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 2021-06-30 投资目标/Investment Objective 业绩表现-7日年化收益率/Fund performance – 7 day average annualized yield 通过合理的资产选择,在有效控制投资风险和保 时间区间/period: 2020/07/01—2021/06/303.00% 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/Permissible Investments Jul-20 Aug-20 Sep-20 Oct-20 Nov-20 Dec-20 Jan-21 Feb-21 Mar-21 Apr-21 May-21 Jun-21 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 Period7 dayaverage 今年YT以D来11m个o月nth3 m3个on月ths6 m6个on月ths11y年ear 单 annualizedyield* Bank depositsandcertificatesofdeposits- RMB上M投M货FA币-SAhare 1.94% 1.91% 1.86% 1.94% 1.86% maturity lessorequalto1year 上投货币B ? 剩余期限在397天以内(含397天)的债券 RMBMMFB-Share 2.18% 2.15% 2.10% 2.18% 2.10% Bonds –remainingmaturitylessorequalto397 7天通知存款(税后**) 1.35% 1.35% 1.35% 1.35% 1.35% days 7daycalldeposit(aftertax**) ? 期限在1年以内(含1年)的债券回购 **P区e间rio7d日7年da化y a收ve益ra率ge均a值nn是ua相lize应d统yie计ld时is间th段e内ari7th日m年et化ic收ave益ra率ge的o算f 7术d平ay均av数er。age 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。 **Refers to interest income tax on bank savings. ? 期限在1年以内(含1年)的中央银行票据 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 Portfolio Analysis Breakdown – Weighted Average Maturity(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% 55.3% Other money market instruments with sound 50% liquidity as approved by the CSRC and PBoC 40% 30% 21.5% 20% 12.0% 10% 8.3% 8.4% 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. 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 2021-06-30 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 0.02% 6.2% 银行存款和结算备付金 InceptionDate 9.6% Bankdepositsandreserves 基金托管人 中国建设银行股份有限公司 买入返售金融资产 Custodian ChinaConstructionBank 26.9% Repos 基金经理 孟晨波 鞠婷忻佳华 金融债券 Fundmanager MollyMeng,JudyJu,JavaXin FinancialBonds 业绩比较基准 同期七天通知存款利率(税后) 同业存单 Benchmark 7daycalldeposit(aftertax) NCD 最低申购金额(元)** 10 22.5% 企业债券 Minimumsubscriptionamount(RMB)** CorporateBonds 最低赎回份额(份) 10 国Go债vernmentBonds Minimumredemptionamount(units) 28.5% 6.2% 其他资产*管理费率(每年)0.33% OtherAssets* Management fees 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% Otherassetsincludereceivableduefromexchange;interestreceivableandsubscriptionreceivableetc. Custodianfeesperyear 组合明细分析—存款往来银行 销售服务费率(每年) A类/A-share0.25% PortfolioAnalysisBreakdown– bankdepositscounterparties Distributionfeesperyear B类/B-share0.01% 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、邮储银行、汇 期末基金份额(份) A类/A-share 丰银行、恒生银行、东亚银行、三井住友银行、三菱日联银行、法国巴黎银行。 Fundholding(units) 52,596,262.42 Counterpartiesofthebankdepositsinthereportingmonthare:AgriculturalBankofChina,Bank B类/B-share ofChina,BankofCommunications,ChinaConstructionBank,PostalSavingsBankofChina,HSBC 82,554,235,385.69 (China), Hang Seng Bank (China), Bank of East Asia (China), Sumitomo Mitsui Banking 期末平均剩余期限(天) 72 Corporation(China),BankofTokyo-MitsubishiUFJ(China),BNPParibas(China). Weightedaveragematurity indays 组合明细分析—前十大持仓债券 期末平均剩余存续期(天) 72 PortfolioAnalysisBreakdown–Top10Bondsholdings Weightedaveragelifeindays 占基金资产净值 类别 代码 名称 摊余成本 比例(%) Instrument Code Name AmortizedValue *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 20农业银行1120030771,396,383,378.45 1.69 的基金份额余额达到5,000,000份的,即由A类持有人升 NCD CD077 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 20农业银行112003133848,382,571.85 1.03 个开放日,B类持有人通过赎回或其他方式使其持有的 NCD CD133 基金份额少于500,000份,即由B类持有人降为A类。 同业存单 20建设银行112005083797,029,598.64 0.96 *A-share investorswhohold5,000,000unitsormore,will NCD CD083 be changed to B-share investors; B-share investors who 金融债 200216 20国开16 760,319,391.28 0.92 hold the units less than 500,000, will be automatically FinancialBond changed toA-shareinvestors. 同N业C存D单 112005077 20C建D设07银7行667,816,312.20 0.81 同业存单 112003127 20农业银行 664,480,854.45 0.80 NCD CD127 同业存单 112005060 20建设银行 623,802,996.52 0.76 NCD CD060 同业存单 112003125 20农业银行 595,510,404.64 0.72 NCD CD125 金融债 200309 20进出09 580,042,350.99 0.70 FinancialBond 同业存单 112005056 20建设银行 579,073,044.47 0.70 NCD CD056 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.