2013 1 452013 2
1 1.1 2013 8 26 2013 1 1 6 302013 3
1.2 1 ....................................................................................................................................... 2
1.1 ...........................................................................................................................................2
1.2 ...................................................................................................................................................3
2 ................................................................................................................................................... 5
2.1 ...................................................................................................................................5
2.2 ...................................................................................................................................5
2.3 ................................................................................................................6
2.4 ...................................................................................................................................6
2.5 ...................................................................................................................................6
3 ............................................................................................................... 6
3.1 ................................................................................................................6
3.2 ...................................................................................................................................7
4 ............................................................................................................................................. 10
4.1 ..........................................................................................................10
4.2 ..................................................................12
4.3 ..............................................................................12
4.4 ..................................................................12
4.5 ..............................................................13
4.6 ..........................................................................13
4.7 ..............................................................................14
5 ............................................................................................................................................. 14
5.1 ..................................................................................14
5.2 ..............14
5.3 ..............................14
6 ..................................................................................................... 14
6.1 .....................................................................................................................................14
6.2 .............................................................................................................................................16
6.3 ..................................................................................................17
6.4 .........................................................................................................................................18
7 ......................................................................................................................................... 36
7.1 ..................................................................................................................36
7.2 ..........................................................................................37
7.3 ......................................37
