# EDGAR Filing Document

**Accession Number:** 0000798290
**File Stem:** 0001145549-23-015206
**Filing Date:** 2023-3
**Character Count:** 87216
**Document Hash:** 27151ab20632c4a05a48811cbd18b401
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-015206.hdr.sgml**: 20230307

**ACCESSION NUMBER**: 0001145549-23-015206

**CONFORMED SUBMISSION TYPE**: N-MFP2

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230228

**FILED AS OF DATE**: 20230307

**DATE AS OF CHANGE**: 20230307

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HSBC FUNDS
- **CENTRAL INDEX KEY:** 0000798290
- **IRS NUMBER:** 043084306
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** N-MFP2
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04782
- **FILM NUMBER:** 23711680

**BUSINESS ADDRESS:**
- **STREET 1:** C/O HSBC FUNDS
- **STREET 2:** 452 FIFTH AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 11108
- **BUSINESS PHONE:** 614-470-8000

**MAIL ADDRESS:**
- **STREET 1:** C/O CITI
- **STREET 2:** 4400 EASTON COMMONS, SUITE 200
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43219-3035

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HSBC INVESTOR FUNDS
- **DATE OF NAME CHANGE:** 20010531

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** REPUBLIC FUNDS
- **DATE OF NAME CHANGE:** 19941013

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FUNDTRUST /NY
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### HSBC U.S. Government Money Market Fund (Series ID: S000005047)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000013783 | A Shares                   | FTRXX           |
| C000013784 | Y Shares                   | RGYXX           |
| C000013787 | D Shares                   | HGDXX           |
| C000013788 | I Shares                   | HGIXX           |
| C000167214 | Intermediary Class         |  |
| C000167215 | Intermediary Service Class |  |

# Form N-MFP: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information

**Submission Type:** N-MFP2

**Live/Test Flag:** —

**Is Electronic Copy of Paper Format:** —

**CIK:** —

### General Information

**Report for (YYYY-MM-DD):** 2023-02-28

**EDGAR Series Identifier:** S000005047

**Total number of share classes in the series:** —

**Is this the fund's final filing on Form N-MFP?:** —

**Is Fund Liquidating?:** —

**Is Fund Merging/Being Acquired?:** —

**Has the fund acquired or merged with another fund during the reporting period?:** —

## Part A: Series-Level Information about the Fund

### Service Providers
| Item   | Role                          | Details                                                          | File/CIK Number   |
|:---|:---|:---|:---|
| A.5    | Administrator                 | HSBC Global Asset Management (USA) Inc.                          |  |
| A.4    | Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: New York<br>State: NY        |  |
| A.6    | Transfer Agent                | SS&C Global Investor & Distribution Solutions<br>CIK: 0000275143 | 084-00896         |

### Fund Characteristics & Assets

- **A.1 - Securities Act File Number:** 033-07647

- **A.7 - Is this a Feeder Fund?:** No

- **A.8 - Is this a Master Fund?:** No

- **A.9 - Is this series primarily used to fund insurance company separate accounts?:** No

- **A.10 - Money Market Fund Category:** Government/Agency

- **A.11 - WAM:** 12 days

- **A.12 - WAL:** 83 days

- **Total Value of Portfolio Securities:** $29837608294.58

- **Amortized Cost of Portfolio Securities:** $29844833530.88

- **Cash:** $747716.08

- **Total Other Assets:** $58880435.04

- **Total Liabilities:** $101485108.62

- **Net Assets of Series:** $29802976573.38

- **Number of Shares Outstanding (Series):** 29811146185.98

- **Stable Price Per Share:** $1.00

- **7-Day Gross Yield:** 4.5700%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $19872913774.03            |  | 65.7200%                   |
| Friday, Week 2 |  | $20720910082.62            |  | 66.2900%                   |
| Friday, Week 3 |  | $18879540643.46            |  | 64.2200%                   |
| Friday, Week 4 |  | $19160942628.60            |  | 64.5500%                   |
| Friday, Week 5 |  | $0.00                      |  | 0.0000%                    |

