2015
2015
2015 12 31
2015
2 37
§1
2016 3 24
2015 1 1 12 31 2015
3 37
§2
2.1
020003
020003
2003 12 5
535,134,528.25
2.2
A A
=75%×[ A A ]+25%×[ ]
2.3
2015
4 37
021-31081600 021-61618888
xinxipilu@gtfund.com Liaoy03@spdb.com.cn
021 31089000 400-888-8688 95528
021-31081800 021-63602540
2.4
http://www.gtfund.com
18 8 16 -19
§3
3.1
3.1.1
2015 2014 2013
135,549,117.78 38,439,686.44 56,097,645.41
195,140,264.20 24,246,371.28 46,594,307.26
0.3847 0.0371 0.0573
81.47% 8.59% 12.41%
3.1.2
2015 2014 2013
0.2538 0.0319 -0.0360
486,424,757.54 283,463,249.74 360,419,747.15
0.909 0.531 0.489
1
2
3.2
3.2.1
2015
5 37
45.67% 2.01% 14.17% 1.21% 31.50% 0.80%
17.29% 2.89% -10.79% 1.96% 28.08% 0.93%
81.47% 2.65% 12.91% 1.83% 68.56% 0.82%
121.52% 1.82% 49.41% 1.25% 72.11% 0.57%
57.73% 1.88% 29.10% 1.11% 28.63% 0.77%
707.39% 1.72% 152.62% 1.29% 554.77% 0.43%
3.2.2
(2003 12 5 2015 12 31 )
2003 12 5
3.2.3
2015
6 37
3.3
10
2015 0.319 7,273,470.07 9,305,012.76 16,578,482.83 -
2014 - - - - -
2013 - - - - -
0.319 7,273,470.07 9,305,012.76 16,578,482.83 -
§4
4.1
4.1.1
1998 3 5 [1998]5 1.1
2015 12 31 58 22015
7 37
300 LOF 100 LOF 180 180 (LOF) LOF 5 5 100 LOF 6 TMT50 + 300 2004 2007 11 19 20082015
8 37
2 14 3 24 QDII “ ” QDII
4.1.2
LOF LOF LOF LOF
2014-10-2
1
- 8
2008 7 2009
8 2009 9 2011 2 2011 2 2014
10 2015 3 LOF LOF 2015 5
LOF LOF
2013-09-0
9
2015-02-25 15
CFA 2003 1 111 2008 5
2012 1 2010 4 2014 9 2011 82015
9 37
2013 9 2015 2 2014 2 2015 3 2014 3
2014 9
2013 9 2014
3 2014 3
1
2
4.2
4.3
4.3.1
2015
10 37
4.3.2
1% 95% 0 t
T=3 T=5 =30 1%
t 2015
11 37
4.3.3
4.4
4.4.1
2015 A A 2015 5 2015
4.4.2
2015 81.47% 12.91%
4.5
2016 2015 2016
2016 2016
2016
4.6
2015
12 37
4.7
135,805,416.80 0.2538 2016
1 19 10 1.10 2016 2 23 10 1.18
§5
5.1
“ ”
5.2
16,578,482.83
5.3
“ ”
§6
2015
13 37
§7
7.1
2015 12 31
2015 12 31
2014 12 31
- -
10,296,782.74 25,957,520.40
1,929,643.82 1,839,792.87
415,007.24 306,065.73
476,637,963.34 280,748,952.05
363,516,105.74 211,891,690.85
- -
113,121,857.60 68,857,261.20
- -
- -
- -
- -
6,445,273.70 2,342,325.25
2,761,599.03 930,495.12
- -
4,744,667.55 73,699.57
- -
- -
503,230,937.42 312,198,850.99
2015 12 31
2014 12 31
- - 2015
14 37
- -
- -
- -
- 15,000,000.00
4,104,216.70 9,076,904.18
10,914,486.75 2,840,874.78
582,255.20 376,499.19
97,042.55 62,749.87
- -
983,346.20 1,314,161.21
- -
- 3,420.02
- -
- -
124,832.48 60,992.00
16,806,179.88 28,735,601.25
- -
172,458,736.92 172,113,675.00
313,966,020.62 111,349,574.74
486,424,757.54 283,463,249.74
503,230,937.42 312,198,850.99
2015 12 31 0.909 535,134,528.25
7.2
2015 1 1 2015 12 31
2015 1 1 2015
12 31
2014 1 1 2014 12 31 2015
15 37
208,323,224.05 33,586,048.87
1. 3,589,775.53 2,467,493.39
375,095.89 271,959.49
3,214,679.64 2,195,533.90
- -
- -
- -
2. “-” 144,914,229.13 45,290,464.85
143,940,016.01 42,797,941.23
- -
-132,662.55 217,909.00
- -
- -
- -
1,106,875.67 2,274,614.62
3. “-”
59,591,146.42 -14,193,315.16
4. “ ” - -
