2006
2006 2006 8 25... 1... 2... 4... 6... 9... 10... 23... 29... 30... 30... 32 1
020002 020003 2003 12 5 50,610,997.63 54,827,678.44 1 2 3 4 1 2 3 A A =75% [ A A ]+25% [ ] 4 2
1600 31 200122 700 22-23 200001 021-23060282 021-23060283 xinxipilu@gtfund.com 500 12 200120 021-61618888 021-68881836 zhangym2@spdb.com.cn http://www.gtfund.com 700 22-23 700 22-23 3
4,149,461.88 0.0814 4,479,754.02 0.0885 55,090,751.65 1.089 7.65% 7.93% 13.43% 63,313,784.49 0.5019 29,866,799.42 0.5447 84,694,477.86 1.545 41.24% 55.51% 65.00% 4
1 - - 0.37% 0.38% -0.55% 0.07% 0.92% 0.31% 2.64% 0.28% -0.66% 0.06% 3.30% 0.22% 7.93% 0.31% 0.27% 0.06% 7.66% 0.25% 9.55% 0.25% 3.31% 0.08% 6.24% 0.17% 13.43% 0.25% 11.55% 0.11% 1.88% 0.14% - - 1.44% 1.16% 1.38% 1.62% 0.06% -0.46% 31.15% 1.24% 27.64% 1.65% 3.51% -0.41% 55.51% 1.02% 42.42% 1.36% 13.09% -0.34% 63.28% 0.88% 53.16% 1.24% 10.12% -0.36% 65.00% 0.92% 16.37% 1.31% 48.63% -0.39% 2 20.00% 16.00% 12.00% 8.00% 4.00% 0.00% -4.00% -8.00% 2003-12-5 2004-6-5 2004-12-5 2005-6-5 2005-12-5 2006-6-5 5
80.00% 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% -10.00% -20.00% -30.00% -40.00% 2003-12-5 2004-6-5 2004-12-5 2005-6-5 2005-12-5 2006-6-5 ) 1 1998 3 5 [1998]5 1.1 2006 6 30 4 6 2 2004 2 1 FRM (LSE) (MSc in Finance and Economics) 9 1998 ( ) 2 11 2003 1 6
) 1 1) 2006 3 13 3 20 IPO 2 35 45 7% 1 20% 2 2 1 A A 7
2 2004 05 A 05 11 20 8
2006 2006 2006 8 25 9
1 2006 6 30 2006 6 30 2005 12 31 11,016,462.81 1,537,665.93 45,769.59 40,354.34 250,000.00 250,000.00 - - 4(1) 714,819.70 612,651.85 117,421.60 7,009,900.00 4(2) 190,960.00-190,960.00-4(2) 52,445,113.69 59,466,048.03 51,407,270.93 58,966,395.39 4(2) - - - - 64,780,547.39 68,916,620.15 : 9,004,770.00 46,627.89 51,420.77 514,223.28 597.39 401.14 26,807.26 30,926.11 8,935.76 10,308.69 4(3) 91.18-4(4) 506,292.33 502,719.58 4(5) 90,881.05 151,752.90 9,689,795.74 1,256,959.59 : 4(6) 50,610,997.63 67,028,941.16 4(7) -166,658.79-418,454.95 4,646,412.81 1,049,174.35 55,090,751.65 67,659,660.56 64,780,547.39 68,916,620.15 10
2006 6 30 2006 6 30 2005 12 31 7,629,853.23 12,402,302.17 1,505,824.17 282,490.34 1,840,000.00 1,840,000.00 981,796.32-4(1) 372,227.07 972,915.51 218,904.31 988.00 4(2) 66,126,615.33 166,368,498.39 48,340,503.58 152,685,161.26 4(2) 22,536,960.00 54,728,733.00 22,574,725.15 54,933,302.03 4(2) 2,282.15 8,460.08 - - 101,214,462.58 236,604,387.49 : - 1,008,957.80 470,377.41 10,434,406.46 2,585.85 2,963.46 142,740.21 319,913.43 23,790.03 53,318.91 4(3) 308,701.15 206,345.65 3,150.00-4(4) 502,153.00 502,088.00 15,000,000.00-4(5) 66,487.07 127,000.00 16,519,984.72 12,654,993.71 : 4(6) 54,827,678.44 217,526,149.98 4(7) -1,259,885.50-3,977,580.55 31,126,684.92 10,400,824.35 84,694,477.86 223,949,393.78 101,214,462.58 236,604,387.49 11
