Fund Price Calculation Dealing Date: 06 January 2017 Portfolio: BOCHK All Weather China High Yield Bond Fund CCY MARKET VALUE IN Ex.Rate MARKET VALUE IN % OF NAV ORIG. CURRENCY BASE CURRENCY TOTAL ASSET VALUE PER FAMEX REPORT Breakdown -Investments (Market value) 1,757,451,745.51 97.01% -Deposits 0.00 0.00% -Bank Balance 51,409,862.80 2.84% -Cash Accrual (Dividend receivable & unsettle) (8,014,703.10) -0.44% -Other liquidity 0.00 0.00% -Unrealised/realised P&L on FX 13,770,648.78 0.76% -Unrealised/realised P&L on Futures 0.00 0.00% Reversal of Fee Accrual Account 0.00 0.00% Accrued interest-Deposit 0.00 0.00% Accrued Interest-Bonds (Settle mode) 34,915,834.33 1.93% TOTAL FAMEX AMOUNT 1,849,533,388.32 102.10% LIQUIDITY Deposit in transit 0020-0000-01 CNY 0.00 1.0000000000 0.00 0.00% Subscription in transit 0020-0000-02 AUD 0.00 5.0010389811 0.00 0.00% Subscription in transit 0020-0000-02 CNY 2,920.00 1.0000000000 2,920.00 0.00% Subscription in transit 0020-0000-02 HKD 399,016.01 0.8831955849 352,409.18 0.02% Subscription in transit 0020-0000-02 USD 97,560.98 6.8498000015 668,273.20 0.04% Redemption in transit 0020-0000-03 CNY 0.00 1.0000000000 0.00 0.00% Switching in transit 0020-0000-04 CNY 0.00 1.0000000000 0.00 0.00% Prov for CD/bond int (unsettled trade) 3010-2000-01 CNY 0.001.0000000000 0.00 0.00% Prov for CD/bond int (unsettled trade) 3010-2000-01 USD (21,587.33) 6.8498000015 (147,868.89) (0.01%) Other account receivable 3010-2000-99 CNY 0.00 1.0000000000 0.00 0.00% Management fee rebate receivable 3010-3000-01 CNY 0.00 1.0000000000 0.00 0.00% Management fee rebate receivable 3010-3000-01 USD 2,892.45 6.8498000015 19,812.70 0.00% Trustee fee rebate receivable 3010-3000-02 CNY 0.00 1.0000000000 0.00 0.00% Preliminary expenses 3020-0000-01 CNY 0.00 1.0000000000 0.00 0.00% Prepay expenses 3020-0000-02 CNY 0.00 1.0000000000 0.00 0.00% Prepay licence fee 3020-0000-03 CNY 0.00 1.0000000000 0.00 0.00% Prepay publication fee 3020-0000-04 HKD 0.00 0.8831955849 0.00 0.00% Subscription pending for units issuance 4010-1000-01 AUD 0.00 5.0010389811 0.00 0.00% Subscription pending for units issuance 4010-1000-01 CNY 0.00 1.0000000000 0.00 0.00% Subscription pending for units issuance 4010-1000-01 HKD 0.00 0.8831955849 0.00 0.00% Subscription pending for units issuance 4010-1000-01 USD 0.00 6.8498000015 0.00 0.00% Redemption payable to unitholders 4010-2000-01 AUD (919,914.25) 5.0010389811 (4,600,527.02) (0.25%) Redemption payable to unitholders 4010-2000-01 CNY (6,764,767.68) 1.0000000000 (6,764,767.68) (0.37%) Redemption payable to unitholders 4010-2000-01 HKD (785,856.13) 0.8831955849 (694,064.66) (0.04%) Redemption payable to unitholders 4010-2000-01 USD (230,115.96) 6.8498000015 (1,576,248.30) (0.09%) Dividend payable to unitholders 4010-2010-01 AUD (64,937.75) 5.0010389811 (324,756.22) (0.02%) Dividend payable to unitholders 4010-2010-01 CNY (15,831,974.00) 1.0000000000 (15,831,974.00) (0.87%) Dividend payable to unitholders 4010-2010-01 HKD (4,442,341.97) 0.8831955849 (3,923,456.81) (0.22%) Dividend payable to unitholders 4010-2010-01 USD (414,920.68) 6.8498000015 (2,842,123.67) (0.16%) Other account payable 4010-4000-01 CNY 0.00 1.0000000000 0.00 0.00% Investment management fee payable 4010-3000-01 CNY (1,976,116.23) 1.0000000000 (1,976,116.23) (0.11%) Trustee fee payable 4010-3000-02 CNY (193,327.88) 1.0000000000 (193,327.88) (0.01%) Investment handling fee payable 4010-3000-03 CNY (6,320.00) 1.0000000000 (6,320.00) 0.00% Custodian fee payable 4010-3000-04 CNY 0.00 1.0000000000 0.00 0.00% Guarantor fee payable 4010-3000-05 CNY 0.00 1.0000000000 0.00 0.00% Audit fee payable 4010-3000-06 CNY (63,590.82) 1.0000000000 (63,590.82) 0.00% Audit fee payable 4010-3000-06 USD 0.00 6.8498000015 0.00 0.00% FEL / Secondary commission payable 4010-3000-07 AUD (193.55) 5.0010389811 (967.95) 