180 2015 180 2015 2015 12 31
180 2015 1 1.1 2016 3 24 2015 1 1 12 31 2 55
180 2015 1.2 1... 2 1.1... 2 2... 5 2.1... 5 2.2... 5 2.3... 6 2.4... 6 2.5... 7 3... 7 3.1... 7 3.2... 8 3.3... 9 4... 9 4.1... 9 4.2... 11 4.3... 12 4.4... 13 4.5... 14 4.6... 14 4.7... 15 4.8... 15 5... 15 5.1... 15 5.2... 15 5.3... 15 6... 16 6.1... 16 6.2... 16 6.3... 16 7... 17 7.1... 17 7.2... 19 7.3... 20 7.4... 22 8... 44 8.1... 44 8.2... 45 8.3... 45 8.4... 46 8.5... 48 8.6... 48 8.7... 48 3 55
180 2015 8.8... 48 8.9... 48 8.10... 48 8.12... 49 9... 50 9.1... 50 9.2... 50 9.3... 51 9.4... 51 10... 51 11... 52 11.1... 52 11.2... 52 11.3... 52 11.4... 52 11.5... 52 11.6... 53 11.7... 53 11.8... 54 12... 54 12.1... 54 12.2... 55 12.3... 55 4 55
180 2015 2 2.1 180 180 ETF 510230 510230 2011 3 31 659,761,607.00 2011 5 23 2.2 1 0.2% 5 55
180 2015 2 180 2.3 021-31081600 010-66594896 xinxipilu@gtfund.com fcid@bankofchina.com 021 31089000 400-888-8688 95566 021-31081800 010-66594942 100 1 39 188 1 16-19 200082 100818 2.4 http://www.gtfund.com 6 55
180 2015 18 8 16-19 2.5 202 11 17 3 3.1 3.1.1 2015 2014 2013-536,370,747.20 886,602,018.60-5,022,962.41-307,623,055.99 1,004,202,069.58-158,105,381.22-0.5316 2.0786-0.4657-9.57% 63.59% -14.04% -8.94% 89.04% -6.46% 3.1.2 2015 2014 2013 1,096,964,091.29 1,057,252,882.49-117,467,930.76 1.6627 2.4487-0.3499 3,601,247,306.84 2,588,164,508.18 1,064,754,792.72 5.4584 5.9944 3.1710 3.1.3 2015 2014 2013 55.02% 70.25% -9.94% (1) (2) 7 55
180 2015 3.2 3.2.1 17.21% 1.74% 17.34% 1.74% -0.13% 0.00% -11.16% 2.59% -12.34% 2.60% 1.18% -0.01% -8.94% 2.59% -10.30% 2.60% 1.36% -0.01% 61.01% 2.09% 50.23% 2.10% 10.78% -0.01% 55.02% 1.83% 45.11% 1.85% 9.91% -0.02% 3.2.2 180 (2011 3 31 2015 12 31 ) 2011 3 31 8 55
180 2015 3.2.3 180 2011 2011 3 31 2011 12 31 3.3 4 4.1 4.1.1 1998 3 5 [1998]5 1.1 2015 12 31 58 2 9 55
180 2015 300 LOF 100 LOF 180 180 (LOF) LOF 5 5 100 LOF 6 TMT50 + 300 2004 2007 11 19 2008 2 14 3 24 QDII 10 55
180 2015 QDII 4.1.2 ETF 180 ETF 2014-01-1 3 TMT50 300-15 2001 5 2006 9 2006 9 2007 8 2007 9 2007 10 2007 10 2014 1 180 180 2015 3 TMT50 2015 4 300 1 2 4.2 11 55
180 2015 12 55 4.3 4.3.1 4.3.2 1% 95% 0 t
180 2015 T=3 T=5 =30 1% t 4.3.3 4.4 4.4.1 2015 2014 + + 6 5000 4000 6 15 7 3 30%8 11 A 3600 2015 9.41% 300 5.58%84.41% 28 100.29%89.86%89.17% 16.9%1.36%0.43% 180 10.30% 8.94% 13 55
180 2015, 0.99% 2% 4.4.2 2015-8.94% -10.30% 4.5 2015 2016 180 180 180 ETF 4.6 1 2 3 14 55
180 2015 4.7 4.8 5 5.1 180 5.2 5.3 15 55
