2013 1 402013 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 ............................................................................................................................................... 9
4.1 ............................................................................................................9
4.2 ..................................................................10
4.3 .............................................................................. 11
4.4 .................................................................. 11
4.5 ..............................................................12
4.6 ..........................................................................12
4.7 ..............................................................................12
5 ............................................................................................................................................. 12
5.1 ..................................................................................12
5.2 ..............13
5.3 ..............................13
6 ..................................................................................................... 13
6.1 .....................................................................................................................................13
6.2 .............................................................................................................................................14
6.3 ..................................................................................................15
6.4 .........................................................................................................................................17
7 ......................................................................................................................................... 33
7.1 ..................................................................................................................33
7.2 ..........................................................................................34
7.3 ......................................34
7.4 ..............................................................................................34
7.5 ..........................................................................................35
7.6 ..................................35
7.7 ......................35
7.8 ..................................35
7.9 ..........................................................................36
7.10 .........................................................................................................................36
8 ............................................................................................................................. 37
8.1 ......................................................................................37
8.2 ..........................................................................37
9 ............................................................................................................................. 372013 4
10 ......................................................................................................................................... 38
10.1 ..............................................................................................................38
10.2 ..............................................38
10.3 ..................................................................38
10.4 .....................................................................................................................38
10.5 ..................................................................................................38
10.6 ..........................................38
10.7 ......................................................................................38
10.8 .................................................................................................................................39
11 ......................................................................................................... 39
12 ......................................................................................................................................... 40
12.1 .................................................................................................................................40
12.2 .........................................................................................................................................40
12.3 .........................................................................................................................................402013 5
2 2.1 371020
371020/371120
2009 6 24 102,696,615.82 A B
371020 371120
50,906,890.85 51,789,724.97 2.22013 6
2.3 010-66105799
custody@icbc.com.cn
400-889-4888 95588
021-68881170 010-66105798
99 20 55 99 20 55 200120 100140
2.4 http://www.51fund.com
2.5 99 20 3 3.1 3.1.1 2013 1 1 2013 6 30 A B
856,308.63 1,213,927.47
958,803.43 1,355,965.962013 7
0.0274 0.0259
2.52% 2.41%
3.01% 2.77%
3.1.2 (2013 6 30 )
A B
4,209,024.12 3,320,146.41
0.0827 0.0641
55,698,020.20 55,697,221.35
1.094 1.075
3.1.3 (2013 6 30 )
A B
9.40% 7.50%
1. 2. 3.2 3.2.1 A
-1.35% 0.26% -0.70% 0.22% -0.65% 0.04%
0.09% 0.18% 0.03% 0.13% 0.06% 0.05%
3.01% 0.14% 0.47% 0.10% 2.54% 0.04%
3.40% 0.12% -0.98% 0.08% 4.38% 0.04%
6.42% 0.13% -0.58% 0.10% 7.00% 0.03%
9.40% 0.11% -0.18% 0.09% 9.58% 0.02%
B
2013 8
-1.47% 0.25% -0.70% 0.22% -0.77% 0.03%
0.00% 0.18% 0.03% 0.13% -0.03% 0.05%
2.77% 0.14% 0.47% 0.10% 2.30% 0.04%
2.97% 0.12% -0.98% 0.08% 3.95% 0.04%
4.98% 0.13% -0.58% 0.10% 5.56% 0.03%
7.50% 0.11% -0.18% 0.09% 7.68% 0.02%
3.2.2 2009 6 24 2013 6 30 A
B2013 9
1. 2009 6 24 2009 6 24 2013 6 30
2. 2009 6 24 2009 12 23 4 4.1 4.1.12013 10
30 4.1.2 2009-6-24 - 10 2003 2007 2007 6
2008 6
2008 11 2009
6 1. 2. 3. 4.22013 11
4.3 4.3.1 4.3.2 5% 4.4 4.4.12013 12
4.4.2 A 3.01% B 2.77% 0.47% 4.5 4.6 4.7 5 5.12013 13
5.2 5.3 2013 6 6.1 2013 6 30 2013 6 30 2012 12 31 6.4.7.1 6,287,468.45 277,391.02
108,974.53 156,940.68
17,487.35 250,000.00
6.4.7.2 102,392,131.70 92,310,165.80
- -
- -
102,392,131.70 92,310,165.80
- -
6.4.7.3 - -
6.4.7.4 - -
- 6,000,000.00
6.4.7.5 2,115,671.56 1,483,385.51
- -
5,468,846.69 1,052,644.572013 14
- -
6.4.7.6 - -
116,390,580.28 101,530,527.58
2013 6 30 2012 12 31 - -
- -
6.4.7.3 - -
- 6,000,000.00
829,056.75 6,004,430.66
2,550,765.76 159,224.13
53,485.45 44,614.01
17,828.49 14,871.33
17,767.07 15,535.33
6.4.7.7 17,993.77 14,251.94
1,129,318.80 1,110,354.90
- -
- -
- -
6.4.7.8 379,122.64 550,067.31
4,995,338.73 13,913,349.61
6.4.7.9 102,696,615.82 83,275,291.26
6.4.7.10 8,698,625.73 4,341,886.71
111,395,241.55 87,617,177.97
116,390,580.28 101,530,527.58
2013 6 30 A 1.094 B 1.075 102,696,615.82 A 50,906,890.85 B 51,789,724.97 6.2 2013 1 1 2013 6 30 2013 1 1 2012 1 12013 15
2013 6 30 2012 6 30 3,086,660.62 3,883,455.17
1. 2,297,643.66 1,779,765.69
6.4.7.11 18,602.54 26,565.34
2,260,615.71 1,753,200.35
- -
18,425.41 -
- -
2. “-” 529,606.85 -306,995.29
6.4.7.12 15,972.43 126.38
- -
6.4.7.13 513,634.42 -307,121.67
- -
6.4.7.14 - -
6.4.7.15 - -
3. “-”
6.4.7.16 244,533.29 2,396,830.65
4. “ ” - -
5. “-” 6.4.7.17 14,876.82 13,854.12