## Part B: Class-Level Information about the Fund

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $1000.00

- **B.3 - Net Assets of Class:** $1268088.07

- **B.4 - Shares Outstanding:** 1268294.89

- **B.7.7 - 7-Day Net Yield:** 3.9400%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** HSBC Funds Management  Cap waiver 11

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $6059.46                  | $21779.38               |
| Week 2   | $7355.91                  | $0.31                   |
| Week 3   | $2260.03                  | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $15665.71

- **Gross Redemptions for month:** $21779.69

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $5000000.00

- **B.3 - Net Assets of Class:** $1443345015.62

- **B.4 - Shares Outstanding:** 1443703063.35

- **B.7.7 - 7-Day Net Yield:** 4.3400%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** HSBC Funds Management  Cap waiver 17,082

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $831405631.75             | $1007662302.76          |
| Week 2   | $299459010.41             | $364108747.75           |
| Week 3   | $252818295.94             | $155548018.67           |
| Week 4   | $205156625.36             | $393845843.67           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $1229157717.92

- **Gross Redemptions for month:** $1643986697.49

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $1000.00

- **B.3 - Net Assets of Class:** $1306590994.18

- **B.4 - Shares Outstanding:** 1306659837.66

- **B.7.7 - 7-Day Net Yield:** 4.0900%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** HSBC Funds Management  Cap waiver 12,086

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $171234224.78             | $30809883.63            |
| Week 2   | $17768701.63              | $139672777.05           |
| Week 3   | $19185441.94              | $32047500.54            |
| Week 4   | $31849718.23              | $38978191.33            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $220444394.83

- **Gross Redemptions for month:** $236903491.07

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $50000000.00

- **B.3 - Net Assets of Class:** $24445690415.03

- **B.4 - Shares Outstanding:** 24452754587.68

- **B.7.7 - 7-Day Net Yield:** 4.4400%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** HSBC Funds Management  Cap waiver 386,099

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $4772843850.76            | $5721223775.16          |
| Week 2   | $5941470886.84            | $5249167308.56          |
| Week 3   | $3292933081.90            | $5562479062.15          |
| Week 4   | $5544852199.58            | $4645752708.43          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $19673808292.64

- **Gross Redemptions for month:** $21090218479.48

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $20000000.00

- **B.3 - Net Assets of Class:** $1859780122.01

- **B.4 - Shares Outstanding:** 1860270969.02

- **B.7.7 - 7-Day Net Yield:** 4.4100%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** HSBC Funds Management  Cap waiver 50,604   HSBC Funds Management  Shareholder Service waiver 69,404     HSBC Funds Management  Operational Support waiver 69,404

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $344880958.78             | $587831085.81           |
| Week 2   | $624282638.94             | $151990271.02           |
| Week 3   | $570083227.07             | $206256648.96           |
| Week 4   | $509495873.74             | $918666455.13           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $2039432537.92

- **Gross Redemptions for month:** $1781426072.12

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $10000000.00

- **B.3 - Net Assets of Class:** $746301938.47

- **B.4 - Shares Outstanding:** 746489433.38

- **B.7.7 - 7-Day Net Yield:** 4.3900%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** HSBC Funds Management  Cap waiver 11,770   HSBC Funds Management  Shareholder Service waiver 60,214     HSBC Funds Management  Operational Support waiver 30,107

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $134017475.67             | $69281356.21            |
| Week 2   | $85060994.08              | $66287230.40            |
| Week 3   | $102110865.20             | $193040265.08           |
| Week 4   | $66939664.87              | $72641451.53            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $330878482.84

- **Gross Redemptions for month:** $406945056.19

## Part C: Schedule of Portfolio Securities

### Security 1: BlackRock Liquidity FedFund

- **C.1 - Title:** BlackRock Liquidity FedFund 4.421300%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 05999F9K6
- **C.18 - Value (incl. sponsor support):** $346334.99
- **C.18.a - Value (excl. sponsor support):** $346334.99
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: BNP PARIBAS FORTIS SA

