2015
2015
2015 12 31
2015
2 31
§1
2016 3 24
2015 1 1 12 31 2015
3 31
§2
2.1
020007
020007
2005 6 21
21,605,692,071.01
2.2
7 ( )
2.3
2015
4 31
021-31081600 010-66060069
xinxipilu@gtfund.com tgxxpl@abchina.com
021 31089000 400-888-8688 95599
021-31081800 010-63201816
2.4
http://www.gtfund.com
18 8 16 -19
§3
3.1
3.1.1
2015 2014 2013
333,571,267.80 51,051,676.69 65,814,616.06
333,571,267.80 51,051,676.69 65,814,616.06
3.8662% 4.2115% 3.8584%
3.1.2
2015 2014 2013
21,605,692,071.01 2,138,102,539.25 1,587,005,107.87
1.000 1.000 1.000
3.2
3.2.1
- -
0.7515% 0.0018% 0.3403% 0.0000% 0.4112% 0.0018% 2015
5 31
1.5946% 0.0030% 0.6805% 0.0000% 0.9141% 0.0030%
3.8662% 0.0040% 1.3500% 0.0000% 2.5162% 0.0040%
12.4167% 0.0040% 4.0500% 0.0000% 8.3667% 0.0040%
19.9932% 0.0050% 6.9236% 0.0002% 13.0696% 0.0048%
35.3331% 0.0066% 19.0073% 0.0022% 16.3258% 0.0044%
3.2.2
( 2005 6 21 2015 12 31 )
(1) 2005 6 21
(2) 2009 1 1 7 2008 12 29
3.2.3
2015
6 31
3.3
2015
280,408,736.
62
31,389,157.39 21,773,373.79 333,571,267.80 -
2014
38,615,740.1
8
11,095,423.60 1,340,512.91 51,051,676.69 -
2013
56,981,647.6
5
16,437,617.33 -7,604,648.92 65,814,616.06 -
376,006,124.
45 58,922,198.32 15,509,237.78 450,437,560.55 -
§4
4.1
4.1.1
1998 3 5 [1998]5 1.1 2015
7 31
2015 12 31 58 2 300 LOF 100 LOF 180 180 (LOF) LOF 5 5 100 LOF 6 TMT50 + 3002015
8 31
2004 2007 11 19 2008
2 14 3 24 QDII “ ” QDII
4.1.2
5 ETF 5 ETF 6
2015-06-04 - 6
2010 9 2011 9 2011 9 2015 6 5 2015 7 6
2012-12-03 2015-07-17 8
2008 6 2009
6 2009 6 2012 82015
9 31
2012 8 2012
12 2015 7 2013 3 2014 12 30 6 2013 9 2015 7 2013 9 2015 1 15 2013 11 2015 7 2014 12 31 2015 7 6 2015 1 16 2015 7
1
2
4.2
2015
10 31
4.3
4.3.1
4.3.2
1% 95% 0 t 2015
11 31
T=3 T=5 =30 1%
t
4.3.3
4.4
4.4.1
2015 PPI M2 2015 12
2015 2015 5 5 SLO SLF PSL MLF
4.4.2
2015 3.8662% 1.3500%
2015
12 31
4.5
2016
2016 2016
4.6
4.7
4.8
§5
5.1
— 2015
1
1
2015 12 31
2015
13 31
5.2
,
5.3
§6
(2016) 20783
§7
7.1
2015 12 31
2015 12 31
2014 12 31
- -
9,285,688,888.76 1,329,605,167.45
- -
- -
8,245,950,128.40 670,336,777.67 2015
14 31
- -
- -
8,245,950,128.40 670,336,777.67
- -
- -
3,374,078,218.96 57,800,286.70
