2012
1
24
2012
2012 6 30
2012
2
2012
3
377010
377010
2005 10 11
1,378,292,499.41
(Barbell Approach)
Dynamic Fund
A 80 20
2012
4
3.1.1
2012 1 1 2012 6 30
-267,888,888.55
-76,094,624.99
-0.0507
-2.84%
3.1.2
0.7039
3,008,785,264.28
2.1830
2012
5
-5.39% 1.22% -5.17% 0.91% -0.22% 0.31%
-0.22% 1.06% 0.78% 0.90% -1.00% 0.16%
-2.84% 1.28% 4.42% 1.12% -7.26% 0.16%
-24.36% 1.23% -16.87% 1.13% -7.49% 0.10%
-24.91% 1.37% -12.86% 1.27% -12.05% 0.10%
263.99% 1.56% 154.48% 1.59% 109.51% -0.03%
2012
6
2012
7
2009-01-01 - 13 1998 2007 2007 5
2012
8
4.4.1 4.4.2
2012
9
2012
10
6.4.7.1 278,381,892.27 494,183,910.81
9,646,385.55 10,003,195.56
3,444,510.69 1,910,440.01
6.4.7.2 2,726,579,555.46 3,041,181,933.26
2,629,699,555.46 3,041,181,933.26
--
96,880,000.00 -
--
6.4.7.3 - -
6.4.7.4 - 20,160,150.24
--
6.4.7.5 2,212,980.05 135,747.14
--
993,188.30 443,560.38
--
6.4.7.6 - -
3,021,258,512.323,568,018,937.40
--
--
6.4.7.3 - -
--
2012
11
- 43,462,484.45
1,766,591.05 846,647.97
3,783,812.85 4,599,323.55
630,635.48 766,553.91
--
6.4.7.7 5,085,293.11 4,249,368.94
--
--
--
--
6.4.7.8 1,206,915.55 1,411,649.36
12,473,248.04 55,336,028.18
6.4.7.9 1,378,292,499.411,563,503,257.25
6.4.7.10 1,630,492,764.87 1,949,179,651.97
3,008,785,264.28 3,512,682,909.22
3,021,258,512.32 3,568,018,937.40
-27,723,216.50 -302,523,854.34
1. 4,699,289.85 5,158,981.35
1,334,842.32 1,538,396.97
1,556,231.19 3,191,524.59
--
1,808,216.34 429,059.79
--
2. -
-224,765,412.19 3,892,776.01
6.4.7.12 -245,301,490.92 -12,753,231.66
- -
6.4.7.13 77,551.78 -1,920,435.99
--
6.4.7.14 - -
6.4.7.15 20,458,526.95 18,566,443.66
2012
12
3. -
6.4.7.16 191,794,263.56 -312,262,116.85
4.
--
5. - 6.4.7.17 548,642.28 686,505.15
48,371,408.49 53,426,338.45
1
25,560,169.75 30,931,148.99
2
4,260,028.29 5,155,191.54
3
--
4 6.4.7.18 18,335,311.87 17,114,515.03
5
--
--
6 6.4.7.19 215,898.58 225,482.89
-
-76,094,624.99 -355,950,192.79
--
-
-76,094,624.99 -355,950,192.79
1,563,503,257.25 1,949,179,651.97 3,512,682,909.22
- -76,094,624.99 -76,094,624.99
-185,210,757.84 -242,592,262.11 -427,803,019.95
49,983,377.53 63,889,798.17 113,873,175.70
-235,194,135.37 -306,482,060.28 -541,676,195.65
-- -
1,378,292,499.41 1,630,492,764.87 3,008,785,264.28
2012
13
1,410,967,424.40 3,035,360,470.84 4,446,327,895.24
- -355,950,192.79 -355,950,192.79
61,159,230.08 97,312,601.03 158,471,831.11
306,478,788.49 614,196,977.44 920,675,765.93
-245,319,558.41 -516,884,376.41 -762,203,934.82
-- -
1,472,126,654.48 2,776,722,879.08 4,248,849,533.56
6.1 6.4
2012
14
2012
15
25,560,169.75 30,931,148.99
2,040,376.49 2,744,209.97
4,260,028.29 5,155,191.54
2012
16
278,381,892.27 1,252,966.25 286,565,406.97 1,449,914.12
6.4.8.7
6.4.12.1.1
( )
002029
2012-6-26 2013-6-27
23.0023.08 1,200,000 27,600,000.00 27,696,000.00
1
2,629,699,555.46 87.04
2,629,699,555.46 87.04
2
96,880,000.00 3.21
2012
17
96,880,000.00 3.21
- -
3
- -
4
- -
- -
5
288,028,277.82 9.53
6
6,650,679.04 0.22
7
3,021,258,512.32 100.00
A
- -
B
89,050,862.00 2.96
C
1,244,043,142.37 41.35
C0
104,727,092.30 3.48
C1
41,621,000.00 1.38
C2
- -
C3
- -
C4
31,419,095.89 1.04
C5
270,837,557.28 9.00
C6
123,448,107.60 4.10
C7
395,203,030.74 13.13