7.4 ..............................................................................................38
7.5 ..........................................................................................40
7.6 ..................................40
7.7 ......................40
7.8 ..................................40
7.9 ..........................................................................40
7.10 .........................................................................................................................41
8 ............................................................................................................................. 41
8.1 ......................................................................................42
8.2 ..........................................................................42
9 ............................................................................................................................. 422013 4
10 ......................................................................................................................................... 42
10.1 ..............................................................................................................42
10.2 ..............................................43
10.3 ..................................................................43
10.4 .....................................................................................................................43
10.5 ..................................................................................................43
10.6 ..........................................43
10.7 ......................................................................................43
10.8 .................................................................................................................................44
11 ......................................................................................................... 44
12 ......................................................................................................................................... 45
12.1 .................................................................................................................................45
12.2 .........................................................................................................................................45
12.3 .........................................................................................................................................452013 5
2 2.1 372010
372010/372110
2011 8 10 177,500,635.06 A
B
372010 372110
139,133,504.54 38,367,130.52 2.22013 6
2.3 010-67595096
services@jpmf-sitico.com tianqing1.zh@ccb.com
400-889-4888 010-67595096
021-68881170 010-66275853
99 20 25 99 20 1 1 200120 100033
2.4 http://www.51fund.com
2.5 99 20 3 3.12013 7
3.1.1 2013 1 1 2013 6 30 A
B
2,768,842.28 1,983,529.74
753,648.63 1,447,164.83
0.0076 0.0333
0.71% 3.14%
3.21% 3.04%
3.1.2 (2013 6 30 )
A
B
8,326,836.54 1,958,477.06
0.0598 0.0510
147,460,341.08 40,325,607.58
1.060 1.051
3.1.3 (2013 6 30 )
A
B
10.17% 9.26%
1. 2. 3.2 3.2.1 A -3.20% 0.48% -0.30% 0.07% -2.90% 0.41%
-1.58% 0.39% 0.97% 0.05% -2.55% 0.34%
3.21% 0.38% 2.62% 0.04% 0.59% 0.34%2013 8
3.35% 0.34% 3.76% 0.04% -0.41% 0.30%
- - - - - -
10.17% 0.28% 9.57% 0.05% 0.60% 0.23%
B -3.31% 0.47% -0.30% 0.07% -3.01% 0.40%
-1.68% 0.39% 0.97% 0.05% -2.65% 0.34%
3.04% 0.39% 2.62% 0.04% 0.42% 0.35%
2.88% 0.35% 3.76% 0.04% -0.88% 0.31%
- - - - - -
9.26% 0.28% 9.57% 0.05% -0.31% 0.23%
3.2.2 2011 8 10 2013 6 30 A2013 9
B 2011 8 10 2011 8 10 2013 6 30
2011 8 10 2012 2 92013 10
4 4.1 4.1.1 2004 5 12 2007 10 8 2.5 2013 6 4.1.2 2011-08-10 - 6 2007
2010 2010 2 2011 82013 11
2013 2
2013 7
2011-09-08 - 10 2003 4
2006 5 2006 6 2011 3 2011 4 2011 9 2012
