月度报告 摩根货币市场基金 Monthly Report JPMorgan RMB Money Market Fund 代码/ Fund code 370010 2024-06-30 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 3.00% 时间区间/period: 2023/07/01—2024/06/30 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, cashmanagementimprovement,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%Jul-23 Aug-23 Sep-23 Oct-23 Nov-23 Dec-23 Jan-24 Feb-24 Mar-24 Apr-24 May-24 Jun-24 投资范围/Permissible Investments 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 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- 摩根货币A 1.53% 1.35% 1.41% 1.53% 1.59% JPMorganRMBMMFA-Share maturity lessorequalto1year 摩根货币B 1.77% 1.59% 1.65% 1.77% 1.83% ? 剩余期限在397天以内(含397天)的债券 JPMorganRMBMMFB-Share Bonds –remainingmaturitylessorequalto397 7 day7天ca通ll知de存p款os(it(税af后te*r*t)ax**)1.35% 1.35% 1.35% 1.35% 1.35% days ? 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收ave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 45% 40.0% Other money market instruments with sound 40% liquidity as approved by the CSRC and PBoC 35% 30% 25% 21.7% 20% 17.2% 19.2% 15% 10% 5% 1.9% 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 摩根货币市场基金 Monthly Report JPMorgan RMB Money Market Fund 代码/ Fund code 370010 2024-06-30 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 2.4% 银行存款和结算备付金 InceptionDate 14.6% Bankdepositsandreserves 基金托管人 中国建设银行股份有限公司 29.6% 买入返售金融资产 Custodian ChinaConstructionBank 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) 21.9% NCD 最低申购金额(元)** 10 企业债券 Minimumsubscriptionamount(RMB)** CorporateBonds 最低赎回份额(份) 10 6.3% 25.3% 其他资产* Minimumredemptionamount(units) OtherAssets* 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。 Managementfeesperyear Otherassetsincludereceivableduefromexchangeandsubscriptionreceivableetc. 托管费率(每年) 0.10% **期末基金总资产中,银行存款占比27.53%,交易所逆回购占比23.80% Custodian feesperyear Infundtotalassets,bankdepositsaccountfor27.53%andexchangereversereposaccountfor23.80%. 销售服务费率(每年) A类/A-share0.25% Distribution feesperyear B类/B-share0.01% 组Po合rtf明oli细oA分na析ly—sis存B款rea往kd来o银wn行–bankdepositscounterparties 期末基金份额(份) A类/A-share 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、工商银行、 Fundholding(units) 43,144,509.32 汇丰银行、恒生银行、渣打银行、华侨银行、法国巴黎银行。 B类/B-share Counterparties of the bank deposits in the reporting month are: Agricultural Bank of China, 49,695,898,922.72 BankofChina,BankofCommunications,ChinaConstructionBank,IndustrialandCommercial 期末基金总资产(元) 50,476,293,672.47 Bank of China, HSBC (China), Hang Seng Bank (China), Standard Chartered Bank (China), Fundtotalassets(yuan) OCBCBank(China),BNPParibas(China). 期末平均剩余期限(天) 65 Weighted averagematurity indays 组Po合rtf明oli细oA分na析ly—sis前B十rea大kd持o仓wn债–券Top10Bondsholdings 期末平均剩余存续期(天) 65 Weighted averagelifeindays 类别 代码 名称 摊余成本 占基比金例资(产%)净值 Instrument Code Name AmortizedValue %ofNAV *如在基金存续期内的任何一个开放日,A类基金份额持 企业债 有人通过认购、申购、分配收益或其他方式,使其持有 Corporate Bond 012480391 24电网SCP007 755,597,897.31 1.52 的基金份额余额达到5,000,000份的,即由A类持有人升 同业存单 级为B类基金份额持有人;如在基金存续期内的任何一 NCD 112405125 24建设银行CD125 598,773,722.98 1.20 个开放日,B类持有人通过赎回或其他方式使其持有的 同业存单 基金份额少于500,000份,即由B类持有人降为A类。 NCD 112405164 24建设银行CD164 598,213,540.59 1.20 *A-shareinvestorswhohold5,000,000unitsormore,will 金融债 be changed to B-share investors; B-share investors who FinancialBond 240401 24农发01 542,914,368.40 1.09 hold the units less than 500,000, will be automatically 企业债 changedtoA-shareinvestors. CorporateBond 012480328 24电网SCP002 524,090,975.81 1.05 同业存单 112406030 24交通银行CD030 499,460,835.13 1.00 NCD 同业存单 112491839 24渣打中国CD002 499,080,264.75 1.00 NCD 同业存单 112405135 24建设银行CD135 498,826,850.65 1.00 NCD 同业存单 112306217 23交通银行CD217 498,087,034.01 1.00 NCD 同业存单 112305237 23建设银行CD237 497,402,647.05 1.00 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.