數(shù)說公募純債及混合資產(chǎn)策略基金2023半年報(bào)

1市場概況2業(yè)績表現(xiàn)3資產(chǎn)配置4持倉特征大固收體系（主動管理

）混合資產(chǎn)策

略現(xiàn)金管理策

略貨幣市場基金純債策

略短期純債基金中長期純債基金一級債基轉(zhuǎn)債型基金轉(zhuǎn)債風(fēng)格型基金二級債基“固收+轉(zhuǎn)債”“固收+權(quán)益”偏債混合型基金分類說明：wind二級分類為“可轉(zhuǎn)換債券型基金”及“興全可轉(zhuǎn)債”判定為“可轉(zhuǎn)債型基金”；近4個(gè)季度轉(zhuǎn)債持倉（占資產(chǎn)凈值比）均值在40%以上且不為“轉(zhuǎn)債型基金”的判斷為“轉(zhuǎn)債風(fēng)格型基金”；基金類型為靈活配置型，近1年權(quán)益?zhèn)}位均值小于40%，且近1年債券倉位均值大于60%的，判定為靈活配置型-偏債基金。靈活配置-偏債

證券代碼證券簡稱基金成立日基金經(jīng)理模(億元)額(億份)基金規(guī)

機(jī)構(gòu)持有份

機(jī)構(gòu)增持份額(億份)近1年回報(bào)(

)近1年回報(bào)排名007017.OF平安如意中短債A2019-04-03張文平,張璐179.52158.5686.302.43195/2720.96234/2723.5413/1571.14146/157短期純債型基金007529.OF嘉實(shí)匯鑫中短債A2019-09-26王立芹,趙國英169.78140.22101.253.1167/2721.17256/2722.67116/1570.76113/157短期純債型基金006797.OF嘉實(shí)中短債A2019-01-24李金燦156.71139.4972.853.1069/2720.82200/2723.0656/1570.69102/157短期純債型基金070009.OF嘉實(shí)超短債C2006-04-26李金燦225.04136.0139.722.11228/2720.60132/2722.26128/1570.4244/157短期純債型基金006591.OF廣發(fā)景明中短債A2018-11-29宋倩倩176.90123.6553.362.60159/2720.79197/2723.2037/1570.6082/157短期純債型基金004722.OF中銀豐和定期開放2017-06-23鄭濤479.93435.510.003.21509/15381.11721/15383.33395/10901.12597/1090中長期純債型基金005309.OF中銀證券匯嘉定期開放2018-03-26呂文曄,余亮417.69379.12-0.103.26471/15381.17814/15383.48295/10901.19718/1090中長期純債型基金003929.OF中銀證券安進(jìn)A2016-12-05王玉璽,余亮337.86319.430.002.98738/15381.03574/15383.07616/10901.07529/1090中長期純債型基金003313.OF中銀睿享定期開放2016-09-22白潔245.25237.220.003.25477/15381.12738/15383.12569/10900.97372/1090中長期純債型基金002898.OF富國兩年期理財(cái)A2016-12-01俞曉斌199.45198.49-37.012.80937/15380.38181/15383.26449/10900.3973/1090中長期純債型基金近1年年化波動率(

)

近1年波動率排

近3年回報(bào)

近3年回報(bào)排

近3年年化波

近3年波動率排名（由小到大） (

) 名 動率(

)

名（由小到大）基金類型基金成立日基金經(jīng)理模(億元)額(億份)基金規(guī)

機(jī)構(gòu)持有份

機(jī)構(gòu)增持份額(億份)近1年回報(bào)(

)近1年回報(bào)排名基金類型2017-11-21張挺102.5746.962.68-混合債券型一級基金2.92證券代碼 證券簡稱005159.OF 華泰保興尊合A006570.OF 中金金元A016296.OF英大通佑一年定開純債-0.050.00-近1年年化波動率(

)

近1年波動率排

近3年回報(bào)

近3年回報(bào)排

近3年年化波

近3年波動率排名（由小到大） (

) 名 動率(

)

