2003 2003 2004 3 25 500011 1999 10 15 1999 10 21 2014 10 20 1999 11 26 1600 31 1600 31-32 200122 021-50819801 021-50816885 dingch@gtfund.com 25 25 1
2003 100032 25 010-67597646 010-66212638 huangxiulian@ccb.cn 568 333 12 200021 021-63863388 021-63863300 700 12 700 12 200001 021-53850388 021-53850389 2003 2002 2001-0.0450-0.0300 0.1101-34,711,190.49-293,983,346.65 221,638,224.67-0.0116-0.0980 0.0739 1.0550 0.9020 1.0739-4.64% -3.01% 8.98% 16.96% -10.34% -15.46% 30.11% 11.24% 24.07% 2
2003 3 1 1 < > = 2 2002 2002 2001-2.98% 8.64% 3 (1) = = + n i i n i n S S P 1 0 ) ( P 0 S n i i S i i -(i-1) (2) = + - - ( ) (3) = (4) = (5) = = + + w k k w k w NAV NAV P 1 0 0.5) ( P 0 NAV w k k NAV K =k -(k-1) (6) = -1 (7) =(1999 +1) (2000 +1) (2001 +1) (2002 +1) ( +1)-1 4
2003 4 30% =80% A A +20% 10 2000 6 2004 2003 1 2003
2003 5 2003 GDP QFII A 2003 2 2003 2003 16.96% 12.32 2003 2003 2003 60% 4 5 2003 2004 1 2004 2004 2004
2003 6 2004 2 2004 1 2 (1)
2003 7 2003 (2) (3) 80 200 (4) (5) 2004
2003 2003 2003 2003 2004 3 10 8
2003 ( ) : ( ) 2003 12 31 2003 2003 12 31 2003 2004 2 13 9
2003 ( ) 1 2003 12 31 354,058,361.80 173,413,543.00 521,897.55 33,040,261.80 5,047,735.46 250,000.00 953,871.25 9,514,621.01 3,506,209.86 3,883,670.74 584,368.28 647,278.48 9,708,703.15 8,410,062.26 294,599.11 1,331,183.83 1,626,447,910.35 2,157,734,509.37 2,016,387,274.28 1,964,315,837.95 2,175,144.61 2,364,739.29 708,377,540.99 865,970,958.85 712,668,328.70 859,567,129.19 306,000.00 104,500.00 7,388,219.41 41,371,634.14 3,000,000,000.00 3,000,000,000.00-394,230,151.64 199,822,501.08 100,246,804.99-34,711,190.49 2,706,016,653.35 3,165,111,310.59 2,713,404,872.76 3,206,482,944.73 2,713,404,872.76 3,206,482,944.73 10
2003 2 2003 2002 2003-32,921,084.35-82,758,241.99 1-128,498,988.23-146,978,367.07 2 41,468,283.86 3,650,830.48 3 31,880,843.83 25,279,344.03 4 6,570,729.99 3,887,242.76 5 15,031,926.54 31,136,604.21 6 7 626,119.66 266,103.60 57,104,666.30 52,199,753.49 1 44,927,762.15 43,608,885.49 2 7,487,960.28 7,268,147.62 3 3,508,262.50 1,008,773.01 4 5 1,180,681.37 313,947.37 60,000.00 60,000.00 320,000.00 100,000.00 100,000.00 100,000.00-90,025,750.65-134,957,995.48-221,215,006.69 594,052,652.72-311,240,757.34 459,094,657.24 3 2003 2002 2003-90,025,750.65-134,957,995.48 : 394,653,369.62 100,246,804.99 : : -380,813.98 304,246,804.99-34,711,190.49 : 204,000,000.00 100,246,804.99-34,711,190.49 11
2003 4 2003 2002 2003 3,221,638,224.67 2,706,016,653.35 : -90,025,750.65-134,957,995.48-221,215,006.69 594,052,652.72-311,240,757.34 459,094,657.24-380,813.98 : : 204,000,000.00 2,706,016,653.35 3,165,111,310.59 ( ) 1 [1999]29 1999 10 21 15 30 [1999] 76 1999 11 26 [1999]29 2 12
2003 3 (1) 1 1 12 31 2003 1 1 2003 12 31 (2) (3) (4) a. b. (5) : (6) 13
2003 14 (7) (8) 1 (9) 0.2% [1998]55 [2001]61 2003 [1998]55 (10) 90% 4 (1) 750 750 750 750 ( )
