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万家稳健增利债券A(519186)

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投资类型:债券型 成立日期:2009-08-12 管理人:万家基金... 基金经理:陈佳昀
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基金公告

万家稳增:2012年半年度报告

公告日期:2012-08-24

                            万家稳健增利债券型证券投资基金 2012 年半年度报告万家稳健增利债券型证券投资基金 2012 年半年度报告
                2012 年 6 月 30 日
       基金管理人:万家基金管理有限公司
       基金托管人:中国银行股份有限公司
          送出日期:2012 年 8 月 24 日
                                                  万家稳健增利债券型证券投资基金 2012 年半年度报告
                                    §1 重要提示及目录1.1 重要提示
    基金管理人的董事会、董事保证本报告所载资料不存在虚假记载、误导性陈述或重大遗漏,并对其内容的真实性、准确性和完整性承担个别及连带的法律责任。本报告已经三分之二以上独立董事签字同意,并由董事长签发。
    基金托管人中国银行股份有限公司根据本基金合同规定,于 2012 年 8 月 23 日复核了本报告中的财务指标、净值表现、利润分配情况、财务会计报告、投资组合报告等内容,保证复核内容不存在虚假记载、误导性陈述或者重大遗漏。
    基金管理人承诺以诚实信用、勤勉尽责的原则管理和运用基金资产,但不保证基金一定盈利。
    基金的过往业绩并不代表其未来表现。投资有风险,投资者在作出投资决策前应仔细阅读本基金的招募说明书及其更新。
    本报告财务资料未经审计。
    本报告期自 2012 年 1 月 1 日起至 6 月 30 日止。
                                                                                          万家稳健增利债券型证券投资基金 2012 年半年度报告1.2 目录§1 重要提示及目录 .......................................................................................................................................... 2
    1.1 重要提示 ............................................................................................................................................... 2
    1.2 目录 ...................................................................................................................................................... 3§2 基金简介 ...................................................................................................................................................... 4
    2.1 基金基本情况 ...................................................................................................................................... 4
    2.2 基金产品说明 ...................................................................................................................................... 5
    2.3 基金管理人和基金托管人................................................................................................................... 5
    2.4 信息披露方式 ...................................................................................................................................... 5
    2.5 其他相关资料 ...................................................................................................................................... 6§3 主要财务指标和基金净值表现................................................................................................................... 6
    3.1 主要会计数据和财务指标.................................................................................................................... 6
    3.2 基金净值表现 ...................................................................................................................................... 6§4 管理人报告 .................................................................................................................................................. 8
    4.1 基金管理人及基金经理情况............................................................................................................... 8
    4.2 管理人对报告期内本基金运作遵规守信情况的说明 ....................................................................... 9
    4.3 管理人对报告期内公平交易情况的专项说明 .................................................................................... 9
    4.4 管理人对报告期内基金的投资策略和业绩表现的说明 ................................................................... 9
    4.5 管理人对宏观经济、证券市场及行业走势的简要展望 ................................................................... 9
    4.6 管理人对基金估值程序等事项的说明............................................................................................. 10
    4.7 管理人对报告期内基金利润分配情况的说明 ................................................................................. 10§5 托管人报告 ................................................................................................................................................ 10
    5.1 报告期内本基金托管人遵规守信情况声明 ..................................................................................... 10
    5.2 托管人对报告期内本基金投资运作遵规守信、净值计算、利润分配等情况的说明 ................. 10
    5.3 托管人对本半年度报告中财务信息等内容的真实、准确和完整发表意见 ................................. 10§6 半年度财务会计报告(未经审计)......................................................................................................... 10
    6.1 资产负债表 ......................................................................................................................................... 10
    6.2 利润表 ................................................................................................................................................. 12
    6.3 所有者权益(基金净值)变动表..................................................................................................... 13
    6.4 报表附注 ............................................................................................................................................ 14§7 投资组合报告 ............................................................................................................................................ 32
    7.1 期末基金资产组合情况..................................................................................................................... 32
    7.2 期末按行业分类的股票投资组合..................................................................................................... 32
    7.3 期末按公允价值占基金资产净值比例大小排序的所有股票投资明细 ......................................... 33
    7.4 报告期内股票投资组合的重大变动................................................................................................. 33
    7.5 期末按债券品种分类的债券投资组合............................................................................................. 33
    7.6 期末按公允价值占基金资产净值比例大小排名的前五名债券投资明细 ..................................... 34
    7.7 期末按公允价值占基金资产净值比例大小排序的所有资产支持证券投资明细 ......................... 34
    7.8 期末按公允价值占基金资产净值比例大小排名的前五名权证投资明细 ..................................... 34
    7.9 投资组合报告附注............................................................................................................................. 34§8 基金份额持有人信息 ................................................................................................................................ 35
    8.1 期末基金份额持有人户数及持有人结构 ......................................................................................... 35
    8.2 期末基金管理人的从业人员持有本开放式基金的情况 ................................................................. 35§9 开放式基金份额变动 ................................................................................................................................ 35
                                                                                       万家稳健增利债券型证券投资基金 2012 年半年度报告§10 重大事件揭示 .......................................................................................................................................... 36
    10.1 基金份额持有人大会决议............................................................................................................... 36
    10.2 基金管理人、基金托管人的专门基金托管部门的重大人事变动 ............................................... 36
    10.3 涉及基金管理人、基金财产、基金托管业务的诉讼 ................................................................... 36
    10.4 基金投资策略的改变....................................................................................................................... 36
    10.5 为基金进行审计的会计师事务所情况 ........................................................................................... 36
    10.6 管理人、托管人及其高级管理人员受稽查或处罚等情况 ............................................................ 36
    10.7 基金租用证券公司交易单元的有关情况 ....................................................................................... 36§11 备查文件目录 .......................................................................................................................................... 37
    11.1 备查文件名称 .................................................................................................................................. 37
    11.2 备查文件存放地点........................................................................................................................... 37
    11.3 备查文件查阅方式............................................................................................................................ 37
                                                                    §2 基金简介2.1 基金基本情况
    基金名称                                                                          万家稳健增利债券型证券投资基金
    基金简称                                                                          万家稳健增利债券
                                                        万家稳健增利债券型证券投资基金 2012 年半年度报告
    基金主代码                                          519186
    基金运作方式                                        契约型开放式
    基金合同生效日                                      2009 年 8 月 12 日
    基金管理人                                          万家基金管理有限公司
    基金托管人                                          中国银行股份有限公司
    报告期末基金份额总额                                1,767,448,394.71 份
    基金合同存续期                                      不定期
    下属分级基金的基金简称                                  万家稳健增利债券 A         万家稳健增利债券 C
    下属分级基金的交易代码                                               519186                     519187
    报告期末下属分级基金的份额总额                         1,067,329,939.12 份       700,118,455.59 份2.2 基金产品说明
                                 严格控制投资风险的基础上,追求稳定的当期收益和基金资产的长投资目标
                                 期稳健增值。
                                 在充分研究宏观市场形势以及微观市场主体的基础上,采取积极主
                                 动地投资管理策略,通过定性与定量分析,对利率变化趋势、债券收
    投资策略                         益率曲线移动方向、信用利差等影响债券价格的因素进行评估,对不
                                 同投资品种运用不同的投资策略,并充分利用市场的非有效性,把握
                                 各类套利的机会。在风险可控的前提下,实现基金收益的最大化。
    业绩比较基准                     中国债券总指数
                                 本基金是债券型证券投资基金,属于具有中低风险收益特征的基金
    风险收益特征                     品种,其长期平均风险和预期收益率低于股票型基金、混合型基金,
                                 高于货币市场基金。2.3 基金管理人和基金托管人
               项目                       基金管理人                             基金托管人
    名称                             万家基金管理有限公司                 中国银行股份有限公司
                  姓名           兰剑                                 唐州徽信息披露负责
                  联系电话       021-38619810                         010-66594855人
                  电子邮箱       lanj@wjasset.com                     tgxxpl@bank-of-china.com
    客户服务电话                     95538 转 6、4008880800               95566
    传真                             021-38619888                         010-66594942
                                 上海市浦东新区浦电路 360 号 9
    注册地址                                                              北京市西城区复兴门内大街 1 号
                                 楼
                                 上海市浦东新区浦电路 360 号 9
    办公地址                                                              北京市西城区复兴门内大街 1 号
                                 楼
    邮政编码                         200122                               100818
    法定代表人                       毕玉国                               肖钢2.4 信息披露方式
    本基金选定的信息披露报纸名称                        《上海证券报》、《中国证券报》、《证券时报》
    登载基金半年度报告正文的管理人互联网网址            http://www.wjasset.com
    基金半年度报告备置地点                              上海市浦东新区浦电路 360 号 9 楼基金管理人办公
                                                    万家稳健增利债券型证券投资基金 2012 年半年度报告
                                                 场所2.5 其他相关资料