名（由小到大）1.71 242/356 3.86 106/281 1.70 173/2810.86 45/356 3.56 125/281 1.05 50/281- - - - - -19.11110035.OF008826.OF易方達(dá)雙債增強(qiáng)A天弘成享一年定開2018-11-082022-08-172011-12-012020-06-23董珊珊,閆雯雯易祺坤,呂一楠,韓坪王曉晨,田鑫劉洋,彭瑋82.6481.56191.3979.9882.6780.4679.9978.9778.020.001.072.37----2.930.82321/35641/3568.753.162/281175/2816.490.72274/2818/281混合債券型一級基金混合債券型一級基金混合債券型一級基金混合債券型一級基金301.7054.84252.01165.49164.57110007.OF008791.OF002351.OF002636.OF000107.OF易方達(dá)穩(wěn)健收益A招商安華A易方達(dá)裕祥回報(bào)A廣發(fā)集裕A富國穩(wěn)健增強(qiáng)AB2005-09-192020-03-252016-01-222016-05-112013-05-21胡劍侯杰,王娟娟王曉晨曾剛俞曉斌553.92310.52283.20208.29180.33120.879.950.67-5.187.56-0.181.99-0.36-1.642.31164/37069/370172/370246/37056/3703.842.853.344.032.37218/370122/370175/370236/37078/3704.615.325.782.504.2352/22228/22216/222140/22264/2223.672.684.514.002.6368/22231/222116/22284/22230/222混合債券型二級基金混合債券型二級基金混合債券型二級基金混合債券型二級基金混合債券型二級基金27.336.51-6.04-13.6619.1918.9617.52008456.OF003161.OF009100.OF009121.OF000436.OF招商瑞陽A南方安泰A安信穩(wěn)健增利A廣發(fā)招享A易方達(dá)?；莼貓?bào)A2020-01-192016-09-222020-04-012020-04-222013-12-17侯杰孫魯閩,楊旭張翼飛,李君張芊胡劍60.5154.85117.6159.4940.7516.61-0.70-1.78-1.680.870.161.802.25375/661146/661210/66188/66174/6615.753.655.424.892.82520/661269/661490/661436/661120/6619.285.727.187.905.906/22962/22926/22919/22956/2295.433.994.854.902.61143/22967/229116/229118/22912/229偏債混合型基金偏債混合型基金偏債混合型基金偏債混合型基金偏債混合型基金23.60-15.50-9.35-6.2513.4913.0311.89001316.OF001710.OF002009.OF001247.OF001802.OF安信穩(wěn)健增值A(chǔ)安信新趨勢A中歐瑾通A華泰柏瑞新利A易方達(dá)瑞財(cái)I2015-05-252016-12-092015-11-172015-04-282016-02-04張翼飛,李君李君華李成鄭青,董辰紀(jì)玲云137.1139.5846.7562.3611.5710.880.130.000.852.151.394.571.3645/19221/19227/19210/19230/1923.952.382.853.203.54123/19224/19245/19271/19299/1925.175.675.5113.865.53103/18676/18687/1861/18683/1863.492.772.776.383.2142/18617/18616/186159/18632/186靈活配置-偏債靈活配置-偏債靈活配置-偏債靈活配置-偏債靈活配置-偏債118.8357.7211.105/8014.2370/80----52.1048.3641.61360013.OF010118.OF006102.OF020019.OF007262.OF光大添益A天弘多元收益A浙商豐利增強(qiáng)國泰雙利債券A東方紅聚利A2011-05-162020-10-292018-08-282009-03-112019-09-06黃波杜廣,任明賈騰,陳亞芳陳志華孔令超138.3760.9395.7464.3337.3021.457.828.786.511.68-3.36-6.23-10.890.950.4950/9072/9087/9020/9025/9014.6113.1614.097.564.5279/9071/9077/9035/9013/9015.593.577.424/8049/8019/8017.256.544.2977/8024/809/80轉(zhuǎn)債風(fēng)格型基金轉(zhuǎn)債風(fēng)格型基金轉(zhuǎn)債風(fēng)格型基金轉(zhuǎn)債風(fēng)格型基金轉(zhuǎn)債風(fēng)格型基金65.1819.0724.19-12.54-7.8331/3921/3916.3116.9729/3931/397.686.8912/3713/3716.8319.9525/3735/37可轉(zhuǎn)換債券型基金可轉(zhuǎn)換債券型基金29.8823.26-7.7113.48000297.OF005461.OF470058.OF006030.OF005771.OF鵬華可轉(zhuǎn)債A南方希元可轉(zhuǎn)債匯添富可轉(zhuǎn)債A南方昌元可轉(zhuǎn)債A銀華可轉(zhuǎn)債2015-02-032018-03-142011-06-172018-12-252018-08-31王石千劉文良吳江宏,胡奕劉文良孫慧89.8549.7952.4237.4128.0521.3718.298.07-9.30-7.28-10.9024/3919/3928/3911.4317.1717.139/3933/3932/394.0014.046.5326/372/3715/3712.8320.2017.688/3736/3727/37可轉(zhuǎn)換債券型基金可轉(zhuǎn)換債券型基金可轉(zhuǎn)換債券型基金