2003 (2) ( ) ( ) 2003 2002 109,939.76 19.53% 88.97 19.64% 45,994.74 17.97% 36.26 17.86% 32,928.50 5.85% 26.81 5.92% 6,970.11 2.72% 5.72 2.82% ( ) 2003 2002 34,036.69 17.97% 35,019.53 20.30% 22,912.18 12.09% - - ( ) 2003 2002 6,000.00 5.53% 57,000.00 27.74% ( ) ( ) 2003 2002 9,999.20 14.88 157,000.00 146.90 ( ) 2003 2002-12,875.40 (3) 1.5 20 H E 1.5 / H E 43,608,885.49 39,725,214.75 3,883,670.74 2002 44,927,762.15 15
2003 (4) 0.25 H E 0.25 / H E 7,268,147.62 6,620,869.14 647,278.48 2002 7,487,960.28 (5) 2003 12 31 173,413,543.00 3,827,494.32 2003 8 4 5 (1) 2003 12 31 2002 12 31 8,345,135.46 9,521,274.56 64,926.80 184,315.51-3,113.08 8,410,062.26 9,708,703.15 (2) 2003 12 31 2002 12 31 1,903,441.73 1,903,441.73 189,594.68-271,702.88 271,702.88 2,364,739.29 2,175,144.61 (3) 2003 12 31 2002 12 31 100,000.00 100,000.00-200,000.00 4,500.00 6,000.00 104,500.00 306,000.00 16
2003 (4) 2003 12 31 2002 12 31 187,726.97 262,164.01 14,834.06 355,093.61 17,536.40-46,006.17 8,862.04 266,103.60 626,119.66 (5) 2003 12 31 2002 12 31 60,000.00 60,000.00 100,000.00 320,000.00 100,000.00 100,000.00 53,947.37 700,681.37 313,947.37 1,180,681.37 (6) ( ) 1 2003 12 31 ( ) ( ) ( ) 1 * 2003-11-10 2004-5-18 1,035,292 4,451,755.60 9,151,981.28 4,700,225.68 2 2003-12-24 2004-1-7 34,000 226,780.00 226,780.00-4,678,535.60 9,378,761.28 4,700,225.68 2 2000 5 18 [2002]54 2002 5 20 3 ( * ) 6 4 17
2003 2003 12 31 ( * ) 2003 12 31 3,160,411,084.91 1.0535 2003 12 31 TCL 1,388,112 2003 12 25 24.56 34,092,030.72 TCL ( TCL ) TCL 2003 12 30 TCL 2003 12 26 TCL 2004 1 7 4.26 TCL TCL TCL 4.9647887 TCL 2004 1 6 TCL 27.34 37,950,982.08 2004 1 6 TCL 6,891,683 TCL 2004 1 30 7.31 50,378,202.73 ( ) ( ) 1 000895 15,203,800 241,892,458.00 7.64% 2 600009 16,975,618 168,567,886.74 5.33% 3 600104 10,825,321 150,363,708.69 4.75% 4 600050 35,623,270 141,780,614.60 4.48% 5 600019 12,800,000 91,520,000.00 2.89% 6 000800 7,662,711 79,079,177.52 2.50% 7 600000 7,550,324 78,749,879.32 2.49% 8 600036 7,048,951 76,622,097.37 2.42% 9 600029 14,648,437 73,242,185.00 2.31% 10 600642 5,005,325 71,526,094.25 2.26% 11 600028 13,229,516 66,015,284.84 2.09% 12 600780 6,768,806 58,956,300.26 1.86% 13 000400 5,612,468 58,650,290.60 1.85% 14 600563 4,099,954 58,055,348.64 1.83% 15 600900 6,390,000 56,487,600.00 1.78% 16 600500 5,991,187 51,284,560.72 1.62% 17 600008 4,326,551 50,404,319.15 1.59% 18 000518 11,449,300 47,285,609.00 1.49% 19 600205 2,467,527 43,946,655.87 1.39% 20 600210 3,784,057 38,559,540.83 1.22% 21 600460 1,766,140 34,439,730.00 1.09% 18
2003 22 000542 TCL 1,388,112 34,092,030.72 1.08% 23 000825 5,730,609 29,512,636.35 0.93% 24 600583 2,039,291 29,467,754.95 0.93% 25 600521 1,143,789 23,779,373.31 0.75% 26 600607 2,968,882 23,216,657.24 0.73% 27 600406 1,365,433 22,679,842.13 0.72% 28 000021 2,028,625 22,294,588.75 0.70% 29 000066 2,528,157 21,261,800.37 0.67% 30 600004 2,303,811 20,596,070.34 0.65% 31 000636 3,694,316 20,392,624.32 0.64% 32 600849 2,746,530 19,143,314.10 0.60% 33 600011 958,577 16,861,369.43 0.53% 34 