               项目                        名称                                 办公地址
    注册登记机构                  中国证券登记结算有限责任公司          北京西城区金融大街 27 号投资
                                                                    广场 23 层
                              §3 主要财务指标和基金净值表现3.1 主要会计数据和财务指标
                                                                               金额单位:人民币元
                                           报告期(2012 年 1 月 1 日至 2012 年 6 月 30 日)3.1.1 期间数据和指标
                                          万家稳健增利债券 A                万家稳健增利债券 C
    本期已实现收益                                           21,404,995.44                 12,601,146.22
    本期利润                                                 64,759,730.39                 34,335,264.54
    加权平均基金份额本期利润                                        0.0752                       0.0689
    本期加权平均净值利润率                                           6.93%                        6.41%
    本期基金份额净值增长率                                           7.50%                        7.29%
    3.1.2 期末数据和指标                                    报告期末(2012 年 6 月 30 日)
    期末可供分配利润                                         24,109,214.95                  7,682,419.78
    期末可供分配基金份额利润                                        0.0226                       0.0110
    期末基金资产净值                                   1,137,894,078.14                737,992,973.68
    期末基金份额净值                                                1.0661                       1.0541
    3.1.3 累计期末指标                                      报告期末(2012 年 6 月 30 日)
    基金份额累计净值增长率                                          18.02%                       16.78%
    注:1、本期已实现收益指基金本期利息收入、投资收益、其他收入(不含公允价值变动收益)扣除相关费用后的余额,本期利润为本期已实现收益加上本期公允价值变动收益。
       2、上述基金业绩指标不包括持有人交易基金的各项费用,计入费用后实际收益水平要低于所列数字。
    3、期末可供分配利润采用期末资产负债表中未分配利润与未分配利润中已实现部分的孰低数。3.2 基金净值表现3.2.1 基金份额净值增长率及其与同期业绩比较基准收益率的比较万家稳健增利债券 A
                                                      业绩比较基
                份额净值 份额净值增长 业绩比较基
    阶段                                              准收益率标     ①-③        ②-④
                增长率①    率标准差②    准收益率③
                                                        准差④
    过去 1 个月         0.57%         0.09%       -0.15%        0.10%        0.72%       -0.01%
    过去 3 个月           3.31%     0.07%            1.05%          0.11%          2.26%         -0.04%
    过去 6 个月           7.50%     0.09%            0.79%          0.09%          6.71%          0.00%
    过去 1 年             5.98%     0.37%            3.78%          0.11%          2.20%          0.26%自基金合同
                  18.02%        0.36%            1.98%          0.10%        16.04%           0.26%生效起至今
                                                   万家稳健增利债券型证券投资基金 2012 年半年度报告万家稳健增利债券 C
                                                        业绩比较基
              份额净值   份额净值增长   业绩比较基
    阶段                                                 准收益率标       ①-③         ②-④
              增长率①     率标准差②   准收益率③
                                                          准差④
    过去 1 个月      0.55%          0.09%       -0.15%            0.10%          0.70%         -0.01%
    过去 3 个月      3.21%          0.07%           1.05%        0.11%           2.16%         -0.04%
    过去 6 个月      7.29%          0.09%           0.79%        0.09%           6.50%           0.00%
    过去 1 年        5.65%          0.37%           3.78%        0.11%           1.87%           0.26%自基金合同
                16.78%          0.36%           1.98%        0.10%          14.80%           0.26%生效起至今3.2.2 自基金合同生效以来基金累计净值增长率变动及其与同期业绩比较基准收益率变动的比较
    万家稳健增利债券 A
    万家稳健增利债券 C
                                                      万家稳健增利债券型证券投资基金 2012 年半年度报告
    注:本基金于 2009 年 8 月 12 日成立,根据基金合同规定,基金合同生效后六个月内为建仓期,建仓
    期结束时各项资产配置比例符合法律法规和基金合同要求。报告期末各项资产配置比例符合法律法
    规和基金合同要求。
                                         §4 管理人报告4.1 基金管理人及基金经理情况4.1.1 基金管理人及其管理基金的经验
    万家基金管理有限公司经中国证监会证监基金字[2002]44 号文批准设立。公司现股东为齐鲁证券有限公司、上海久事公司、深圳市中航投资管理有限公司和山东省国有资产投资控股有限公司,住所地及办公地点均为上海市浦东新区浦电路 360 号 9 楼,注册资本 1 亿元人民币。目前管理十只开放式基金,分别为万家 180 指数证券投资基金、万家增强收益债券型证券投资基金、万家公用事业行业股票型证券投资基金、万家货币市场证券投资基金、万家和谐增长混合型证券投资基金、万家双引擎灵活配置混合型证券投资基金、万家精选股票型证券投资基金、万家稳健增利债券型证券投资基金、万家中证红利指数型证券投资基金和万家添利分级债券型证券投资基金。4.1.2 基金经理(或基金经理小组)及基金经理助理简介
                         任本基金的基金经理(助理)期限       证券从业年
    姓名         职务                                                                    说明
                            任职日期             离任日期         限
            本基金基金                                                       硕 士 学 位 , 曾 就职 于 南
            经理;万家                                                        京银行股份有限公司,
            添利分级债                                                       从事固定收益投资研究
    邹昱                     2010 年 8 月 4 日   -                6年
            券基金基金                                                       工作。2008 年 4 月加入
            经理;固定                                                        本 公 司 , 曾 担 任基 金 经
            收益部总监                                                       理助理。
    唐俊杰      本基金基金   2012 年 3 月 17     -                4年            硕 士 学 位 , 曾 任金 元 证
                                                  万家稳健增利债券型证券投资基金 2012 年半年度报告
            经理;万家   日                                              券股份有限公司投资经
            货币基金基                                                   理。2011 年 9 月加入万
            金经理                                                       家基金管理有限公司。4.2 管理人对报告期内本基金运作遵规守信情况的说明
    本报告期内,本基金管理人严格遵守基金合同、《证券投资基金法》、《证券投资基金运作管理办法》等法律、法规和监管部门的相关规定,依照诚实信用、勤勉尽责、安全高效的原则管理和运用基金资产,在认真控制投资风险的基础上,为基金持有人谋取最大利益,没有损害基金持有人利益的行为。4.3 管理人对报告期内公平交易情况的专项说明4.3.1 公平交易制度的执行情况
    根据中国证监会颁布的《证券投资基金管理公司公平交易制度指导意见》,公司制定了《公平交易管理办法》和《异常交易监控及报告管理办法》等规章制度,涵盖了研究、授权、投资决策和交易执行等投资管理活动的各个环节,确保公平对待不同投资组合,防范导致不公平交易以及利益输送的异常交易发生。
    公司制订了明确的投资授权制度,并建立了统一的投资管理平台,确保不同投资组合获得公平的投资决策机会。实行集中交易制度,对于交易所公开竞价交易,执行交易系统中的公平交易程序;对于债券一级市场申购、非公开发行股票申购等非集中竞价交易,按照价格优先、比例分配的原则对交易结果进行分配;对于银行间交易,按照时间优先、价格优先的原则公平公正的进行询价并完成交易。为保证公平交易原则的实现,通过制度规范、流程审批、系统风控参数设置等进行事前控制,通过对投资交易系统的实时监控进行事中控制,通过对异常交易的监控和分析实现事后控制。4.3.2 异常交易行为的专项说明
    本报告期内未发现本基金有可能导致不公平交易和利益输送的异常交易。
    本报告期内无下列情况:所有投资组合参与的交易所公开竞价同日反向交易成交较少的单边交易量超过该证券当日成交量的 5%。4.4 管理人对报告期内基金的投资策略和业绩表现的说明4.4.1 报告期内基金投资策略和运作分析
    在年初,对于经济形势作出了较为准确的研判,认为我国经济将进入一个加速下滑的衰退周期,通货膨胀将会呈现出逐月回落的态势,货币政策也将步入一个逐步宽松的周期,资金面也会在货币政策的引导下不断改善,但是短期内仍会是一个紧平衡的状态,阶段性的流动性紧张局面一时难以彻底转变.根据以上判断,本基金在上半年中很好地把握了金融债以及企业债价格上涨投资机会,在操作中先是大量增持了中长久期中高评级的信用债,并在合适的时机很好地完成了由中高等级品种转向中低等级品种的切换,获得了非常丰厚的投资回报.此外,还基于对于权益类市场风险较大的判断,谨慎参与了可转债以及新股一级申购操作,获得了较好的回报并规避了波动风险。4.4.2 报告期内基金的业绩表现
    截至报告期末,万家稳健增利债券 A 份额净值为 1.0661 元,本报告期份额净值增长率为 7.50%,业绩比较基准收益率 0.79%;万家稳健增利债券 C 份额净值为 1.0541 元,本报告期份额净值增长率为 7.29%,业绩比较基准收益率 0.79%。4.5 管理人对宏观经济、证券市场及行业走势的简要展望
    对于未来的宏观经济,我们认为经济基本面在一系列的刺激及扶持政策下,可能会在下半年逐步企稳.但是同时也看到,由于外围经济持续低迷,欧债危机短期内依然没法找到很好的解决方案,进出口贸易较长时间内都无法强有力地回升进而对经济拉动产生较为显著的效用;国内消费在现有分配体制下短期也难以有显著的好转;投资需求在房地产限制政策下明显抑制,许多行业存在严重的产能过剩问题,去库存周期仍未完成,新的经济增长点培育仍需时间.在以上宏观背景下,经济体制存在的诸多弊端需要进一步的改进,但是转型并非一朝一夕之功,而且也必然要牺牲短期的经济增长作为代价.通货膨胀在劳动
                                                   万家稳健增利债券型证券投资基金 2012 年半年度报告力成本以及宽松货币政策的推动下,可能会呈现一个先降后升的走势,但是在需求疲软的打压下,回升幅度预计不会太高.货币政策的进一步宽松依然存在较大的必要性以及可能性,进而引导全社会流动性的进一步改善.信用债的供给预计会略为增加,但是随着资金理财化的进一步深化,需求也会逐步增大.在以上背景下,债券市场较大可能会呈现出震荡上涨的走势,机会仍大于风险。4.6 管理人对基金估值程序等事项的说明
    1、参与估值流程各方及人员(或小组)的职责分工、专业胜任能力和相关工作经历
    公司成立了估值委员会,定期评价现行估值政策和程序,在发生了影响估值政策和程序有效性及适用性的情况后及时修订估值方法。估值委员会由督察长、基金运营部负责人、合规稽核部负责人、权益投资部负责人、固定收益部负责人等组成。估值委员会的成员均具备专业胜任能力和相关从业资格,精通各自领域的理论知识,熟悉政策法规,并具有丰富的实践经验。
    2、基金经理参与或决定估值的程度
    基金经理可参与估值原则和方法的讨论,但不介入基金日常估值业务。
    3、参与估值流程各方之间存在的任何重大利益冲突
    参与估值流程各方之间不存在重大利益冲突。
    4、已签约的与估值相关的任何定价服务的性质与程度
    本基金管理人与中央国债登记结算有限责任公司签署了《中债收益率曲线和中债估值最终用户服务协议》。4.7 管理人对报告期内基金利润分配情况的说明
    根据基金合同规定:“本基金每年收益分配次数最多为 12 次,每次收益分配比例不得低于截至收益分配基准日可供分配利润的 20%。”2012 年 6 月 8 日,本基金进行了利润分配,A 类每 10 份基金份额分红为 0.2 元,共计分配利润 50,123,259.76 元,C 类每 10 份基金份额分红为 0.2 元,共计分配利润34,315,816.1 元;2012 年 6 月 26 日,本基金进行了利润分配,A 类每 10 份基金份额分红为 0.2 元,共计分配利润 22,971,156.9 元,C 类每 10 份基金份额分红为 0.2 元,共计分配利润 15,006,909.67 元。符合基金合同的规定。
                                       §5 托管人报告5.1 报告期内本基金托管人遵规守信情况声明
    本报告期内,中国银行股份有限公司(以下称“本托管人”)在对万家稳健增利债券型证券投资基金(以下称“本基金”)的托管过程中,严格遵守《证券投资基金法》及其他有关法律法规、基金合同和托管协议的有关规定,不存在损害基金份额持有人利益的行为,完全尽职尽责地履行了应尽的义务。5.2 托管人对报告期内本基金投资运作遵规守信、净值计算、利润分配等情况的说明
    本报告期内,本托管人根据《证券投资基金法》及其他有关法律法规、基金合同和托管协议的规定,对本基金管理人的投资运作进行了必要的监督,对基金资产净值的计算、基金份额申购赎回价格的计算以及基金费用开支等方面进行了认真地复核,未发现本基金管理人存在损害基金份额持有人利益的行为。5.3 托管人对本半年度报告中财务信息等内容的真实、准确和完整发表意见
    本报告中的财务指标、净值表现、收益分配情况、财务会计报告(注:财务会计报告中的“金融工具风险及管理”部分未在托管人复核范围内)、投资组合报告等数据真实、准确和完整。
                            §6 半年度财务会计报告(未经审计)6.1 资产负债表会计主体:万家稳健增利债券型证券投资基金
                                                万家稳健增利债券型证券投资基金 2012 年半年度报告报告截止日:2012 年 6 月 30 日
                                                                               单位:人民币元
                                                    本期末                    上年度末
    资产                        附注号
                                               2012 年 6 月 30 日        2011 年 12 月 31 日资 产:
    银行存款                    6.4.7.1                  44,815,984.87              15,140,045.26
    结算备付金                                               705,548.79              4,521,191.56
    存出保证金                                               500,000.00                 250,000.00
    交易性金融资产              6.4.7.2               2,600,615,306.19             311,778,523.68
    其中:股票投资                                       22,560,800.00                             -
      基金投资                                                      -                          -
      债券投资                                    2,578,054,506.19             311,778,523.68
      资产支持证券投资                                              -                          -
    衍生金融资产                6.4.7.3                                 -                          -
    买入返售金融资产            6.4.7.4                 170,000,585.00                             -
    应收证券清算款                                                      -            2,564,946.46
    应收利息                    6.4.7.5                  31,244,797.34               7,861,640.05
    应收股利                                                            -                          -
    应收申购款                                               462,791.97                            -
    递延所得税资产                                                      -                          -
    其他资产                    6.4.7.6                                 -                          -
    资产总计                                          2,848,345,014.16             342,116,347.01
                                                    本期末                    上年度末
    负债和所有者权益             附注号
                                               2012 年 6 月 30 日        2011 年 12 月 31 日负 债:
    短期借款                                                            -                              -
    交易性金融负债                                                      -                              -
    衍生金融负债                6.4.7.3                                 -                              -
    卖出回购金融资产款                                  935,497,913.85              129,699,495.45
    应付证券清算款                                                      -                              -
    应付赎回款                                           31,525,792.79                   203,688.25
