17 Days 33 Days. Subject to AMT. Short Moody's/S&P

Transcription

1 HSBC PRIME MONEY MARKET FUND AS OF 7/31/2016 Weighted Average Maturity (WAM) Weighted Average Life (WAL) 17 Days 33 Days Security Description Group or Sponsor of Issuing Entity Country of Credit Risk Subject to AMT Short Moody's/S&P Maturity Date Effective Maturity Principal Amount Value Cusip Coupon/Y ield* % CERTIFICATE OF DEPOSIT % BANK OF AMERICA N.A. BANK OF AMERICA N.A. United States N P-1/A-1 11/14/2016 8/14/ ,000, ,000, PQH % BANK OF MONTREAL CHICAGO BANK OF MONTREAL Canada N P-1/A-1 9/2/2016 8/4/ ,000, ,000, EWA % BANK OF MONTREAL CHICAGO BANK OF MONTREAL Canada N P-1/A-1 8/18/2016 8/18/ ,000, ,000, EYM % BANK OF MONTREAL CHICAGO BANK OF MONTREAL Canada N P-1/A-1 12/2/2016 8/5/ ,000, ,000, EW % BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA Canada N P-1/A-1 8/10/2016 8/10/ ,000, ,000, HD % BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA Canada N P-1/A-1 12/6/2016 8/6/ ,000, ,000, GJZ % BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA Canada N P-1/A-1 8/29/2016 8/29/ ,000, ,000, GFC % BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA Canada N P-1/A-1 8/5/2016 8/5/ ,000, ,000, H4F % GROUP INC. Japan N P-1/A-1 8/11/2016 8/11/ ,000, ,000, MTU % GROUP INC. Japan N P-1/A-1 10/3/2016 8/3/ ,000, ,000, MVY % GROUP INC. Japan N P-1/A-1 8/19/2016 8/19/ ,000, ,000, MZ % GROUP INC. Japan N P-1/A-1 8/29/2016 8/29/ ,000, ,000, MSM % GROUP INC. Japan N P-1/A-1 11/14/2016 8/14/ ,000, ,000, MC % BNP PARIBAS NY BNP PARIBAS SA France N P-1/A-1 11/14/2016 8/14/ ,000, ,000, R3D % CANADIAN IMPERIAL BANK COMMERCIAL NY COMMERCE Canada N P-1/A-1 11/10/2016 8/13/ ,000, ,000, AWU % CHINA CONSTRUCTION BANK CORP. NY CHINA CONSTRUCTION BANK CORP. China N P-1/A-1 8/3/2016 8/3/ ,000, ,000, UQR % CITIBANK N.A. CITIBANK N.A. United States N P-1/A-1 9/1/2016 9/1/ ,000, ,000, TAD % UA UA Netherlands N P-1/A-1 11/1/ /1/ ,000, ,001, VNK % UA UA Netherlands N P-1/A-1 11/17/2016 8/17/ ,000, ,000, BC % UA UA Netherlands N P-1/A-1 8/9/2016 8/9/ ,000, ,000, BA % CREDIT INDUSTRIEL ET COMMERCIAL NY CREDIT MUTUEL GROUP France N P-1/A-1 11/4/2016 8/6/ ,000, ,000, EQ % CREDIT INDUSTRIEL ET COMMERCIAL NY CREDIT MUTUEL GROUP France N P-1/A-1 10/7/2016 8/7/ ,000, ,000, EP % CREDIT INDUSTRIEL ET COMMERCIAL NY CREDIT MUTUEL GROUP France N P-1/A-1 10/5/2016 8/5/ ,000, ,000, EP % DZ BANK NY DZ BANK AG DEUTSCHE ZENTRAL- GENOSSENCHAFTSBANK Germany N P-1/A-1+ 9/12/2016 9/12/ ,000, ,000, AQE % DZ BANK NY DZ BANK AG DEUTSCHE ZENTRAL- GENOSSENCHAFTSBANK Germany N P-1/A-1+ 8/12/2016 8/12/ ,000, ,999, APN % INDUSTRIAL & COMMERCIAL BANK OF CHINA INDUSTRIAL & COMMERCIAL LTD. NY BANK OF CHINA China N P-1/A-1 8/3/2016 8/3/ ,000, ,000, DEQ % KOOKMIN BANK NEW YORK KB FINANCIAL GROUP INC. Korea, Republic Of N P-1/A-1 8/5/2016 8/5/ ,000, ,000, MMJ % KOOKMIN BANK NEW YORK KB FINANCIAL GROUP INC. Korea, Republic Of N P-1/A-1 8/4/2016 8/4/ ,000, ,000, MMH % LANDESBANK HESSEN-NY LANDESBANK HESSEN- THUERINGEN GIROZENTRALE Germany N P-1/A-1 9/12/2016 9/12/ ,000, ,000, NRA % MIZUHO FINANCIAL GROUP MIZUHO CORPORATE BANK NY INC. Japan N P-1/A-1 8/17/2016 8/17/ ,000, ,000, DWU % NORINCHUKIN BANK NY NORINCHUKIN BANK (THE) Japan N P-1/A-1 8/23/2016 8/23/ ,000, ,000, T5P % OVERSEA-CHINESE BANK CO. NY OVERSEA CHINESE BANKING CORP. Singapore N P-1/A-1+ 9/2/2016 9/2/ ,000, ,000, LJQ % ROYAL BANK OF CANADA NY ROYAL BANK OF CANADA Canada N P-1/A-1+ 8/8/2016 8/1/ ,000, ,000, NVT % NY SUMITOMO MITSUI BANKING CORP. Japan N P-1/A-1 8/24/2016 8/24/ ,000, ,000, QUZ % NY BANK Japan N P-1/A-1 8/5/2016 8/5/ ,000, ,000, EDW % NY SUMITOMO MITSUI BANKING CORP. Japan N P-1/A-1 8/15/2016 8/15/ ,000, ,999, QQ % NY BANK Japan N P-1/A-1 8/2/2016 8/2/ ,000, ,000, K5Y %

2 NY SUMITOMO MITSUI BANKING CORP. Japan N P-1/A-1 10/12/ /12/ ,000, ,000, Q2W % SVENSKA HANDELSBANKEN NY SVENSKA HANDELSBANKEN Sweden N P-1/A-1+ 8/26/2016 8/26/ ,000, ,000, JAC % TORONTO DOMINION BANK NY TORONTO-DOMINION BANK Canada N P-1/A-1+ 8/19/2016 8/19/ ,000, ,000, E3A % UBS AG STAMFORD CT UBS AG Switzerland N P-1/A-1 12/2/2016 8/5/ ,000, ,000, DAK % UBS AG STAMFORD CT UBS AG Switzerland N P-1/A-1 12/2/2016 8/2/ ,000, ,000, DAH % WELLS FARGO BANK N.A. WELLS FARGO BANK N.A. United States N P-1/A-1+ 11/21/2016 8/27/ ,000, ,000, EW % WELLS FARGO BANK N.A. WELLS FARGO BANK N.A. United States N P-1/A-1+ 11/4/ /4/ ,000, ,000, EUT % WELLS FARGO BANK N.A. WELLS FARGO BANK N.A. United States N P-1/A-1+ 11/15/ /15/ ,000, ,000, ETM % WESTPAC BANKING CORP. NY WESTPAC BANKING CORP. Australia N P-1/A-1+ 11/14/2016 8/13/ ,000, ,000, TR % ASSET BACKED COMMERCIAL PAPER - 2.7% ANTALIS US FUNDING CORP. SPONSORED BY SOCIETE' GENERALE France N P-1/A-1 8/24/2016 8/24/ ,000, ,995, AHQ % ANTALIS US FUNDING CORP. SPONSORED BY SOCIETE' GENERALE France N P-1/A-1 8/8/2016 8/8/ ,000, ,997, AH % SECURITIES LLC United States N P-1/A-1 11/21/2016 8/21/ ,000, ,000, EAW % SECURITIES LLC United States N P-1/A-1 10/3/ /3/ ,000, ,961, CK % SECURITIES LLC United States N P-1/A-1 8/22/2016 8/22/ ,000, ,984, CHN % MANHATTAN ASSET FUNDING CO. SPONSORED BY SUMITOMO MITSUI BANK CORP. Japan N P-1/A-1 8/17/2016 8/17/ ,000, ,994, LHH % OLD LINE FUNDING LLC SPONSORED BY ROYAL BANK OF CANADA Canada N P-1/A-1+ 9/22/2016 8/22/ ,000, ,000, VCE % FINANCIAL COMPANY COMMERCIAL PAPER % BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA Canada N P-1/A-1 11/1/ /1/ ,951, ,911, JL % BNP PARIBAS NY BNP PARIBAS SA France N P-1/A-1 12/1/ /1/ ,000, ,887, BM % BNP PARIBAS NY BNP PARIBAS SA France N P-1/A-1 8/4/2016 8/4/ ,000, ,991, BH % BNZ INTERNATIONAL FUNDING BANK OF NEW ZEALAND New Zealand N P-1/A-1+ 11/18/2016 8/18/ ,000, ,000, X4DD % CAISSE CENTRALE DESJARDINS CAISSE CENTRALE DESJARDINS DU QUEBEC Canada N P-1/A-1 11/28/ /28/ ,000, ,905, C2LU % CAISSE CENTRALE DESJARDINS CAISSE CENTRALE DESJARDINS DU QUEBEC Canada N P-1/A-1 8/9/2016 8/9/ ,000, ,997, C2H % CANADIAN IMPERIAL HOLDINGS COMMERCE Canada N P-1/A-1 9/8/2016 9/8/ ,000, ,985, EJ % AUSTRALIA AUSTRALIA Australia N P-1/A-1+ 11/28/2016 8/28/ ,000, ,000, ARU % AUSTRALIA AUSTRALIA Australia N P-1/A-1+ 11/15/2016 8/11/ ,000, ,000, ARA % UA UA Netherlands N P-1/A-1 11/7/ /7/ ,000, ,861, AL % UA UA Netherlands N P-1/A-1 8/1/2016 8/1/ ,000, ,000, AH % HELABA LANDESBANK HESSEN-THURINGEN GIROZENTIALE LANDESBANK HESSEN- THUERINGEN GIROZENTRALE Germany N P-1/A-1 8/11/2016 8/11/ ,000, ,994, GHB % JP MORGAN SECURITIES LLC JPMORGAN CHASE BANK N.A. United States N P-1/A-1 10/28/ /28/ ,000, ,957, PKU % METLIFE SHORT TERM FUNDING LLC METLIFE INSURANCE CO. United States N P-1/A-1+ 8/24/2016 8/24/ ,000, ,993, THQ % METLIFE SHORT TERM FUNDING LLC METLIFE INSURANCE CO. United States N P-1/A-1+ 8/8/2016 8/8/ ,000, ,997, TH % MITSUBISHI UFJ TRUST & BANK NY GROUP Japan N P-1/A-1 8/3/2016 8/3/ ,000, ,998, WH % NATIONAL AUSTRALIAN BANK LTD. NATIONAL AUSTRALIA BANK LTD. Australia N P-1/A-1+ 8/8/2016 8/8/ ,450, ,441, EH % NATIONAL BANK CANADA NY NATIONAL BANK OF CANADA Canada N P-1/A-1 9/23/2016 9/23/ ,000, ,012, NAT % NATIONAL BANK CANADA NY NATIONAL BANK OF CANADA Canada N P-1/A-1 8/26/2016 8/26/ ,000, ,983, LHS % OVERSEA-CHINESE BANKING CORP. LTD. OVERSEA CHINESE BANKING CORP. Singapore N P-1/A-1+ 8/31/2016 8/31/ ,000, ,950, QHX % SOCIETE' GENERALE N.A. SOCIETE' GENERALE France N P-1/A-1 11/1/ /1/ ,000, ,918, BL % SOCIETE' GENERALE N.A. SOCIETE' GENERALE France N P-1/A-1 10/3/ /3/ ,000, ,974, BK % BANK Japan N P-1/A-1 9/1/2016 9/1/ ,000, ,964, GJ % SVENSKA HANDELSBANK INC. SVENSKA HANDELSBANKEN Sweden N P-1/A-1+ 11/1/ /1/ ,000, ,893, JL % SVENSKA HANDELSBANK INC. SVENSKA HANDELSBANKEN Sweden N P-1/A-1+ 8/9/2016 8/9/ ,000, ,996, JH %

3 WESTPAC BANKING CORP. WESTPAC BANKING CORP. Australia N P-1/A-1+ 8/24/2016 8/24/ ,000, ,972, C0HQ % WESTPAC SECURITIES NZ LTD. WESTPAC BANKING CORP. Australia N P-1/A-1+ 11/8/2016 8/9/ ,000, ,000, JDH % NON-FINANCIAL COMPANY COMMERCIAL PAPER - 6.0% CAISSE DES DEPOTS ET CONSIGNATIONS FRENCH GOVERNMENT France N P-1/A-1+ 8/30/2016 8/30/ ,000, ,974, AHW % CANADIAN NATIONAL RAILWAY CANADIAN NATIONAL RAILWAY CO. Canada N P-1/A-1 8/17/2016 8/17/ ,000, ,996, CHH % CANADIAN NATIONAL RAILWAY CANADIAN NATIONAL RAILWAY CO. Canada N P-1/A-1 8/12/2016 8/12/ ,000, ,998, CHC % CANADIAN NATIONAL RAILWAY CANADIAN NATIONAL RAILWAY CO. Canada N P-1/A-1 8/4/2016 8/4/ ,000, ,999, CH % WESTFALLEN Germany N P-1/A-1+ 8/2/2016 8/2/ ,000, ,999, CH % WESTFALLEN Germany N P-1/A-1+ 8/15/2016 8/15/ ,000, ,995, CHF % WESTFALLEN Germany N P-1/A-1+ 8/22/2016 8/22/ ,000, ,961, CHN % WESTFALLEN Germany N P-1/A-1+ 9/27/2016 8/27/ ,000, ,000, BAQ % JOHN DEERE CANADA ULC DEERE & CO United States N P-1/A-1 8/18/2016 8/18/ ,000, ,994, HHJ % SIEMENS CAPITAL CO. LLC SIEMENS AG Germany N P-1/A-1+ 8/26/2016 8/26/ ,000, ,980, THS % NON-NEGOTIABLE TIME DEPOSIT % ABN AMRO BANK NV ABN AMRO BANK NV Netherlands N P-1/A-1 8/1/2016 8/1/ ,000, ,000, ABN % BANK BANKING GROUP LTD. Australia N P-1/A-1+ 8/1/2016 8/1/ ,000, ,000, ANZ % CREDIT AGRICOLE CIB NY CREDIT AGRICOLE SA France N P-1/A-1 8/1/2016 8/1/ ,000, ,000, CRA % CREDIT INDUSTRIEL ET COMMERCIAL CREDIT MUTUEL GROUP France N P-1/A-1 8/1/2016 8/1/ ,000, ,000, CIC % DBS BANK LTD. DBS BANK LTD. Singapore N P-1/A-1+ 8/3/2016 8/3/ ,000, ,000, DBS % DNB NOR BANK ASA DNB NOR ASA Norway N P-1/A-1 8/1/2016 8/1/ ,000, ,000, DNB % LLOYDS TSB BANK PLC LLOYDS BANK PLC United Kingdom N P-1/A-1 8/1/2016 8/1/ ,000, ,000, LLD % NATIONAL BANK OF KUWAIT NATIONAL BANK OF KUWAIT Kuwait N P-1/A-1 8/1/2016 8/1/ ,000, ,000, NBK % NATIXIS GROUPE BPCE France N P-1/A-1 8/1/2016 8/1/ ,000, ,000, NAT % NORDEA BANK AB NORDEA BANK AB Finland N P-1/A-1+ 8/1/2016 8/1/ ,000, ,000, NOR % SKANDINAVISKA ENSKILDA SKANDINAVISKA ENSKILDA BANKEN AB (SEB) BANKEN AB Sweden N P-1/A-1+ 8/1/2016 8/1/ ,000, ,000, SEB % OTHER INSTRUMENT (CASH) - 1.9% CASH N/A United States N P-1/A-1+ 8/1/2016 8/1/ ,752, ,752, HSBCICASH % OTHER INSTRUMENT (YANKEE DOLLAR) - 1.5% TORONTO DOMINION BANK TORONTO-DOMINION BANK Canada N P-1/A-1+ 9/14/2016 9/14/ ,000, ,108, RB % OTHER INSTRUMENT (CORPORATE BOND) - 0.5% JP MORGAN CHASE BANK N.A. JPMORGAN CHASE BANK N.A. United States N P-1/A-1 9/22/2016 9/22/ ,750, ,749, LMU % 7,006,038, Portfolio holdings are unaudited and subject to change daily without notice and may not represent current or past portfolio composition. The holdings presented above include those directly held by the Fund. Unlike the fund's regulatory filings, the portfolio data and its presentation in this document are not required to conform to Generally Accepted Accounting Principles (GAAP) and Securities and Exchange Commission (SEC) presentation requirements. Therefore, the information provided may differ from a fund's holdings disclosed in its annual/semi-annual report and Form N-Q. Where no short-term ratings are available, long-term