2011
2011 12 31
2011
,
2012 3 26
2011 1 1 12 31
1
2011
021-50509888-8219 010-66105799
huangzhp@scfund.com.cn custody@icbc.com.cn
021-50509666 / 400-821-0588 95588
021-50509888-8211 010-66105798
2
2011
www.scfund.com.cn
-16,147,813.49 141,083,077.34 527,166,520.47
-746,469,350.21 483,681,010.33 900,382,428.09
-0.2187 0.1374 0.2261
-23.99% 17.88% 39.00%
-0.3193 -0.3149 -0.3561
2,343,433,246.78 3,098,535,459.66 2,806,194,493.80
0.6940 0.9130 0.7745
1
2
3
3.2.1
-8.26% 1.26% -5.44% 0.94% -2.82% 0.32%
-15.68% 1.21% -14.74% 0.91% -0.94% 0.30%
-23.99% 1.18% -15.58% 0.87% -8.41% 0.31%
24.55% 1.33% 23.09% 1.11% 1.46% 0.22%
31.96% 1.61% 19.36% 1.41% 12.60% 0.20%
178.61% 1.49% 118.87% 1.29% 59.74% 0.20%
3
2011
=65%* 60%* 180+40%* 100 +35%*
3.2.2
3.2.3
4
2011
4.1.1
2003 82 2004 9 1
2011 12 31 11 2 5 5
2011
1 2 1
2011 2825 2199 22% 15.16% 2011 142.3 2010 30%
4.1.2
1
2
4.3.1
6
2011
4.3.2
4.3.3
4.4.1 2011 300 25 10.37 41.81
2011 2011
4.4.2 0.6940 2.4140 -23.99% -15.58%
2012 8 8.5 2011
A 300 2011 7
2011
12 A
2012
2012
8
2011
2011
2011
2011
W[2012]A351
9
2011
2011 12 31
2011 12 31
2010 12 31
334,097,607.46 339,304,485.08
2,748,884.26 3,167,756.78
1,844,863.00 1,692,578.01
1,833,617,634.10 2,721,841,056.42
1,787,596,338.50 2,675,998,105.82
--
46,021,295.60 45,842,950.60
--
--
179,100,788.65 -
--
419,828.72 98,469.42
--
73,118.15 52,073,423.61
--
--
2,351,902,724.34 3,118,177,769.32
2011 12 31
2010 12 31
--
--
--
--
- 8,658,824.42
423,982.92 2,475,730.31
3,090,289.98 3,912,533.56
515,048.33 652,088.91
--
2,399,866.21 2,399,786.44
--
10
2011
--
--
--
2,040,290.12 1,543,346.02
8,469,477.56 19,642,309.66
3,376,646,368.61 3,393,783,060.74
-1,033,213,121.83 -295,247,601.08
2,343,433,246.78 3,098,535,459.66
2,351,902,724.34 3,118,177,769.32
2011 12 31 0.6940 3,376,646,368.61
2011 1 1 2011 12 31
2011 1 1 2011 12
31
2010 1 1 2010 12
31
-682,352,770.22 546,622,638.60
4,317,423.62 3,081,054.28
2,580,897.37 3,058,050.58
81,318.67 23,003.70
--
1,655,207.58 -
--
43,452,167.86 200,685,571.39
24,290,033.12 184,636,429.33
--
5,347,790.14 3,157,228.47
--
--
13,814,344.60 12,891,913.59
-730,321,536.72 342,597,932.99
--
199,175.02 258,079.94
64,116,579.99 62,941,628.27
11
2011
42,038,300.44 41,232,941.42
7,006,383.39 6,872,156.91
--
14,754,131.72 14,526,534.30
--
--
317,764.44 309,995.64
-746,469,350.21 483,681,010.33
--
-746,469,350.21 483,681,010.33
2011 1 1 2011 12 31
2011 1 1 2011 12 31 3,393,783,060.74 -295,247,601.08 3,098,535,459.66
- -746,469,350.21 -746,469,350.21
-17,136,692.13 8,503,829.46 -8,632,862.67
495,622,133.61 -73,611,874.17 422,010,259.44
-512,758,825.74 82,115,703.63 -430,643,122.11
-- -
3,376,646,368.61 -1,033,213,121.83 2,343,433,246.78
2010 1 1 2010 12 31 3,623,292,103.36 -817,097,609.56 2,806,194,493.80
- 483,681,010.33 483,681,010.33
