2006 2007 3 30
2006 2007 3 3 1
...3...4...5...8...8...9...24...28...29...29...32 2
255010 2003 8 8 231,481,957.27 = 65% 35% 88 46 200121 021-50478080 021-50478920 http://www.gtja-allianz.com customerservice@gtja-allianz.com 55 100032 3
010-66106912 010-66106904 custody@icbc.com.cn www.gtja-allianz.com 88 46 1 8 100738 1266 49-51 200040 021-53594666 021-62881889 2006 2005 2004 395,821,001.87-35,794,889.77 78,823,643.21 0.630-0.025 0.039 146,102,606.49-38,542,292.72-47,954,998.27 0.6312-0.0335-0.0285 393,314,306.55 1,122,423,865.25 1,636,915,268.77 1.699 0.975 0.972 52.93% -2.65% 3.79% 82.51% 0.31% -4.62% 88.15% 3.09% 2.77% 1 1 2 1-3 2-4 3 4 3 29.30% 1.21% 16.97% 0.89% 12.33% 0.32% 6 33.57% 1.09% 16.57% 0.89% 17.00% 0.20% 1 82.51% 1.14% 50.10% 0.95% 32.41% 0.19% 4
3 74.62% 0.93% 24.19% 0.94% 50.43% -0.01% 88.15% 0.88% 17.88% 0.91% 70.27% -0.03% = X65%+ X35% 100.00% 80.00% 60.00% 40.00% 20.00% 0.00% -20.00% 2004 2005 2006 10 2006 0.600-0.600 2005 - - - 2004 0.400 0.400 5
CFA CPA FRAMLINGTON 2003 2005 7 2005 9 1 2006 1163.88 2675.47 130% 2006 2 2007 6
2007 2007 1 2 3 / 4 7
2006 2006 2006 20073 3 KPMG-B(2007)AR No.0236 3 19 ( ) 2006 12 31 2006 ( ) (1) (2) (3) 8
2006 12 31 2006 2007 3 19 2006 12 31 ( ) 2006 2005 20(b)(v) 19,835,868.91 64,049,615.06 5 2,344,175.67 1,964,284.76 5 598,780.49 598,780.49 3,337,066.92-6 957,531.04 2,942,370.19 9
71,710.40 24,920.50-1.76 7 263,759,838.71 730,890,750.73 7 163,914,072.40 664,924,662.71 7 99,403,029.26 335,870,394.28 7 97,938,493.48 331,843,818.90 7 11,240,000.00 2,046,080.78 7 - - 401,548,001.40 1,138,387,198.55 3,980,553.11 6,018,702.93 2,158,664.90 6,848,416.27 8,073.07 7,382.61 20(b)(i) 609,625.28 1,429,567.63 20(b)(i) 101,604.19 238,261.28 8 609,888.82 776,772.10 9 575,285.48 564,230.48 10 190,000.00 80,000.00 8,233,694.85 15,963,333.30 ------------------- -------------- () 2006 12 31 ( ) 2006 2005 11 231,481,957.27 1,150,919,162.24 12 15,729,742.79 10,046,995.73 /( ) 146,102,606.49 (38,542,292.72) (2006 1.699 ) 10
(2005 0.975 ) 393,314,306.55 1,122,423,865.25 ---------------------------------- 401,548,001.40 1,138,387,198.55 2006 ( ) 2006 2005 13 371,709,602.95 (57,629,758.70) 14 4,148,937.49 11,242,521.68 15 19,466,269.70 4,636,795.62 5,377,367.37 10,367,488.59 666,545.84 1,127,669.99 6,827,070.40 18,058,877.33 672.00-16 1,812,719.20 670,013.35 410,009,184.95 (11,526,392.14) ----------------- ---------------- 20(b)(iii) (11,369,055.03) (20,368,037.97) 20(b)(iv) (1,894,842.58) (3,394,672.95) (505,619.53) (82,580.32) 17 (418,665.94) (423,206.39) (300,000.00) (310,000.00) (90,000.00) (80,000.00) (14,188,183.08) (24,268,497.63) ------------------ ----------------- /( ) 395,821,001.87 (35,794,889.77) /() 12 40,511,557.91 28,833,923.53 436,332,559.78 (6,960,966.24) /( ) (38,542,292.72) (16,504,962.87) /( ) 395,821,001.87 (35,794,889.77) 49,741,299.17 (517,959.63) 11
