2015
2015
2015 12 31
2015
2 37
§1
2016 3 24
2015 1 1 12 31 2015
3 37
§2
2.1
020019
020019
2009 3 11
112,704,334.43
A C
020019 020020
50,162,495.90 62,541,838.53
2.2
2015
4 37
×90% + ×10%
2.3
021-31081600 010-67595096
xinxipilu@gtfund.com tianqing1.zh@ccb.com
021 31089000 400-888-8688 010-67595096
021-31081800 010-66275853
2.4
http://www.gtfund.com
18 8 16 -19 1 1
§3
3.1
2015 2014 2013 3.1.1
A
C
A
C
A
C
6,292,338.6
2
4,231,789.1
6
37,779,574.75
10,577,340.7
8
90,230,541.71
15,948,330.5
5
7,439,044.4 5,250,123.5 49,715,123.31 11,022,317.1 48,067,161.28 5,931,672.64 2015
5 37
3 5 5
0.1263 0.1174 0.1195 0.1151 0.0552 0.0347
11.46% 11.06% 12.21% 11.74% 3.09% 2.61%
2015 2014 2013 3.1.2
A
C
A
C
A
C
0.2451 0.2247 0.1171 0.1031 0.0684 0.0598
62,456,314.
49
76,597,636.
60
96,990,563.6
8
65,241,294.9
8
536,977,438.33
112,757,258.
65
1.245 1.225 1.117 1.103 1.068 1.060
1
2
3.2
3.2.1
1 A 2015
6 37
2.22% 0.08% 3.93% 0.16% -1.71% -0.08%
5.42% 0.10% 2.91% 0.28% 2.51% -0.18%
11.46% 0.14% 9.64% 0.27% 1.82% -0.13%
28.93% 0.18% 23.09% 0.21% 5.84% -0.03%
32.24% 0.23% 32.28% 0.19% -0.04% 0.04%
58.87% 0.24% 39.55% 0.19% 19.32% 0.05%
2 C
2.08% 0.07% 3.93% 0.16% -1.85% -0.09%
5.24% 0.10% 2.91% 0.28% 2.33% -0.18%
11.06% 0.14% 9.64% 0.27% 1.42% -0.13%
27.34% 0.19% 23.09% 0.21% 4.25% -0.02%
29.71% 0.23% 32.28% 0.19% -2.57% 0.04%
54.52% 0.24% 39.55% 0.19% 14.97% 0.05%
3.2.2
(2009 3 11 2015 12 31 )
1 A 2015
7 37
2 C
3.2.3
2015
8 37
1 A
2 C
3.3
1 A
2015
9 37
10
2015 - - - - -
2014 0.800 4,266,617.06 2,934,597.37 7,201,214.43 -
2013 - - - - -
0.800 4,266,617.06 2,934,597.37 7,201,214.43 -
2 C
10
2015 - - - - -
2014 0.800 3,744,872.64 2,118,414.33 5,863,286.97 -
2013 - - - - -
0.800 3,744,872.64 2,118,414.33 5,863,286.97 -
§4
4.1
4.1.1
1998 3 5 [1998]5 1.1
2015 12 31 58 2 300 LOF 100 LOF 180 1802015
10 37
(LOF) LOF 5 5 100 LOF 6 TMT50 + 300 2004 2007 11 19 2008
2 14 3 24 QDII “ ” QDII
4.1.2
2013-10-2
5
- 14
CFA FRM 2001
62015
11 37
2004 9 2005 10 2005 10 2008 3
2008 4 2009
3 2009 4 2010 3 2010 4 2010 9 2011
11 2011 12 2012 9 2013 11 6 2013
10 2014 3
2015 5
1
2
4.2
2015
12 37
4.3
4.3.1
4.3.2
1% 95% 0 t
2015
13 37
T=3 T=5 =30 1%
t
4.3.3
4.4
4.4.1
2015 CPI 15 7 IPO
2015
4.4.2
A 2015 11.46% 9.64% C 2015 11.06% 9.64%
4.5
2016 u M2 , 20162015
14 37
2016 “ ” 2015 10 1 2015 17 10
2016 4 2016 2.5% 2 NDF 4% 2016
2016
4.6
4.7
4.8
§5
5.1
2015
15 37
5.2
5.3
§6
(2016) 20776
§7
7.1
2015 12 31
2015 12 31
2014 12 31
- -
162,637.26 5,426,583.67
4,149,335.42 8,985,929.09
9,529.90 5,671.14
139,647,949.90 265,814,282.30
2,246,920.00 -
- - 2015
16 37
137,401,029.90 265,814,282.30
- -
- -
- -
- -
3,498,487.05 -
2,584,554.04 4,683,060.07
- -
538,732.57 1,252,678.78
- -
- -
150,591,226.14 286,168,205.05
2015 12 31
2014 12 31
- -
- -
- -
- -
11,000,000.00 118,100,000.00
- 4,931,773.07
252,582.85 582,612.55
78,264.59 165,703.88
22,361.32 47,343.97