    应付管理人报酬                                        2,176,133.24                   126,048.58
    应付托管费                                               621,752.37                   36,013.92
    应付销售服务费                                           507,503.68                   18,069.41
    应付交易费用                6.4.7.7                       70,003.12                   30,042.53
    应交税费                                              1,164,623.77                   500,731.52
    应付利息                                                 740,279.60                   94,014.62
    应付利润                                                            -                              -
    递延所得税负债                                                      -                              -
    其他负债                    6.4.7.8                      153,959.92                  380,001.43
    负债合计                                            972,457,962.34              131,088,105.71所有者权益:
    实收基金                    6.4.7.9               1,767,448,394.71              205,546,912.48
                                                     万家稳健增利债券型证券投资基金 2012 年半年度报告
    未分配利润                  6.4.7.10                     108,438,657.11                 5,481,328.82
    所有者权益合计                                         1,875,887,051.82              211,028,241.30
    负债和所有者权益总计                                   2,848,345,014.16              342,116,347.01
    注:截至 2012 年 6 月 30 日,万家稳健增利 A 基金份额净值 1.0661 元,基金份额总额1,067,329,939.12 份 , 万 家 稳 健 增 利 C 基 金 份 额 净 值 1.0541 元 , 基 金 份 额 总 额700,118,455.59 份。6.2 利润表会计主体:万家稳健增利债券型证券投资基金本报告期:2012 年 1 月 1 日至 2012 年 6 月 30 日
                                                                                   单位:人民币元
                                                 本期                      上年度可比期间
    项 目                附注号       2012 年 1 月 1 日至 2012   2011 年 1 月 1 日至 2011 年 6 月 30
                                            年 6 月 30 日                          日
    一、收入                                       109,592,248.48                          2,203,864.42
    1.利息收入                                      34,056,637.61                        10,204,889.85
    其中:存款利息收入     6.4.7.11                     311,566.83                           252,828.60
      债券利息收入                              31,344,192.49                          9,070,919.84
      资产支持证券
                                                             -                                     -利息收入
      买入返售金融
                                                 2,400,878.29                            881,141.41资产收入
      其他利息收入                                           -                                     -2.投资收益(损失以
                                                 9,916,004.10                          2,435,318.14“-”填列)
    其中:股票投资收益     6.4.7.12                     357,373.07                       -4,599,982.44
      基金投资收益                                           -                                     -
      债券投资收益     6.4.7.13                  9,558,631.03                          6,975,957.10
      资产支持证券
                       6.4.7.14                              -                                     -投资收益
      衍生工具收益     6.4.7.15                              -                                     -
      股利收益         6.4.7.16                              -                            59,343.483.公允价值变动收益
                      6.4.7.17                  65,088,853.27                       -10,463,381.88(损失以“-”号填列)4.汇兑收益(损失以
                                                             -                                     -“-”号填列)5.其他收入(损失以
                       6.4.7.18                     530,753.50                            27,038.31“-”号填列)
    减:二、费用                                    10,497,253.55                          3,474,880.24
    1.管理人报酬                                    4,854,440.38                          1,710,238.48
    2.托管费                                        1,386,982.96                            488,639.50
    3.销售服务费                                    1,009,913.16                            158,324.50
    4.交易费用            6.4.7.19                      63,810.80                           146,081.52
    5.利息支出                                      2,990,084.98                            782,646.91
                                                         万家稳健增利债券型证券投资基金 2012 年半年度报告其中:卖出回购金融资
                                                    2,990,084.98                             782,646.91产支出
    6.其他费用              6.4.7.20                       192,021.27                           188,949.33三、利润总额(亏损总
                                                   99,094,994.93                         -1,271,015.82额以“-”号填列)
    减:所得税费用                                                   -                                     -四、净利润(净亏损以
                                                   99,094,994.93                         -1,271,015.82“-”号填列)6.3 所有者权益(基金净值)变动表会计主体:万家稳健增利债券型证券投资基金本报告期:2012 年 1 月 1 日至 2012 年 6 月 30 日
                                                                                        单位:人民币元
                                                             本期
      项目                                  2012 年 1 月 1 日至 2012 年 6 月 30 日
                               实收基金                  未分配利润               所有者权益合计一、期初所有者权益(基
                               205,546,912.48                5,481,328.82                211,028,241.30金净值)二、本期经营活动产生
    的基金净值变动数(本                          -             99,094,994.93                 99,094,994.93期利润)三、本期基金份额交易产生的基金净值变动数
                             1,561,901,482.23              126,279,475.79              1,688,180,958.02(净值减少以“-”号填列)
    其中:1.基金申购款           5,760,681,334.70              468,675,909.58              6,229,357,244.28
      2.基金赎回款          -4,198,779,852.47             -342,396,433.79            -4,541,176,286.26四、本期向基金份额持有人分配利润产生的基
                                              -           -122,417,142.43               -122,417,142.43金净值变动(净值减少以“-”号填列)五、期末所有者权益(基
                             1,767,448,394.71              108,438,657.11              1,875,887,051.82金净值)
                                                      上年度可比期间
      项目                                  2011 年 1 月 1 日至 2011 年 6 月 30 日
                               实收基金                  未分配利润               所有者权益合计一、期初所有者权益(基
                               556,024,639.94               24,568,447.33                580,593,087.27金净值)二、本期经营活动产生
    的基金净值变动数(本                          -             -1,271,015.82                 -1,271,015.82期利润)三、本期基金份额交易
    产生的基金净值变动数          -108,307,758.00               -4,205,562.38               -112,513,320.38(净值减少以“-”号填
                                                   万家稳健增利债券型证券投资基金 2012 年半年度报告列)
    其中:1.基金申购款            95,793,101.23           3,088,813.85                  98,881,915.08
       2.基金赎回款         -204,100,859.23          -7,294,376.23                -211,395,235.46四、本期向基金份额持有人分配利润产生的基
                                          -                        -                               -金净值变动(净值减少以“-”号填列)五、期末所有者权益(基
                             447,716,881.94          19,091,869.13                 466,808,751.07金净值)报表附注为财务报表的组成部分。本报告 至财务报表由下列负责人签署:
    毕玉国                      李杰                         陈广益
    基金管理公司负责人          主管会计工作负责人           会计机构负责人6.4 报表附注6.4.1 基金基本情况
    万家稳健增利债券型证券投资基金(以下简称“本基金”),系经中国证券监督管理委员会(以下简称“中国证监会”)证监许可[2009]533 号文《关于核准万家稳健增利债券型证券投资基金募集的批复》的核准, 由基金管理人万家基金管理有限公司向社会公开发行募集,基金合同于 2009年 8 月 12 日正式生效,首次设立募集规模为 1,282,500,987.34 份基金份额。本基金为契约型开放式,存续期限不定。本基金的基金管理人为万家基金管理有限公司,注册登记机构为中国证券登记结算有限责任公司,基金托管人为中国银行股份有限公司。
    本基金投资于债券类资产的比例不低于基金资产的 80%,主要投资于企业主体债券(具体范围包括:金融债、企业债、公司债、可转债(含可分离交易可转债)、短期融资券、资产支持证券等以企业为发债主体的固定收益品种)、国债、央行票据、回购等高流动性固定收益品种。在满足上述投资比例要求的基础上,本基金可以投资于非债券类金融工具,包括一级市场的新股申购或增发新股、因可转债转股所形成的股票、因持仓股票所派发或因投资可分离债券而产生的权证;不在二级市场主动买入股票、权证等权益类资产。本基金以价值分析为基础,追求稳定的当期收益和基金资产的长期增值。本基金的业绩比较基准为:中国债券总指数。6.4.2 会计报表的编制基础
    本财务报表系按照中国财政部 2006 年 2 月颁布的《企业会计准则-基本准则》和 38 项具体会计准则、其后颁布的应用指南、解释以及其他相关规定(以下合称“企业会计准则”)编制,同时,对于在具体会计核算和信息披露方面,也参考了中国证券业协会制定的《证券投资基金会计核算业务指引》、中国证监会制定的《关于进一步规范证券投资基金估值业务的指导意见》、《关于证券投资基金执行<企业会计准则>估值业务及份额净值计价有关事项的通知》、《证券投资基金信息披露管理办法》、《证券投资基金信息披露内容与格式准则》第 3 号《半年度报告的内容与格式》、《证券投资基金信息披露编报规则》第 3 号《会计报表附注的编制及披露》、《证券投资基金信息披露XBRL 模板第 3 号<年度报告和半年度报告>》及其他中国证监会颁布的相关规定。6.4.3 遵循企业会计准则及其他有关规定的声明
    本财务报表符合企业会计准则的要求,真实、完整地反映了本基金于 2012 年 6 月 30 日的财务状况以及 2012 年 1 月 1 日至 2012 年 6 月 30 日止期间的经营成果和净值变动情况。6.4.4 本报告期所采用的会计政策、会计估计与最近一期年度报告相一致的说明
    本报告期所采用的会计政策、会计估计与最近一期年度报告相一致。6.4.5 差错更正的说明
                                                  万家稳健增利债券型证券投资基金 2012 年半年度报告
    报告期内本基金不存在重大会计差错。6.4.6 税项
    1.印花税
    经国务院批准,财政部、国家税务总局研究决定,自 2008 年 4 月 24 日起,调整证券(股票)交易印花税税率,由原先的 3‰调整为 1‰;
    经国务院批准,财政部、国家税务总局研究决定,自 2008 年 9 月 19 日起,调整由出让方按证券(股票)交易印花税税率缴纳印花税,受让方不再征收,税率不变;
    根据财政部、国家税务总局财税字[2005]103 号文《关于股权分置试点改革有关税收政策问题的通知》的规定,股权分置改革过程中因非流通股股东向流通股股东支付对价而发生的股权转让,暂免征收印花税。
    2.营业税、企业所得税
    根据财政部、国家税务总局财税字[2004]78 号文《关于证券投资基金税收政策的通知》的规定,自 2004 年 1 月 1 日起,对证券投资基金(封闭式证券投资基金,开放式证券投资基金)管理人运用基金买卖股票、债券的差价收入,继续免征营业税和企业所得税;
    根据财政部、国家税务总局财税字[2005]103 号文《关于股权分置试点改革有关税收政策问题的通知》的规定,股权分置改革中非流通股股东通过对价方式向流通股股东支付的股份、现金等收入,暂免征收流通股股东应缴纳的企业所得税;
    根据财政部、国家税务总局财税[2008]1 号文《关于企业所得税若干优惠政策的通知》的规定,对证券投资基金从证券市场中取得的收入,包括买卖股票、债券的差价收入,股权的股息、红利收入,债券的利息收入及其他收入,暂不征收企业所得税。
    3.个人所得税
    根据财政部、国家税务总局财税字[2002]128 号文《关于开放式证券投资基金有关税收问题的通知》的规定,对基金取得的股票的股息、红利及债券的利息等收入,由上市公司、债券发行企业等在向基金派发时代扣代缴 20%的个人所得税;
    根据财政部、国家税务总局财税字[2005]107 号文《关于股息红利有关个人所得税政策的补充通知》的规定,自 2005 年 6 月 13 日起,对证券投资基金从上市公司分配取得的股息红利所得,按照财税[2005]102 号文规定,扣缴义务人在代扣代缴个人所得税时,减按 50%计算应纳税所得额;
    根据财政部、国家税务总局财税字[2005]103 号文《关于股权分置试点改革有关税收政策问题的通知》的规定,股权分置改革中非流通股股东通过对价方式向流通股股东支付的股份、现金等收入,暂免征收流通股股东应缴纳的个人所得税。6.4.7 重要财务报表项目的说明6.4.7.1 银行存款
                                                                               单位:人民币元
                                                             本期末
               项目
                                                        2012 年 6 月 30 日
    活期存款                                                                          44,815,984.87
    定期存款                                                                                        -
    其中:存款期限 1-3 个月                                                                          -
    其他存款                                                                                        -
    合计                                                                              44,815,984.876.4.7.2 交易性金融资产
                                                                                 单位:人民币元
                                                       万家稳健增利债券型证券投资基金 2012 年半年度报告
                                                           本期末
           项目                                       2012 年 6 月 30 日
                                 成本                      公允价值                  公允价值变动
    股票                            24,400,000.00                22,560,800.00               -1,839,200.00
              交易所市
                               484,463,181.83               499,667,506.19               15,204,324.36
              场
    债券          银行间市
                              2,029,103,837.15            2,078,387,000.00               49,283,162.85
              场
              合计            2,513,567,018.98            2,578,054,506.19               64,487,487.21
