300 2012
1
52
300
2012
2012 6 30
300 2012
2
1
1.1
2012 8 27
2012 1 1 6 30
300 2012
3
1.2
1
........................................................................................................................ 2
1.1
.................................................................................................................................... 2
1.2
............................................................................................................................................ 3
2
.................................................................................................................................... 5
2.1
............................................................................................................................ 5
2.2
............................................................................................................................ 5
2.3
......................................................................................................... 6
2.4
............................................................................................................................ 7
2.5
............................................................................................................................ 7
3
................................................................................................. 7
3.1
......................................................................................................... 7
3.2
............................................................................................................................ 8
4
................................................................................................................................ 9
4.1
..................................................................................................... 9
4.2
........................................................... 10
4.3
....................................................................... 10
4.4
....................................................... 10
4.5
....................................................... 11
4.6
................................................................... 11
4.7
....................................................................... 12
5
.............................................................................................................................. 12
5.1
........................................................................... 12
5.2
....... 12
5.3
....................... 12
6
....................................................................................... 13
6.1
.............................................................................................................................. 13
6.2
...................................................................................................................................... 14
6.3
........................................................................................... 15
6.4
.................................................................................................................................. 16
7
.......................................................................................................................... 34
7.1
........................................................................................................... 34
7.2
........................................................................................... 34
7.3
............................... 36
7.4
....................................................................................... 44
7.5
................................................................................... 45
7.6
........................... 45
7.7
............... 45
7.8
........................... 46
7.9 ................................................................................................................... 46
300 2012
4
8 ............................................................................................................... 46
8.1
............................................................................... 46
8.2
................................................................... 47
9 ............................................................................................................... 47
10
.......................................................................................................................... 47
10.1
....................................................................................................... 47
10.2
....................................... 47
10.3
........................................................... 47
10.4 ............................................................................................................... 48
10.5
........................................................................................... 48
10.6
................................... 48
10.7
............................................................................... 48
10.8
.......................................................................................................................... 50
11
........................................................................................... 51
12
.......................................................................................................................... 51
12.1
.......................................................................................................................... 51
12.2
.................................................................................................................................. 52
12.3
.................................................................................................................................. 52
300 2012
5
2
2.1
300
300
233010
233010
2011 11 15
169,981,246.53
2.2
300
300
0.5%
7.75%
300
1
1
300
2
300 2012
6
“ ” “ ”
2
3
300 × 95%+ ( )× 5%
2.3
(0755) 88318883 (010) 67595003
xxpl@msfunds.com.cn yindong.zh@ccb.com
400-8888-668 (010) 67595096
300 2012
7
(0755) 82990384 (010) 66275853
1
17
01-04
25
1
17
1
1
518048 100033
2.4
www.msfunds.com.cn
2.5
1
17
3
3.1
3.1.1
2012 1 1 2012 6 30
2,252,955.51
13,878,318.60
0.0551
5.63%
1.07%
3.1.2
(2012 6 30 )
-9,293,712.90
-0.0547
160,687,533.63
0.945
3.1.3
(2012 6 30 )
-5.50%
300 2012
8
1. 2011 11 15
2.
3.
)
4.
3.2
3.2.1
-6.99% 1.17% -6.00% 1.08% -0.99% 0.09%
1.61% 1.17% 2.12% 1.14% -0.51% 0.03%
1.07% 1.16% 6.38% 1.43% -5.31% -0.27%
-5.50% 1.05% -12.72% 1.44% 7.22% -0.39%
3.2.2
300
2011 11 15 2012 6 30
1 2011 11 15
300 2012
9
2 6
4
4.1
4.1.1
[2003]33 2003 3 14
LOF)
4.1.2
2011-11-15 - 6
2011 7
2011-11-15 - 13
CFA
300 2012
10
2009 10
1
2
3
4.2
4.3
4.3.1
4.3.2
4.4
4.4.1
“ ” “ ” “
”
“ ” “ ”
4.4.2
300 2012
11
2012 6 30 0.945 0.945
1.07% 6.38%
4.5
2012
“
” “ ”
“U ”
4.6
300 2012
12
4.7
4
25%
5
5.1
5.2
5.3
300 2012
13
6
6.1
300
2012 6 30
2012 6 30
2011 12 31
6.4.7.1 9,686,389.89 35,549,544.19
221,542.20 13,709,968.48
1,870,645.79 -
6.4.7.2 151,143,434.06 175,851,649.86
151,143,434.06 175,851,649.86
- -
- -
- -
6.4.7.3 - -
6.4.7.4 - -
221,815.49 170,048,689.92
6.4.7.5 1,998.68 17,938.62
- -
50,172.63 -
- -
6.4.7.6 - -
163,195,998.74 395,177,791.07
2012 6 30
2011 12 31
- -
- -
6.4.7.3 - -
- -
- -
9,671.52 -
137,135.03 343,267.25
20,570.24 51,490.06
- -
6.4.7.7 127,371.99 252,597.32
300 2012
14
- -
- -
- -
- -
6.4.7.8 2,213,716.33 20,326.83
2,508,465.11 667,681.46
6.4.7.9 169,981,246.53 421,922,840.88
6.4.7.10 -9,293,712.90 -27,412,731.27
160,687,533.63 394,510,109.61
163,195,998.74 395,177,791.07
1 2012 6 30 0.945
169,981,246.53
2 2011 11 15
6.2
300
2012 1 1 2012 6 30
2012 1 1 2012 6 30
16,363,009.60
1.