2 2005 1-6 4,497,941.19 1,746,567.94 1 4(8) 65,770.99-2 4(9) 3,705,768.91 846,837.77 3 4(10) - - 4 667,210.52 833,544.77 5 39,745.37 53,880.64 6 4(11) 19,445.40 12,304.76 348,479.31 376,184.21 1 161,379.06 166,258.43 2 53,793.01 69,592.23 3 11,700.00 1,140.00 4 4(12) 121,607.24 139,193.55 37,191.88 51,183.12 24,795.19 24,795.19 4,149,461.88 1,370,383.73 4(7) 538,190.12 1,371,390.73 4,687,652.00 2,741,774.46 12
2005 1-6 64,787,814.18 10,384,860.10 1 4(8) 62,005,112.40 3,944,716.72 2 4(9) 3,385.47 1,596,967.22 3 4(10) 958,415.57-4 542,617.12 1,389,209.70 5 97,942.10 190,605.30 6 1,110,051.09 3,102,059.63 7 4(11) 70,290.43 161,301.53 1,474,029.69 3,757,988.51 1 1,150,427.38 3,135,558.73 2 191,737.85 522,593.17 3 59,053.84 13,740.00 4 4(12) 72,810.62 86,096.61 37,191.88 51,183.12 24,795.19 24,795.19 63,313,784.49 6,626,871.59 4(7) 4,263,400.57 3,518,922.88 67,577,185.06 10,145,794.47 3 2005 1-6 4,149,461.88 1,370,383.73 : 1,049,174.35-1,023,151.68 : -552,223.42 200,437.84 4,646,412.81 547,669.89 : 4(13) - - 4,646,412.81 547,669.89 13
2005 1-6 63,313,784.49 6,626,871.59 : 10,400,824.35-13,517,763.70 : -36,175,101.36 5,942,455.53 37,539,507.48-948,436.58 : 4(13) 6,412,822.56-31,126,684.92-948,436.58 4 2005 1-6 67,659,660.56 82,580,548.84 : 4,149,461.88 1,370,383.73 538,190.12 1,371,390.73 4,687,652.00 2,741,774.46 : 41,796,507.42 430,704.17-59,053,068.33-25,883,445.73-17,256,560.91-25,452,741.56 : - - 55,090,751.65 59,869,581.74 14
2005 1-6 223,949,393.78 504,719,441.49 : 63,313,784.49 6,626,871.59 4,263,400.57 3,518,922.88 67,577,185.06 10,145,794.47 : 107,770,805.23 13,212,118.67-308,190,083.65-247,158,301.86-200,419,278.42-233,946,183.19 : -6,412,822.56-84,694,477.86 280,919,052.77 1 [2003]114 2003 12 5 (2003 12 5 ) 1,887,374,602.86 684,348,868.87 15
2 3 (1) [2006]4 20% 2006 1 13 (2) ( ) 2005 1-6 116,504.00 100% 9,937,404.45 5.56% - - 44,546,398.08 15.45% 2005 1-6 - - 91.18 100.00% - - - - 2005 1-6 185,645,204.47 26.62% 40,473,192.87 36.81% 101,951,202.94 16.67% 32,018,337.91 13.10% 2005 1-6 83,000,000.00 53.90% 150,983.61 26.93% 10,000,000.00 15.63% 83,173.56 16.92% 16
(3) ( ) 2005 1-6 2005 1-6 (4) 0.6% H=E 0.6%/ H E ( ) 1.00 1.00 ( 1.00 ) 161,379.06 134,571.80 26,807.26 2005 1-6 166,258.43 1.5% H=E 1.5%/ H E 1,150,427.38 1,007,687.17 142,740.21 2005 1-6 3,135,558.73 (5) 0.20% H=E 0.20%/ H E 17
53,793.01 44,857.25 8,935.76 2005 1-6 69,592.23 0.25% H=E 0.25%/ H E 191,737.85 167,947.82 23,790.03 2005 1-6 522,593.17 (6) 2006 6 30 11,016,462.81 (2005 6 30 3,030,723.15 ) 38,236.21 (2005 1-6 51,367.03 ) 2006 6 30 7,629,853.23 (2005 6 30 9,304,756.19 ) 81,558.15 (2005 1-6 182,718.58 ) (7) 2005 6 30 2006 6 30 2005 6 30 5,922,542.20 10.75% - - 2005 12 16 6,000,000.00 5,922,542.20 0.6% 2005 1-6 2005 6 30 18
