N-MFP LIVE N 2014-06-30 0000924394 s000002440 2 N N N N 033-54047 Morgan Stanley Investment Management, Inc. 801-15757 Ernst & Young LLP Boston MA Morgan Stanley Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 32 87 47516325.11 21302.04 15888.28 47521738.87 0.0021 1.0000 2014-06-30 1.0000 2014-06-30 C000006559 1.00 18331868.58 1.00 170381.26 546042.31 375661.05 0.0001 1.0000 2014-06-30 1.0000 2014-06-30 C000006560 1.00 29189870.29 1.00 -640170.39 107432.72 747603.11 0.0001 1.0000 2014-06-30 1.0000 2014-06-30 ABN Amro Securities LLC ABN Amro Securities LLC 0.270000% ARP07KT92_0.2700_M140707_MGBN 0001245022 Other Repurchase Agreement N ALLSTATE CORP COM 2049-01-01 NA Other Instrument Common Stock 0.00 8979.57 ALTERA CORP COM 2049-01-01 NA Other Instrument Common Stock 0.00 14761.72 ALTRIA GROUP INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 14469.72 AMERIPRISE FINL INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 14976.25 APPLE INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 2115.54 BAKER HUGHES INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 14792.00 BANK OF AMERICA CORPORATION COM 2049-01-01 NA Other Instrument Common Stock 0.00 2713.41 CAPITAL ONE FINL CORP COM 2049-01-01 NA Other Instrument Common Stock 0.00 1577.19 CHUBB CORP COM 2049-01-01 NA Other Instrument Common Stock 0.00 829.98 CISCO SYS INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 14795.30 CME GROUP INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 13591.06 CONAGRA FOODS INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 13511.28 CVS CAREMARK CORPORATION COM 2049-01-01 NA Other Instrument Common Stock 0.00 14386.80 DEVON ENERGY CORP NEW COM 2049-01-01 NA Other Instrument Common Stock 0.00 14946.00 DISCOVER FINL SVCS COM 2049-01-01 NA Other Instrument Common Stock 0.00 14999.16 EBAY INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 12970.72 GENERAL ELECTRIC CO COM 2049-01-01 NA Other Instrument Common Stock 0.00 14430.78 GENWORTH FINL INC COM CL A 2049-01-01 NA Other Instrument Common Stock 0.00 13959.92 HEWLETT PACKARD CO COM 2049-01-01 NA Other Instrument Common Stock 0.00 135.64 HOME DEPOT INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 1135.82 HONEYWELL INTL INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 14735.08 JOHNSON & JOHNSON COM 2049-01-01 NA Other Instrument Common Stock 0.00 3359.68 JOHNSON CTLS INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 1351.89 JP Morgan Chase & Co 2049-01-01 NA Other Instrument Common Stock 0.00 14785.21 KEYCORP NEW COM 2049-01-01 NA Other Instrument Common Stock 0.00 14904.00 KINDER MORGAN INC DEL COM 2049-01-01 NA Other Instrument Common Stock 0.00 14956.60 KRAFT FOODS GROUP INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 14736.02 MASTERCARD INC CL A 2049-01-01 NA Other Instrument Common Stock 0.00 14973.60 MEAD JOHNSON NUTRITION CO COM 2049-01-01 NA Other Instrument Common Stock 0.00 14827.20 MERCK & CO INC NEW COM 2049-01-01 NA Other Instrument Common Stock 0.00 14612.62 METLIFE INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 14831.85 MICRON TECHNOLOGY INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 472.65 MICROSOFT CORP COM 2049-01-01 NA Other Instrument Common Stock 0.00 14998.75 NORTHROP GRUMMAN CORP COM 2049-01-01 NA Other Instrument Common Stock 0.00 14480.40 PG&E CORP COM 2049-01-01 NA Other Instrument Common Stock 0.00 14781.83 PROCTER & GAMBLE CO COM 2049-01-01 NA Other Instrument Common Stock 0.00 14776.74 PROGRESSIVE CORP OHIO COM 2049-01-01 NA Other Instrument Common Stock 0.00 985.14 SALESFORCE COM INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 14402.38 SOUTHERN CO COM 2049-01-01 NA Other Instrument Common Stock 0.00 14464.26 SPECTRA ENERGY CORP COM 2049-01-01 NA Other Instrument Common Stock 0.00 14960.00 SUNTRUST BKS INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 14881.40 THERMO FISHER SCIENTIFIC INCCOM 2049-01-01 NA Other Instrument Common Stock 0.00 14432.60 TIME WARNER CABLE INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 443.52 UNION PAC CORP COM 2049-01-01 NA Other Instrument Common Stock 0.00 11757.52 UNITED CONTL HLDGS INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 6099.03 WALGREEN CO COM 2049-01-01 NA