# EDGAR Filing Document

**Accession Number:** 0001227155
**File Stem:** 0001145549-23-005457
**Filing Date:** 2023-2
**Character Count:** 65730
**Document Hash:** ba269b322e7792b82be03474a18357aa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-005457.hdr.sgml**: 20230207

**ACCESSION NUMBER**: 0001145549-23-005457

**CONFORMED SUBMISSION TYPE**: N-MFP2

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230207

**DATE AS OF CHANGE**: 20230207

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS
- **CENTRAL INDEX KEY:** 0001227155
- **IRS NUMBER:** 000000000

**FILING VALUES:**
- **FORM TYPE:** N-MFP2
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21339
- **FILM NUMBER:** 23594211

**BUSINESS ADDRESS:**
- **STREET 1:** 522 FIFTH AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036
- **BUSINESS PHONE:** 800-548-7786

**MAIL ADDRESS:**
- **STREET 1:** 522 FIFTH AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036

## Series and Classes Contracts Data

### ESG Money Market Portfolio (Series ID: S000004150)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000011666 | Administrative Class  | MDDXX           |
| C000011667 | Advisory Class        | MBDXX           |
| C000011668 | Wealth Class          | MWMXX           |
| C000011669 | Investor Class        | MNFXX           |
| C000011670 | Participant Class     | MEPXX           |
| C000011671 | Wealth S Class        | MWSXX           |
| C000017909 | Cash Management Class | MLKXX           |
| C000227506 | CastleOak Share Class |  |
| C000240958 | Select Class          | MSKXX           |

# 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:** S000004150

**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                 | Morgan Stanley Investment Management, Inc.           |  |
| A.4    | Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA      |  |
| A.6    | Transfer Agent                | DST Asset Manager Solutions, Inc.<br>CIK: 0000275143 | 084-00896         |

### Fund Characteristics & Assets

- **A.1 - Securities Act File Number:** 333-104972

- **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:** Prime

- **A.11 - WAM:** 22 days

- **A.12 - WAL:** 40 days

- **Total Value of Portfolio Securities:** $1598354346.77

- **Amortized Cost of Portfolio Securities:** $1598109805.28

- **Cash:** $2072798.64

- **Total Other Assets:** $1431874.29

- **Total Liabilities:** $21268468.77

- **Net Assets of Series:** $1580346009.44

- **Number of Shares Outstanding (Series):** 1580472249.80

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

- **7-Day Gross Yield:** 4.6000%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $1807339799.19             |  | 69.6900%                   |
| Friday, Week 2 |  | $1571500576.74             |  | 67.3400%                   |
| Friday, Week 3 |  | $873198692.84              |  | 55.2400%                   |
| Friday, Week 4 |  | $1021550311.59             |  | 62.3600%                   |
| Friday, Week 5 |  | $0.00                      |  | 0.0000%                    |

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

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $0.00

- **B.3 - Net Assets of Class:** $1.00

- **B.4 - Shares Outstanding:** 1.00

- **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:** $0.00

- **B.3 - Net Assets of Class:** $51958.77

- **B.4 - Shares Outstanding:** 51982.78

- **B.7.7 - 7-Day Net Yield:** 4.1500%

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

- **Expense Reimbursement/Waiver Description:** MSIM, Inc., waived Mgmt Fees $2

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $167.57                   | $0.00                   |
| Week 4   | $51985.26                 | $51855.55               |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $52157.62

- **Gross Redemptions for month:** $51855.55

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $0.00

- **B.3 - Net Assets of Class:** $1574550579.02

- **B.4 - Shares Outstanding:** 1574671140.59

- **B.7.7 - 7-Day Net Yield:** 4.4000%

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

- **Expense Reimbursement/Waiver Description:** MSIM, Inc., waived Mgmt Fees $93,759

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $63419638.11              | $269861027.35           |
| Week 2   | $67175647.84              | $328836730.55           |
| Week 3   | $24112006.98              | $776822672.01           |
| Week 4   | $1602749747.83            | $1590750426.13          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $1770238298.44

