5 2015 5 2015 2015 12 31
5 2015 1 2016 3 24 2015 1 1 12 31 2 31
5 2015 2 2.1 5 ETF 511010 511010 2013 3 5 10,106,287.00 2013 3 25 2.2 0.2% 5 5 3 31
5 2015 5 5 5 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 4 31
5 2015 2013 3 5 3.1.1 2015 2014 2013 12 31 25,326,658.85 10,130,666.78-7,665,923.51 34,871,998.99 45,652,058.86-34,278,692.79 7.1547 8.0289-1.7689 6.50% 8.40% -3.41% 3.1.2 2015 2014 2013 4.2180 0.1374-3.6749 1,113,488,620.26 378,627,162.42 891,612,733.94 110.178 104.412 96.325 (1) (2) (3) 2013 3 5 0.01 3.2 3.2.1 2.28% 0.12% 1.93% 0.09% 0.35% 0.03% 3.62% 0.11% 2.94% 0.10% 0.68% 0.01% 6.50% 0.14% 3.85% 0.10% 2.65% 0.04% 11.51% 0.15% 3.76% 0.12% 7.75% 0.03% 3.2.2 5 5 31
5 2015 (2013 3 5 2015 12 31 ) 3 3.2.3 5 2013 2013 3 5 2013 12 31 6 31
5 2015 3.3 10 2013 2.800 6,604,160.36-6,604,160.36-2014 - - - - - 2015 10.000 7,706,287.00-7,706,287.00-12.800 14,310,447.36-14,310,447.36-4 4.1 4.1.1 1998 3 5 [1998]5 1.1 2015 12 31 58 2 300 LOF 100 LOF 180 180 (LOF) LOF 7 31
5 2015 5 5 100 LOF 6 TMT50 + 300 2004 2007 11 19 2008 2 14 3 24 QDII QDII 4.1.2 2015-06-2 5-6 2010 9 2011 9 2011 9 2015 6 8 31
5 2015 5 ETF 6 2013-03-0 5 2015-06-25 10 5 2015 7 6 2006 6 2012 8 2012 8 2012 12 2015 6 2013 3 2015 6 5 2013 10 2015 6 2013 12 2015 2 LOF 2014 3 2015 6 2014 4 2015 6 1 2 4.2 9 31
5 2015 10 31 4.3 4.3.1 4.3.2
5 2015 1% 95% 0 t T=3 T=5 =30 1% t 4.3.3 4.4 4.4.1 2015 PPI M2 2015 12 2015 2015 5 5 SLOSLFPSLMLF 11 31
5 2015 4.4.2 2015 6.50% 3.85% 4.5 2016 2016 2016 4.6 4.7 2015 10 9 10 10 4.8 12 31
5 2015 5 5.1,, 5.2 2015 10 9 10 10 5.3, 6 (2016)20761 7 7.1 5 2015 12 31 2015 12 31 2014 12 31 - - 13 31
5 2015 71,942,036.96 3,404,392.02 194,478.57 160,004.95 125,987.73 9,055.23 1,022,983,086.79 367,009,443.80 - - - - 1,022,983,086.79 367,009,443.80 - - - - - - - - - - 18,864,219.31 8,259,950.08 - - - - - - - - 1,114,109,809.36 378,842,846.08 2015 12 31 2014 12 31 - - - - - - - - - - 614.98 - - - 210,124.01 96,055.24 70,041.32 32,018.42 14 31
5 2015 - - 2,175.00 2,610.00 - - - - - - - - 338,233.79 85,000.00 621,189.10 215,683.66 - - 1,010,618,611.98 362,628,683.46 102,870,008.28 15,998,478.96 1,113,488,620.26 378,627,162.42 1,114,109,809.36 378,842,846.08 2015 12 31 110.178 10,106,287.00 7.2 5 2015 1 1 2015 12 31 2015 1 1 2015 12 31 2014 1 1 2014 12 31 37,590,108.69 48,541,884.75 1. 17,702,406.10 21,582,331.70 237,566.05 75,252.40 17,447,844.06 21,199,848.80 - - 16,995.99 307,230.50 - - 2. - 9,647,879.55-8,598,893.93 15 31
5 2015 - - - - 9,647,879.55-8,598,893.93 - - - - - - - - 3. - 9,545,340.14 35,521,392.08 4. - - 5. - 694,482.90 37,054.90 2,718,109.70 2,889,825.89 1 1,575,021.49 1,708,170.86 2 525,007.14 569,390.26 3 - - 4 33,103.54 42,108.25 5 - - - - 6 584,977.53 570,156.52-34,871,998.99 45,652,058.86 - - - 34,871,998.99 45,652,058.86 7.3 5 2015 1 1 2015 12 31 2015 1 1 2015 12 31 16 31
5 2015 362,628,683.46 15,998,478.96 378,627,162.42-34,871,998.99 34,871,998.99 647,989,928.52 59,705,817.33 707,695,745.85-1. 860,996,117.63 77,129,173.20 938,125,290.83 2. -213,006,189.11-17,423,355.87-230,429,544.98 - -7,706,287.00-7,706,287.00-1,010,618,611.98 102,870,008.28 1,113,488,620.26 2014 1 1 2014 12 31 925,628,658.37-34,015,924.43 891,612,733.94-45,652,058.86 45,652,058.86-562,999,974.91 4,362,344.53-558,637,630.38-1. 240,999,989.26-1,848,294.57 239,151,694.69 17 31
5 2015 2. -803,999,964.17 6,210,639.10-797,789,325.07 - - - - 362,628,683.46 15,998,478.96 378,627,162.42 7.1 7.4 7.4 7.4.1 5 ( ) ( ) [2013]11 5 5 5,423,486,798.00 (2013)97 5 2013 3 5 5,423,628,798.00 142,000.00 5 5 2013 3 5 2013 3 5 5,423,628,798.00 1.00 54,236,287.00 100.00 ( ) [2013]85 2013 3 25 18 31
5 2015 5 ( ) 90% 5 ETF 5 ( 5 ETF ) 5 ETF 2016 3 25 7.4.2 2006 2 15 ( ) XBRL 3 < > ( ) 5 7.4.4 7.4.3 2015 2015 12 31 2015 7.4.4 7.4.5 7.4.5.1 19 31
5 2015 7.4.5.2 7.4.5.3 7.4.6 [2002]128 [2008]1 [2012]85 [2015]101 (1) (2) (3) 20% 7.4.7 20 31 ( ) 5 ( 5 ETF ) (Assicurazioni Generali S.p.A.)