304,065,536.07 -
125,055,708.55 21,501,926.79
- -
308,189,756.65 66,141,388.29
- -
268,683.80 268,683.80
21,643,296,921.19 2,145,654,230.70
2015 12 31
2014 12 31
- -
- -
- -
- -
- -
- -
3,235,635.62 1,418,826.86
3,606,031.88 572,455.33
1,092,736.94 173,471.33
2,731,842.32 433,678.21
157,074.38 34,322.20
- -
- -
26,631,512.46 4,858,138.67 2015
15 31
- -
150,016.58 60,798.85
37,604,850.18 7,551,691.45
- -
21,605,692,071.01 2,138,102,539.25
- -
21,605,692,071.01 2,138,102,539.25
21,643,296,921.19 2,145,654,230.70
2015 12 31 1.000 21,605,692,071.01
7.2
2015 1 1 2015 12 31
2015 1 1 2015 12
31
2014 1 1 2014 12 31
407,754,495.15 61,086,493.12
1. 335,703,694.65 58,002,999.86
191,116,382.77 34,248,958.26
134,250,012.71 20,360,945.55
- -
10,337,299.17 3,393,096.05
- -
2. “-” 72,031,444.06 3,083,493.26
- -
- -
72,031,444.06 3,083,493.26
- - 2015
16 31
- -
- -
3. “-” - -
4. “ ” - -
5. “-” 19,356.44 -
74,183,227.35 10,034,816.43
1 33,003,140.54 4,259,887.45
2 10,000,951.75 1,290,875.00
3 25,002,379.14 3,227,187.47
4 - -
5 5,797,291.28 1,050,432.03
5,797,291.28 1,050,432.03
6 379,464.64 206,434.48
“-” 333,571,267.80 51,051,676.69
- -
“-” 333,571,267.80 51,051,676.69
7.3
2015 1 1 2015 12 31
2015 1 1 2015 12 31
2,138,102,539.25 - 2,138,102,539.25
- 333,571,267.80 333,571,267.80 2015
17 31
“-” 19,467,589,531.76 - 19,467,589,531.76
1. 88,153,332,272.03 - 88,153,332,272.03
2. -68,685,742,740.27 - -68,685,742,740.27
“-” - -333,571,267.80 -333,571,267.80
21,605,692,071.01 - 21,605,692,071.01
2014 1 1 2014 12 31
1,587,005,107.87 - 1,587,005,107.87
- 51,051,676.69 51,051,676.69
“-” 551,097,431.38 - 551,097,431.38
1. 12,222,951,189.05 - 12,222,951,189.05
2. -11,671,853,757.67 - -11,671,853,757.67
“-” - -51,051,676.69 -51,051,676.69
2,138,102,539.25 - 2,138,102,539.25
7.1 7.4 2015
18 31
7.4
7.4.1
( “ ”) ( “ ”) [2005] 66 4,444,118,355.26 (2005) 96
2005 6
21 4,444,937,428.94 819,073.68
( ) 397 ( 397 ) ( ) ( ) 2010 1 1 7 ( )
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
2015
19 31
7.4.5
7.4.5.1
7.4.5.2
7.4.5.3
7.4.6
[2002]128 [2008]1
(1)
(2)
(3) 20%
7.4.7
(“ ”)
(“ ”)
(“ ”)
(Assicurazioni Generali S.p.A.)
1.