180 2015 6 (2016)20757 180 180 ( 180 ETF ) 2015 12 31 2015 ( ) 6.1 180 ETF (1) ( ) ( ) (2) 6.2 6.3 180 ETF 16 55
180 2015 180 ETF 2015 12 31 2015 202 11 2016 3 25 7 7.1 180 2015 12 31 2015 12 31 2014 12 31 - - 7.4.7.1 6,068,877.74 19,593,699.73 78,974.89 907,701.13 67,023.06 58,143.74 7.4.7.2 3,597,814,432.58 2,564,674,855.37 3,597,814,432.58 2,564,674,855.37 - - - - - - - - 7.4.7.3 - - 7.4.7.4 - - - 4,668,188.63 7.4.7.5 1,267.99 2,193.96 17 55
180 2015 - - - - - - 7.4.7.6 - - 3,604,030,576.26 2,589,904,782.56 2015 12 31 2014 12 31 - - - - - - 7.4.7.3 - - - - - - - - 1,522,657.59 718,225.25 304,531.51 143,645.05 - - 7.4.7.7 488,647.85 325,704.13 - - - - - - - - 7.4.7.8 467,432.47 552,699.95 2,783,269.42 1,740,274.38 - - 7.4.7.9 2,323,032,614.30 1,520,240,468.97 7.4.7.10 1,278,214,692.54 1,067,924,039.21 3,601,247,306.84 2,588,164,508.18 3,604,030,576.26 2,589,904,782.56 2015 12 31 5.4584 659,761,607.00 18 55
180 2015 7.2 180 2015 1 1 2015 12 31 2015 1 1 2015 12 31 2014 1 1 2014 12 31-285,188,352.16 1,015,115,843.55 1. 191,728.74 64,795.34 7.4.7.11 191,728.74 64,524.78 - - - - - 270.56 - - 2. - -524,760,369.62 881,865,065.48 7.4.7.12-601,785,300.88 831,076,185.67 - - 7.4.7.13 - - - - - - 7.4.7.14 - - 7.4.7.15 77,024,931.26 50,788,879.81 3. - 7.4.7.16 228,747,691.21 117,600,050.98 4. - - 5. - 7.4.7.17 10,632,597.51 15,585,931.75 22,434,703.83 10,913,773.97 1 15,966,360.58 7,916,160.66 2 3,193,272.09 1,583,232.17 19 55
180 2015 3 - - 4 7.4.7.18 2,046,452.64 673,516.01 5 - - - - 6 7.4.7.19 1,228,618.52 740,865.13 - -307,623,055.99 1,004,202,069.58 - - - -307,623,055.99 1,004,202,069.58 7.3 180 2015 1 1 2015 12 31 2015 1 1 2015 12 31 1,520,240,468.97 1,067,924,039.21 2,588,164,508.18 - -307,623,055.99-307,623,055.99 802,792,145.33 517,913,709.32 1,320,705,854.65-1.66,168,734,207.97 46,919,882,072.87 113,088,616,280.84 2.-65,365,942,062.64-46,401,968,363.55-111,767,910,426.19 - - - 20 55
180 2015-2,323,032,614.30 1,278,214,692.54 3,601,247,306.84 2014 1 1 2014 12 31 1,182,222,723.48-117,467,930.76 1,064,754,792.72-1,004,202,069.58 1,004,202,069.58 338,017,745.49 181,189,900.39 519,207,645.88-1.26,868,889,752.56 10,424,768,190.05 37,293,657,942.61 2.-26,530,872,007.07-10,243,578,289.66-36,774,450,296.73 - - - - 1,520,240,468.97 1,067,924,039.21 2,588,164,508.18 7.1 7.4 21 55
180 2015 7.4 7.4.1 180 ( ) ( ) [2011]239 180 180 566,033,941.00 ( ) (2011)106 180 2011 3 31 566,044,541.00 10,600.00 180 180 2011 5 6 180 3,336.396 536,366,537.07 566,044,541.00 0.948 0.28400990 160,761,607.00 3.336 2011 5 9 ( ) [2011]95 2011 5 23 180 180 95% 0.2% 2% 180 22 55
