180 2015
180
2015
2015 12 31
180 2015
2 35
§1
2016 3 24
2015 1 1 12 31 180 2015
3 35
§2
2.1
180 ETF
020021
020021
2011 3 31
318,797,779.86
2.1.1
180
510230
2011 3 31
2011 5 23
2.2
ETF
1
90% ETF180 2015
4 35
0.3% 4%
2 ETF
1
ETF ETF
ETF 90%
2
ETF
1 ETF
2 ETF ETF ETF ETF ETF ETF ETF
ETF ETF ETF ETF ETF ETF
3
ETF180 2015
5 35
4
180 ×95% ×5%
2.2.1
1 0.2% 2% 2
180
180 2015
6 35
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
311,574,285.81 5,110,976.63 15,529,544.79
-21,913,940.30 379,293,891.32 -64,482,126.78
-0.0325 0.6732 -0.1062
-9.04% 79.59% -6.39%
3.1.2
2015 2014 2013
0.3267 -0.0530 -0.0913
473,427,018.56 1,469,163,821.79 623,547,650.80
1.4850 1.6325 0.9090
1180 2015
7 35
2
3.2
3.2.1
15.97% 1.64% 16.46% 1.65% -0.49% -0.01%
-11.26% 2.43% -11.57% 2.47% 0.31% -0.04%
-9.04% 2.43% -9.44% 2.47% 0.40% -0.04%
52.94% 1.95% 48.41% 2.00% 4.53% -0.05%
48.50% 1.70% 43.91% 1.76% 4.59% -0.06%
3.2.2
180
(2011 3 31 2015 12 31 )
180 2015
8 35
2011 3 31
3.2.3
180
2011 2011 3 31 2011 12 31
3.3
§4
4.1
4.1.1
1998 3 5 [1998]5 1.1 180 2015
9 35
2015 12 31 58 2 300 LOF 100 LOF 180 180 (LOF) LOF 5 5 100 LOF 6 TMT50 + 300180 2015
10 35
2004 2007 11 19 2008
2 14 3 24 QDII “ ” QDII
4.1.2
180 ETF ETF TMT50
300
2014-01-1
3
- 15
2001 5 2006
9 2006 9 2007 8 2007 9 2007 10 2007
10 2014
1 180 180 2015 3 TMT50 2015 4 300
1
2
4.2
180 2015
11 35
4.3
4.3.1
4.3.2
180 2015
12 35
1% 95% 0 t
T=3 T=5 =30 1%
t
4.3.3
4.4
4.4.1
2015 2014 “ +” “ +” 6 5000 4000 6 15
7 3 30% 8 11 “ ” A 3600180 2015
13 35
2015 9.41% 300 5.58% 84.41% 28 100.29% 89.86% 89.17% 16.9% 1.36% 0.43% 180
10.30% 9.04%
1.49% 4%
4.4.2
2015 -9.04% -9.44%
4.5
2015 2016
180 180 180 ETF
4.6
180 2015
14 35
4.7
4.8
§5
5.1
“ ” 180 “ ”
5.2
5.3
“ ”
§6
(2016) 20770 180 2015
15 35
§7
7.1
180
2015 12 31
2015 12 31
2014 12 31
- -
26,476,971.89 110,436,096.15
184,748.27 190,699.82
722,820.73 237,800.04
446,382,545.19 1,353,629,934.20
6,558.00 2,557,465.20
446,375,987.19 1,351,072,469.00
- -
- -
- -
- -
- -
- -
6,015.78 19,620.10
- -
648,482.57 153,720,404.89
- -
- 44,000.28
474,421,584.43 1,618,278,555.48
2015 12 31
2014 12 31
- - 180 2015
16 35
- -
- -
- -
- -
- 59,038,724.56
740,589.71 88,836,011.14
11,495.71 31,709.55
2,299.15 6,341.93
- -
77,426.63 814,366.20
- -
- -
- -
- -
162,754.67 387,580.31
994,565.87 149,114,733.69
- -
318,797,779.86 899,929,057.34
154,629,238.70 569,234,764.45
473,427,018.56 1,469,163,821.79
474,421,584.43 1,618,278,555.48
2015 12 31 1.4850 318,797,779.86
7.2
180
2015 1 1 2015 12 31
2015 1 1 2015
12 31
2014 1 1 2014 12 31 180 2015
17 35
-16,650,227.26 382,010,270.06
1. 605,381.79 290,053.00
605,381.79 289,778.28
- -
- -