576,219.05
6.4.7.11 159,856.51
4.29
-
416,358.25
-
2. “- ”
3,687,464.60
6.4.7.12 2,734,007.78
-
6.4.7.13 695.71
-
6.4.7.14 -
6.4.7.15 952,761.11
3. “- ”
6.4.7.16 11,625,363.09
4. “- ”
-
5. “- ” 6.4.7.17 473,962.86
300 2012
15
2,484,691.00
1
1,245,691.70
2
186,853.73
3
-
4 6.4.7.18 789,063.02
5
-
-
6 6.4.7.19 263,082.55
“- ”
13,878,318.60
-
“- ”
13,878,318.60
2011 11 15
6.3
300
2012 1 1 2012 6 30
2012 1 1 2012 6 30
421,922,840.88 -27,412,731.27 394,510,109.61
- 13,878,318.60 13,878,318.60
“- ”
-251,941,594.35 4,240,699.77 -247,700,894.58
1. 131,323,169.75 127,511.04 131,450,680.79
2. -383,264,764.10 4,113,188.73 -379,151,575.37
“- ”
- - -
169,981,246.53 -9,293,712.90 160,687,533.63
2011 11 15
300 2012
16
6.1 6.4
6.4
6.4.1
300 ( “ ”)
( “ ”) [2011] 1218
300
300
421,871,132.46
(2011) 439
300 2011 11 15
421,922,840.88 51,708.42
300
90%-95% 300
80% 5%-10%
5%
300 × 95%
+ × 5%
6.4.2
2006 2 15
300 2012
17
38
( “ ”) [2010]5
XBRL 3 < > 2007 5 15
300
6.4.3
2012
2012 6 30 2012
6.4.4
6.4.4.1
1 1 12 31
2012 1 1 2012 6 30
6.4.4.2
6.4.4.3
(1)
(2)
300 2012
18
6.4.4.4
6.4.4.5
(1)
(2)
(3)
6.4.4.6
6.4.4.7
300 2012
19
6.4.4.8
/( )
6.4.4.9 /( )
6.4.4.10
6.4.4.11
(
)
(
)
6.4.4.12
300 2012
20
(1)
(2)
(3)
6.4.4.13
(a) (
) [2008]38
(b) [2007]21
< >
6.4.5
6.4.5.1
6.4.5.2
6.4.5.3
6.4.6
[2002]128
[2004]78 [2005]102
300 2012
21
[2005]107
[2008]1
(1)
(2)
(3)
20%
50% 20%
(4) 0.1%
6.4.7
6.4.7.1
2012 6 30
9,686,389.89
-
-
9,686,389.89
6.4.7.2
2012 6 30
162,428,343.66 151,143,434.06 -11,284,909.60
- - -
- - -
- - -
- - -
- - -
- - -
162,428,343.66 151,143,434.06 -11,284,909.60
6.4.7.3 /
/
6.4.7.4
300 2012
22
6.4.7.4.1
6.4.7.4.2
6.4.7.5
2012 6 30
1,898.88
-
-
99.70
-
-
0.10
-
1,998.68
6.4.7.6
6.4.7.7
2012 6 30
127,371.99
-
127,371.99
6.4.7.8
2012 6 30
2,000,000.00
36.39
163,679.94
50,000.00
2,213,716.33
6.4.7.9
300 2012
23
2012 1 1 2012 6 30
421,922,840.88 421,922,840.88
131,323,169.75 131,323,169.75
“- ” -383,264,764.10 -383,264,764.10
169,981,246.53 169,981,246.53
6.4.7.10
-4,502,458.58 -22,910,272.69 -27,412,731.27
2,252,955.51 11,625,363.09 13,878,318.60
2,378,889.38 1,861,810.39 4,240,699.77
-1,638,763.54 1,766,274.58 127,511.04
4,017,652.92 95,535.81 4,113,188.73
- - -
129,386.31 -9,423,099.21 -9,293,712.90
6.4.7.11
2012 1 1 2012 6 30
103,136.39
-
-
50,717.67
6,002.45
159,856.51
6.4.7.12 ——
2012 1 1 2012 6 30
274,016,014.28
271,282,006.50
2,734,007.78
6.4.7.13
300 2012
24
2012 1 1 2012 6 30
306,460.00
305,180.05
584.24
695.71
6.4.7.14
6.4.7.15
2012 1 1 2012 6 30
952,761.11
-
952,761.11
6.4.7.16
2012 1 1 2012 6 30
1. 11,625,363.09
—— 11,625,363.09
—— -
—— -
—— -
2. -
—— -
3. -
11,625,363.09
6.4.7.17
2012 1 1 2012 6 30
473,035.34
927.52
473,962.86
1. 25%
2. 25%
6.4.7.18
300 2012
25
2012 1 1 2012 6 30
789,063.02
-
789,063.02
6.4.7.19
2012 1 1 2012 6 30
29,835.26
119,344.68
3,402.61
10,500.00
100,000.00
-