ratings are used to derive short-term ratings using the rating agencies' correlation matrices (e.g. long-term ratings of AA- or above correlate with short-term ratings of A-1+ and long term ratings of A and A+ correlate with short term ratings of A-1). Obligations rated A-1+, A-1, P-1 or VMIG 1 are rated in the highest short-term rating category by Standard & Poor's (A-1+ or A-1) or Moody's Investors Service (P-1 or VMIG 1). The obligor's capacity to meet its financial commitments on these obligations is regarded to be 'extremely strong' (A-1+), 'strong' (A-1) or 'superior' (P-1 or VMIG 1). *Yields quoted on original issue discounted securities. Coupon quoted on all other securities. An investment in the HSBC Money Market Funds are not insured by the FDIC or any other government agency. Although the Funds will attempt to maintain a stable NAV of a $1.00 per share, you may lose money by investing in these Funds. HSBC Global Asset Management is the marketing name for the asset management businesses of HSBC Holdings Plc. HSBC Global Asset Management (USA) Inc., serves as the investment adviser to the HSBC Funds. Foreside Distribution Services, L.P., member FINRA, is the distributor of the HSBC Funds and is not affiliated with the Advisor. HSBC Securities (USA) Inc., member NYSE, FINRA, SIPC is a sub-distributor of the HSBC Funds. Affiliates of HSBC Global Asset Management (USA) Inc., receive fees for providing various services to the funds. The portfolio data is for information only. It does not constitute a recommendation or an offer for a particular security or fund, nor should it be taken as a solicitation or a recommendation to buy or sell securities or other investments. An investor should consider the fund's investment objectives, risks, and charges and expenses carefully before investing or sending money. This and other important information about the investment company can be found in the fund's prospectus. To obtain a prospectus, please call or visit Please read the prospectus carefully before investing. Sections 1471 through 1474 of the Internal Revenue Code (commonly known as "FATCA") generally impose withholding of 30% on certain payments to certain foreign entities (including financial intermediaries) unless various U.S. information reporting, diligence requirements and certain other requirements have been satisfied. Payments subject to

4 withholding generally will include interest (including original issue discount), dividends, rents, annuities, and other fixed or determinable annual or periodical gains, profits or income, if such payments are derived from U.S. sources, as well as gross proceeds from dispositions of securities that could produce U.S. source interest or dividends. FATCA withholding generally applies to these payments made after June 30, 2014, or, in the case of payments of gross proceeds described above, after Decemeber 31, All decisions regarding the tax implications of your investment(s) should be made in connection with your independent tax advisor. Investment Products: NOT A BANK DEPOSIT OR OBLIGATION OF THE BANK OR ANY OF ITS AFFILIATES NOT FDIC INSURED NOT GUARANTEED BY ANY NOT GUARANTEED BY THE MAY LOSE VALUE FEDERAL GOVERNMENT AGENCY BANK OR ANY OF ITS AFFILIATES

5 HSBC PRIME MONEY MARKET FUND AS OF 6/30/2016 Weighted Average Maturity (WAM) Weighted Average Life (WAL) 27 Days 53 Days Security Description Group or Sponsor of Issuing Entity Country of Credit Risk Subject to AMT Short Moody's/S&P Maturity Date Effective Maturity Principal Amount Value Cusip Coupon/ Yield* % CERTIFICATE OF DEPOSIT % BANK OF AMERICA N.A. BANK OF AMERICA N.A. United States N P-1/A-1 7/8/2016 7/8/ ,000, ,000, PNC % BANK OF AMERICA N.A. BANK OF AMERICA N.A. United States N P-1/A-1 11/14/2016 7/14/ ,000, ,000, PQH % BANK OF MONTREAL CHICAGO BANK OF MONTREAL Canada N P-1/A-1 12/2/2016 7/5/ ,000, ,000, EW % BANK OF MONTREAL CHICAGO BANK OF MONTREAL Canada N P-1/A-1 7/5/2016 7/5/ ,000, ,000, E3T % BANK OF MONTREAL CHICAGO BANK OF MONTREAL Canada N P-1/A-1 7/28/2016 7/28/ ,000, ,000, C7F % BANK OF MONTREAL CHICAGO BANK OF MONTREAL Canada N P-1/A-1 9/2/2016 7/4/ ,000, ,000, EWA % BANK OF MONTREAL CHICAGO BANK OF MONTREAL Canada N P-1/A-1 8/18/2016 8/18/ ,000, ,000, EYM % BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA Canada N P-1/A-1 8/5/2016 7/5/ ,000, ,000, H4F % BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA Canada N P-1/A-1 7/8/2016 7/8/ ,000, ,000, GCW % BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA Canada N P-1/A-1 8/10/2016 8/10/ ,000, ,000, HD % BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA Canada N P-1/A-1 8/29/2016 8/29/ ,000, ,000, GFC % BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA Canada N P-1/A-1 12/6/2016 7/6/ ,000, ,000, GJZ % GROUP INC. Japan N P-1/A-1 8/11/2016 8/11/ ,000, ,000, MTU % GROUP INC. Japan N P-1/A-1 10/3/2016 7/3/ ,000, ,000, MVY % GROUP INC. Japan N P-1/A-1 7/1/2016 7/1/ ,000, ,000, MWD % GROUP INC. Japan N P-1/A-1 8/29/2016 8/29/ ,000, ,000, MSM % GROUP INC. Japan N P-1/A-1 11/14/2016 7/14/ ,000, ,000, MC % GROUP INC. Japan N P-1/A-1 7/21/2016 7/21/ ,000, ,001, AH % BNP PARIBAS NY BNP PARIBAS SA France N P-1/A-1 7/1/2016 7/1/ ,000, ,000, TEU % BNP PARIBAS NY BNP PARIBAS SA France N P-1/A-1 11/14/2016 7/14/ ,000, ,000, R3D % BNP PARIBAS NY BNP PARIBAS SA France N P-1/A-1 11/9/2016 7/9/ ,000, ,000, R4H % CANADIAN IMPERIAL BANK COMMERCIAL NY COMMERCE Canada N P-1/A-1 7/26/2016 7/26/ ,000, ,006, ARB % CANADIAN IMPERIAL BANK COMMERCIAL NY COMMERCE Canada N P-1/A-1 11/10/2016 7/13/ ,000, ,000, AWU % CHINA CONSTRUCTION BANK CORP. NY CHINA CONSTRUCTION BANK CORP. China N P-1/A-1 7/6/2016 7/6/ ,000, ,000, UPW % CITIBANK N.A. CITIBANK N.A. United States N P-1/A-1 9/1/2016 9/1/ ,000, ,000, TAD % UA UA Netherlands N P-1/A-1 11/1/ /1/ ,000, ,002, VNK % CREDIT INDUSTRIEL ET COMMERCIAL NY CREDIT MUTUEL GROUP France N P-1/A-1 11/4/2016 7/6/ ,000, ,000, EQ % CREDIT INDUSTRIEL ET COMMERCIAL NY CREDIT MUTUEL GROUP France N P-1/A-1 10/7/2016 7/7/ ,000, ,000, EP % CREDIT INDUSTRIEL ET COMMERCIAL NY CREDIT MUTUEL GROUP France N P-1/A-1 10/5/2016 7/5/ ,000, ,000, EP % DNB NOR BANK ASA DNB NOR ASA Norway N P-1/A-1 7/11/2016 7/11/ ,000, ,000, QCL % DZ BANK NY DZ BANK AG DEUTSCHE ZENTRAL- GENOSSENCHAFTSBANK Germany N P-1/A-1+ 8/12/2016 8/12/ ,000, ,999, APN % INDUSTRIAL & COMMERCIAL BANK OF CHINA INDUSTRIAL & COMMERCIAL LTD. NY BANK OF CHINA China N P-1/A-1 7/6/2016 7/6/ ,000, ,000, DDZ % KOOKMIN BANK NY KB FINANCIAL GROUP INC. Korea, Republic Of N P-1/A-1 7/6/2016 7/6/ ,000, ,000, MLJ % MIZUHO CORPORATE BANK NY MIZUHO FINANCIAL GROUP INC. Japan N P-1/A-1 8/17/2016 8/17/ ,000, ,000, DWU % NORINCHUKIN BANK NY NORINCHUKIN BANK (THE) Japan N P-1/A-1 7/15/2016 7/15/ ,000, ,000, T5M % NORINCHUKIN BANK NY NORINCHUKIN BANK (THE) Japan N P-1/A-1 7/27/2016 7/27/ ,000, ,000, T6J % NORINCHUKIN BANK NY NORINCHUKIN BANK (THE) Japan N P-1/A-1 8/23/2016 8/23/ ,000, ,000, T5P % NORINCHUKIN BANK NY NORINCHUKIN BANK (THE) Japan N P-1/A-1 7/6/2016 7/6/ ,000, ,000, T3B % NORINCHUKIN BANK NY NORINCHUKIN BANK (THE) Japan N P-1/A-1 7/12/2016 7/12/ ,000, ,000, T2X % OVERSEA-CHINESE BANK CO. NY OVERSEA CHINESE BANKING CORP. Singapore N P-1/A-1+ 7/22/2016 7/22/ ,000, ,000, LHB % RABOBANK NEDERLAND NV NY UA Netherlands N P-1/A-1 11/17/2016 7/17/ ,000, ,000, BC % RABOBANK NEDERLAND NY UA Netherlands N P-1/A-1 8/9/2016 7/10/ ,000, ,000, BA % ROYAL BANK OF CANADA NY ROYAL BANK OF CANADA Canada N P-1/A-1+ 8/8/2016 7/1/ ,000, ,000, NVT %

6 SOCIETE' GENERALE NY SOCIETE' GENERALE France N P-1/A-1 7/11/2016 7/11/ ,000, ,000, TX % SOCIETE' GENERALE NY SOCIETE' GENERALE France N P-1/A-1 7/1/2016 7/1/ ,000, ,000, T3A % SUMITOMO MITSUI BANKING CORP. Japan N P-1/A-1 8/15/2016 8/15/ ,000, ,999, QQ % SUMITOMO MITSUI BANKING CORP. Japan N P-1/A-1 8/24/2016 8/24/ ,000, ,000, QUZ % NY BANK Japan N P-1/A-1 10/12/ /12/ ,000, ,000, Q2W % NY BANK Japan N P-1/A-1 7/6/2016 7/6/ ,000, ,000, K5H % NY BANK Japan N P-1/A-1 8/2/2016 8/2/ ,000, ,005, K5Y % SWEDBANK AB NY SWEDBANK AB Sweden N P-1/A-1+ 7/6/2016 7/6/ ,000, ,000, UMG % TORONTO DOMINION BANK NY TORONTO-DOMINION BANK Canada N P-1/A-1+ 8/19/2016 8/19/ ,000, ,000, E3A % UBS AG STAMFORD CT UBS AG Switzerland N P-1/A-1 12/2/2016 7/5/ ,000, ,000, DAK % UBS AG STAMFORD CT UBS AG Switzerland N P-1/A-1 12/2/2016 7/2/ ,000, ,000, DAH % WELLS FARGO BANK N.A. WELLS FARGO BANK N.A. United States N P-1/A-1+ 11/10/2016 7/13/ ,000, ,000, EV % WELLS FARGO BANK N.A. WELLS FARGO BANK N.A. United States N P-1/A-1+ 11/21/2016 7/27/ ,000, ,000, EW % WELLS FARGO BANK N.A. WELLS FARGO BANK N.A. United States N P-1/A-1+ 11/15/ /15/ ,000, ,000, ETM % WELLS FARGO BANK N.A. WELLS FARGO BANK N.A. United States N P-1/A-1+ 11/4/ /4/ ,000, ,000, EUT % WESTPAC BANKING CORP. NY WESTPAC BANKING CORP. Australia N P-1/A-1+ 11/14/2016 7/13/ ,000, ,000, TR % ASSET BACKED COMMERCIAL PAPER - 3.8% ANTALIS US FUNDING CORP. SPONSORED BY SOCIETE' GENERALE France N P-1/A-1 8/24/2016 8/24/ ,000, ,989, AHQ % ANTALIS US FUNDING CORP. SPONSORED BY SOCIETE' GENERALE France N P-1/A-1 7/11/2016 7/11/ ,000, ,997, AGB % ANTALIS US FUNDING CORP. SPONSORED BY SOCIETE' GENERALE France N P-1/A-1 7/5/2016 7/5/ ,000, ,999, AG % SECURITIES LLC United States N P-1/A-1 11/21/2016 7/21/ ,000, ,000, EAW % SECURITIES LLC United States N P-1/A-1 10/3/ /3/ ,000, ,942, CK % SECURITIES LLC United States N P-1/A-1 8/22/2016 8/22/ ,000, ,962, CHN % NIEUW AMSTERDAM RECEIVABLES SPONSORED BY RABOBANK NEDERLAND Netherlands N P-1/A-1 7/7/2016 7/7/ ,000, ,997, RG % OLD LINE FUNDING LLC SPONSORED BY ROYAL BANK OF CANADA Canada N P-1/A-1+ 9/22/2016 7/22/ ,000, ,000, VCE % OLD LINE FUNDING LLC SPONSORED BY ROYAL BANK OF CANADA Canada N P-1/A-1+ 8/17/2016 7/17/ ,000, ,000, VCB % FINANCIAL COMPANY COMMERCIAL PAPER % BANKING GROUP LTD. BANKING GROUP LTD. Australia N P-1/A-1+ 7/6/2016 7/6/ ,000, ,000, MFE % BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA Canada N P-1/A-1 11/1/ /1/ ,951, ,897, JL % BNP PARIBAS FINANCE INC. BNP PARIBAS SA France N P-1/A-1 7/5/2016 7/5/ ,000, ,996, BG % BNP PARIBAS NY BNP PARIBAS SA France N P-1/A-1 12/1/ /1/ ,000, ,858, BM % BNP PARIBAS NY BNP PARIBAS SA France N P-1/A-1 7/1/2016 7/1/ ,000, ,000, BG % BNZ INTERNATIONAL FUNDING BANK OF NEW ZEALAND New Zealand N P-1/A-1+ 11/18/2016 7/18/ ,000, ,000, X4DD % CAISSE CENTRALE DESJARDINS CAISSE CENTRALE DESJARDINS DU QUEBEC Canada N P-1/A-1 11/28/ /28/ ,000, ,881, C2LU % CAISSE CENTRALE DESJARDINS CAISSE CENTRALE DESJARDINS DU QUEBEC Canada N P-1/A-1 7/5/2016 7/5/ ,000, ,999, C2G % CANADIAN IMPERIAL HOLDINGS COMMERCE Canada N P-1/A-1 9/8/2016 9/8/ ,000, ,974, EJ % AUSTRALIA AUSTRALIA Australia N P-1/A-1+ 11/28/2016 7/28/ ,000, ,000, ARU % AUSTRALIA AUSTRALIA Australia N P-1/A-1+ 11/15/2016 7/11/ ,000, ,000, ARA % UA UA Netherlands N P-1/A-1 11/7/ /7/ ,000, ,818, AL % UA UA Netherlands N P-1/A-1 8/1/2016 8/1/ ,000, ,979, AH % HELABA LANDESBANK HESSEN-THURINGEN GIROZENTIALE LANDESBANK HESSEN- THUERINGEN GIROZENTRALE Germany N P-1/A-1 8/11/2016 8/11/ ,000, ,978, GHB % JP MORGAN SECURITIES LLC JPMORGAN CHASE BANK N.A. United States N P-1/A-1 10/28/ /28/ ,000, ,943, PKU % LLOYDS TSB BANK PLC LLOYDS BANK PLC United Kingdom N P-1/A-1 7/1/2016 7/1/ ,000, ,000, RG % METLIFE FUNDING INC. METLIFE INSURANCE CO. United States N P-1/A-1+ 7/19/2016 7/19/ ,332, ,327, AGK %