2005 6 30 2005 6 30 4 ( ) (1) 2006 6 30 2006 6 30 994.69 3,283.36 18.54 609.86-542.70 713,806.47 367,791.15 714,819.70 372,227.07 (2) 2006 6 30 2006 6 30-17,786,111.75 1,037,842.76-37,765.15-2,282.15 1,037,842.76 17,750,628.75 (3) 2006 6 30 2006 6 30 91.18 74,922.14-59,307.44-50,163.13-61,908.70-49,184.70-13,215.04 91.18 308,701.15 (4) 2006 6 30 2006 6 30 30.00 65.00 950.75-255,311.58 2,088.00 19
250,000.00 500,000.00 506,292.33 502,153.00 (5) 2006 6 30 2006 6 30 24,795.19 24,795.19 37,191.88 37,191.88 4,500.00 4,500.00 24,393.98-90,881.05 66,487.07 (6) 2005 12 31 67,028,941.16 217,526,149.98 39,119,271.82 84,299,069.89 55,537,215.35 246,997,541.43 2006 6 30 50,610,997.63 54,827,678.44 (7) 2005 12 31 499,652.64-918,107.59-418,454.95 538,190.12-538,190.12 - -535,530.83-535,530.83 - -249,136.87-249,136.87 2006 6 30 1,037,842.76-1,204,501.55-166,658.79 2005 12 31 13,487,228.18-17,464,808.73-3,977,580.55 4,263,400.57-4,263,400.57-3,006,027.00 3,006,027.00-4,551,732.52 4,551,732.52 2006 6 30 17,750,628.75-19,010,514.25-1,259,885.50 (8) 116,365.66 433,477,038.17 50,500.00 371,107,965.42 94.67 363,960.35 65,770.99 62,005,112.40 20
360,888.50 (9) 103,725,099.07 87,227,206.10 98,801,167.13 84,775,861.27 1,218,163.03 2,447,959.36 3,705,768.91 3,385.47 (10) - 958,415.57 - - - - - 958,415.57 (11) 19,445.40 70,290.43 19,445.40 70,290.43 (12) 37,191.88 37,191.88 24,795.19 24,795.19 948.76 1,147.55 9,000.00 9,000.00 82.84 676.00 49,588.57-121,607.24 72,810.62 (13) - 6,412,822.56-6,412,822.56 5 (1) 2006 6 30 2006 6 30 21
( ) ( ) ( ) ( ) ( ) 600383 G 06/03/27 8.57 06/07/11 9.43 400,000 3,024,999.85 3,428,000.00 600415 G 06/06/19 63.27 06/07/04 57.05 31,740 1,664,752.96 2,008,189.80 600859 06/06/29 12.95 06/07/14 13.30 30,906 375,915.92 400,232.70 600088 G 06/06/09 14.50 06/07/04 13.20 39,980 658,047.42 579,710.00 600299 G 06/03/23 17.28 06/08/03 18.45 200,000 2,557,657.15 3,456,000.00 600315 G 06/06/14 16.98 06/07/24 13.73 88,085 1,197,830.59 1,495,683.30 000157 G 06/05/29 13.86 06/07/14 10.88 150,885 1,494,635.38 2,091,266.10 000895 06/06/01 31.17 - - 412,325 5,354,634.94 12,852,170.25 16,328,474.21 26,311,252.15 (2) 2006 6 30 ( ) ( ) ( ) 1 06/06/28 06/07/05 62,000 190,960.00 190,960.00 190,960.00 190,960.00 ( ) ( ) ( ) 1 06/06/02 06/09/19 25,214 186,583.60 441,749.28 2 G 06/05/26 06/07/05 514,680 3,046,905.60 3,160,135.20 3,233,489.20 3,601,884.48 (3) 2006 6 30 2006 6 30 ( ) ( ) ( ) 1 G 190,000 06/06/05 16.98 3,226,200.00 3,226,200.00 (4) (1) 2006 6 30 (2) 2006 6 30 G 2006 6 30 (3) G 2006 6 30 22
(5) (1) 2006 6 30 (2) G 2006 7 5 9 19 (3) (6) 2006 6 30 2006 6 30 15,000,000.00 2005 6 30 2006 7 5 ( ) 190,960.00 0.29% 52,445,113.69 80.96% 11,062,232.40 17.08% 1,082,241.30 1.67% 64,780,547.39 100.00% ( ) 1 - - 2 - - 3 - - 4 - - 5 - - 6 - - 7 - - 23
