Morgan Stanley Institutional Liquidity Funds Portfolio Holdings

Transcription

1 Morgan Stanley Institutional Liquidity Funds Portfolio Holdings FUND NAME: MONEY MARKET PORTFOLIO UNAUDITED HOLDINGS AS OF NOVEMBER 30, 2018 WAM 23 DAYS WAL 79 DAYS NET ASSETS: 1,930,189,486 INVESTMENT CATEGORY ISSUER CUSIP PRINCIPAL AMOUNT COUPON RATE(¹) MATURITY DATE(²) DATE(³) MARKET VALUE Collateralized Commercial Paper Co. EFFECTIVE FINAL MATURITY % of MARKET 19422GRA4 $ 3,000, % 04/10/19 04/10/19 $ 2,969, % VALUE Collateralized Commercial Paper Co EFS2 10,000, /28/18 01/28/19 9,999, % Collateralized Commercial Paper II Co CJE3 10,000, /24/18 07/23/19 10,001, % Collateralized Commercial Paper II Co CHX3 10,000, /24/18 04/23/19 9,999, % Collateralized Commercial Paper II Co CHT2 5,000, /27/18 03/25/19 4,999, % Bank of America NA 06053PR90 15,000, /02/19 04/02/19 15,000, % Bank of Montreal 06371EAR8 5,000, /12/18 06/12/19 5,004, % Bank of Nova Scotia 06417GM47 2,480, /21/18 12/21/18 2,480, % Citibank NA 17305TC26 23,000, /21/19 03/21/19 23,000, % Credit Agricole 22532XJJ8 10,000, /20/18 12/20/18 9,999, % 22549LRN7 5,000, /03/18 05/02/19 4,999, % 22549LVE2 25,000, /03/18 04/04/19 24,990, % 22549LMA0 10,000, /03/18 02/21/19 10,000, % Page 1 of 7

2 22549LEX9 12,785, /12/19 03/12/19 12,756, % DBS Bank Ltd GAP3 5,000, /31/18 01/30/19 5,001, % HSBC Bank USA NA 40428A7J0 9,500, /26/18 04/25/19 9,501, % HSBC Bank USA NA 40428A7L5 15,000, /26/18 04/26/19 15,001, % HSBC Bank USA NA 40435RAN1 5,000, /24/18 06/24/19 4,995, % Mizuho Bank Ltd AM27 15,000, /28/18 01/28/19 15,000, % Mizuho Bank Ltd AM92 15,000, /28/18 01/28/19 15,000, % Mizuho Bank Ltd AV68 25,000, /27/18 03/25/19 25,000, % National Australia Bank Ltd TL63 3,600, /14/18 03/14/19 3,599, % Natixis NY 63873NVZ1 5,000, /24/18 12/24/18 5,000, % Nordea Bank AB 65590AUR5 14,000, /07/19 04/05/19 14,005, % Nordea Bank AB 65590ATD8 20,000, /17/18 03/15/19 20,008, % Nordea Bank AB 65590AK96 15,000, /27/18 06/25/19 14,995, % 78012UDP7 10,000, /24/18 03/22/19 10,001, % 78012UHK4 6,000, /27/18 06/26/19 5,998, % 78012UGV1 15,000, /27/18 06/26/19 14,994, % 78012UGE9 15,000, /24/18 06/24/19 14,993, % 78012UGL3 20,000, /27/18 06/26/19 19,991, % Skandinaviska Enskilda Banken AB 83050FU74 12,000, /17/18 12/17/18 12,001, % Svenska Handelsbanken AB 86958JY94 50,000, /21/18 08/21/19 49,996, % Svenska Handelsbanken AB 86958JC49 5,978, /10/19 04/10/19 5,980, % Page 2 of 7

