上投摩根货币市场基金月度报告(2020年7月) 上投摩根货币市场基金 CIFM RMB Money Market Fund 代码/ Fund code 370010 2020-07-31 投资目标/Investment Objective 通过合理的资产选择，在有效控制投资风险和保 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 于业绩比较基准的稳定回报。 The fund aims to provide investors with high degree of liquidity, cash management improvement, and it aims to achieve a steady return above the benchmark through appropriate asset allocations, effective risk control and high degree of liquidity management. 投资范围/Permissible Investments 业绩表现-7日年化收益率/Fund performance– 7 day average annualized yield 52.2% 9.3% 14.5% 4.3% 21.2% 0% 10% 20% 30% 40% 50% 60% 1-29天/Days 30-59天/Days 60-89天/Days 90-119天/Days 120-397天/Days 组合明细分析—报告期末投资组合平均剩余期限分布比例 Portfolio Analysis Breakdown–Weighted Average Maturity（WAM）Distribution 0.00% 0.50% 1.00% 1.50% 2.00% 2.50% 3.00% Aug-19 Sep-19 Oct-19 Nov-19 Dec-19 Jan-20 Feb-20 Mar-20 Apr-20 May-20 Jun-20 Jul-20 上投货币A RMB MMF A-Share 上投货币B RMB MMF B-Share 7天通知存款（税后） 7 day call deposit(after tax） 时间区间/period: 2019/08/01—2020/07/31 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. 区间7日年化收益率均值* Period 7 day average annualized yield* 今年以来 YTD 1个月 1 month 3个月 3 months 6个月 6 months 1年 1 year 上投货币A RMB MMF A-Share 1.70% 1.49% 1.36% 1.61% 1.89% 上投货币B RMB MMF B-Share 1.94% 1.73% 1.60% 1.85% 2.13% 7天通知存款（税后） 7 day call deposit(after tax） 1.35% 1.35% 1.35% 1.35% 1.35% 0% 10% 20% 30% 40% 50% 60% 1-29天/Days 30-59天/Days 60-89天/Days 90-119天/Days 120-397天/Days 组合明细分析—报告期末投资组合平均剩余期限分布比例 Portfolio Analysis Breakdown–Weighted Average Maturity（WAM）Distribution 0.00% 0.50% 1.00% 1.50% 2.00% 2.50% 3.00% Aug-19 Sep-19 Oct-19 Nov-19 Dec-19 Jan-20 Feb-20 Mar-20 Apr-20 May-20 Jun-20 Jul-20 上投货币A RMB MMF A-Share 上投货币B RMB MMF B-Share 7天通知存款（税后） 7 day call deposit(after tax） 时间区间/period: 2019/08/01—2020/07/31 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. 区 基金信息/Fund facts *其他资产包括：应收证券清算款、应收利息、应收申购款等。 Other assets include receivable due from exchange; interest receivable and subscription receivable etc. 组合明细分析—资产类别/ Portfolio Analysis Breakdown - Asset allocation 20.2% 35.2% 7.9% 26.4% 9.4% 0.6% 0.4% 银行存款和结算备付金 Bank deposits and reserves 买入返售金融资产 Repos 金融债券 Financial Bonds 同业存单 NCD 企业债券 Corporate Bonds 国债 Government Bonds 其他资产* Other Assets* 2020-07-31 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. 月度报告 Monthly Report 上投摩根货币市场基金 CIFM RMB Money Market Fund 代码/ Fund code 370010 *如在基金存续期内的任何一个开放日，A类基金份额持 有人通过认购、申购、分配收益或其他方式，使其持有 的基金份额余额达到5,000,000份的，即由A类持有人升 级为B类基金份额持有人；如在基金存续期内的任何一 个开放日，B类持有人通过赎回或其他方式使其持有的 基金份额少于500,000份，即由B类持有人降为A类。 *A-share investors who hold 5,000,000 units or more, will be changed to B-share investors; B-share investors who hold the units less than 500,000, will be automatically changed to A-share investors.