7 METLIFE SHORT TERM FUNDING LLC METLIFE INSURANCE CO. United States N P-1/A-1+ 8/8/2016 8/8/ ,000, ,984, TH % METLIFE SHORT TERM FUNDING LLC METLIFE INSURANCE CO. United States N P-1/A-1+ 7/22/2016 7/22/ ,031, ,015, TGN % METLIFE SHORT TERM FUNDING LLC METLIFE INSURANCE CO. United States N P-1/A-1+ 7/18/2016 7/18/ ,000, ,995, TGJ % MITSUBISHI UFJ TRUST & BANK NY GROUP Japan N P-1/A-1 8/3/2016 8/3/ ,000, ,977, WH % MIZUHO CORPORATE BANK (USA) NY MIZUHO FINANCIAL GROUP INC. Japan N P-1/A-1 7/27/2016 7/27/ ,000, ,989, FGT % NATIONAL AUSTRALIAN BANK LTD. NATIONAL AUSTRALIA BANK LTD. Australia N P-1/A-1+ 8/8/2016 8/8/ ,450, ,403, EH % NATIONAL BANK CANADA NY NATIONAL BANK OF CANADA Canada N P-1/A-1 9/23/2016 9/23/ ,000, ,033, NAT % NORDEA BANK AB NORDEA BANK AB Sweden N P-1/A-1+ 7/1/2016 7/1/ ,000, ,000, FG % OVERSEA-CHINESE BANKING CORP. LTD. OVERSEA CHINESE BANKING CORP. Singapore N P-1/A-1+ 8/31/2016 8/31/ ,000, ,900, QHX % SOCIETE' GENERALE N.A. SOCIETE' GENERALE France N P-1/A-1 11/1/ /1/ ,000, ,891, BL % SOCIETE' GENERALE N.A. SOCIETE' GENERALE France N P-1/A-1 10/3/ /3/ ,000, ,961, BK % SOCIETE' GENERALE N.A. SOCIETE' GENERALE France N P-1/A-1 7/6/2016 7/6/ ,000, ,991, BG % SUMITOMO MITSUI BANKING CORP. Japan N P-1/A-1 7/8/2016 7/8/ ,000, ,992, KG % NY BANK Japan N P-1/A-1 9/1/2016 9/1/ ,000, ,929, GJ % SVENSKA HANDELSBANK INC. SVENSKA HANDELSBANKEN Sweden N P-1/A-1+ 11/1/ /1/ ,000, ,857, JL % SVENSKA HANDELSBANK INC. SVENSKA HANDELSBANKEN Sweden N P-1/A-1+ 8/9/2016 8/9/ ,000, ,984, JH % WESTPAC BANKING CORP. WESTPAC BANKING CORP. Australia N P-1/A-1+ 8/24/2016 8/24/ ,000, ,935, C0HQ % WESTPAC BANKING CORP. NY WESTPAC BANKING CORP. Australia N P-1/A-1+ 7/19/2016 7/19/ ,000, ,000, C4SE % WESTPAC SECURITIES NZ LTD. WESTPAC BANKING CORP. Australia N P-1/A-1+ 11/22/2016 7/22/ ,000, ,000, JDP % WESTPAC SECURITIES NZ LTD. WESTPAC BANKING CORP. Australia N P-1/A-1+ 11/8/2016 7/9/ ,000, ,000, JDH % U.S. TREASURY DEBT - 1.9% U.S. TREASURY NOTE U.S. GOVERNMENT United States N P-1/A-1+ 7/31/2016 7/31/ ,000, ,293, LD % NON-FINANCIAL COMPANY COMMERCIAL PAPER - 3.5% BANQUE ET CAISSE BANQUE ET CAISSE EPARGNE EPARGNE Luxembourg N P-1/A-1+ 7/1/2016 7/1/ ,000, ,000, K0G % WESTFALLEN Germany N P-1/A-1+ 8/22/2016 8/22/ ,000, ,904, CHN % WESTFALLEN Germany N P-1/A-1+ 8/2/2016 8/2/ ,000, ,980, CH % WESTFALLEN Germany N P-1/A-1+ 9/27/2016 7/27/ ,000, ,000, BAQ % TOTAL CAPITAL CANADA LTD. TOYOTA MOTOR CORP. Japan N P-1/A-1 7/21/2016 7/21/ ,000, ,991, PGM % NON-NEGOTIABLE TIME DEPOSIT % BANK BANKING GROUP LTD. Australia N P-1/A-1+ 7/1/2016 7/1/ ,000, ,000, ANZ % GROUP INC. Japan N P-1/A-1 7/1/2016 7/1/ ,000, ,000, BTK % CREDIT AGRICOLE CIB NY CREDIT AGRICOLE SA France N P-1/A-1 7/1/2016 7/1/ ,500, ,500, CRA % DBS BANK LTD. DBS BANK LTD. Singapore N P-1/A-1+ 7/6/2016 7/6/ ,000, ,000, DBS % NATIONAL BANK OF KUWAIT NATIONAL BANK OF KUWAIT Kuwait N P-1/A-1 7/1/2016 7/1/ ,000, ,000, NBK % NORDEA BANK AB NORDEA BANK AB Sweden N P-1/A-1+ 7/1/2016 7/1/ ,000, ,000, NOR % OTHER INSTRUMENT (CASH) - 0.0% CASH N/A United States N P-1/A-1+ 7/1/2016 7/1/ , , HSBCICASH % OTHER INSTRUMENT (YANKEE DOLLAR) - 1.5% TORONTO DOMINION BANK TORONTO-DOMINION BANK Canada N P-1/A-1+ 9/14/2016 9/14/ ,000, ,185, RB % OTHER INSTRUMENT (CORPORATE BOND) - 0.8% JP MORGAN CHASE BANK N.A. JPMORGAN CHASE BANK N.A. United States N P-1/A-1 9/22/2016 7/22/ ,750, ,749, LMU % METLIFE GLOBAL FUNDING I METLIFE INSURANCE CO. United States N P-1/A-1+ 7/15/2016 7/15/ ,755, ,758, GBB % 6,997,060, Portfolio holdings are unaudited and subject to change daily without notice and may not represent current or past portfolio composition. The holdings presented above include those directly held by the Fund. Unlike the fund's regulatory filings, the portfolio data and its presentation in this document are not required to conform to Generally Accepted Accounting Principles (GAAP) and Securities and Exchange Commission (SEC) presentation requirements. Therefore, the information provided may differ from a fund's holdings disclosed in its annual/semi-annual report and Form N-Q. Where no short-term ratings are available, long-term ratings are used to derive short-term ratings using the rating agencies' correlation matrices (e.g. long-term ratings of AA- or above correlate with short-term ratings of A-1+ and long term ratings of A and A+ correlate with short term ratings of A-1). Obligations rated A-1+, A-1, P-1 or VMIG 1 are rated in the highest short-term rating category by Standard & Poor's (A-1+ or A-1) or Moody's Investors Service (P-1 or VMIG 1). The obligor's capacity to meet its financial commitments on these obligations is regarded to be 'extremely strong' (A-1+), 'strong' (A-1) or 'superior' (P-1 or VMIG 1). *Yields quoted on original issue discounted securities. Coupon quoted on all other securities.

