数说公募纯债及混合资产策略基金2023半年报

1市场概况2业绩表现3资产配置4持仓特征大固收体系（主动管理

）混合资产策

略现金管理策

略货币市场基金纯债策

略短期纯债基金中长期纯债基金一级债基转债型基金转债风格型基金二级债基“固收+转债”“固收+权益”偏债混合型基金分类说明：wind二级分类为“可转换债券型基金”及“兴全可转债”判定为“可转债型基金”；近4个季度转债持仓（占资产净值比）均值在40%以上且不为“转债型基金”的判断为“转债风格型基金”；基金类型为灵活配置型，近1年权益仓位均值小于40%，且近1年债券仓位均值大于60%的，判定为灵活配置型-偏债基金。灵活配置-偏债

证券代码证券简称基金成立日基金经理模(亿元)额(亿份)基金规

机构持有份

机构增持份额(亿份)近1年回报(

)近1年回报排名007017.OF平安如意中短债A2019-04-03张文平,张璐179.52158.5686.302.43195/2720.96234/2723.5413/1571.14146/157短期纯债型基金007529.OF嘉实汇鑫中短债A2019-09-26王立芹,赵国英169.78140.22101.253.1167/2721.17256/2722.67116/1570.76113/157短期纯债型基金006797.OF嘉实中短债A2019-01-24李金灿156.71139.4972.853.1069/2720.82200/2723.0656/1570.69102/157短期纯债型基金070009.OF嘉实超短债C2006-04-26李金灿225.04136.0139.722.11228/2720.60132/2722.26128/1570.4244/157短期纯债型基金006591.OF广发景明中短债A2018-11-29宋倩倩176.90123.6553.362.60159/2720.79197/2723.2037/1570.6082/157短期纯债型基金004722.OF中银丰和定期开放2017-06-23郑涛479.93435.510.003.21509/15381.11721/15383.33395/10901.12597/1090中长期纯债型基金005309.OF中银证券汇嘉定期开放2018-03-26吕文晔,余亮417.69379.12-0.103.26471/15381.17814/15383.48295/10901.19718/1090中长期纯债型基金003929.OF中银证券安进A2016-12-05王玉玺,余亮337.86319.430.002.98738/15381.03574/15383.07616/10901.07529/1090中长期纯债型基金003313.OF中银睿享定期开放2016-09-22白洁245.25237.220.003.25477/15381.12738/15383.12569/10900.97372/1090中长期纯债型基金002898.OF富国两年期理财A2016-12-01俞晓斌199.45198.49-37.012.80937/15380.38181/15383.26449/10900.3973/1090中长期纯债型基金近1年年化波动率(

)

近1年波动率排

近3年回报

近3年回报排

近3年年化波

近3年波动率排名（由小到大） (

) 名 动率(

)

名（由小到大）基金类型基金成立日基金经理模(亿元)额(亿份)基金规

机构持有份

机构增持份额(亿份)近1年回报(

)近1年回报排名基金类型2017-11-21张挺102.5746.962.68-混合债券型一级基金2.92证券代码 证券简称005159.OF 华泰保兴尊合A006570.OF 中金金元A016296.OF英大通佑一年定开纯债-0.050.00-近1年年化波动率(

)

近1年波动率排

近3年回报

近3年回报排

近3年年化波

近3年波动率排名（由小到大） (

) 名 动率(

)