- **Gross Redemptions for month:** $2984631654.74

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $0.00

- **B.3 - Net Assets of Class:** $1.00

- **B.4 - Shares Outstanding:** 1.00

- **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:** $0.00

- **B.3 - Net Assets of Class:** $51696.93

- **B.4 - Shares Outstanding:** 51727.67

- **B.7.7 - 7-Day Net Yield:** 3.9000%

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

- **Expense Reimbursement/Waiver Description:** MSIM, Inc., waived Mgmt Fees $2

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $155.89                   | $0.00                   |
| Week 4   | $51730.13                 | $51608.78               |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $51890.79

- **Gross Redemptions for month:** $51608.78

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $0.00

- **B.3 - Net Assets of Class:** $52215.65

- **B.4 - Shares Outstanding:** 52246.76

- **B.7.7 - 7-Day Net Yield:** 4.3500%

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

- **Expense Reimbursement/Waiver Description:** MSIM, Inc., waived Mgmt Fees $2

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $177.29                   | $0.00                   |
| Week 4   | $52249.25                 | $52112.61               |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $52431.35

- **Gross Redemptions for month:** $52112.61

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $0.00

- **B.3 - Net Assets of Class:** $5589553.69

- **B.4 - Shares Outstanding:** 5595149.00

- **B.7.7 - 7-Day Net Yield:** 4.2500%

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

- **Expense Reimbursement/Waiver Description:** MSIM, Inc., waived Mgmt Fees $315

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $24128.88                 | $6176.28                |
| Week 2   | $0.00                     | $1.17                   |
| Week 4   | $7180795.82               | $8741569.40             |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $7205675.32

- **Gross Redemptions for month:** $8747746.85

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $0.00

- **B.3 - Net Assets of Class:** $1.00

- **B.4 - Shares Outstanding:** 1.00

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

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

- **Expense Reimbursement/Waiver Description:** MSIM, Inc., waived Mgmt Fees $2

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $178.94                   | $1135.58                |
| Week 3   | $0.00                     | $100853.48              |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $178.94

- **Gross Redemptions for month:** $153412.54

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $0.00

- **B.3 - Net Assets of Class:** $50002.38

- **B.4 - Shares Outstanding:** 50000.00

- **B.7.7 - 7-Day Net Yield:** 3.6000%

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

- **Expense Reimbursement/Waiver Description:** MSIM, Inc., waived Mgmt Fees $1

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 4   | $50002.38                 | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $50002.38

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

## Part C: Schedule of Portfolio Securities

### Security 1: Atlantic Asset Securitization LLC

- **C.1 - Title:** Atlantic Asset Securitization LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821UQ88, C.4 - ISIN: US04821UQ884, C.3 - LEI: 549300BUNY5B
- **C.18 - Value (incl. sponsor support):** $6443476.65
- **C.18.a - Value (excl. sponsor support):** $6443476.65
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2023-03-08
- **C.12 - Maturity Date (WAL):** 2023-03-08
- **C.13 - Final Legal Maturity Date:** 2023-03-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** Credit Agricole Corporate and Investment Bank SA