    资产支持证券                                -                               -                        -
    基金                                        -                               -                        -
    其他                                        -                               -                        -
           合计               2,537,967,018.98            2,600,615,306.19               62,648,287.216.4.7.3 衍生金融资产/负债
    本基金本报告期末未持有衍生金融资产/负债。6.4.7.4 买入返售金融资产6.4.7.4.1 各项买入返售金融资产期末余额
    本基金本报告期末未持有买入返售金融资产。6.4.7.4.2 期末买断式逆回购交易中取得的债券
    本基金本报告期末未持有买断式逆回购交易中取得的债券。6.4.7.5 应收利息
                                                                                        单位:人民币元
                                                                     本期末
                     项目                                       2012 年 6 月 30 日
    应收活期存款利息                                                                            68,237.99
    应收定期存款利息                                                                                     -
    应收其他存款利息                                                                                     -
    应收结算备付金利息                                                                             317.50
    应收债券利息                                                                             31,140,098.23
    应收买入返售证券利息                                                                                 -
    应收申购款利息                                                                                 166.50
    其他                                                                                        35,977.12
                     合计                                                                31,244,797.346.4.7.6 其他资产
                                                                                     单位: 人民币元
                                                                        本期末
                       项目                                        2012 年 6 月 30 日
    其他应收款                                                                                           -
    待摊费用                                                                                             -
                       合计                                                                          -
                                            万家稳健增利债券型证券投资基金 2012 年半年度报告6.4.7.7 应付交易费用
                                                                             单位:人民币元
                                                             本期末
                       项目                             2012 年 6 月 30 日
    交易所市场应付交易费用                                                           10,981.37
    银行间市场应付交易费用                                                           59,021.75
                       合计                                                      70,003.126.4.7.8 其他负债
                                                                             单位:人民币元
                                                            本期末
                      项目                             2012 年 6 月 30 日
    应付券商交易单元保证金                                                                    -
    应付赎回费                                                                        4,779.98
    预提信息披露费                                                                  149,179.94
                      合计                                                      153,959.926.4.7.9 实收基金万家稳健增利债券 A
                                                                     金额单位: 人民币元
                                                    本期
             项目                  2012 年 1 月 1 日至 2012 年 6 月 30 日
                              基金份额(份)                         账面金额
    上年度末                              153,858,244.01                         153,858,244.01
    本期申购                            3,413,041,375.67                    3,413,041,375.67
    本期赎回(以“-”号填列)           2,499,569,680.56                    2,499,569,680.56
    基金拆分/份额折算前                                    -                                  -
    基金拆分/份额折算调整                                  -                                  -
    本期申购                                               -                                  -
    本期赎回(以“-”号填列)                              -                                  -
    本期末                              1,067,329,939.12                    1,067,329,939.12万家稳健增利债券 C
                                                                     金额单位: 人民币元
                                                    本期
             项目                  2012 年 1 月 1 日至 2012 年 6 月 30 日
                              基金份额(份)                         账面金额
    上年度末                                  51,688,668.47                       51,688,668.47
    本期申购                            2,347,639,959.03                    2,347,639,959.03
    本期赎回                            1,699,210,171.91                    1,699,210,171.91
    本期末                                700,118,455.59                         700,118,455.59
                                                      万家稳健增利债券型证券投资基金 2012 年半年度报告6.4.7.10 未分配利润万家稳健增利债券 A
                                                                                    单位: 人民币元
         项目              已实现部分                 未实现部分                未分配利润合计
    上年度末                      8,103,368.39               -3,643,281.06                 4,460,087.33
    本期利润                     21,404,995.44               43,354,734.95                64,759,730.39本期基金份额交易产
                             67,695,267.78                 6,743,470.18               74,438,737.96生的变动数
    其中:基金申购款            175,116,769.69              114,307,132.72               289,423,902.41
       基金赎回款          -107,421,501.91             -107,563,662.54              -214,985,164.45
    本期已分配利润              -73,094,416.66                             -             -73,094,416.66
    本期末                       24,109,214.95               46,454,924.07                70,564,139.02万家稳健增利债券 C
                                                                                    单位: 人民币元
           项目            已实现部分                 未实现部分                未分配利润合计
    上年度末                      2,232,166.95               -1,210,925.46                 1,021,241.49
    本期利润                     12,601,146.22               21,734,118.32                34,335,264.54本期基金份额交易产生
                             42,171,832.38                 9,668,905.45               51,840,737.83的变动数
    其中:基金申购款             93,947,410.08               85,304,597.09               179,252,007.17
       基金赎回款           -51,775,577.70              -75,635,691.64              -127,411,269.34
    本期已分配利润              -49,322,725.77                             -             -49,322,725.77
    本期末                        7,682,419.78               30,192,098.31                37,874,518.096.4.7.11 存款利息收入
                                                                                    单位: 人民币元
                                                                      本期
                    项目
                                                     2012 年 1 月 1 日至 2012 年 6 月 30 日
    活期存款利息收入                                                                            255,372.62
    定期存款利息收入                                                                                    -
    其他存款利息收入                                                                                    -
    结算备付金利息收入                                                                           33,204.52
    其他                                                                                         22,989.69
    合计                                                                                        311,566.836.4.7.12 股票投资收益6.4.7.12.1 股票投资收益——买卖股票差价收入
                                                                                     单位:人民币元
                                                                    本期
                  项目
                                                   2012 年 1 月 1 日至 2012 年 6 月 30 日
    卖出股票成交总额                                                                      12,957,373.07
    减:卖出股票成本总额                                                                  12,600,000.00
                                                万家稳健增利债券型证券投资基金 2012 年半年度报告
    买卖股票差价收入                                                                    357,373.076.4.7.13 债券投资收益
                                                                               单位:人民币元
                                                                 本期
                    项目
                                                2012 年 1 月 1 日至 2012 年 6 月 30 日
    卖出债券(、债转股及债券到期兑付)成总额                                     1,796,590,764.64
    减:卖出债券(、债转股及债券到期兑付)成                                     1,762,626,632.12本总额
    减:应收利息总额                                                                24,405,501.49
    债券投资收益                                                                     9,558,631.036.4.7.14 股利收益
                                                                               单位:人民币元
                                                                   本期
                     项目
                                                  2012 年 1 月 1 日至 2012 年 6 月 30 日
    股票投资产生的股利收益                                                                          -
    基金投资产生的股利收益                                                                          -
    合计                                                                                            -6.4.7.15 公允价值变动收益
                                                                               单位:人民币元
                                                                 本期
                 项目名称
                                                2012 年 1 月 1 日至 2012 年 6 月 30 日
    1.交易性金融资产                                                                65,088,853.27
    ——股票投资                                                                    -1,839,200.00
    ——债券投资                                                                    66,928,053.27
    ——资产支持证券投资                                                                           -
    ——基金投资                                                                                   -
    2.衍生工具                                                                                     -
    ——权证投资                                                                                   -
    3.其他                                                                                         -
    合计                                                                            65,088,853.276.4.7.16 其他收入
                                                                               单位:人民币元
                                                                 本期
                    项目
                                                2012 年 1 月 1 日至 2012 年 6 月 30 日
    基金赎回费收入                                                                      525,185.51
    转换费收入                                                                               3,732.11
    其他                                                                                     1,835.88