263,082.55
6.4.8
6.4.8.1
6.4.8.2
6.4.9
6.4.9.1
6.4.9.2
(“ ”)
(“ ”)
6.4.10
6.4.10.1
6.4.10.1.1
2012 1 1 2012 6 30
300 2012
26
76,362,679.23 15.01%
2011 11 15
6.4.10.1.2
2011 11
15
6.4.10.1.3
2012 1 1 2012 6 30
2,606,000,000.00 79.43%
2011 11 15
6.4.10.1.4
2012 1 1 2012 6 30
64,908.24 15.43% 938.67 0.74%
1.
2.
3. 2011 11 15
6.4.10.2
6.4.10.2.1
2012 1 1 2012 6 30
1,245,691.70
739,788.02
1
1%
× 1% /
2 2011 11 15
6.4.10.2.2
300 2012
27
2012 1 1 2012 6 30
186,853.73
1 0.15%
× 0.15% /
2 2011 11 15
6.4.10.3 ( )
( )
2011 11 15
6.4.10.4
6.4.10.4.1
2011 11 15
6.4.10.4.2
6.4.10.5
2012 1 1 2012 6 30
9,686,389.89 103,136.39
1 2
2011 11 15
6.4.10.6
2011 11
15
6.4.10.7
2011 11 15
6.4.11
6.4.12 2012 6 30
6.4.12.1 /
300 2012
28
/
6.4.12.2
002500
2012-05-15
8.19 - - 55,300 405,302.01 452,907.00 -
000059
2012-06-26
7.91 2012-07-03 8.15 44,457 451,151.44 351,654.87 -
2012 6 30
6.4.12.3
6.4.12.3.1
6.4.12.3.2
6.4.13
6.4.13.1
300
“
”
300 2012
29
6.4.13.2
2012 6 30 (2011 12 31 )
6.4.13.3
300 2012
30
6.4.12
( )
6.4.13.4
6.4.13.4.1
6.4.13.4.1.1
9,686,389.89 - - - 9,686,389.89
221,542.20 - - - 221,542.20
- - - 1,870,645.79 1,870,645.79
- - - 151,143,434.06 151,143,434.06
- - - - -
- - - - -
- - - 221,815.49 221,815.49
- - - 1,998.68 1,998.68
300 2012
31
- - - - -
2,258.45 - - 47,914.18 50,172.63
- - - - -
9,910,190.54 - - 153,285,808.20 163,195,998.74
- - - - -
- - - - -
- - - 9,671.52 9,671.52
- - - 137,135.03 137,135.03
- - - 20,570.24 20,570.24
- - - - -
- - - 127,371.99 127,371.99
- - - - -
- - - - -
- - - - -
- - - 2,213,716.33 2,213,716.33
- - - 2,508,465.11 2,508,465.11
9,910,190.54 - - 150,777,343.09 160,687,533.63
1 1-5 5
35,549,544.19 - - - 35,549,544.19
13,709,968.48 - - - 13,709,968.48
- - - 175,851,649.86 175,851,649.86
- - - 170,048,689.92 170,048,689.92
- - - 17,938.62 17,938.62
49,259,512.67 - - 345,918,278.40 395,177,791.07
- - - 343,267.25 343,267.25
- - - 51,490.06 51,490.06
- - - 252,597.32 252,597.32
- - - 20,326.83 20,326.83
300 2012
32
- - - 667,681.46 667,681.46
49,259,512.67 - - 345,250,596.94 394,510,109.61
6.4.13.4.1.2
2012 6 30
2011 12 31
6.4.13.4.2
6.4.13.4.3
300
90%-95% 300
80% 5%-10%
5%
VaR(Value at Risk)
6.4.13.4.3.1
2012 6 30
2011 12 31
300 2012
33
% %
-
151,143,434.06 94.06 175,851,649.86 44.57
-
- - - -
- - - -
151,143,434.06 94.06 175,851,649.86 44.57
6.4.13.4.3.2
( 6.4.1)
2012 6 30
2011 12 31
( 6.4.1)
5%
626.00 -
( 6.4.1)
5%
-626.00 -
2011 12 31
6.4.14
(1)
(a)
(b)
(i)
( )
( ) ( )
(
)
(ii)
300 2012
34
2012 6 30
150,338,872.19 804,561.87 (2011
12 31
174,463,084.86 1,388,565.00 )
(iii)
(
)
(iv)
(2)
7
7.1
%
1
151,143,434.06 92.61
151,143,434.06 92.61
2
- -
- -
- -
3
- -
4
- -
- -
5
9,907,932.09 6.07
6
2,144,632.59 1.31
7
163,195,998.74 100.00
7.2
7.2.1
300 2012
35
A
1,965,528.66 1.22
B
5,879,985.24 3.66
C
76,043,651.97 47.32
C0
13,730,452.54 8.54
C1
1,479,522.17 0.92
C2
- -