證券代碼證券簡稱基金成立日基金經(jīng)理模(億元)額(億份)基金規(guī)

機(jī)構(gòu)持有份

機(jī)構(gòu)增持份額(億份)近1年回報(bào)(

)近1年回報(bào)排名007529.OF嘉實(shí)匯鑫中短債A2019-09-26王立芹,趙國英169.78140.22101.253.1167/2721.17256/2722.67116/1570.76113/157短期純債型基金007017.OF平安如意中短債A2019-04-03張文平,張璐179.52158.5686.302.43195/2720.96234/2723.5413/1571.14146/157短期純債型基金006797.OF嘉實(shí)中短債A2019-01-24李金燦156.71139.4972.853.1069/2720.82200/2723.0656/1570.69102/157短期純債型基金005725.OF國投瑞銀恒澤中短債A2018-12-19李達(dá)夫118.4995.4469.103.0970/2720.79195/2722.8097/1570.94133/157短期純債型基金006591.OF廣發(fā)景明中短債A2018-11-29宋倩倩176.90123.6553.362.60159/2720.79197/2723.2037/1570.6082/157短期純債型基金005951.OF民生加銀恒益純債A2018-06-14付裕99.8698.3693.422.471240/15380.88397/15382.79830/10901.01434/1090中長期純債型基金519776.OF交銀裕盈純債A2016-11-04姬靜,于海穎90.6381.6076.632.241382/15380.71275/15382.49981/10900.75157/1090中長期純債型基金003280.OF鵬華豐恒2016-09-22方昶184.43152.0974.983.05666/15381.04600/15383.80170/10900.92307/1090中長期純債型基金008724.OF泓德裕瑞三年定開2020-05-22王璐80.0774.6671.562.321339/15380.24167/15382.301017/10900.2463/1090中長期純債型基金008523.OF安信豐澤39個(gè)月定開債2020-03-05王濤,魏曉菲80.1179.9669.962.701061/15380.18157/15382.56958/10900.1852/1090中長期純債型基金近1年年化波動率(

)

近1年波動率排

近3年回報(bào)

近3年回報(bào)排

近3年年化波

近3年波動率排名（由小到大） (

) 名 動率(

)

名（由小到大）基金類型證券代碼證券簡稱基金成立日基金經(jīng)理模(億元)額(億份)基金規(guī)

機(jī)構(gòu)持有份

機(jī)構(gòu)增持份額(億份)近1年回報(bào)(

)近1年回報(bào)排名近1年年化波動率(

)

近1年波動率排

近3年回報(bào)

近3年回報(bào)排

近3年年化波

近3年波動率排名（由小到大） (

) 名 動率(

)

名（由小到大）基金類型005159.OF 華泰保興尊合A2017-11-21張挺102.5746.962.68186/3561.71 242/356 3.86 106/281 1.70 173/281混合債券型一級基金000346.OF