(211,821,368.63) 14,275,519.55 /( ) 195,198,639.69 (38,542,292.72) 18 (49,096,033.20) - /( ) 146,102,606.49 (38,542,292.72) 2006 ( ) 2006 2005 1,122,423,865.25 1,636,915,268.77 ----------------- ---------------- /( ) 395,821,001.87 (35,794,889.77) 12 40,511,557.91 28,833,923.53 436,332,559.78 (6,960,966.24) ----------------- ----------------- 315,437,573.66 20,135,662.27 18 19,061,226.86 - (1,431,783,658.94) (527,666,099.55) (1,116,346,085.28) (507,530,437.28) --------------------- --------------------- 18 (49,096,033.20) - ------------------ --------------- 393,314,306.55 1,122,423,865.25 12
( ) 1 ( ) ( [2003] 80 ) 2003 8 8 3,666,118,147.89 ( ) 20%-70% 25%-75% 5%-10% 2, 3 (a) 1 1 12 31 (b) 13
(c) (d) /( ) (e) 20% ( ) 14
/( ) (f) ( ) /( ) (g) (h) ( ) 15
(i) 1.5% (j) 0.25% (k) (l) 1 (m) /( ) /( ) /() /( ) /( ) /( ) /( ) (n) /( ) /( ) (o) 90% 16
3 4 [1998]55 [2001]61 [2002]128 [2004]78 [2005]11 ( ) [2005]102 [2005]103 [2005]107 (a) (b) 2003 2004 1 1 (c) 2003 2004 1 1 (d) 20% 2005 6 13 50% (e) 2005 1 24 A B 0.1% (f) (g) 5 2006 2005 ( 20(b)(v)) 2,002,831.32 1,579,432.27 17
341,344.35 384,852.49 2,344,175.67 1,964,284.76 500,000.00 500,000.00 50,000.00 50,000.00 48,780.49 48,780.49 598,780.49 598,780.49 6 2006 2005 8,701.94 17,532.04 1,241.42 883.90 44.50 44.50 947,543.18 2,923,909.75 957,531.04 2,942,370.19 7 /() 2006 2005 99,845,766.31 65,966,088.02 1,464,535.78 4,026,575.38 11,240,000.00 2,046,080.78 112,550,302.09 72,038,744.18 8 2006 2005 64,229.51 260,679.67 287,561.66 22,931.11 104,347.22 50,290.99-133,653.45 153,750.43 309,216.88 609,888.82 776,772.10 18
9 2006 2005 500,000.00 500,000.00 75,285.48 64,230.48 575,285.48 564,230.48 10 2006 2005 100,000.00-90,000.00 80,000.00 190,000.00 80,000.00 11 2006 2005 1,150,919,162.24 1,684,870,267.04 241,817,167.40 21,186,546.24 15,115,959.90 - (1,161,254,372.37) (555,137,651.04) 231,481,957.27 1,150,919,162.24 12 /( ) 2006 2005 10,046,995.73 (31,450,035.40) 40,511,557.91 28,833,923.53 33,879,678.29 23,506,760.95 /()(2,562,039.60) 3,281,081.80 9,193,919.22 2,046,080.78 /( ) 23,879,107.09 (532,924.34) /( ) (58,707,917.94) 13,196,031.94 19
15,729,742.79 10,046,995.73 13 2006 2005 2,429,823,099.71 2,150,745,655.68 (2,056,078,797.91) (2,206,566,280.30) (2,034,698.85) (1,809,134.08) 371,709,602.95 (57,629,758.70) 14 2006 2005 594,960,796.74 1,066,741,115.62 (580,996,103.00) (1,039,122,524.02) (9,815,756.25) (16,376,069.92) 4,148,937.49 11,242,521.68 15 2006 2005 ( ) 530,777.44-18,935,492.26 4,636,795.62 19,466,269.70 4,636,795.62 16 2006 2005 (a) 1,789,562.83 659,584.17 (b) 87.18-868.64 10,427.42 22,200.55 1.76 1,812,719.20 670,013.35 20
(a) 25% (b) 25% 17 2006 2005 4,574.02 9,686.39 300,000.00 310,000.00 90,000.00 80,000.00 24,091.92 23,520.00 418,665.94 423,206.39 18 10 2006 2006 5 15 0.60 30,034,806.34 19,061,226.86 49,096,033.20 19 2006 4,594,752.13 (2005 4,304,688.60 ) 20 (a) ( ) ( ) (b) 21