C8
276,787,258.56 9.20
C99
- -
D
51,924,619.12 1.73
E
132,842,740.90 4.42
F
4,179,824.44 0.14
G
23,379,545.90 0.78
H
238,497,317.18 7.93
I
545,322,448.37 18.12
J
129,354,490.34 4.30
K
91,269,649.14 3.03
L
10,780,832.20 0.36
M
69,054,083.50 2.30
2,629,699,555.46 87.40
2012
18
1 002179
12,104,520 166,074,014.40 5.52
2 601669
24,000,000 104,880,000.00 3.49
3 600518
5,799,776 89,432,545.92 2.97
4 000069 A 13,500,000 86,130,000.00 2.86
5 000400
5,460,447 85,565,204.49 2.84
6 002142
8,000,337 79,843,363.26 2.65
7 601601
3,499,930 77,628,447.40 2.58
8 002106
3,801,799 76,302,105.93 2.54
9 600837
7,800,000 75,114,000.00 2.50
10 601169
7,499,899 73,274,013.23 2.44
www.51fund.com 2% 20
1 002024
139,586,792.25 3.97
2 600739
135,828,534.28 3.87
3 600100
134,779,531.96 3.84
4 000069 A 100,222,388.76 2.85
5 000563 A 96,269,953.84 2.74
6 002142
94,472,734.66 2.69
7 600050
91,699,713.59 2.61
8 601169
90,165,284.67 2.57
9 600685
88,229,239.89 2.51
10 601318
87,382,959.33 2.49
11 000937
85,950,578.16 2.45
12 600837
84,990,119.13 2.42
13 600518
80,469,735.59 2.29
14 600516
79,405,369.96 2.26
15 000629
77,892,652.20 2.22
2012
19
16 601088
77,783,299.42 2.21
17 600383
77,253,371.43 2.20
18 300077
75,445,743.47 2.15
19 002106
73,900,210.05 2.10
20 000969
72,793,654.96 2.07
21 000009
72,398,596.98 2.06
22 600048
71,101,277.29 2.02
1 600100
188,452,254.21 5.36
2 000009
156,420,081.82 4.45
3 002024
139,276,728.42 3.96
4 601318
135,944,193.28 3.87
5 601088
119,589,293.18 3.40
6 601166
115,757,091.80 3.30
7 601009
104,460,848.55 2.97
8 000563 A 103,740,590.96 2.95
9 601669
103,351,435.10 2.94
10 000024
95,215,371.29 2.71
11 600893
94,935,334.04 2.70
12 002142
94,270,769.14 2.68
13 601169
89,905,737.01 2.56
14 600050
88,072,726.91 2.51
15 000629
84,208,045.16 2.40
16 600585
84,160,613.45 2.40
17 000969
83,278,451.62 2.37
18 600315
82,475,986.92 2.35
19 600685
82,127,121.56 2.34
20 600516
78,899,973.54 2.25
21 600010
77,402,679.77 2.20
22 600642
76,464,242.93 2.18
23 002007
74,931,176.34 2.13
24 600031
74,374,573.05 2.12
25 000400
74,090,886.00 2.11
26 002385
72,760,428.67 2.07
2012
20
5,773,640,230.70
6,131,368,581.14
1
- -
2
96,880,000.00 3.22
3
- -
- -
4
- -
5
- -
6
- -
7
- -
8
- -
9
96,880,000.00 3.22
1 1101088 11 88 500,000 48,455,000.00 1.61
2 1101086 11 86 500,000 48,425,000.00 1.61
2012
21
1
3,444,510.69
2
-
3
-
4
2,212,980.05
5
993,188.30
6
-
7
-
8
-
9
6,650,679.04
125,467 10,985.30 355,087,086.14 25.76% 1,023,205,413.27 74.24%
2012
22
8.2
242,844.70 0.0176%
767,620,088.15
1,563,503,257.25
49,983,377.53
235,194,135.37
-
1,378,292,499.41
2012
23
10.7.1
1 3,194,591,409.15 26.94% 2,614,397.83 26.31% 1 2,741,120,382.80 23.12% 2,345,425.29 23.60% 1 1,680,958,355.70 14.18% 1,428,807.91 14.38% 1 1,245,372,297.66 10.50% 1,018,707.10 10.25% 1 809,152,868.99 6.82% 687,776.85 6.92% 1 748,700,975.84 6.31% 640,814.29 6.45% 1 724,146,542.07 6.11% 620,290.06 6.24% 1 600,893,307.52 5.07% 490,217.45 4.93% 1 112,810,735.07 0.95% 91,659.67 0.92% 1
1.
2.
1 ,
2 ,
3 ,
4 , ,
5 , ,
2012
24
3.
1
2
4. 2012
10.7.2
- - - - - -
- - - - - -
1,015,854.00 100.00% - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
