Transcription

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4 2017 A 1) 2) A 2017 A A 明星 R I 27.14% 27.52% % - 2 -

5

6

7 E - 5 -

8 - 6 -

9

10 , ,000 3(a) 39,072,994 32,384,520 35,392 35,288 1,464,961-3(d) 6,474,073 7,230,515 47,271,420 39,874, ,249 7(b) 63,189 63,015 7(a) 49,355 44,903 3,813 3, ,917 23,917 7(c) 52,473 54,688 1,632, , ,268 2,060, , ,210,535 39,549, ,328,183 39,739, (117,648) (189,699)

11 , , , , ,874,139 (5,336,600) 3,791-12,857,982 (4,459,705) (a) 558, ,005 7(b) 744, ,000 37,972 35, , , , ,039 4,000 49,682 13,695 5,712 34,778 34,928 2,375,702 2,080, ,482,280 (6,540,172) 8 (90,962) (75,763) 10,391,318 (6,615,935) 6 (72,051) (85,462) 10,319,267 (6,701,397)

12 ,739,571 47,810, , ,324 (5,005,839) (1,705,388) (4,730,655) (1,369,064) ,319,267 (6,701,397) ,328,183 39,739,

13 ,391,318 (6,615,935) (137,905) (143,729) (842,147) (733,166) 90,962 75,763 9,502,228 (7,417,067) (6,688,474) 13,232,663 (1,464,961) - (2,215) (305,762) 174 (174) 4,452 (7,932) 402 (582) 1,632, ,398 7,444 3,086,476 5,508, , , , ,166 (92,211) (83,246) 3,974,213 6,362, , ,324 (5,005,839) (1,705,388) (4,730,655) (1,369,064) (756,442) 4,993,403 7,230,515 2,237,112 6,474,073 7,230,515 6,474,073 7,230,

14 (1) % 95% A 5% 30% 25% 2 (a)

15 2 (a) (i) SPPI (SPPI)

16 2 (b) (i) (ii) (iii) (iv) (i) (ii) (v)

17 2 (c) (d) (i) A (ii) (e)

18 2 (f) (g) (h) (i) (j)

19 3 (a) ,838,540 3,413,800 A 36,234,454 28,970,720 39,072,994 32,384, ,284, ,754, ,940, ,669, ,646, ,459, ,902, ,515, ,481, ,379, ,096, ,838, ,413, ,882, ,192, ,072, ,384, %

20 3 (a) A A A 10% 3,623, ,897,072 3(b) (b) ,304,940 1,533, ,838,540 A ,234,454 36,234, ,392 35, , , ,464,961 1,464,961 6,474, ,474,073 6,474,073 1,304,940 1,533, ,000 37,734,807 47,271, ,355 49, ,189 63, ,813 3, ,632,472 1,632, , , ,473 52, ,328,183 45,328, ,365,151 47,365,151 6,474,073 1,304,940 1,533, ,

21 3 (b) ,073,550 2,340, ,413,800 A ,970,720 28,970, ,288 35, , ,000 7,230, ,230,515 7,230,515 1,073,550 2,340, ,000 29,006,008 39,874, ,903 44, ,015 63, ,411 3, , , ,688 54, ,739,571 39,739, ,038,856 40,038,856 7,230,515 1,073,550 2,340, , ,474, ,230, , , ,838, ,413, , ,

22 3 (c) (d) % % A AA

23 3 (d) ,072,994 A+ 5,850,928 A ,145 A ,384,520 A1 6,987,867 A ,648 A (e)

24 3 (e) ,355 63,189 3,813 1,632,472 52, ,666 45,328,183 47,365,151 44,903 63,015 3,411 54, ,268 39,739,571 40,038,856 10% % ,271, ,874, ,036, ,327 39,634, ,

25 3 (f) ,838, ,838,540 A 35,784, ,767-36,234,454 38,623, ,767-39,072, ,413, ,413,800 A 28,970, ,970,720 32,384, ,384,

26 3 (f) (449,767) 449,767 (g)

27 ,067,318 (2,861,362) 8,806,821 (2,475,238) 11,874,139 (5,336,600) I R R I I R I R 2,100, ,342, ,100, ,461, , , (382, ) - (147, ) 2,100, , ,100, ,342, , , (f) , ,699 72, ,

