2006
2006 2006 8 25... 1... 2... 4... 5... 7... 8... 16... 23... 23... 23... 25 1
020001 2002 5 8 496,029,368.85 1, 2 60%-95% 0%-35% 5% 80% 20% 3 A 4 2
65% 60% 1600 31 200122 700 22-23 200001 021-23060282 021-23060283 xinxipilu@gtfund.com 188 200120 021 68888917 021-58408836 zhangyd@bankcomm.com http://www.gtfund.com 700 22-23 700 22-23 3
2006 1-6 236,930,250.07 0.4045 211,772,113.12 0.4269 827,825,626.37 1.669 30.78% 66.01% 83.00% 1 - - -0.83% 1.34% 1.96% 1.69% -2.79% -0.35% 37.48% 1.67% 29.14% 1.68% 8.34% -0.01% 66.01% 1.34% 43.99% 1.38% 22.02% -0.04% 73.37% 1.08% 54.88% 1.27% 18.49% -0.19% 97.62% 0.98% 12.99% 1.30% 84.63% -0.32% 83.00% 0.90% 0.92% 1.30% 82.08% -0.40% 4
2-45.00% -30.00% -15.00% 0.00% 15.00% 30.00% 45.00% 60.00% 75.00% 90.00% 2002-5-8 2003-5-8 2004-5-8 2005-5-8 2006-5-8 1 1998 3 5 [1998]5 1.1 2006 6 30 4 6 2 2004 2 11 2003 5
2006 1100 1700 5 6 A A 66.01% 41.6% 2006 2004 2004 2006 2006 A 3G 6
2006, 7
1 2006 6 30 2006 6 30 2005 12 31 46,585,149.33 23,181,935.62 13,086,793.43 20,419,827.48 862,698.42 881,465.52 0.00 55,883,916.64 12,736.85 0.00 4(1) 365,569.74 2,393,563.62 59,100.00 985.00 290,400.00 0.00 4(2) 756,510,796.92 617,622,672.72 540,467,622.66 552,277,703.52 4(2) 49,996,000.00 81,872,318.10 49,928,582.16 81,859,992.51 4(2) 2,641,342.35 880.80 0.00 0.00 870,410,587.04 802,257,565.50 : 202,991.47 0.00 601,774.17 52,936,751.58 57,026.96 462.37 1,108,028.06 1,026,614.93 184,671.35 171,102.49 4(3) 1,497,254.16 689,065.39 6,433.98 3,600.00 4(4) 778,014.81 778,514.81 38,000,000.00 20,000,000.00 4(5) 148,765.71 290,000.00 42,584,960.67 75,896,111.57 8
: 4(6) 496,029,368.85 700,770,381.37 4(7) 120,024,144.40-8,493,354.46 211,772,113.12 34,084,427.02 827,825,626.37 726,361,453.93 870,410,587.04 802,257,565.50 2 2006 1-6 2006 1-6 2005 1-6 243,825,171.48-22,320,049.84 1 4(8) 229,733,396.45-33,404,543.90 2 4(9) -477,664.98 462,262.71 3 6,028,179.55 0.00 4 854,784.25 3,201,907.42 5 387,066.57 492,868.66 6 7,208,880.31 6,836,178.49 7 4(10) 90,529.33 91,276.78 6,894,921.41 8,118,630.94 1 5,701,247.27 6,795,575.09 2 950,207.92 1,132,595.77 3 80,209.35 27,101.00 4 4(11) 163,256.87 163,359.08 99,177.14 99,178.95 49,588.57 49,588.57 236,930,250.07-30,438,680.78 4(7) 153,393,758.86 12,030,847.92 390,324,008.93-18,407,832.86 9
3 2006 1-6 2006 1-6 2005 1-6 236,930,250.07-30,438,680.78 : 34,084,427.02 51,565,978.04 : -38,130,569.27-1,931,744.07 232,884,107.82 19,195,553.19 :21,111,994.70 0.00 211,772,113.12 19,195,553.19 4 2006 1-6 2006 1-6 2005 1-6 726,361,453.93 931,046,774.69 : 236,930,250.07-30,438,680.78 153,393,758.86 12,030,847.92 390,324,008.93-18,407,832.86 : 265,216,946.26 4,438,621.03-532,964,788.05-53,561,561.14-267,747,841.79-49,122,940.11 : -21,111,994.70 0.00 827,825,626.37 863,516,001.72 10
