2012
1
22
2012
2012 6 30
2012
2
1
1.1
2012 8 28
2012 1 1 6 30
2012
3
2
2.1
376510
376510
2010 12 20
899,722,707.43 2.2
“ ”
300 ×85%+ ×15%
2.3
021-38794999 010-67595003
xia.hong@jpmf-sitico.com yindong.zh@ccb.com
400-889-4888 010-67595096
2012
4
021-68881170 010-66275853
2.4
http://www.51fund.com
3
3.1
3.1.1
2012 1 1 2012 6 30
-62,657,175.36
39,596,534.98
0.0422
5.64%
3.1.2
(2012 6 30 )
-0.2471
724,588,614.73
0.805
1.
2.
3.2
3.2.1
0.37% 1.11% -5.46% 0.93% 5.83% 0.18%
8.34% 1.01% 0.37% 0.95% 7.97% 0.06%
5.64% 1.18% 4.46% 1.13% 1.18% 0.05%
-14.18% 1.18% -15.66% 1.14% 1.48% 0.04%
- - - - - -
-19.50% 1.06% -19.26% 1.12% -0.24% -0.06%
2012
5
300 ×85%+ ×15%
3.2.2
2010 12 20 2012 6 30
1. 2010 12 20 2010 12 20 2012
6 30
2. 2010 12 20 2011 6 19
4
4.1
4.1.1
2004 5 12 2007 10 8 “ ” 2.5 2012 6
2012
6
4.1.2
2010-12-20 - 13
1999 7 2002 9 2002 10 2005 5 2005 5
2009 7 2009 7 2009 10 2010 12
1.
2.
3.
4.2
4.3
4.3.1
2012
7
4.3.2
5%
4.4
4.4.1
08
4.4.2
5.64% 4.46%
4.5
2012
8
4.6
4.7
5
5.1
5.2
5.3
6
6.1
2012 6 30
2012
9
2012 6 30
2011 12 31
6.4.7.1 60,327,845.54 109,327,053.29
2,422,292.94 1,959,231.66
1,094,313.34 977,673.70
6.4.7.2 661,019,452.74 638,782,691.88
661,019,452.74 638,782,691.88
--
--
--
6.4.7.3 - -
6.4.7.4 - -
2,676,574.38 1,837,750.11
6.4.7.5 11,936.56 26,517.90
60,977.48 -
44,913.83 22,626.87
--
6.4.7.6 - -
727,658,306.81752,933,545.41
2012 6 30
2011 12 31
--
--
6.4.7.3 - -
--
- 6,593,522.53
237,826.47 242,569.02
885,529.48 980,130.58
147,588.26 163,355.11
--
6.4.7.7 1,099,140.18 1,264,834.05
--
--
--
--
6.4.7.8 699,607.69 900,672.17
3,069,692.08 10,145,083.46
6.4.7.9 899,722,707.43 974,416,780.36
2012
10
6.4.7.10 -175,134,092.70 -231,628,318.41
724,588,614.73 742,788,461.95
727,658,306.81 752,933,545.41
2012 6 30 0.805 899,722,707.43
6.2
2012 1 1 2012 6 30
2012 1 1 2012
6 30
2011 1 1 2011
6 30
50,169,524.05 -52,686,951.62
1.