C3
691,790.83 0.43
C4
7,653,123.88 4.76
C5
6,994,729.85 4.35
C6
12,648,910.57 7.87
C7
22,531,706.12 14.02
C8
9,944,092.40 6.19
C99
369,323.61 0.23
D
1,945,588.03 1.21
E
1,804,829.85 1.12
F
1,455,837.45 0.91
G
5,010,053.96 3.12
H
6,003,903.00 3.74
I
8,559,990.20 5.33
J
12,019,385.95 7.48
K
3,730,542.89 2.32
L
1,393,214.69 0.87
M
2,690,148.03 1.67
128,502,659.92 79.97
7.2.2
A
- -
B
4,535,984.00 2.82
C
11,834,030.20 7.36
C0
- -
C1
- -
C2
- -
C3
- -
C4
- -
C5
- -
C6
5,520,865.00 3.44
300 2012
36
C7
6,313,165.20 3.93
C8
- -
C99
- -
D
- -
E
- -
F
- -
G
- -
H
- -
I
4,444,093.48 2.77
J
- -
K
1,045,500.00 0.65
L
781,166.46 0.49
M
- -
22,640,774.14 14.09
7.3
7.3.1
1 000002
604,840 5,389,124.40 3.35
2 000858
125,426 4,108,955.76 2.56
3 000651
151,161 3,151,706.85 1.96
4 000157
287,883 2,887,466.49 1.80
5 000001
183,790 2,786,256.40 1.73
6 002024
301,841 2,532,445.99 1.58
7 002304
16,280 2,190,474.00 1.36
8 000568
48,604 2,056,435.24 1.28
9 000063
130,724 1,824,907.04 1.14
10 000776
58,302 1,739,148.66 1.08
11 000983
108,108 1,686,484.80 1.05
12 000338
52,091 1,546,581.79 0.96
13 000423
37,800 1,512,378.00 0.94
14 000069
232,183 1,481,327.54 0.92
15 000792
43,414 1,466,090.78 0.91
16 000527
125,698 1,388,962.90 0.86
17 000895
22,126 1,369,156.88 0.85
18 000024
48,861 1,198,560.33 0.75
19 000629
177,983 1,171,128.14 0.73
300 2012
37
20 000538
19,215 1,139,065.20 0.71
21 000425
77,781 1,115,379.54 0.69
22 000402
167,233 1,092,031.49 0.68
23 000100 TCL
533,757 1,083,526.71 0.67
24 000970
26,750 1,061,440.00 0.66
25 000783
110,340 1,004,094.00 0.62
26 000630
51,519 994,316.70 0.62
27 000623
51,248 888,640.32 0.55
28 002142
83,555 833,878.90 0.52
29 000060
94,145 811,529.90 0.51
30 000039
60,122 799,622.60 0.50
31 000878
43,209 773,441.10 0.48
32 000937
50,219 766,844.13 0.48
33 000709
277,071 756,403.83 0.47
34 000012
81,365 732,285.00 0.46
35 002155
37,726 730,375.36 0.45
36 000581
26,504 726,209.60 0.45
37 000799
13,853 725,897.20 0.45
38 002422
15,345 715,997.70 0.45
39 002241
18,430 672,510.70 0.42
40 000009
66,895 668,950.00 0.42
41 000960
33,753 664,934.10 0.41
42 000728
60,746 662,738.86 0.41
43 002081
17,410 661,580.00 0.41
44 002415
24,268 660,089.60 0.41
45 000758
33,961 644,240.17 0.40
46 000768
80,015 628,117.75 0.39
47 000800
57,518 624,645.48 0.39
48 000562
37,316 617,206.64 0.38
49 002202
96,105 616,033.05 0.38
50 000422
48,838 598,265.50 0.37
51 000933
65,343 595,928.16 0.37
52 000917
24,026 594,162.98 0.37
53 000999
26,727 583,984.95 0.36
54 000625
115,053 561,458.64 0.35
55 000401
39,672 557,788.32 0.35
56 000528
44,904 557,258.64 0.35
57 000729
75,673 552,412.90 0.34
58 002106
27,365 549,215.55 0.34
59 000869
8,125 546,487.50 0.34
60 000825
153,228 540,894.84 0.34
300 2012
38
61 002007
21,362 525,077.96 0.33
62 002385
26,026 504,904.40 0.31
63 002236
16,417 504,001.90 0.31