Other Instrument Common Stock 0.00 10892.70 WELLS FARGO & CO NEW COM 2049-01-01 NA Other Instrument Common Stock 0.00 14970.70 YAHOO INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 5069.00 First Tier Security N/A N/A 2014-07-07 2014-07-07 N N N 500000.00 500000.00 0.0105 N 500000.00 500000.00 ABN Amro Securities LLC ABN Amro Securities LLC 0.100000% ARP07N535_0.1000_M140701_MGBN 0001245022 Government Agency Repurchase Agreement Y Federal National Mortgage Association 2026-10-01 3.500000 Government Agency Debt 11500000.00 5150000.29 First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 5000000.00 5000000.00 0.1052 N 5000000.00 5000000.00 ASB Finance Ltd. 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Coca-Cola Co. 0.180200% 19121BJB6 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-09-11 2014-09-11 N N N 250000.00 249910.00 0.0053 N 249937.50 249937.50 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.203000% 20272EM54 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-12-05 2014-12-05 N N N 400000.00 399651.11 0.0084 N 399628.00 399628.00 Credit Agricole CIB Grand Cayman Credit Agricole CIB Grand Cayman 0.070000% 22699B006 0001455167 Other Instrument Time Deposit N First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 2000000.00 2000000.00 0.0421 N 2000000.00 2000000.00 Credit Industriel et Commercial Credit Industriel et Commercial 0.330000% 22536GB26 Certificate of Deposit N First Tier Security N/A N/A 2014-07-23 2014-07-23 N N N 600000.00 600000.00 0.0126 N 600078.00 600078.00 Credit Industriel et Commercial Credit Industriel et Commercial 0.330000% 22536GN31 Certificate of Deposit N First Tier Security N/A N/A 2014-10-03 2014-10-03 N N N 500000.00 500000.00 0.0105 N 500145.00 500145.00 Credit Suisse Securities USA Credit Suisse Securities USA 0.632000% ARP07KT43_0.6320_M140917_MGBN 0001230485 Other Repurchase Agreement N EXCO RESOURCES INC 7.500 2018-09-15 7.500000 Other Instrument Corporate Bond 1365000.00 1434103.08 First Tier Security N/A N/A 2014-09-17 2014-09-17 N N N 1350000.00 1350000.00 0.0284 Y 1350000.00 1350000.00 DBS Bank Ltd. DBS Bank Ltd. 0.220200% 23305EG15 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 250000.00 250000.00 0.0053 N 250000.00 250000.00 DBS Bank Ltd. DBS Bank Ltd. 0.220200% 23305EGM9 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-21 2014-07-21 N N N 400000.00 399951.12 0.0084 N 399980.00 399980.00 DBS Bank Ltd. DBS Bank Ltd. 0.230300% 23305EKU6 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-10-28 2014-10-28 N N N 250000.00 249809.93 0.0053 N 249832.50 249832.50 DBS Bank Ltd. DBS Bank Ltd. 0.240300% 23305ELR2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-11-25 2014-11-25 N N N 250000.00 249755.00 0.0053 N 249765.00 249765.00 DBS Bank Ltd. DBS Bank Ltd. 0.240300% 23305ELS0 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-11-26 2014-11-26 N N N 500000.00 499506.66 0.0105 N 499525.00 499525.00 DBS Bank Ltd. DBS Bank Ltd. 0.244100% 23305GAC2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-09-30 2014-09-30 N N N 500000.00 499988.86 0.0105 N 500045.00 500045.00 ING Financial Markets LLC ING Financial Markets LLC 0.390000% ARP079OP6_0.3900_M140707_MGBN 0000877559 Other Repurchase Agreement N PSEG POWER LLC 5.320 2016-09-15 5.320000 Other Instrument Corporate Bond 95000.00 105340.22 First Tier Security N/A N/A 2014-07-07 2014-07-07 N N N 100000.00 100000.00 0.0021 N 100000.00 100000.00 ING Financial Markets LLC ING Financial Markets LLC 0.350000% ARP07J8J6_0.3500_M140707_MGBN 0000877559 Other Repurchase Agreement N PSEG POWER LLC 5.320 2016-09-15 5.320000 Other Instrument Corporate Bond 95000.00 105340.22 First Tier Security N/A N/A 2014-07-07 2014-07-07 N N N 100000.00 100000.00 0.0021 N 100000.00 100000.00 ING Financial Markets LLC ING Financial Markets LLC 0.200000% ARP07KKF7_0.2000_M140707_MGBN 0000877559 Other Repurchase Agreement N DOMINION RESOURCES I 6.400 2018-06-15 6.400000 Other Instrument Corporate Bond 225000.00 264183.99 First Tier Security N/A N/A 2014-07-07 2014-07-07 N N N 250000.00 250000.00 0.0053 N 250000.00 250000.00 ING Financial Markets LLC ING Financial Markets LLC 0.260000% ARP07N2B0_0.2600_M140701_MGBN 0000877559 Other Repurchase Agreement N PSEG POWER