- **C.1 - Title:** BNP PARIBAS FORTIS SA 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: 06399K002_4.55_0301
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: MBNUM2BPBDO7JBLYG310, CIK: 0000315030, C.5 - Other ID: 08699B005_4.55_0301
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AQAP8, C.4 - ISIN: US3130AQAP89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $54963348.55
- **C.18.a - Value (excl. sponsor support):** $54963348.55
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-12-10
- **C.13 - Final Legal Maturity Date:** 2024-12-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 1.980000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ASAL3, C.4 - ISIN: US3130ASAL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99791712.00
- **C.18.a - Value (excl. sponsor support):** $99791712.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.8500%
- **C.11 - Maturity Date (WAM):** 2023-03-27
- **C.12 - Maturity Date (WAL):** 2023-03-27
- **C.13 - Final Legal Maturity Date:** 2023-03-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 2.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ASEG0, C.4 - ISIN: US3130ASEG01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148599153.00
- **C.18.a - Value (excl. sponsor support):** $148599153.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.9900%
- **C.11 - Maturity Date (WAM):** 2023-07-11
- **C.12 - Maturity Date (WAL):** 2023-07-11
- **C.13 - Final Legal Maturity Date:** 2023-07-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.560000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUCV4, C.4 - ISIN: US3130AUCV42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199996774.00
- **C.18.a - Value (excl. sponsor support):** $199996774.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-23
- **C.13 - Final Legal Maturity Date:** 2023-03-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.560000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUDS0, C.4 - ISIN: US3130AUDS04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $229996290.10
- **C.18.a - Value (excl. sponsor support):** $229996290.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-23
- **C.13 - Final Legal Maturity Date:** 2023-03-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUDZ4, C.4 - ISIN: US3130AUDZ47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100025719.00
- **C.18.a - Value (excl. sponsor support):** $100025719.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-12-27
- **C.13 - Final Legal Maturity Date:** 2023-12-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUFD1, C.4 - ISIN: US3130AUFD17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200016500.00
- **C.18.a - Value (excl. sponsor support):** $200016500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-10-04
- **C.13 - Final Legal Maturity Date:** 2023-10-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUJZ8, C.4 - ISIN: US3130AUJZ82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $568006588.80
- **C.18.a - Value (excl. sponsor support):** $568006588.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-06-13
- **C.13 - Final Legal Maturity Date:** 2023-06-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.580000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUMA9, C.4 - ISIN: US3130AUMA94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $350001977.50
- **C.18.a - Value (excl. sponsor support):** $350001977.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-04-25
- **C.13 - Final Legal Maturity Date:** 2023-04-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.580000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUMS0, C.4 - ISIN: US3130AUMS03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $220001100.00
- **C.18.a - Value (excl. sponsor support):** $220001100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-04-20
- **C.13 - Final Legal Maturity Date:** 2023-04-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUMX9, C.4 - ISIN: US3130AUMX97, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $725016573.50
- **C.18.a - Value (excl. sponsor support):** $725016573.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.4300%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-05-26
- **C.13 - Final Legal Maturity Date:** 2023-05-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.580000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUNV2, C.4 - ISIN: US3130AUNV23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $800005456.00
- **C.18.a - Value (excl. sponsor support):** $800005456.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.6800%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-04-24
- **C.13 - Final Legal Maturity Date:** 2023-04-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUNW0, C.4 - ISIN: US3130AUNW06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300006735.00
- **C.18.a - Value (excl. sponsor support):** $300006735.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-05-25
- **C.13 - Final Legal Maturity Date:** 2023-05-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUPB4, C.4 - ISIN: US3130AUPB41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100002168.00
- **C.18.a - Value (excl. sponsor support):** $100002168.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-05-23