建信安心回報(bào)6個(gè)月A4.07 83/281 2.61 220/28129.3926.02- - - -010092.OF003681.OF360008.OF永贏華嘉信用債A建信睿享純債A光大增利A2013-11-052021-04-202016-11-082008-10-29閆晗,彭紫云曾琬云,楊凡穎姜月黃波30.8474.2127.18100.6382.6730.0244.1125.7943.9222.8119.183.822.572.391.9643/356202/356225/356267/3561.681.780.912.40232/356251/35658/356300/3563.206.09170/28115/2810.923.0829/281241/281混合債券型一級基金混合債券型一級基金混合債券型一級基金混合債券型一級基金301.704.6152/2223.6768/22254.8453.62----48.7944.463.803.6080/22289/2227.211.91202/22217/222110007.OF001296.OF002459.OF003637.OF010435.OF易方達(dá)穩(wěn)健收益A長城悅享增利A華夏鼎利A安信永鑫增強(qiáng)A富國雙債增強(qiáng)A2005-09-192021-11-232016-11-182017-01-132020-11-18胡劍魏建何家琪李君俞曉斌553.92138.15112.7279.3984.11117.3084.0772.6077.8440.03-0.181.41-1.273.522.11164/37088/370223/37022/37063/3703.840.395.412.093.60218/3701/370325/37057/370199/370----混合債券型二級基金混合債券型二級基金混合債券型二級基金混合債券型二級基金混合債券型二級基金27.337.67008456.OF008488.OF009005.OF招商瑞陽A華商恒益穩(wěn)健創(chuàng)金合信鑫祺A14.256.516.206.079.2820.379.386/2291/2294/2295.4315.994.95143/229228/229120/2297.96012826.OF

工銀聚寧9個(gè)月持有A011803.OF

景順長城寧景6個(gè)月持有2020-01-192020-02-202020-03-042021-08-272021-12-01侯杰周海棟閆一帆,黃弢,呂沂洋景曉達(dá),周暉董晗60.5113.5221.0711.1318.893.823.102.68-1.6812.095.46-1.215.94375/6612/66117/661334/66113/6615.7510.574.506.235.57520/661641/661394/661554/661506/661--------偏債混合型基金偏債混合型基金偏債混合型基金偏債混合型基金偏債混合型基金9.735.6080/1863.0323/1867.49----6.014.514.314.263.97519752.OF010508.OF003411.OF002025.OF001122.OF交銀新回報(bào)A博時(shí)鑫康A(chǔ)鵬華弘康A(chǔ)廣發(fā)聚盛A鵬華弘利A2015-05-152020-11-052016-09-292015-11-232015-03-12王藝偉田俊維,杜文歌王康佳李曉博李君55.179.9537.506.077.052.471.371.23-1.2810.633.294.424.85110/1921/19217/19211/1928/1922.424.230.754.494.6526/192134/1923/192141/192148/1923.126.797.06161/18631/18623/1860.524.014.391/18668/18698/186靈活配置-偏債靈活配置-偏債靈活配置-偏債靈活配置-偏債靈活配置-偏債118.8357.72360013.OF000295.OF000744.OF008452.OF002474.OF光大添益A鵬華豐實(shí)A北信瑞豐穩(wěn)定收益A興全恒鑫A中郵睿信增強(qiáng)2011-05-162013-09-102014-08-272020-01-202016-08-25黃波王石千,方昶靳曉龍朱喆豐閆宜乘138.3719.8820.2323.9618.4517.3016.6415.8515.6717.2116.5913.9312.03-3.36-3.682.463.432.1850/9051/908/905/9011/9014.616.974.446.336.3379/9031/9012/9025/9024/9011.101.994.628.173.425/8062/8038/8015/8050/8014.235.693.955.995.2770/8018/808/8020/8016/80轉(zhuǎn)債風(fēng)格型基金轉(zhuǎn)債風(fēng)格型基金轉(zhuǎn)債風(fēng)格型基金轉(zhuǎn)債風(fēng)格型基金轉(zhuǎn)債風(fēng)格型基金29.8824.1965.1819.0714.7313.48-7.83-12.54-9.78-7.2821/3931/3925/3919/3916.9716.3114.9917.1731/3929/3923/3933/396.897.685.8414.0413/3712/3719/372/3719.9516.8316.6120.2035/3725/3723/3736/37可轉(zhuǎn)換債券型基金可轉(zhuǎn)換債券型基金可轉(zhuǎn)換債券型基金可轉(zhuǎn)換債券型基金005461.OF000297.OF001045.OF006030.OF006482.OF南方希元可轉(zhuǎn)債鵬華可轉(zhuǎn)債A華夏可轉(zhuǎn)債增強(qiáng)A南方昌元可轉(zhuǎn)債A廣發(fā)可轉(zhuǎn)債A2018-03-142015-02-032016-09-272018-12-252018-11-02劉文良王石千何家琪劉文良吳敵49.7989.8530.1237.4139.8917.2121.3717.4910.24-10.7327/3915.3126/3910.185/3718.2732/37可轉(zhuǎn)換債券型基金