6 2013 7
1. 2. 3.2013 12
4.2 4.3 4.3.1 4.3.2 5% 4.4 4.4.12013 13
4.4.2 A 3.21% B 3.04% 2.62% 4.5 4.62013 14
4.7 5 5.1 5.2 5.3 6 6.1 2013 6 30 2013 6 30 2012 12 31 6.4.7.1 1,195,784.04 12,500,425.70
2,368,917.66 869,006.47
85,838.82 469.55
6.4.7.2 164,532,287.90 133,636,887.87
13,770,510.00 13,792,725.26
- -
150,761,777.90 119,844,162.612013 15
- -
6.4.7.3 - -
6.4.7.4 20,000,000.00 -
6,397,613.81 -
6.4.7.5 3,416,177.32 2,473,124.73
- -
55,995.09 60,723.29
- -
6.4.7.6 - -
198,052,614.64 149,540,637.61
2013 6 30 2012 12 31 - -
- -
6.4.7.3 - -
4,999,995.50 22,000,000.00
1,820,913.76 3,015,082.84
2,520,171.13 83,373.65
116,726.97 74,428.97
33,350.55 21,265.43
14,188.57 17,782.26
6.4.7.7 247,399.10 61,661.31
358,357.26 352,437.26
1,328.04 29,615.52
- -
- -
6.4.7.8 154,235.10 300,052.72
10,266,665.98 25,955,699.96
6.4.7.9 177,500,635.06 120,670,052.19
6.4.7.10 10,285,313.60 2,914,885.46
187,785,948.66 123,584,937.65
198,052,614.64 149,540,637.61
2013 6 30 177,500,635.06
A 139,133,504.54 B 38,367,130.52 A 1.0602013 16
B 1.051 6.2 2013 1 1 2013 6 30 2013 1 1 2013 6 30 2012 1 1 2012 6 30 4,091,130.74
16,840,078.12
1. 3,029,312.48 5,399,671.28
6.4.7.11 49,454.69 107,990.68
2,891,012.97 5,265,877.15
- -
88,844.82 25,803.45
- -
2. “-” 3,600,919.33 4,299,026.88
6.4.7.12 4,968,022.41 -91,816.45
- -
6.4.7.13 -1,457,426.65 4,327,331.93
- -
6.4.7.14 - -
6.4.7.15 90,323.57 63,511.40
3. “-”
6.4.7.16 -2,551,558.56
7,097,319.42
4. “ ” - -
5. “-” 6.4.7.17 12,457.49 44,060.54
1,890,317.28
2,544,810.57
1 526,919.52 932,254.27
2 150,548.41 266,358.36
3 91,586.00 251,994.86
4 6.4.7.18 619,604.89 287,670.70
5 333,453.25 621,315.26
333,453.25 621,315.26
6 6.4.7.19 168,205.21 185,217.12
“-” 2,200,813.46 14,295,267.552013 17
-
-
“-” 2,200,813.46 14,295,267.55
6.3 2013 1 1 2013 6 30 2013 1 1 2013 6 30 120,670,052.19 2,914,885.46 123,584,937.65
- 2,200,813.46 2,200,813.46
“-” 56,830,582.87 5,169,614.68 62,000,197.55
1. 128,579,193.09 9,982,961.44 138,562,154.53
2. -71,748,610.22 -4,813,346.76 -76,561,956.98
“-” - - -
177,500,635.06 10,285,313.60 187,785,948.66
2012 1 1 2012 6 30 320,368,955.69 1,690,532.00 322,059,487.69
- 14,295,267.55 14,295,267.552013 18
“-” -140,084,636.96 -4,460,625.25 -144,545,262.21
1. 171,655,803.64 4,727,309.05 176,383,112.69
2. -311,740,440.60 -9,187,934.30 -320,928,374.90
“-” - - -
180,284,318.73 11,525,174.30 191,809,493.03
6.1 6.4 6.4 6.4.1 ( ) ( ) [2011]738 2011 7 18 2011
8 5 1,672,579,148.88 (2011) 316 2011 8
10 1,672,727,699.71 148,550.83 A B A B2013 19
( ) 80% 20% 3% 5% 2013 8 26 6.4.2 2006 2 15 38 ( ) [2010]5 XBRL 3 < > 2007 5
15 6.4.4 6.4.3 2013 2013 6 30 2013 6.4.4 6.4.5 6.4.5.1 6.4.5.22013 20
6.4.5.3 6.4.6 [2002]128 [2004]78 [2005]102
[2005]107 [2008]1 [2012]85 (1) (2) (3) 20% 2013 1 1 50% 20% 2013 1 1 1
( 1 ) 1 1 ( 1 ) 50% 1 25%
(4) 0.1% 6.4.7 6.4.7.1 2013 6 30 1,195,784.04
-
-
1,195,784.04
6.4.7.22013 21
2013 6 30 14,010,496.44 13,770,510.00 -239,986.44
121,275,802.67 120,631,777.90 -644,024.77
30,142,471.78 30,130,000.00 -12,471.78
151,418,274.45 150,761,777.90 -656,496.55
- - -
- - -
- - -
165,428,770.89 164,532,287.90 -896,482.99
6.4.7.3 / 6.4.7.4 6.4.7.4.1 2013 6 30 20,000,000.00 -
20,000,000.00 -
6.4.7.4.2 6.4.7.5 2013 6 30 327.51
-
-
1,066.00
3,403,244.982013 22
11,499.99
0.24
38.60
3,416,177.32
6.4.7.6 6.4.7.7 2013 6 30 246,924.30
474.80
247,399.10
6.4.7.8 2013 6 30 -
5,469.39
-
-
148,765.71
-
154,235.10
6.4.7.9 A 2013 1 1 2013 6 30 70,303,033.41 70,303,033.41
113,868,982.83 113,868,982.832013 23
“-” -45,038,511.70 -45,038,511.70
139,133,504.54 139,133,504.54
B 2013 1 1 2013 6 30 50,367,018.78 50,367,018.78
14,710,210.26 14,710,210.26
“-” -26,710,098.52 -26,710,098.52
38,367,130.52 38,367,130.52
6.4.7.10 A 1,846,381.92 44,321.99 1,890,703.91
2,768,842.28 -2,015,193.65 753,648.63