28 I 30,995,843 2,100, R 14,332, , I 24,306,656 2,100, R 15,432,915 1,342, (a) I 1.5% 1.2% R , ,005 49, , (b) 1% 0.11% 31, , , ,000 63, ,

29 7 (c) 52, , (d) 6, , ,648 5, (e) ,000, ,000,000 I (f) , ,000 20, A(1A) A 10% 10% 10%

30 (1,249) (7,483) (1,249) (7,483) ,096 8,951 90,115 74,295 92,211 83, ,962 75, ,249 8,732 (1,249) (7,483) - 1, ,917 23,917 92,211 83,246 (92,211) (83,246) 23,917 23,

31

32 (86.20%) (6.26%) CHINA GOVERNMENT BOND /31/2021 1,300,000 1,304, % CHINA GOVERNMENT BOND /17/2023 1,600,000 1,533, % 2,838, % (79.94%) BAOSHAN IRON & STEEL CO-A 80, , % BEIJING THUNISOFT CORP LTD-A 45, , % CHINA CONSTRUCTION BANK-A 235,960 1,812, % CHINA GEZHOUBA GROUP CO LT-A 55, , % CHINA JUSHI CO LTD -A 60, , % CHINA MERCHANTS BANK-A 64,000 1,857, % CHINA MOLYBDENUM CO LTD-A 100, , % CHINA NORTHERN RARE EARTH -A 97,000 1,415, % CHINA PETROLEUM & CHEMICAL-A 80, , % CHINA RAILWAY TIELONG CONT-A 45, , % CHINA SHENHUA ENERGY CO-A 50,000 1,158, % CHINA STATE CONSTRUCTION -A 100, , % CRRC CORP LTD-A 144,000 1,743, % FANGDA CARBON NEW MATERIAL-A 70,000 2,021, % GUANGSHEN RAILWAY CO LTD-A 80, , % GUANGZHOU BAIYUN INTERNATI-A 90,000 1,323, % GUANGZHOU BAIYUNSHAN PHAR-A 13, , % HENAN SHENHUO COAL & POWER-A 23, , % IND & COMM BK OF CHINA-A 260,000 1,612, % JIANGSU CHANGJIANG ELECTRO-A 20, , % JIANGSU HENGRUI MEDICINE C-A 33,000 2,276, % KWEICHOW MOUTAI CO LTD-A 3,600 2,510, % LIVZON PHARMACEUTICAL GROU-A 7, , % MIDEA GROUP CO LTD-A 35,000 1,940, % PING AN BANK CO LTD-A 148,000 1,968, % PING AN INSURANCE GROUP CO-A 19,000 1,329, % SANY HEAVY INDUSTRY CO LTD-A 50, , % SHANDONG GOLD MINING CO LT-A 30, , % SHANGHAI FOSUN PHARMACEUTI-A 40,000 1,780, % SHENGHE RESOURCES HOLDINGS-A 70,000 1,330, % SHENZHEN SALUBRIS PHARM-A 10, , % YUNNAN ALUMINIUM CO LTD-A 22, , % YUNNAN BAIYAO GROUP CO LTD-A 7, , % 36,234, % ,072, %