180 2015 ETF 180 ( 180 ETF ) 180 ETF 2016 3 25 7.4.2 2006 2 15 ( ) XBRL 3 < > ( ) 180 7.4.4 7.4.3 2015 2015 12 31 2015 7.4.4 7.4.4.1 1 1 12 31 7.4.4.2 7.4.4.3 (1) 23 55
180 2015 24 55 (2) 7.4.4.4 (1) (2) (3)
180 2015 25 55 7.4.4.5 (1) (2) (3) 7.4.4.6 1) 2) 7.4.4.7 7.4.4.8 /( )
180 2015 7.4.4.9 /( ) 7.4.4.10 7.4.4.11 1% 7.4.4.12 (1) (2) (3) 26 55
180 2015 7.4.4.13 7.4.5 7.4.5.1 7.4.5.2 7.4.5.3 7.4.6 [2002]128 [2008]1 [2012]85 [2015]101 (1) (2) (3) 1 (1 ) 1 1 (1 ) 50% 1 2015 9 8 25% 2015 9 27 55
180 2015 8 50% 20% (4) 0.1% 7.4.7 7.4.7.1 2015 12 31 2014 12 31 6,068,877.74 19,593,699.73 - - - - 6,068,877.74 19,593,699.73 7.4.7.2 2015 12 31 3,296,044,695.55 3,597,814,432.58 301,769,737.03 - - - - - - - - - - - - - - - - - - - - - - 28 55
180 2015 3,296,044,695.55 3,597,814,432.58 301,769,737.03 2014 12 31 2,491,652,809.55 2,564,674,855.37 73,022,045.82 - - - - - - - - - - 2015 12 31 - - - - - - - - - - - - 2,491,652,809.55 2,564,674,855.37 73,022,045.82 (2014 12 31 26,220.00 ) 7.4.7.3 / / 7.4.7.4 7.4.7.4.1 7.4.7.4.2 7.4.7.5 2015 12 31 2014 12 31 29 55
180 2015 1,201.84 1,757.41 - - - - 36.05 410.35 - - - - - - - - 30.10 26.20 1,267.99 2,193.96 7.4.7.6 7.4.7.7 2015 12 31 2014 12 31 488,647.85 325,704.13 - - 488,647.85 325,704.13 7.4.7.8 2015 12 31 2014 12 31 - - - - - - 100,000.00 100,000.00 100,000.00 - - 288,751.03 30 55
180 2015 264,300.77 120,603.51 3,131.70 43,345.41 467,432.47 552,699.95 7.4.7.9 2015 1 1 2015 12 31 431,761,607.00 1,520,240,468.97 18,792,500,000.00 66,168,734,207.97 - -18,564,500,000.00-65,365,942,062.64 659,761,607.00 2,323,032,614.30 7.4.7.10 1,057,252,882.49 10,671,156.72 1,067,924,039.21-536,370,747.20 228,747,691.21-307,623,055.99 576,081,956.00-58,168,246.68 517,913,709.32 50,608,647,281.50-3,688,765,208.63 46,919,882,072.87-50,032,565,325.50 3,630,596,961.95-46,401,968,363.55 - - - 1,096,964,091.29 181,250,601.25 1,278,214,692.54 7.4.7.11 2015 1 1 2015 12 2014 1 1 2014 12 31 31 31 55
180 2015 148,259.49 60,000.35 - - - - 43,050.87 4,024.01 418.38 500.42 191,728.74 64,524.78 7.4.7.12 7.4.7.12.1 32 55 2015 1 1 2015 2014 1 1 2014 12 31 12 31 4,362,556.66 13,484,188.95-606,147,857.54 817,591,996.72 - - -601,785,300.88 831,076,185.67 7.4.7.12.2 2015 1 1 31 2015 12 2014 1 1 2014 12 31 534,249,069.65 127,044,759.48 529,886,512.99 113,560,570.53 4,362,556.66 13,484,188.95 7.4.7.12.3 2015 1 1 2015 12 31 2014 1 1 2014 12 31 111,767,910,426.19 36,774,450,296.73 1,894,814,103.19 567,287,047.73 110,479,244,180.54 35,389,571,252.28-606,147,857.54 817,591,996.72 7.4.7.13