(i) 2006 2005-609,625.28 1,429,567.63 101,604.19 238,261.28 64,229.51 260,679.67 ( ) 250,000.00 250,000.00 (ii) 2006 - - 1,132,165,920.11 28.87% 174,263,291.68 19.27% 6,863,303.57 34.34% 891,545.28 28.30% 2005 20,000,000.00 12.99% 1,090,017,816.43 27.34% 230,619,818.83 16.40% 970,999.99 20.94% 868,155.50 27.02% =() 1-()- ( ) =() 1-() -()- ( ) (iii) 1.5% = 1.5%/ 22
11,369,055.03 2005 20,368,037.97 (iv) 0.25% = 0.25%/ 1,894,842.58 2005 3,394,672.95 (v) 2006 12 31 19,835,868.91 (2005 64,049,615.06 ) 628,359.90 (2005 1,081,651.35 ) 2006 12 31 2,344,175.67 (2005 1,964,284.76 ) (vi) ( ) (2005 ) (vii) (2005 ) 21 (a) 2006 12 31 23
600582 S 2006-12-14 2007-1-15 600,000 24.94 14,964,000.00 11,407,801.67 30.00 (b) 2006 12 31 601628 2006-12-28 52,000 981,760.00 18.88 981,760.00 2007-1-9 (c) 2006 12 31 0 22 2007 7 1 2006 2 15 ( ) ( ) 22,180,044.58 5.52% 263,759,838.71 65.69% 99,403,029.26 24.75% 11,240,000.00 2.80% 4,965,088.85 1.24% 401,548,001.40 100.00% 24
A 0.00 0.00% B 12,859,200.00 3.27% C 125,276,675.21 31.85% C0 36,280,687.00 9.22% C1 0.00 0.00% C2 0.00 0.00% C3 0.00 0.00% C4 0.00 0.00% C5 0.00 0.00% C6 38,408,178.88 9.77% C7 34,027,809.33 8.65% C8 16,560,000.00 4.21% C9 0.00 0.00% D 0.00 0.00% E 9,681,500.00 2.46% F 0.00 0.00% G 195,500.00 0.05% H 23,054,500.00 5.86% I 50,925,560.00 12.95% J 17,610,957.04 4.48% K 10,344,700.00 2.63% L 13,811,246.46 3.51% M 0.00 0.00% 263,759,838.71 67.06% 1 600036 1,200,000 19,632,000.00 4.99% 2 600000 780,000 16,621,800.00 4.23% 3 002007 720,000 16,560,000.00 4.21% 4 600019 1,800,000 15,588,000.00 3.96% 5 600005 2,414,808 15,358,178.88 3.90% 6 600582 S 600,000 14,964,000.00 3.80% 7 600037 555,561 13,811,246.46 3.51% 8 600030 500,000 13,690,000.00 3.48% 9 600859 550,000 13,365,000.00 3.40% 10 600028 1,410,000 12,859,200.00 3.27% 11 600685 725,900 12,848,430.00 3.27% 12 600519 145,000 12,735,350.00 3.24% 13 000858 550,000 12,567,500.00 3.20% 14 000002 800,000 12,352,000.00 3.14% 25
15 000869 220,350 10,977,837.00 2.79% 16 000069 470,000 10,344,700.00 2.63% 17 600970 335,000 9,681,500.00 2.46% 18 002024 205,000 9,307,000.00 2.37% 19 000807 700,000 7,462,000.00 1.90% 20 600312 415,189 6,215,379.33 1.58% 21 600048 74,722 3,236,957.04 0.82% 22 000402 120,000 2,022,000.00 0.51% 23 601628 52,000 981,760.00 0.25% 24 000061 30,000 382,500.00 0.10% 25 000063 5,000 195,500.00 0.05% 2% 1 600036 107,417,601.83 9.57% 2 600028 74,946,707.58 6.68% 3 000423 S 47,418,610.92 4.22% 4 600582 S 46,109,465.84 4.11% 5 600330 40,635,166.60 3.62% 6 600611 40,193,424.22 3.58% 7 000061 37,454,808.66 3.34% 8 600970 37,379,885.57 3.33% 9 000619 34,872,793.69 3.11% 10 600019 32,001,962.71 2.85% 11 600123 31,922,788.92 2.84% 12 000060 31,419,475.49 2.80% 13 000069 29,605,117.66 2.64% 14 000063 29,154,408.18 2.60% 15 600000 27,837,777.19 2.48% 16 600048 27,576,606.63 2.46% 17 000002 25,341,690.70 2.26% 18 000410 24,931,136.78 2.22% 19 600692 22,922,029.08 2.04% 20 600594 22,835,969.49 2.03% 21 600468 22,833,581.97 2.03% 2% 1 600036 152,005,750.29 13.54% 2 600028 125,993,706.73 11.23% 3 000063 89,196,529.29 7.95% 4 000069 73,723,773.87 6.57% 26