5. “-” 228,072.97 21,405.79
13,182,959.85 9,339,677.59
1 5,336,171.76 4,738,137.19
2 889,361.94 789,689.52
3 - -
4 6,358,826.73 3,608,387.75
5 468,721.77 73,359.23
468,721.77 73,359.23
6 129,877.65 130,103.90
“-” 195,140,264.20 24,246,371.28
- - 2015
16 37
“-” 195,140,264.20 24,246,371.28
7.3
2015 1 1 2015 12 31
2015 1 1 2015 12 31
172,113,675.00 111,349,574.74 283,463,249.74
- 195,140,264.20 195,140,264.20
“-”
345,061.92 24,054,664.51 24,399,726.43
1. 298,146,470.14 420,066,705.39 718,213,175.53
2. -297,801,408.22 -396,012,040.88 -693,813,449.10
“-”
- -16,578,482.83 -16,578,482.83
172,458,736.92 313,966,020.62 486,424,757.54
2014 1 1 2014 12 31
237,364,856.07 123,054,891.08 360,419,747.15 2015
17 37
- 24,246,371.28 24,246,371.28
“-”
-65,251,181.07 -35,951,687.62 -101,202,868.69
1. 32,989,551.81 16,874,318.04 49,863,869.85
2. -98,240,732.88 -52,826,005.66 -151,066,738.54
“-”
- - -
172,113,675.00 111,349,574.74 283,463,249.74
7.1 7.4
7.4
7.4.1
( “ ”) ( “ ”) [2003] 114 ( ) 2003 12 5 ( “ ”) 2,570,221,715.39 684,100,738.03 1,886,120,977.362015
18 37
(2003) 174
2008 3 10 1: 3.103139324 2008 3 11
75% 20% 80% 75%× A A +25%×
2016 3 25
7.4.2
2006 2 15 ( “ ”) XBRL 3 < > 7.4.4
7.4.3
2015 2015 12 31 2015
7.4.4
7.4.5
7.4.5.1
2015
19 37
7.4.5.2
( ) 2015 1
7.4.5.3
7.4.6
[2002]128 [2008]1 [2012]85 [2015]101
(1)
(2)
(3) 20% 1 ( 1 ) 1 1 ( 1 ) 50% 1 2015 9 8 25% 2015 9 8 50%
20%
(4) 0.1%
7.4.7
(“ ”)
2015
20 37
(Assicurazioni Generali S.p.A.)
7.4.8
7.4.8.2
7.4.8.2.1
2015 1 1 2015 12
31
2014 1 1 2014 12
31
5,336,171.76 4,738,137.19
1,099,986.07 976,737.83
1.5%
X 1.50% /
7.4.8.2.2
2015 1 1 2015 12
31
2014 1 1 2014 12
31
889,361.94 789,689.52
0.25%
X 0.25% /
7.4.8.3 ( ) 2015
21 37
( )
7.4.8.4
7.4.8.4.1
7.4.8.4.2
7.4.8.5
2015 1 1 2015 12 31
2014 1 1 2014 12 31
10,296,782.74 331,786.19 25,957,520.40 257,387.27
7.4.8.6
7.4.8.7
7.4.9 2015 12 31
7.4.9.1 /
/
7.4.9.2
( )
2015
22 37
60068
2
2015-07
-01
32.97
2016-0
1-27
33.78 231,714.00 5,300,984.69 7,639,610.58-
7.4.9.3
7.4.9.3.1
7.4.9.3.2
7.4.10
(1)
(a)
(b)
(i)
2015 12 31 355,876,495.16 120,761,468.18 , (2014 12 31 256,086,999.30 24,661,952.75 )
(ii)
( ) ( ) 2015 3 25 2015 12015
23 37
7.4.5.2
(iii)
(c)
2015 12 31 (2014 12 31 )
(d)
(2)
§8
8.1
%
1
363,516,105.74 72.24
363,516,105.74 72.24
2
113,121,857.60 22.48
113,121,857.60 22.48
- -
3
- -
4
- -
5
- -
- -
6
12,226,426.56 2.43
7
14,366,547.52 2.85 2015
24 37
8
503,230,937.42 100.00
8.2
A
- -
B
- -
C
355,876,495.16 73.16
D
- -
E
- -
F
7,639,610.58 1.57
G
- -
H
- -
I
- -
J
- -
K
- -
L
- -
M
- -
N
- -
O
- -
P
- -
Q
- -
R
- -
S
- -
363,516,105.74 74.73
8.3
2015
25 37
( )
( )
1 300296
1,852,011 46,300,275.00 9.52
2 300145
937,609 44,648,940.58 9.18
3 002635
1,600,345 44,489,591.00 9.15
4 300376
914,026 43,882,388.26 9.02
5 300389
869,103 42,594,738.03 8.76
6 002104
1,759,983 42,221,992.17 8.68
7 300232
867,518 33,945,979.34 6.98
8 300269
1,101,115 32,967,383.10 6.78
9 300083
