# EDGAR Filing Document

**Accession Number:** 0001227155
**File Stem:** 0001145549-23-005460
**Filing Date:** 2023-2
**Character Count:** 29618
**Document Hash:** a02799400c9501d3ac7dd8265778968f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-005460.hdr.sgml**: 20230207

**ACCESSION NUMBER**: 0001145549-23-005460

**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:** 23594213

**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

### Treasury Portfolio (Series ID: S000004153)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000011684 | Administrative Class       | MTTXX           |
| C000011685 | Advisory Class             | MAOXX           |
| C000011686 | Institutional Class        | MISXX           |
| C000011687 | Investor Class             | MTNXX           |
| C000011688 | Participant Class          | MTCXX           |
| C000011689 | Institutional Select Class | MTSXX           |
| C000017912 | Cash Management Class      | MREXX           |
| C000167932 | Select Class               | MSTXX           |

# 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:** S000004153

**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:** Exempt Government

- **A.11 - WAM:** 2 days

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

- **Total Value of Portfolio Securities:** $32315564769.17

- **Amortized Cost of Portfolio Securities:** $32318215432.54

- **Cash:** $790949.05

- **Total Other Assets:** $10809737.90

- **Total Liabilities:** $123645529.37

- **Net Assets of Series:** $32206170590.12

- **Number of Shares Outstanding (Series):** 32212811828.65

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

- **7-Day Gross Yield:** 4.3200%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $35446918692.28            |  | 99.8700%                   |
| Friday, Week 2 |  | $34626438254.30            |  | 99.8500%                   |
| Friday, Week 3 |  | $34777174950.87            |  | 99.8400%                   |
| Friday, Week 4 |  | $33006306806.04            |  | 99.8200%                   |
| Friday, Week 5 |  | $0.00                      |  | 0.0000%                    |

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $6921034.12

- **B.4 - Shares Outstanding:** 6922495.02

- **B.7.7 - 7-Day Net Yield:** 3.9700%

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

- **Expense Reimbursement/Waiver Description:** MSIM, Inc., waived Mgmt Fees $32

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $21780.05                 | $0.00                   |
| Week 2   | $976770.36                | $0.00                   |
| Week 3   | $0.00                     | $822770.36              |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $998678.71

- **Gross Redemptions for month:** $822770.36

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $453342345.90

- **B.4 - Shares Outstanding:** 453441594.38

- **B.7.7 - 7-Day Net Yield:** 3.8700%

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

- **Expense Reimbursement/Waiver Description:** MSIM, Inc., waived Mgmt Fees $1,959

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $19826836.89              | $31478830.41            |
| Week 2   | $38900496.33              | $37039449.64            |
| Week 3   | $75115321.95              | $59766555.38            |
| Week 4   | $42796178.37              | $38837897.70            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $183965062.74

- **Gross Redemptions for month:** $167754619.39

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $21275931460.85

- **B.4 - Shares Outstanding:** 21279922825.25

- **B.7.7 - 7-Day Net Yield:** 4.1200%

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

- **Expense Reimbursement/Waiver Description:** MSIM, Inc., waived Mgmt Fees $103,329

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $3309443028.11            | $3030448376.69          |
| Week 2   | $2723579615.15            | $3161772485.39          |
| Week 3   | $2345770976.01            | $2154328882.31          |
| Week 4   | $2271432618.17            | $3854102470.45          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $11377391527.62

- **Gross Redemptions for month:** $13597224894.08

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $102198546.94

- **B.4 - Shares Outstanding:** 102220760.40

- **B.7.7 - 7-Day Net Yield:** 4.0200%

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

- **Expense Reimbursement/Waiver Description:** MSIM, Inc., waived Mgmt Fees $589

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $21887657.61              | $365920.85              |
| Week 2   | $3507241.64               | $1357573.97             |
| Week 3   | $777016.00                | $2970258.60             |
| Week 4   | $9428895.27               | $45895554.29            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $35631915.43

- **Gross Redemptions for month:** $50818308.43

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $2306154460.74

- **B.4 - Shares Outstanding:** 2306602735.74

- **B.7.7 - 7-Day Net Yield:** 3.6200%

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

- **Expense Reimbursement/Waiver Description:** MSIM, Inc., waived Mgmt Fees $10,728

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $23517787.55              | $1223340.34             |
| Week 2   | $134775598.94             | $25478694.62            |
| Week 3   | $17373703.56              | $245478712.27           |
| Week 4   | $29152088.89              | $20338182.42            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $206875811.58

- **Gross Redemptions for month:** $295970346.02

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $8056823075.56

- **B.4 - Shares Outstanding:** 8058901650.34

- **B.7.7 - 7-Day Net Yield:** 4.0700%

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

- **Expense Reimbursement/Waiver Description:** MSIM, Inc., waived Mgmt Fees $37,522

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $183592597.34             | $167752870.66           |
| Week 2   | $303815053.13             | $756206538.28           |
| Week 3   | $187371232.47             | $114220340.87           |
| Week 4   | $119964084.05             | $219133229.92           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $811459359.30

- **Gross Redemptions for month:** $1351559610.85

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $1000000.00

- **B.3 - Net Assets of Class:** $4748614.66

- **B.4 - Shares Outstanding:** 4748705.73

- **B.7.7 - 7-Day Net Yield:** 3.9700%

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

- **Expense Reimbursement/Waiver Description:** MSIM, Inc., waived Mgmt Fees $21

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $15134.91                 | $0.00                   |
| Week 2   | $0.00                     | $50000.00               |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $15446.94