- **C.13 - Final Legal Maturity Date:** 2023-05-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUPT5, C.4 - ISIN: US3130AUPT58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1600022640.00
- **C.18.a - Value (excl. sponsor support):** $1600022640.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 5.3700%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-05-03
- **C.13 - Final Legal Maturity Date:** 2023-05-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313312DA5, C.4 - ISIN: US313312DA54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99841280.00
- **C.18.a - Value (excl. sponsor support):** $99841280.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2023-03-14
- **C.12 - Maturity Date (WAL):** 2023-03-14
- **C.13 - Final Legal Maturity Date:** 2023-03-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384DB2, C.4 - ISIN: US313384DB23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199658162.00
- **C.18.a - Value (excl. sponsor support):** $199658162.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2023-03-15
- **C.12 - Maturity Date (WAL):** 2023-03-15
- **C.13 - Final Legal Maturity Date:** 2023-03-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384GY9, C.4 - ISIN: US313384GY98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2956736.31
- **C.18.a - Value (excl. sponsor support):** $2956736.31
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.9200%
- **C.11 - Maturity Date (WAM):** 2023-06-16
- **C.12 - Maturity Date (WAL):** 2023-06-16
- **C.13 - Final Legal Maturity Date:** 2023-06-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384JB6, C.4 - ISIN: US313384JB68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $392753920.00
- **C.18.a - Value (excl. sponsor support):** $392753920.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 5.0300%
- **C.11 - Maturity Date (WAM):** 2023-07-13
- **C.12 - Maturity Date (WAL):** 2023-07-13
- **C.13 - Final Legal Maturity Date:** 2023-07-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384LC1, C.4 - ISIN: US313384LC14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $243797955.00
- **C.18.a - Value (excl. sponsor support):** $243797955.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 5.0700%
- **C.11 - Maturity Date (WAM):** 2023-08-31
- **C.12 - Maturity Date (WAL):** 2023-08-31
- **C.13 - Final Legal Maturity Date:** 2023-08-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384ST7, C.4 - ISIN: US313384ST75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $524256854.00
- **C.18.a - Value (excl. sponsor support):** $524256854.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 5.2700%
- **C.11 - Maturity Date (WAM):** 2024-02-06
- **C.12 - Maturity Date (WAL):** 2024-02-06
- **C.13 - Final Legal Maturity Date:** 2024-02-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.585000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EMA77, C.4 - ISIN: US3133EMA776, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149995678.50
- **C.18.a - Value (excl. sponsor support):** $149995678.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-04-21
- **C.13 - Final Legal Maturity Date:** 2023-04-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EMGG1, C.4 - ISIN: US3133EMGG16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40808323.20
- **C.18.a - Value (excl. sponsor support):** $40808323.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-11-06
- **C.13 - Final Legal Maturity Date:** 2023-11-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EMNE8, C.4 - ISIN: US3133EMNE84, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18501687.02
- **C.18.a - Value (excl. sponsor support):** $18501687.02
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-01-22
- **C.13 - Final Legal Maturity Date:** 2024-01-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.605000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EMTJ1, C.4 - ISIN: US3133EMTJ18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $174997963.00
- **C.18.a - Value (excl. sponsor support):** $174997963.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-15
- **C.13 - Final Legal Maturity Date:** 2023-03-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 0.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EMVP4, C.4 - ISIN: US3133EMVP40, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $105416354.46
- **C.18.a - Value (excl. sponsor support):** $105416354.46
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2023-04-13
- **C.12 - Maturity Date (WAL):** 2023-04-13
- **C.13 - Final Legal Maturity Date:** 2023-04-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.842700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EMXZ0, C.4 - ISIN: US3133EMXZ04, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175022629.25
- **C.18.a - Value (excl. sponsor support):** $175022629.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-05-03
- **C.13 - Final Legal Maturity Date:** 2023-05-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN2V1, C.4 - ISIN: US3133EN2V16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $27512735.69
- **C.18.a - Value (excl. sponsor support):** $27512735.69
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-11-25
- **C.13 - Final Legal Maturity Date:** 2024-11-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN4U1, C.4 - ISIN: US3133EN4U15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200097230.00
