2016-08-31
月度报告 上投摩根货币市场基金

Monthly Report CIFM RMB Money Market Fund

代码/ Fund code 370010 2021-04-30
投资目标/InvestmentObjective 业绩表现-7日年化收益率/Fundperformance– 7 dayaverage annualizedyield

通过合理的资产选择，在有效控制投资风险和保 3.00% 时间区间/period: 2020/05/01—2021/04/30

持较高流动性的前提下，为投资者提供资金的流

动性储备，进一步优化现金管理，并力求获得高 2.50%

于业绩比较基准的稳定回报。 2.00%

The fund aims to provide investors with high degree

of liquidity, cash management improvement, and it 1.50%

aims to achieve a steady return above the

benchmark through appropriate asset allocations, 1.00%

effective risk control and high degree of liquidity 0.50%

management.

0.00%

投资范围/PermissibleInvestments May-20 Jun-20 Jul-20 Aug-20 Sep-20 Oct-20 Nov-20 Dec-20 Jan-21 Feb-21 Mar-21 Apr-21

 现金 上投货币A 上投货币B 7天通知存款（税后）

RMB MMF A-Share RMB MMF B-Share 7 day call deposit(after tax）

Cash 区间7日年化收益率均值*

 1年以内（含1年）的银行定期存款、大额存 Period 7 day average 今年以来 1个月 3个月 6个月 1年

annualized yield* YTD 1 month 3 months 6 months 1 year

单

Bank deposits and certificates of deposits- 上投货币A 1.97% 1.83% 1.94% 1.98% 1.76%

RMB MMF A-Share

maturity less or equal to 1 year 上投货币B

 剩余期限在397天以内（含397天）的债券 RMB MMF B-Share 2.21% 2.07% 2.18% 2.22% 2.00%

Bonds – remaining maturity less or equal to 397 7天通知存款（税后**） 1.35% 1.35% 1.35% 1.35% 1.35%

days 7 day call deposit(after tax**）

 期限在1年以内（含1年）的债券回购 *区间7日年化收益率均值是相应统计时间段内7日年化收益率的算术平均数。

*Period 7 day average annualized yield is the arithmetic average of 7 day average annualized yield in a

Repurchase agreements- maturity less or equal selected period of time.

to 1 year **指储蓄存款利息所得税。

 期限在1年以内（含1年）的中央银行票据 **Refers to interest income tax on bank savings.

Central bank bills – maturity less or equal to 1 组合明细分析—报告期末投资组合平均剩余期限分布比例

PortfolioAnalysis Breakdown– WeightedAverageMaturity（WAM）Distribution

year 各期限资产占基金资产净值的比例（％）

 中国证监会、人民银行认可的其他具有良好 WAM distribution (% of NAV)

流动性的货币市场工具 60%

Other money market instruments with sound 50% 47.9%

liquidity as approved by the CSRCand PBoC 40%

30%

20% 12.7% 13.5% 15.8%

9.7%

10%

0%

1-29天/Days 30-59天/Days 60-89天/Days 90-119天/Days 120-397天/Days

平均剩余期限/WAM

风险提示：基金管理人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责任。 报告内容未经托管人复核。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《基金合同》、《招募说明书》及其更新等法律文件。

Risk Disclosure：Fund managers ensure that the information contained in this report there has no false, misleading statements or material omissions, and

severally and jointly accept responsibility for the truthfulness, accuracy and completeness of the contents. Report has not reviewed by the trustees. Fund

managers are committed to honesty, diligence as the principles of management and use of fund assets, but does not guarantee the profitability of fund. Fund's
past performance is not indicative of future performance. Investment contains risk. Before making investment decisions, investors should carefully read the

Fund's "fund contract", "prospectus" and its updates and other legal documents.