5,150,376.31 532,107.69 5,682,484.00
8,706,016.28 236,542.21 8,942,558.49
-3,555,639.97 295,565.48 -3,260,074.49
- - -
9,765,600.51 -1,438,763.97 8,326,836.54
B 990,332.27 33,849.28 1,024,181.55
1,983,529.74 -536,364.91 1,447,164.83
-623,510.81 110,641.49 -512,869.32
1,022,881.55 17,521.40 1,040,402.95
-1,646,392.36 93,120.09 -1,553,272.27
- - -2013 24
2,350,351.20 -391,874.14 1,958,477.06
6.4.7.11 2013 1 1 2013 6 30 34,202.37
-
-
12,331.52
2,920.80
49,454.69
6.4.7.12 2013 1 1 2013 6 30 152,541,719.57
147,573,697.16
4,968,022.41
6.4.7.13 2013 1 1 2013 6 30 444,616,170.30
440,346,909.99
5,726,686.96
-1,457,426.65
6.4.7.142013 25
6.4.7.15 2013 1 1 2013 6 30 90,323.57
-
90,323.57
6.4.7.16 2013 1 1 2013 6 30 1. -2,551,558.56
-1,646,770.30
-904,788.26
-
-
2. -
-
3. -
-2,551,558.56
6.4.7.17 2013 1 1 2013 6 30 8,476.82
3,980.67
12,457.49
1. A/B 25% 2. 25% 6.4.7.182013 26
2013 1 1 2013 6 30 618,204.89
1,400.00
619,604.89
6.4.7.19 2013 1 1 2013 6 30 29,752.78
119,012.93
1,039.50
18,000.00
400.00
168,205.21
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 6.4.10.12013 27
6.4.10.2 6.4.10.2.1 2013 1 1 2013 6 30 2012 1 1 2012 6 30 526,919.52 932,254.27
112,301.27 546,424.99
0.7% X 0.7%/ 6.4.10.2.2 2013 1 1 2013 6 30 2012 1 1 2012 6 30 150,548.41 266,358.36
0.2% X 0.2%/ 6.4.10.2.3 2013 1 1 2013 6 30 A B - 9,761.71 9,761.71
- 73,652.47 73,652.47
- 83,414.18 83,414.18
2012 1 1 2012 6 302013 28
A B - 27,128.48 27,128.48
- 220,378.82 220,378.82
- 247,507.30 247,507.30
1. B 2. B 0.4% B X 0.4%/ 6.4.10.3 ( ) 6.4.10.4 6.4.10.5 2013 1 1 2013 6 30 2012 1 1 2012 6 30 1,195,784.04 34,202.37 8,608,302.29 94,522.06
1. 6.4.10.6 6.4.10.7 6.4.11 6.4.12 2013 6 302013 29
6.4.12.1 / 6.4.12.2 1 000998
2013-5-3
20.73 2013-7-8 20.50 30,000627,349.82621,900.00 -
2 300020
2013-6-3
22.67 - - 20,000445,256.00453,400.00 -
2013 6 30 6.4.12.3 6.4.12.3.1 6.4.12.3.2 2013 6 30 4,999,995.50 2013 7 1 6.4.13 6.4.13.12013 30
6.4.13.2 6.4.13.2.12013 31
2013 6 30 2012 12 31 A-1 9,945,000.00 -
A-1 - -
9,968,000.00 9,996,000.00
19,913,000.00 9,996,000.00
6.4.13.2.2 2013 6 30 2012 12 31 AAA - 26,838,567.50
AA+ 32,990,480.00 7,609,181.90
AA 62,844,477.90 66,672,306.87
AA- - 3,462,922.84
35,013,820.00 5,265,183.50
130,848,777.90 109,848,162.61
6.4.13.3 10% 10% 6.4.122013 32
4,999,995.50 1 ( ) ( ) 6.4.13.4 6.4.13.4.1 6.4.13.4.1.1 3 3 1 1 5 5 1,195,784.04
1,195,784.04
2,368,917.66
2,368,917.66
85,838.82
85,838.82
70,899,376.90 13,770,510.002013 33
9,968,000.00 17,711,303.50 52,183,097.50 164,532,287.90
20,000,000.00
20,000,000.00
6,397,613.81 6,397,613.81
3,416,177.32 3,416,177.32
2,288.07 53,707.02 55,995.09
33,620,828.59
17,711,303.50 52,183,097.50 70,899,376.90 23,638,008.15 198,052,614.64
-
4,999,995.50 4,999,995.50
1,820,913.76 1,820,913.76
2,520,171.13 2,520,171.13
116,726.97 116,726.97
33,350.55 33,350.55
14,188.57 14,188.57
247,399.10 247,399.10
358,357.26 358,357.26
1,328.04 1,328.04
154,235.10 154,235.102013 34
4,999,995.50 - - - 5,266,670.48 10,266,665.98
28,620,833.09
17,711,303.50 52,183,097.50 70,899,376.90
18,371,337.67
187,785,948.66
1-3 3 -1 1-5 5 12,500,425.70 - - - - 12,500,425.70
869,006.47 - - - - 869,006.47
- - - - 469.55 469.55
2,908,120.00 26,615,288.00 29,385,338.51 60,935,416.10 13,792,725.26 133,636,887.87
- - - - 2,473,124.73 2,473,124.73
1,094.63 - - - 59,628.66 60,723.29
16,278,646.80 26,615,288.00 29,385,338.51 60,935,416.10 16,325,948.20 149,540,637.61
22,000,000.00 - - - - 22,000,000.00
- - - - 3,015,082.84 3,015,082.84
- - - - 83,373.65 83,373.65
- - - - 74,428.97 74,428.97
- - - - 21,265.43 21,265.43
- - - - 17,782.26 17,782.26
- - - - 61,661.31 61,661.31
- - - - 352,437.26 352,437.26
- - - - 29,615.52 29,615.52
- - - - 300,052.72 300,052.72
22,000,000.00 - - - 3,955,699.96 25,955,699.96