-229,509,042.62 38,168,998.15 -191,340,044.47
439,607,147.64 -63,189,338.05 376,417,809.59
12
2011
-669,116,190.26 101,358,336.20 -567,757,854.06
-- -
3,393,783,060.74 -295,247,601.08 3,098,535,459.66
7.1 7.4
7.4.1
[2004]201 2005 2 1 1,029,352,840.95
7.4.2
2007 7 1 2006 2 15 38 2010 2 8 XBRL 3 < >
7.4.3
7.4.4
7.4.4.1
1 1 12 31
7.4.4.2
13
2011
7.4.4.3
1
( )
2
7.4.4.4
7.4.4.5
( )
(1)
14
2011
(2)
(3)
7.4.4.6
7.4.4.7
7.4.4.8
/( )
7.4.4.9 /( )
7.4.4.10
15
2011
7.4.4.11
(1)
(2)
(3)
(4)
(5)
(6) 3
(7) 50%
(8)
7.4.4.12
(1)
(2)
(a) [2006]37
(b) [2008]38 16
2011
2009 6 16 (SAC)
(c) [2007]21 < >
7.4.5
7.4.5.1
7.4.5.2
7.4.5.3
7.4.6
1
2007 5 30 0.1%
2007 5 30 ( ) 0.1% 0.3%
2008 4 24 ( ) 0.3% 0.1%
2008 9 19 0.1%
[2005]103 ,
2
[2004]78 , 2004 1 1
[2005]103 , 17
2011
[2008]1
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
1,020,029,515.16 10.59% 1,903,638,541.30 20.06%
18
2011
7.4.8.1.2
7.4.8.1.3
7.4.8.1.4
7.4.8.1.5
2011 1 1 2011 12 31
2010 1 1 2010 12 31 1
7.4.8.2
7.4.8.2.1
2011 1 1 2011 12 31
2010 1 1 2010 12 31
42,038,300.44 41,232,941.42
9,502,956.65 9,801,724.00
1.5%
X 1.5% /
19
2011
7.4.8.2.2
2011 1 1 2011 12 31
2010 1 1 2010 12 31
7,006,383.39 6,872,156.91
0.25%
X 0.25% /
7.4.8.2.3
7.4.8.3 ( )
7.4.8.4
7.4.8.4.1
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
7.4.9 2011 12 31
7.4.9.1 /
20
2011
601669
2011-09-29 2012-01-18
4.50 4.09 3,437,870 15,470,415.00 14,060,888.30 -
601336
2011-12-09 2012-03-16
23.25 27.87 17,488 406,596.00 487,390.56 -
7.4.9.2
-7 2 7 , 0 5 4
16,934,270.0
3
14,715,572.96 -
- 1,514,410
41,283,918.7
0
42,358,047.70 -
7.4.9.3
7.4.9.3.1
7.4.9.3.2
1 1,787,596,338.50 76.01
1,787,596,338.50 76.01
21
2011
2 46,021,295.60 1.96
46,021,295.60 1.96
- -
3 - -
4 179,100,788.65 7.62
- -
5 336,846,491.72 14.32
6 2,337,809.87 0.10
7 2,351,902,724.34 100.00
A - -
B 29,018,882.34 1.24
C 904,075,199.18 38.58
C0 318,921,906.34 13.61
C1 27,229,809.60 1.16
C2 - -
C3 - -
C4 85,875,526.76 3.66
C5 15,712,080.00 0.67
C6 42,175,486.74 1.80
C7 241,778,769.37 10.32
C8 172,381,620.37 7.36
C99 - -
D - -
E 185,492,977.65 7.92
F 78,334,041.60 3.34
G 257,378,510.28 10.98
H 118,345,404.39 5.05
I 113,944,948.90 4.86
J - -
K 101,006,374.16 4.31
L - -
M - -
1,787,596,338.50 76.28
22
2011
1 2,053,423 176,553,309.54 7.53
2 5,006,367 84,607,602.30 3.61
3 1,901,815 81,682,954.25 3.49
4 6,399,840 78,334,041.60 3.34
5 4,322,406 77,803,308.00 3.32
6 2,133,269 75,283,063.01 3.21
7 2,300,853 73,880,389.83 3.15
8 5,000,000 70,700,000.00 3.02
9 999,966 69,947,621.70 2.98
10 8,999,944 66,689,585.04 2.85
www.scfund.com.cn
8.4.1 2% 20
1 192,871,399.04 6.22
2 160,693,568.42 5.19
3 135,355,930.16 4.37
4 121,433,980.90 3.92
5 112,801,545.30 3.64
6 108,501,961.83 3.50
7 102,171,594.42 3.30
8 101,805,934.28 3.29
9 94,788,693.54 3.06
10 94,348,920.86 3.04
