100 2015
100
2015
2015 12 31
100 2015
2 34
§1
2016 3 24
2015 1 1 12 31 100 2015
3 34
§2
2.1
100 QDII
160213
160213
2010 4 29
234,759,786.91
2.2
100 Nasdaq-100 Index, “ ”
0.5% 5%
100 Nasdaq-100 Index
100 2015
4 34
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
State Street Bank and Trust Company
One Lincoln Street, Boston, Massachusetts 02111, United States of
America
One Lincoln Street, Boston, Massachusetts 02111, United States of
America
02111
2.5
http://www.gtfund.com
18 8 16 -19
§3
3.1
3.1.1
2015 2014 2013
119,116,632.65 49,777,939.15 18,032,084.50 100 2015
5 34
75,731,001.64 92,003,469.48 92,026,452.90
0.2764 0.2567 0.3401
17.03% 17.36% 29.33%
3.1.2
2015 2014 2013
0.6355 0.1830 0.0434
479,116,459.79 609,338,143.77 445,146,546.10
2.041 1.744 1.486
1
2
3.2
3.2.1
11.90% 1.14% 10.21% 1.17% 1.69% -0.03%
12.20% 1.36% 5.11% 1.36% 7.09% 0.00%
17.03% 1.17% 9.75% 1.17% 7.28% 0.00%
77.63% 0.92% 79.42% 0.95% -1.79% -0.03%
98.17% 1.05% 120.12% 1.11% -21.95% -0.06%
122.15% 1.00% 144.58% 1.14% -22.43% -0.14%
3.2.2
100 100 2015
6 34
(2010 4 29 2015 12 31 )
1 2010 4 29
2
3.2.3
100
100 2015
7 34
1 2010 4 29
2
3.3
10
2015 - - - - -
2014 - - - - -
2013 0.200 3,200,634.98 2,087,494.85 5,288,129.83 -
0.200 3,200,634.98 2,087,494.85 5,288,129.83 -
§4
4.1
4.1.1
1998 3 5 [1998]5 1.1 100 2015
8 34
2015 12 31 58 2 300 LOF 100 LOF 180 180 (LOF) LOF 5 5 100 LOF 6 TMT50 + 300100 2015
9 34
2004 2007 11 19 2008
2 14 3 24 QDII “ ” QDII
4.1.2
300 ETF 100
QDII-ETF
2014-11-04 - 9
FRM 2010
5 2011 6
2014 1 180 180 300 2012 3 2014 1 300 300 2014 1 2015 8 300 2014 1 2015 8 26 300 2014 6100 2015
10 34
2014 11 100 100 2015 3 2015 8 27 300
QDII (LOF) QDII-FOF
2015-07-14 - 12
2004 6 2007 6 Avera Global Partners 2007
6 2011 4 Security Global Investors
2011 5 2013 4 2013 8 2015 7
100
(LOF) ,2015
12 2015 8
2015-01-16 2015-07-14 6
2006 6 2008 8 2008
9 2010 6 2010 6
100 2015
11 34
2015 1
2015 7 100 (LOF)
1
2
4.2
4.3
4.3.1
100 2015
12 34
4.3.2
1% 95% 0 t
T=3 T=5 =30 1%
t
4.3.3
100 2015
13 34
4.4
4.4.1
100 2015 12
0.08% 1.2% 0.5% 5%
4.4.2
2015 17.03% 9.75%
4.5
A 100 “ ” 100
QE —— 100 QDII 100 160213 100 2015
14 34
4.6
4.7
4.8
§5
5.1
, , ,
5.2
, , ,
5.3
100 2015
15 34
§6
§7
7.1
100
2015 12 31
2015 12 31
2014 12 31
- -
48,716,035.74 59,235,866.56
- -
- -
437,449,293.94 560,954,143.23
391,212,180.08 524,715,711.90
46,237,113.86 36,238,431.33
- -
- -
- -
- -
- -
6,753.63 11,744.83
165,097.83 174,820.32
2,102,693.71 4,622,422.45
- - 100 2015
16 34
48,759.79 45,946.96
488,488,634.64 625,044,944.35
2015 12 31
2014 12 31
- -
- -
- -
- -
- -
- -
8,686,423.74 14,944,744.74
321,695.03 417,405.76
100,529.70 130,439.27
- -
- -
- -
- -
- -
- -
263,526.38 214,210.81
9,372,174.85 15,706,800.58
- -
234,759,786.91 349,356,545.11
244,356,672.88 259,981,598.66
479,116,459.79 609,338,143.77
488,488,634.64 625,044,944.35
2015 12 31 2.041 234,759,786.91
7.2
100 100 2015
17 34
2015 1 1 2015 12 31
2015 1 1 2015 12 31
2014 1 1 2014 12 31
82,032,431.13 98,675,602.37
1. 291,044.02 299,092.88
291,044.02 299,092.88
- -
- -
- -
- -
2. “-” 121,252,013.02 55,577,333.80
107,125,335.17 45,728,763.53
8,891,990.27 3,155,409.12