- 274.72
- -
2. “-” 310,813,745.58 5,969,961.06
-5,936,768.47 7,626,095.97
316,558,085.95 -1,693,919.63
- -
- -
- -
- -
192,428.10 37,784.72
3. “-”
-333,488,226.11 374,182,914.69
4. “ ” - -
5. “-” 5,418,871.48 1,567,341.31
5,263,713.04 2,716,378.74
1 336,246.18 182,071.32
2 67,249.22 36,414.36
3 - -
4 4,648,115.42 2,311,582.18
5 - -
- -
6 212,102.22 186,310.88
“-” -21,913,940.30 379,293,891.32
- - 180 2015
18 35
“-” -21,913,940.30 379,293,891.32
7.3
180
2015 1 1 2015 12 31
2015 1 1 2015 12 31
899,929,057.34 569,234,764.45 1,469,163,821.79
- -21,913,940.30 -21,913,940.30
“-”
-581,131,277.48 -392,691,585.45 -973,822,862.93
1. 2,190,504,686.16 1,367,010,259.26 3,557,514,945.42
2. -2,771,635,963.64 -1,759,701,844.71 -4,531,337,808.35
“-”
- - -
318,797,779.86 154,629,238.70 473,427,018.56
2014 1 1 2014 12 31
686,200,924.32 -62,653,273.52 623,547,650.80 180 2015
19 35
- 379,293,891.32 379,293,891.32
“-”
213,728,133.02 252,594,146.65 466,322,279.67
1. 1,580,354,748.79 370,002,159.59 1,950,356,908.38
2. -1,366,626,615.77 -117,408,012.94 -1,484,034,628.71
“-”
- - -
899,929,057.34 569,234,764.45 1,469,163,821.79
7.1 7.4
7.4
7.4.1
180 ( “ ”) ( “ ”) [2011]239 180 180 983,666,731.04 (2011) 109 180 2011 3 31 983,766,043.70180 2015
20 35
99,312.66
180 ( “ ETF”) ETF 180 ETF 4%
180 ETF 180 ETF 90% 5% 180 X95%+ X5%
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
180 2015
21 35
7.4.5
7.4.5.1
7.4.5.2
7.4.5.3
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% 180 2015
22 35
7.4.7
(“ ”)
180 (“ ETF”)
(Assicurazioni Generali S.p.A.)
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
336,246.18 182,071.32
1,930,534.27 858,519.99
ETF ETF ( 0) 0.5%
( – ETF )× 0.5% /
7.4.8.2.2
180 2015
23 35
2015 1 1 2015 12
31
2014 1 1 2014 12
31
67,249.22 36,414.36
ETF ETF ( 0) 0.1%
( – ETF )× 0.1% /
7.4.8.3 ( )
( )
7.4.8.4
7.4.8.4.1
2015 1 1 2015 12 31
2014 1 1 2014 12 31
30,000,400.00 50,000,400.00
/ 5,869,335.52 -
- -
/ 15,000,000.00 20,000,000.00
20,869,735.52 30,000,400.00
6.55% 3.33%
1. / 5,869,335.52
2. / 15,000,000.00
3. / 1,000 0.00% 180 2015
24 35
7.4.8.4.2
7.4.8.5
2015 1 1 2015 12 31
2014 1 1 2014 12 31
26,476,971.89 562,873.25 110,436,096.15 280,178.03
7.4.8.6
7.4.8.7
2015 12 31 81,777,808.00 ETF (2014 12 31 225,389,108.00 ) 12.40%(2014 12 31 52.20%)
7.4.9 2015 12 31
7.4.9.1 /
/
7.4.9.2
7.4.9.3
7.4.9.3.1
7.4.9.3.2
7.4.10 180 2015
25 35
(1)
(a)
(b)
(i)
2015 12 31 446,382,545.19 (2014 12 31 1,353,629,934.20 )
(ii)
( )
(iii)
(c)
2015 12 31 (2014 12 31 )
(d)
(2)
§8
8.1
180 2015
26 35
%
1
6,558.00 0.00
6,558.00 0.00
2
446,375,987.19 94.09
3
- -
- -
- -
4
- -
5
- -
6
- -
- -
7
26,661,720.16 5.62