8 - - 9 190,960.00 0.35% 10 - - 11 - - 12 - - 13 - - 190,960.00 0.35% ( ) ( ) ( ) 1 601988 62,000 190,960.00 0.35% 1 1 601988 190,960.00 0.28% 2 002052 32,000.00 0.05% 3 002051 18,500.00 0.03% 2 1 002052 73,612.49 0.11% 2 002051 42,753.17 0.06% 3 241,460.00 116,365.66 ( ) 1 42,260,577.89 76.71% 2 10,184,535.80 18.49% 52,445,113.69 95.20% ( ) 1 02 (14) 10,135,350.00 18.40% 2 21 (15) 7,230,240.00 13.12% 3 21 (3) 7,073,500.00 12.84% 4 3,292,814.00 5.98% 5 20 (10) 3,012,300.00 5.47% 24
1 2 ( ) 250,000.00 714,819.70 117,421.60 1,082,241.30 3 ( ) 100795 3,292,814.00 5.98% 126301 2 2,058,056.00 3.74% 100196 1,441,880.00 2.62% 110001 1,265,607.80 2.30% 100726 1,069,718.40 1.94% 110317 1,056,459.60 1.92% ( ) 66,126,615.33 65.33% 22,536,960.00 22.27% 2,282.15 0.00% 9,135,677.40 9.03% 981,796.32 0.97% 2,431,131.38 2.40% 101,214,462.58 100.00% ( ) 1 2,071,480.93 2.45% 2 3,466,449.86 4.09% 3 39,894,952.21 47.10% 15,557,889.05 18.37% 7,720,143.30 9.12% 1,686,652.10 1.99% 7,793,372.42 9.20% 7,136,895.34 8.43% 4 3,160,135.20 3.73% 5 - - 6 - - 7 1,898,310.16 2.24% 25
8 1,666,783.20 1.97% 9 2,936,160.75 3.47% 10 4,155,074.00 4.91% 11 4,289,369.22 5.06% 12 579,710.00 0.68% 13 2,008,189.80 2.37% 66,126,615.33 78.08% ( ) ( ) ( ) 1 000895 412,325 12,852,170.25 15.17% 2 600299 G 200,000 3,456,000.00 4.08% 3 600383 G 400,000 3,428,000.00 4.05% 4 000623 G 190,000 3,226,200.00 3.81% 5 600642 G 514,680 3,160,135.20 3.73% 6 600036 G 380,825 2,936,160.75 3.47% 7 000978 G 292,138 2,667,219.94 3.15% 8 600547 G 76,747 2,216,453.36 2.62% 9 000792 G 103,200 2,094,960.00 2.47% 10 000157 G 150,885 2,091,266.10 2.47% 11 600415 G 31,740 2,008,189.80 2.37% 12 600202 155,986 1,898,349.62 2.24% 13 600406 69,332 1,898,310.16 2.24% 14 600519 G 38,645 1,833,318.80 2.16% 15 000423 160,000 1,787,200.00 2.11% 16 000039 G 104,761 1,686,652.10 1.99% 17 600265 234,223 1,618,480.93 1.91% 18 600315 G 88,085 1,495,683.30 1.77% 19 000538 G 48,259 1,397,098.05 1.65% 20 600694 30,630 1,266,550.50 1.50% 21 600583 G 54,585 1,249,996.50 1.48% 22 600754 G 130,000 1,180,400.00 1.39% 23 000858 G 60,000 872,400.00 1.03% 24 000811 G 134,201 856,202.38 1.01% 25 600320 G 40,437 798,226.38 0.94% 26 600855 G 80,000 776,800.00 0.92% 27 600582 37,351 763,454.44 0.90% 28 600533 G 65,150 727,074.00 0.86% 29 600594 G 58,913 726,397.29 0.86% 30 600480 G 150,000 673,500.00 0.80% 31 600879 G 45,150 609,073.50 0.72% 32 600088 G 39,980 579,710.00 0.68% 26
10% 33 600598 G 100,000 453,000.00 0.53% 34 002051 25,214 441,749.28 0.52% 35 600859 30,906 400,232.70 0.47% 1 1 600028 7,816,511.31 3.49% 2 600050 G 7,581,505.06 3.39% 3 600406 6,408,921.95 2.86% 4 600031 G 5,984,424.36 2.67% 5 600383 G 5,761,320.12 2.57% 6 600879 G 5,562,609.76 2.48% 7 000423 5,063,746.78 2.26% 8 600036 G 4,761,966.25 2.13% 9 600547 G 4,585,468.90 2.05% 10 600415 G 4,555,746.24 2.03% 11 000002 G 4,278,442.31 1.91% 12 000733 G 4,118,605.65 1.84% 13 000951 G 4,077,952.67 1.82% 14 600616 G 3,860,040.06 1.72% 15 600533 G 3,726,901.01 1.66% 16 600895 G 3,639,210.54 1.63% 17 000978 G 3,569,397.62 1.59% 18 600460 G 3,395,520.18 1.52% 19 600764 G 3,337,639.97 1.49% 20 600795 3,322,223.12 1.48% 2 2% 1 600028 13,906,272.30 6.21% 2 600036 G 11,300,201.98 5.05% 3 600879 G 11,273,952.10 5.03% 4 600015 G 10,014,822.71 4.47% 5 000063 G 9,496,612.28 4.24% 6 600533 G 8,786,127.88 3.92% 7 600594 G 8,434,847.60 3.77% 8 600009 G 8,282,209.03 3.70% 9 600628 G 8,201,330.56 3.66% 27