- -
- -
- -
5,234,687.58 6,693,161.15
3. “-”
-43,385,631.01 42,225,530.33
4. “ ” 3,312,084.65 -41,641.42
5. “-” 562,920.45 615,286.78
6,301,429.49 6,672,132.89
1 4,113,915.11 4,590,772.38
2 1,285,598.45 1,434,616.33
3 - -
4 165,554.31 125,283.11
5 - - 100 2015
18 34
- -
6 736,361.62 521,461.07
“-”
75,731,001.64 92,003,469.48
- -
“-” 75,731,001.64 92,003,469.48
7.3
100
2015 1 1 2015 12 31
2015 1 1 2015 12 31
349,356,545.11 259,981,598.66 609,338,143.77
- 75,731,001.64 75,731,001.64
“-”
-114,596,758.20 -91,355,927.42 -205,952,685.62
1. 207,540,919.85 182,646,856.46 390,187,776.31
2. -322,137,678.05 -274,002,783.88 -596,140,461.93
“-”
- - -
234,759,786.91 244,356,672.88 479,116,459.79 100 2015
19 34
2014 1 1 2014 12 31
299,658,451.08 145,488,095.02 445,146,546.10
- 92,003,469.48 92,003,469.48
“-”
49,698,094.03 22,490,034.16 72,188,128.19
1. 416,727,604.37 253,587,347.50 670,314,951.87
2. -367,029,510.34 -231,097,313.34 -598,126,823.68
“-”
- - -
349,356,545.11 259,981,598.66 609,338,143.77
7.1 7.4
7.4
7.4.1
100 ( “ ”) ( “ ”) [2010] 208 100 100100 2015
20 34
555,798,507.70 (2010) 098 100 2010 4 29 555,982,545.46 184,037.76
100 Nasdaq-100 Nasdaq-100 ( ETF)( “ ”) 5% 80% Nasdaq-100 10% 100 (Nasdaq-100Index) ( )
2016 3 25
7.4.2
2006 2 15 ( “ ”) XBRL 3 < > ( “ ”) 100 7.4.4
7.4.3
2015 2015 12 31 2015 100 2015
21 34
7.4.4
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)
7.4.7
(“ ”)
(State Street Bank and Trust Company)
(Assicurazioni Generali S.p.A.)
100 2015
22 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
4,113,915.11 4,590,772.38
1,220,588.93 1,545,728.69
0.8%
X 0.80% /
7.4.8.2.2
2015 1 1 2015 12
31
2014 1 1 2014 12
31
1,285,598.45 1,434,616.33
0.25%
X 0.25% /
7.4.8.3 ( ) 100 2015
23 34
( )
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
32,707,316.1
3
286,891.97
46,058,474.5
6
294,019.30
16,008,719.6
1
1,592.66
13,177,392.0
0
2,234.20
7.4.8.6
7.4.8.7
7.4.9 2015 12 31
7.4.9.1 /
/
7.4.9.2
100 2015
24 34
7.4.9.3
7.4.9.3.1
7.4.9.3.2
7.4.10
(1)
(a)
(b)
(i)
2015 12 31 437,449,293.94 (2014 12 31 560,954,143.23 )
(ii)
( )
(iii)
100 2015
25 34
(c)
2015 12 31 (2014 12 31 )
(d)
(2)
§8
8.1
%
1
391,212,180.08 80.09
391,212,180.08 80.09
- -
- -
- -
2
46,237,113.86 9.47
3
- -
- -
- -
4
- -
- -
- - 100 2015
26 34
- -
- -
5
- -
- -
6
- -
7
48,716,035.74 9.97
8
2,323,304.96 0.48
9
488,488,634.64 100.00
8.2
391,212,180.08 81.65
391,212,180.08 81.65
8.3
8.3.1
215,628,340.84 45.01
80,978,485.43 16.90
57,661,041.15 12.03
26,726,982.27 5.58
5,899,019.76 1.23
4,318,310.63 0.90
- -
391,212,180.08 81.65
GICS)
8.3.2
100 2015
27 34
8.4
8.4.1
( )
( )
( )
1
APP
LE INC
AAPL
US
63,622 43,486,676.33 9.08
2
MIC
ROSOFT
CORP
MSFT
US
91,235 32,868,770.71 6.86
3
AM
AZON.C
OM INC
AMZN
US
5,322 23,358,041.42 4.88
4
ALP
HABET
INC-CL C
ALPH
ABET GOOG
US
3,924 19,336,935.07 4.04
5
FAC
EBOOK
INC-A
Faceb
ook
FB US
25,900 17,602,162.56 3.67
6
ALP
HABET
INC-CL A
ALPH
ABET GOOG
L US
3,311 16,727,455.87 3.49
7
INT
EL CORP
INTC
US
53,896 12,056,778.81 2.52
8
GIL
EAD
SCIENCE
S INC
GILD
US
16,516 10,852,455.23 2.27
9
CO
MCAST
CORP-CL
ASS A
CMCS
A US
27,931 10,234,863.81 2.14
10
CISC