- **Amount Provided:** 1.0000

### Security 2: BPCE SA

- **C.1 - Title:** BPCE SA 4.750000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571EBC0, C.4 - ISIN: US05571EBC03, C.3 - LEI: 9695005MSX1O
- **C.18 - Value (incl. sponsor support):** $25022077.00
- **C.18.a - Value (excl. sponsor support):** $25022077.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-07-05
- **C.13 - Final Legal Maturity Date:** 2023-07-05
- **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 3: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 4.810000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LUV7, C.4 - ISIN: US06417LUV79, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001041839
- **C.18 - Value (incl. sponsor support):** $25026590.75
- **C.18.a - Value (excl. sponsor support):** $25026590.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-07-10
- **C.13 - Final Legal Maturity Date:** 2023-07-10
- **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 4: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.900000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HEE9, C.4 - ISIN: US06741HEE99, C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001484219
- **C.18 - Value (incl. sponsor support):** $40023478.00
- **C.18.a - Value (excl. sponsor support):** $40023478.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.5300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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 5: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.700000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPAG2, C.3 - LEI: MBNUM2BPBDO7, CIK: 0000036684
- **C.18 - Value (incl. sponsor support):** $25008667.75
- **C.18.a - Value (excl. sponsor support):** $25008667.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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 6: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 17327BP17, C.3 - LEI: MBNUM2BPBDO7, CIK: 0000036684
- **C.18 - Value (incl. sponsor support):** $24997006.25
- **C.18.a - Value (excl. sponsor support):** $24997006.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 7: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 17327BU37, C.4 - ISIN: US17327BU376, C.3 - LEI: MBNUM2BPBDO7, CIK: 0000036684
- **C.18 - Value (incl. sponsor support):** $9784992.50
- **C.18.a - Value (excl. sponsor support):** $9784992.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 5.0600%
- **C.11 - Maturity Date (WAM):** 2023-07-03
- **C.12 - Maturity Date (WAL):** 2023-07-03
- **C.13 - Final Legal Maturity Date:** 2023-07-03
- **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 8: DBS Bank Ltd.

- **C.1 - Title:** DBS Bank Ltd. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305ETG8, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $24540811.00
- **C.18.a - Value (excl. sponsor support):** $24540811.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 4.8600%
- **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 9: DZ Bank AG Deutsche Zentral-Genossenschaftsbank

- **C.1 - Title:** DZ Bank AG Deutsche Zentral-Genossenschaftsbank 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 26821JP12, C.4 - ISIN: US26821JP123, C.3 - LEI: 5493005PGG4H, CIK: 0000800178
- **C.18 - Value (incl. sponsor support):** $24997052.75
- **C.18.a - Value (excl. sponsor support):** $24997052.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 10: Fairway Finance Corp.

- **C.1 - Title:** Fairway Finance Corp. 4.870000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30601YQ65, C.4 - ISIN: US30601YQ658, C.3 - LEI: 549300GKD6SU
- **C.18 - Value (incl. sponsor support):** $25009576.25
- **C.18.a - Value (excl. sponsor support):** $25009576.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-03-03
- **C.13 - Final Legal Maturity Date:** 2023-03-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** Bank of Montreal

- **Amount Provided:** 1.0000

### Security 11: Federation des Caisses Desjardins du Quebec

- **C.1 - Title:** Federation Des Caisses 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GP15, C.4 - ISIN: US31428GP159, C.3 - LEI: 549300B2Q47I
- **C.18 - Value (incl. sponsor support):** $14998191.30
- **C.18.a - Value (excl. sponsor support):** $14998191.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 12: Federation des Caisses Desjardins du Quebec

- **C.1 - Title:** Federation Des Caisses 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GP23, C.4 - ISIN: US31428GP233, C.3 - LEI: 549300B2Q47I
- **C.18 - Value (incl. sponsor support):** $29992723.20
- **C.18.a - Value (excl. sponsor support):** $29992723.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **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 13: KBC Bank NV

- **C.1 - Title:** KBC Bank NV 4.310000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 4823TDAC5, C.4 - ISIN: US4823TDAC54, C.3 - LEI: 6B2PBRV1FCJDMR45RZ53, CIK: 0001411306
- **C.18 - Value (incl. sponsor support):** $49999879.00
- **C.18.a - Value (excl. sponsor support):** $49999879.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.1600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **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 14: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943ST15, C.3 - LEI: 213800MBWEIJDM5CU638, CIK: 0001167831
- **C.18 - Value (incl. sponsor support):** $39360716.80
- **C.18.a - Value (excl. sponsor support):** $39360716.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.4900%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2023-06-01
- **C.12 - Maturity Date (WAL):** 2023-06-01
- **C.13 - Final Legal Maturity Date:** 2023-06-01
- **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 15: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SU54, C.3 - LEI: 213800MBWEIJDM5CU638, CIK: 0001167831
- **C.18 - Value (incl. sponsor support):** $14687352.15
- **C.18.a - Value (excl. sponsor support):** $14687352.15
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.8400%
- **C.11 - Maturity Date (WAM):** 2023-07-05
- **C.12 - Maturity Date (WAL):** 2023-07-05
- **C.13 - Final Legal Maturity Date:** 2023-07-05
- **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: LMA Americas LLC