33 ,255, % ,328, % 35,150,

34 AGRICULTURAL BANK OF CHINA-A 490, , ,000 - ALUMINUM CORP OF CHINA LTD-A - 50,000 50,000 - ANHUI CONCH CEMENT CO LTD-A - 182, ,901 - AVIC JONHON OPTRONIC TECH-A - 19,981 19,981 - BANK OF CHINA-A 350, ,000 - BAOSHAN IRON & STEEL CO-A - 294, ,960 80,000 BEIJING NEW BUILDING MATERIALS PUBLIC - 147, ,000 - LTD-A BEIJING ORIENT LANDSCAPE-A - 75,000 75,000 - BEIJING SANJU ENVIRONMENTA-A - 12,000 12,000 - BEIJING SINNET TECHNOLOGY COMPANY - 225, ,000 - LIMITED-A BEIJING THUNISOFT CORP LTD-A - 45,000-45,000 BEIJING TIANTAN BIOLOGICAL-A - 15,000 15,000 - BEIJING TONGRENTANG CO-A 45,000-45,000 - BOE TECHNOLOGY GROUP CO LTD-A - 320, ,000 - CHANGCHUN HIGH & NEW TECH-A - 5,000 5,000 - CHAOZHOU THREE-CIRCLE GROU-A - 45,000 45,000 - CHENGDU HONGQI CHAIN CO LT-A - 75,000 75,000 - CHINA CAMC ENGINEERING CO - A - 20,000 20,000 - CHINA CITIC BANK CORP LTD - A - 80,000 80,000 - CHINA COMMUNICATIONS CONSTRUCTION - A 55, , ,000 - CHINA CONSTRUCTION BANK-A 280, , , ,960 CHINA CSSC HOLDING LTD-A - 28,962 28,962 - CHINA EASTERN AIRLINES CO-A 55, , ,000 - CHINA FIBERGLASS CO LTD - A - 210, ,000 60,000 CHINA FORTUNE LAND DEVELOPMENT CO LTD - A - 17,000 17,000 - CHINA GEZHOUBA GROUP CO LT-A - 328, ,000 55,000 CHINA INTERNATIONAL TRAVEL-A - 66,000 66,000 - CHINA LIFE INSURANCE CO-A - 66,902 66,902 - CHINA MERCHANTS BANK-A - 210, ,000 64,000 CHINA MERCHANTS SECURITIES-A - 24,000 24,000 - CHINA MINSHENG BANKING-A - 100, ,000 - CHINA MOLYBDENUM CO LTD-A - 280, , ,000 CHINA NATIONAL CHEMICAL ENGINEERING - A - 110, ,000 - CHINA PACIFIC INSURANCE (GROUP) - 79,000 79,000 - COMPANY LTD-A CHINA PETROLEUM AND CHEMICAL - 230, ,000 80,000 COPORATION - A CHINA RAILWAY CONSTRUCTION -A 90, , ,000 - CHINA RAILWAY GROUP LTD-A - 50,000 50,000 - CHINA RAILWAY HI-THCH INDU-A - 37,000 37,000 - CHINA RAILWAY TIELONG CONT-A - 315, ,000 45,000 CHINA RESOURCES SANJIU MEDICAL & - 23,000 23,000 - PHARMACEUTICAL CO LTD- A CHINA SHENHUA ENERGY CO - A - 130,000 80,000 50,000 CHINA SHIPBUILDING INDUSTRY CO LTD-A - 150, ,000 - CHINA SOUTHER AIRLINES CO-A - 180, ,000 - CHINA STATE CONSTRUCTION -A 225, , , ,

35 CHINA UNITED NETWORK-A 240, , ,000 - CHINA VANKE CO LTD - A - 90,000 90,000 - CHINA YANGTZE POWER CO LTD-A - 204, ,960 - CHONGQING CHANGAN AUTOMOBILE CO LTD - A - 64,000 64,000 - CITIC SECURITIES CO-A - 55,000 55,000 - CSR CORP LTD -A - 396, , ,000 CSSC OFFSHORE AND MARINE E-A - 34,875 34,875 - DAQIN RAILWAY CO LTD -A 70, , ,000 - DASHENLIN PHARMACEUTICAL G-A - 10,000 10,000 - EAST MONEY INFORMATION CO-A - 140, ,400 - FANGDA CARBON NEW MATERIAL CO LTD-A - 110,000 40,000 70,000 FANGDA SPECIAL STEEL TECHNOLOGY CO LTD-A - 60,000 60,000 - FLYTEK CO LTD - A - 30,000 30,000 - FOCUS MEDIA INFORMATION TE-A - 80,000 80,000 - FUTURE LAND HOLDINGS CO -A - 80,955 80,955 - FUYAO GLASS INDUSTRY GROUP-A 60, , ,000 - GIGADEVICE SEMICONDUCTOR B-A - 3,000 3,000 - GREE ELECTRIC APPLIANCES - A 45,000 64, ,000 - GUANGDONG WENS FOODSTUFFS -A - 61,000 61,000 - GUANGHUI ENERGY CO LTD-A - 100, ,000 - GUANGSHEN RAIL-A - 80,000-80,000 GUANGZHOU BAIYUN INTERNATIONAL AIRPORT - 90,000-90,000 CO LTD-A GUANGZHOU BAIYUNSHAN PHARMACEUTICAL - 33,994 20,000 13,994 HOLDINGS CO LTD-A GUOTAI JUNAN SECURITIES CO-A - 33,000 33,000 - GUOYUAN SECURITIES CO LTD-A - 28,000 28,000 - HAFEI AVIATION INDUSTRY CO-A - 15,000 15,000 HANGZHOU HIKVISION DIGITAL TECH CO LTD ,000 95,000 - A HAN'S LASER TECHNOLOGY CO LTD-A - 44,000 44,000 - HENAN SHENHUO COAL & POWER-A - 23,000-23,000 HENAN SHUANGHUI INVESTMENT-A - 74,939 74,939 - HENGTONG OPTIC-ELECTRIC CO-A - 156, ,000 - HESTEEL CO LTD-A - 260, ,000 - HUADONG MEDICINE CO LTD-A - 31,000 31,000 - HUATAI SECURITIES CO LTD-A - 75,000 75,000 - HUAXIA BANK CO LTD-A - 45,000 45,000 - HUAXIN CEMENT CO LTD-A - 30,000 30,000 - HUAYU AUTOMOTIVE SYSTEMS COMPANY - 20,000 20,000 - LIMITED-A HUBEI SANONDA CO LTD-A - 30,000 30,000 - HUNDSUN TECHNOLOGIES INC-A - 15,000 15,000 - IND & COMM BK OF CHINA - A 400, , , ,000 INDUSTRIAL BANK CO LTD-A - 50,000 50,000 - INNER MONG YIL INDUS-A - 137, ,600 - INNER MONGOLIA BAOTOU STEE-A - 202, ,000 97,000 INNER MONGOLIA M-GRASS ECO-A - 246, ,000 - INSPUR ELECTRONIC INFORMAT-A - 29,970 29,970 - JIANGSU CHANGJIANG ELECTRONICS - 169, ,906 20,000 TECHNOLOGY CO LTD - A