3 Svenska Handelsbanken AB 86958JU72 10,000, /28/18 06/28/19 9,996, % Swedbank AB 87019VNX1 28,000, /28/18 01/28/19 28,006, % Swedbank AB 87019VLH8 5,000, /27/18 03/25/19 4,999, % 89114MKB2 15,000, /24/18 07/22/19 15,000, % 89113XZZ0 5,805, /20/18 03/20/19 5,811, % U.S. Bank NA 90333VB41 40,000, /24/18 07/24/19 40,000, % Wells Fargo Bank NA 94989R2X5 10,000, /24/18 06/24/19 10,000, % Westpac Banking Corp T7E2 12,666, /12/18 03/12/19 12,680, % 00182HGQ9 5,000, /21/18 06/21/19 5,000, % 00182HGM8 5,000, /27/18 03/26/19 4,999, % 00182HGH9 10,000, /27/18 03/25/19 10,000, % 00182HGL0 5,000, /28/18 03/28/19 4,999, % 00182HGF3 7,000, /21/18 12/21/18 7,000, % ASB Finance Ltd. London 0020P5JP5 15,000, /24/18 06/24/19 15,000, % ASB Finance Ltd. London 0020P5JH3 5,000, /28/18 03/28/19 4,999, % Australia & New Zealand Bank 05253MKG8 15,000, /21/18 12/21/18 15,001, % BNZ International Funding Ltd. 0556X4FC5 2,040, /16/19 04/16/19 2,040, % Canadian Imperial Bank of Commerce 13608CGG1 20,000, /27/18 03/26/19 19,998, % Commonwealth Bank of Australia 20272AB39 5,000, /02/19 04/01/19 5,002, % DBS Bank Ltd EQD8 3,325, /13/19 03/13/19 3,299, % DBS Bank Ltd EMM2 15,000, /21/18 12/21/18 14,979, % Page 3 of 7

4 Federation Des Caisses Desjardins 31428GQM8 20,000, /21/19 03/21/19 19,837, % 40433FNG0 5,000, /25/19 09/25/19 5,000, % 40433FLF4 3,000, /27/18 02/26/19 3,001, % 40433FLQ0 4,000, /27/18 03/27/19 4,002, % 40433FMN6 8,000, /24/18 07/22/19 7,997, % 40433FMT3 10,000, /24/18 06/24/19 10,000, % ING U.S. Funding 44988KFQ7 10,000, /27/18 02/25/19 10,003, % ING U.S. Funding 44988KER6 15,000, /21/18 12/21/18 15,000, % JP Morgan Securities 46640CFE7 8,500, /15/19 04/15/19 8,501, % Macquarie Bank Ltd LQM9 20,000, /21/19 03/21/19 19,825, % Oversea Chinese Banking Corporation 69034CGF9 20,000, /27/18 02/25/19 20,001, % Oversea Chinese Banking Corporation 69034CFZ6 5,000, /27/18 03/25/19 4,999, % Sumitomo Mitsui Banking Corp LQN5 15,000, /22/19 03/22/19 14,870, % Sumitomo Mitsui Banking Corp LQM7 7,000, /21/19 03/21/19 6,940, % Sumitomo Mitsui Trust Bank Ltd XQL1 5,000, /20/19 03/20/19 4,957, % Sumitomo Mitsui Trust Bank Ltd XML5 15,000, /20/18 12/20/18 14,981, % Suncorp-Metway Ltd. 8672E3QM1 15,000, /21/19 03/21/19 14,872, % 89120DLL1 10,000, /25/19 09/25/19 9,998, % 89120DKX6 15,000, /24/18 08/23/19 14,999, % 89120DEM7 15,000, /24/18 03/22/19 15,002, % 89120DJZ3 15,000, /27/18 06/26/19 14,991, % Page 4 of 7

5 89120DHZ5 17,000, /27/18 03/25/19 17,001, % 90276JEF9 10,761, /20/18 06/20/19 10,770, % 90276JEK8 15,000, /27/18 03/25/19 15,007, % 90276JDT0 10,000, /24/18 12/24/18 10,000, % 90276JFE1 10,000, /24/18 06/24/19 9,996, % 90276JDU7 10,000, /21/18 12/21/18 10,000, % 90276JFC5 25,000, /24/18 06/24/19 24,992, % United Overseas Bank Ltd QQM4 10,000, /21/19 03/21/19 9,915, % United Overseas Bank Ltd QQF9 5,950, /15/19 03/15/19 5,902, % Non- Toyota Credit Canada, Inc DQR8 15,000, /25/19 03/25/19 14,870, % Non- Toyota Motor Credit 89233AK81 15,000, /03/18 01/17/19 14,999, % Non- Toyota Motor Finance Netherlands 89233FQM3 10,000, /21/19 03/21/19 9,916, % Non-Negotiable Time Deposit Credit Agricole CIB (Grand Cayman) 86,000, /03/18 12/03/18 86,000, % Non-Negotiable Time Deposit Credit Industriel ET Commercial 20,000, /03/18 12/03/18 20,000, % ABN AMRO Securities 15,000, /03/18 12/03/18 15,000, % BMO Capital Markets Corp. 20,000, /07/18 12/07/18 20,000, % BMO Capital Markets Corp. 5,000, /07/18 12/07/18 5,000, % BMO Capital Markets Corp. 58,000, /03/18 12/03/18 58,000, % BNP Paribas Prime Brokerage, Inc. 15,000, /26/18 02/28/19 15,000, % BNP Paribas Prime Brokerage, Inc. 5,000, /26/18 02/28/19 5,000, % BNP Paribas Prime Brokerage, Inc. 76,000, /03/18 12/03/18 76,000, % Page 5 of 7

