% 621,638.57 100.00% 1.
2.
11.7.2
39,080,353.10 58.05% - - - -
- - - - - -
25,905,073.23 38.48% - - - -
2,333,875.60 3.47% - - - -
29
2011
67,319,301.93 100.00% - - - -
1 2011 10 28
2 2012 1 16 , 2012 1 16
30