36 JIANGSU DONGYUAN ELEC -A - 59,000 59,000 - JIANGSU HENGRUI MEDICINE C-A 50,000 20,000 37,000 33,000 JIANGXI COPPER CO LTD-A - 28,000 28,000 - JIANGXI GANFENG LITHIUM CO-A - 17,000 17,000 - KANGMEI PHARMACEUTICAL CO-A - 80,000 80,000 - KWEICHOW MOUTAI CO LTD - A 5,000 2,000 3,400 3,600 LENS TECHNOLOGY CO LTD-A - 55,000 55,000 - LIVZON PHARMACEUTICAL GROU-A - 23,000 16,000 7,000 LOMON BILLIONS GROUP CO -A - 27,000 27,000 - LUXSHARE PRECISION INDUSTR-A - 18,000 18,000 - MIDEA GROUP CO LTD-A 54,000 74,600 93,600 35,000 NANJING IRON & STEEL CO-A - 130, ,000 - NARI TECHNOLOGY DEVELOPMENT CO LTD-A - 76,000 76,000 - NAVINFO CO LTD-A - 54,928 54,928 - NEW CHINA LIFE INSURANCE COMPANY - 77,000 77,000 - LIMITED -A NINGBO JOYSON ELECTRONIC -A - 15,000 15,000 - NORTH INDUSTRIES GROUP RED-A - 35,000 35,000 - PETROCHINA CO LTD-A 150, , ,000 - PING AN BANK CO LTD-A - 148, ,000 PING AN INSURANCE GROUP CO-A 40,000 84, ,300 19,000 POLY REAL ESTATE GROUP CO -A 105, ,000 - QINGDAO HAIER CO LTD-A - 103, ,000 - SAIC MOTOR CORPORATION LTD-A 70,000 98, ,000 - SANAN OPTOELECTRONICS CO L-A - 55,000 55,000 - SANY HEAVY INDUSTRY CO LTD - A - 50,000-50,000 SGIS SONGSHAN CO LTD-A - 180, ,000 - SHANDONG CHENMING PAPER-A - 54,000 54,000 - SHANDONG DONG -E E-JIAO CO LTD - A - 40,800 40,800 - SHANDONG GOLD MINING CO LTD-A - 106,000 76,000 30,000 SHANDONG SUN PAPER INDUSTR-A - 45,000 45,000 - SHANGHAI FLYCO ELECTRICAL -A - 9,000 9,000 - SHANGHAI FOSUN PHARMACEUTI-A - 161, ,000 40,000 SHANGHAI FRIENDSHIP GROUP - 30,000 30,000 - INCORPORATED COMPANY-A SHANGHAI INTERNATIONAL AIR-A - 20,000 20,000 - SHANGHAI PHARMACEUTICALS-A - 93,000 93,000 - SHANXI COKING CO LTD-A - 50,000 50,000 - SHANXI TAIGANG STAINLESS-A - 240, ,000 - SHENGHE RESOURCES HOLDINGS CO LTD-A - 115,000 45,000 70,000 SHENZEN OVERSEA CHINESE TOWN CO LTD-A - 50,000 50,000 - SHENZHEN O-FILM TECH CO-A - 69,000 69,000 - SHENZHEN SALUBRIS PHARM-A - 10,000-10,000 SHENZHEN SUNWAY COMMUNICAT-A - 12,000 12,000 - SHENZHEN TECHAND ECOLOGY-A - 42,000 42,000 - SHENZHEN WORLD UNION PROPE-A - 85,500 85,500 - SICHUAN ROAD&BRIDGE CO LT-A - 80,000 80,000 - SICHUAN TUOPAI SHEDE WINE -A - 18,500 18,500 - SICHUAN YAHUA INDUSTRIAL-A - 40,000 40,