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易方达双债增强A天弘成享一年定开2018-11-082022-08-172011-12-012020-06-23董珊珊,闫雯雯易祺坤,吕一楠,韩坪王晓晨,田鑫刘洋,彭玮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混合债券型一级基金混合债券型一级基金混合债券型一级基金混合债券型一级基金301.7054.84252.01165.49164.57110007.OF008791.OF002351.OF002636.OF000107.OF易方达稳健收益A招商安华A易方达裕祥回报A广发集裕A富国稳健增强AB2005-09-192020-03-252016-01-222016-05-112013-05-21胡剑侯杰,王娟娟王晓晨曾刚俞晓斌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混合债券型二级基金混合债券型二级基金混合债券型二级基金混合债券型二级基金混合债券型二级基金27.336.51-6.04-13.6619.1918.9617.52008456.OF003161.OF009100.OF009121.OF000436.OF招商瑞阳A南方安泰A安信稳健增利A广发招享A易方达裕惠回报A2020-01-192016-09-222020-04-012020-04-222013-12-17侯杰孙鲁闽,杨旭张翼飞,李君张芊胡剑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偏债混合型基金偏债混合型基金偏债混合型基金偏债混合型基金偏债混合型基金23.60-15.50-9.35-6.2513.4913.0311.89001316.OF001710.OF002009.OF001247.OF001802.OF安信稳健增值A安信新趋势A中欧瑾通A华泰柏瑞新利A易方达瑞财I2015-05-252016-12-092015-11-172015-04-282016-02-04张翼飞,李君李君华李成郑青,董辰纪玲云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灵活配置-偏债灵活配置-偏债灵活配置-偏债灵活配置-偏债灵活配置-偏债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浙商丰利增强国泰双利债券A东方红聚利A2011-05-162020-10-292018-08-282009-03-112019-09-06黄波杜广,任明贾腾,陈亚芳陈志华孔令超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转债风格型基金转债风格型基金转债风格型基金转债风格型基金转债风格型基金65.1819.0724.19-12.54-7.8331/3921/3916.3116.9729/3931/397.686.8912/3713/3716.8319.9525/3735/37可转换债券型基金可转换债券型基金29.8823.26-7.7113.48000297.OF005461.OF470058.OF006030.OF005771.OF鹏华可转债A南方希元可转债汇添富可转债A南方昌元可转债A银华可转债2015-02-032018-03-142011-06-172018-12-252018-08-31王石千刘文良吴江宏,胡奕刘文良孙慧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可转换债券型基金可转换债券型基金可转换债券型基金

证券代码证券简称基金成立日基金经理模(亿元)额(亿份)基金规

机构持有份

机构增持份额(亿份)近1年回报(

)近1年回报排名007529.OF嘉实汇鑫中短债A2019-09-26王立芹,赵国英169.78140.22101.253.1167/2721.17256/2722.67116/1570.76113/157短期纯债型基金007017.OF平安如意中短债A2019-04-03张文平,张璐179.52158.5686.302.43195/2720.96234/2723.5413/1571.14146/157短期纯债型基金006797.OF嘉实中短债A2019-01-24李金灿156.71139.4972.853.1069/2720.82200/2723.0656/1570.69102/157短期纯债型基金005725.OF国投瑞银恒泽中短债A2018-12-19李达夫118.4995.4469.103.0970/2720.79195/2722.8097/1570.94133/157短期纯债型基金006591.OF广发景明中短债A2018-11-29宋倩倩176.90123.6553.362.60159/2720.79197/2723.2037/1570.6082/157短期纯债型基金005951.OF民生加银恒益纯债A2018-06-14付裕99.8698.3693.422.471240/15380.88397/15382.79830/10901.01434/1090中长期纯债型基金519776.OF交银裕盈纯债A2016-11-04姬静,于海颖90.6381.6076.632.241382/15380.71275/15382.49981/10900.75157/1090中长期纯债型基金003280.OF鹏华丰恒2016-09-22方昶184.43152.0974.983.05666/15381.04600/15383.80170/10900.92307/1090中长期纯债型基金008724.OF泓德裕瑞三年定开2020-05-22王璐80.0774.6671.562.321339/15380.24167/15382.301017/10900.2463/1090中长期纯债型基金008523.OF安信丰泽39个月定开债2020-03-05王涛,魏晓菲80.1179.9669.962.701061/15380.18157/15382.56958/10900.1852/1090中长期纯债型基金近1年年化波动率(

)

近1年波动率排

近3年回报

近3年回报排

近3年年化波

近3年波动率排名（由小到大） (

) 名 动率(

)

名（由小到大）基金类型证券代码证券简称基金成立日基金经理模(亿元)额(亿份)基金规

机构持有份

机构增持份额(亿份)近1年回报(

)近1年回报排名近1年年化波动率(

)

近1年波动率排

近3年回报

近3年回报排

近3年年化波

近3年波动率排名（由小到大） (

) 名 动率(

)

名（由小到大）基金类型005159.OF 华泰保兴尊合A2017-11-21张挺102.5746.962.68186/3561.71 242/356 3.86 106/281 1.70 173/281混合债券型一级基金000346.OF

建信安心回报6个月A4.07 83/281 2.61 220/28129.3926.02- - - -010092.OF003681.OF360008.OF永赢华嘉信用债A建信睿享纯债A光大增利A2013-11-052021-04-202016-11-082008-10-29闫晗,彭紫云曾琬云,杨凡颖姜月黄波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混合债券型一级基金混合债券型一级基金混合债券型一级基金混合债券型一级基金301.704.6152/2223.6768/22254.8453.62----48.7944.463.803.6080/22289/2227.211.91202/22217/222110007.OF001296.OF002459.OF003637.OF010435.OF易方达稳健收益A长城悦享增利A华夏鼎利A安信永鑫增强A富国双债增强A2005-09-192021-11-232016-11-182017-01-132020-11-18胡剑魏建何家琪李君俞晓斌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----混合债券型二级基金混合债券型二级基金混合债券型二级基金混合债券型二级基金混合债券型二级基金27.337.67008456.OF008488.OF009005.OF招商瑞阳A华商恒益稳健创金合信鑫祺A14.256.516.206.079.2820.379.386/2291/2294/2295.4315.994.95143/229228/229120/2297.96012826.OF