000630 1,667,487 14,940,683.52 0.47% 35 600177 1,467,470 13,236,579.40 0.42% 36 000892 1,271,645 10,427,489.00 0.33% 37 600166 920,442 10,207,701.78 0.32% 38 600188 838,779 9,260,120.16 0.29% 39 600002 1,200,000 8,664,000.00 0.27% 40 600362 1,076,899 8,496,733.11 0.27% 41 600757 1,700,000 8,194,000.00 0.26% 42 000036 1,639,220 7,966,609.20 0.25% 43 000063 318,860 6,000,945.20 0.19% 44 600018 396,717 5,688,921.78 0.18% 45 600584 536,691 4,835,585.91 0.15% 46 600686 468,669 4,307,068.11 0.14% 47 600352 339,000 3,996,810.00 0.13% 48 600031 149,242 3,726,572.74 0.12% 49 600887 288,040 3,413,274.00 0.11% 50 600389 440,385 2,954,983.35 0.09% 51 000858 251,600 2,833,016.00 0.09% 52 600370 375,386 2,796,625.70 0.09% 53 600597 107,065 1,250,519.20 0.04% 54 600085 66,740 1,147,928.00 0.04% 55 600547 49,000 819,280.00 0.03% 56 600481 81,118 723,572.56 0.02% 57 000949 57,000 408,120.00 0.01% 58 000983 32,586 320,646.24 0.01% 59 600540 34,000 226,780.00 0.01% 60 600775 10,000 82,100.00 0.00% 61 600030 10,000 79,300.00 0.00% 62 600476 100 1,141.00 0.00% 2,157,734,509.37 68.17% 19
2003 ( ) 1 000021 2,716,953 688,328 2 000036 1,639,220 3 000063 318,860 4 000066 2,780,115 251,958 5 000400 6,983,838 1,371,370 6 000518 6,002,740 5,850,000 403,440 7 000630 1,667,487 8 000636 3,905,999 211,683 9 000800 11,402,711 3,740,000 10 000825 5,730,609 11 000858 251,600 12 000892 1,524,217 252,572 13 000949 1,940,000 1,883,000 14 600000 10,012,671 1,500,000 3,962,347 15 600002 2,666,793 1,466,793 16 600004 725,000 1,828,811 250,000 17 600009 13,173,552 3,802,066 18 600029 2,203,000 23,147,820 10,702,383 19 600031 36,000 312,390 199,148 20 600166 613,628 306,814 21 600188 1,599,933 761,154 22 600205 2,467,527 23 600210 2,006,279 1,777,778 24 600352 39,000 300,000 25 600362 2,463,400 1,386,501 26 600370 43,000 902,861 570,475 27 600389 544,674 104,289 28 600406 25,000 1,611,598 271,165 29 600460 11,000 1,850,387 95,247 30 600476 23,000 22,900 31 600481 86,000 366,626 371,508 32 600521 13,000 1,130,789 33 600540 34,000 34 600547 49,000 35 600584 29,000 1,021,748 514,057 36 600607 2,968,882 37 600686 733,312 264,643 38 600757 1,700,000 39 600775 999,907 989,907 20
2003 40 600780 6,768,806 41 600849 2,499,793 1,249,897 1,003,160 42 600887 499,970 384,970 596,900 43 600900 3,873,292 9,000,000 6,483,292 ( ) 1 000001 1,000,997 1,000,997 2 000016 284,761 284,761 3 000032 33,030 33,030 4 000068 1,421,992 1,421,992 5 000406 730,663 730,663 6 000421 4,172,919 4,172,919 7 000503 209,333 209,333 8 000522 3,107,100 3,107,100 9 000525 914,861 914,861 10 000541 2,203,732 2,203,732 11 000554 1,342,163 825,000 2,167,163 12 000562 600,000 600,000 13 000584 1,711,216 1,711,216 14 000612 3,597,272 3,597,272 15 000659 2,748,642 165,299 2,913,941 16 000717 310,830 310,830 17 000725 91,440 91,440 18 000733 1,447,032 1,447,032 19 000755 109,500 109,500 20 000767 1,961,391 1,961,391 21 000778 2,649,675 2,649,675 22 000786 7,056,842 7,056,842 23 000792 366,963 366,963 733,926 24 000839 877,512 877,512 25 000869 110,205 110,205 26 000877 1,177,045 641,919 1,818,964 27 000898 10,235,403 10,235,403 28 000916 8,921,803 76,000 8,997,803 29 000918 1,814,290 1,814,290 30 000919 4,999,852 401,700 5,401,552 31 000948 473,397 473,397 32 000956 1,903,904 40,000 1,943,904 33 000961 1,599,325 1,599,325 21