11 93,170,885.28 3.01
12 88,462,134.71 2.85
13 88,273,282.56 2.85
14 87,750,561.02 2.83
15 86,931,627.63 2.81
23
2011
16 86,861,811.53 2.80
17 82,255,440.47 2.65
18 80,686,663.31 2.60
19 79,990,067.14 2.58
20 79,737,629.65 2.57
21 77,519,218.68 2.50
22 73,999,840.83 2.39
23 73,807,297.61 2.38
24 69,720,152.41 2.25
25 69,371,734.28 2.24
26 69,184,066.15 2.23
27 66,874,213.66 2.16
28 66,355,226.75 2.14
29 65,934,991.74 2.13
30 64,684,820.07 2.09
31 63,429,970.19 2.05
8.4.2 2% 20
1 152,836,503.63 4.93
2 146,790,444.00 4.74
3 136,546,962.41 4.41
4 124,515,175.09 4.02
5 120,889,897.56 3.90
6 114,978,137.28 3.71
7 113,486,741.87 3.66
8 111,147,851.08 3.59
9 108,658,611.15 3.51
10 104,622,762.66 3.38
11 102,259,324.33 3.30
12 99,540,143.28 3.21
13 91,280,064.83 2.95
14 91,232,695.29 2.94
15 89,621,420.45 2.89
16 89,366,433.72 2.88
17 87,912,804.90 2.84
24
2011
18 87,565,322.11 2.83
19 85,479,494.27 2.76
20 85,238,868.20 2.75
21 79,678,365.74 2.57
22 79,252,790.35 2.56
23 79,193,215.20 2.56
24 78,111,876.37 2.52
25 76,194,028.60 2.46
26 75,597,845.75 2.44
27 74,244,229.33 2.40
28 72,811,005.71 2.35
29 68,920,198.12 2.22
30 68,431,761.47 2.21
31 67,599,115.86 2.18
32 67,473,430.21 2.18
33 67,393,414.14 2.18
34 66,625,996.26 2.15
35 64,981,796.78 2.10
36 64,627,133.43 2.09
8.4.3
4,733,830,444.94
4,923,658,574.21
1 - -
2 - -
3 - -
- -
4 - -
5 5,029,000.00 0.21
6 - -
25
2011
7 40,992,295.60 1.75
8 - -
9 46,021,295.60 1.96
1 282,860 25,960,890.80 1.11
2 100,000 9,458,000.00 0.40
3 60,240 5,573,404.80 0.24
4 50,000 5,029,000.00 0.21
8.9.1
8.9.2
8.9.3
1 1,844,863.00
2 -
3 -
4 419,828.72
5 73,118.15
6 -
26
2011
7 -
8 -
9 2,337,809.87
8.9.4
1 9,458,000.00 0.40
2 5,573,404.80 0.24
8.9.5
198,622 17,000.36 356,400,491.68 10.55%3,020,245,876.93 89.45%
--
1,029,352,840.95
3,393,783,060.74
495,622,133.61
512,758,825.74
-
27
2011
3,376,646,368.61
1
2
2007 90000
11.7
11.7.1
28
2011
2 1,536,006,038.10 15.95% 1,257,174.65 15.70% 1 1,440,003,491.18 14.96% 1,170,015.48 14.61% 1 1,191,517,375.54 12.37% 1,012,782.55 12.65% 1 1,034,166,543.22 10.74% 840,266.30 10.49% 1 1,034,062,187.75 10.74% 878,951.55 10.98% 2 1,020,029,515.16 10.59% 851,102.80 10.63% 1 935,166,744.61 9.71% 794,889.94 9.93% 1 389,892,844.15 4.05% 331,406.80 4.14% 2 361,821,003.80 3.76% 296,440.77 3.70% 1 290,292,251.14 3.01% 246,747.78 3.08% 1 222,301,718.83 2.31% 180,622.30 2.26% 1 173,202,059.47 1.80% 147,220.82 1.84% 1 - - - - - - - - 18 9,628,461,772.95 100.00% 8,007,621.74 100.00% 1
2
11.7.2
45,074,864.82 35.89% - - - -
- - - - - -
24,942,315.50 19.86% - - - -
29
2011
- - - - - -
44,405,751.90 35.36% - - - -
- - - - - -
923,056.10 0.73% - - - -
- - - - - -
10,242,234.80 8.16% - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
125,588,223.12 100.00% - - - -
30