基金經(jīng)理近1年回報(bào)(

)(億元)名動率(

)（由小到大）519782.OF交銀裕隆純債A 2016-11-28黃瑩潔 142.6316.97中長期純債型基金2.85871/15380.60213/1538519718.OF交銀純債AB 2012-12-19于海穎,魏玉敏 56.6715.68中長期純債型基金2.281361/15381.731384/1538008204.OF交銀穩(wěn)利中短債A 2019-12-13黃瑩潔 127.4615.55短期純債型基金2.45185/2721.68268/272006985.OF興全恒裕A 2019-03-12王帥 109.4013.25中長期純債型基金3.68239/15382.491515/1538519723.OF交銀雙輪動AB 2013-04-18唐赟 47.1313.08中長期純債型基金2.261372/15381.06618/1538000191.OF富國信用債A 2013-06-25黃紀(jì)亮,呂春杰,陳倩 181.3910.44中長期純債型基金3.01720/15381.26956/1538003949.OF興全穩(wěn)泰A 2016-12-16王帥 180.698.58中長期純債型基金3.85190/15380.80319/1538000032.OF易方達(dá)信用債A 2013-04-24胡劍,紀(jì)玲云 108.738.28中長期純債型基金2.88850/15381.451174/1538004388.OF鵬華豐享 2017-03-09方昶 108.467.89中長期純債型基金3.41369/15380.91423/1538040026.OF華安信用四季紅A 2011-12-08魏媛媛,吳文明 45.817.45中長期純債型基金2.741008/15381.681362/1538證券代碼證券簡稱基金成立日基金規(guī)模FOF持倉市值(億元)基金類型近1年回報(bào)排

近1年年化波

近1年波動率排名基金經(jīng)理(億元)名動率(

)（由小到大）100058.OF富國產(chǎn)業(yè)債A 2011-12-05黃紀(jì)亮,武磊 90.188.83混合債券型一級基金2.98139/3561.77249/356161716.OF招商雙債增強(qiáng)C 2015-03-02劉萬鋒 74.137.72混合債券型一級基金3.6951/3561.77248/356100018.OF富國天利增長債券A 2003-12-02黃紀(jì)亮 146.526.13混合債券型一級基金2.72179/3562.85318/356164902.OF交銀信用添利 2011-01-27唐赟 20.175.67混合債券型一級基金2.34233/3565.00344/356000107.OF富國穩(wěn)健增強(qiáng)AB 2013-05-21俞曉斌 180.335.11混合債券型二級基金2.3156/3702.4280/370002351.OF易方達(dá)裕祥回報(bào)A 2016-01-22王曉晨 283.204.27混合債券型二級基金-0.36172/3701.7134/370008791.OF招商安華A 2020-03-25侯杰,王娟娟 310.523.94混合債券型二級基金1.9969/3707.56352/370160622.OF鵬華豐利A 2016-04-25王石千 39.423.75混合債券型一級基金1.88274/3564.61342/356161115.OF易方達(dá)歲豐添利A 2010-11-09胡劍,張凱頔 78.153.71混合債券型一級基金2.11256/3561.74243/356675111.OF西部利得匯享A 2017-03-10嚴(yán)志勇,李安然 77.643.28混合債券型一級基金2.66189/3562.91320/356證券代碼證券簡稱基金成立日基金規(guī)模FOF持倉市值(億元)基金類型近1年回報(bào)(