- **C.1 - Title:** LMA Americas LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RT99, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $29467659.90
- **C.18.a - Value (excl. sponsor support):** $29467659.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 4.9500%
- **C.11 - Maturity Date (WAM):** 2023-06-09
- **C.12 - Maturity Date (WAL):** 2023-06-09
- **C.13 - Final Legal Maturity Date:** 2023-06-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** Credit Agricole Corporate and Investment Bank SA

- **Amount Provided:** 1.0000

### Security 17: LMA Americas LLC

- **C.1 - Title:** LMA Americas LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RUR7, C.4 - ISIN: US53944RUR73, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $24399045.25
- **C.18.a - Value (excl. sponsor support):** $24399045.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 4.9500%
- **C.11 - Maturity Date (WAM):** 2023-07-25
- **C.12 - Maturity Date (WAL):** 2023-07-25
- **C.13 - Final Legal Maturity Date:** 2023-07-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** Credit Agricole Corporate and Investment Bank SA

- **Amount Provided:** 1.0000

### Security 18: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd. 4.780000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NPH7, C.4 - ISIN: US55607NPH79, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $10000237.90
- **C.18.a - Value (excl. sponsor support):** $10000237.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **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 19: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd. 4.770000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NQK9, C.4 - ISIN: US55607NQK99, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $30031047.00
- **C.18.a - Value (excl. sponsor support):** $30031047.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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 20: Mizuho Bank Ltd.

- **C.1 - Title:** Mizuho Bank Ltd. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689QQP2, C.4 - ISIN: US60689QQP27, C.3 - LEI: RB0PEZSDGCO3JS6CEU02, CIK: 0001145665
- **C.18 - Value (incl. sponsor support):** $29803352.40
- **C.18.a - Value (excl. sponsor support):** $29803352.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2023-03-23
- **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 21: Ontario Teachers Finance Trust

- **C.1 - Title:** Ontario Teachers' Finance Trust 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 68328HXX7, C.3 - LEI: 635400ZZE5J8OXXBBY26
- **C.18 - Value (incl. sponsor support):** $19237571.60
- **C.18.a - Value (excl. sponsor support):** $19237571.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 5.0300%
- **C.11 - Maturity Date (WAM):** 2023-10-31
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Oversea Chinese Banking Corp. Ltd.

- **C.1 - Title:** Oversea Chinese Banking Corp. Ltd. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BP12, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $49994000.00
- **C.18.a - Value (excl. sponsor support):** $49994000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.1600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 23: Pricoa Short Term Funding LLC

- **C.1 - Title:** Pricoa Short Term Funding LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74154GP15, C.4 - ISIN: US74154GP159
- **C.18 - Value (incl. sponsor support):** $9998807.80
- **C.18.a - Value (excl. sponsor support):** $9998807.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 24: STE Transcore Holdings, Inc.

- **C.1 - Title:** STE Transcore Holdings, Inc. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78477GP24, C.4 - ISIN: US78477GP242, C.3 - LEI: 2549005ISD49
- **C.18 - Value (incl. sponsor support):** $49987628.00
- **C.18.a - Value (excl. sponsor support):** $49987628.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.1600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **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 25: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369CT53, C.4 - ISIN: US83369CT534, C.3 - LEI: O2RNE8IBXP4R, CIK: 0001145665
- **C.18 - Value (incl. sponsor support):** $9835104.20
- **C.18.a - Value (excl. sponsor support):** $9835104.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2023-06-05
- **C.12 - Maturity Date (WAL):** 2023-06-05
- **C.13 - Final Legal Maturity Date:** 2023-06-05
- **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: Sumitomo Mitsui Trust Bank Ltd.