1 [2002]12 2002 5 8 2002 5 8 2,226,366,461.68 2 3 (1) [2006]4 20% 2006 1 13 (2) 2006 1-6 2005 1-6 563,818,978.96 18.67% 4,033,000.00 2.07% 132,754,655.66 10.19% 0.00 0.00% 11
2006 1-6 2005 1-6 0.00 0.00% 455,809.80 18.69% 0.00 0.00% 105,712.86 10.08% (3) 2005 1-6 (4) 1.5% H=E 1.5%/ H E 5,701,247.27 4,593,219.21 1,108,028.06 2005 1-6 6,795,575.09 (5) 0.25% H=E 0.25%/ H E 950,207.92 765,536.57 184,671.35 2005 1-6 1,132,595.77 (6) 2006 6 30 46,585,149.33 (2005 6 30 58,172,232.40 ) 185,908.51 (2005 1-6 366,087.53 ) 2006 6 30 13,086,793.43 (2005 6 30 12,798,834.27 ) 12
(7) 2005 1-6 2005 6 30 2006 6 30 2005 6 30 0.00 0.00% 50,000,000 5.75% 4 (1) 2006 6 30 15,457.60 5,984.71 344,076.72 50.71 365,569.74 (2) 2006 6 30 216,043,174.26 67,417.84 2,641,342.35 218,751,934.45 (3) 2006 6 30 339,910.19 278,605.96 83,816.96 462,166.73 216,758.59 115,995.73 1,497,254.16 (4) 2006 6 30 250,000.00 235,257.61 292,507.20 250.00 778,014.81 13
(5) 2006 6 30 49,588.57 99,177.14 148,765.71 (6) 2005 12 31 700,770,381.37 195,894,904.20 400,635,916.72 2006 6 30 496,029,368.85 (7) 2005 12 31 65,358,175.59-73,851,530.05-8,493,354.46 153,393,758.86 0.00 153,393,758.86 0.00 34,088,011.01 34,088,011.01 0.00 58,964,271.01 58,964,271.01 2006 6 30 218,751,934.45-98,727,790.05 120,024,144.40 (8) 2006 1-6 1,648,130,363.59 1,417,027,156.01 1,369,811.13 229,733,396.45 2006 1-6 4,214,793.48 (9) 2006 1-6 146,127,152.22 142,572,798.84 4,032,018.36-477,664.98 (10) 2006 1-6 90,529.33 90,529.33 14
(11) 2006 1-6 99,177.14 49,588.57 9300.00 4,978.57 212.59 163,256.87 5 (1) 2006 6 30 A ( ) ( ) ( ) ( ) ( ) 600132 06/06/26 24.83 06/07/06 27.31 253,965 7,110,707.96 6,305,950.95 600415 06/06/19 63.27 06/07/04 57.05 404,632 18,625,988.51 25,601,066.64 600859 06/06/29 12.95 06/07/14 13.30 336,791 4,229,773.29 4,361,443.45 600033 G 06/06/29 8.12 06/07/14 6.15 949,743 7,549,187.75 7,711,913.16 600088 G 06/06/09 14.50 06/07/04 13.20 611,400 9,813,678.67 8,865,300.00 600299 G 06/03/23 17.28 06/08/03 18.45 1,231,192 13,547,308.12 21,274,997.76 600315 G 06/06/14 16.98 06/07/24 13.73 1,353,570 17,874,389.43 22,983,618.60 000157 G 06/05/29 13.86 06/07/14 10.88 1,248,811 12,106,814.39 17,308,520.46 000895 06/06/01 31.17 - - 1,278,598 15,040,515.89 39,853,899.66 105,898,364.01 154,266,710.68 B ( ) ( ) ( ) 1 2006-6-28 2006-10-9(50%) 2007-1-5(50%) 943,140 2,904,871.20 2,904,871.20 2 2006-6-28 2006-7-5 291,000 896,280.00 896,280.00 3 2006-6-2 2006-9-19 52,368 387,523.20 917,487.36 4 G 2006-5-17 2007-5-17 929,720 12,011,982.40 16,790,743.20 5 G 2006-5-26 2006-7-5 514,680 3,046,905.60 3,160,135.20 19,247,562.40 24,669,516.96 A 2006 6 30 15
B 2006 6 30 G G 3 2006 6 30 A 2006 6 30 B G 2006 7 5 50% 50% G (2) 2006 6 30 ( ) 756,510,796.92 86.91% 49,996,000.00 5.74% 2,641,342.35 0.30% 59,671,942.76 6.86% 1,590,505.01 0.18% 870,410,587.04 100.00% ( ) 1 1,382,000.00 0.17% 2 55,348,403.56 6.69% 3 418,979,674.26 50.61% 176,429,003.42 21.31% 3,580.00 0.00% 3,586,966.50 0.43% 88,059,972.23 10.64% 16