23,301.16 25,392.47
697.27 2,800.00
- -
- -
- -
- - 2015
17 37
160,067.86 80,720.45
11,537,275.05 123,936,346.39
- -
112,704,334.43 145,968,775.50
26,349,616.66 16,263,083.16
139,053,951.09 162,231,858.66
150,591,226.14 286,168,205.05
2015 12 31 A 1.245 C 1.225 112,704,334.43 A 50,162,495.90 C 62,541,838.53
7.2
2015 1 1 2015 12 31
2015 1 1 2015 12 31
2014 1 1 2014
12 31
16,110,489.90 72,135,183.25
1. 11,680,400.31 44,208,193.36
173,591.57 305,628.90
11,505,395.68 43,902,564.46
- -
- -
1,413.06 -
2. “-” 2,249,684.25 15,445,825.83
-524,248.67 -259,171.86
- -
2,773,932.92 15,704,997.69 2015
18 37
- -
- -
- -
- -
3. “-”
2,165,040.20 12,380,524.93
4. “ ” - -
5. “-” 15,365.14 100,639.13
3,421,321.92 11,397,742.79
1 855,421.78 4,015,294.24
2 244,406.20 1,147,226.89
3 209,281.78 424,206.25
4 7,247.11 27,866.05
5 1,906,374.65 5,557,763.13
1,906,374.65 5,557,763.13
6 198,590.40 225,386.23
“-” 12,689,167.98 60,737,440.46
- -
“-” 12,689,167.98 60,737,440.46
7.3
2015 1 1 2015 12 31
2015 1 1 2015 12 31
145,968,775.50 16,263,083.16 162,231,858.66
- 12,689,167.98 12,689,167.98 2015
19 37
“-”
-33,264,441.07 -2,602,634.48 -35,867,075.55
1. 119,515,132.84 22,938,824.45 142,453,957.29
2. -152,779,573.91 -25,541,458.93 -178,321,032.84
“-”
- - -
112,704,334.43 26,349,616.66 139,053,951.09
2014 1 1 2014 12 31
609,003,434.67 40,731,262.31 649,734,696.98
- 60,737,440.46 60,737,440.46
“-”
-463,034,659.17 -72,141,118.21 -535,175,777.38
1. 124,371,885.10 13,937,388.14 138,309,273.24
2. -587,406,544.27 -86,078,506.35 -673,485,050.62
- -13,064,501.40 -13,064,501.40 2015
20 37
“-”
145,968,775.50 16,263,083.16 162,231,858.66
7.1 7.4
7.4
7.4.1
( “ ”) ( “ ”) [2009] 75 1,979,957,326.32 (2009) 25 2009 3 11 1,980,213,889.04 256,562.72
/ / / A C A C
( )2015
21 37
80% 20% 5% X 90%+ X 10%
2016 3 25
7.4.2
2006 2 15 38 ( “ ”) XBRL 3 < > 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
( ) 2015 1 2015
22 37
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
23 37
(Assicurazioni Generali S.p.A.)
1.
2. “ ”
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
855,421.78 4,015,294.24
116,043.71 170,638.29
0.70%
X 0.70% /
7.4.8.2.2
2015 1 1 2015 12
31
2014 1 1 2014 12
31
244,406.20 1,147,226.89
0.20% 2015
24 37
X 0.20% /
7.4.8.2.3
2015 1 1 2015 12 31
A C
- 44,425.57 44,425.57
- 68,130.39 68,130.39
- 87.52 87.52
- 10.14 10.14
- 112,653.62 112,653.62
2014 1 1 2014 12 31
A C
- 100,408.79 100,408.79
- 180,609.88 180,609.88
- - -
- 281,018.67 281,018.67
C C 0.40%
C X 0.40% /
7.4.8.3 ( )
( )
7.4.8.4
7.4.8.4.1
2015
25 37
2015 1 1 2015 12 31 2014 1 1 2014 12 31
A C A C
18,655,783.58 - 18,655,783.58 -
/
- - - -
- - - -
/
- - - -
18,655,783.58 - 18,655,783.58 -
16.55% - 12.78% -
7.4.8.4.2
A
A
C
C
7.4.8.5
2015 1 1 2015 12 31
2014 1 1 2014 12 31
162,637.26 21,412.52 5,426,583.67 66,228.41 2015
26 37
7.4.8.6
2015 1 1 2015 12 31
/
136006 15 01
