180 2015
180
2015
2015 12 31
180 2015
2 34
§1
2016 3 24
2015 1 1 12 31 180 2015
3 34
§2
2.1
180 ETF
510230
510230
2011 3 31
659,761,607.00
2011 5 23
2.2
1
0.2% 2% 180 2015
4 34
2
180
2.3
021-31081600 010-66594896
xinxipilu@gtfund.com fcid@bankofchina.com
021 31089000 400-888-8688 95566
021-31081800 010-66594942
2.4
http://www.gtfund.com
18 8 16 -19
§3
3.1
3.1.1
2015 2014 2013
-536,370,747.20 886,602,018.60 -5,022,962.41 180 2015
5 34
-307,623,055.99 1,004,202,069.58 -158,105,381.22
-0.5316 2.0786 -0.4657
-8.94% 89.04% -6.46%
3.1.2
2015 2014 2013
1.6627 2.4487 -0.3499
3,601,247,306.84 2,588,164,508.18 1,064,754,792.72
5.4584 5.9944 3.1710
(1)
(2)
3.2
3.2.1
17.21% 1.74% 17.34% 1.74% -0.13% 0.00%
-11.16% 2.59% -12.34% 2.60% 1.18% -0.01%
-8.94% 2.59% -10.30% 2.60% 1.36% -0.01%
61.01% 2.09% 50.23% 2.10% 10.78% -0.01%
55.02% 1.83% 45.11% 1.85% 9.91% -0.02%
3.2.2
180
(2011 3 31 2015 12 31 ) 180 2015
6 34
2011 3 31
3.2.3
180
180 2015
7 34
2011 2011 3 31 2011 12 31
3.3
§4
4.1
4.1.1
1998 3 5 [1998]5 1.1
2015 12 31 58 2 300 LOF 100 LOF 180 180 (LOF) LOF 5 5 100180 2015
8 34
LOF 6 TMT50 + 300 2004 2007 11 19 2008
2 14 3 24 QDII “ ” QDII
4.1.2
ETF 180 ETF TMT50 300
2014-01-1
3
- 15
2001 5 2006
9 2006 9 2007 8 2007 9 2007 10 2007
10 2014
1 180180 2015
9 34
180 2015 3 TMT50 2015 4 300
1
2
4.2
4.3
4.3.1
180 2015
10 34
4.3.2
1% 95% 0 t
T=3 T=5 =30 1%
t
4.3.3
180 2015
11 34
4.4
4.4.1
2015 2014 “ +” “ +” 6 5000 4000 6 15
7 3 30% 8 11 “ ” A 3600
2015 9.41% 300 5.58% 84.41% 28 100.29% 89.86% 89.17% 16.9% 1.36% 0.43% 180
10.30% 8.94%
, 0.99% 2%
4.4.2
2015 -8.94% -10.30%
4.5
2015 2016
180 2015
12 34
180 180 180 ETF
4.6
4.7
§5
5.1
“ ” 180 “ ”
5.2
180 2015
13 34
5.3
“ ”
§6
(2016) 20757
§7
7.1
180
2015 12 31
2015 12 31
2014 12 31
- -
6,068,877.74 19,593,699.73
78,974.89 907,701.13
67,023.06 58,143.74
3,597,814,432.58 2,564,674,855.37
3,597,814,432.58 2,564,674,855.37
- -
- -
- -
- -
- -
- -
- 4,668,188.63 180 2015
14 34
1,267.99 2,193.96
- -
- -
- -
- -
3,604,030,576.26 2,589,904,782.56
2015 12 31
2014 12 31
- -
- -
- -
- -
- -
- -
- -
1,522,657.59 718,225.25
304,531.51 143,645.05
- -
488,647.85 325,704.13
- -
- -
- -
- -
467,432.47 552,699.95
2,783,269.42 1,740,274.38
- -
2,323,032,614.30 1,520,240,468.97
1,278,214,692.54 1,067,924,039.21
3,601,247,306.84 2,588,164,508.18 180 2015
15 34
3,604,030,576.26 2,589,904,782.56
2015 12 31 5.4584 659,761,607.00
7.2
180
2015 1 1 2015 12 31
2015 1 1 2015
12 31
2014 1 1 2014 12 31
-285,188,352.16 1,015,115,843.55
1. 191,728.74 64,795.34
191,728.74 64,524.78
- -
- -
- 270.56
- -
2. “-” -524,760,369.62 881,865,065.48
-601,785,300.88 831,076,185.67
- -
- -
- -
- -
- -
77,024,931.26 50,788,879.81
3. “-”
228,747,691.21 117,600,050.98
4. “ ” - -
5. “-” 10,632,597.51 15,585,931.75
22,434,703.83 10,913,773.97 180 2015