16,943,112.61 2.05% 88,354,106.78 10.67% 45,602,932.72 5.51% 4 3,166,985.20 0.38% 5 0.00 0.00% 6 30,300,964.16 3.66% 7 56,280,062.32 6.80% 8 90,514,550.23 10.93% 9 40,780,191.96 4.93% 10 0.00 0.00% 11 16,399,859.40 1.98% 12 11,097,296.44 1.34% 13 32,260,809.39 3.90% 756,510,796.92 91.39% ( ) 1 600519 G 1,015,420 48,171,524.80 5.82% 2 000895 1,278,598 39,853,899.66 4.81% 3 600694 804,177 33,252,718.95 4.02% 4 000538 G 1,038,463 30,063,503.85 3.63% 5 000792 G 1,428,144 28,991,323.20 3.50% 6 600415 404,632 25,601,066.64 3.09% 7 600315 1,353,570 22,983,618.60 2.78% 8 600036 G 2,955,828 22,789,433.88 2.75% 9 600887 G 973,903 22,195,249.37 2.68% 10 600316 619,135 21,502,558.55 2.60% 11 600299 1,231,192 21,274,997.76 2.57% 12 000869 G 514,375 19,345,643.75 2.34% 13 002024 377,145 19,309,824.00 2.33% 14 600271 G 642,456 19,280,104.56 2.33% 15 600547 G 632,692 18,272,144.96 2.21% 16 600583 G 783,144 17,933,997.60 2.17% 17 600361 G 985,299 17,794,499.94 2.15% 18 000157 1,248,811 17,308,520.46 2.09% 19 600406 619,423 16,959,801.74 2.05% 20 000568 G 1,100,089 16,094,302.07 1.94% 21 600320 G 744,595 14,698,305.30 1.78% 22 600028 2,280,340 14,252,125.00 1.72% 23 600030 G 894,907 14,175,326.88 1.71% 24 600582 624,401 12,762,756.44 1.54% 25 600809 G 714,778 12,415,693.86 1.50% 17
26 000858 G 828,524 12,046,738.96 1.46% 27 000978 G 1,235,640 11,281,393.20 1.36% 28 600855 G 1,070,373 10,393,321.83 1.26% 29 600309 G 679,370 9,850,865.00 1.19% 30 600628 G 1,081,691 9,508,063.89 1.15% 31 600088 611,400 8,865,300.00 1.07% 32 600018 G 501,000 8,592,150.00 1.04% 33 600750 G 767,026 7,839,005.72 0.95% 34 600033 949,743 7,711,913.16 0.93% 35 000682 2,430,000 7,508,700.00 0.91% 36 000839 G 369,208 7,199,556.00 0.87% 37 600717 G 799,937 6,719,470.80 0.81% 38 600456 G 139,947 6,674,072.43 0.81% 39 600832 G 649,731 6,659,742.75 0.80% 40 600594 G 516,491 6,368,334.03 0.77% 41 600132 253,965 6,305,950.95 0.76% 42 600616 G 400,000 6,288,000.00 0.76% 43 600202 515,852 6,277,918.84 0.76% 44 000970 G 480,311 5,946,250.18 0.72% 45 600764 G 786,059 5,329,480.02 0.64% 46 600742 G 1,400,000 5,026,000.00 0.61% 47 600480 G 1,099,903 4,938,564.47 0.60% 48 000762 G 449,960 4,882,066.00 0.59% 49 600859 336,791 4,361,443.45 0.53% 50 600172 G 800,000 4,232,000.00 0.51% 51 000888 G 600,000 4,020,000.00 0.49% 52 601988 1,234,140 3,801,151.20 0.46% 53 600337 G 412,295 3,586,966.50 0.43% 54 000099 G 600,000 3,174,000.00 0.38% 55 600642 G 514,680 3,160,135.20 0.38% 56 600326 G 310,000 2,517,200.00 0.30% 57 000917 G 200,000 2,170,000.00 0.26% 58 600386 G 300,000 1,578,000.00 0.19% 59 600265 200,000 1,382,000.00 0.17% 60 600436 G 72,752 1,332,089.12 0.16% 61 002051 60,868 1,066,407.36 0.13% 62 000625 G 56,000 304,080.00 0.04% 63 600037 G 4,206 61,996.44 0.01% 64 000898 G 10,000 61,200.00 0.01% 65 600008 G 6,556 32,058.84 0.00% 66 600416 G 2,558 28,317.06 0.00% 67 600550 G 1,000 21,880.00 0.00% 18