- **C.18.a - Value (excl. sponsor support):** $200097230.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-12-23
- **C.13 - Final Legal Maturity Date:** 2024-12-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN4Z0, C.4 - ISIN: US3133EN4Z02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250200592.50
- **C.18.a - Value (excl. sponsor support):** $250200592.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-12-28
- **C.13 - Final Legal Maturity Date:** 2024-12-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN5H9, C.4 - ISIN: US3133EN5H94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70065381.40
- **C.18.a - Value (excl. sponsor support):** $70065381.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2025-01-03
- **C.13 - Final Legal Maturity Date:** 2025-01-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN5P1, C.4 - ISIN: US3133EN5P11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9496366.71
- **C.18.a - Value (excl. sponsor support):** $9496366.71
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2025-01-09
- **C.13 - Final Legal Maturity Date:** 2025-01-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN5R7, C.4 - ISIN: US3133EN5R76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000622.65
- **C.18.a - Value (excl. sponsor support):** $5000622.65
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-10-10
- **C.13 - Final Legal Maturity Date:** 2024-10-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.610000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENAK6, C.4 - ISIN: US3133ENAK64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10258391.51
- **C.18.a - Value (excl. sponsor support):** $10258391.51
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-10-08
- **C.13 - Final Legal Maturity Date:** 2024-10-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.595000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENAR1, C.4 - ISIN: US3133ENAR18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99993682.00
- **C.18.a - Value (excl. sponsor support):** $99993682.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-10-12
- **C.13 - Final Legal Maturity Date:** 2023-10-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENCK4, C.4 - ISIN: US3133ENCK47, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $42000422.94
- **C.18.a - Value (excl. sponsor support):** $42000422.94
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-07-26
- **C.13 - Final Legal Maturity Date:** 2023-07-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENDJ6, C.4 - ISIN: US3133ENDJ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3993263.64
- **C.18.a - Value (excl. sponsor support):** $3993263.64
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-11-08
- **C.13 - Final Legal Maturity Date:** 2024-11-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENE89, C.4 - ISIN: US3133ENE891, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45024718.95
- **C.18.a - Value (excl. sponsor support):** $45024718.95
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-08-08
- **C.13 - Final Legal Maturity Date:** 2024-08-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENFK1, C.4 - ISIN: US3133ENFK10, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100027850.00
- **C.18.a - Value (excl. sponsor support):** $100027850.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-09-26
- **C.13 - Final Legal Maturity Date:** 2023-09-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENGM6, C.4 - ISIN: US3133ENGM66, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $153939872.24
- **C.18.a - Value (excl. sponsor support):** $153939872.24
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-12-08
- **C.13 - Final Legal Maturity Date:** 2023-12-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.610000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENGX2, C.4 - ISIN: US3133ENGX22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49020835.78
- **C.18.a - Value (excl. sponsor support):** $49020835.78
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-12-13
- **C.13 - Final Legal Maturity Date:** 2023-12-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENH60, C.4 - ISIN: US3133ENH605, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $13995760.66
- **C.18.a - Value (excl. sponsor support):** $13995760.66
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-07-22
- **C.13 - Final Legal Maturity Date:** 2024-07-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.824700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENHX1, C.4 - ISIN: US3133ENHX13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $174994830.50
- **C.18.a - Value (excl. sponsor support):** $174994830.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.8200%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-20
- **C.13 - Final Legal Maturity Date:** 2023-03-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.605000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENHY9, C.4 - ISIN: US3133ENHY95, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250008662.50
- **C.18.a - Value (excl. sponsor support):** $250008662.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-10-20
- **C.13 - Final Legal Maturity Date:** 2023-10-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENJ27, C.4 - ISIN: US3133ENJ270, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $194829696.75