360,129.51 3,558,996.20
6.4.7.11 353,424.65 1,234,069.91
6,704.86 690,296.98
--
- 1,634,629.31
--
2. “-”
-52,505,127.60 -36,891,942.71
6.4.7.12 -56,689,440.76 -41,518,800.41
--
6.4.7.13 -317,303.46 181,763.92
--
6.4.7.14 - -
6.4.7.15 4,501,616.62 4,445,093.78
3. “-”
6.4.7.16 102,253,710.34 -19,632,559.91
4. “ ”
--
5. “-”
6.4.7.17 60,811.80 278,554.80
10,572,989.07 15,292,235.49
1
5,431,617.80 7,790,204.98
2
905,269.62 1,298,367.52
3
--
4 6.4.7.18 4,027,030.67 5,991,071.06
5
--
2012
11
--
6 6.4.7.19 209,070.98 212,591.93
“-”
39,596,534.98 -67,979,187.11
--
“-”
39,596,534.98 -67,979,187.11
6.3
2012 1 1 2012 6 30
2012 1 1 2012 6 30
974,416,780.36 -231,628,318.41 742,788,461.95
- 39,596,534.98 39,596,534.98
“-”
-74,694,072.93 16,897,690.73 -57,796,382.20
1. 13,602,888.43 -2,997,777.80 10,605,110.63
2. -88,296,961.36 19,895,468.53 -68,401,492.83
“-”
-- -
899,722,707.43 -175,134,092.70 724,588,614.73
2011 1 1 2011 6 30
1,190,330,307.52 3,906,720.76 1,194,237,028.28
- -67,979,187.11 -67,979,187.11
“-”
-198,705,676.50 2,376,195.29 -196,329,481.21
2012
12
1. 27,373,396.53 -862,131.05 26,511,265.48
2. -226,079,073.03 3,238,326.34 -222,840,746.69
“-”
-- -
991,624,631.02 -61,696,271.06 929,928,359.96
6.1 6.4
6.4
6.4.1
( “ ”) ( “ ”) [2010] 1245 1,190,182,910.59 (2010) 408 2010 12 20 1,190,330,307.52 147,396.93
80%-95% 80% 0-20% 0-3% 5% 300 ×85%+ ×15%
2012 8 28
6.4.2
2006 2 15 38 ( “ ”) [2010]5 XBRL 3 < > 2007 5 15
2012
13
6.4.4
6.4.3
2012 2012 6 30 2012
6.4.4
6.4.5
6.4.5.1
6.4.5.2
6.4.5.3
6.4.6
[2002]128 [2004]78 [2005]102 [2005]107 [2008]1
(1)
(2)
(3) 20% 50% 20%
(4) 0.1%
6.4.7
6.4.7.1
6.4.7.2
(" ")
6.4.8
6.4.8.1
6.4.8.2
6.4.8.2.1
2012
14
2012 1 1 2012 6 30
2011 1 1 2011 6 30
5,431,617.80 7,790,204.98
1,592,918.17 3,062,403.27
1.5%
X 1.5% /
6.4.8.2.2
2012 1 1 2012 6 30
2011 1 1 2011 6 30
905,269.62 1,298,367.52
0.25%
X 0.25% /
6.4.8.3 ( )
6.4.8.4
6.4.8.5
2012 1 1 2012 6 30
2011 1 1 2011 6 30
60,327,845.54 334,488.38 50,336,855.39 1,193,269.23
6.4.8.6
6.4.8.7
6.4.9 2012 6 30
6.4.9.1 /
6.4.12.1.1
2012
15
( )
002029
12/06/26 13/06/27
23.00 23.08 500,000 11,500,000.00 11,540,000.00
6.4.9.2
6.4.9.3
7
7.1
%
1
661,019,452.74 90.84
661,019,452.74 90.84
2
- -
- -
- -
3
- -
4
- -
- -
5
62,750,138.48 8.62
6
3,888,715.59 0.53
7
727,658,306.81 100.00
2012 6 30 724,588,614.73 0.805 0.805
7.2
A
- -
B
16,834,204.50 2.32
C
346,873,591.23 47.87
C0
80,597,849.04 11.12
C1
18,864,550.00 2.60
C2
- -
2012
16
C3
- -
C4
4,798,542.08 0.66
C5
96,990,024.67 13.39
C6
9,690,788.71 1.34
C7
38,413,337.03 5.30
C8
97,518,499.70 13.46
C99
- -
D
12,979,806.15 1.79
E
26,348,956.63 3.64
F
- -
G
28,656,645.80 3.95
H