)近1年回報(bào)排

近1年年化波

近1年波動率排名

證券代碼證券簡稱 基金成立日基金經(jīng)理 基金規(guī)模(億元)2023年上半年FOF持倉變動(億份)基金類型近1年回報(bào)(

)近1年回報(bào)排名近1年年化波動率(

)近1年波動率排名（由小到大）009005.OF創(chuàng)金合信鑫祺A 2020-03-04閆一帆,黃弢,呂沂洋 21.072.18偏債混合型基金5.4617/6612.85125/661008791.OF招商安華A 2020-03-25侯杰,王娟娟 310.522.03混合債券型二級基金1.9969/3705.52327/370008488.OF華商恒益穩(wěn)健 2020-02-20周海棟 13.521.97偏債混合型基金12.092/66114.40658/661002351.OF易方達(dá)裕祥回報(bào)A 2016-01-22王曉晨 283.201.52混合債券型二級基金-0.36172/3701.8843/370005014.OF泰康景泰回報(bào)A 2017-12-13黃鐘,宋仁杰 13.451.48偏債混合型基金7.5710/6612.3766/661008456.OF招商瑞陽A 2020-01-19侯杰 60.511.47偏債混合型基金-1.68375/6611.4012/661360013.OF光大添益A 2011-05-16黃波 138.371.23轉(zhuǎn)債風(fēng)格型基金-3.3650/900.96-009667.OF鵬華安慶A 2020-06-23湯志彥 8.081.00偏債混合型基金9.226/6613.00147/661010657.OF海富通欣睿A 2021-02-09江勇 5.720.93偏債混合型基金2.8556/6612.6392/661010435.OF富國雙債增強(qiáng)A 2020-11-18俞曉斌 84.110.93混合債券型二級基金2.1163/3702.89124/370證券代碼證券簡稱 基金成立日基金經(jīng)理 基金規(guī)模(億元)2023年上半年FOF持倉變動(億份)基金類型近1年回報(bào)(

)近1年回報(bào)排名近1年年化波動率(

)近1年波動率排名（由小到大）006985.OF興全恒裕A 2019-03-12王帥 109.405.62中長期純債型基金3.68239/15381.17823/1538004614.OF鵬揚(yáng)利澤A 2017-06-15陳鐘聞,焦翠 98.572.72短期純債型基金2.70132/2721.30261/272002301.OF興業(yè)短債A 2016-02-03劉禹含 88.352.56短期純債型基金2.57162/2721.33262/272006076.OF創(chuàng)金合信恒利超短債A 2018-08-02鄭振源,謝創(chuàng),呂沂洋 43.432.28短期純債型基金2.53169/2721.24260/272008207.OF國泰合融純債A 2019-12-26劉嵩揚(yáng),魏偉 70.081.87中長期純債型基金3.59272/15381.701374/1538007790.OF南方夢元短債A 2019-11-05王景明 55.501.61短期純債型基金2.48177/2721.01240/272006151.OF南方交元 2018-12-13李璇 40.821.53中長期純債型基金2.79952/15380.83341/1538008204.OF交銀穩(wěn)利中短債A 2019-12-13黃瑩潔 127.461.32短期純債型基金2.45185/2721.04248/272007149.OF南方初元中短債A 2019-06-17劉建巖 40.110.99短期純債型基金2.36204/2721.60268/272006852.OF永贏迅利中高等級短債A

2019-01-17盧綺婷 86.070.81短期純債型基金2.44191/2721.50268/272

基金經(jīng)理近1年回報(bào)(

)(億元)名動率(

)（由小到大）519782.OF交銀裕隆純債A 2016-11-28黃瑩潔 142.6344中長期純債型基金2.85871/15381.601301/1538000191.OF富國信用債A 2013-06-25黃紀(jì)亮,呂春杰,陳倩 181.3941中長期純債型基金3.01720/15381.15791/1538003949.OF興全穩(wěn)泰A 2016-12-16王帥 180.6939中長期純債型基金3.85190/15380.48188/1538000032.OF