64 002038
15,560 501,032.00 0.31
65 002092
64,623 494,365.95 0.31
66 002001
23,324 492,836.12 0.31
67 000778
72,016 481,787.04 0.30
68 000969
38,289 468,274.47 0.29
69 000876
31,133 466,372.34 0.29
70 000839
69,066 464,123.52 0.29
71 000522
22,731 462,348.54 0.29
72 000963
15,274 461,274.80 0.29
73 300070
15,224 455,197.60 0.28
74 002500
55,300 452,907.00 0.28
75 000826
19,454 445,496.60 0.28
76 000718
54,955 445,135.50 0.28
77 002310
7,437 436,626.27 0.27
78 000061
75,201 436,165.80 0.27
79 002146
39,526 430,833.40 0.27
80 002029
15,462 429,843.60 0.27
81 000939
50,573 428,859.04 0.27
82 300027
26,247 415,490.01 0.26
83 000998
22,870 407,772.10 0.25
84 000680
67,443 394,541.55 0.25
85 000690
87,579 384,471.81 0.24
86 000793
62,065 383,561.70 0.24
87 000898
96,333 375,698.70 0.23
88 000540
50,170 370,254.60 0.23
89 000926
39,322 367,267.48 0.23
90 002152
22,231 366,811.50 0.23
91 002230
18,086 356,294.20 0.22
92 002051
13,354 354,682.24 0.22
93 000661
7,489 353,930.14 0.22
94 000046
78,957 352,937.79 0.22
95 002065
15,853 351,936.60 0.22
96 000059
44,457 351,654.87 0.22
97 000762
24,511 350,997.52 0.22
98 002073
41,759 349,940.42 0.22
99 000027
54,045 349,671.15 0.22
100 000807
58,901 346,926.89 0.22
101 000518
77,456 345,453.76 0.22
300 2012
39
102 002008
54,610 342,950.80 0.21
103 300024
15,322 338,156.54 0.21
104 000877
34,637 337,710.75 0.21
105 002069
16,167 337,081.95 0.21
106 000816
62,913 336,584.55 0.21
107 000539
50,990 336,534.00 0.21
108 000541
38,618 333,273.34 0.21
109 000650
38,734 332,337.72 0.21
110 002167
17,295 327,221.40 0.20
111 000759
43,392 322,836.48 0.20
112 000400
19,951 312,632.17 0.19
113 002022
28,620 310,527.00 0.19
114 000780
29,444 308,573.12 0.19
115 002299
21,289 307,413.16 0.19
116 000031
67,338 305,714.52 0.19
117 000503
51,215 297,559.15 0.19
118 002128
22,638 296,105.04 0.18
119 000961
23,646 294,629.16 0.18
120 000636
39,735 294,039.00 0.18
121 000968
19,098 291,244.50 0.18
122 000559
57,871 291,091.13 0.18
123 000652
72,870 284,921.70 0.18
124 000823
20,214 281,985.30 0.18
125 002123
24,660 280,384.20 0.17
126 000900
19,674 280,157.76 0.17
127 000860
17,486 280,125.72 0.17
128 002154
20,532 279,851.16 0.17
129 000501
18,789 279,580.32 0.17
130 000930
57,510 279,498.60 0.17
131 002005
35,883 279,169.74 0.17
132 000596
5,900 278,716.00 0.17
133 000848
15,764 276,658.20 0.17
134 000028
9,239 275,137.42 0.17
135 000612
23,600 273,996.00 0.17
136 002129
21,207 272,509.95 0.17
137 000407
44,010 272,421.90 0.17
138 000417
21,655 271,770.25 0.17
139 000598
33,186 270,465.90 0.17
140 000735
55,670 268,886.10 0.17
141 000667
124,153 268,170.48 0.17
142 000897
93,318 266,889.48 0.17
300 2012
40
143 000488
61,004 266,587.48 0.17
144 000786
20,593 266,473.42 0.17
145 000752
15,156 263,865.96 0.16
146 000616
71,752 262,612.32 0.16
147 000683