30,000.00 3,000,000.00
2014 1 1 2014 12 31
/
- - - - -
7.4.8.7
7.4.9 2015 12 31
7.4.9.1 /
7.4.9.1.1
( )
12300
1
2015-1
2-23
2016-0
1-18
100.00 100.00 760.00
76,000
.00
76,000
.00
-
7.4.9.2
2015
27 37
7.4.9.3
7.4.9.3.1
7.4.9.3.2
2015 12 31 11,000,000.00 2016 1 4
7.4.10
(1)
(a)
(b)
(i)
( )
( ) ( )
( )
(ii) 2015
28 37
2015 12 31 2,246,920.00 137,401,029.90 (2014 12 31 215,834,282.30 49,980,000.00 )
(iii)
( ) ( ) 2015
3 25 2015 1 ( 7.4.5.2)
(iv)
(2)
§8
8.1
%
1
2,246,920.00 1.49
2,246,920.00 1.49
2
137,401,029.90 91.24
137,401,029.90 91.24 2015
29 37
- -
3
- -
4
- -
5
- -
- -
6
4,311,972.68 2.86
7
6,631,303.56 4.40
8
150,591,226.14 100.00
8.2
A
- -
B
- -
C
2,246,920.00 1.62
D
- -
E
- -
F
- -
G
- -
H
- -
I
- -
J
- -
K
- -
L
- -
M
- -
N
- -
O
- - 2015
30 37
P
- -
Q
- -
R
- -
S
- -
2,246,920.00 1.62
8.3
( )
( )
1 002588
47,500 1,545,175.00 1.11
2 002236
11,400 420,660.00 0.30
3 002008
5,800 150,162.00 0.11
4 300115
3,900 130,923.00 0.09
8.4
8.4.1 2 20
1 002588
1,580,363.00 0.97
2 002407
527,104.00 0.32
3 600129
526,064.00 0.32
4 002236
458,755.00 0.28
5 601169
325,920.00 0.20
6 300115
174,954.00 0.11
7 002008
171,599.00 0.11
8.4.2 2 20
2015
31 37
1 601169
367,426.00 0.23
2 002407
269,643.33 0.17
3 600129
217,770.00 0.13
8.4.3
3,764,759.00
854,839.33
8.5
( )
1
3,507,700.00 2.52
2
- -
3
- -
- -
4
123,271,664.70 88.65
5
9,992,000.00 7.19
6
- -
7
629,665.20 0.45
8
- -
9
- -
10
137,401,029.90 98.81 2015
32 37
8.6
( )
( )
1 122752 11 179,850 18,947,197.50 13.63
2 122833 11 170,000 17,729,300.00 12.75
3 122751 11 100,000 10,303,000.00 7.41
4 011599822
15 SCP001
100,000 9,992,000.00 7.19
5 122616 12 84,330 9,177,633.90 6.60
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
9,529.90
2
3,498,487.05
3
-
4
2,584,554.04
5
538,732.57
6
-
7
-
8
-
9
6,631,303.56
8.12.4
(%)
1 110031
20,774.40 0.01
8.12.5
2015
34 37
§9
9.1
( )
A 1,720 29,164.24 26,787,005.73 53.40% 23,375,490.17 46.60%
C 1,646 37,996.26 7,050,281.25 11.27% 55,491,557.28 88.73%
3,366 33,483.17 33,837,286.98 30.02% 78,867,047.45 69.98%
/
9.2
A - -
C - -
- -
9.3
A -
C -
-
A -
C -
- 2015
35 37
§10
A C
2009 3 11
284,201,131.09 1,696,012,757.95
86,823,778.21 59,144,997.29
33,808,700.82 85,706,432.02
70,469,983.13 82,309,590.78
- -
50,162,495.90 62,541,838.53
§11
11.1
11.2
2015 8 8
2015 8 14
2015 8 22
2015 9 1
2015 12 10
2015
36 37
2015 1 4 2015 9 18
11.3
11.4
11.5
60,000 7
11.6
11.7
11.7.1
1 - - - -
1 2,663,665.33 57.66% 2,436.65 61.70% -
2 693,346.00 15.01% 507.03 12.84%
2 526,064.00 11.39% 373.72 9.46%
2 518,753.00 11.23% 472.27 11.96%
1 217,770.00 4.71% 159.25 4.03% -
1 - - - - -
1
2
3
4
2015
37 37
5
11.7.2
5,521,762.70 4.22%
1,250,700
,000.00
6.17% - -
22,492,094.9
6
17.21%
2,899,500
,000.00
14.31% - -
39,044,367.1
6
29.87%
3,223,000
,000.00
15.91% - -
- -
551,100,0
00.00
2.72% - -
63,646,785.2
5
48.69%
11,684,80
0,000.00
57.68% - -
- -
648,400,0
00.00
3.20% - -