6,207,016.00 0.86
I
80,877,346.70 11.16
J
76,272,983.16 10.53
K
59,576,168.99 8.22
L
6,392,733.58 0.88
M
- -
661,019,452.74 91.23
7.3
1 600016
4,201,888 25,169,309.12 3.47
2 600519
104,623 25,020,590.45 3.45
3 002241
639,325 23,328,969.25 3.22
4 600518
1,418,758 21,877,248.36 3.02
5 600048
1,839,144 20,855,892.96 2.88
6 300070
690,652 20,650,494.80 2.85
7 300115
856,147 20,376,298.60 2.81
8 000024
780,114 19,136,196.42 2.64
9 601318
415,205 18,991,476.70 2.62
10 601788
1,429,200 18,822,564.00 2.60
www.51fund.com
7.4
7.4.1 2% 20
2012
17
1 600837
27,793,841.86 3.74
2 601788
27,041,293.58 3.64
3 002241
25,520,104.11 3.44
4 300070
23,953,947.30 3.22
5 000401
23,286,518.90 3.14
6 000527
21,936,631.79 2.95
7 000157
21,610,706.28 2.91
8 601166
20,230,288.59 2.72
9 600518
19,293,474.60 2.60
10 600101
18,983,894.52 2.56
11 601328
18,977,768.00 2.55
12 002024
18,812,440.81 2.53
13 601601
18,525,112.91 2.49
14 600893
17,964,000.83 2.42
15 000926
16,596,946.90 2.23
16 300115
16,297,734.69 2.19
17 000718
16,142,622.27 2.17
18 600535
16,102,091.62 2.17
19 600016
15,804,900.64 2.13
20 600199
15,752,815.34 2.12
21 600383
15,670,700.56 2.11
22 000024
15,516,409.08 2.09
“ ” “ ” “ ” “ ”
7.4.2 2% 20
1 000423
39,150,820.17 5.27
2 601601
34,302,073.86 4.62
3 600837
31,293,305.43 4.21
4 600036
30,563,731.40 4.11
5 000401
26,713,901.82 3.60
6 002241
26,067,686.98 3.51
7 000024
22,334,808.90 3.01
8 600104
21,764,334.58 2.93
9 600030
20,491,774.71 2.76
2012
18
10 000002
20,401,777.30 2.75
11 601328
19,713,491.26 2.65
12 002086
19,582,108.85 2.64
13 600101
18,827,274.56 2.53
14 000895
18,045,881.35 2.43
15 600048
17,063,205.30 2.30
16 601288
16,448,478.42 2.21
17 002024
16,357,273.27 2.20
18 600000
16,177,916.02 2.18
19 600016
15,995,338.30 2.15
20 000527
15,646,231.33 2.11
21 601699
15,308,649.37 2.06
“ ” “ ” “ ” “ ”
7.4.3
1,308,294,815.36
1,331,622,324.08
“ ” “ ” “ ” “ ”
7.5
7.6
7.7
7.8
7.9
7.9.1
7.9.2
7.9.3
2012
19
1
1,094,313.34
2
2,676,574.38
3
60,977.48
4
11,936.56
5
44,913.83
6
-
7
-
8
-
9
3,888,715.59
7.9.4
7.9.5
7.9.6
8
8.1
( )
15,065 59,722.72 231,823,414.82 25.77% 667,899,292.61 74.23%
8.2
600,797.77 0.0668%
0 0
9
2010 12 20 1,190,330,307.52
2012
20
974,416,780.36
13,602,888.43
88,296,961.36
-
899,722,707.43
10
10.1
10.2
10.3
10.4
10.5
10.6
10.7
10.7.1
2012
21
1 946,685,308.1236.02%809,430.12 36.81%-
1 888,368,009.2333.80%727,366.84 33.07%-
1 484,277,149.5718.43%411,634.85 18.72%-
1 308,624,489.2811.74%250,759.41 11.40%-
1.
2.
1 ,
2 ,
3 ,
4 , ,
5 , ,
3.
1
2
4. 2012
10.7.2
27,560,860.00 50.18% - - - -
- - - - --
27,363,326.40 49.82% - - - -
- - - - --
11
2012 1 16 , 2012
1 16
2012
22