180 2015 7.4.7.14 7.4.7.15 201511 20151231201411 20141231 77,024,931.26 50,788,879.81 - - 77,024,931.26 50,788,879.81 7.4.7.16 201511 20151231201411 20141231 1. 228,747,691.21 117,600,050.98 228,747,691.21 117,600,050.98 - - - - - - - - - - 2. - - - - 3. - - 228,747,691.21 117,600,050.98-26,220.00 (2014 26,220.00 ) 7.4.7.17 33 55
180 2015 201511 20151231 201411 20141231 - - ETF 10,632,597.51 15,585,931.75 10,632,597.51 15,585,931.75 ETF 7.4.7.18 201511 20151231 201411 20141231 2,046,452.64 673,516.01 - - 2,046,452.64 673,516.01 7.4.7.19 201511 201512 31 201411 20141231 100,000.00 100,000.00 100,000.00 100,000.00 957,981.48 474,969.69 10,637.04 5,895.44 60,000.00 60,000.00 1,228,618.52 740,865.13 0.03% ( ) 50,000.00 34 55
180 2015 7.4.8 7.4.8.1 7.4.8.2 7.4.9 ( ) 180 ( 180 ETF ) (Assicurazioni Generali S.p.A.) 7.4.10 7.4.10.1 7.4.10.2 7.4.10.2.1 201511 201512 31 201411 201412 31 15,966,360.58 7,916,160.66 - - 0.50% 35 55
180 2015 X 0.50% / 7.4.10.2.2 201511 201512 31 201411 201412 31 3,193,272.09 1,583,232.17 0.10% X 0.10% / 7.4.10.3 ( ) ( ) 7.4.10.4 7.4.10.4.1 7.4.10.4.2 2015 12 31 2014 12 31 180 ETF 81,777,808.00 12.40% 225,389,108.00 52.20% 7.4.10.5 36 55
180 2015 201511 20151231 201411 20141231 6,068,877.74 148,259.49 19,593,699.73 60,000.35 7.4.10.6 7.4.10.7 7.4.11 7.4.12 2015 12 31 7.4.12.1 / 7.4.12.2 ( ) 60137 2015-12 7-29 11.00 2016-0 1-07 9.40 4,996,902.0 0 46,400,647.68 54,965,922.0 0-7.4.12.3 7.4.12.3.1 7.4.12.3.2 37 55
180 2015 38 55 7.4.13 7.4.13.1 180 180 ( ) 7.4.13.2
180 2015 2015 12 31 (2014 12 31 ) 7.4.13.3 2015 12 31 7.4.13.4 7.4.13.4.1 39 55
180 2015 7.4.13.4.1.1 2015 12 31 1 1-5 5 6,068,877.74 - - - 6,068,877.74 78,974.89 - - - 78,974.89 67,023.06 - - - 67,023.06 - - - 3,597,814,432.58 3,597,814,432. - - - 1,267.99 1,267.99 6,214,875.69 - - 3,597,815,700.57 3,604,030,576. - - - 1,522,657.59 1,522,657.59 - - - 304,531.51 304,531.51 - - - 488,647.85 488,647.85 - - - 467,432.47 467,432.47 - - - 2,783,269.42 2,783,269.42 6,214,875.69 - - 3,595,032,431.15 3,601,247,306. 58 26 84 2014 12 31 1 1-5 5 19,593,699.73 - - - 19,593,699.73 907,701.13 - - - 907,701.13 58,143.74 - - - 58,143.74 40 55
180 2015 - - - 2,564,674,855.37 2,564,674,855. 37 - - - 4,668,188.63 4,668,188.63 - - - 2,193.96 2,193.96 20,559,544.60-2,569,345,237.96 2,589,904,782. - 56 - - - 718,225.25 718,225.25 - - - 143,645.05 143,645.05 - - - 325,704.13 325,704.13 - - - 552,699.95 552,699.95 - - - 1,740,274.38 1,740,274.38 20,559,544.60 2,588,164,508. - - 2,567,604,963.58 18 7.4.13.4.1.2 2015 12 31 (2014 12 31 ) (2014 12 31 ) 7.4.13.4.2 7.4.13.4.3 180 41 55