16 34
1 15,966,360.58 7,916,160.66
2 3,193,272.09 1,583,232.17
3 - -
4 2,046,452.64 673,516.01
5 - -
- -
6 1,228,618.52 740,865.13
“-” -307,623,055.99 1,004,202,069.58
- -
“-” -307,623,055.99 1,004,202,069.58
7.3
180
2015 1 1 2015 12 31
2015 1 1 2015 12 31
1,520,240,468.97 1,067,924,039.21 2,588,164,508.18
- -307,623,055.99 -307,623,055.99
“-”
802,792,145.33 517,913,709.32 1,320,705,854.65
1. 66,168,734,207.97 46,919,882,072.87 113,088,616,280.84
2. -65,365,942,062.64 -46,401,968,363.55 -111,767,910,426.19
- - - 180 2015
17 34
“-”
2,323,032,614.30 1,278,214,692.54 3,601,247,306.84
2014 1 1 2014 12 31
1,182,222,723.48 -117,467,930.76 1,064,754,792.72
- 1,004,202,069.58 1,004,202,069.58
“-”
338,017,745.49 181,189,900.39 519,207,645.88
1. 26,868,889,752.56 10,424,768,190.05 37,293,657,942.61
2. -26,530,872,007.07 -10,243,578,289.66 -36,774,450,296.73
“-”
- - -
1,520,240,468.97 1,067,924,039.21 2,588,164,508.18
7.1 7.4
180 2015
18 34
7.4
7.4.1
180 ( “ ”)
( “ ”) [2011]239 180 180 566,033,941.00 ( ) (2011) 106 180 2011 3 31 566,044,541.00
10,600.00
180 180 2011
5 6 180 3,336.396 536,366,537.07 566,044,541.00 0.948 0.28400990 160,761,607.00 3.336 2011 5 9 ( “ ”) [2011] 95 2011 5 23
180 180 95% 0.2% 2% 180
180 2015
19 34
ETF 180 ( “ 180 ETF ”) 180 ETF
2016 3 25
7.4.2
2006 2 15 ( “ ”) XBRL 3 < > ( “ ”) 180 7.4.4
7.4.3
2015 2015 12 31 2015
7.4.4
7.4.5
7.4.5.1
7.4.5.2
7.4.5.3
180 2015
20 34
7.4.6
[2002]128 [2008]1 [2012]85 [2015]101
(1)
(2)
(3) 1 ( 1 ) 1 1 ( 1 ) 50% 1 2015 9 8 25% 2015 9 8 50% 20%
(4) 0.1%
7.4.7
(“ ”)
180 (“ 180 ETF ”)
(Assicurazioni Generali S.p.A.)
180 2015
21 34
7.4.8
7.4.8.1
7.4.8.2
7.4.8.2.1
2015 1 1 2015 12
31
2014 1 1 2014 12
31
15,966,360.58 7,916,160.66
- -
0.50%
X 0.50% /
7.4.8.2.2
2015 1 1 2015 12
31
2014 1 1 2014 12
31
3,193,272.09 1,583,232.17
0.10%
X 0.10% /
7.4.8.3 ( )
( )
7.4.8.4
7.4.8.4.1 180 2015
22 34
7.4.8.4.2
2015 12 31 2014 12 31
180 ETF
81,777,808.00 12.40% 225,389,108.00 52.20%
7.4.8.5
2015 1 1 2015 12 31
2014 1 1 2014 12 31
6,068,877.74 148,259.49 19,593,699.73 60,000.35
7.4.8.6
7.4.8.7
7.4.9 2015 12 31
7.4.9.1 /
7.4.9.2
180 2015
23 34
( )
60137
7
2015-12
-29
11.00
2016-0
1-07
9.40
4,996,902.0
0
46,400,647.68
54,965,922.0
0
-
7.4.9.3
7.4.9.3.1
7.4.9.3.2
7.4.10
(1)
(a)
(b)
(i)
2015 12 31 3,542,848,510.58
54,965,922.00 (2014 12 31 2,564,674,855.37 )
(ii)
( )180 2015
24 34
(iii)
(c)
2015 12 31 (2014 12 31 )
(d)
(2)
113,088,616,280.84 110,726,535,326.49 2,362,080,954.35
(3)
§8
8.1
%
1
3,597,814,432.58 99.83
3,597,814,432.58 99.83
2
- - 180 2015
25 34
- -
- -
3
- -
4
- -
5
- -
- -
6
6,147,852.63 0.17
7
68,291.05 0.00
8
3,604,030,576.26 100.00
8.2
A
- -
B
- -
C
- -
D
- -
E
- -
F
- -
G
- -
H
- -
I
- -
J
3,597,814,432.58 99.90
K
- -
L
- - 180 2015
26 34
M
- -
N
- -
O
- -
P
- -
Q
- -
R
- -
S
- -