- **Gross Redemptions for month:** $50000.00

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $1.00

- **B.3 - Net Assets of Class:** $51051.35

- **B.4 - Shares Outstanding:** 51061.79

- **B.7.7 - 7-Day Net Yield:** 3.3200%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $132.85                   | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $134.02

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

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796XZ7, C.4 - ISIN: US912796XZ71, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $192821206.73
- **C.18.a - Value (excl. sponsor support):** $192821206.73
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2023-02-09
- **C.12 - Maturity Date (WAL):** 2023-02-09
- **C.13 - Final Legal Maturity Date:** 2023-02-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796YB9, C.4 - ISIN: US912796YB94, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $286978040.64
- **C.18.a - Value (excl. sponsor support):** $286978040.64
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2023-03-02
- **C.12 - Maturity Date (WAL):** 2023-03-02
- **C.13 - Final Legal Maturity Date:** 2023-03-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128284A5, C.4 - ISIN: US9128284A52, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $299551062.00
- **C.18.a - Value (excl. sponsor support):** $299551062.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2023-02-28
- **C.12 - Maturity Date (WAL):** 2023-02-28
- **C.13 - Final Legal Maturity Date:** 2023-02-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828UN8, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $274729710.75
- **C.18.a - Value (excl. sponsor support):** $274729710.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2023-02-15
- **C.12 - Maturity Date (WAL):** 2023-02-15
- **C.13 - Final Legal Maturity Date:** 2023-02-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBN0, C.4 - ISIN: US91282CBN02, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $49834076.00
- **C.18.a - Value (excl. sponsor support):** $49834076.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2023-02-28
- **C.12 - Maturity Date (WAL):** 2023-02-28
- **C.13 - Final Legal Maturity Date:** 2023-02-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.657500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCQ2, C.4 - ISIN: US91282CCQ24, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $115018546.05
- **C.18.a - Value (excl. sponsor support):** $115018546.05
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-07-31
- **C.13 - Final Legal Maturity Date:** 2023-07-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.663500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDE8, C.4 - ISIN: US91282CDE84, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1196254951.32
- **C.18.a - Value (excl. sponsor support):** $1196254951.32
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.7100%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-10-31
- **C.13 - Final Legal Maturity Date:** 2023-10-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.613500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDU2, C.4 - ISIN: US91282CDU27, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1418984802.51
- **C.18.a - Value (excl. sponsor support):** $1418984802.51
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 4.4100%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-01-31
- **C.13 - Final Legal Maturity Date:** 2024-01-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.553500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEL1, C.4 - ISIN: US91282CEL19, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $557313235.92
- **C.18.a - Value (excl. sponsor support):** $557313235.92
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-04-30
- **C.13 - Final Legal Maturity Date:** 2024-04-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.768500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CFS5, C.4 - ISIN: US91282CFS52, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $195078887.25
- **C.18.a - Value (excl. sponsor support):** $195078887.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.7700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-10-31
- **C.13 - Final Legal Maturity Date:** 2024-10-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: Metropolitan Life Insurance Co

- **C.1 - Title:** Metropolitan Life Insurance Co 4.310000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 549300H7EXFM, CIK: 0000937834, C.5 - Other ID: ARP0VNFD5_4.31_0201
- **C.18 - Value (incl. sponsor support):** $100000250.00
- **C.18.a - Value (excl. sponsor support):** $100000250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **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 12: Fixed Income Clearing Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. 4.300000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 549300H47WTH, CIK: 0000093748, C.5 - Other ID: ARP0VNGF9_4.30_0201
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 15.5200%
- **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 13: Fixed Income Clearing Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. 4.300000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 549300H47WTH, CIK: 0000093748, C.5 - Other ID: ARP0VNGH5_4.30_0201
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.2400%
- **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 14: Federal Reserve Bank of New York

- **C.1 - Title:** Federal Reserve Bank of New York 4.300000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 254900Y8NKGV541U8Q32, CIK: 0001457970, C.5 - Other ID: ARP0VNQN1_4.30_0201
- **C.18 - Value (incl. sponsor support):** $20500000000.00
- **C.18.a - Value (excl. sponsor support):** $20500000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 63.6500%
- **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 15: RBC Dominion Securities

- **C.1 - Title:** RBC Dominion Securities 4.280000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 549300QJJX6C, CIK: 0001317808, C.5 - Other ID: ARP0VNUL0_4.28_0201
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6200%
- **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 16: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.300000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001484219, C.5 - Other ID: ARP0VNUR7_4.30_0201
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **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 17: Natixis SA

- **C.1 - Title:** Natixis SA 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, CIK: 0001503859, C.5 - Other ID: ARP0VNUU0_4.27_0201
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6200%
- **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 18: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: R0MUWSFPU8MP, CIK: 0001272025, C.5 - Other ID: ARP0VNVE5_4.27_0201
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.2400%
- **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 19: Natixis SA

- **C.1 - Title:** Natixis SA 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, CIK: 0001503859, C.5 - Other ID: ARP0VNVL9_4.27_0201
- **C.18 - Value (incl. sponsor support):** $479000000.00
- **C.18.a - Value (excl. sponsor support):** $479000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.4900%
- **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 20: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 1VUV7VQFKUOQ, CIK: 0001330437, C.5 - Other ID: ARP0VNVQ8_4.27_0201
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0900%
- **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

## 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