Morgan Stanley Institutional Liquidity Funds Portfolio Holdings

Transcription

1 Morgan Stanley Institutional Liquidity Funds Portfolio Holdings FUND NAME: PRIME PORTFOLIO UNAUDITED HOLDINGS AS OF APRIL 20, 2018 WAM 27 DAYS WAL 60 DAYS NET ASSETS: 6,546,259,257 INVESTMENT CATEGORY ISSUER CUSIP PRINCIPAL AMOUNT RATE(¹) MATURITY DATE (²) DATE(³) MARKET VALUE MetLife Short Term Funding COUPON EFFECTIVE FINAL MATURITY % of MARKET 19423EDX3 $ 45,000, % 06/25/18 06/25/18 $ 45,034, % 19423EDY1 25,000, /26/18 06/26/18 25,019, % 19423EDP0 20,000, /18/18 07/18/18 20,001, % 19423CGH9 15,000, /18/18 10/18/18 15,000, % 19423CFN7 30,000, /24/18 07/24/18 29,999, % 19423CFV9 10,000, /25/18 07/25/18 9,999, % 59157UFK1 34,029, /19/18 06/19/18 33,913, % VALUE Bank of America NA Bank of America NA Bank of Montreal BNP Paribas SA Canadian Imperial Bank of Commerce Citibank NA Citibank NA DZ Bank AG Deutsche Zentral- Genossenschaftbank HSBC Bank USA NA Mizuho Bank Ltd. Oversea Chinese Banking Corporation 06053PH83 20,000, /16/18 10/16/18 20,000, % 06053PF77 90,000, /26/18 08/24/18 89,965, % 05574BHZ6 45,000, /14/18 06/14/18 45,010, % 05582WS70 30,000, /25/18 07/25/18 29,996, % 13606BUP9 25,000, /23/18 09/21/18 25,004, % 17305TXW7 45,000, /14/18 06/14/18 45,012, % 17305TXR8 22,000, /14/18 06/14/18 22,002, % 22549LHV0 65,000, /21/18 09/21/18 65,009, % 22549LHC2 17,000, /17/18 08/17/18 16,996, % 22549LHD0 75,000, /24/18 07/24/18 74,998, % 22549LQJ7 40,000, /25/18 07/25/18 39,998, % 23328AA38 65,000, /21/18 06/21/18 65,027, % 40428A6Q5 45,000, /16/18 10/16/18 45,002, % 60700AWQ3 45,000, /09/18 07/09/18 45,014, % 69033LX87 10,000, /14/18 06/14/18 9,997, % Page 1 of 5

2 Non- Non- U.S. Bank NA U.S. Bank NA ASB Finance Ltd. London Australia & New Zealand Bank Banque et Caisse d'epargne de l'etat BNZ International Funding Ltd. BNZ International Funding Ltd. Danske Corp. DBS Bank Ltd. DBS Bank Ltd. Federation Des Caisses Desjardins HSBC Bank PLC Mizuho Bank Ltd. National Australia Bank Ltd. Suncorp-Metway Ltd. Suncorp-Metway Ltd. UBS AG London UBS AG London Erste Abwicklungsanstalt Erste Abwicklungsanstalt 78009N2C9 27,000, /26/18 06/26/18 27,019, % 78012UBV6 27,000, /21/18 09/21/18 27,005, % 86958JZC6 35,000, /21/18 11/19/18 34,972, % 86958JXF1 70,000, /24/18 08/24/18 69,968, % 86958JYE3 143,000, /24/18 08/24/18 142,931, % 90333VWN6 43,000, /27/18 08/27/18 42,979, % 90333VVW7 22,000, /23/18 07/23/18 21,996, % 0020P5HR3 94,000, /28/18 06/28/18 94,072, % 05253MKG8 85,000, /21/18 12/21/18 85,002, % 0667K1FE6 40,000, /14/18 06/14/18 39,876, % 0556X4EG7 17,000, /14/18 06/14/18 17,008, % 0556X4EN2 45,000, /18/18 07/18/18 44,999, % 2254EBFE6 25,000, /14/18 06/14/18 24,925, % 2363F7FE3 110,000, /14/18 06/14/18 109,648, % 23305EFD0 45,000, /13/18 06/13/18 44,861, % 23305EFE8 90,000, /14/18 06/14/18 89,716, % 31428GFE8 95,000, /14/18 06/14/18 94,711, % 40433FKG3 70,000, /16/18 08/10/18 69,972, % 60689GFF8 80,000, /15/18 06/15/18 79,752, % 63254FFE2 45,000, /14/18 06/14/18 44,863, % 69034CDH8 35,000, /22/18 06/22/18 35,012, % 69034CDG0 23,000, /26/18 06/26/18 23,010, % 69034CDL9 45,000, /18/18 07/17/18 44,997, % 69034CEJ3 38,000, /26/18 07/26/18 37,994, % 69034CEN4 50,000, /24/18 07/24/18 49,992, % 78009BFJ6 30,000, /18/18 06/18/18 29,898, % 78009BFF4 45,000, /15/18 06/15/18 44,856, % 86564XG65 45,000, /06/18 07/06/18 44,791, % 86564XGA6 45,000, /10/18 07/10/18 44,777, % 86564XGB4 40,000, /11/18 07/11/18 39,798, % 86564XFE9 40,000, /14/18 06/14/18 39,878, % 8672E3FM3 20,000, /21/18 06/21/18 19,926, % 8672E3FE1 82,000, /14/18 06/14/18 81,736, % 89120DBS7 65,000, /16/18 08/16/18 64,972, % 89120DCN7 75,000, /24/18 07/24/18 74,991, % 89120DCX5 23,000, /25/18 07/25/18 22,997, % 90276JDL7 50,000, /18/18 09/18/18 49,999, % 90276JDF0 60,000, /20/18 09/20/18 60,051, % 91127QJA8 50,000, /10/18 09/10/18 49,524, % 91127QFC8 30,000, /12/18 06/12/18 29,908, % 91127QFE4 120,000, /14/18 06/14/18 119,618, % 29604BBU7 45,000, /17/18 10/17/18 45,000, % 29604DFE5 45,000, /14/18 06/14/18 44,858, % Page 2 of 5