771,891.23 864,272.78
1 280,854.32 399,361.66
2 93,618.15 133,120.52
3 97,683.43 133,432.72
4 6.4.7.18 39,850.89 30,209.79
5 120,428.70 5,255.75
120,428.70 5,255.75
6 6.4.7.19 139,455.74 162,892.34
“-”
2,314,769.39 3,019,182.39
- -
“-” 2,314,769.39 3,019,182.39
6.3 2013 1 1 2013 6 302013 16
2013 1 1 2013 6 30 83,275,291.26 4,341,886.71 87,617,177.97
- 2,314,769.39 2,314,769.39
“-” 19,421,324.56 2,041,969.63 21,463,294.19
1. 113,984,174.89 9,563,205.81 123,547,380.70
2. -94,562,850.33 -7,521,236.18 -102,084,086.51
“-” - - -
102,696,615.82 8,698,625.73 111,395,241.55
2012 1 1 2012 6 30 152,358,571.01 4,010,247.55 156,368,818.56
- 3,019,182.39 3,019,182.39
“-” -41,131,098.71 -1,586,311.25 -42,717,409.96
1. 84,229,666.96 3,273,800.93 87,503,467.89
2. -125,360,765.67 -4,860,112.18 -130,220,877.85
- - -2013 17
“-” 111,227,472.30 5,443,118.69 116,670,590.99
6.1 6.4 6.4 6.4.1 ( ) ( ) [2009]361 2009 5 25 2009 6 19
1,800,918,562.24 (2009) 115 2009 6 24 1,801,237,418.78 318,856.54 A B A B ( ) 80% 5%2013 18
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 6.4.5.2 6.4.5.3 6.4.6 [2002]128 [2004]78 [2005]102
[2005]107 [2008]1 [2012]852013 19
(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 6,287,468.45
-
-
6,287,468.45
6.4.7.2 2013 6 30 - - -
88,911,481.42 88,359,731.70 -551,749.72
14,000,000.00 14,032,400.00 32,400.00
102,911,481.42 102,392,131.70 -519,349.72
- - -2013 20
- - -
- - -
102,911,481.42 102,392,131.70 -519,349.72
6.4.7.3 / 6.4.7.4 6.4.7.5 2013 6 30 710.92
-
-
49.00
2,114,903.84
-
-
7.80
2,115,671.56
6.4.7.6 6.4.7.7 2013 6 30 17,843.77
150.00
17,993.77
6.4.7.82013 21
2013 6 30 250,000.00
1,620.46
-
-
127,502.18
-
379,122.64
6.4.7.9 A
2013 1 1 2013 6 30 33,435,077.85 33,435,077.85
65,145,421.14 65,145,421.14
“-” -47,673,608.14 -47,673,608.14
50,906,890.85 50,906,890.85
B
2013 1 1 2013 6 30 49,840,213.41 49,840,213.41
48,838,753.75 48,838,753.75
“-” -46,889,242.19 -46,889,242.19
51,789,724.97 51,789,724.97
6.4.7.10 A
2013 22
1,921,444.85 147,191.39 2,068,636.24
856,308.63 102,494.80 958,803.43
1,431,270.64 332,419.04 1,763,689.68
4,912,728.01 1,042,738.27 5,955,466.28
-3,481,457.37 -710,319.23 -4,191,776.60
- - -
4,209,024.12 582,105.23 4,791,129.35
B
2,053,674.42 219,576.05 2,273,250.47
1,213,927.47 142,038.49 1,355,965.96
52,544.52 225,735.43 278,279.95
2,712,229.79 895,509.74 3,607,739.53
-2,659,685.27 -669,774.31 -3,329,459.58
- - -
3,320,146.41 587,349.97 3,907,496.38
6.4.7.11 2013 1 1 2013 6 30 14,895.71
-
-
2,808.37
898.46
18,602.54
6.4.7.122013 23
2013 1 1 2013 6 30 648,443.73
632,471.30
15,972.43
6.4.7.13 2013 1 1 2013 6 30 120,326,971.71
117,799,279.22
2,014,058.07
513,634.42
6.4.7.14 6.4.7.15 6.4.7.16 2013 1 1 2013 6 30 1. 244,533.29
-
244,533.29
-
-
2. -
-
3. -
244,533.292013 24
6.4.7.17 2013 1 1 2013 6 30 9,012.58
5,864.24
14,876.82
1. 25% 2. 25% 6.4.7.18 2013 1 1 2013 6 30 39,188.39
662.50
39,850.89
6.4.7.19 2013 1 1 2013 6 30 29,752.78
97,749.40
2,553.56
9,000.00
400.00
139,455.74
6.4.8 6.4.8.1 6.4.8.22013 25
6.4.9 6.4.9.1 6.4.9.2 6.4.10 6.4.10.1 6.4.10.2 6.4.10.2.1 2013 1 1 2013 6 30 2012 1 1 2012 6 30 280,854.32 399,361.66
54,380.54 64,518.27
0.6% X 0.6% / 6.4.10.2.2 2013 1 1 2013 6 30 2012 1 1 2012 6 30 93,618.15 133,120.52
0.2%2013 26
X 0.2% / 6.4.10.2.3 2013 1 1 2013 6 30 A
B 45,304.22 45,304.22
20,321.99 20,321.99
65,626.21 65,626.21
2012 1 1 2012 6 30 A
B
- 70,632.31 70,632.31
- 30,169.79 30,169.79
- 100,802.10 100,802.10
1. B 2. B 0.35%
B X 0.35% / 6.4.10.3 ( ) 6.4.10.4 6.4.10.5 2013 1 1 2013 6 30 2012 1 1 2012 6 302013 27
6,287,468.45 14,895.71 348,798.35 24,530.94
6.4.10.6 6.4.10.7 6.4.11 6.4.12 2013 6 30 6.4.12.1 / 6.4.12.2 6.4.12.3 6.4.13 6.4.13.12013 28