    合计                                                                                530,753.50
                                                         万家稳健增利债券型证券投资基金 2012 年半年度报告6.4.7.17 交易费用
                                                                                        单位:人民币元
                                                                        本期
                    项目
                                                       2012 年 1 月 1 日至 2012 年 6 月 30 日
    交易所市场交易费用                                                                              27,635.80
    银行间市场交易费用                                                                              36,175.00
    合计                                                                                            63,810.806.4.7.18 其他费用
                                                                                        单位:人民币元
                                                                        本期
                项目
                                                       2012 年 1 月 1 日至 2012 年 6 月 30 日
    审计费用                                                                                                -
    信息披露费                                                                                   149,179.94
    银行费用                                                                                        33,441.33
    帐户维护费                                                                                       9,000.00
    其他                                                                                               400.00
    合计                                                                                         192,021.276.4.8 或有事项、资产负债表日后事项的说明6.4.8.1 或有事项
    截至资产负债表日,本基金无需要说明的重大或有事项。6.4.8.2 资产负债表日后事项
    截至财务报表批准日,本基金无需要披露的资产负债表日后事项。6.4.9 关联方关系6.4.9.1 本报告期存在控制关系或其他重大利害关系的关联方发生变化的情况
    本报告期内关联方关系未发生变化。6.4.9.2 本报告期与基金发生关联交易的各关联方
             关联方名称                                           与本基金的关系
    万家基金管理有限公司                            基金管理人、基金销售机构
    中国银行股份有限公司(“中国银行”)            基金托管人、基金代销机构
    齐鲁证券有限公司(“齐鲁证券”)                基金管理人的股东、基金代销机构
    注:以下关联交易均在正常业务范围内按一般商业条款订立。6.4.10 本报告期及上年度可比期间的关联方交易6.4.10.1 通过关联方交易单元进行的交易6.4.10.1.1 股票交易
                                                                                   金额单位:人民币元
                                                                         上年度可比期间
                                      本期
                                                                2011 年 1 月 1 日至 2011 年 6 月 30
                     2012 年 1 月 1 日至 2012 年 6 月 30 日
                                                                                 日关联方名称
                                                  占当期股                                      占当期股
                            成交金额              票成交总              成交金额                票成交总
                                                  额的比例                                      额的比例
    齐鲁证券                        12,957,373.07         100.00%              51,200,291.03           80.11%
                                                         万家稳健增利债券型证券投资基金 2012 年半年度报告6.4.10.1.2 权证交易
    本报告期及上年度可比期间,本基金未通过关联方席位进行权证交易。6.4.10.1.3 债券交易
                                                                                    金额单位:人民币元
                                                                          上年度可比期间
                                    本期
                                                                 2011 年 1 月 1 日至 2011 年 6 月 30
                   2012 年 1 月 1 日至 2012 年 6 月 30 日
                                                                                  日关联方名称
                                                占当期债券                                   占当期债券
                          成交金额              成交总额的              成交金额             成交总额的
                                                  比例                                         比例
    齐鲁证券                    66,858,578.30              51.27%            690,666,875.61           91.42%6.4.10.1.4 债券回购交易
                                                                                    金额单位:人民币元
                                                                          上年度可比期间
                                    本期
                                                                 2011 年 1 月 1 日至 2011 年 6 月 30
                   2012 年 1 月 1 日至 2012 年 6 月 30 日
                                                                                  日关联方名称
                                                占当期债券                                   占当期债券
                          成交金额              回购成交总              成交金额             回购成交总
                                                额的比例                                       额的比例
    齐鲁证券                    25,000,000.00               0.62%          4,366,400,000.00           91.90%6.4.10.1.5 应支付关联方的佣金
                                                                                    金额单位:人民币元
                                                       本期
                                           2012年1月1日至2012年6月30日
    关联方名称                                                                               占期末应付
                                                 占当期佣金
                          当期佣金                                  期末应付佣金余额        佣金总额的
                                                 总量的比例
                                                                                              比例
    齐鲁证券                             10,981.37         100.00%                  10,981.37        100.00%
                                                上年度可比期间
                                      2011 年 1 月 1 日至 2011 年 6 月 30 日
    关联方名称                                    占当期佣                                    占期末应付
                             当期
                                                 金总量的           期末应付佣金余额         佣金总额的
                             佣金
                                                   比例                                          比例
    齐鲁证券                            42,477.64          79.72%                        0.00          0.00%注:上述佣金按市场佣金率计算,扣除证券公司需承担的费用(包括但不限于买(卖)经手费、证券结算风险基金和上海证券交易所买(卖)证管费等)。管理人因此从关联方获取的其他服务主要包括:为本基金提供的证券投资研究成果和市场信息服务。6.4.10.2 关联方报酬6.4.10.2.1 基金管理费
                                                                           单位:人民币元
       项目                                     本期                         上年度可比期间
                                                     万家稳健增利债券型证券投资基金 2012 年半年度报告
                               2012 年 1 月 1 日至 2012 年 6 月       2011 年 1 月 1 日至 2011 年 6 月
                                             30 日                                 30 日
    当期发生的基金应支付的管理费                       4,854,440.38                         1,710,238.48其中:支付销售机构的客户维护
                                                     914,934.96                            173,450.78费
    注:基金管理费按前一日的基金资产净值的 0.70%的年费率计提。计算方法如下:
    H=E×0.70%/当年天数
    H 为每日应计提的基金管理费
    E 为前一日的基金资产净值
    基金管理费每日计提,按月支付。基金管理人应于次月首日起 5 个工作日内做出划付指令;基金托管人应在次月首日起 10 个工作日内完成复核,并从该基金财产中一次性支付基金管理费给该基金管理人。6.4.10.2.2 基金托管费
                                                                            单位:人民币元
                                             本期                          上年度可比期间
        项目                   2012 年 1 月 1 日至 2012 年 6 月       2011 年 1 月 1 日至 2011 年 6 月
                                             30 日                                 30 日
    当期发生的基金应支付的托管费                       1,386,982.96                           488,639.50
    注:基金托管费按前一日的基金资产净值的 0.20%的年费率计提。计算方法如下:
    H=E×0.20%/当年天数
    H 为每日应计提的基金托管费
    E 为前一日的基金资产净值
    基金托管费每日计提,按月支付。基金管理人应于次月首日起 5 个工作日内做出划付指令;基金托管人应在次月首日起 10 个工作日内完成复核,并从该基金财产中一次性支付基金托管费给该基金托管人。6.4.10.2.3 销售服务费
                                                                              单位:人民币元
                                                              本期
       获得销售服务费的                      2012 年 1 月 1 日至 2012 年 6 月 30 日
         各关联方名称                        当期发生的基金应支付的销售服务费
                                 万家稳健增利债券 A             万家稳健增利债券 C         合计
    万家基金管理有限公司                                    -              248,432.24         248,432.24
    中国银行股份有限公司                                    -              204,161.28         204,161.28
    合计                                                    -              452,593.52         452,593.52
                                                          上年度可比期间
                                         2011 年 1 月 1 日至 2011 年 6 月 30 日
       获得销售服务费的
                                              当期发生的基金应支付的销售服务费
         各关联方名称
                                                                 万家稳健增利债券
                                   万家稳健增利债券 A                                      合计
                                                                         C
    万家基金管理有限公司                                        -             3,691.43           3,691.43
    中国银行股份有限公司                                        -            51,555.66          51,555.66
    合计                                                        -            55,247.09          55,247.09
    注:销售服务费可用于本基金市场推广、销售以及 C 类基金份额持有人服务等各项费用。本基金份额分为不同的类别,适用不同的销售服务费率。其中,A 类不收取销售服务费,C 类销
                                                           万家稳健增利债券型证券投资基金 2012 年半年度报告售服务费年费率为 0.40%。C 类基金份额的销售服务费计算方法如下:
    H=E×0.40%÷当年天数
    H 为 C 类基金份额每日应计提的销售服务费
    E 为 C 类基金份额前一日基金资产净值
    销售服务费每日计提,按月支付。基金管理人应于次月首日起 5 个工作日内做出划付指令;基金托管人应在次月首日起 10 个工作日内完成复核,并从基金财产中一次性支付给基金管理人。6.4.10.3 与关联方进行银行间同业市场的债券(含回购)交易
                                                                              单位:人民币元
                                                   本期
                                  2012 年 1 月 1 日至 2012 年 6 月 30 日
    银行间市场交易           债券交易金额                    基金逆回购                         基金正回购
      的             基金买                        交易金
                                   基金卖出                      利息收入              交易金额        利息支出
    各关联方名称         入                            额
    中国银行                  -     90,420,133.80              -               -     651,300,000.00       211,090.55
                                            上年度可比期间
                                  2011 年 1 月 1 日至 2011 年 6 月 30 日
    银行间市场交易           债券交易金额                         基金逆回购                     基金正回购
    的各关联方名称      基金买入         基金卖出          交易金额      利息收入           交易金额      利息支出
    中国银行                      -    97,940,963.70                 -                 -              -           -6.4.10.4 各关联方投资本基金的情况6.4.10.4.1 报告期内基金管理人运用固有资金投资本基金的情况万家稳健增利债券 A
                                                                                                    份额单位:份
                                                  本期                                上年度可比期间
            项目                    2012 年 1 月 1 日至 2012 年 6 月           2011 年 1 月 1 日至 2011 年 6 月
                                                  30 日                                     30 日基金合同生效日(2009 年 8 月 12
                                                                      -                                       -日)持有的基金份额