- **C.1 - Title:** Sumitomo Mitsui Trust Bank Ltd. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XP16, C.4 - ISIN: US86564XP168, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $49994066.50
- **C.18.a - Value (excl. sponsor support):** $49994066.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.1600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 27: Suncorp-Metway Ltd.

- **C.1 - Title:** Suncorp-Metway Ltd. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8672E3SX5, C.4 - ISIN: US8672E3SX52, C.3 - LEI: JEBU6C6ITPD2YZ9N7F22
- **C.18 - Value (incl. sponsor support):** $9831066.70
- **C.18.a - Value (excl. sponsor support):** $9831066.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 5.0700%
- **C.11 - Maturity Date (WAM):** 2023-05-31
- **C.12 - Maturity Date (WAL):** 2023-05-31
- **C.13 - Final Legal Maturity Date:** 2023-05-31
- **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 28: Suncorp Group Ltd.

- **C.1 - Title:** Suncorp Group Ltd. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8672E3T55, C.4 - ISIN: US8672E3T553, C.3 - LEI: JEBU6C6ITPD2YZ9N7F22
- **C.18 - Value (incl. sponsor support):** $9823437.50
- **C.18.a - Value (excl. sponsor support):** $9823437.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 5.0900%
- **C.11 - Maturity Date (WAM):** 2023-06-05
- **C.12 - Maturity Date (WAL):** 2023-06-05
- **C.13 - Final Legal Maturity Date:** 2023-06-05
- **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: Svenska Handelsbanken AB

- **C.1 - Title:** Svenska Handelsbanken AB 4.640000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LEM8, C.4 - ISIN: US86960LEM81, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $30007864.50
- **C.18.a - Value (excl. sponsor support):** $30007864.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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 30: Svenska Handelsbanken AB

- **C.1 - Title:** Svenska Handelsbanken AB 4.640000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LEN6, C.4 - ISIN: US86960LEN64, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $25006553.75
- **C.18.a - Value (excl. sponsor support):** $25006553.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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 31: Swedbank AB Sparbanken Sverige

- **C.1 - Title:** Swedbank AB Sparbanken Sverige 4.850000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019YCV1, C.4 - ISIN: US87019YCV11, C.3 - LEI: M312WZV08Y7L, CIK: 0001367624
- **C.18 - Value (incl. sponsor support):** $24012656.40
- **C.18.a - Value (excl. sponsor support):** $24012656.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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 32: Toronto Dominion Bank

- **C.1 - Title:** Toronto Dominion Bank 4.670000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120DVV8, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $25009356.25
- **C.18.a - Value (excl. sponsor support):** $25009356.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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 33: Truist Bank

- **C.1 - Title:** Truist Bank 4.700000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788L6F6, C.3 - LEI: JJKC32MCHWDI
- **C.18 - Value (incl. sponsor support):** $50000027.00
- **C.18.a - Value (excl. sponsor support):** $50000027.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.1600%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2023-03-23
- **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 34: UBS AG London

- **C.1 - Title:** UBS AG London 4.738800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JQB5, C.4 - ISIN: US90276JQB51, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $25006338.25
- **C.18.a - Value (excl. sponsor support):** $25006338.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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? No, C.23 Categorized at Level 3? No

### Security 35: UBS AG London

- **C.1 - Title:** UBS AG London 4.916000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JRJ7, C.4 - ISIN: US90276JRJ78, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $28015934.52
- **C.18.a - Value (excl. sponsor support):** $28015934.52
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.7700%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-07-06
- **C.13 - Final Legal Maturity Date:** 2023-07-06
- **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 36: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 4.350000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: O2RNE8IBXP4R, CIK: 0001145665, C.5 - Other ID: ARP0VM2Q2_4.35_0202
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.1600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **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 37: RBC Capital Markets LLC

