# EDGAR Filing Document

**Accession Number:** 0000798290
**File Stem:** 0001145549-23-005297
**Filing Date:** 2023-2
**Character Count:** 21878
**Document Hash:** 8714919e64087d54f4f3d672b2fcfadb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-005297.hdr.sgml**: 20230206

**ACCESSION NUMBER**: 0001145549-23-005297

**CONFORMED SUBMISSION TYPE**: N-MFP2

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230206

**DATE AS OF CHANGE**: 20230206

**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:** 23590535

**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. Treasury Money Market Fund (Series ID: S000005052)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000013808 | A Shares                   | HWAXX           |
| C000013809 | Y Shares                   | HTYXX           |
| C000013812 | D Shares                   | HTDXX           |
| C000013813 | I Shares                   | HBIXX           |
| C000167218 | Intermediary Class         |  |
| C000167219 | 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):** 2023-01-31

**EDGAR Series Identifier:** S000005052

**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                | DST Asset Manager Solutions, Inc.<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:** Treasury

- **A.11 - WAM:** 23 days

- **A.12 - WAL:** 48 days

- **Total Value of Portfolio Securities:** $6063233520.13

- **Amortized Cost of Portfolio Securities:** $6063146425.02

- **Cash:** $187351.32

- **Total Other Assets:** $117150.34

- **Total Liabilities:** $15294890.88

- **Net Assets of Series:** $6048156035.80

- **Number of Shares Outstanding (Series):** 6048224788.59

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

- **7-Day Gross Yield:** 4.4600%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $5368141042.52             |  | 99.7100%                   |
| Friday, Week 2 |  | $4872122585.39             |  | 99.6400%                   |
| Friday, Week 3 |  | $5518614982.71             |  | 99.6600%                   |
| Friday, Week 4 |  | $6614488039.92             |  | 99.6300%                   |
| 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:** $0.00

- **B.4 - Shares Outstanding:** 0.00

- **B.7.7 - 7-Day Net Yield:** 0.0000%

- **Person Paying for Fund Expenses?:** No

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $0.00

- **Gross Redemptions for month:** $0.00

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $276354373.64

- **B.4 - Shares Outstanding:** 276327004.84

- **B.7.7 - 7-Day Net Yield:** 4.2100%

- **Person Paying for Fund Expenses?:** No

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $14581856.02              | $8303844.58             |
| Week 2   | $951532.13                | $13096083.16            |
| Week 3   | $3511446.44               | $14408123.07            |
| Week 4   | $3780271.43               | $83986857.68            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $22825106.02

- **Gross Redemptions for month:** $136216233.82

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $153031076.91

- **B.4 - Shares Outstanding:** 153069870.72

- **B.7.7 - 7-Day Net Yield:** 3.9600%

- **Person Paying for Fund Expenses?:** No

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $1961186.75               | $4199908.10             |
| Week 2   | $15669389.18              | $18010390.16            |
| Week 3   | $2359111.10               | $9341108.57             |
| Week 4   | $56764062.79              | $2042153.55             |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $89953009.25

- **Gross Redemptions for month:** $33690979.90

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $3599469796.91

- **B.4 - Shares Outstanding:** 3599522923.85

- **B.7.7 - 7-Day Net Yield:** 4.3200%

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

- **Expense Reimbursement/Waiver Description:** HSBC Funds Management  Cap waiver 34,868

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $9355146.48               | $118383182.11           |
| Week 2   | $601158539.76             | $376019985.86           |
| Week 3   | $671343990.70             | $18839864.38            |
| Week 4   | $922611861.39             | $319586163.22           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $2849351469.98

- **Gross Redemptions for month:** $980425195.57

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $1263363564.96

- **B.4 - Shares Outstanding:** 1263352871.90

- **B.7.7 - 7-Day Net Yield:** 4.3000%

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

- **Expense Reimbursement/Waiver Description:** HSBC Funds Management  Cap waiver 37,697   HSBC Funds Management  Shareholder Service waiver 37,965     HSBC Funds Management  Operational Support waiver 37,965

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $76731438.39              | $36932884.16            |
| Week 2   | $2720765.23               | $208649222.02           |
| Week 3   | $294300674.77             | $145477648.30           |
| Week 4   | $584368144.37             | $341140547.95           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $1188572640.61