- **C.18.a - Value (excl. sponsor support):** $194829696.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-08-26
- **C.13 - Final Legal Maturity Date:** 2024-08-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENJ43, C.4 - ISIN: US3133ENJ437, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45013832.55
- **C.18.a - Value (excl. sponsor support):** $45013832.55
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-08-26
- **C.13 - Final Legal Maturity Date:** 2024-08-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.610000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENJQ4, C.4 - ISIN: US3133ENJQ44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79968120.80
- **C.18.a - Value (excl. sponsor support):** $79968120.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-12-27
- **C.13 - Final Legal Maturity Date:** 2023-12-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENJR2, C.4 - ISIN: US3133ENJR27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175058829.75
- **C.18.a - Value (excl. sponsor support):** $175058829.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-10-27
- **C.13 - Final Legal Maturity Date:** 2023-10-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENK25, C.4 - ISIN: US3133ENK252, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10003987.10
- **C.18.a - Value (excl. sponsor support):** $10003987.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-07-01
- **C.13 - Final Legal Maturity Date:** 2024-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.605000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENKL3, C.4 - ISIN: US3133ENKL38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $53974804.14
- **C.18.a - Value (excl. sponsor support):** $53974804.14
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-01-10
- **C.13 - Final Legal Maturity Date:** 2024-01-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENL57, C.4 - ISIN: US3133ENL573, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100023723.00
- **C.18.a - Value (excl. sponsor support):** $100023723.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-09-09
- **C.13 - Final Legal Maturity Date:** 2024-09-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENQ86, C.4 - ISIN: US3133ENQ861, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20984744.55
- **C.18.a - Value (excl. sponsor support):** $20984744.55
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-10-04
- **C.13 - Final Legal Maturity Date:** 2024-10-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENS92, C.4 - ISIN: US3133ENS925, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55989246.32
- **C.18.a - Value (excl. sponsor support):** $55989246.32
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-10-17
- **C.13 - Final Legal Maturity Date:** 2024-10-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.737700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENSM3, C.4 - ISIN: US3133ENSM39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99998418.00
- **C.18.a - Value (excl. sponsor support):** $99998418.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-22
- **C.13 - Final Legal Maturity Date:** 2023-03-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENTY6, C.4 - ISIN: US3133ENTY67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $67012037.89
- **C.18.a - Value (excl. sponsor support):** $67012037.89
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-01-08
- **C.13 - Final Legal Maturity Date:** 2024-01-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.717700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENVQ0, C.4 - ISIN: US3133ENVQ06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $249963872.50
- **C.18.a - Value (excl. sponsor support):** $249963872.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-04-30
- **C.13 - Final Legal Maturity Date:** 2024-04-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENW89, C.4 - ISIN: US3133ENW893, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74972307.75
- **C.18.a - Value (excl. sponsor support):** $74972307.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-10-28
- **C.13 - Final Legal Maturity Date:** 2024-10-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENWG1, C.4 - ISIN: US3133ENWG15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3196316.35
- **C.18.a - Value (excl. sponsor support):** $3196316.35
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-05-09
- **C.13 - Final Legal Maturity Date:** 2024-05-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENXM7, C.4 - ISIN: US3133ENXM73, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50006410.50
- **C.18.a - Value (excl. sponsor support):** $50006410.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-05-24
- **C.13 - Final Legal Maturity Date:** 2024-05-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 2.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENZJ2, C.4 - ISIN: US3133ENZJ27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $140103133.87
- **C.18.a - Value (excl. sponsor support):** $140103133.87
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.8200%
- **C.11 - Maturity Date (WAM):** 2023-04-21
- **C.12 - Maturity Date (WAL):** 2023-04-21
- **C.13 - Final Legal Maturity Date:** 2023-04-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federated U.S. Govt 05