68 600205 1,000 18,240.00 0.00% 69 600879 G 1,000 13,490.00 0.00% 70 600362 G 1,000 11,350.00 0.00% 71 600596 G 1,000 11,110.00 0.00% 72 600183 G 1,000 10,960.00 0.00% 73 600000 G 1,000 9,910.00 0.00% 74 600026 G 1,290 8,230.20 0.00% 75 000983 G 1,000 8,070.00 0.00% 76 600328 G 1,320 7,801.20 0.00% 77 600900 G 1,000 6,850.00 0.00% 78 600302 G 1,330 5,998.30 0.00% 79 600016 G 1,000 4,370.00 0.00% 80 600630 G 1,000 3,580.00 0.00% 81 600050 G 1,000 2,420.00 0.00% 82 600331 G 100 1,692.00 0.00% 1 2% 1 000002 G 35,994,288.89 4.96% 2 600547 G 32,518,569.62 4.48% 3 002024 31,000,003.55 4.27% 4 600030 G 28,694,345.28 3.95% 5 000858 G 28,304,587.58 3.90% 6 600316 28,157,474.92 3.88% 7 600582 26,547,634.40 3.65% 8 600036 G 26,499,164.71 3.65% 9 600320 G 26,119,241.74 3.60% 10 600694 25,697,570.13 3.54% 11 000792 G 25,347,498.36 3.49% 12 600456 G 25,218,526.11 3.47% 13 600415 25,129,811.50 3.46% 14 600309 G 23,776,648.21 3.27% 15 000970 G 22,936,974.34 3.16% 16 600406 22,711,270.99 3.13% 17 600028 22,234,713.37 3.06% 18 600550 G 22,214,482.28 3.06% 19 000833 22,065,664.91 3.04% 20 600050 G 21,552,165.72 2.97% 21 600887 G 21,519,747.66 2.96% 22 600764 G 21,398,885.02 2.95% 23 600832 G 21,244,755.35 2.92% 19
24 000568 G 20,798,112.35 2.86% 25 600361 G 20,379,472.22 2.81% 26 600331 G 20,072,509.38 2.76% 27 600895 G 20,009,495.64 2.75% 28 000157 19,971,026.55 2.75% 29 600315 19,600,176.13 2.70% 30 000063 G 19,538,393.32 2.69% 31 600132 18,221,678.53 2.51% 32 000402 G 17,412,328.73 2.40% 33 600205 16,898,110.33 2.33% 34 600031 G 16,255,737.09 2.24% 35 600879 G 16,242,132.11 2.24% 36 600616 G 15,999,619.21 2.20% 37 000069 G 15,769,948.93 2.17% 38 000538 G 15,769,668.69 2.17% 39 600489 G 15,237,554.77 2.10% 40 600628 G 14,972,544.34 2.06% 2 2% 1 000002 G 55,390,631.82 7.63% 2 600547 G 43,884,713.88 6.04% 3 000069 G 39,018,261.44 5.37% 4 600694 37,787,347.30 5.20% 5 600028 37,216,711.50 5.12% 6 600050 G 33,032,628.35 4.55% 7 600271 G 32,552,537.28 4.48% 8 600583 G 30,574,558.75 4.21% 9 000063 G 30,347,840.35 4.18% 10 000402 G 30,240,154.05 4.16% 11 600456 G 29,865,814.59 4.11% 12 600036 G 27,985,940.79 3.85% 13 600015 G 26,713,807.31 3.68% 14 600205 26,692,244.98 3.67% 15 000869 G 26,397,845.85 3.63% 16 600320 G 25,795,424.96 3.55% 17 600009 G 25,051,461.91 3.45% 18 600832 G 24,786,702.30 3.41% 19 600269 G 23,284,087.05 3.21% 20 600550 G 23,061,990.68 3.18% 21 600764 G 22,852,179.04 3.15% 22 000858 G 22,756,054.04 3.13% 20
