2011
2011 12 31
2011
,
2012 3 26
2011 1 1 12 31
1
2011
1.2 ................................................................................................................ 1
............................................................................................................................ 1
............................................................................................................................ 4
.................................................................................................................... 4
.................................................................................................................... 4
................................................................................................. 4
.................................................................................................................... 5
.................................................................................................................... 5
............................................................. 5
................................................................................................. 5
.................................................................................................................... 6
......................................................................................... 8
........................................................................................................................ 8
............................................................................................. 8
..................................................... 9
................................................................. 9
................................................. 9
............................................... 10
............................................................... 11
........................................................... 11
............................................................... 12
...................................................................................................................... 12
................................................................... 12
12
................... 12
.......................................................................................................................... 13
............................................................................................... 13
.......................................................................................................... 13
.......................................................................................................................... 13
.................................................................................................................. 14
...................................................................................................................... 14
.............................................................................................................................. 15
................................................................................... 16
.......................................................................................................................... 17
.................................................................................................................. 36
.................................................................................................. 36
................................................................................... 36
....................... 37
............................................................................... 38
........................................................................... 40
................... 41
....... 41
................... 41
2
2011
.......................................................................................................... 41
...................................................................................................... 42
....................................................................... 42
............................................... 42
...................................................................................................... 42
.................................................................................................................. 43
............................................................................................... 43
............................... 43
................................................... 43
...................................................................................................... 43
........................................................................... 43
........................................... 43
11.7 ....................................................................... 44
.................................................................................................................. 45
................................................................................... 48
.................................................................................................................. 49
.................................................................................................................. 49
.......................................................................................................................... 49
.......................................................................................................................... 49
3
2011
021-50509888-8219 010-66105799
huangzhp@scfund.com.cn custody@icbc.com.cn
021-50509666 / 400-821-0588 95588
