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 2020-05-31 投资目标/Investment Objective 业绩表现-7日年化收益率/Fund performance – 7 day average annualized yield 时间区间/period: 2019/06/01—2020/05/31 通过合理的资产选择，在有效控制投资风险和保 3.00% 持较高流动性的前提下，为投资者提供资金的流 2.50% 动性储备，进一步优化现金管理，并力求获得高 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 1.00% benchmark through appropriate asset allocations, effective risk control and high degree of liquidity 0.50% management. 0.00% 投资范围/Permissible Investments Jun-19 Jul-19 Aug-19 Sep-19 Oct-19 Nov-19 Dec-19 Jan-20 Feb-20 Mar-20 Apr-20 May-20 上投货币A 上投货币B 7天通知存款（税后） 现金 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 今年以来 1个月 3个月 6个月 1年 Period 7 day average YTD 1 month 3 months 6 months 1 year 单 annualized yield* 上投货币A Bank deposits and certificates of deposits- 1.81% 1.25% 1.57% 1.87% 1.99% RMB MMF A-Share maturity less or equal to 1 year 上投货币B 2.05% 1.49% 1.81% 2.11% 2.23% 剩余期限在397天以内（含397天）的债券 RMB MMF B-Share 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% 7 day call deposit(after tax） days 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 组合明细分析—报告期末投资组合平均剩余期限分布比例 期限在1年以内（含1年）的中央银行票据 Portfolio Analysis Breakdown – Weighted Average Maturity（WAM） Distribution Central bank bills – maturity less or equal to 1 各期限资产占基金资产净值的比例（％） WAM distribution (% of NAV) year 60% 中国证监会、人民银行认可的其他具有良好 50% 48.5% 流动性的货币市场工具 Other money market instruments with sound 40% liquidity as approved by the CSRC and PBoC 30% 20.5% 20% 12.0% 14.9% 10% 4.6% 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 2020-05-31 基金信息/Fund facts 组合明细分析—资产类别/ Portfolio Analysis Breakdown - Asset allocation 成立日期 2005/4/13 0.6% 1.3% Inception Date 12.4% 银行存款和结算备付金 Bank deposits and reserves 基金托管人 中国建设银行股份有限公司 20.8% Custodian China Construction Bank 买入返售金融资产 Repos 基金经理 孟晨波 鞠婷 王化鑫 Fund manager Molly Meng, Judy Ju, Alex Wang 金融债券 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) 21.6% NCD 最低申购金额（元）* 10 企业债券 Minimum subscription amount（RMB）* Corporate Bonds 最低赎回份额（份） 10 国债 Minimum redemption amount（units） 35.4% Government Bonds 管理费率（每年） 0.33% 7.8% 其他资产* Management fees per year Other Assets* *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 fees per year 销售服务费率（每年） A类/A-share 0.25% 组合明细分析—存款往来银行 Distribution fees per year B类/B-share 0.01% Portfolio Analysis Breakdown – bank deposits counterparties 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、邮储银行、 期末基金份额（份） A类/A-share Fund holding（units） 66,504,904.80 汇丰银行、恒生银行、星展银行。 B类/B-share Counterparties of the bank deposits in the reporting month are : Agricultural Bank of China, 63,257,105,395.85 Bank of China, Bank of Communications, China Construction Bank, Postal Savings Bank of China, 期末平均剩余期限（天） 68 HSBC (China), Hang Seng Bank (China), DBS Bank (China). Weighted average 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） 68 Portfolio Analysis Breakdown – Top 10 Bonds holdings Weighted average 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 *如在基金存续期内的任何一个开放日，A类基金份额持 % of NAV 有人通过认购、申购、分配收益或其他方式，使其持有 同业存单 19农业银行 111903099 1,046,229,050.99 1.65 的基金份额余额达到5,000,000份的，即由A类持有人升 NCD CD099 级为B类基金份额持有人；如在基金存续期内的任何一 同业存单 19农业银行 111903112 917,244,802.22 1.45 个开放日，B类持有人通过赎回或其他方式使其持有的 NCD CD112 基金份额少于500,000份，即由B类持有人降为A类。 同业存单 19农业银行 111903125 897,103,189.67 1.42 *A-share investors who hold 5,000,000 units or more, will NCD CD125 be changed to B-share investors; B-share investors who 金融债 200304 20进出04 879,045,759.64 1.39 hold the units less than 500,000, will be automatically Financial Bond changed to A-share investors. 同业存单 19农业银行 111903094 867,547,928.72 1.37 NCD CD094 金融债 200201 20国开01 782,734,826.12 1.24 Financial Bond 同业存单 19中国银行 111904052 767,621,777.11 1.21 NCD CD052 同业存单 19中国银行 111904065 598,165,383.16 0.94 NCD CD065 同业存单 19农业银行 111903086 597,984,168.04 0.94 NCD CD086 企业债 20中油股 012001259 500,034,440.33 0.79 Corporate Bond SCP006 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.