2.2015
20 31
( “ ”)
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
33,003,140.54 4,259,887.45
6,196,365.98 646,891.53
0.33%
X 0.33% /
7.4.8.2.2
2015 1 1 2015 12 31
2014 1 1 2014 12 31
10,000,951.75 1,290,875.00
0.1%
X 0.1% /
7.4.8.2.3
2015 1 1 2015 12 31 2015
21 31
295,459.21
604,273.58
16,347,817.51
17,247,550.30
2014 1 1 2014 12 31
99,313.27
916.15
1,673,644.46
1,773,873.88
0.25%
X 0.25% /
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
20,105,032.88 -
/ 362,582,025.19 122,898,276.91
- -
/ 20,277,541.05 102,793,244.03
362,409,517.02 20,105,032.88
1.68% 0.94%
1. / 362,582,025.19 / 20,277,541.05
2015
22 31
2. / / 0.00%
7.4.8.4.2
2015 12 31
2014 12 31
400,000,000.00 1.85% - -
100,000,000.00 0.46% - -
- - 1,377,104.81 0.06%
7.4.8.5
2015 1 1 2015 12 31
2014 1 1 2014 12 31
85,688,888.76 1,564,876.13 19,605,167.45 129,067.57
7.4.8.6
7.4.8.7
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
2015
23 31
7.4.10
(1)
(a)
(b)
(i)
2015 12 31 8,245,950,128.40 (2014 12 31 670,336,777.67 )
(ii)
(iii)
(c)
2015 12 31 (2014 12 31 )
(d)
2015
24 31
(2)
§8
8.1
%
1
8,245,950,128.40 38.10
8,245,950,128.40 38.10
- -
2
3,374,078,218.96 15.59
201,284,879.78 0.93
3
9,285,688,888.76 42.90
4
737,579,685.07 3.41
5
21,643,296,921.19 100.00
8.2
3.58
1
-
- -
2
- -
2015
25 31
20%
20%
8.3
8.3.1
85
155
79
180
180
8.3.2
1 30 41.26 -
397
- -
2 30 — 60 6.02 -
397
- -
3 60 — 90 15.71 -
397
- -
4 90 — 180 17.35 -
397
- -
5 180 — 397 17.83 -
397 - - 2015
26 31
98.17 -
8.4
( )
1
- -
2
- -
3
2,588,690,599.55 11.98
2,588,690,599.55 11.98
4
- -
5
5,657,259,528.85 26.18
6
- -
7
- -
8
- -
9
8,245,950,128.40 38.17
10 397 - -
8.5
( )
1 150416 15 16 6,000,000 599,238,347.84 2.77
2 150413 15 13 5,300,000 529,606,205.92 2.45
3 011598138 15 SCP007 5,000,000 499,914,174.54 2.31
4 150419 15 19 5,000,000 499,560,744.53 2.31
5 011598148 15 SCP008 4,500,000 449,945,966.63 2.08
6 150311 15 11 3,700,000 369,735,882.19 1.71
7 150411 15 11 3,600,000 360,433,657.61 1.67
8 011598117 15 SCP005 2,500,000 249,936,510.40 1.16
9 011599375 15 SCP001 1,500,000 150,014,127.26 0.69 2015
27 31
10 011599305 15 SCP001 1,500,000 149,964,567.67 0.69
8.6“ ” “ ”
0.25( )-0.5% 1
0.2500%
-0.0048%
0.1367%
8.7
8.8
8.8.1
1.00
8.8.2 397 397 20%
8.8.3
8.8.4
1
-
2
304,065,536.07
3
125,055,708.55
4
308,189,756.65
5
268,683.80 2015
28 31
6
-
7
-
8
737,579,685.07
§9
9.1
( )
260,671
82,884.91
18,572,049,829.8
7
85.96% 3,033,642,241.14 14.04%
9.2
2,404,006.25 0.01%
9.3
0
0~10
§10
2005 6 21 4,444,937,428.94
2,138,102,539.25 2015
29 31
88,153,332,272.03
68,685,742,740.27
-
21,605,692,071.01
§11
11.1
11.2
2015 8 8
2015 8 14
2015 8 22
2015 9 1
2015 12 10
11.3
11.4
11.5
2015
30 31
100,000 11
11.6
11.7
11.7.1
1 - - - - -
2 - - - - -
1 - - - - -
1 - - - - -
2 - - - - -
4 - - - - -
2 - - - - -
1 - - - - -
1 - - - - -
1 - - - - -
2 - - - - -
1 - - - - -
3 - - - - -
3 - - - - -
1 - - - - -
1 - - - - -
2 - - - - -
3 - - - - -
1 - - - - -
1 - - - - -
2 - - - - -
1 - - - - -
2 - - - - -
1 - - - - -
1 - - - - -
1 - - - - -
1 - - - - -
1 - - - - -
1 - - - - - 2015
31 31
2 - - - - -
1
2
3
4
5
11.8 0.5%
0.5%