3 Non- Non- Non- Non- Non- Non- Toyota Credit Canada, Inc. Toyota Motor Credit Toyota Motor Credit Toyota Motor Finance Toyota Motor Finance Australia Toyota Motor Finance Netherlands Cooperatieve Rabobank UA (New York Branch) Credit Agricole CIB (Grand Cayman) Natixis (Grand Cayman) ABN Amro Securities 89232DFJ8 45,000, /18/18 06/18/18 44,853, % 89233AA41 45,000, /16/18 10/12/18 45,001, % 89233AA66 45,000, /17/18 10/15/18 45,000, % 89233LAX3 45,000, /24/18 10/24/18 45,000, % 89237BAQ6 88,000, /26/18 11/20/18 87,922, % 89233LAU9 45,000, /28/18 12/19/18 45,013, % 127,000, /23/18 04/23/18 127,000, % 327,000, /23/18 04/23/18 327,000, % 150,000, /23/18 04/23/18 150,000, % 117,000, /23/18 04/23/18 117,000, % BMO Capital Markets Corp. 85,000, /27/18 04/27/18 85,000, % BMO Capital Markets Corp. 91,000, /23/18 04/23/18 91,000, % BNP Paribas Prime Brokerage, Inc. 55,000, /19/18 07/19/18 55,000, % BNP Paribas Prime Brokerage, Inc. 221,000, /23/18 04/23/18 221,000, % Citigroup Global Markets, Inc. 82,000, /23/18 04/23/18 82,000, % Credit Suisse Securities USA 40,000, /21/18 12/21/18 (5) 40,000, % HSBC Securities USA, Inc. 135,000, /23/18 04/23/18 135,000, % HSBC Securities USA, Inc. 48,000, /23/18 04/23/18 48,000, % ING Financial Markets 70,000, /23/18 04/23/18 70,000, % ING Financial Markets 235,000, /23/18 04/23/18 235,000, % JP Morgan Securities 60,000, /19/18 07/19/18 60,000, % JP Morgan Securities 85,000, /23/18 04/23/18 85,000, % Mizuho Securities USA, Inc. 130,000, /23/18 04/23/18 130,000, % Scotia Capital USA, Inc. 307,000, /23/18 04/23/18 307,000, % Page 3 of 5

4 SG Americas Securities 212,000, /23/18 04/23/18 212,000, % Wells Fargo Securities 80,000, /14/18 06/14/18 80,000, % Wells Fargo Securities 80,000, /13/18 06/13/18 80,000, % Wells Fargo Securities 45,000, /23/18 04/23/18 45,000, % U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Wells Fargo Securities 376,000, /23/18 04/23/18 376,000, % Total Market Value $ 6,593,677, % Net Assets (⁴) $ 6,546,259,257 Institutional Funds Contact Details: Telephone Number: msilfinternalsales@morganstanley.com Website: (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. (5) Put Date WAM (Weighted Average Maturity): The weighted dollar average maturities of all securities held within a 2a-7 fund. WAM is used as a measure of sensitivity to interest rate risk (the longer the maturity the greater the sensitivity). WAM is calculated by using the asset weighted days until maturity of securities in the portfolio calculated by using the lower of the stated maturity date or the next interest rate reset date. WAL (Weighted Average Life): The weighted dollar average of the life of all securities held within a 2a-7 fund. WAL is used as a measure of sensitivity to liquidity and/or credit risk (the longer the maturity the greater the sensitivity). WAL is calculated by using the asset weighted days until maturity of securities in the portfolio calculated by using the lower of the stated maturity date or the next demand feature date. 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 Page 4 of 5

5 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: 07/20/2018 Page 5 of 5