-5,721,353.20 26,615,288.00 29,385,338.51 60,935,416.10 12,370,248.24 123,584,937.652013 35
6.4.13.4.1.2 2013 6 30 2012 12 31 121 81
119 80
6.4.13.4.2 6.4.13.4.3 80% 20% 3% VaR(Value at Risk) 6.4.13.4.3.1 2013 6 30 2012 12 312013 36
13,770,510.00 7.33 13,792,725.26 11.16
- -
- -
13,770,510.00 7.33 13,792,725.26 11.16
2013 6 30 7.33%(2012 12 31 11.16%) 2012 12 31 6.4.14 7 7.1 % 1 13,770,510.00 6.95
13,770,510.00 6.95
2 - -
2 150,761,777.90 76.12
150,761,777.90 76.12
- -
4 - -
5 20,000,000.00 10.10
- -
6 3,564,701.70 1.80
7 9,955,625.04 5.03
8 198,052,614.64 100.00
2013 6 30 187,785,948.66 A 1.060 1.100 B 1.051 1.0912013 37
7.2 A 621,900.00 0.33
B - -
C 9,238,160.00 4.92
D - -
E 753,500.00 0.40
F - -
G - -
H - -
I 453,400.00 0.24
J 750,400.00 0.40
K 711,000.00 0.38
L 1,242,150.00 0.66
M - -
N - -
O - -
P - -
Q - -
R - -
S - -
13,770,510.00 7.33
7.3 1 002038 57,600 3,375,360.00 1.80
2 000800 200,000 2,460,000.00 1.31
3 002236 40,000 1,529,200.00 0.812013 38
4 600867 100,000 1,489,000.00 0.79
5 002344 65,000 1,242,150.00 0.66
6 002663 50,000 753,500.00 0.40
7 600837 80,000 750,400.00 0.40
8 000671 60,000 711,000.00 0.38
9 000998 30,000 621,900.00 0.33
10 300020 20,000 453,400.00 0.24
11 600518 20,000 384,600.00 0.20
7.4 7.4.1 2% 20 1 002038 6,096,828.40 4.93
2 600585 5,728,296.63 4.64
3 600837 5,362,002.53 4.34
4 600406 5,329,406.13 4.31
5 000661 5,295,152.22 4.28
6 600720 4,834,560.90 3.91
7 600030 3,642,385.83 2.95
8 000800 3,532,595.00 2.86
9 000671 3,498,954.00 2.83
10 002236 3,345,592.60 2.71
11 300197 3,341,293.02 2.70
12 002353 3,197,112.26 2.59
13 002497 3,030,524.57 2.45
14 600519 2,819,324.91 2.28
15 600062 2,697,418.06 2.18
16 000731 2,611,890.86 2.11
17 000024 2,458,410.81 1.99
18 600886 2,405,058.00 1.95
19 600867 2,368,829.01 1.92
20 600256 2,282,285.15 1.85
2013 39
7.4.2 2% 20 1 600406 9,230,673.63 7.47
2 000661 6,886,965.80 5.57
3 600518 5,880,397.47 4.76
4 600585 5,796,646.64 4.69
5 002236 4,980,258.55 4.03
6 600720 4,853,436.70 3.93
7 600837 4,514,638.64 3.65
8 002241 4,130,038.57 3.34
9 600030 3,578,421.74 2.90
10 002038 3,385,523.48 2.74
11 002353 3,303,138.70 2.67
12 300197 3,273,818.09 2.65
13 002497 3,110,016.10 2.52
14 600062 2,832,652.14 2.29
15 600519 2,815,344.54 2.28
16 000671 2,634,938.50 2.13
17 000731 2,567,317.42 2.08
18 600886 2,437,159.16 1.97
19 000024 2,406,022.52 1.95
20 600256 2,140,980.85 1.73
7.4.3 149,198,252.20
152,541,719.57
2013 40
7.5 1 35,013,820.00 18.65
2 - -
3 9,968,000.00 5.31
9,968,000.00 5.31
4 95,834,957.90 51.03
5 9,945,000.00 5.30
6 - -
7 - -
8 - -
9 150,761,777.90 80.28
7.6 1 010107 21 190,000 19,957,600.00 10.63
2 1280426 12 100,000 10,217,000.00 5.44
3 120314 12 14 100,000 9,968,000.00 5.31
4 041358036 13 CP001 100,000 9,945,000.00 5.30
5 010303 03 100,000 9,812,000.00 5.23
7.7 7.8 7.92013 41
7.10 7.10.1 7.10.2 7.10.3 1 85,838.82
2 6,397,613.81
3 -
4 3,416,177.32
5 55,995.09
6 -
7 -
8 -
9 9,955,625.04
7.10.4 7.10.5 (%)
1 000998
621,900.00 0.33
2 300020
453,400.00 0.24
7.10.6 82013 42
8.1 A 1,338 103,986.18 100,152,513.40 71.98% 38,980,991.14 28.02%
B 983 39,030.65 1,043,825.45 2.72% 37,323,305.07 97.28%
2,321 76,475.93 101,196,338.85 57.01% 76,304,296.21 42.99%
8.2 A 4,970.58 0.0036%
B 20,001.60 0.0521%
24,972.18 0.0141%
0 0 10 9 A B 174,399,071.48 1,498,328,628.23
70,303,033.41 50,367,018.78
113,868,982.83 14,710,210.26
45,038,511.70 26,710,098.52
- -
139,133,504.54 38,367,130.52
10 10.12013 43
10.2 10.3 10.4 10.5 10.6 10.7 10.7.1 1 150,296,928.89 50.65% 281,519.88 65.66% 1 146,426,094.02 49.35% 147,222.40 34.34% 1 - - - - 1. 2. 1 , 2 , 3 ,2013 44
4 , , 5 , , 3. 1 2 4. 2013 10.7.2 750,122,328.75 89.43% 1,114,500,000.00 99.55% - -
88,632,238.36 10.57% 5,000,000.00 0.45% - -
- - - - - -
10.8 1. 2013 2 8 2. 2013 4 19 3. 2013 5 9 4. 2013 5 15 112013 45
12 12.1 1 2 3 4 5 6 12.2 12.3 www.51fund.com