工银聚宁9个月持有A011803.OF

景顺长城宁景6个月持有2020-01-192020-02-202020-03-042021-08-272021-12-01侯杰周海栋闫一帆,黄弢,吕沂洋景晓达,周晖董晗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--------偏债混合型基金偏债混合型基金偏债混合型基金偏债混合型基金偏债混合型基金9.735.6080/1863.0323/1867.49----6.014.514.314.263.97519752.OF010508.OF003411.OF002025.OF001122.OF交银新回报A博时鑫康A鹏华弘康A广发聚盛A鹏华弘利A2015-05-152020-11-052016-09-292015-11-232015-03-12王艺伟田俊维,杜文歌王康佳李晓博李君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灵活配置-偏债灵活配置-偏债灵活配置-偏债灵活配置-偏债灵活配置-偏债118.8357.72360013.OF000295.OF000744.OF008452.OF002474.OF光大添益A鹏华丰实A北信瑞丰稳定收益A兴全恒鑫A中邮睿信增强2011-05-162013-09-102014-08-272020-01-202016-08-25黄波王石千,方昶靳晓龙朱喆丰闫宜乘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转债风格型基金转债风格型基金转债风格型基金转债风格型基金转债风格型基金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可转换债券型基金可转换债券型基金可转换债券型基金可转换债券型基金005461.OF000297.OF001045.OF006030.OF006482.OF南方希元可转债鹏华可转债A华夏可转债增强A南方昌元可转债A广发可转债A2018-03-142015-02-032016-09-272018-12-252018-11-02刘文良王石千何家琪刘文良吴敌49.7989.8530.1237.4139.8917.2121.3717.4910.24-10.7327/3915.3126/3910.185/3718.2732/37可转换债券型基金

基金经理近1年回报(

)(亿元)名动率(

)（由小到大）519782.OF交银裕隆纯债A 2016-11-28黄莹洁 142.6316.97中长期纯债型基金2.85871/15380.60213/1538519718.OF交银纯债AB 2012-12-19于海颖,魏玉敏 56.6715.68中长期纯债型基金2.281361/15381.731384/1538008204.OF交银稳利中短债A 2019-12-13黄莹洁 127.4615.55短期纯债型基金2.45185/2721.68268/272006985.OF兴全恒裕A 2019-03-12王帅 109.4013.25中长期纯债型基金3.68239/15382.491515/1538519723.OF交银双轮动AB 2013-04-18唐赟 47.1313.08中长期纯债型基金2.261372/15381.06618/1538000191.OF富国信用债A 2013-06-25黄纪亮,吕春杰,陈倩 181.3910.44中长期纯债型基金3.01720/15381.26956/1538003949.OF兴全稳泰A 2016-12-16王帅 180.698.58中长期纯债型基金3.85190/15380.80319/1538000032.OF易方达信用债A 2013-04-24胡剑,纪玲云 108.738.28中长期纯债型基金2.88850/15381.451174/1538004388.OF鹏华丰享 2017-03-09方昶 108.467.89中长期纯债型基金3.41369/15380.91423/1538040026.OF华安信用四季红A 2011-12-08魏媛媛,吴文明 45.817.45中长期纯债型基金2.741008/15381.681362/1538证券代码证券简称基金成立日基金规模FOF持仓市值(亿元)基金类型近1年回报排

