2016-08-31
月度报告 摩根天添宝货币市场基金
Monthly Report JPMorgan TTB RMB Money Market Fund
代码/ Fund code A类/A-share 000712 B类/B-share 000713 2023-10-31
投资目标/InvestmentObjective 业绩表现-7日年化收益率/Fundperformance– 7 dayaverage annualizedyield
在有效控制投资风险和保持较高流动性的基础上， 3.00% 时间区间/period: 2022/11/01—2023/10/31
力争获得高于业绩比较基准的稳定回报。
The fund aims to achieve a steady return above the 2.50%
benchmark through tight risk control and a high 2.00%
degree of liquidity.
1.50%
投资范围/PermissibleInvestments
1.00%
本基金投资于法律法规及监管机构允许投资的金
融工具，包括现金、通知存款、短期融资券、一 0.50%
年以内（含一年）的银行定期存款和大额存单、 0.00%
期限在一年以内（含一年）的中央银行票据、期 Nov-22 Dec-22 Jan-23 Feb-23 Mar-23 Apr-23 May-23 Jun-23 Jul-23 Aug-23 Sep-23 Oct-23
限在一年以内（含一年）的债券回购、剩余期限 摩根天添宝货币A 摩根天添宝货币B 7天通知存款（税后）
在397 天以内（含397 天）的债券、剩余期限在 JPMorgan TTB MMF JPMorgan TTB MMF 7 day call deposit (after tax）
A-Share B-Share
397 天以内（含397 天）的中期票据、剩余期限在 区间7日年化收益率均值*
397 天以内（含397 天）的资产支持证券以及中国 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
证监会、中国人民银行认可的其他具有良好流动
性的货币市场工具。 摩根天添宝货币A 1.68% 1.63% 1.53% 1.58% 1.63%
JPMorgan TTB RMB MMF A-Share
The fund invests in financial instruments under the 摩根天添宝货币B 1.92% 1.88% 1.77% 1.83% 1.87%
permission of the laws, regulations and supervision JPMorgan TTB RMB MMF B-Share
institutions, including cash; call deposits; short-term 7天通知存款（税后**） 1.35% 1.35% 1.35% 1.35% 1.35%
7 day call deposit(after tax**）
financing note; bank deposits with maturity within 1
year (includes); Certificate of Deposits with maturity *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
within 1 year (includes); Central Bank Notes with selected period of time.
maturity within 1 year (includes); bond repos with **指储蓄存款利息所得税。
**Refers to interest income tax on bank savings.
maturity within 1 year (includes); bonds, mid-term 组合明细分析—报告期末投资组合平均剩余期限分布比例
notes, and asset-backed securities with maturity PortfolioAnalysis Breakdown– WeightedAverageMaturity（WAM）Distribution
within 397 days (includes); other liquid money 各期限资产占基金资产净值的比例（％）
market instruments recognized by the CSRC and WAM distribution (% of NAV)
60% 56.5%
PBoC.
50%
40%
30%
19.7%
20%
9.9%
10% 3.3% 3.3%
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 摩根天添宝货币市场基金
Monthly Report JPMorgan TTB RMB Money Market Fund
代码/ Fund code A类/A-share 000712 B类/B-share 000713 2023-10-31
基金信息/Fundfacts 组合明细分析—资产类别/PortfolioAnalysis Breakdown- Assetallocation
成立日期 2014/11/25 0.5% 3.5%
InceptionDate 13.2% 银行存款和结算备付金
基金托管人 中国建设银行股份有限公司 Bank deposits and reserves
Custodian China Construction Bank 买入返售金融资产
基金经理 孟晨波 鞠婷 33.3% Repos
Fundmanager Molly Meng, Judy Ju 金融债券
业绩比较基准 同期七天通知存款利率（税后） Financial Bonds
Benchmark 7 day call deposit (after tax) 同业存单
36.0% NCD
最低申购金额（元）* A类/A-share 0.01
B类/B-share 5,000,000 企业债券
Minimumsubscription amount（RMB）* Corporate Bonds
最低赎回份额（份） A类/A-share 0.01 其他资产*
B类/B-share 100 13.4% Other Assets*
Minimumredemptionamount（units） *其他资产包括：应收证券清算款、应收申购款等。
管理费率（每年） 0.15% Other assets include receivable due from exchange and subscription receivable etc.
Managementfees peryear **期末基金总资产中，银行存款占比3.35%，交易所逆回购占比7.05%
托管费率（每年） 0.05% In fund total assets, bank deposits account for 3.35% and exchange reverse repos account for 7.05%.
Custodian feesperyear
销售服务费率（每年） A类/A-share 0.25% 组合明细分析—前十大持仓债券/PortfolioAnalysis Breakdown – Top 10Bondsholdings
Distribution feesperyear B类/B-share 0.01% 占基金资产净值
类别 代码 名称 摊余成本 比例（%）
期末基金份额（份） A类/A-share Instrument Code Name Amortized Value % of NAV
Fundholding（units） 25,607,027.77 金融债
B类/B-share Financial Bond 210202 21国开02 20,521,141.27 6.74
279,008,448.44
期末基金总资产（元） 304,905,488.39 同业存单 112317185 23光大银行 19,990,289.58 6.56
Fundtotal assets（yuan） NCD CD185
期末平均剩余期限（天） 30 同业存单 112316055 23上海银行 19,979,653.39 6.56
Weightedaverage maturity in days NCD CD055
期末平均剩余存续期（天） 30 金融债
Weightedaverage life in days Financial Bond 190203 19国开03 10,281,603.84 3.38
*如在基金存续期内的任何一个开放日，A类基金份额持 金融债 220411 22农发11 10,196,511.42 3.35
有人通过认购、申购、分配收益或其他方式，使其持有 Financial Bond
的基金份额余额达到5,000,000份的，即由A类持有人升 企业债 012381081 23中广核 10,116,794.77 3.32
级为B类基金份额持有人；如在基金存续期内的任何一 Corporate Bond SCP001
个开放日，B类持有人通过赎回或其他方式使其持有的 企业债 23厦翔业
基金份额少于5,000,000份，即由B类持有人降为A类。 Corporate Bond 012382009 SCP004 10,071,491.52 3.31
*A-share investors who hold 5,000,000 units or more, will
be changed to B-share investors; B-share investors who 企业债 012383154 23中交建 10,026,747.40 3.29
hold the units less than 5,000,000, will be automatically Corporate Bond SCP008
changed to A-share investors. 企业债 23京基投
Corporate Bond 012383740 SCP001 10,001,296.63 3.28
同业存单 112315050 23民生银行 9,998,835.59 3.28
NCD CD050
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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