2003 34 000973 6,210,811 91,700 6,302,511 35 600010 700,000 700,000 36 600012 508,000 508,000 37 600015 1,223,000 1,223,000 38 600016 4,872,785 911,095 5,783,880 39 600020 614,000 614,000 40 600021 497,000 497,000 41 600037 116,974 192,608 309,582 42 600039 121,000 121,000 43 600052 3,952,191 3,952,191 44 600066 218,104 218,104 45 600076 923,131 923,131 46 600161 4,332,215 4,332,215 47 600168 2,536,365 2,536,365 48 600170 219,169 219,169 49 600171 1,675,572 386,554 2,062,126 50 600176 7,383,603 7,383,603 51 600184 16,000 16,000 52 600219 5,971,402 188,500 6,159,902 53 600233 313,658 313,658 54 600235 1,080,199 1,080,199 55 600236 614,995 1,000,000 1,614,995 56 600251 32,000 32,000 57 600255 114,930 114,930 58 600260 131,719 131,719 59 600266 2,455,907 2,455,907 60 600271 22,000 22,000 61 600273 97,000 97,000 62 600291 199,910 199,910 63 600299 2,631,989 200,000 2,831,989 64 600311 3,885,695 3,885,695 65 600320 3,793,134 3,793,134 66 600321 1,644,200 1,644,200 67 600337 201,500 201,500 68 600340 24,000 24,000 69 600343 60,000 60,000 70 600348 264,000 264,000 71 600350 327,000 327,000 72 600353 13,000 280,571 293,571 73 600355 24,000 24,000 74 600356 99,942 99,942 75 600361 2,490,087 284,171 2,774,258 22
2003 76 600366 619,950 619,950 77 600371 284,120 284,120 78 600375 105,459 105,459 79 600383 301,504 301,504 80 600390 183,294 183,294 81 600392 11,000 11,000 82 600401 13,000 13,000 83 600403 13,000 13,000 84 600408 69,000 69,000 85 600409 3,102,000 3,102,000 86 600418 310,397 814,383 1,124,780 87 600423 46,000 46,000 88 600425 52,000 52,000 89 600428 26,300 26,300 90 600429 263,000 263,000 91 600432 45,000 45,000 92 600433 45,000 45,000 93 600435 25,000 25,000 94 600436 17,000 17,000 95 600439 7,000 7,000 96 600446 7,000 7,000 97 600449 33,000 33,000 98 600458 22,000 22,000 99 600459 25,000 25,000 100 600462 31,000 31,000 101 600469 76,000 76,000 102 600475 52,000 52,000 103 600477 3,000 3,000 104 600478 22,000 22,000 105 600480 55,000 55,000 106 600485 6,000 6,000 107 600487 22,000 22,000 108 600489 117,000 117,000 109 600490 207,724 207,724 110 600498 391,000 499,995 890,995 111 600502 48,000 48,000 112 600503 ST 22,000 183,300 205,300 113 600505 69,000 69,000 114 600507 51,000 51,000 115 600512 275,000 275,000 116 600513 7,000 7,000 117 600517 9,000 9,000 23