近1年年化波

近1年波动率排名基金经理(亿元)名动率(

)（由小到大）100058.OF富国产业债A 2011-12-05黄纪亮,武磊 90.188.83混合债券型一级基金2.98139/3561.77249/356161716.OF招商双债增强C 2015-03-02刘万锋 74.137.72混合债券型一级基金3.6951/3561.77248/356100018.OF富国天利增长债券A 2003-12-02黄纪亮 146.526.13混合债券型一级基金2.72179/3562.85318/356164902.OF交银信用添利 2011-01-27唐赟 20.175.67混合债券型一级基金2.34233/3565.00344/356000107.OF富国稳健增强AB 2013-05-21俞晓斌 180.335.11混合债券型二级基金2.3156/3702.4280/370002351.OF易方达裕祥回报A 2016-01-22王晓晨 283.204.27混合债券型二级基金-0.36172/3701.7134/370008791.OF招商安华A 2020-03-25侯杰,王娟娟 310.523.94混合债券型二级基金1.9969/3707.56352/370160622.OF鹏华丰利A 2016-04-25王石千 39.423.75混合债券型一级基金1.88274/3564.61342/356161115.OF易方达岁丰添利A 2010-11-09胡剑,张凯頔 78.153.71混合债券型一级基金2.11256/3561.74243/356675111.OF西部利得汇享A 2017-03-10严志勇,李安然 77.643.28混合债券型一级基金2.66189/3562.91320/356证券代码证券简称基金成立日基金规模FOF持仓市值(亿元)基金类型近1年回报(

)近1年回报排

近1年年化波

近1年波动率排名

证券代码证券简称 基金成立日基金经理 基金规模(亿元)2023年上半年FOF持仓变动(亿份)基金类型近1年回报(

)近1年回报排名近1年年化波动率(

)近1年波动率排名（由小到大）009005.OF创金合信鑫祺A 2020-03-04闫一帆,黄弢,吕沂洋 21.072.18偏债混合型基金5.4617/6612.85125/661008791.OF招商安华A 2020-03-25侯杰,王娟娟 310.522.03混合债券型二级基金1.9969/3705.52327/370008488.OF华商恒益稳健 2020-02-20周海栋 13.521.97偏债混合型基金12.092/66114.40658/661002351.OF易方达裕祥回报A 2016-01-22王晓晨 283.201.52混合债券型二级基金-0.36172/3701.8843/370005014.OF泰康景泰回报A 2017-12-13黄钟,宋仁杰 13.451.48偏债混合型基金7.5710/6612.3766/661008456.OF招商瑞阳A 2020-01-19侯杰 60.511.47偏债混合型基金-1.68375/6611.4012/661360013.OF光大添益A 2011-05-16黄波 138.371.23转债风格型基金-3.3650/900.96-009667.OF鹏华安庆A 2020-06-23汤志彦 8.081.00偏债混合型基金9.226/6613.00147/661010657.OF海富通欣睿A 2021-02-09江勇 5.720.93偏债混合型基金2.8556/6612.6392/661010435.OF富国双债增强A 2020-11-18俞晓斌 84.110.93混合债券型二级基金2.1163/3702.89124/370证券代码证券简称 基金成立日基金经理 基金规模(亿元)2023年上半年FOF持仓变动(亿份)基金类型近1年回报(

)近1年回报排名近1年年化波动率(

)近1年波动率排名（由小到大）006985.OF兴全恒裕A 2019-03-12王帅 109.405.62中长期纯债型基金3.68239/15381.17823/1538004614.OF鹏扬利泽A 2017-06-15陈钟闻,焦翠 98.572.72短期纯债型基金2.70132/2721.30261/272002301.OF兴业短债A 2016-02-03刘禹含 88.352.56短期纯债型基金2.57162/2721.33262/272006076.OF创金合信恒利超短债A 2018-08-02郑振源,谢创,吕沂洋 43.432.28短期纯债型基金2.53169/2721.24260/272008207.OF国泰合融纯债A 2019-12-26刘嵩扬,魏伟 70.081.87中长期纯债型基金3.59272/15381.701374/1538007790.OF南方梦元短债A 2019-11-05王景明 55.501.61短期纯债型基金2.48177/2721.01240/272006151.OF南方交元 2018-12-13李璇 40.821.53中长期纯债型基金2.79952/15380.83341/1538008204.OF交银稳利中短债A 2019-12-13黄莹洁 127.461.32短期纯债型基金2.45185/2721.04248/272007149.OF南方初元中短债A 2019-06-17刘建岩 40.110.99短期纯债型基金2.36204/2721.60268/272006852.OF永赢迅利中高等级短债A

2019-01-17卢绮婷 86.070.81短期纯债型基金2.44191/2721.50268/272

基金经理近1年回报(

)(亿元)名动率(

)（由小到大）519782.OF交银裕隆纯债A 2016-11-28黄莹洁 142.6344中长期纯债型基金2.85871/15381.601301/1538000191.OF富国信用债A 2013-06-25黄纪亮,吕春杰,陈倩 181.3941中长期纯债型基金3.01720/15381.15791/1538003949.OF兴全稳泰A 2016-12-16王帅 180.6939中长期纯债型基金3.85190/15380.48188/1538000032.OF