180 2015 ( ) 180 95% 5% 7.4.13.4.3.1 2015 12 31 % 2014 12 31 % 3,597,814,432.58 99.90 2,564,674,855.37 99.09 - - - - - - - - - - - - 3,597,814,432.58 99.90 2,564,674,855.37 99.09 7.4.13.4.3.2 180 180 5% 180 5% 2015 12 31 42 55 2014 12 31 17,911 12,864 17,911 12,864
180 2015 7.4.14 (1) (a) (b) (i) 2015 12 31 3,542,848,510.58 54,965,922.00 (2014 12 31 2,564,674,855.37 ) (ii) ( ) (iii) ) (c) 2015 12 31 (2014 12 31 43 55
180 2015 (d) (2) 113,088,616,280.84 110,726,535,326.49 2,362,080,954.35 (3) 8 8.1 % 1 3,597,814,432.58 99.83 3,597,814,432.58 99.83 2 - - - - - - 3 - - 4 - - 5 - - - - 6 6,147,852.63 0.17 7 68,291.05 0.00 8 3,604,030,576.26 100.00 44 55
180 2015 8.2 A - - B - - C - - D - - E - - F - - G H I - - - - - - J 3,597,814,432.58 99.90 K - - L - - M - - N O - - - - P - - Q - - R - - S - - 3,597,814,432.58 99.90 8.3 () 45 55
180 2015 () 1 601318 12,896,064 464,258,304.00 12.89 2 600016 36,276,047 349,701,093.08 9.71 3 601166 15,861,970 270,763,827.90 7.52 4 600036 12,289,501 221,088,122.99 6.14 5 600000 11,134,951 203,435,554.77 5.65 6 600030 9,343,653 180,799,685.55 5.02 7 601328 27,979,975 180,191,039.00 5.00 8 601398 38,143,237 174,696,025.46 4.85 9 600837 9,600,541 151,880,558.62 4.22 10 601288 45,494,698 146,947,874.54 4.08 11 601169 12,107,263 127,489,479.39 3.54 12 601601 3,698,033 106,725,232.38 2.96 13 601818 18,947,046 80,335,475.04 2.23 14 601688 3,948,120 77,856,926.40 2.16 15 601939 13,288,787 76,809,188.86 2.13 16 600015 6,316,847 76,686,522.58 2.13 17 600999 3,466,418 75,221,270.60 2.09 18 601628 1,980,001 56,053,828.31 1.56 19 601377 4,996,902 54,965,922.00 1.53 20 601901 4,862,244 46,677,542.40 1.30 21 601211 1,841,050 44,001,095.00 1.22 22 601555 2,629,330 42,253,333.10 1.17 23 601009 2,377,813 42,087,290.10 1.17 24 601099 4,206,679 41,309,587.78 1.15 25 601336 789,474 41,218,437.54 1.14 26 600705 2,582,243 40,231,345.94 1.12 27 600109 2,111,959 34,044,779.08 0.95 28 600369 3,421,698 33,874,810.20 0.94 29 601788 1,447,700 33,210,238.00 0.92 30 600958 1,314,961 30,625,441.69 0.85 31 601998 3,816,364 27,554,148.08 0.77 32 600816 1,050,705 23,924,552.85 0.66 33 600643 1,446,459 21,190,624.35 0.59 34 601198 657,500 19,705,275.00 0.55 8.4 8.4.1 2 20 46 55