524,624 24,825,207.68 5.10
10 600682
231,714 7,639,610.58 1.57
8.4
8.4.1 2 20
1 002104
67,272,764.79 23.73
2 300232
65,145,377.40 22.98
3 300376
47,869,773.52 16.89
4 300389
44,212,210.76 15.60
5 300296
44,030,033.85 15.53
6 300207
43,313,017.79 15.28
7 002635
40,369,205.22 14.24
8 300083
36,216,283.49 12.78
9 300145
35,799,424.82 12.63
10 300269
32,914,883.98 11.61
11 002111
32,552,940.76 11.48
12 600682
31,836,414.42 11.23
13 002573
30,711,377.39 10.83
14 300150
29,249,316.67 10.32
15 002551
27,305,160.16 9.63
16 600129
25,780,381.05 9.09
17 600511
24,596,950.46 8.68 2015
26 37
18 002649
24,222,575.91 8.55
19 002675
23,559,546.20 8.31
20 600993
21,822,705.03 7.70
21 002185
21,741,631.86 7.67
22 300109
21,736,699.55 7.67
23 600271
20,739,182.15 7.32
24 002139
19,547,014.11 6.90
25 300115
19,129,492.30 6.75
26 300171
18,555,606.02 6.55
27 600976
17,066,037.85 6.02
28 000513
16,903,180.14 5.96
29 603766
16,109,332.29 5.68
30 300136
15,978,134.00 5.64
31 600750
15,934,805.75 5.62
32 002456
15,508,046.00 5.47
33 600298
15,459,249.77 5.45
34 600699
15,116,626.98 5.33
35 300100
14,935,472.02 5.27
36 300195
14,818,272.67 5.23
37 300203
14,800,690.53 5.22
38 002009
14,800,167.36 5.22
39 002620
14,786,415.00 5.22
40 600138
14,627,410.71 5.16
41 300088
14,608,671.14 5.15
42 002507
14,373,528.52 5.07
43 000661
14,326,894.68 5.05
44 300020
13,825,388.42 4.88
45 300336
13,668,600.71 4.82
46 600518
13,667,549.98 4.82
47 600332
13,502,678.09 4.76
48 002322
13,425,805.30 4.74
49 002588
13,073,907.50 4.61
50 600580
12,891,158.24 4.55
51 002519
12,823,002.38 4.52
52 002284
12,593,700.75 4.44
53 600422
12,368,847.36 4.36
54 300011
12,282,931.00 4.33
55 000035
12,173,861.20 4.29
56 300137
11,750,364.81 4.15
57 002672
11,400,332.83 4.02
58 600276
11,312,081.77 3.99
59 600642
11,274,980.58 3.98
60 600418
11,079,680.07 3.91
61 300039
10,936,541.41 3.86 2015
27 37
62 300098
10,936,223.28 3.86
63 601313
10,595,420.78 3.74
64 600767
10,379,458.35 3.66
65 002073
10,374,191.99 3.66
66 000024
10,334,071.63 3.65
67 603008
10,267,297.00 3.62
68 300273
9,988,633.14 3.52
69 600728
9,863,485.60 3.48
70 600521
9,557,437.81 3.37
71 600289
9,502,630.00 3.35
72 002554
9,463,580.90 3.34
73 300190
9,351,940.70 3.30
74 002028
9,167,936.41 3.23
75 600270
9,040,723.17 3.19
76 002293
9,005,819.77 3.18
77 600651
8,768,913.56 3.09
78 601166
8,665,363.39 3.06
79 002421
8,627,958.00 3.04
80 002152
8,546,342.04 3.01
81 000069
8,534,497.45 3.01
82 000967
8,379,681.90 2.96
83 300392
8,367,172.38 2.95
84 600109
8,360,687.60 2.95
85 002475
8,311,180.92 2.93
86 000887
8,278,870.20 2.92
87 002539
8,254,116.48 2.91
88 002202
8,251,740.74 2.91
89 002007
8,187,224.35 2.89
90 600305
8,071,495.00 2.85
91 000733
8,047,319.00 2.84
92 600837
7,962,030.00 2.81
93 000783
7,868,790.36 2.78
94 300055
7,728,179.46 2.73
95 600687
7,457,767.20 2.63
96 600845
7,410,047.00 2.61
97 300342
7,393,594.10 2.61
98 002236