- **Gross Redemptions for month:** $800825302.43

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $755937223.38

- **B.4 - Shares Outstanding:** 755952117.28

- **B.7.7 - 7-Day Net Yield:** 4.2800%

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

- **Expense Reimbursement/Waiver Description:** HSBC Funds Management  Cap waiver 18,686   HSBC Funds Management  Shareholder Service waiver 61,554     HSBC Funds Management  Operational Support waiver 30,777

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $28044792.75              | $12408449.22            |
| Week 2   | $33211360.74              | $66474347.96            |
| Week 3   | $20507170.36              | $7195581.52             |
| Week 4   | $36041094.73              | $14739872.17            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $141818998.54

- **Gross Redemptions for month:** $108104298.05

## Part C: Schedule of Portfolio Securities

### Security 1: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796T33, C.4 - ISIN: US912796T338, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $747961560.00
- **C.18.a - Value (excl. sponsor support):** $747961560.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 12.3700%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2023-02-23
- **C.12 - Maturity Date (WAL):** 2023-02-23
- **C.13 - Final Legal Maturity Date:** 2023-02-23
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796XZ7, C.4 - ISIN: US912796XZ71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149860333.50
- **C.18.a - Value (excl. sponsor support):** $149860333.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.4800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2023-02-09
- **C.12 - Maturity Date (WAL):** 2023-02-09
- **C.13 - Final Legal Maturity Date:** 2023-02-09
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796Y60, C.4 - ISIN: US912796Y601, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $498773960.00
- **C.18.a - Value (excl. sponsor support):** $498773960.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 8.2500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2023-02-21
- **C.12 - Maturity Date (WAL):** 2023-02-21
- **C.13 - Final Legal Maturity Date:** 2023-02-21
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796Y78, C.4 - ISIN: US912796Y783, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $717602400.00
- **C.18.a - Value (excl. sponsor support):** $717602400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 11.8600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2023-02-28
- **C.12 - Maturity Date (WAL):** 2023-02-28
- **C.13 - Final Legal Maturity Date:** 2023-02-28
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 5: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796YK9, C.4 - ISIN: US912796YK93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $248884375.00
- **C.18.a - Value (excl. sponsor support):** $248884375.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 4.1200%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2023-03-09
- **C.12 - Maturity Date (WAL):** 2023-03-09
- **C.13 - Final Legal Maturity Date:** 2023-03-09
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796Z77, C.4 - ISIN: US912796Z772, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $497010000.00
- **C.18.a - Value (excl. sponsor support):** $497010000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 8.2200%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2023-03-21
- **C.12 - Maturity Date (WAL):** 2023-03-21
- **C.13 - Final Legal Maturity Date:** 2023-03-21
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796Z85, C.4 - ISIN: US912796Z855, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $744838020.00
- **C.18.a - Value (excl. sponsor support):** $744838020.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 12.3200%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2023-03-28
- **C.12 - Maturity Date (WAL):** 2023-03-28
- **C.13 - Final Legal Maturity Date:** 2023-03-28
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796ZT9, C.4 - ISIN: US912796ZT93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $950043227.93
- **C.18.a - Value (excl. sponsor support):** $950043227.93
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 15.7100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2023-02-07
- **C.12 - Maturity Date (WAL):** 2023-02-07
- **C.13 - Final Legal Maturity Date:** 2023-02-07
- **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 9: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796ZU6, C.4 - ISIN: US912796ZU66, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $604863154.53
- **C.18.a - Value (excl. sponsor support):** $604863154.53
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 10.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2023-02-14
- **C.12 - Maturity Date (WAL):** 2023-02-14
- **C.13 - Final Legal Maturity Date:** 2023-02-14
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.662500%
- **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):** $643353965.07
- **C.18.a - Value (excl. sponsor support):** $643353965.07
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 10.6400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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 11: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.657500%
- **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):** $85013707.95
- **C.18.a - Value (excl. sponsor support):** $85013707.95
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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 12: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.663500%
- **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):** $65013856.05
- **C.18.a - Value (excl. sponsor support):** $65013856.05
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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 13: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.613500%
- **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):** $49999464.50
- **C.18.a - Value (excl. sponsor support):** $49999464.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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 14: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.828500%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 91282CGF2, C.4 - ISIN: US91282CGF23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $60015495.60
- **C.18.a - Value (excl. sponsor support):** $60015495.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.8200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2025-01-31
- **C.13 - Final Legal Maturity Date:** 2025-01-31
- **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

## N-MFP: Signatures

**Registrant:** The HSBC Funds

**Date:** 2023-02-07

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

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

**Title of Signing Officer:** Vice President