5 2015 7.4.8 7.4.8.1 7.4.8.2 7.4.8.2.1 201511 201512 31 201411 201412 31 1,575,021.49 1,708,170.86 - - 0.30% X 0.30% / 7.4.8.2.2 201511 201512 31 201411 201412 31 525,007.14 569,390.26 0.10% X 0.10% / 7.4.8.3 ( ) ( ) 21 31
5 2015 7.4.8.4 7.4.8.4.1 7.4.8.4.2 2015 12 31 2014 12 31 5 ETF 4,101,111.00 40.58% 325,511.00 8.98% 7.4.8.5 201511 20151231 201411 20141231 71,942,036.96 236,350.42 3,404,392.02 62,571.95 7.4.8.6 7.4.8.7 7.4.9 2015 12 31 7.4.9.1 / / 22 31
5 2015 7.4.9.2 7.4.9.3 7.4.9.3.1 7.4.9.3.2 7.4.10 (1) (a) (b) (i) 2015 12 31 1,022,983,086.79 (2014 12 31 367,009,443.80 ) (ii) (iii) 23 31
5 2015 ) (c) 2015 12 31 (2014 12 31 (d) (2) 2015 938,125,290.83 9,247,379.52 928,877,911.31 (2014 239,151,694.69 192,119,007.31 47,032,687.38 ) (3) 8 8.1 % 1 - - - - 2 1,022,983,086.79 91.82 1,022,983,086.79 91.82 - - 3 - - 4 - - 24 31
5 2015 5 - - - - 6 72,136,515.53 6.47 7 18,990,207.04 1.70 8 1,114,109,809.36 100.00 8.2 8.3 8.4 8.4.1 2 20 8.4.2 2 20 8.4.3 8.5 () 1 1,022,983,054.20 91.87 2 - - 3 - - 25 31
5 2015 - - 4 - - 5 - - 6 - - 7 - - 8 - - 9 32.59 0.00 10 1,022,983,086.79 91.87 8.6 () () 1 019511 15 11 4,569,690 465,240,138.90 41.78 2 019514 15 14 1,510,420 155,180,550.80 13.94 3 150011 4 150014 15 1,100,000 111,991,000.00 10.06 11 15 14 700,000 71,918,000.00 6.46 5 019406 14 06 404,250 43,557,937.50 3.91 8.7 8.8 8.9 8.10 8.10.1 26 31
5 2015 8.10.2 8.11 8.12 8.12.1 8.12.2 8.12.3 1 125,987.73 2-3 - 4 18,864,219.31 5-6 - 7 8 - - 27 31
5 2015 9 18,990,207.04 8.12.4 8.12.5 9 9.1 () 787 12,841.53 9,069,521.00 89.74% 1,036,766.00 10.26% 9.2 28 31 1 616,746.00 6.10% 2 3 4 5 6 584,000.00 5.78% 450,454.00 4.46% 5 307,472.00 3.04% 272,750.00 2.70% 220,700.00 2.18% 1 7 195,000.00 1.93% 8 145,401.00 1.44%
5 2015 9 10-140,000.00 1.39% 140,000.00 1.39% 5 4,101,111.00 40.58% 1 2 5 9.3 0.00 0.00% 9.4 0 0 10 (2013 3 5 ) 5,423,628,798.00 3,626,287.00 8,610,000.00 2,130,000.00-10,106,287.00 29 31
5 2015 11 11.1 11.2 2015 8 8 2015 8 14 2015 8 22 2015 9 1 2015 12 10 2015 1 4 2015 9 18 11.3 11.4 11.5 60,000 3 30 31
5 2015 11.6 11.7 11.7.1 2 - - - - - 1 2 3 4 5 11.7.2 41,051,822.7 4 100.00% 32,000,00 0.00 100.00% - - 31 31