37 SUNGROW POWER SUPPLY CO LTD-A - 25,000 25,000 - SUNING COMMERCE GROUP CO -A - 59,910 59,910 - SUZHOU ANJIE TECHNOLOGY CO-A - 35,000 35,000 - TANGSHAN JIDONG CEMENT INV-A - 40,000 40,000 - TANGSHAN SANYO CHEMICAL INDUSTRIES CO - 40,000 40,000 - LTD-A THUNDER SOFTWARE TECHNOLOG-A - 10,000 10,000 - TIANMA MICROELECTRONICS CO LTD-A - 27,000 27,000 - TIANQI LITHIUM CORP-A - 22,000 22,000 - TIANSHUI HUATIAN TECHNOLOG-A - 120, ,000 - TONGKUN GROUP CO LTD-A - 56,000 56,000 TUS-SOUND ENVIRONMENT-RES A - 12,000 12,000 - VALIANT CO LTD - A - 20,000 20,000 - WANHUA CHEMICAL GROUP CO-A - 134, ,000 - WEICHAI POWER OC LTD-A - 330, ,000 - WEIFU HIGH-TECHNOLOGY GRP-A - 36,000 36,000 - WULIANGYE YIBIN CO LTD-A - 10,000 10,000 - XIAMEN C & D INC-A - 70,000 70,000 - XIAMEN TUNGSTEN CO LTD-A - 53,000 53,000 - YANTAI JEREH OILFIELD-A - 25,000 25,000 - YONGHUI SUPERSTORES CO LTD-A - 422, ,000 - YONYOU SOFTWARE CO LTD-A - 56,000 56,000 - YUAN LONGPING HIGH-TECH AG-A - 42,000 42,000 - YUNNAN ALUMINIUM CO LTD-A - 102,000 80,000 22,000 YUNNAN BAIYAO GROUP CO LTD - A 27,600 33,000 53,600 7,000 YUNNAN CHIHONG ZINC & GERM-A - 126, ,000 - ZHANGZHOU PIENTZEHUANG PHA-A - 18,000 18,000 - ZHEJIANG CHINT ELECTRICS-A - 37,000 37,000 - ZHEJIANG CRYSTAL-OPTECH -A - 52,000 52,000 - ZHEJIANG DAHUA TECHNOLOGY -A - 20,000 20,000 - ZHEJIANG DAILY DIGITAL CULTU - 35,000 35,000 - ZHEJIANG HANGXIAO STEEL-A - 45,000 45,000 - ZHEJIANG HUAYOU COBALT CO -A - 12,000 12,000 - ZHENGZHOU YUTONG BUS CO-A - 85,000 85,000 - ZHUZHOU KIBING GROUP CO LT-A - 100, ,000 - ZTE CORPORATION - A - 163, ,000 - CHINA GOVERNMENT BOND /31/2021 1,020, , ,000 1,300,000 CHINA GOVERNMENT BOND /17/2023 2,300, ,000 1,600,

38 I 30,995, R 14,332, I 24,306, R 15,432, I 28,238, R 19,571, I R I R I R I R