2016-08-31
月度报告 摩根货币市场基金

Monthly Report JPMorgan RMB Money Market Fund

代码/ Fund code 370010 2024-01-31
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 时间区间/period: 2023/02/01—2024/01/31
3.00%

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 1.00%

benchmark through appropriate asset allocations, 0.50%

effective risk control and high degree of liquidity

management. 0.00%

Feb-23 Mar-23 Apr-23 May-23 Jun-23 Jul-23 Aug-23 Sep-23 Oct-23 Nov-23 Dec-23 Jan-24

投资范围/PermissibleInvestments 摩根货币A 摩根货币B 7天通知存款（税后）

JPMorgan RMB MMF JPMorgan RMB MMF 7 day call deposit (after tax）

？ 现金 A-Share B-Share

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- 摩根货币A 1.76% 1.76% 1.72% 1.68% 1.64%

JPMorgan RMB MMF A-Share

maturity less or equal to 1 year 摩根货币B

？ 剩余期限在397天以内（含397天）的债券 JPMorgan RMB MMF B-Share 2.00% 2.00% 1.96% 1.92% 1.88%

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 **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% 55.6%

Other money market instruments with sound 50%

liquidity as approved by the CSRCand PBoC

40%

30%

20% 13.6% 17.7%

10% 10.4% 7.5%

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 managementand 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 摩根货币市场基金

Monthly Report JPMorgan RMB Money Market Fund

代码/ Fund code 370010 2024-01-31
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 7.0% 0.3%

InceptionDate 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 买入返售金融资产

Custodian China Construction Bank 23.2% 33.9% Repos

基金经理 孟晨波 鞠婷忻佳华 金融债券

Fundmanager Molly Meng, Judy Ju, Java Xin 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 5.7% 企业债券

Minimumsubscription amount（RMB）** Corporate Bonds

最低赎回份额（份） 10 30.0% 其他资产*

Minimumredemptionamount（units） Other Assets*

管理费率（每年） 0.33% *其他资产包括：应收证券清算款、应收申购款等。

Managementfees peryear Other assets include receivable due from exchange and subscription receivable etc.

**期末基金总资产中，银行存款占比31.87%，交易所逆回购占比28.29%

托管费率（每年） 0.10% In fund total assets, bank deposits account for 31.87% and exchange reverse repos account for 28.29%.

Custodian feesperyear

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 peryear B类/B-share 0.01% PortfolioAnalysis Breakdown– bank depositscounterparties

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 工商银行、汇丰银行、恒生银行、渣打银行、华侨永亨银行、星展银行、大华银行、澳

Fundholding（units） 43,344,203.18 新银行。

B类/B-share Counterparties of the bank deposits in the reporting month are: Agricultural Bank of China,

56,049,471,590.94 Bank of China, Bank of Communications, China Construction Bank, Postal Savings Bank of

期末基金总资产（元） 59,001,916,774.18 China, Industrial and Commercial Bank of China, HSBC (China), Hang Seng Bank (China),

Fundtotal assets（yuan） Standard Chartered Bank (China), OCBC Wing Hang Bank (China), DBS Bank (China), United

期末平均剩余期限（天） 67 Overseas Bank (China), ANZ Bank (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） 67 PortfolioAnalysis Breakdown– Top 10Bondsholdings

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

*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 112322071 23邮储银行CD071 1,247,781,827.52 2.22

的基金份额余额达到5,000,000份的，即由A类持有人升 NCD

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 112305287 23建设银行CD287 1,049,620,745.34 1.87

个开放日，B类持有人通过赎回或其他方式使其持有的 NCD

基金份额少于500,000份，即由B类持有人降为A类。 企业债 012480150 24伊利实业 850,529,137.27 1.52

*A-share investors who hold 5,000,000 units or more, will Corporate Bond SCP005

be changed to B-share investors; B-share investors who 同业存单 112305293 23建设银行CD293 689,674,274.31 1.23

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

changed to A-share investors. 金融债 092218003 22农发清发03 548,307,948.25 0.98

Financial Bond

金融债 220312 22进出12 518,879,710.68 0.93

Financial Bond

同业存单 112305256 23建设银行CD256 497,478,068.14 0.89

NCD

金融债 190305 19进出05 412,879,740.59 0.74

Financial Bond

金融债 230406 23农发06 395,936,914.49 0.71

Financial Bond

同业存单 112303040 23农业银行CD040 368,960,487.68 0.66

NCD

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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