    期初持有的基金份额                                       4,999,525.00                               4,999,525.00
    期间申购/买入总份额                                                   -                                       -
    期间因拆分变动份额                                                    -                                       -
    减:期间赎回/卖出总份额                                               -                                       -
    期末持有的基金份额                                       4,999,525.00                               4,999,525.00期末持有的基金份额占基金总份
                                                                   0.47%                                   1.12%额比例万家稳健增利债券 C
    注:本基金的基金管理人本报告期及上年度可比期间均未运用固有资金投资本基金下属 C 类基金6.4.10.4.2 报告期末除基金管理人之外的其他关联方投资本基金的情况
    本基金除基金管理人之外的其他关联方于本报告期末及上年度末均未投资本基金。6.4.10.5 由关联方保管的银行存款余额及当期产生的利息收入
                                                                            单位:人民币元
                                                           万家稳健增利债券型证券投资基金 2012 年半年度报告
                                      本期                                    上年度可比期间
        关联方
                     2012 年 1 月 1 日至 2012 年 6 月 30 日         2011 年 1 月 1 日至 2011 年 6 月 30 日
        名称
                          期末余额            当期利息收入             期末余额            当期利息收入
    中国银行                  44,815,984.87            255,372.62         11,937,297.23            136,240.10
    注: 本基金的证券交易结算资金通过托管银行备付金账户转存于中国证券登记结算有限责任公司,2012 年 1 月 1 日至 6 月 30 日获得的利息为人民币 33,204.52 元(2011 年 1 月 1 日至 6 月 30 日为人民币 35,276.46 元),2012 年 6 月 30 日结算备付金余额为人民币 705,548.79元(2011 年 6 月 30 日余额为人民币 1,239,144.62 元)。6.4.10.6 本基金在承销期内参与关联方承销证券的情况
    本基金本报告期未在承销期内直接购入关联方承销的证券。6.4.11 利润分配情况
                                                                              金额单位:人民币元万家稳健增利债券A
                               每 10 份
    序        权益                基金份        现金形式           再投资形式    本期利润分配
                    除息日                                                                       备注
    号      登记日                额分红        发放总额             发放总额        合计
                                  数
    1 2012-06-08 2012-06-08             0.200 45,042,072.81     5,081,186.95 50,123,259.76 -
    2 2012-06-26 2012-06-26             0.200 20,953,151.19     2,018,005.71 22,971,156.90 -合
                                     0.400 65,995,224.00     7,099,192.66 73,094,416.66计万家稳健增利债券 C
                                   每 10 份
           权益                                      现金形式       再投资形式    本期利润分配
    序号                 除息日     基金份额分                                                         备注
           登记日                                    发放总额         发放总额        合计
                                     红数
    1     2012-06-08 2012-06-08            0.200 27,250,051.64 7,065,764.46 34,315,816.10 -
    2     2012-06-26 2012-06-26            0.200 12,196,006.26 2,810,903.41 15,006,909.67 -
    合计                                     0.400 39,446,057.90 9,876,667.87 49,322,725.776.4.12 期末(2012 年 6 月 30 日)本基金持有的流通受限证券6.4.12.1 因认购新发/增发证券而于期末持有的流通受限证券
    本基金本报告期未持有因认购新发/增发证券而流通受限的证券。6.4.12.2 期末持有的暂时停牌等流通受限股票
    本基金本报告期未未持有暂时停牌股票。6.4.12.3 期末债券正回购交易中作为抵押的债券6.4.12.3.1 银行间市场债券正回购
    截至本报告期末 2012 年 6 月 30 日止,本基金从事银行间市场债券正回购交易形成的卖出回购证券款余额 630,497,934.25 元,是以如下债券作为质押:
                                                                          金额单位:人民币元
       债券代码       债券名称          回购到期日        期末估值单价       数量(张)      期末估值总额
    1282163              12      孚 日    2012-07-02                   101.41        200,000     20,282,000.00
                                                   万家稳健增利债券型证券投资基金 2012 年半年度报告
                   MTN1
    1180032            11 鹰投债     2012-07-02              102.11        300,000     30,633,000.00
                   111 粤云浮
    1180033                          2012-07-02              102.01        300,000     30,603,000.00
                   债
    1180044            11 文登债     2012-07-02              100.57        300,000     30,171,000.00
    120307             12 进出 07    2012-07-04               99.60        200,000     19,920,000.00
    120402             12 农发 02    2012-07-04              101.25        500,000     50,625,000.00
    120406             12 农发 06    2012-07-04              101.35        100,000     10,135,000.00
                   12 贴 现 国
    129902                           2012-07-04               98.26        300,000     29,478,000.00
                   债 02
                   12 宁 熊 猫
    1282072                          2012-07-05              103.34        600,000     62,004,000.00
                   MTN1
                   12 南 京 港
    1282122                          2012-07-05              103.82        400,000     41,528,000.00
                   MTN1
                   11 天 药 集
    1182309                          2012-07-05              107.04        200,000     21,408,000.00
                   MTN2
                   12 京 新 能
    1282113                          2012-07-09              103.30        500,000     51,650,000.00
                   MTN1
                   12 京 城 建
    1282124                          2012-07-09              102.72        500,000     51,360,000.00
                   MTN1
                   12 现 代 威
    1282169                          2012-07-09              101.21        400,000     40,484,000.00
                   MTN1
                   12 桂 有 色
    1282196                          2012-07-09               99.89        400,000     39,956,000.00
                   MTN1
                   11TCL    集
    1182298                          2012-07-09              105.88        200,000     21,176,000.00
                   MTN1
                   12 宁 化 工
    1282080                          2012-07-16              104.08        500,000     52,040,000.00
                   MTN1
                   12 湛 江 港
    1282144                          2012-07-16              102.68        100,000     10,268,000.00
                   MTN1
                   12 宁 化 工
    1282159                          2012-07-16              102.40        400,000     40,960,000.00
                   MTN2
    合计                                                                 6,400,000    654,681,000.006.4.12.3.2 交易所市场债券正回购
    截至本报告期末 2012 年 6 月 30 日止,基金从事证券交易所债券正回购交易形成的卖出回购证券款余额 230,000,000 元,于 2012 年 7 月 2 日到期;余额 50,000,000 元,于 2012 年 7 月3 日到期;余额 24,999,979.6 元,于 2012 年 7 月 5 日到期。该类交易要求本基金在回购期内持有的证券交易所交易的债券和/或在新质押式回购下转入质押库的债券,按证券交易所规定的比例折算为标准券后,不低于债券回购交易的余额。6.4.13 金融工具风险及管理6.4.13.1 风险管理政策和组织架构
    本基金在日常经营活动中涉及的财务风险主要包括信用风险、流动性风险及市场风险。本基金管理人制定了政策和程序来识别及分析这些风险,并设定适当的风险限额及内部控制流程,通过可靠的管理
                                                    万家稳健增利债券型证券投资基金 2012 年半年度报告及信息系统持续监控上述各类风险。
    本基金管理人将风险管理融入各业务层面,建立了三道防线:以各岗位目标责任制为基础,形成第一道防线;通过相关部门、相关岗位之间相互监督制衡,形成第二道防线;由监察稽核部门、督察长对各岗位、各部门、各机构、各项业务实施监督反馈,形成第三道防线。6.4.13.2 信用风险
    信用风险是指基金在交易过程中因交易对手未履行合约责任,或者基金所投资证券之发行人出现违约、拒绝支付到期本息,导致基金资产损失和收益变化的风险。本基金均投资于具有良好信用等级的证券,且通过分散化投资以分散信用风险。本基金投资于一家公司发行的证券市值不超过基金资产净值的10%,且本基金与由本基金管理人管理的其他基金共同持有一家公司发行的证券,不得超过该证券的10%。
    本基金的银行存款均存放于信用良好的银行,申购交易均通过具有基金销售资格的金融机构进行。另外,在交易所进行的交易均与中国证券登记结算有限责任公司完成证券交收和款项清算,因此违约风险发生的可能性很小;基金在进行银行间同业市场交易前均对交易对手进行信用评估,以控制相应的信用风险。6.4.13.2.1 按短期信用评级列示的债券投资
                                                                            单位:人民币元
                                          本期末                             上年度末
           短期信用评级
                                     2012 年 6 月 30 日                  2011 年 12 月 31 日
    A-1                                              30,273,000.00                                    -
    A-1 以下                                                      -                                   -
    未评级                                                        -                                   -
    合计                                             30,273,000.00                                    -6.4.13.2.2 按长期信用评级列示的债券投资
                                                                                   单位:人民币元
                                          本期末                             上年度末
           长期信用评级
                                     2012 年 6 月 30 日                  2011 年 12 月 31 日
    AAA                                           388,776,368.00                        40,836,000.00
    AAA 以下                                   1,989,903,138.19                        270,942,523.68
    未评级                                        169,102,000.00                                      -
    合计                                       2,547,781,506.19                        311,778,523.686.4.13.3 流动性风险
    流动性风险是指基金所持金融工具变现的难易程度。本基金的流动性风险一方面来自于基金份额持有人可随时要求赎回其持有的基金份额,另一方面来自于投资品种所处的交易市场不活跃而带来的变现困难。
    本基金所持部分证券在证券交易所上市,其余亦可在银行间同业市场交易;因此,本年末本基金的资产均能及时变现。此外,本基金可通过卖出回购金融资产方式借入短期资金应对流动性需求,其上限一般不超过基金持有的债券投资的公允价值。
    本基金管理人每日预测本基金的流动性需求,并同时通过独立的风险管理部门设定流动性比例要求,对流动性指标进行持续的监测和分析。6.4.13.4 市场风险
    市场风险是指基金所持金融工具的公允价值或未来现金流量因所处市场各类价格因素的变动而发生波动的风险,包括利率风险、外汇风险和其他价格风险。
                                                                 万家稳健增利债券型证券投资基金 2012 年半年度报告6.4.13.4.1 利率风险
    利率风险是指基金的财务状况和现金流量受市场利率变动而发生波动的风险。本基金的生息资产主要为银行存款、结算备付金及债券投资等。生息负债主要为卖出回购金融资产款等。6.4.13.4.1.1 利率风险敞口
                                                                            单位:人民币元本期末
    2012 年                     1-3         3 个月
           1 个月以内                                   1-5 年         5 年以上        不计息          合计
    6 月 30                     个月         -1 年
    日资产银行存
          44,815,984.87            -             -                 -              -             -   44,815,984.87款结算备
             705,548.79            -             -                 -              -             -       705,548.79付金存出保
                        -          -             -                 -              -   500,000.00        500,000.00证金交易性
    金融资     5,551,314.50            - 189,578,000.00 2,016,446,138.52 366,479,053.17 22,560,800.00 2,689,935,891.19产衍生金
                        -          -             -                 -              -             -               -融资产买入返
    售 金 融 170,000,585.00            -             -                 -              -             -   170,000,585.00资产应收证
    券清算                  -          -             -                 -              -             -               -款应收利
                        -          -             -                 -              - 31,244,797.34   31,244,797.34息应收股
                        -          -             -                 -              -             -               -利应收申
                        -          -             -                 -              -   462,791.97        462,791.97购款其他资
                        -          -             -                 -              -             -               -产资产总
          221,073,433.16           - 189,578,000.00 2,016,446,138.52 366,479,053.17 54,768,389.31 2,848,345,014.16计负债短期借
                        -          -             -                 -              -             -               -款交易性
    金融负                  -          -             -                 -              -             -               -债
                                                             万家稳健增利债券型证券投资基金 2012 年半年度报告衍生金
                        -     -              -                 -             -              -               -融负债卖出回