0.00% FEL / Secondary commission payable 4010-3000-07 CNY 0.00 1.0000000000 0.00 0.00% FEL / Secondary commission payable 4010-3000-07 HKD (1,455.99) 0.8831955849 (1,285.92) 0.00% FEL / Secondary commission payable 4010-3000-07 USD 0.00 6.8498000015 0.00 0.00% Service fee Payable 4010-3000-08 CNY 0.00 1.0000000000 0.00 0.00% Registrar fee payable 4010-3000-09 CNY 0.00 1.0000000000 0.00 0.00% Administrator fee payable 4010-3000-17 CNY 0.00 1.0000000000 0.00 0.00% Director fee payable 4010-3000-19 CNY 0.00 1.0000000000 0.00 0.00% Other fee payable 4010-3000-99 CNY 0.00 1.0000000000 0.00 0.00% Out of pocket expenses payable 4010-4000-03 CNY 0.00 1.0000000000 0.00 0.00% Withholding tax payable 4010-5000-01 CNY 0.00 1.0000000000 0.00 0.00% LIQUIDITY SUBTOTAL (37,903,980.97) -2.09% GROSS ASSET VALUEBEFORE MANAGEMENT FEE, SERVICE FEE AND TRUSTEE FEE FOR THE DEALING DAY 1,811,629,407.35 100.00% Add back: Realized G/L due to FX Fwd (class level) 0.00 Add back: Reversed Unrealized G/L on FX Fwd (class level) of previous valuation day (1,178,295.38) Add back: Unrealized G/L on FX Fwd (class level) as of valuation day 795,994.25 GAV before fees (excluded class level FX Fwd) 1,811,247,106.22 Page 1 09/01/2017 14:57:27 1/44 Fund Price Calculation Dealing Date: 06 January 2017 Portfolio: BOCHK All Weather China High Yield Bond Fund INCOME/EXPENSES INCOME Deposit interest 7000-0000-01 AUD 0.00 0.00 Deposit interest 7000-0000-01 CNY 55,317.09 55,317.09 Deposit interest 7000-0000-01 HKD 453.10 396.64 Deposit interest 7000-0000-01 USD 467.94 3,190.26 Interest on interest bearing securities 7000-0000-02 CNY 34,913,334.63 34,913,334.63 Interest on interest bearing securities 7000-0000-02 USD 3,008,478.53 20,855,573.68 Dividend 7000-0000-03 USD 33,476.97 228,417.95 Amortization income 7000-1000-03 CNY 0.00 0.00 Management fee rebate 7010-1000-01 CNY 0.00 0.00 Management fee rebate 7010-1000-01 USD 5,615.11 37,978.48 Trustee fee rebate 7010-1000-02 CNY 0.00 0.00 Sundry income 7010-0000-01 CNY 0.00 0.00 56,094,208.73 Administrative Expenses Investment management fee 8000-0000-01 CNY (9,032,510.29) (9,032,510.29) Trustee fee 8000-0000-02 CNY (874,298.74) (874,298.74) Service fee 8000-0000-06 CNY 0.00 0.00 Custodian fee 8000-0000-04 CNY 0.00 0.00 Custodian fee 8000-0000-04 HKD (231,288.52) (202,629.31) Registrar fee 8000-0000-07 CNY 0.00 0.00 Director fee 8000-0000-15 CNY 0.00 0.00 Audit fee 8000-1000-01 CNY (63,590.82) (63,590.82) Fund set up fee 8000-1000-02 CNY 0.00 0.00 Legal & professional fee 8000-1000-03 HKD (13,090.00) (11,289.76) Legal & professional fee 8000-1000-03 USD (1,000.00) (6,905.40) Accounting fee 8000-1000-04 CNY 0.00 0.00 License fee 8000-1000-05 HKD 0.00 0.00 Bank charges 8000-2000-03 AUD (20.00) (103.42) Bank charges 8000-2000-03 CNY (1,019.06) (1,019.06) Bank charges 8000-2000-03 HKD (4,600.00) (4,019.66) Bank charges 8000-2000-03 USD (323.44) (2,179.87) Printing 8000-2000-04 CNY 0.00 0.00 Printing 8000-2000-04 HKD (41,700.00) (36,440.92) Postage 8000-2000-05 CNY 0.00 0.00 Publishing charges 8000-2000-06 CNY 0.00 0.00 Publishing charges 8000-2000-06 HKD (34,060.24) (29,739.92) Sundry expenses 8000-2000-99 CNY 0.00 0.00 Sundry expenses 8000-2000-99 USD (350.00) (2,416.89) Bank loan interest 8100-0000-01 CNY 0.00 0.00 Investment handling fee 8100-1000-01 CNY (77,505.00) (77,505.00) Broker commission 8100-1000-03 CNY 0.00 0.00 Other investment expenses 8100-1000-99 CNY 0.00 0.00 Withholding tax 8100-2000-01 USD (5,005.00) (33,410.88) Withholding tax - Dividend 8100-2100-11 CNY 0.00 0.00 (10,378,059.94) Income Equal. Subscription - Class A 6000-4100-01 CNY 0.00 0.00 Income equalization redemption - Class A 6000-4200-01 CNY 0.00 0.00 Income Equal. Subscription - Class B 6000-4100-02 CNY 0.00 0.00 Income equalization redemption - Class B 6000-4200-02 CNY 0.00 0.00 Income Equal.