O
SYSTEM
S INC
CSCO
US
57,946 10,217,833.04 2.13
100 2015
28 34
8.5
8.5.1 2% 20
1 APPLE INC AAPL US 12,113,836.30 1.99
2
WALGREENS BOOTS
ALLIANCE INC
WBA US 11,395,918.90 1.87
3 MICROSOFT CORP MSFT US 8,555,806.06 1.40
4 KRAFT HEINZ CO/THE KHC US 8,473,595.32 1.39
5 AMAZON.COM INC AMZN US 8,076,133.70 1.33
6 GILEAD SCIENCES INC GILD US 5,141,742.96 0.84
7
COMCAST CORP-CLASS
A
CMCSA US 4,514,075.68 0.74
8 FACEBOOK INC-A FB US 4,478,302.74 0.73
9 ALPHABET INC-CL C GOOG US 4,467,273.02 0.73
10 INTEL CORP INTC US 4,455,397.18 0.73
11 CISCO SYSTEMS INC CSCO US 4,324,065.79 0.71
12 QUALCOMM INC QCOM US 4,244,948.35 0.70
13 ALPHABET INC-CL A GOOGL US 3,278,070.35 0.54
14 PAYPAL HOLDINGS INC PYPL US 3,249,293.69 0.53
15
MONSTER BEVERAGE
CORP
MNST US 2,649,468.15 0.43
16 CELGENE CORP CELG US 2,628,933.59 0.43
17 T-MOBILE US INC TMUS US 2,363,993.00 0.39
18 STARBUCKS CORP SBUX US 2,357,937.66 0.39
19 JD.COM INC-ADR JD US 2,355,045.57 0.39
20 AMGEN INC AMGN US 2,277,560.56 0.37
1.
2.
8.5.2 2% 20
100 2015
29 34
1 APPLE INC AAPL US 42,943,549.61 7.05
2 MICROSOFT CORP MSFT US 23,409,635.09 3.84
3 GILEAD SCIENCES INC GILD US 15,295,122.66 2.51
4 AMAZON.COM INC AMZN US 15,053,332.30 2.47
5 ALPHABET INC-CL C GOOG US 11,890,322.01 1.95
6 FACEBOOK INC-A FB US 11,603,394.22 1.90
7 INTEL CORP INTC US 10,182,161.05 1.67
8 CISCO SYSTEMS INC CSCO US 9,813,878.56 1.61
9 ALPHABET INC-CL A
GOOGL
US
9,323,838.59 1.53
10 QUALCOMM INC QCOM US 9,002,204.11 1.48
11 COMCAST CORP-CLASS A
CMCSA
US
8,187,219.60 1.34
12 AMGEN INC AMGN US 8,151,977.98 1.34
13 CELGENE CORP CELG US 7,455,528.12 1.22
14 BIOGEN IDEC INC BIIB US 5,967,593.73 0.98
15 STARBUCKS CORP SBUX US 5,206,929.59 0.85
16 KRAFT FOODS GROUP INC KRFT US 5,163,158.44 0.85
17 WALGREENS BOOTS ALLIANCE INC WBA US 5,077,074.43 0.83
18 MONDELEZ INTERNATIONAL INC-A MDLZ US 4,597,278.25 0.75
19 DIRECTV DTV US 4,527,276.90 0.74
20 EXPRESS SCRIPTS HOLDING CO ESRX US 3,966,821.25 0.65
1.
2.
8.5.3
158,459,514.29
355,504,479.74
8.6
100 2015
30 34
8.7
8.8
8.9
8.10
(%)
1
POWERS
HARES
QQQ
NASDAQ
100
ETF
Invesco
Powershares
Capital
23,316,608.48 4.87
2
PROSHAR
ES
ULTRAPR
O QQQ
ETF
ProShares
Trust
22,920,505.38 4.78
8.11
8.1 1.1
8.1 1.2
8.1 1.3
1
-
2
-
3
165,097.83100 2015
31 34
4
6,753.63
5
2,102,693.71
6
48,759.79
7
-
8
-
9
2,323,304.96
8.1 1.4
8.1 1.5
§9
9.1
( )
21,053
11,150.89 34,354,504.98 14.63% 200,405,281.93 85.37%
9.2
308,220.75 0.13% 100 2015
32 34
9.3
0
0~10
§10
(2010 4 29 ) 555,982,545.46
349,356,545.11
207,540,919.85
322,137,678.05
-
234,759,786.91
§11
11.1
11.2
2015 8 8
2015 8 14
2015 8 22
2015 9 1100 2015
33 34
2015 12 10
2015 1 4 2015 9 18
11.3
11.4
11.5
75,000 6
11.6
11.7
11.7.1
Morgan Stanley
Co.
International
plc
1 434,899,255.02 86.78% 121,104.40 77.02% -
Goldman Sachs
International
1 66,269,377.45 13.22% 36,136.99 22.98% -
State Street
Global Markets
1 - - - - -
Deutsche Bank 1 - - - - - 100 2015
34 34
Asia Limited
1
2
3
4
5
11.7.2
Morgan Stanley
Co. International
plc
- - - - - -
132,91
8,676.5
8
68.49%
Goldman Sachs
International
- - - - - -
61,159,
103.91
31.51%
State Street
Global Markets
Deutsche Bank
Asia Limited