    购 金 融 935,497,913.85       -              -                 -             -              -   935,497,913.85资产款应付证
    券清算                  -     -              -                 -             -              -               -款应付赎
                        -     -              -                 -             - 31,525,792.79    31,525,792.79回款应付管
    理人报                  -     -              -                 -             - 2,176,133.24       2,176,133.24酬应付托
                        -     -              -                 -             -    621,752.37        621,752.37管费应付销
    售服务                  -     -              -                 -             -    507,503.68        507,503.68费应付交
                        -     -              -                 -             -     70,003.12        70,003.12易费用应交税
                        -     -              -                 -             - 1,164,623.77       1,164,623.77费应付利
                        -     -              -                 -             -    740,279.60        740,279.60息应付利
                        -     -              -                 -             -              -               -润递延所
    得税负                  -     -              -                 -             -              -               -债其他负
                        -     -              -                 -             -    153,959.92        153,959.92债负债总
          935,497,913.85      -              -                 -             - 36,960,048.49    972,457,962.34计利率敏
    感 度 缺 -714,424,480.69      - 189,578,000.00 2,016,446,138.52 366,479,053.17 17,808,340.82 1,875,887,051.82口上年度末2011
    年                     1-3     3 个月
           1 个月以内                             5 年以上          不计息           合计
    12                     个月    -1 年
    月
    31
    日
                                          万家稳健增利债券型证券投资基金 2012 年半年度报告资产银行
       15,140,045.26   -   -              -               -    15,140,045.26存款结算
    备付    4,521,191.56   -   -              -               -      4,521,191.56金存出
    保证              -    -   -              -       250,000.00       250,000.00金交易性金
        5,442,671.70   -   -   80,230,000.00              -    311,778,523.68融资产衍生
    金融              -    -   -              -               -                -资产买入返售
                  -    -   -              -               -                -金融资产应收证券
                  -    -   -              -     2,564,946.46     2,564,946.46清算款应收
                  -    -   -              -     7,861,640.05     7,861,640.05利息应收
                  -    -   -              -               -                -股利应收
    申购              -    -   -              -               -                -款其他
                  -    -   -              -               -                -资产资产
       25,103,908.52   -   -   80,230,000.00   10,676,586.51   342,116,347.01总计负债短期
                  -    -   -              -               -                -借款交易性金
                  -    -   -              -               -                -融负债衍生
                  -    -   -              -               -                -金融
                                            万家稳健增利债券型证券投资基金 2012 年半年度报告负债卖出回购
    金融    129,699,495.45   -   -              -               -   129,699,495.45资产款应付证券
                    -    -   -              -               -                -清算款应付
    赎回                -    -   -              -      203,688.25       203,688.25款应付管理
                    -    -   -              -      126,048.58       126,048.58人报酬应付
    托管                -    -   -              -       36,013.92       36,013.92费应付销售
                    -    -   -              -       18,069.41       18,069.41服务费应付
    交易                -    -   -              -       30,042.53       30,042.53费用应交
                    -    -   -              -      500,731.52       500,731.52税费应付
                    -    -   -              -       94,014.62       94,014.62利息应付
                    -    -   -              -               -                -利润递延所得
                    -    -   -              -               -                -税负债其他
                    -    -   -              -      380,001.43       380,001.43负债负债
        129,699,495.45   -   -              -    1,388,610.26   131,088,105.71总计利率
    敏感   -104,595,586.93   -   -   80,230,000.00   9,287,976.25   211,028,241.30度缺
                                                           万家稳健增利债券型证券投资基金 2012 年半年度报告口6.4.13.4.1.2 利率风险的敏感性分析
    假设         1.若市场利率发生变动而其他市场变量保持不变
              相关风险变量的      对资产负债表日基金资产净值的影响金额(单位:人民币元 )
              变动               本期末(2012 年 6 月 30 日)             上年度末(2011 年 12 月 31 日)
              1.市场利率下降
    分析                                                 22,906,600.00                         3,723,400.00
              25 个基点
              2.市场利率上升
                                                   -22,610,900.00                          -3,668,600.00
              25 个基点6.4.13.4.2 外汇风险
    本基金的所有资产及负债以人民币计价,因此无重大外汇风险。6.4.13.4.3 其他价格风险6.4.13.4.3.1 其他价格风险敞口
                                                                                     金额单位:人民币元
                                      本期末                                      上年度末
                                 2012 年 6 月 30 日                           2011 年 12 月 31 日
        项目                                              占基金资                               占基金资
                               公允价值                   产净值比          公允价值             产净值比
                                                          例(%)                                例(%)交易性金融资产-股
                                        22,560,800.00          1.20                          -              -票投资交易性金融资产-基
                                                      -              -                       -              -金投资交易性金融资产-债
                                  2,578,054,506.19           137.43          311,778,523.68         147.74券投资衍生金融资产-权证
                                                      -              -                       -              -投资
    其他                                                  -              -                       -              -
    合计                              2,600,615,306.19           138.63          311,778,523.68         147.746.4.13.4.3.2 其他价格风险的敏感性分析
       假设         1.若股票基准指数发生变动而其他市场变量保持不变
                     相关风险变量的变    对资产负债表日基金资产净值的影响金额(单位:人民币元 )
                           动            本期末(2012 年 6 月 30 日) 上年度末(2011 年 12 月 31 日)
                    1.股票基准指数下
       分析                                                -16,800.00                                       -
                    降 100 个基点
                    2.股票基准指数上
                                                            16,800.00                                       -
                    升 100 个基点
                                                     万家稳健增利债券型证券投资基金 2012 年半年度报告
                                         §7 投资组合报告7.1 期末基金资产组合情况
                                                                                  金额单位:人民币元
                                                                                 占基金总资产的比例
    序号                  项目                        金额
                                                                                       (%)
         1      权益投资                                      22,560,800.00                     0.79
                其中:股票                                    22,560,800.00                     0.79
         2      固定收益投资                             2,578,054,506.19                      90.51
                其中:债券                               2,578,054,506.19                      90.51
                       资产支持证券                                          -                        -
         3      金融衍生品投资                                               -                        -
         4      买入返售金融资产                             170,000,585.00                     5.97
                其中:买断式回购的买入
                                                                             -                        -
                返售金融资产
                银行存款和结算备付金
         5                                                    45,521,533.66                     1.60
                合计
         6      其他各项资产                                  32,207,589.31                     1.13
         7      合计                                     2,848,345,014.16                     100.007.2 期末按行业分类的股票投资组合
                                                                                  金额单位:人民币元
    代码             行业类别                     公允价值                  占基金资产净值比例(%)
    A       农、林、牧、渔业                                          -                              -
    B       采掘业                                                    -                              -
    C       制造业                                     22,560,800.00                           1.20
    C0              食品、饮料                                         -                              -
    C1              纺织、服装、皮毛                                   -                              -
    C2              木材、家具                                         -                              -
    C3              造纸、印刷                                         -                              -
                    石油、化学、塑胶、
    C4                                                  15,960,000.00                           0.85
             塑料
    C5              电子                                    6,600,800.00                        0.35
    C6              金属、非金属                                       -                              -
    C7              机械、设备、仪表                                   -                              -
    C8              医药、生物制品                                     -                              -
    C99             其他制造业                                         -                              -
             电力、煤气及水的生产和
    D                                                                 -                              -
             供应业
    E       建筑业                                                    -                              -
    F       交通运输、仓储业                                          -                              -
                                                            万家稳健增利债券型证券投资基金 2012 年半年度报告
       G       信息技术业                                                     -                            -
       H       批发和零售贸易                                                 -                            -
       I       金融、保险业                                                   -                            -
       J       房地产业                                                       -                            -
       K       社会服务业                                                     -                            -
       L       传播与文化产业                                                 -                            -
       M       综合类                                                         -                            -
              合计                                             22,560,800.00                           1.207.3 期末按公允价值占基金资产净值比例大小排序的所有股票投资明细
                                                                                      金额单位:人民币元