46,382 262,058.30 0.16
148 000550
12,207 260,619.45 0.16
149 000850
38,033 258,624.40 0.16
150 000511
67,910 258,058.00 0.16
151 000686
15,035 257,699.90 0.16
152 002122
39,420 254,653.20 0.16
153 000627
77,615 252,248.75 0.16
154 002063
17,208 249,688.08 0.16
155 000006
43,688 249,458.48 0.16
156 001696
42,031 248,823.52 0.15
157 000997
24,427 247,934.05 0.15
158 000988
17,998 247,832.46 0.15
159 000829
37,585 245,054.20 0.15
160 000078
35,444 243,500.28 0.15
161 000566
12,615 243,469.50 0.15
162 000975
29,069 241,272.70 0.15
163 002277
15,436 240,955.96 0.15
164 000659
71,200 240,656.00 0.15
165 000962
17,975 240,146.00 0.15
166 002011
22,513 239,763.45 0.15
167 002140
12,368 238,084.00 0.15
168 002408
14,416 234,404.16 0.15
169 002244
25,837 234,341.59 0.15
170 000959
82,204 234,281.40 0.15
171 000726
32,200 233,128.00 0.15
172 000973
49,823 231,676.95 0.14
173 000036
58,069 228,211.17 0.14
174 002161
29,467 228,074.58 0.14
175 000021
41,861 225,212.18 0.14
176 000571
44,849 222,899.53 0.14
177 002294
8,234 222,318.00 0.14
178 000537
30,852 221,825.88 0.14
179 000601
57,949 221,365.18 0.14
180 002176
17,379 220,018.14 0.14
181 002223
14,665 217,775.25 0.14
182 002028
19,591 217,264.19 0.14
183 002056
13,602 216,543.84 0.13
300 2012
41
184 000989
13,356 216,367.20 0.13
185 002405
18,071 215,767.74 0.13
186 300077
10,574 214,757.94 0.13
187 002233
23,071 213,176.04 0.13
188 000572
64,973 211,811.98 0.13
189 002041
10,173 211,496.67 0.13
190 000927
28,724 210,546.92 0.13
191 000655
18,628 209,192.44 0.13
192 002048
29,742 208,491.42 0.13
193 000789
15,932 207,593.96 0.13
194 000563
15,008 206,059.84 0.13
195 000830
45,180 205,117.20 0.13
196 002006
19,182 204,096.48 0.13
197 002254
18,025 203,502.25 0.13
198 000089
49,137 200,970.33 0.13
199 002104
21,460 200,651.00 0.12
200 000731
30,057 200,480.19 0.12
201 000996
13,237 197,893.15 0.12
202 002237
5,062 197,316.76 0.12
203 000513
7,092 197,086.68 0.12
204 000931
34,860 196,959.00 0.12
205 002025
13,518 196,686.90 0.12
206 000159
24,838 196,220.20 0.12
207 000717
80,048 196,117.60 0.12
208 000886
56,641 195,977.86 0.12
209 000682
59,055 195,472.05 0.12
210 002168
20,963 194,536.64 0.12
211 000088
47,669 194,489.52 0.12
212 000525
14,786 193,696.60 0.12
213 002153
7,500 192,375.00 0.12
214 000822
40,178 192,050.84 0.12
215 000416
30,974 190,799.84 0.12
216 002269
7,900 190,390.00 0.12
217 000790
19,590 188,847.60 0.12
218 000777
8,974 188,364.26 0.12
219 000049
5,283 186,489.90 0.12
220 000795
13,883 183,533.26 0.11
221 000099
20,617 178,749.39 0.11
222 000410
23,073 174,662.61 0.11
223 000090
24,054 173,910.42 0.11
224 002083
38,535 173,022.15 0.11
300 2012
42
225 000301
58,022 172,905.56 0.11
226 002052
17,578 171,385.50 0.11
227 000987
12,954 171,251.88 0.11
228 000066
43,197 170,196.18 0.11
229 002097
19,537 169,581.16 0.11
230 000707