8 An investment in the HSBC Money Market Funds are not insured by the FDIC or any other government agency. Although the Funds will attempt to maintain a stable NAV of a $1.00 per share, you may lose money by investing in these Funds. HSBC Global Asset Management is the marketing name for the asset management businesses of HSBC Holdings Plc. HSBC Global Asset Management (USA) Inc., serves as the investment adviser to the HSBC Funds. Foreside Distribution Services, L.P., member FINRA, is the distributor of the HSBC Funds and is not affiliated with the Advisor. HSBC Securities (USA) Inc., member NYSE, FINRA, SIPC is a sub-distributor of the HSBC Funds. Affiliates of HSBC Global Asset Management (USA) Inc., receive fees for providing various services to the funds. The portfolio data is for information only. It does not constitute a recommendation or an offer for a particular security or fund, nor should it be taken as a solicitation or a recommendation to buy or sell securities or other investments. An investor should consider the fund's investment objectives, risks, and charges and expenses carefully before investing or sending money. This and other important information about the investment company can be found in the fund's prospectus. To obtain a prospectus, please call or visit Please read the prospectus carefully before investing. Sections 1471 through 1474 of the Internal Revenue Code (commonly known as "FATCA") generally impose withholding of 30% on certain payments to certain foreign entities (including financial intermediaries) unless various U.S. information reporting, diligence requirements and certain other requirements have been satisfied. Payments subject to withholding generally will include interest (including original issue discount), dividends, rents, annuities, and other fixed or determinable annual or periodical gains, profits or income, if such payments are derived from U.S. sources, as well as gross proceeds from dispositions of securities that could produce U.S. source interest or dividends. FATCA withholding generally applies to these payments made after June 30, 2014, or, in the case of payments of gross proceeds described above, after Decemeber 31, All decisions regarding the tax implications of your investment(s) should be made in connection with your independent tax advisor. Investment Products: NOT A BANK DEPOSIT OR OBLIGATION OF THE BANK OR ANY OF ITS AFFILIATES NOT FDIC INSURED NOT GUARANTEED BY ANY NOT GUARANTEED BY THE MAY LOSE VALUE FEDERAL GOVERNMENT AGENCY BANK OR ANY OF ITS AFFILIATES

9 HSBC PRIME MONEY MARKET FUND AS OF 5/31/2016 Weighted Average Maturity (WAM) Weighted Average Life (WAL) 27 Days 50 Days Security Description Group or Sponsor of Issuing Entity Country of Credit Risk Subject to AMT Short Moody's/S&P Maturity Date Effective Maturity Principal Amount Value Cusip Coupon/ Yield* % CERTIFICATE OF DEPOSIT % BANK OF AMERICA N.A. BANK OF AMERICA N.A. United States N P-1/A-1 7/8/2016 7/8/ ,000, ,000, PNC % BANK OF AMERICA N.A. BANK OF AMERICA N.A. United States N P-1/A-1 11/14/2016 6/14/ ,000, ,000, PQH % BANK OF CHINA NY BANK OF CHINA China N P-1/A-1 6/1/2016 6/1/ ,000, ,000, PLL % BANK OF MONTREAL CHICAGO BANK OF MONTREAL Canada N P-1/A-1 6/21/2016 6/21/ ,000, ,000, EDY % BANK OF MONTREAL CHICAGO BANK OF MONTREAL Canada N P-1/A-1 7/28/2016 6/28/ ,000, ,000, C7F % BANK OF MONTREAL CHICAGO BANK OF MONTREAL Canada N P-1/A-1 9/2/2016 6/4/ ,000, ,000, EWA % BANK OF MONTREAL CHICAGO BANK OF MONTREAL Canada N P-1/A-1 8/18/2016 8/18/ ,000, ,000, EYM % BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA Canada N P-1/A-1 8/10/2016 8/10/ ,000, ,000, HD % BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA Canada N P-1/A-1 12/6/2016 6/6/ ,000, ,000, GJZ % BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA Canada N P-1/A-1 8/5/2016 6/5/ ,000, ,000, H4F % BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA Canada N P-1/A-1 8/29/2016 8/29/ ,000, ,000, GFC % BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA Canada N P-1/A-1 7/8/2016 7/8/ ,000, ,000, GCW % GROUP INC. Japan N P-1/A-1 8/29/2016 8/29/ ,000, ,000, MSM % GROUP INC. Japan N P-1/A-1 8/11/2016 8/11/ ,000, ,000, MTU % GROUP INC. Japan N P-1/A-1 10/3/2016 6/3/ ,000, ,000, MVY % GROUP INC. Japan N P-1/A-1 6/7/2016 6/7/ ,000, ,000, MJ % GROUP INC. Japan N P-1/A-1 7/21/2016 7/21/ ,000, ,004, AH % GROUP INC. Japan N P-1/A-1 11/14/2016 6/14/ ,000, ,000, MC % GROUP INC. Japan N P-1/A-1 7/1/2016 7/1/ ,000, ,000, MWD % BNP PARIBAS NY BNP PARIBAS SA France N P-1/A-1 11/9/2016 6/9/ ,000, ,000, R4H % BNP PARIBAS NY BNP PARIBAS SA France N P-1/A-1 11/14/2016 6/14/ ,000, ,000, R3D % CANADIAN IMPERIAL BANK COMMERCIAL NY COMMERCE Canada N P-1/A-1 7/26/2016 7/26/ ,000, ,015, ARB % CANADIAN IMPERIAL BANK COMMERCIAL NY COMMERCE Canada N P-1/A-1 11/10/2016 6/13/ ,000, ,000, AWU % CITIBANK NA CITIBANK NA United States N P-1/A-1 9/1/2016 9/1/ ,000, ,000, TAD % CREDIT INDUSTRIEL ET COMMERCIAL NY CREDIT MUTUEL GROUP France N P-1/A-1 10/5/2016 6/5/ ,000, ,000, EP % CREDIT INDUSTRIEL ET COMMERCIAL NY CREDIT MUTUEL GROUP France N P-1/A-1 10/7/2016 6/9/ ,000, ,000, EP % CREDIT INDUSTRIEL ET COMMERCIAL NY CREDIT MUTUEL GROUP France N P-1/A-1 11/4/2016 6/6/ ,000, ,000, EQ % CREDIT INDUSTRIEL ET COMMERCIAL NY CREDIT MUTUEL GROUP France N P-1/A-1 6/1/2016 6/1/ ,000, ,000, EM % CREDIT SUISSE NY CREDIT SUISSE GROUP Switzerland N P-1/A-1 6/7/2016 6/7/ ,850, ,851, VVL % DNB NOR BANK ASA DNB NOR ASA Norway N P-1/A-1 7/11/2016 7/11/ ,000, ,000, QCL % DZ BANK NY DZ BANK AG DEUTSCHE ZENTRAL- GENOSSENCHAFTSBANK Germany N P-1/A-1+ 8/12/2016 8/12/ ,000, ,999, APN % INDUSTRIAL & COMMERCIAL BANK OF CHINA INDUSTRIAL & COMMERCIAL LTD. NY BANK OF CHINA China N P-1/A-1 6/1/2016 6/1/ ,000, ,000, DDD % KOOKMIN BANK NY KB FINANCIAL GROUP INC. Korea, Republic Of N P-1/A-1 6/27/2016 6/27/ ,000, ,000, MKP % MIZUHO CORPORATE BANK NY MIZUHO FINANCIAL GROUP INC. Japan N P-1/A-1 8/17/2016 8/17/ ,000, ,000, DWU % NORDEA BANK FINDLAND NY NORDEA BANK AB Sweden N P-1/A-1+ 6/21/2016 6/21/ ,000, ,000, LEU % NORINCHUKIN BANK NY NORINCHUKIN BANK (THE) Japan N P-1/A-1 7/15/2016 7/15/ ,000, ,000, T5M % NORINCHUKIN BANK NY NORINCHUKIN BANK (THE) Japan N P-1/A-1 7/12/2016 7/12/ ,000, ,000, T2X % NORINCHUKIN BANK NY NORINCHUKIN BANK (THE) Japan N P-1/A-1 7/6/2016 7/6/ ,000, ,000, T3B % NORINCHUKIN BANK NY NORINCHUKIN BANK (THE) Japan N P-1/A-1 8/23/2016 8/23/ ,000, ,000, T5P % RABOBANK NEDERLAND NV NY UA Netherlands N P-1/A-1 11/17/2016 6/17/ ,000, ,000, BC % RABOBANK NEDERLAND NY UA Netherlands N P-1/A-1 8/9/2016 6/10/ ,000, ,000, BA % ROYAL BANK OF CANADA NY ROYAL BANK OF CANADA Canada N P-1/A-1+ 8/8/2016 6/1/ ,000, ,000, NVT % ROYAL BANK OF CANADA NY ROYAL BANK OF CANADA Canada N P-1/A-1+ 6/10/2016 6/10/ ,000, ,000, NYF % ROYAL BANK OF CANADA NY ROYAL BANK OF CANADA Canada N P-1/A-1+ 6/8/2016 6/8/ ,000, ,000, NSD % ROYAL BANK OF CANADA NY ROYAL BANK OF CANADA Canada N P-1/A-1+ 6/3/2016 6/3/ ,500, ,500, NUW %

10 SOCIETE' GENERALE N.A. SOCIETE' GENERALE France N P-1/A-1 7/11/2016 7/11/ ,000, ,000, TX % SOCIETE' GENERALE NY SOCIETE' GENERALE France N P-1/A-1 7/1/2016 7/1/ ,000, ,000, T3A % SUMITOMO MITSUI BANKING CORP. Japan N P-1/A-1 8/24/2016 8/24/ ,000, ,000, QUZ % SUMITOMO MITSUI BANKING CORP. Japan N P-1/A-1 6/3/2016 6/3/ ,000, ,000, QX % SUMITOMO MITSUI BANKING CORP. Japan N P-1/A-1 6/16/2016 6/16/ ,000, ,000, QYG % NY BANK Japan N P-1/A-1 6/21/2016 6/21/ ,750, ,751, K3W % NY BANK Japan N P-1/A-1 7/6/2016 7/6/ ,000, ,000, K5H % SUMITOMO MITSUI BANKING CORP. Japan N P-1/A-1 8/15/2016 8/15/ ,000, ,999, QQ % SWEDBANK (NEW YORK) SWEDBANK AB Sweden N P-1/A-1+ 6/1/2016 6/1/ ,000, ,000, UKT % TORONTO DOMINION BANK NY TORONTO-DOMINION BANK Canada N P-1/A-1+ 6/8/2016 6/8/ ,000, ,000, ERU % TORONTO DOMINION BANK NY TORONTO-DOMINION BANK Canada N P-1/A-1+ 8/19/2016 8/19/ ,000, ,000, E3A % UBS AG STAMFORD CT UBS AG Switzerland N P-1/A-1 12/2/2016 6/2/ ,000, ,000, DAH % WELLS FARGO BANK N.A. WELLS FARGO BANK N.A. United States N P-1/A-1+ 11/10/2016 6/13/ ,000, ,000, EV % WELLS FARGO BANK N.A. WELLS FARGO BANK N.A. United States N P-1/A-1+ 11/21/2016 6/27/ ,000, ,000, EW % WELLS FARGO BANK N.A. WELLS FARGO BANK N.A. United States N P-1/A-1+ 11/4/ /4/ ,000, ,000, EUT % WELLS FARGO BANK N.A. WELLS FARGO BANK N.A. United States N P-1/A-1+ 6/30/2016 6/11/ ,000, ,000, ENF % WELLS FARGO BANK N.A. WELLS FARGO BANK N.A. United States N P-1/A-1+ 11/15/ /15/ ,000, ,000, ETM % WESTPAC BANKING CORP. NY WESTPAC BANKING CORP. Australia N P-1/A-1+ 11/14/2016 6/13/ ,000, ,000, TR % ASSET BACKED COMMERCIAL PAPER - 3.6% ANTALIS US FUNDING CORP. SPONSORED BY SOCIETE' GENERALE France N P-1/A-1 8/24/2016 8/24/ ,000, ,984, AHQ % ANTALIS US FUNDING CORP. SPONSORED BY SOCIETE' GENERALE France N P-1/A-1 6/3/2016 6/3/ ,000, ,998, AF % SECURITIES LLC United States N P-1/A-1 6/27/2016 6/27/ ,000, ,972, FFT % SECURITIES LLC United States N P-1/A-1 11/21/2016 6/21/ ,000, ,000, EAW % SECURITIES LLC United States N P-1/A-1 8/22/2016 8/22/ ,000, ,940, CHN % SECURITIES LLC United States N P-1/A-1 10/3/ /3/ ,000, ,924, CK % OLD LINE FUNDING CORP. SPONSORED BY ROYAL BANK OF CANADA Canada N P-1/A-1+ 7/18/2016 6/18/ ,000, ,000, VBX % OLD LINE FUNDING LLC SPONSORED BY ROYAL BANK OF CANADA Canada N P-1/A-1+ 8/17/2016 6/17/ ,000, ,000, VCB % OLD LINE FUNDING LLC SPONSORED BY ROYAL BANK OF CANADA Canada N P-1/A-1+ 8/2/2016 6/4/ ,000, ,000, VBT % FINANCIAL COMPANY COMMERCIAL PAPER % ASB FINANCE LTD. LONDON AUSTRALIA New Zealand N P-1/A-1+ 6/21/2016 6/21/ ,000, ,000, P5FP % BANKING GROUP LTD. BANKING GROUP LTD. Australia N P-1/A-1+ 7/6/2016 6/6/ ,000, ,000, MFE % BANKING GROUP LTD. BANKING GROUP LTD. Australia N P-1/A-1+ 6/17/2016 6/17/ ,000, ,000, TBM % BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA Canada N P-1/A-1 11/1/ /1/ ,951, ,884, JL % BNP PARIBAS NY BNP PARIBAS SA France N P-1/A-1 6/1/2016 6/1/ ,000, ,000, BF % BNP PARIBAS NY BNP PARIBAS SA France N P-1/A-1 7/1/2016 7/1/ ,000, ,937, BG % BNP PARIBAS NY BNP PARIBAS SA France N P-1/A-1 6/10/2016 6/10/ ,000, ,997, BFA % BNZ INTERNATIONAL FUNDING BANK OF NEW ZEALAND New Zealand N P-1/A-1+ 11/18/2016 6/18/ ,000, ,000, X4DD % BPCE GROUPE BPCE France N P-1/A-1 6/1/2016 6/1/ ,775, ,775, BF % CAISSE CENTRALE DESJARDINS CAISSE CENTRALE DESJARDINS DU QUEBEC Canada N P-1/A-1 6/23/2016 6/23/ ,000, ,994, C2FP % AUSTRALIA AUSTRALIA Australia N P-1/A-1+ 11/28/2016 6/28/ ,000, ,000, ARU % AUSTRALIA AUSTRALIA Australia N P-1/A-1+ 11/15/2016 6/11/ ,000, ,000, ARA % UA UA Netherlands N P-1/A-1 8/1/2016 8/1/ ,000, ,959, AH % UA UA Netherlands N P-1/A-1 11/7/ /7/ ,000, ,776, AL % UA UA Netherlands N P-1/A-1 6/27/2016 6/27/ ,000, ,975, AFT %

11 UA UA Netherlands N P-1/A-1 6/1/2016 6/1/ ,000, ,000, AF % UA UA Netherlands N P-1/A-1 6/14/2016 6/14/ ,000, ,987, AFE % DNB NOR BANK ASA DNB NOR ASA Norway N P-1/A-1 6/20/2016 6/20/ ,000, ,987, K0FL % HELABA LANDESBANK HESSEN-THURINGEN GIROZENTIALE LANDESBANK HESSEN- THUERINGEN GIROZENTRALE Germany N P-1/A-1 8/11/2016 8/11/ ,000, ,962, GHB % JP MORGAN SECURITIES LLC JPMORGAN CHASE BANK N.A. United States N P-1/A-1 10/28/ /28/ ,000, ,928, PKU % LLOYDS TSB BANK PLC LLOYDS BANK PLC United Kingdom N P-1/A-1 7/1/2016 7/1/ ,000, ,971, RG % METLIFE SHORT TERM FUNDING LLC METLIFE INSURANCE CO. United States N P-1/A-1+ 8/8/2016 8/8/ ,000, ,972, TH % MITSUBISHI UFJ TRUST & BANK NY GROUP Japan N P-1/A-1 8/3/2016 8/3/ ,000, ,956, WH % MIZUHO CORPORATE BANK (USA) NY MIZUHO FINANCIAL GROUP INC. Japan N P-1/A-1 7/27/2016 7/27/ ,000, ,976, FGT % NATIONAL AUSTRALIA BANK NY NATIONAL AUSTRALIA BANK LTD. Australia N P-1/A-1+ 6/20/2016 6/20/ ,000, ,000, GBL % NATIONAL AUSTRALIAN BANK LTD. NATIONAL AUSTRALIA BANK LTD. Australia N P-1/A-1+ 8/8/2016 8/8/ ,450, ,366, EH % NORDEA BANK AB NORDEA BANK AB Sweden N P-1/A-1+ 7/1/2016 7/1/ ,000, ,965, FG % OVERSEA-CHINESE BANKING CORP. LTD. OVERSEA CHINESE BANKING CORP. Singapore N P-1/A-1+ 8/31/2016 8/31/ ,000, ,851, QHX % SCOTIABANC INC. BANK OF NOVA SCOTIA Canada N P-1/A-1 6/1/2016 6/1/ ,000, ,000, UF % SOCIETE' GENERALE N.A. SOCIETE' GENERALE France N P-1/A-1 11/1/ /1/ ,000, ,864, BL % BANK Japan N P-1/A-1 6/1/2016 6/1/ ,000, ,000, GF % SUMITOMO MITSUI BANK CORP. Japan N P-1/A-1 7/8/2016 7/8/ ,000, ,961, KG % SVENSKA HANDELSBANK INC. SVENSKA HANDELSBANKEN Sweden N P-1/A-1+ 11/1/ /1/ ,000, ,822, JL % SVENSKA HANDELSBANK INC. SVENSKA HANDELSBANKEN Sweden N P-1/A-1+ 8/9/2016 8/9/ ,000, ,972, JH % SVENSKA HANDELSBANK INC. SVENSKA HANDELSBANKEN Sweden N P-1/A-1+ 6/20/2016 6/20/ ,000, ,974, JFL % TORONTO DOMINION HOLDINGS TORONTO-DOMINION BANK Canada N P-1/A-1+ 6/3/2016 6/3/ ,000, ,997, EF % UNITED OVERSEAS BANK UNITED OVERSEAS BANK LTD. Singapore N P-1/A-1+ 6/10/2016 6/10/ ,000, ,987, PFA % WESTPAC BANKING CORP. WESTPAC BANKING CORP. Australia N P-1/A-1+ 8/24/2016 8/24/ ,000, ,899, C0HQ % WESTPAC BANKING CORP. NY WESTPAC BANKING CORP. Australia N P-1/A-1+ 7/19/2016 6/19/ ,000, ,000, C4SE % WESTPAC BANKING CORP. NY WESTPAC BANKING CORP. Australia N P-1/A-1+ 6/3/2016 6/3/ ,000, ,000, C4SR % WESTPAC SECURITIES NZ LTD. WESTPAC BANKING CORP. Australia N P-1/A-1+ 11/8/2016 6/9/ ,000, ,000, JDH % WESTPAC SECURITIES NZ LTD. WESTPAC BANKING CORP. Australia N P-1/A-1+ 11/22/2016 6/22/ ,000, ,000, JDP % U.S. TREASURY DEBT - 1.5% U.S. TREASURY NOTE U.S. GOVERNMENT United States N P-1/A-1+ 7/31/2016 7/31/ ,000, ,587, LD % NON-FINANCIAL COMPANY COMMERCIAL PAPER - 4.3% BANQUE ET CAISSE BANQUE ET CAISSE EPARGNE EPARGNE Luxembourg N P-1/A-1+ 7/1/2016 7/1/ ,000, ,990, K0G % CDP FINANCIAL INC. CDP FINANCIAL Canada N P-1/A-1+ 6/6/2016 6/6/ ,000, ,997, RF % WESTFALLEN Germany N P-1/A-1+ 6/1/2016 6/1/ ,000, ,000, CF % WESTFALLEN Germany N P-1/A-1+ 9/27/2016 6/27/ ,000, ,000, BAQ % WESTFALLEN Germany N P-1/A-1+ 8/22/2016 8/22/ ,000, ,849, CHN % WESTFALLEN Germany N P-1/A-1+ 8/2/2016 8/2/ ,000, ,962, CH % JOHN DEERE BANK SA DEERE & CO. United States N P-1/A-1 6/14/2016 6/14/2016 9,300, ,298, MFE % JOHN DEERE BANK SA DEERE & CO. United States N P-1/A-1 6/21/2016 6/21/ ,000, ,994, HFM % JOHN DEERE BANK SA DEERE & CO. United States N P-1/A-1 6/23/2016 6/23/ ,000, ,993, MFP % JOHN DEERE FINANCIAL LTD. DEERE & CO. United States N P-1/A-1 6/22/2016 6/22/2016 9,387, ,384, MFN % TOTAL CAPITAL CANADA LTD. TOYOTA MOTOR CORP. Japan N P-1/A-1 7/21/2016 7/21/ ,000, ,979, PGM % NON-NEGOTIABLE TIME DEPOSIT % BANK BANKING GROUP LTD. Australia N P-1/A-1+ 6/1/2016 6/1/ ,000, ,000, ANZ % BANK BANKING GROUP LTD. Australia N P-1/A-1+ 6/1/2016 6/1/ ,000, ,000, ANZ % CREDIT AGRICOLE CIB NY CREDIT AGRICOLE SA France N P-1/A-1 6/1/2016 6/1/ ,000, ,000, CRA %