5 600000 60,426,055.11 5.38% 6 600183 58,325,406.17 5.20% 7 000619 57,836,217.56 5.15% 8 000002 53,985,222.78 4.81% 9 000024 50,754,229.69 4.52% 10 600016 50,556,145.00 4.50% 11 000423 S 49,696,873.16 4.43% 12 600330 48,839,584.83 4.35% 13 000061 48,526,443.81 4.32% 14 002007 43,526,382.29 3.88% 15 600887 42,430,148.88 3.78% 16 000402 40,759,101.63 3.63% 17 600582 S 40,195,210.38 3.58% 18 600611 39,390,262.58 3.51% 19 600519 38,188,992.37 3.40% 20 600970 36,123,476.08 3.22% 21 600596 35,235,520.55 3.14% 22 600037 33,029,212.10 2.94% 23 600123 32,703,185.01 2.91% 24 600048 30,418,079.32 2.71% 25 000932 30,118,897.59 2.68% 26 000060 30,062,614.31 2.68% 27 600150 29,405,458.85 2.62% 28 000410 28,171,662.60 2.51% 29 000852 S 27,633,777.65 2.46% 30 000983 26,564,273.65 2.37% 31 600009 25,039,445.56 2.23% 32 600406 25,035,647.98 2.23% 33 600693 23,745,438.13 2.12% 34 600018 22,770,936.19 2.03% 35 000733 22,630,387.34 2.02% 1,559,662,959.73 2,429,823,099.71 31,460,146.00 8.00% 0.00 0.00% 50,090,100.00 12.74% 27
818,400.00 0.21% 17,034,383.26 4.33% 99,403,029.26 25.27% 1 03 16 20,000,000.00 5.09% 2 06 01 19,893,100.00 5.06% 3 12,340,674.50 3.14% 4 01 09 10,197,000.00 2.59% 5 20 7,754,346.50 1.97% 1 2 3 20061231 598,780.49 71,710.40 957,531.04 3,337,066.92 4 110874 12,340,674.50 3.14% 100795 2,066,731.20 0.53% 110317 1,427,160.80 0.36% 125959 1,185,000.00 0.30% 125822 14,816.76 0.004% 5 9,754,257 0.00 0 0.00 11,262 20,554.25 36,702,474.80 15.86% 194,779,482.47 84.14% 28
200388 3,666,118,147.89 1,150,919,162.24 241,817,167.40 1,161,254,372.37 231,481,957.27 12006124 Michael Baeck Thilo Ketterer 22006216 32006621 42006114 520061123 2006516 10 0.60 90,000.00 3 29
1 2 1,132,165,920.11 28.87% 891,545.28 28.30% 1 882,851,321.57 22.51% 721,003.87 22.89% 1 698,317,900.02 17.81% 569,417.76 18.07% 1 513,853,834.59 13.10% 403,197.19 12.80% 1 507,215,734.18 12.93% 412,907.88 13.11% 1 187,408,052.76 4.78% 152,409.20 4.84% 2 174,263,291.68 19.27% - - 190,022,852.80 21.01% 223,500,000.00 30.22% 289,512,062.30 32.01% 78,000,000.00 10.55% 57,819,020.70 6.39% - - 107,052,524.30 11.84% 328,000,000.00 44.35% 85,783,856.70 9.48% 110,000,000.00 14.87% 3 4 1 A 3 B C D E 30
F 2 A B C D E F G H 1. 2006110 2. 2006317 3. 2006324 4. 2006414 5. 2006418 31
6. 2006728 7. 200688 8. 20061021 9. 20061030 10. 2006111 11. 20061116 12. 20061223 13. 20061227 20061231 1 2 3 4 5 6 7 8 88 46 (021)38784766 http://www.gtja-allianz.com 32 2007 3 30