2003 118 600525 11,000 11,000 119 600527 17,000 17,000 120 600535 115,882 115,882 121 600537 279,140 279,140 122 600538 236,275 236,275 123 600545 67,000 67,000 124 600546 25,000 25,000 125 600549 17,000 17,000 126 600552 29,000 161,960 190,960 127 600562 92,417 92,417 128 600570 7,000 7,000 129 600573 340,681 340,681 130 600575 235,252 235,252 131 600576 325,015 325,015 132 600580 27,000 235,560 262,560 133 600591 260,000 260,000 134 600593 66,194 66,194 135 600595 36,000 36,000 136 600598 256,773 256,773 137 600618 72,500 72,500 138 600630 6,160,809 6,160,809 139 600637 460,632 2,027,929 2,488,561 140 600662 1,648,666 722,974 2,371,640 141 600664 2,840,422 2,840,422 142 600681 38,512 38,512 143 600688 8,975,139 8,975,139 144 600697 301,888 301,888 145 600710 20,000 20,000 146 600718 346,059 346,059 147 600732 20,000 20,000 148 600748 548,820 548,820 149 600777 170,370 170,370 150 600812 8,974,788 1,752,800 10,727,588 151 600820 663,000 663,000 152 600866 625,103 625,103 153 600881 1,319,837 395,501 1,715,338 24
2003 ( ) 1 ( ) 1 226,780.00 0.01% 2 105,883,086.19 3.35% 3 1,040,720,849.81 32.88% 249,389,267.20 7.88% 32,193,814.30 1.02% 16,023,913.35 0.51% 117,723,288.87 3.72% 188,416,708.85 5.95% 307,058,092.00 9.70% 91,356,224.41 2.89% 38,559,540.83 1.22% 4 203,831,363.94 6.44% 5 6 268,095,063.86 8.47% 7 258,620,551.77 8.17% 8 51,284,560.72 1.62% 9 155,451,276.69 4.91% 10 11 50,404,319.15 1.59% 12 13 23,216,657.24 0.73% 2,157,734,509.37 68.17% 2 2003 12 31 213,462,879.02 6.74% 3 2003 12 31 792,881,361.03-33,040,261.80 25.05% 4 ( ) 1 241,892,458.00 7.64% 2 168,567,886.74 5.33% 3 150,363,708.69 4.75% 4 141,780,614.60 4.48% 5 91,520,000.00 2.89% 25
2003 6 79,079,177.52 2.50% 7 78,749,879.32 2.49% 8 76,622,097.37 2.42% 9 73,242,185.00 2.31% 10 71,526,094.25 2.26% 5 (1) (2) ( ) 10% (3) 1,032,561.17 2,157,734,509.37 213,462,879.02 792,881,361.03 ( ) 2003 12 31 30,000,000 1.00% 7,500,000 0.25% 7,500,000 0.25% 7,500,000 0.25% 7,500,000 0.25% 2,970,000,000 99.00% 3,000,000,000 100.00% ( ) 2003 12 31 152,652 1 283,357,714 9.45% 2 214,703,344 7.16% 3 197,231,109 6.57% 4 138,632,999 4.62% 5 95,638,245 3.19% 6 97,946,660 3.26% 7 69,900,500 2.33% 8 60,549,150 2.02% 9 27,487,760 0.92% 10 20,450,000 0.68% 26
2003 1 2003 6 27 2003 [2003]47 19 19 11 20 20 20 10 2 2003 9 9 1600 31 ( 200122) 021-50372711 400-8888-688 021-68674688 021-50372716 3 2004 3 20 4 [1998]29 2003 (1) (2) (3) (4) (5) 1 5 ( ) 109,939.76 19.53% 34,036.69 17.97% 6,000.00 5.53% 149,976.45 17.42% 66,738.11 11.86% 7,469.62 3.94% - - 74,207.73 8.62% 63,154.82 11.22% 12,061.15 6.37% 46,000.00 42.39% 121,215.97 14.08% 154,423.88 27.43% 49,991.32 26.39% 28,000.00 25.81% 232,415.20 27.00% 37,859.96 6.73% 5,445.55 2.87% 6,000.00 5.53% 49,305.51 5.73% 32,928.50 5.85% 22,912.18 12.09% - - 55,840.68 6.49% 97,855.14 17.38% 57,524.51 30.37% 22,500.00 20.74% 177,879.65 20.66% 27
2003 562,900.17 100.00% 189,441.02 100.00% 108,500.00 100.00% 860,841.19 100.00% 88.97 19.64% 0.08% 53.59 11.83% 0.08% 50.26 11.09% 0.08% 124.02 27.37% 0.08% 29.92 6.60% 0.08% 26.81 5.92% 0.08% 79.52 17.55% 0.08% 453.09 100.00% 6 1 2 3 4 5 6 (021)68674688 400-8888-688 (021)50819801 http://www.gtfund.com 2004 3 29 28