6.4.13.2 6.4.13.2.12013 29
2013 6 30 2012 12 31 9,932,000.00 20,023,000.00
- 9,661,000.00
9,932,000.00 29,684,000.00
6.4.13.2.2 2013 6 30 2012 12 31 AAA 20,126,450.30 14,305,830.70
AA+ 23,253,301.10 62,757,175.10
AA 37,624,070.30 37,575,825.10
AA- - 816,452.00
11,456,310.00 15,247,160.00
92,460,131.70 92,310,165.80
6.4.13.3 10% 10%2013 30
( ) 6.4.13.4 6.4.13.4.1 6.4.13.4.1.1 6,287,468.45 - - - - 6,287,468.45
108,974.53 - - - - 108,974.53
17,487.35 - - - - 17,487.35
11,463,176.00 18,852,979.50 43,778,337.50 28,297,638.70 - 102,392,131.70
2,115,671.56 2,115,671.56
510.00
- - -
5,468,336.69 5,468,846.692013 31
17,877,616.33 18,852,979.50 43,778,337.50 28,297,638.70 7,584,008.25 116,390,580.28
829,056.75 829,056.75
2,550,765.76 2,550,765.76
53,485.45 53,485.45
17,828.49 17,828.49
17,767.07 17,767.07
17,993.77 17,993.77
1,129,318.80 1,129,318.80
- -
379,122.64 379,122.64
4,995,338.73 4,995,338.73
17,877,616.33 18,852,979.50 43,778,337.50 28,297,638.70 2,588,669.52 111,395,241.55
277,391.02 - - - - 277,391.02
156,940.68 - - - - 156,940.68
- - - - 250,000.00 250,000.00
- 10,007,384.00 55,786,139.30 26,516,642.50 - 92,310,165.80
- - - - 1,483,385.51 1,483,385.51
2,391.06 - - - 1,050,253.51 1,052,644.57
6,000,000.00 6,000,000.00
436,722.76 10,007,384.00 55,786,139.30 26,516,642.50 8,783,639.02 101,530,527.58
6,000,000.00 - - - - 6,000,000.002013 32
- - - - 6,004,430.66 6,004,430.66
- - - - 159,224.13 159,224.13
- - - - 44,614.01 44,614.01
- - - - 14,871.33 14,871.33
- - - - 15,535.33 15,535.33
- - - - 14,251.94 14,251.94
- - - - 1,110,354.90 1,110,354.90
- - - - 550,067.31 550,067.31
6,000,000.00 - - - 7,913,349.61 13,913,349.61
-5,563,277.24 10,007,384.00 55,786,139.30 26,516,642.50 870,289.41 87,617,177.97
6.4.13.4.1.2 2013 6 30 2012 12 31 1. 25 71 71
2. 25 70 70
6.4.13.4.2 6.4.13.4.32013 33
80% VaR(Value at Risk)
2013 6 30 (2012 12 31 ) 6.4.14 7 7.1 % 1 - -
- -
2 - -
3 102,392,131.70 87.97
102,392,131.70 87.97
- -
4 - -
5 - -
- -2013 34
6 6,396,442.98 5.50
7 7,602,005.60 6.53
8 116,390,580.28 100.00
2013 6 30 111,395,241.55 A 1.094 1.094 B 1.075 1.075 7.2 7.3 7.4 7.4.1 2% 20 1 000731 582,433.96 0.66
2 600886 50,037.34 0.06
7.4.2 2% 20 1 000731 597,731.35 0.68
2 600886 50,712.38 0.06
7.4.3 632,471.302013 35
648,443.73
7.5 1 11,456,310.00 10.28
2 - -
3 - -
- -
4 63,703,308.20 57.19
5 9,932,000.00 8.92
6 - -
7 17,300,513.50 15.53
8 - -
9 102,392,131.70 91.92
7.6 1 041363008 13 CP001 100,000 9,932,000.00 8.92
2 110015 60,000 5,989,200.00 5.38
3 010107 21 49,100 5,157,464.00 4.63
4 124017 12 50,000 5,150,000.00 4.62
5 122214 12 45,000 4,536,000.00 4.07
7.7 7.82013 36
7.9 7.10 7.10.1 7.10.2 7.10.3 1 17,487.35
2 -
3 -
4 2,115,671.56
5 5,468,846.69
6 -
7 -
8 -
9 7,602,005.60
7.10.4 1 110015 5,989,200.00 5.38
2 110003 4,270,150.00 3.83
3 110020 1,650,513.20 1.48
4 110013 1,024,750.30 0.92
7.10.5 7.10.62013 37
8 8.1 ( )
A
2,101.00 24,229.84 - - 50,906,890.85 100.00%
B
1,852.00 27,964.21 16,948,450.60 32.73% 34,841,274.37 67.27%
3,953.00 25,979.41 16,948,450.60 16.50% 85,748,165.22 83.50%
8.2 A - -
B - -
- -
0 0 9 A B
(2009 6 24
) 423,047,194.30 1,378,190,224.48
33,435,077.85 49,840,213.41
65,145,421.14 48,838,753.75
47,673,608.14 46,889,242.19
- -2013 38
50,906,890.85 51,789,724.97
10 10.1 10.2 10.3 10.4 10.5 10.6 10.7 10.7.1 1 50,712.38 7.82% 27,406.19 74.03%
1 597,731.35 92.18% 9,615.08 25.97%
1.2013 39
2. 1 , 2 , 3 , 4 , , 5 , , 3. 1 2 4. 2013 10.7.2 144,489,706.99 73.83% 266,900,000.00 84.99% - -
51,212,868.12 26.17% 47,138,000.00 15.01% - -
10.8 1.
2013 2 8 2.
2013 4 19 112013 40
12 12.1 1. 2. 3. 4. 5. 6. 12.2 12.3 www.51fund.com