23 600519 G 22,140,796.99 3.05% 24 600331 G 21,999,636.02 3.03% 25 600000 G 21,738,819.22 2.99% 26 000538 G 21,619,820.57 2.98% 27 600316 21,341,220.24 2.94% 28 600309 G 21,279,324.09 2.93% 29 600895 G 21,072,152.59 2.90% 30 600582 20,603,001.58 2.84% 31 600328 G 20,431,808.41 2.81% 32 600299 20,391,377.21 2.81% 33 002024 20,227,368.94 2.78% 34 600887 G 19,821,555.01 2.73% 35 000060 G 19,651,699.01 2.71% 36 600416 G 19,554,147.19 2.69% 37 000833 19,308,645.70 2.66% 38 600563 G 19,299,503.91 2.66% 39 600202 19,261,109.57 2.65% 40 000155 G 18,944,591.21 2.61% 41 600596 G 17,620,513.11 2.43% 42 600879 G 17,152,528.20 2.36% 43 600489 G 16,766,536.21 2.31% 44 600030 G 16,545,264.58 2.28% 45 000970 G 16,298,844.75 2.24% 46 600031 G 16,048,560.99 2.21% 47 000956 15,613,553.76 2.15% 48 600533 G 14,796,360.17 2.04% 49 600008 G 14,733,026.27 2.03% 3 1,409,431,868.63 1,648,130,363.59 ( ) 1 10,080,000.00 1.22% 2 39,916,000.00 4.82% 49,996,000.00 6.04% ( ) 1 06 02 39,916,000.00 4.82% 2 04 (11) 10,080,000.00 1.22% 21
1 2 3 ( ) 750,000.00 112,698.42 365,569.74 12,736.85 59,100.00 290,400.00 1,590,505.01 4 (1) 5 ( ) ( ) ( ) 038008 JTP1 510,052 0.00 1,488,331.74 0.18% 580005 HXB1 70,200 0.00 848,507.40 0.10% 580993 HXP1 105,300 0.00 162,056.70 0.02% 580990 JCP1 99,923 0.00 140,591.66 0.02% 580004 JTB1 504 0.00 1,083.10 0.00% 580007 CWB1 150 0.00 534.15 0.00% 038002 HRP1 1,200 0.00 237.60 0.00% 787,329 0.00 2,641,342.35 0.32% (2) ( ) ( ) 580997 CMP1 2006/2/27 1,969,330 0.00 580996 JTP1 2006/3/2 1,050,036 0.00 580004 JTB1 2006/4/19 504 0.00 580005 HXB1 2006/4/24 70,200 0.00 580993 HXP1 2006/4/24 105,300 0.00 580007 CWB1 2006/5/19 150 0.00 580990 JCP1 2006/5/25 1,799,923 0.00 038008 JTP1 2006/6/29 510,052 0.00 5,505,495 0.00 6 22
8,361 59,326.56 165,844,462.27 33.43% 330,184,906.58 66.57% 496,029,368.85 100.00% 2,226,366,461.68 700,770,381.37 195,894,904.20 400,635,916.72 496,029,368.85 1 2006 1 3 [2006]4 20 2 2006 1 25 2006 1 25 3 2006 3 20 4 2006 4 24 23
5 2006 5 11 6 2006 5 17 100 100 7 2006 5 26 8 2006 5 30 2006 5 30 9 2006 6 14 10 2006 6 23 11 2006 6 30 A 12 2006 7 18 18 188 13 2 563,818,978.96 18.67% 4,033,000.00 2.07% 1 71,803,815.59 2.38% 40,080,119.50 20.56% 1 601,540,870.87 19.91% 0.00 0.00% 1 161,892,918.06 5.36% 0.00 0.00% 1 686,118,313.19 22.72% 51,492,434.40 26.42% 1 476,661,661.85 15.78% 88,659,773.50 45.49% 1 458,464,369.06 15.18% 10,633,037.60 5.46% 8 3,020,300,927.58 100.00% 194,898,365.00 100.00% 24
0.00 0.00% 0.00 0.00% 455,809.80 18.69% 0.00 0.00% 0.00 0.00% 58,473.86 2.40% 0.00 0.00% 0.00 0.00% 470,204.24 19.28% 0.00 0.00% 0.00 0.00% 126,683.17 5.19% 0.00 0.00% 3,452,862.50 57.27% 562,097.09 23.05% 28,000,000.00 73.68% 2,575,784.41 42.73% 389,681.07 15.98% 10,000,000.00 26.32% 0.00 0.00% 375,731.01 15.41% 38,000,000.00 100.00% 6,028,646.91 100.00% 2,438,680.24 100.00% 14 15 1 2 3 4 5 6 7 700 23 021 33134688 400-8888-688 021 23060279 http://www.gtfund.com 2006 8 29 25