180 2015 1 600016 95,398,388.70 3.69 2 601328 90,006,722.28 3.48 3 600705 81,678,865.10 3.16 4 601398 70,455,919.66 2.72 5 601318 54,312,425.62 2.10 6 601288 49,904,617.82 1.93 7 601166 47,586,902.68 1.84 8 601169 45,870,968.51 1.77 9 601211 44,151,859.98 1.71 10 601555 34,326,066.96 1.33 11 600109 33,632,083.15 1.30 12 601788 32,527,914.60 1.26 13 600837 31,430,130.78 1.21 14 600015 31,293,750.29 1.21 15 601688 30,573,320.12 1.18 16 600958 29,658,009.07 1.15 17 601628 29,451,562.08 1.14 18 601939 27,091,958.17 1.05 19 601601 26,519,659.79 1.02 20 600030 23,474,585.00 0.91 8.4.2 2 20 47 55 1 600036 148,515,524.21 5.74 2 600000 52,367,104.20 2.02 3 600016 50,894,560.03 1.97 4 601398 33,285,132.55 1.29 5 601939 31,857,192.26 1.23 6 601818 28,259,892.21 1.09 7 601318 22,576,719.53 0.87 8 600030 19,632,157.05 0.76 9 600837 16,596,575.39 0.64 10 601166 16,188,830.26 0.63 11 601336 13,874,361.78 0.54 12 600109 12,050,212.40 0.47
180 2015 13 601328 9,081,362.33 0.35 14 601601 8,275,531.16 0.32 15 601288 7,098,172.00 0.27 16 600999 6,966,479.64 0.27 17 600015 5,984,041.20 0.23 18 601901 5,565,097.72 0.22 19 601555 4,789,396.45 0.19 20 600705 4,487,990.74 0.17 8.4.3 1,086,987,253.04 534,249,069.65 8.5 8.6 8.7 8.8 8.9 8.10 8.10.1 48 55
180 2015 8.10.2 8.11 8.12 8.12.1 2015 9 12 HOMS HOMS 2865.3 8595.9 8.12.2 8.12.3 1 67,023.06 49 55
180 2015 2-3 - 4 1,267.99 5-6 - 7 8 - - 9 68,291.05 8.12.4 8.12.5 9 9.1 () 2,763 238,784.51 634,819,827.00 96.22% 24,941,780.00 3.78% 9.2 1 512,712,100.00 77.71% 2 180 81,777,808.00 12.40% 50 55
180 2015 3 4 5,000,000.00 0.76% 4,900,000.00 0.74% 5 4,437,300.00 0.67% 6 7 8 9 3,000,000.00 0.45% 2,800,000.00 0.42% 1,700,000.00 0.26% 1,500,000.00 0.23% 10 1,469,800.00 0.22% 9.3 0.00 0.00% 9.4 0 0 10 (2011 3 31 ) 566,044,541.00 431,761,607.00 18,792,500,000.00 18,564,500,000.00-659,761,607.00 51 55
180 2015 11 11.1 11.2 2015 8 8 2015 8 14 2015 8 22 2015 9 1 2015 12 10 2015 4 11.3 11.4 11.5 100,000 5 52 55
180 2015 11.6 11.7 11.7.1 1 - - - - - 2 898,009,602.49 55.41% 828,665.12 61.68% - 1 713,903,980.84 44.05% 507,316.63 37.76% 1 5,791,505.00 0.36% 5,393.61 0.40% - 1 2,879,997.36 0.18% 2,045.94 0.15% - 1 147,537.00 0.01% 134.32 0.01% - 1 61,000.00 0.00% 43.33 0.00% - 1 2 3 4 5 11.7.2 53 55
180 2015 - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - 11.8 1 2 2015-01-31 180 ETF 2015-02-14 3 2015-08-08 4 2015-08-14 5 6 2015-08-22 2015-09-01 7 2015-12-10 12 12.1 1 180 2 180 3 180 54 55
180 2015 4 5 12.2 18 8 16-19 12.3 02131089000400-888-8688 02131089000 http://www.gtfund.com 55 55