4
2011
021-50509888-8211 010-66105798
279 55
279 55
200135 100140
www.scfund.com.cn
130
279
-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
-26.67% 17.58% 32.56%
-23.99% 17.88% 39.00%
-1,078,272,310.52 -1,068,698,887.11 -1,290,207,847.42
-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
178.61% 266.53% 210.93%
1
5
2011
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%
=65%* 60%* 180+40%* 100 +35%*
3.2.2
6
2011
3.2.3
7
2011
4.1.1
2003 82 2004 9 1
2011 12 31 11 2 5 1 2 1
2011 2825 2199 22% 15.16% 2011 142.3 2010 30%
4.1.2
8
2011
1
2
4.3.1
4.3.2
4.3.3
4.4.1 2011 300 25 9
2011
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 12 A
2012
10
2011
2012
1
2
3 2011
11
2011
2011
2011
2011
12
2011
W[2012]A351
2011 12 31 2011
:(1) (2)
2011 12 31 2011
130
2012-03-12
13
2011
2011 12 31
2011 12 31
2010 12 31
7.4.7.1 334,097,607.46 339,304,485.08
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
14
2011
3,090,289.98 3,912,533.56
515,048.33 652,088.91
--
2,399,866.21 2,399,786.44
--
--
--
--
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
--
15
2011
--
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
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
16
2011
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
-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
17
2011
7.4.4
7.4.4.1
1 1 12 31
7.4.4.2
7.4.4.3
1
( )
2
7.4.4.4
18
2011
7.4.4.5
( )
(1)
(2)
(3)
7.4.4.6
7.4.4.7
7.4.4.8
/( )
7.4.4.9 /( )
19
2011
7.4.4.10
7.4.4.11
(1)
(2)
(3)
(4)
(5)
(6) 3
(7) 50%
(8)
7.4.4.12
(1)
(2)
(a) [2006]37 20
2011
(b) [2008]38 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 ,
21
2011
2
[2004]78 , 2004 1 1
[2005]103 ,
[2008]1
3
[1998]55 ,
, 20%
[2005]107 2005 6 13 [2005]102
50
[2005]103 ,
7.4.7
7.4.7.1
2011 12 31
2010 12 31 334,097,607.46 339,304,485.08
--
--
334,097,607.46 339,304,485.08
7.4.7.2
22
2011
1,937,893,186.01 1,787,596,338.50 -150,296,847.51
42,237,429.57 40,992,295.60 -1,245,133.97
5,021,280.41 5,029,000.00 7,719.59 47,258,709.98 46,021,295.60 -1,237,414.38
---
---
---
1,985,151,895.99 1,833,617,634.10 -151,534,261.89
2010 12 31
2,103,431,282.16 2,675,998,105.82 572,566,823.66
39,622,499.43 45,842,950.60 6,220,451.17
--- 39,622,499.43 45,842,950.60 6,220,451.17
---
---
---
2,143,053,781.59 2,721,841,056.42 578,787,274.83
7.4.7.3 /
/
7.4.7.4
7.4.7.4.1
2011 12 31 179,100,788.65 -
179,100,788.65 -
2010 12 31 --
7.4.7.4.2
23
2011
7.4.7.5
2011 12 31
2010 12 31
65,201.64 46,476.58
- -
- -
1,237.00 1,108.70
164,955.73 50,849.54
188,389.85 -
- -
44.50 34.60
419,828.72 98,469.42
7.4.7.6
7.4.7.7
2011 12 31
2010 12 31 2,396,984.32 2,399,786.44
2,881.89 -
2,399,866.21 2,399,786.44
7.4.7.8
2011 12 31
2010 12 31
1,750,000.00 1,250,000.00
290.12 3,346.02
- -
90,000.00 90,000.00
- -
200,000.00 200,000.00
2,040,290.12 1,543,346.02
7.4.7.9
2011 1 1 2011 12 31
24
2011
3,393,783,060.74 3,393,783,060.74
495,622,133.61 495,622,133.61
-512,758,825.74 -512,758,825.74
3,376,646,368.61 3,376,646,368.61
1
2
7.4.7.10
-1,068,698,887.11 773,451,286.03 -295,247,601.08
-16,147,813.49 -730,321,536.72 -746,469,350.21
6,574,390.08 1,929,439.38 8,503,829.46
-137,134,087.13 63,522,212.96 -73,611,874.17
143,708,477.21 -61,592,773.58 82,115,703.63
---
-1,078,272,310.52 45,059,188.69 -1,033,213,121.83
7.4.7.11
2011 1 1 2011 12 31
2010 1 1 2010 12 31
2,490,303.20 2,990,808.64
--
1,553.35 1,262.04
60,559.93 53,116.22
28,480.89 12,863.68
2,580,897.37 3,058,050.58
7.4.7.12
2011 1 1 2011 12 31
2010 1 1 2010 12 31 4,923,658,574.21 4,870,729,978.13
4,899,368,541.09 4,686,093,548.80
24,290,033.12 184,636,429.33
7.4.7.13
25
2011
2011 1 1 2011 12 31
2010 1 1 2010 12 31
64,146,541.02 8,333,662.36
58,723,549.83 5,148,000.00
75,201.05 28,433.89
5,347,790.14 3,157,228.47
7.4.7.14
7.4.7.14.1
7.4.7.15
2011 1 1 2011 12 31
2010 1 1 2010 12 31
13,814,344.60 12,891,913.59
--
13,814,344.60 12,891,913.59
7.4.7.16
2011 1 1 2011 12 31
2010 1 1 2010 12 31
-730,321,536.72 342,597,932.99
-722,863,671.17 338,939,641.42
-7,457,865.55 3,658,291.57
--
--
--
--
--
-730,321,536.72 342,597,932.99
7.4.7.17
2011 1 1 2011 12 31
2010 1 1 2010 12 31 185,215.87 211,059.07
13,959.15 11,159.37
26
2011
- -
- 35,861.50
199,175.02 258,079.94
7.4.7.18
2011 1 1 2011 12 31
2010 1 1 2010 12 31
14,753,920.22 14,526,534.30
211.50 -
14,754,131.72 14,526,534.30
7.4.7.19
2011 1 1 2011 12 31
2010 1 1 2010 12 31
90,000.00 90,000.00
200,000.00 200,000.00
9,764.44 1,995.64
18,000.00 18,000.00
317,764.44 309,995.64
7.4.8
7.4.8.1
7.4.8.2
7.4.9
7.4.10
7.4.10.1
7.4.10.1.1
27
2011
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%
7.4.10.1.2
7.4.10.1.3
7.4.10.1.4
7.4.10.1.5
2011 1 1 2011 12 31
2010 1 1 2010 12 31 1
7.4.10.2
7.4.10.2.1
2011 1 1 2011 12 31
2010 1 1 2010 12 31
42,038,300.44 41,232,941.42
28
2011
9,502,956.65 9,801,724.00
1.5%
X 1.5% /
7.4.10.2.2
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% /
7.4.10.2.3
7.4.10.3 ( )
7.4.10.4
7.4.10.4.1
7.4.10.4.2
7.4.10.5
2011 1 1 2011 12 31
2010 1 1 2010 12 31
7.4.10.6
29
2011
7.4.11
7.4.12 2011 12 31
7.4.12.1 /
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 -
7.4.12.2
-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 -
7.4.12.3
7.4.12.3.1
7.4.12.3.2
7.4.13
30
2011
7.4.13.1
7.4.13.2
7.4.13.3
31
2011
10% 10% 7.4.12 40%
( )
7.4.13.4
7.4.13.4.1
7.4.13.4.1.1
3
-1
1-5
5
32
2011
334,097,607.4
6
- - - - - 334,097,607.46
2,748,884.26 - - - - - 2,748,884.26
- - - - - 1,844,863.00 1,844,863.00
- -
5,029,00
0.00
15,031,4
04.80
25,960,
890.80
1,787,596,338.
50
1,833,617,634.1
0
- - - - - - -
179,100,788.6
5
- - - - - 179,100,788.65
- - - - - - -
- - - - - 419,828.72 419,828.72
- - - - - - -
- - - - - 73,118.15 73,118.15
- - - - - - -
515,947,280.3
7
-
5,029,00
0.00
15,031,4
04.80
25,960,
890.80
1,789,934,148.