2016-06-30
月度报告 上投摩根货币市场基金

Monthly Report CIFM RMB Money Market Fund

代码/ Fund code 370010 2021-04-30
基金信息/Fundfacts 组合明细分析—资产类别/PortfolioAnalysis Breakdown- Assetallocation

成立日期 2005/4/13 0.4% 2.5%

7.3% 银行存款和结算备付金

InceptionDate Bank deposits and reserves

基金托管人 中国建设银行股份有限公司 26.2% 买入返售金融资产

Custodian China Construction Bank Repos

基金经理 孟晨波 鞠婷忻佳华 金融债券

Fundmanager Molly Meng, Judy Ju, Java Xin 22.2% Financial Bonds

业绩比较基准 同期七天通知存款利率（税后） 同业存单

Benchmark 7 day call deposit (after tax) NCD

最低申购金额（元）** 10 企业债券

Minimumsubscription amount（RMB）** Corporate Bonds

最低赎回份额（份） 10 5.3% 国债

Minimumredemptionamount（units） Government Bonds

管理费率（每年） 36.2% 其他资产*

0.33% Other Assets*

Managementfees peryear *其他资产包括：应收证券清算款、应收利息、应收申购款等。

托管费率（每年） 0.10% Other assets include receivable due from exchange; interest receivable and subscription receivable etc.

Custodian feesperyear 组合明细分析—存款往来银行

销售服务费率（每年） A类/A-share 0.25% PortfolioAnalysis Breakdown– bank depositscounterparties

Distribution feesperyear B类/B-share 0.01%

报告期当月存款往来银行为：农业银行、中国银行、交通银行、建设银行、汇丰银行、恒
期末基金份额（份） A类/A-share 生银行、东亚银行、三井住友银行、三菱日联银行。

Fundholding（units） 51,676,217.86 Counterparties of the bank deposits in the reporting month are: Agricultural Bank of China, Bank
B类/B-share of China, Bank of Communications, China Construction Bank, HSBC (China), Hang Seng Bank
93,006,411,086.77 (China), Bank of East Asia (China), Sumitomo Mitsui Banking Corporation (China), Bank of Tokyo-
期末平均剩余期限（天） 62 Mitsubishi UFJ(China).

Weightedaverage maturity in days 组合明细分析—前十大持仓债券

期末平均剩余存续期（天） 62 PortfolioAnalysis Breakdown– Top 10Bondsholdings

Weightedaverage life in days 占基金资产净值
类别 代码 名称 摊余成本 比例（%）

Instrument Code Name Amortized Value % of NAV

*如在基金存续期内的任何一个开放日，A类基金份额持 同业存单 20农业银行

有人通过认购、申购、分配收益或其他方式，使其持有 NCD 112003077 CD077 1,389,918,135.49 1.49

的基金份额余额达到5,000,000份的，即由A类持有人升 同业存单 20农业银行

级为B类基金份额持有人；如在基金存续期内的任何一 NCD 112003170 CD170 1,195,456,226.41 1.28

个开放日，B类持有人通过赎回或其他方式使其持有的 同业存单 20农业银行

基金份额少于500,000份，即由B类持有人降为A类。 NCD 112003177 CD177 896,458,457.87 0.96

*A-share investors who hold 5,000,000 units or more, will 同业存单 20农业银行

be changed to B-share investors; B-share investors who NCD 112003133 CD133 844,599,907.17 0.91

hold the units less than 500,000, will be automatically

changed to A-share investors. 同业存单 112006059 20交通银行 799,266,746.25 0.86

NCD CD059

金融债 200216 20国开16 760,552,962.92 0.82

Financial Bond

同业存单 112003178 20农业银行 746,896,715.44 0.80

NCD CD178

企业债 012100643 21电网 700,632,404.62 0.75

Corporate Bond SCP008

同业存单 112005077 20建设银行 664,657,434.15 0.71

NCD CD077

同业存单 112006065 20交通银行 649,097,906.02 0.70

NCD CD065

风险提示：基金管理人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责任。 报告内容未经托管人复核。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《基金合同》、《招募说明书》及其更新等法律文件。

Risk Disclosure：Fund managers ensure that the information contained in this report there has no false, misleading statements or material omissions, and

severally and jointly accept responsibility for the truthfulness, accuracy and completeness of the contents. Report has not reviewed by the trustees. Fund

managers are committed to honesty, diligence as the principles of management and use of fund assets, but does not guarantee the profitability of fund. Fund's
past performance is not indicative of future performance. Investment contains risk. Before making investment decisions, investors should carefully read the

Fund's "fund contract", "prospectus" and its updates and other legal documents.
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