7,333,601.97 2.59
99 000150
7,321,804.31 2.58
100 002189
7,111,439.58 2.51
101 002451
7,094,750.68 2.50
102 002253
6,805,205.50 2.40
103 002036
6,651,060.08 2.35
104 601222
6,606,484.50 2.33
105 002658
6,547,065.66 2.31 2015
28 37
106 600487
6,546,905.00 2.31
107 600064
6,519,531.96 2.30
108 601799
6,486,689.40 2.29
109 000555
6,449,028.00 2.28
110 002381
6,346,433.00 2.24
111 000861
6,226,589.00 2.20
112 603128
6,095,786.98 2.15
113 600498
5,920,492.00 2.09
114 300188
5,744,000.73 2.03
115 300162
5,695,851.42 2.01
8.4.2 2 20
1 300150
63,175,201.83 22.29
2 300232
54,538,711.99 19.24
3 002111
53,911,545.44 19.02
4 002104
53,346,429.63 18.82
5 300207
47,578,091.55 16.78
6 600682
43,717,539.75 15.42
7 002573
43,294,727.40 15.27
8 002649
42,882,560.94 15.13
9 600271
31,771,403.12 11.21
10 000555
29,484,919.07 10.40
11 300147
28,503,253.18 10.06
12 600511
26,843,149.27 9.47
13 300011
24,499,256.48 8.64
14 300389
22,918,879.93 8.09
15 300109
21,678,928.50 7.65
16 002139
20,909,378.27 7.38
17 300171
20,197,563.64 7.13
18 300115
19,413,179.12 6.85
19 300136
19,120,810.95 6.75
20 601318
18,797,066.38 6.63
21 603766
18,630,344.25 6.57
22 300083
18,403,623.05 6.49
23 002588
17,803,228.57 6.28
24 002185
17,683,762.74 6.24 2015
29 37
25 000661
17,445,901.90 6.15
26 002551
17,191,155.52 6.06
27 300100
16,894,084.43 5.96
28 600518
16,809,584.81 5.93
29 000513
15,977,626.33 5.64
30 600993
15,598,979.30 5.50
31 002322
15,569,734.57 5.49
32 002675
15,540,945.80 5.48
33 300020
14,992,349.54 5.29
34 600521
14,893,665.01 5.25
35 600332
14,721,118.31 5.19
36 002456
14,597,303.84 5.15
37 002284
14,538,852.44 5.13
38 600298
14,271,338.56 5.03
39 600138
14,152,817.58 4.99
40 300137
14,041,524.40 4.95
41 600642
14,000,515.83 4.94
42 300005
13,867,204.16 4.89
43 600976
13,795,193.27 4.87
44 002620
13,784,285.92 4.86
45 600129
13,671,907.08 4.82
46 300203
13,568,628.47 4.79
47 600728
13,382,422.93 4.72
48 300336
13,083,292.09 4.62
49 600750
12,998,414.02 4.59
50 002519
12,890,069.91 4.55
51 002023
12,782,712.03 4.51
52 002672
12,584,894.58 4.44
53 002170
12,562,750.43 4.43
54 002507
11,928,092.40 4.21
55 300039
11,899,344.71 4.20
56 300088
11,843,254.00 4.18
57 600699
11,799,749.54 4.16
58 600276
11,349,680.92 4.00
59 300376
11,260,095.09 3.97
60 000150
11,001,820.65 3.88
61 000887
10,954,462.11 3.86
62 600270
10,859,197.38 3.83
63 002539
10,666,451.77 3.76
64 002063
10,468,984.61 3.69
65 601166
10,340,335.24 3.65
66 300190
10,204,004.01 3.60
67 300098
10,184,540.64 3.59
68 002036
9,916,040.67 3.50 2015
30 37
69 300273
9,805,915.73 3.46
70 002421
9,772,014.95 3.45
71 000024
9,735,043.59 3.43
72 603008
9,721,632.52 3.43
73 000069
9,713,365.95 3.43
74 300055
9,548,816.51 3.37
75 000035
9,524,164.00 3.36
76 601313
9,407,580.00 3.32
77 002007
9,309,887.24 3.28
78 600376
9,261,267.55 3.27
79 600289
9,258,009.43 3.27
80 002293
9,082,212.39 3.20
81 601988
9,060,292.02 3.20
82 300392