26,199 169,507.53 0.11
231 000608
32,860 168,571.80 0.10
232 000698
33,266 165,997.34 0.10
233 000755
22,963 165,103.97 0.10
234 000887
19,334 164,145.66 0.10
235 002249
17,638 164,033.40 0.10
236 002130
15,221 161,647.02 0.10
237 000532
19,482 160,726.50 0.10
238 002013
13,166 160,625.20 0.10
239 000881
18,898 160,255.04 0.10
240 002191
15,967 158,392.64 0.10
241 000554
27,284 156,337.32 0.10
242 000713
14,816 152,752.96 0.10
243 000543
21,685 152,011.85 0.09
244 000936
33,195 149,709.45 0.09
245 002183
23,983 147,015.79 0.09
246 002078
24,558 141,699.66 0.09
247 002064
26,186 141,142.54 0.09
248 002030
18,301 140,734.69 0.09
249 000851
21,935 140,384.00 0.09
250 300002
7,771 140,111.13 0.09
251 002242
19,016 139,957.76 0.09
252 000951
11,431 138,772.34 0.09
253 000428
29,514 138,125.52 0.09
254 002182
14,405 135,695.10 0.08
255 000903
31,683 134,652.75 0.08
256 000837
19,238 132,357.44 0.08
257 000828
23,579 130,156.08 0.08
258 000050
19,862 129,698.86 0.08
259 002493
8,427 129,185.91 0.08
260 000901
11,352 128,731.68 0.08
261 000533
30,684 128,565.96 0.08
262 002399
6,034 127,920.80 0.08
263 000708
13,986 127,552.32 0.08
264 002079
21,215 126,017.10 0.08
265 002091
12,116 125,885.24 0.08
300 2012
43
266 000833
16,571 125,111.05 0.08
267 000687
25,062 124,808.76 0.08
268 300003
9,380 123,909.80 0.08
269 000868
13,351 123,763.77 0.08
270 002109
15,806 122,338.44 0.08
271 002171
11,493 121,595.94 0.08
272 000977
8,361 121,318.11 0.08
273 002594
5,944 118,047.84 0.07
274 000766
25,869 117,962.64 0.07
275 000928
11,400 116,736.00 0.07
276 000819
8,927 114,444.14 0.07
277 000911
11,276 110,617.56 0.07
278 000701
12,652 110,451.96 0.07
279 002093
20,172 109,130.52 0.07
280 000514
20,866 106,625.26 0.07
281 000949
35,621 106,506.79 0.07
282 000158
28,089 105,052.86 0.07
283 000679
16,750 104,017.50 0.06
284 000042
5,500 103,015.00 0.06
285 002080
10,054 102,249.18 0.06
286 000635
10,353 102,080.58 0.06
287 300224
4,500 100,035.00 0.06
288 000727
19,981 96,708.04 0.06
289 002190
6,375 96,581.25 0.06
290 002032
7,692 96,457.68 0.06
291 002017
7,967 89,628.75 0.06
292 002156
18,800 86,480.00 0.05
293 000597
11,924 82,275.60 0.05
294 000022
7,066 77,443.36 0.05
295 002136
6,651 76,020.93 0.05
296 000600
17,100 72,675.00 0.05
297 002225
9,468 71,578.08 0.04
298 000029
18,717 70,001.58 0.04
299 002362
6,300 69,867.00 0.04
300 000761
12,215 51,669.45 0.03
7.3.2
1 600259
68,800 4,535,984.00 2.82
300 2012
44
2 000686
259,282 4,444,093.48 2.77
3 601717
363,652 4,218,363.20 2.63
4 601992
599,100 3,984,015.00 2.48
5 000777
99,800 2,094,802.00 1.30
6 600549
35,000 1,536,850.00 0.96
7 603128
150,000 1,045,500.00 0.65
8 300251
33,469 781,166.46 0.49
7.4
7.4.1 2% 20
1 000686
8,706,133.67 2.21
2 601992
7,637,603.73 1.94
3 600376
6,618,834.56 1.68
4 002129
6,199,928.75 1.57
5 600259
6,154,847.82 1.56