- **C.1 - Title:** Federated U.S. Govt 05 4.401100%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 313905994
- **C.18 - Value (incl. sponsor support):** $12883007.21
- **C.18.a - Value (excl. sponsor support):** $12883007.21
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: SOCIETE' GENERALE NY

- **C.1 - Title:** SOCIETE' GENERALE NY 4.550000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 254900J6B390XMPVLV82, CIK: 0000865845, C.5 - Other ID: 372892000_4.55_0301
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.1800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: MIZUHO SECURITIES USA INC.

- **C.1 - Title:** MIZUHO SECURITIES USA INC. 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** CIK: 0000812291, C.5 - Other ID: 60686M007_4.55_0301
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: FIXED INCOME CLEARING CORPORATION (NORTHERN TRUST)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (NORTHERN TRUST) 4.550000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 6PTKHDJ8HDUF78PFWH30, C.5 - Other ID: 66585Q007_3.82_1201
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 5.0300%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: STANDARD CHARTERED BANK

- **C.1 - Title:** STANDARD CHARTERED BANK 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: 85324E000_3.80_1201
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 4.1900%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: FIXED INCOME CLEARING CORPORATION (STATE STREET BANK)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (STATE STREET BANK) 4.540000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** CIK: 0000093748, C.5 - Other ID: 85748R009_4.54_0301
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 4.0300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796YL7, C.4 - ISIN: US912796YL76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $299439687.00
- **C.18.a - Value (excl. sponsor support):** $299439687.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2023-03-16
- **C.12 - Maturity Date (WAL):** 2023-03-16
- **C.13 - Final Legal Maturity Date:** 2023-03-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.841700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBY6, C.4 - ISIN: US91282CBY66, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $322074372.34
- **C.18.a - Value (excl. sponsor support):** $322074372.34
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-04-30
- **C.13 - Final Legal Maturity Date:** 2023-04-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.836700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCQ2, C.4 - ISIN: US91282CCQ24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $695340208.88
- **C.18.a - Value (excl. sponsor support):** $695340208.88
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.3300%
- **C.17 - Yield as of Reporting Date:** 4.8800%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-07-31
- **C.13 - Final Legal Maturity Date:** 2023-07-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.842700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDE8, C.4 - ISIN: US91282CDE84, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $319919260.80
- **C.18.a - Value (excl. sponsor support):** $319919260.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.8800%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-10-31
- **C.13 - Final Legal Maturity Date:** 2023-10-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.792700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDU2, C.4 - ISIN: US91282CDU27, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $374944372.50
- **C.18.a - Value (excl. sponsor support):** $374944372.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-01-31
- **C.13 - Final Legal Maturity Date:** 2024-01-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.732700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEL1, C.4 - ISIN: US91282CEL19, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $479300376.00
- **C.18.a - Value (excl. sponsor support):** $479300376.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.8600%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-04-30
- **C.13 - Final Legal Maturity Date:** 2024-04-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: M3LKFDNSJGJ7TMLH6Z15, C.5 - Other ID: 930DHJ008_4.55_0301
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: WELLS FARGO BANK

- **C.1 - Title:** WELLS FARGO BANK 4.560000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.5 - Other ID: 936ZYW005_4.56_0301
- **C.18 - Value (incl. sponsor support):** $1600000000.00
- **C.18.a - Value (excl. sponsor support):** $1600000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 5.3700%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: TORONTO DOMINION BANK NY

- **C.1 - Title:** TORONTO DOMINION BANK NY 4.550000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** CIK: 0000947263, C.5 - Other ID: 959BLB000_4.55_0301
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: DEUTSCHE BANK

- **C.1 - Title:** DEUTSCHE BANK 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.5 - Other ID: 965AQA902_4.55_0301
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: GOLDMAN SACHS CO.

- **C.1 - Title:** GOLDMAN SACHS CO. 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.5 - Other ID: 965ZCH907_4.55_0301
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: Dreyfus Govern Cash Mgmt Dgcxx Dreyfus Govern Cash Mgmt 289

- **C.1 - Title:** Dreyfus Govern Cash Mgmt Dgcxx Dreyfus Govern Cash Mgmt 289 4.469200%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 975LFWII1
- **C.18 - Value (incl. sponsor support):** $982169695.18
- **C.18.a - Value (excl. sponsor support):** $982169695.18
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.3000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: BANK OF NEW YORK

- **C.1 - Title:** BANK OF NEW YORK 4.550000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.5 - Other ID: 987TUS000_4.55_0301
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 6.7100%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: FEDERAL RESERVE BANK NY

- **C.1 - Title:** FEDERAL RESERVE BANK NY 4.550000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** CIK: 0001457970, C.5 - Other ID: 987UQV005_4.55_0301
- **C.18 - Value (incl. sponsor support):** $4400000000.00
- **C.18.a - Value (excl. sponsor support):** $4400000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 14.7600%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** The HSBC Funds

**Date:** 2023-03-07

**By:** \s\James D Levy

**Name of Signing Officer:** James D Levy

**Title of Signing Officer:** Vice President