10 600694 7,910,220.54 3.53% 11 600547 G 7,853,758.08 3.51% 12 600050 G 7,692,959.89 3.44% 13 000402 G 7,125,073.15 3.18% 14 600327 6,998,590.83 3.13% 15 600031 G 6,889,804.65 3.08% 16 600271 G 6,654,878.09 2.97% 17 600832 G 6,078,340.70 2.71% 18 600269 G 5,868,569.43 2.62% 19 600519 G 5,725,220.98 2.56% 20 600583 G 5,526,158.38 2.47% 21 600616 G 5,521,393.35 2.47% 22 000866 5,494,966.98 2.45% 23 600406 5,432,865.02 2.43% 24 600202 5,410,004.00 2.42% 25 000895 5,331,767.13 2.38% 26 000060 G 5,240,211.40 2.34% 27 002025 4,956,863.31 2.21% 28 600764 G 4,850,403.27 2.17% 29 600596 G 4,846,939.91 2.16% 30 000002 G 4,606,311.32 2.06% 3 267,124,196.24 433,477,038.17 ( ) 1 22,536,960.00 26.61% 22,536,960.00 26.61% ( ) 1 20 (10) 16,065,600.00 18.97% 2 04 (11) 6,471,360.00 7.64% 1 2 3 ( ) 1,840,000.00 28
4 (1) 6 372,227.07 218,904.31 2,431,131.38 5 ( ) ( ) ( ) 038002 HRP1 11,526 0.00 2,282.15 0.00% 11,526 0.00 2,282.15 0.00% (2) ( ) ( ) 580997 CMP1 06/02/27 746,795 0.00 580996 JTP1 06/03/02 187,500 0.00 580990 JCP1 06/05/25 96,096 0.00 038008 JTP1 06/06/29 44,000 0.00 1,074,391 0.00 763 1,133 66,331.58 48,391.60 33,895,927.39 66.97% 16,715,070.24 33.03% 50,610,997.63 100.00% 36,358,266.88 66.31% 18,469,411.56 33.69% 54,827,678.44 100.00% 29
1,887,374,602.86 684,348,868.87 67,028,941.16 217,526,149.98 39,119,271.82 84,299,069.89 55,537,215.35 246,997,541.43 50,610,997.63 54,827,678.44 1 2006 1 13 [2006]4 20% 2 2006 2 16 2005 12 31 10 0.27 2006 1 1 2006 2 10 10 0.13 10 0.40 3 2006 3 20 4 2006 4 24 5 2006 5 11 6 2006 5 17 100 100 7 2006 5 26 8 2006 5 30 30
2006 5 30 9 2006 6 14 10 2006 6 14 2006 6 19 2006 7 18 5 0.60% 5-100 0.48% 100 100 0.36% 11 2006 6 23 12 2006 6 30 A 13 2006 7 7 14 1 116,504.00 100.00% 9,937,404.45 5.56% 1 - - 168,698,436.81 94.44% 2 116,504.00 100.00% 178,635,841.26 100.00% - - 91.18 100.00% 27,000,000.00 100.00% - - 27,000,000.00 100.00% 91.18 100.00% 1 185,645,204.47 26.62% 40,473,192.87 36.81% 1 103,537,106.08 14.85% - - 1 121,250,676.68 17.39% - - 1 126,942,023.22 18.20% 44,169,270.69 40.17% 1 113,856,331.32 16.33% 11,063,462.56 10.06% 1 46,087,403.50 6.61% 14,259,032.85 12.97% 6 697,318,745.27 100.00% 109,964,958.97 100.00% 31
83,000,000.00 53.90% 150,983.61 26.93% - - 81,018.51 14.45% - - 94,880.13 16.92% 36,000,000.00 23.38% 103,276.56 18.42% 35,000,000.00 22.73% 92,897.23 16.57% - - 37,645.43 6.71% 154,000,000.00 100.00% 560,701.47 100.00% 15 1 2 3 4 5 6 7 8 700 22-23 021 33134688 400-8888-688 021 23060279 http://www.gtfund.com 2006 8 29 32