- **C.1 - Title:** RBC Capital Markets LLC 4.420000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 549300LCO2FL, CIK: 0001317808, C.5 - Other ID: ARP0VM2S8_4.42_0202
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.1600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **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 38: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.370000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 549300HN4UKV, CIK: 0001102113, C.5 - Other ID: ARP0VMKO7_4.37_0202
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **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 39: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.770000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 549300HN4UKV, CIK: 0001102113, C.5 - Other ID: ARP0VML24_4.77_0501
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 4.7700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-05-01
- **C.13 - Final Legal Maturity Date:** 2024-01-26
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, 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: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC 4.440000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 7TK5RJIZDFRO, CIK: 0000812291, C.5 - Other ID: ARP0VNPD4_4.44_0201
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.5300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 41: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 4.470000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: O2RNE8IBXP4R, CIK: 0001145665, C.5 - Other ID: ARP0VNPE2_4.47_0201
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 42: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 4.390000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: SUVUFHICNZMP, CIK: 0001335977, C.5 - Other ID: ARP0VNPF9_4.39_0201
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 43: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.590000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: R0MUWSFPU8MP, CIK: 0001272025, C.5 - Other ID: ARP0VNPH5_4.59_0201
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 44: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.420000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: RUC0QBLBRPRC, CIK: 0001272025, C.5 - Other ID: ARP0VNPK8_4.42_0201
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 45: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 4.400000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: KBVRJ5K57JZ3, CIK: 0000877559, C.5 - Other ID: ARP0VNPO0_4.40_0201
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.2100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 46: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 4.370000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: K5HU16E3LMSV, CIK: 0001656187, C.5 - Other ID: ARP0VNQH4_4.37_0201
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 47: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.370000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 549300HN4UKV, CIK: 0001102113, C.5 - Other ID: ARP0VNQX9_4.37_0201
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 48: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.390000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 549300HN4UKV, CIK: 0001102113, C.5 - Other ID: ARP0VNRH3_4.39_0201
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 49: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 4.370000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: K5HU16E3LMSV, CIK: 0001656187, C.5 - Other ID: ARP0VNSV1_4.37_0201
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 50: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.300000%
- **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: R0MUWSFPU8MP, CIK: 0001272025, C.5 - Other ID: ARP0VNVK1_4.30_0201
- **C.18 - Value (incl. sponsor support):** $213000000.00
- **C.18.a - Value (excl. sponsor support):** $213000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 13.4800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 51: Svenska Handelsbanken AB (New York)

- **C.1 - Title:** Svenska Handelsbanken AB (New York) 4.280000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 52: Skandinaviska Enskilda Banken AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB 4.310000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** CIK: 0000917311
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 53: Barclays Bank PLC (New York Branch)

- **C.1 - Title:** Barclays Bank PLC (New York Branch) 4.320000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001484219
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 54: DNB Bank ASA (New York Branch)

- **C.1 - Title:** DNB Bank ASA (New York Branch) 4.280000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: HPFHU0OQ28E4N0NFVK49, CIK: 0001498632
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 55: Toronto-Dominion Bank

- **C.1 - Title:** Toronto-Dominion Bank 4.310000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 56: Cooperatieve Rabobank UA (New York Branch)

- **C.1 - Title:** Cooperatieve Rabobank UA (New York Branch) 4.290000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: HPFHU0OQ28E4N0NFVK49, CIK: 0001498632
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 57: National Bank of Canada (Montreal Branch)

- **C.1 - Title:** National Bank of Canada (Montreal Branch) 4.300000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: HPFHU0OQ28E4N0NFVK49, CIK: 0001498632
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 58: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.290000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: 549300H8L46O, CIK: 0000800030
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 59: Mizuho Bank Ltd.

- **C.1 - Title:** Mizuho Bank Ltd. 4.320000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: RB0PEZSDGCO3JS6CEU02, CIK: 0001145665
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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:** Morgan Stanley Institutional Liquidity Funds

**Date:** 2023-02-07

**By:** Lonnie Bae

**Name of Signing Officer:** Lonnie Bae

**Title of Signing Officer:** Vice President