3,597,814,432.58 99.90
8.3
( )
( )
1 601318
12,896,064 464,258,304.00 12.89
2 600016
36,276,047 349,701,093.08 9.71
3 601166
15,861,970 270,763,827.90 7.52
4 600036
12,289,501 221,088,122.99 6.14
5 600000
11,134,951 203,435,554.77 5.65
6 600030
9,343,653 180,799,685.55 5.02
7 601328
27,979,975 180,191,039.00 5.00
8 601398
38,143,237 174,696,025.46 4.85
9 600837
9,600,541 151,880,558.62 4.22
10 601288
45,494,698 146,947,874.54 4.08
8.4
8.4.1 2 20
1 600016
95,398,388.70 3.69
2 601328
90,006,722.28 3.48 180 2015
27 34
3 600705
81,678,865.10 3.16
4 601398
70,455,919.66 2.72
5 601318
54,312,425.62 2.10
6 601288
49,904,617.82 1.93
7 601166
47,586,902.68 1.84
8 601169
45,870,968.51 1.77
9 601211
44,151,859.98 1.71
10 601555
34,326,066.96 1.33
11 600109
33,632,083.15 1.30
12 601788
32,527,914.60 1.26
13 600837
31,430,130.78 1.21
14 600015
31,293,750.29 1.21
15 601688
30,573,320.12 1.18
16 600958
29,658,009.07 1.15
17 601628
29,451,562.08 1.14
18 601939
27,091,958.17 1.05
19 601601
26,519,659.79 1.02
20 600030
23,474,585.00 0.91
8.4.2 2 20
1 600036
148,515,524.21 5.74
2 600000
52,367,104.20 2.02
3 600016
50,894,560.03 1.97
4 601398
33,285,132.55 1.29
5 601939
31,857,192.26 1.23
6 601818
28,259,892.21 1.09
7 601318
22,576,719.53 0.87
8 600030
19,632,157.05 0.76
9 600837
16,596,575.39 0.64
10 601166
16,188,830.26 0.63
11 601336
13,874,361.78 0.54
12 600109
12,050,212.40 0.47
13 601328
9,081,362.33 0.35
14 601601
8,275,531.16 0.32
15 601288
7,098,172.00 0.27
16 600999
6,966,479.64 0.27 180 2015
28 34
17 600015
5,984,041.20 0.23
18 601901
5,565,097.72 0.22
19 601555
4,789,396.45 0.19
20 600705
4,487,990.74 0.17
8.4.3
1,086,987,253.04
534,249,069.65
8.5
8.6
8.7
8.8
8.9
8.10
8.10.1
8.10.2
180 2015
29 34
8.11
8.12
8.12.1 “ ”
2015 9 12 HOMS HOMS 2865.3 8595.9
8.12.2
8.12.3
1
67,023.06
2
-
3
- 180 2015
30 34
4
1,267.99
5
-
6
-
7
-
8
-
9
68,291.05
8.12.4
8.12.5
§9
9.1
( )
2,763
238,784.51 634,819,827.00 96.22% 24,941,780.00 3.78%
9.2
1
512,712,100.00 77.71%
2
180
81,777,808.00 12.40%
3 5,000,000.00 0.76% 180 2015
31 34
4
4,900,000.00 0.74%
5
4,437,300.00 0.67%
6
3,000,000.00 0.45%
7
2,800,000.00 0.42%
8
1,700,000.00 0.26%
9
1,500,000.00 0.23%
10
1,469,800.00 0.22%
9.3
0.00 0.00%
9.4
0
0
§10
(2011 3 31 ) 566,044,541.00
431,761,607.00
18,792,500,000.00
18,564,500,000.00
- 180 2015
32 34
659,761,607.00
§11
11.1
11.2
2015 8 8
2015 8 14
2015 8 22
2015 9 1
2015 12 10
2015 4
11.3
11.4
11.5
180 2015
33 34
100,000 5
11.6
11.7
11.7.1
1 - - - - -
2 898,009,602.49 55.41% 828,665.12 61.68% -
1 713,903,980.84 44.05% 507,316.63 37.76%
1 5,791,505.00 0.36% 5,393.61 0.40% -
1 2,879,997.36 0.18% 2,045.94 0.15% -
1 147,537.00 0.01% 134.32 0.01% -
1 61,000.00 0.00% 43.33 0.00% -
1
2
3
4
5
11.7.2
180 2015
34 34
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
