[2015]32

A l l ianz SE(CITIC Trust) 1999 1 25 2016 12 31

20

( ” ) (” )

1.2. 2006 12 73.

4.,

5.LOF ETF

6. 80%- 95% 5%- 20%

60- 80% 20- 40%7. ,

1.2. 2006 12 73.

4.,

5.LOF ETF

6. 40%- 60% 40%- 60%

30- 50% 50- 70%7. ,

1.2. 2006 12 73.

4.

5.

6. 0- 100%7. ,

1.2. 2007 05 183.

4.,

5.LOF ETF

6. 80%- 95% 5%- 20%60- 80%

20- 40%7. ,

1.2. 2007 05 183.

4.,

5.LOF ETF

6. 40%- 60% 40%- 60%

30- 50% 50- 70%7. ,

1.2. 2007 05 183.

4.

5.

6. 0- 100%7. ,

1.2. 2010 11 133.

4.

5.ETF LOF

6. 50%- 100% 0%- 50%7. ,

1.2. 2010 11 133.4.

5.ETF LOF

6. 85%- 100% 0%- 15%7. ,

11. 12. 2016 11 13.

4.5.

1/ / 1

6. 0%- 95% 0%- 95%5%

7.

21 22. 2016 11 13.

4.5.

1/ / 1

6. 0%- 95% 0%- 95%5%

7.

31. 32. 2016 11 13.

4.5.

1/ / 1

6. 0%- 95% 0%- 95%5%

7.

” )

1 2 3

2016 12 31 1.7209 1.6876 1.3287 1.1587 1.3019 1.3272 1.0030 0.5790 1.0001 1.0002 1.0005

2015 12 31 1.9491 1.7115 1.3019 1.3024 1.4288 1.2982 0.9979 0.6878 - - -

(%) ( / - 1)

2016 - 11.7% - 1.4% 2.1% - 11.0% - 8.9% 2.2% 0.5% - 15.8% 0.01%* 0.02%* 0.05%*

2015 32.9% 18.1% 3.3% 33.6% 22.3% 3.4% - 0.6% - 31.2% - - -

2014 16.3% 16.5% 4.5% 14.9% 18.5% 4.4% 1.5% 0.0% - - -

2013 - 1.5% - 1.4% 3.6% 6.0% 4.3% 3.6% 0.5% 0.0% - - -

2012 4.9% 4.4% 3.7% 2.5% 4.0% 3.8% - 0.1% - 0.4% - - -

2011 - 24.8% - 11.6% 3.1% - 22.6% - 17.0% 3.5% - 1.5% 0.4% - - -

2010 - 5.1% - 0.4% 1.6% - 1.6% - 1.4% 1.6% - - - - -

2009 59.9% 28.1% 1.2% 46.8% 38.0% 1.1% - - - - -

2008 - 47.9% - 33.3% 3.3% - 46.7% - 32.3% 3.1% - - - - -

2007 92.0% 54.2% 2.5% - - - - - - - -

*

1 2 3

88,726,058 3,887,381 - 57,982,686 17,055,141 - - 14,834,830 - - -

8,040,854 6,192,925 - 49,681,185 40,074,168 - 38,673,669 - - - -

179,685,142 9,488,089 - 640,312,230 143,842,965 - - - - - -

17,529,103 2,116,638 14,570,762 87,242,392 82,373,682 544,680,091 24,786,864 1,191,406 30,002,985 34,751,897 -

(%) 30.2% 17.9% 0.0% 6.9% 6.0% 0.0% 0.0% 92.6% - - -

(%) 2.7% 28.6% 0.0% 5.9% 14.1% 0.0% 60.9% 0.0% - - -

(%) 61.1% 43.7% 0.0% 76.8% 50.8% 0.0% 0.0% 0.0% - - -

(%) 6.0% 9.8% 100.0% 10.4% 29.1% 100.0% 39.1% 7.4% 100.0% 100.0% -

( )( )

2016 12 31

1 2 3

1,089,414 1,539,081 269,659 9,291,290 25,379,819 2,517,875 394,240 7,096 5,000,000 258,816 406,448 46,153,738

293,981,157 21,685,033 14,570,762 835,218,493 283,345,956 544,680,091 63,460,533 16,026,236 30,002,985 34,751,897 - 2,137,723,143

- - - - - - - - 4,900,000 100,000 34,602,948 39,602,948

528 348 44 1,951 4,482 368 137 12 1,100 726 15,777 25,473

6,030 159 6,754 39,838 41,572 552,542 25,730 660 7,089 3,233 - 683,607

599,248 47,379 - 14,560,572 5,296,605 350,509 147,563 502,034 - - - 16,503,910

295,676,377 23,272,000 14,847,219 859,112,144 314,068,434 548,101,385 64,028,203 16,536,038 39,911,174 35,114,672 35,025,173 2,245,692,819

1,479,660 181,012 6,873 3,606,707 1,512,494 1,818,329 564,357 643,768 4,907,674 107,672 7,673 14,836,219

395,047,154 15,072,529 4,129,068 788,609,159 249,848,929 475,494,135 63,867,148 22,637,994 35,000,000 35,000,000 35,000,000 2,119,706,116

( )/ (100,850,437) 8,018,459 10,711,278 66,896,278 62,707,011 70,788,921 (403,302) (6,745,724) 3,500 7,000 17,500 111,150,484

295,676,377 23,272,000 14,847,219 859,112,144 314,068,434 548,101,385 64,028,203 16,536,038 39,911,174 35,114,672 35,025,173 2,245,692,819

2016 1 1 12 31

I I I II I

/ ( )

/ ()

29,572,596 1,246,868 409,395 173,458,842 46,630,495 13,681,205 443,827 (1,589,794) 10,074 5,130 - 263,868,638

(66,353,286) (1,197,032) - (260,619,784) (68,708,608) - (557,753) (919,420) - - - (398,355,883)

25,731 4,446 3,995 46,360 26,653 23,038 5,908 2,216 1,100 726 770 140,943

- - - - - - - - - 9,016 24,803 33,819

(4,717,016) (368,226) (81,153) (17,612,367) (6,342,206) (2,535,401) (431,509) (235,430) (7,671) (7,672) (7,673) (32,346,324)

(859,184) (47,379) - (1,391,782) (872,866) - (14,843) - - - - (3,186,054)

(869) (1,042) (545) (2,782) (1,879) (1,837) (1,526) (666) (3) (200) (400) (11,749)

/( ) (42,332,028) (362,365) 331,692 (106,121,513) (29,268,411) 11,167,005 (555,896) (2,743,094) 3,500 7,000 17,500 (169,856,610)

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