37
2,351,902,724.3
4
- - - - - - -
- - - - - - -
- - - - - 423,982.92 423,982.92
- - - - - 3,090,289.98 3,090,289.98
- - - - - 515,048.33 515,048.33
- - - - - - -
- - - - - 2,399,866.21 2,399,866.21
- - - - - - -
- - - - - - -
- - - - - - -
- - - - - 2,040,290.12 2,040,290.12
- - - - - 8,469,477.56 8,469,477.56
515,947,280.3
7
-
5,029,00
0.00
15,031,4
04.80
25,960,
890.80
1,781,464,670.
81
2,343,433,246.7
8
33
2011
1
1 3
3 1
1 5
5
339,304,485.0
8
- - - - - 339,304,485.08
3,167,756.78 - - - - - 3,167,756.78
- - - - - 1,692,578.01 1,692,578.01
-
45,842,9
50.60
- - -
2,675,998,105.
82
2,721,841,056.4
2
- - - - - 98,469.42 98,469.42
52,073,423.61 - - - - - 52,073,423.61
- - - - - - -
394,545,665.4
7
45,842,9
50.60
- - -
2,677,789,153.
25
3,118,177,769.3
2
- - - - - 8,658,824.42 8,658,824.42
- - - - - 2,475,730.31 2,475,730.31
- - - - - 3,912,533.56 3,912,533.56
- - - - - 652,088.91 652,088.91
- - - - - 2,399,786.44 2,399,786.44
- - - - - 1,543,346.02 1,543,346.02
- - - - - 19,642,309.66 19,642,309.66
394,545,665.4
7
45,842,9
50.60
- - -
2,658,146,843.
59
3,098,535,459.6
6
7.4.13.4.1.2
2011 12 31
2010 12 31 34
2011
39.75 63.67 38.45 61.14 7.4.13.4.2
7.4.13.4.3
7.4.13.4.3.1
2011 12 31
2010 12 31 1,787,596,338.50 76.28 2,675,998,105.82 86.36
-- - -
-- - -
1,787,596,338.50 76.28 2,675,998,105.82 86.36
30%-95% 60% 5%
7.4.13.4.3.2
2011 12 31 2010 12 31 beta 1.23 2010 beta 1.19
35
2011
1 1,787,596,338.50 76.01
1,787,596,338.50 76.01
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
36
2011
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
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
11 1,694,270 57,757,664.30 2.46
12 10,000,000 52,400,000.00 2.24
13 6,502,183 51,562,311.19 2.20
14 2,999,870 46,767,973.30 2.00
15 2,820,748 44,454,988.48 1.90
16 1,514,410 42,358,047.70 1.81
17 4,886,482 41,877,150.74 1.79
18 2,284,972 39,530,015.60 1.69
19 3,344,217 39,294,549.75 1.68
20 1,637,414 37,660,522.00 1.61
21 1,129,927 37,061,605.60 1.58
22 327,705 35,359,369.50 1.51
23 1,337,438 31,095,433.50 1.33
24 1,472,000 30,838,400.00 1.32
25 2,174,622 28,117,862.46 1.20
26 2,299,815 27,229,809.60 1.16
37
2011
27 1,699,948 26,519,188.80 1.13
28 3,199,962 25,663,695.24 1.10
29 999,912 23,657,917.92 1.01
30 2,023,370 19,586,221.60 0.84
31 1,130,454 18,437,704.74 0.79
32 1,799,914 17,531,162.36 0.75
33 631,060 16,552,703.80 0.71
34 327,335 15,712,080.00 0.67
35 2,570,454 15,705,473.94 0.67
36 727,054 14,715,572.96 0.63
37 1,000,000 14,250,000.00 0.61
38 3,437,870 14,060,888.30 0.60
39 580,377 14,033,515.86 0.60
40 1,599,961 11,487,719.98 0.49
41 1,000,000 11,220,000.00 0.48
42 200,000 8,388,000.00 0.36
43 1,000,000 6,380,000.00 0.27
44 419,772 5,041,461.72 0.22
45 177,200 3,783,220.00 0.16
46 177,209 3,273,050.23 0.14
47 92,130 2,261,791.50 0.10
48 17,488 487,390.56 0.02
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
38
2011
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
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
39
2011
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
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 - -
40
2011
- -
4 - -
5 5,029,000.00 0.21
6 - -
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 -
41
2011
3 -
4 419,828.72
5 73,118.15
6 -
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
42
2011
3,393,783,060.74
495,622,133.61
512,758,825.74
-
3,376,646,368.61
1
2
2007 90000
43
2011
11.7
11.7.1
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
44
2011
45,074,864.82 35.89% - - - -
- - - - - -
24,942,315.50 19.86% - - - -
- - - - - -
44,405,751.90 35.36% - - - -
- - - - - -
923,056.10 0.73% - - - -
- - - - - -
10,242,234.80 8.16% - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
125,588,223.12 100.00% - - - -
45
2011
46
2011
47
2011
48
2011
1
2
3
4
5
http //www.scfund.com.cn
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