8,988,706.80 3.17
83 002554
8,849,549.28 3.12
84 600657
8,671,332.18 3.06
85 002152
8,655,513.20 3.05
86 600580
8,535,240.16 3.01
87 002028
8,499,011.64 3.00
88 002202
8,481,617.56 2.99
89 300195
8,346,251.04 2.94
90 600845
8,293,236.00 2.93
91 600418
8,220,395.00 2.90
92 600422
8,184,688.51 2.89
93 600767
8,152,050.77 2.88
94 603128
8,112,852.34 2.86
95 002009
8,033,804.60 2.83
96 002475
7,963,870.28 2.81
97 002073
7,947,111.00 2.80
98 600109
7,906,331.24 2.79
99 600687
7,854,928.60 2.77
100 600064
7,794,898.07 2.75
101 000002
7,776,391.13 2.74
102 600823
7,771,347.59 2.74
103 000967
7,765,656.79 2.74
104 600388
7,701,239.46 2.72
105 600048
7,672,478.40 2.71
106 600305
7,664,285.15 2.70
107 000783
7,496,203.00 2.64
108 600837
7,397,021.06 2.61
109 000861
7,209,313.05 2.54
110 600487
7,148,880.58 2.52
111 002658
6,949,222.32 2.45
112 600651
6,822,950.39 2.41 2015
31 37
113 000733
6,792,711.32 2.40
114 601222
6,737,277.81 2.38
115 002189
6,703,887.42 2.36
116 002381
6,665,778.50 2.35
117 300342
6,324,340.00 2.23
118 300332
6,238,197.00 2.20
119 600184
6,190,089.17 2.18
120 002451
6,137,730.20 2.17
121 600498
6,069,915.73 2.14
122 002400
6,041,441.55 2.13
123 002253
5,977,757.41 2.11
124 002236
5,973,628.00 2.11
125 601886
5,930,427.98 2.09
126 600316
5,841,650.83 2.06
127 300145
5,815,522.58 2.05
128 601799
5,806,977.78 2.05
129 603939
5,771,865.00 2.04
130 601992
5,693,977.74 2.01
8.4.3
2,054,118,719.39
2,106,588,698.26
8.5
( )
1
107,640,357.60 22.13
2
- -
3
5,481,500.00 1.13
5,481,500.00 1.13 2015
32 37
4
- -
5
- -
6
- -
7
- -
8
- -
9
- -
10
113,121,857.60 23.26
8.6
( )
( )
1 019506 15 06 826,490 82,847,357.60 17.03
2 150001
15 01
100,000 10,004,000.00 2.06
3 159902
15 02
100,000 9,778,000.00 2.01
4 018002 1302 50,000 5,481,500.00 1.13
5 019509 15 09 50,000 5,011,000.00 1.03
8.7
8.8
8.9
8.10
8.10.1
8.10.2
2015
33 37
8.11
8.12
8.12.1
8.12.2
8.12.3
1
415,007.24
2
6,445,273.70
3
-
4
2,761,599.03
5
4,744,667.55
6
-
7
-
8
-
9
14,366,547.52
8.12.4 2015
34 37
8.12.5
(%)
1 600682
7,639,610.58 1.57
§9
9.1
( )
25,437
21,037.64 47,358,138.67 8.85% 487,776,389.58 91.15%
9.2
803,245.34 0.15%
9.3
0
50~100
§10
(2003 12 5 ) 684,348,868.87 2015
35 37
534,039,722.99
925,124,135.82
924,029,330.56
-
535,134,528.25
§11
11.1
11.2
2015 8 8
2015 8 14
2015 8 22
2015 9 1
2015 12 10
2015 4 1 2016 1
11.3
2015
36 37
11.4
11.5
60,000 12
11.6
11.7
11.7.1
1 1,306,623,625.59 31.40% 1,202,776.55 31.53% -
1 880,252,749.79 21.16% 803,044.97 21.05% -
1 742,970,766.37 17.86% 686,086.49 17.99% -
1 638,261,892.12 15.34% 583,306.23 15.29% -
1 276,271,787.15 6.64% 251,516.74 6.59% -
1 255,654,976.33 6.14% 232,747.29 6.10% -
1 46,402,147.69 1.12% 42,244.60 1.11% -
2 14,269,472.61 0.34% 12,991.05 0.34% -
1
2
3
4
5
2015
37 37
11.7.2
287,926,763.
78
96.03%
100,000,0
00.00
38.17% - -
11,910,028.2
1
3.97%
105,000,0
00.00
40.08% - -
- -
37,000,00
0.00
14.12% - -
- -
20,000,00
0.00
7.63% - -