    序号       股票代码      股票名称     数量(股)             公允价值            占基金资产净值比例(%)
    1       300325       德威新材         1,000,000             15,960,000.00                           0.85
    2       300323       华灿光电           370,000              6,600,800.00                           0.357.4 报告期内股票投资组合的重大变动7.4.1 累计买入金额超出期初基金资产净值 2%或前 20 名的股票明细
                                                                                       金额单位:人民币元
    序号       股票代码      股票名称         本期累计买入金额                占期初基金资产净值比例(%)
    1       300323       华灿光电                          20,000,000.00                                9.48
    2       300325       德威新材                          17,000,000.00                                8.067.4.2 累计卖出金额超出期初基金资产净值 2%或前 20 名的股票明细
                                                                                      金额单位: 人民币元
    序号       股票代码        股票名称        本期累计卖出金额               占期初基金资产净值比例(%)
    1       300323       华灿光电                          12,957,373.07                                6.147.4.3 买入股票的成本总额及卖出股票的收入总额
                                                                                           单位:人民币元
    买入股票成本(成交)总额                                                                    37,000,000.00
    卖出股票收入(成交)总额                                                                    12,957,373.077.5 期末按债券品种分类的债券投资组合
                                                                                       金额单位:人民币元
    序号             债券品种                 公允价值                        占基金资产净值比例(%)
       1       国家债券                                   88,422,000.00                                4.71
       2       央行票据                                                -                                   -
       3       金融债券                                   80,680,000.00                                4.30
               其中:政策性金融
                                                          80,680,000.00                                4.30
               债
       4       企业债券                                  771,309,138.19                               41.12
       5       企业短期融资券                             30,273,000.00                                1.61
                                                           万家稳健增利债券型证券投资基金 2012 年半年度报告
    6           中期票据                            1,588,190,000.00                                 84.66
    7           可转债                                   19,180,368.00                                1.02
    8           其他                                                  -                                  -
    9           合计                                2,578,054,506.19                               137.437.6 期末按公允价值占基金资产净值比例大小排名的前五名债券投资明细
                                                                                       金额单位:人民币元
                                                                                        占基金资产净值比
        序号           债券代码     债券名称     数量(张)          公允价值
                                                                                            例(%)
                                   12 中 石 油
         1            1282156                      1,000,000         101,400,000.00                   5.41
                                   MTN1
                                   12 晋 煤 运
         2            1282131                        900,000          92,808,000.00                   4.95
                                   MTN1
         3            122135       12 宝泰隆         700,000          73,850,000.00                   3.94
         4            1180050      11 吉城建债       600,000          62,088,000.00                   3.31
                                   12 宁 熊 猫
         5            1282072                        600,000          62,004,000.00                   3.31
                                   MTN17.7 期末按公允价值占基金资产净值比例大小排序的所有资产支持证券投资明细
    本基金本报告期末未持有资产支持证券。7.8 期末按公允价值占基金资产净值比例大小排名的前五名权证投资明细
    本基金本报告期末未持有权证。7.9 投资组合报告附注7.9.1 本报告期内,本基金投资的前十名证券的发行主体不存在被监管部门立案调查的,在报告编制日前一年内也不存在受到公开谴责、处罚的情况。7.9.2 本报告期内,本基金投资的前十名股票中,不存在投资于超出基金合同规定备选股票库之外的股票。7.9.3 期末其他各项资产构成
                                                                           单位:人民币元
    序号                            名称                                          金额
    1          存出保证金                                                                      500,000.00
    2          应收证券清算款                                                                            -
    3          应收股利                                                                                  -
    4          应收利息                                                                    31,244,797.34
    5          应收申购款                                                                      462,791.97
    6          其他应收款                                                                                -
    7          待摊费用                                                                                  -
    8          其他                                                                                      -
    9          合计                                                                        32,207,589.317.9.4 期末持有的处于转股期的可转换债券明细
    本基金本报告期末未持有处于转股期的可转换债券。7.9.5 期末前十名股票中存在流通受限情况的说明
                                                       万家稳健增利债券型证券投资基金 2012 年半年度报告
    本基金本报告期末前十名股票中不存在流通受限情况。
                                       §8 基金份额持有人信息8.1 期末基金份额持有人户数及持有人结构
                                                                                         份额单位:份
                                                              持有人结构
    份额     持有人户       户均持有的            机构投资者                          个人投资者
    级别     数(户)           基金份额                          占总份                              占总份
                                           持有份额                          持有份额
                                                            额比例                              额比例万 家稳 健
                2,934   363,779.80        517,393,801.23     48.48%        549,936,137.89       51.52%增 利债券 A万 家稳 健
                3,340   209,616.30        204,031,472.52     29.14%        496,086,983.07       70.86%增 利债券 C
    合计            6,274   281,709.98        721,425,273.75     40.82%       1,046,023,120.96      59.18%8.2 期末基金管理人的从业人员持有本开放式基金的情况
         项目                 份额级别           持有份额总数(份)                占基金总份额比例
                           万家稳健增利
                                                                            -                         -
                           债券 A基金管理公司所有从业
                           万家稳健增利
    人员持有本开放式基金                                              39,110.97                      0.01%
                           债券 C
                                合计                              39,110.97                      0.00%
    注:1、截止本报告期末,本公司高级管理人员、基金投资和研究部门负责人持有本基金份额总量的数量区间均为 0;
        2、截止本报告期末,本基金基金经理持有本基金份额总量的数量区间为 0。
                                       §9 开放式基金份额变动
                                                                                               单位:份
                   项目                        万家稳健增利债券 A               万家稳健增利债券 C基金合同生效日(2009 年 8 月 12 日)基金份
                                                       788,878,033.30                 493,622,954.04额总额
    本报告期期初基金份额总额                               153,858,244.01                   51,688,668.47
    本报告期基金总申购份额                                3,413,041,375.67              2,347,639,959.03
    减:本报告期基金总赎回份额                             2,499,569,680.56              1,699,210,171.91
    本报告期基金拆分变动份额                                              -                               -
                                                        万家稳健增利债券型证券投资基金 2012 年半年度报告
    本报告期期末基金份额总额                              1,067,329,939.12                 700,118,455.59
                                       §10 重大事件揭示10.1 基金份额持有人大会决议
    报告期内未召开基金份额持有人大会。10.2 基金管理人、基金托管人的专门基金托管部门的重大人事变动
    2012 年 4 月 21 日,基金管理人发布了“万家基金管理有限公司关于公司督察长变更的公告”,公司原督察长甘世雄因个人原因离职,经中国证监会批准(证监许可【2012】512 号),李振伟担任本公司督察长。
    2012 年 6 月 2 日,基金管理人发布了“万家基金管理有限公司关于公司高级管理人员变更的公告”,公司原总经理杨峰因个人原因离职,经公司董事会决定,并经中国证监会批准(基金部函【2012】441 号),暂由公司董事长毕玉国代为履行总经理职务。2012 年 3 月 17 日,公司增聘唐俊杰为万家稳增基金基金经理,与现任基金经理邹昱共同管理该基金。
    本报告期内托管人的专门基金托管部门未发生重大的人事变动。10.3 涉及基金管理人、基金财产、基金托管业务的诉讼
    报告期内无涉及基金管理人、基金财产、基金托管业务的诉讼。10.4 基金投资策略的改变
    报告期内基金投资策略未发生改变。10.5 为基金进行审计的会计师事务所情况
    报告期内为基金进行审计的会计师事务所情况未发生改变。10.6 管理人、托管人及其高级管理人员受稽查或处罚等情况
    报告期内基金管理人、托管人及其高级管理人员未受到稽查或处罚。10.7 基金租用证券公司交易单元的有关情况10.7.1 基金租用证券公司交易单元进行股票投资及佣金支付情况
                                                                           金额单位:人民币元
                                       股票交易                    应支付该券商的佣金
                                                 占当期股
    券商名称     交易单元数量                                                    占当期佣金        备注
                                  成交金额       票成交总          佣金
                                                                               总量的比例
                                                 额的比例
    齐鲁证券                   2   12,957,373.07          100.00%    10,981.37         100.00%   -
    中航证券                   1                 -             -              -              -   -
    中信万通                   1                 -             -              -              -   -
    中金公司                   2                 -             -              -              -   -10.7.2 基金租用证券公司交易单元进行其他证券投资的情况
                                                                                   金额单位:人民币元
                                  债券交易                                    债券回购交易
    劵商名称                           占当期债券成交总                              占当期债券回购成
                       成交金额                                    成交金额
                                           额的比例                                    交总额的比例
    齐鲁证券              66,858,578.30                   51.27%      25,000,000.00                   0.62%
    中航证券              63,543,443.70                   48.73%    4,033,700,000.00                 99.38%
                                                 万家稳健增利债券型证券投资基金 2012 年半年度报告
    中信万通                         -                  -                    -                    -
    中金公司                         -                  -                    -                    -注:1、基金专用交易席位的选择标准如下:(1)经营行为稳健规范,内控制度健全,在业内有良好的声誉;(2)具备基金运作所需的高效、安全的通讯条件,交易设施满足基金进行证券交易的需要;(3)具有较强的全方位金融服务能力和水平,包括但不限于:有较好的研究能力和行业分析能力,能及时、全面地向公司提供高质量的关于宏观、行业及市场走向、个股分析的报告及丰富全面的信息服务;能根据公司所管理基金的特定要求,提供专门研究报告,具有开发量化投资组合模型的能力;能积极为公司投资业务的开展,投资信息的交流以及其他方面业务的开展提供良好的服务和支持。2、基金专用交易席位的选择程序如下:(1)本基金管理人根据上述标准考察后确定选用交易席位的证券经营机构;(2)基金管理人和被选中的证券经营机构签订席位租用协议。3、报告期内基金租用券商交易单元无变更。
                                     §11 备查文件目录11.1 备查文件名称1、中国证监会批准万家稳健增利债券型证券投资基金发行及募集的文件。2、《万家稳健增利债券型证券投资基金基金合同》。3、《万家稳健增利债券型证券投资基金托管协议》。4、万家基金管理有限公司批准成立批件、营业执照、公司章程。5、本报告期内在中国证监会指定报纸上公开披露的基金净值、季度报告、更新招募说明书及其他临时公告。6、万家稳健增利债券型证券投资基金 2012 年半年度报告原文。11.2 备查文件存放地点
    基金管理人和基金托管人的办公场所,并登载于基金管理人网站:11.3 备查文件查阅方式
    投资者可在营业时间至基金管理人办公场所免费查阅或登录基金管理人网站查阅。
                                                                         万家基金管理有限公司
                                                                             2012 年 8 月 24 日
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