6 HSBC Securities USA, Inc. 25,000, /03/18 12/03/18 25,000, % HSBC Securities USA, Inc. 10,000, /03/18 12/03/18 10,000, % ING Financial Markets 35,000, /03/18 12/03/18 35,000, % JP Morgan Securities 14,000, /24/18 02/28/19 14,000, % JP Morgan Securities 10,000, /24/18 02/28/19 10,000, % JP Morgan Securities 10,000, /24/18 02/28/19 10,000, % Merrill Lynch Pierce Fenner & Smith 50,000, /03/18 12/03/18 50,000, % Mizuho Securities USA, Inc. 41,000, /03/18 12/03/18 41,000, % RBC Capital Markets 30,000, /05/18 12/05/18 30,000, % Scotia Capital USA, Inc. 94,000, /03/18 12/03/18 94,000, % SG Americas Securities 30,000, /03/18 12/03/18 30,000, % 20,000, /18/18 12/18/18 20,000, % 20,000, /19/18 12/19/18 20,000, % 7,000, /03/18 12/03/18 7,000, % 39,000, /03/18 12/03/18 39,000, % U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash 131,000, /03/18 12/03/18 131,000, % Total Market Value $ 1,925,245, % Net Assets(⁴) $ 1,930,189,486 Institutional Funds Contact Details: Telephone Number: msilfinternalsales@morganstanley.com Website: Page 6 of 7

7 (1) The coupon rate shown reflects the effective rate as of the date on this report. (2) The date shown reflects the lower of the stated maturity date or the next interest rate reset date, which are used to calculate the portfolio's weighted average maturity (WAM). (3) The date shown reflects the lower of the stated final maturity date or the next demand feature date, which are used to calculate the portfolio's weighted average life (WAL). (4) Net Assets - The term used by an investment company to designate the access of the fair value of securities owned, cash, receivables, and other assets over the liabilities of the company. Weighted average maturity (WAM) measures the weighted average of the maturities of the portfolio's individual holdings, taking into account reset dates for floating rate securities. Weighted average life (WAL) measures the weighted average of the maturities of the portfolio s individual holdings. Subject to change daily. Provided for informational purposes only and should not be deemed as a recommendation to buy or sell the securities mentioned or securities in the industries shown above. FLOATING NET ASSET VALUE (NAV) FUNDS You could lose money by investing in the Fund. Because the share price of the Fund will fluctuate, when you sell your shares they may be worth more or less than what you originally paid for them. The Fund may impose a fee upon the sale of your shares or may temporarily suspend your ability to sell shares if the Fund s liquidity falls below required minimums because of market conditions or other factors. An investment in the Fund is not insured or guaranteed by the Federal Deposit Insurance Corporation or any other government agency. The Funds sponsor has no legal obligation to provide financial support to the Fund, and you should not expect that the sponsor will provide financial support to the Fund at any time. Please consider the investment objectives, risks, charges and expenses of the fund carefully before investing. The prospectus contains this and other information about the fund. To obtain a prospectus, contact your financial advisor or download a copy at morganstanley.com/liquidity. Please read the prospectus carefully before investing. Morgan Stanley is a full service securities firm engaged in securities trading and brokerage activities, investment banking, research and analysis, financing and financial advisory services Morgan Stanley. Morgan Stanley Distribution, Inc. serves as the distributor for the Morgan Stanley Institutional Liquidity Funds and the Morgan Stanley Investment Adviser Funds. NOT FDIC INSURED OFFER NO BANK GUARANTEE MAY LOSE VALUE NOT INSURED BY ANY FEDERAL GOVERNMENT AGENCY NOT A DEPOSIT Exp: 07/12/2019 Page 7 of 7