8
1,377,319.08 0.29
9
474,421,584.43 100.00
8.2
(%)
1
180
446,375,987.19 94.29
8.3
180 2015
27 35
A
- -
B
- -
C
- -
D
- -
E
- -
F
- -
G
- -
H
- -
I
- -
J
6,558.00 0.00
K
- -
L
- -
M
- -
N
- -
O
- -
P
- -
Q
- -
R
- -
S
- -
6,558.00 0.00
8.4
( )
( )
1 601788
100 2,294.00 0.00
2 600030
100 1,935.00 0.00
3 600837
100 1,582.00 0.00
4 601818
100 424.00 0.00
5 601288
100 323.00 0.00 180 2015
28 35
8.5
8.5.1 2 20
1 601318
126,523,688.73 8.61
2 600016
87,427,376.16 5.95
3 600036
84,981,157.38 5.78
4 600030
78,683,335.04 5.36
5 600837
58,860,533.44 4.01
6 601166
56,743,173.51 3.86
7 600000
54,125,415.73 3.68
8 601398
39,580,555.27 2.69
9 601328
36,880,455.86 2.51
10 601601
32,406,695.35 2.21
11 601288
30,851,754.82 2.10
12 601818
30,254,732.71 2.06
13 601939
24,695,243.52 1.68
14 601169
23,706,464.38 1.61
15 601688
22,336,967.70 1.52
16 600999
20,588,099.23 1.40
17 600015
19,341,967.09 1.32
18 601377
16,997,970.93 1.16
19 601628
16,967,957.23 1.15
20 601901
15,856,410.23 1.08
8.5.2 2 20
1 601318
236,880,145.45 16.12
2 600016
162,080,619.13 11.03
3 600036
154,524,031.06 10.52
4 600030
132,286,448.24 9.00
5 601166
115,709,378.20 7.88 180 2015
29 35
6 600837
107,060,915.32 7.29
7 600000
103,192,093.08 7.02
8 601398
90,707,418.33 6.17
9 601328
66,607,748.31 4.53
10 601601
57,108,019.20 3.89
11 601818
56,837,297.03 3.87
12 601288
55,543,882.61 3.78
13 601939
52,255,290.15 3.56
14 601169
45,097,008.61 3.07
15 601688
43,276,051.13 2.95
16 600015
36,649,664.47 2.49
17 600999
35,957,252.11 2.45
18 601628
33,463,963.28 2.28
19 601377
31,614,133.41 2.15
20 601901
29,058,278.50 1.98
8.5.3
967,513,362.35
1,825,992,334.33
8.6
8.7
8.8
8.9
180 2015
30 35
8.10
8.11
8.11.1
8.11.2
8.12
8.13
8.13.1 “ ”
2015 9 12 HOMS HOMS 2865.3 8595.9
180 2015
31 35
8.13.2
8.13.3
1
722,820.73
2
-
3
-
4
6,015.78
5
648,482.57
6
-
7
-
8
-
9
1,377,319.08
8.13.4
8.13.5
§9
9.1
( )
180 2015
32 35
16,583
19,224.37 26,307,139.13 8.25% 292,490,640.73 91.75%
9.2
1,703,573.72 0.53%
9.3
>100
0
§10
(2011 3 31 ) 983,766,043.70
899,929,057.34
2,190,504,686.16
2,771,635,963.64
-
318,797,779.86
§11
11.1
11.2
2015 8 8
2015 8 14 180 2015
33 35
2015 8 22
2015 9 1
2015 12 10
2015 4
11.3
11.4
11.5
60,000 5
11.6
11.7
11.7.1
1 - - - - - 180 2015
34 35
1 - - - - -
1 - - - - -
1 2,006,618,976.72 71.84% - - -
2 777,695,651.52 27.84% - -
1 6,492,055.22 0.23% - - -
1 1,472,533.22 0.05% - - -
1 857,500.00 0.03% - - -
1 17,785.00 0.00% - - -
1
2
3
4
5
11.7.2
- - - - - -
1,831,916
.52
76.09%
- - - - - -
568,848.5
1
23.63%
- - - - - - 4,611.95 0.19%
- - - - - - 1,340.59 0.06%
- - - - - - 798.59 0.03% 180 2015
35 35
- - - - - - 12.63 0.00%