6 000776
5,841,813.12 1.48
7 601717
5,346,745.52 1.36
8 000568
4,668,064.06 1.18
9 002430
4,437,240.67 1.12
10 601002
4,415,182.00 1.12
11 002031
4,010,348.10 1.02
12 600581
3,950,954.82 1.00
13 000777
3,933,724.00 1.00
14 600348
3,899,423.59 0.99
15 002146
3,770,642.10 0.96
16 002244
3,605,693.00 0.91
17 600549
3,338,750.00 0.85
18 000999
3,315,001.00 0.84
19 600739
3,192,785.39 0.81
20 002457
3,192,410.50 0.81
“ ”
7.4.2 2% 20
300 2012
45
1 000776
6,905,320.56 1.75
2 002129
6,655,802.60 1.69
3 600376
6,575,253.41 1.67
4 600546
5,466,601.27 1.39
5 000686
4,733,652.36 1.20
6 002146
4,665,019.24 1.18
7 002430
4,582,581.68 1.16
8 600015
4,442,256.45 1.13
9 601002
4,438,381.38 1.13
10 002031
4,383,941.07 1.11
11 601009
4,177,146.54 1.06
12 000002
4,073,548.26 1.03
13 600348
4,026,013.55 1.02
14 601166
4,021,698.20 1.02
15 600581
3,960,611.72 1.00
16 002244
3,886,730.85 0.99
17 000999
3,559,353.88 0.90
18 000568
3,525,082.32 0.89
19 002594
3,376,018.57 0.86
20 002457
3,323,421.74 0.84
“ ”
7.4.3
234,948,427.61
274,016,014.28
“ ” “ ”
7.5
7.6
7.7
300 2012
46
7.8
7.9
7.9.1
7.9.2
7.9.3
1
1,870,645.79
2
221,815.49
3
-
4
1,998.68
5
50,172.63
6
-
7
-
8
-
9
2,144,632.59
7.9.4
7.9.5.1
7.9.5.2
8
8.1
( )
300 2012
47
4,723 35,990.10 7,234,601.32 4.26% 162,746,645.21 95.74%
8.2
772,408.42 0.4544%
1.
0 10
2.
9
2011 11 15
421,922,840.88
421,922,840.88
131,323,169.75
383,264,764.10
-
169,981,246.53
10
10.1
10.2
2012 5 19
10.3
300 2012
48
10.4
10.5
10.6
10.7
10.7.1
2 76,362,679.23 15.01% 64,908.24 15.43% -
1 29,962,448.36 5.89% 25,468.08 6.06% -
1 1,054,000.00 0.21% 895.90 0.21% -
2 159,351,488.24 31.32% 129,655.05 30.83% -
2 - - - - -
1 - - - - -
1 23,705,896.29 4.66% 19,315.75 4.59% -
2 - - - - -
1 - - - - -
2 14,255,880.29 2.80% 11,583.03 2.75% -
2 9,755,202.45 1.92% 7,926.22 1.88% -
1 30,188,496.72 5.93% 25,660.07 6.10% -
1 - - - - -
1 13,234,595.09 2.60% 11,553.15 2.75% -
1 4,640,915.00 0.91% 3,944.71 0.94% -
1 30,478,898.39 5.99% 24,907.20 5.92% -
1 25,468,068.88 5.00% 21,100.52 5.02% -
1 - - - - -
1 - - - - -
300 2012
49
1 - - - - -
2 4,766,920.80 0.94% 4,051.90 0.96% -
1 - - - - -
1 70,753,883.27 13.90% 57,488.37 13.67% -
1 14,884,168.08 2.92% 12,093.06 2.88% -
1 - - - - -
1 - - - - -
1 - - - - -
1 - - - - -
1 - - - - -
1.
1
2
3
4
5
6
2.
3. 29 36
2
1
10.7.2
- - 2,606,000,000.00 79.43% - -
- - 520,000,000.00 15.85% - -
- - 155,000,000.00 4.72% - -
- - - - - -
300 2012
50
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
612,220.00 100.00% - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
10.8
1
2012-01-04
2
2012-01-17
3
2012-02-07
4
2012-02-23
5 09 2012-02-28
300 2012
51
6
2012-03-30
7 2012 1
2012-04-23
8
2012-06-05
9
2012-06-08
10
2012-06-20
11
2012-06-28
12
2012-06-28
13 2012 1
2012-06-28
www.msfunds.com.cn
11
2012 1 16
2012 1 16
12
12.1
1
2
300 2012
52
3
4
5
6
7
12.2
12.3