LLC 5.320 2016-09-15 5.320000 Other Instrument Corporate Bond 240000.00 266122.66 First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 250000.00 250000.00 0.0053 N 250000.00 250000.00 ING Financial Markets LLC ING Financial Markets LLC 0.130000% ARP07N2G9_0.1300_M140701_MGBN 0000877559 Other Repurchase Agreement N DOMINION RESOURCES I 6.400 2018-06-15 6.400000 Other Instrument Corporate Bond 450000.00 528367.98 First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 500000.00 500000.00 0.0105 N 500000.00 500000.00 JP Morgan Chase Bank NA JP Morgan Chase Bank NA 0.350600% 48125LJB9 Other Note N First Tier Security N/A N/A 2014-09-08 2015-07-07 N N N 1500000.00 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500000.00 500000.00 0.0105 Y 500000.00 500000.00 Merrill Lynch Pierce Fenner & Smith Merrill Lynch Pierce Fenner & Smith 0.200000% ARP07N3A1_0.2000_M140701_MGBN 0000065100 Other Repurchase Agreement N 21VIANET GROUP INC SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 49993.33 ARCH CAP GROUP LTD PFD-C 6. 2049-01-01 NA Other Instrument Preferred Stock 0.00 793.50 BAIDU INC SPON ADR 2049-01-01 NA Other Instrument Common Stock 0.00 49939.20 CHINA LIFE INS CO LTD SPON ADR 2049-01-01 NA Other Instrument Common Stock 0.00 49992.80 CHINA LODGING GROUP LTD SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 49985.82 CHINA MOBILE GAMES & ENTMT GSPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 49987.30 CHINACACHE INTL HLDG LTD SPON ADR 2049-01-01 NA Other Instrument Common Stock 0.00 49995.36 CPFL ENERGIA S A SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 49995.80 CTRIP COM INTL LTD AMERICAN 2049-01-01 NA Other Instrument Common Stock 0.00 49961.16 FEDERAL 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Nestle Capital Corp. 0.195200% 64105HHK1 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-19 2014-08-19 N N N 300000.00 299920.38 0.0063 N 299970.00 299970.00 Nestle Capital Corp. Nestle Capital Corp. 0.183000% 64105HKN1 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-10-22 2014-10-22 N N N 400000.00 399774.00 0.0084 N 399864.00 399864.00 NORDEA BANK AB Nordea Bank AB 0.228000% 65558GKN2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-10-22 2014-10-22 N N N 500000.00 499646.88 0.0105 N 499725.00 499725.00 Oversea Chinese Banking Corporation Oversea Chinese Banking Corporation 0.230000% 69033PA42 Certificate of Deposit N First Tier Security N/A N/A 2014-09-02 2014-09-02 N N N 250000.00 250000.00 0.0053 N 250027.50 250027.50 Oversea Chinese Banking Corporation Oversea Chinese Banking Corporation 0.230000% 69033PA59 Certificate of Deposit N First Tier Security N/A N/A 2014-09-03 2014-09-03 N N N 250000.00 250000.00 0.0053 N 250027.50 250027.50 Oversea Chinese Banking Corporation Oversea Chinese Banking Corporation 0.200000% 69033PC57 Certificate of Deposit N First Tier Security N/A N/A 2014-08-15 2014-08-15 N N N 250000.00 250000.00 0.0053 N 250015.00 250015.00 Rabobank Nederland NY Rabobank Nederland NY 0.280600% 21684BJV7 Certificate of Deposit N First Tier Security N/A N/A 2014-09-24 2015-03-24 N N N 500000.00 500000.00 0.0105 N 499995.00 499995.00 Rabobank Nederland NY Rabobank Nederland NY 0.279400% 21684BKA1 Certificate of Deposit N First Tier Security N/A N/A 2014-08-28 2014-11-28 N N N 1000000.00 1000000.00 0.0210 N 1000170.00 1000170.00 Rabobank Nederland NY Rabobank Nederland NY 0.279600% 21684BMJ0 Certificate of Deposit N First Tier Security N/A N/A 2014-09-23 2014-12-23 N N N 500000.00 500000.00 0.0105 N 500075.00 500075.00 Rabobank Nederland NY Rabobank Nederland NY 0.307900% 21684BPG3 Certificate of Deposit N First Tier Security N/A N/A 2014-10-06 2015-07-06 N N N 250000.00 250000.00 0.0053 N 249947.50 249947.50 RBC Capital Markets LLC RBC Capital Markets LLC 0.330000% ARP076LO8_0.3300_M140707_MGBN 0000050916 Other Repurchase Agreement N ALLY FINANCIAL INC 2015-02-12 8.300000 Other Instrument Corporate Bond 358.00 384.38 CLEAR CHANNEL COMM 2021-03-01 9.000000 Other Instrument Corporate Bond 521.00 574.27 CONSTELLATION BRANDS INC 2017-05-15 7.250000 Other Instrument Corporate Bond 59538.00 68785.00 THE HERTZ CORPORATION 2018-04-01 4.250000 Other Instrument Corporate Bond 189570.00 195257.10 First Tier Security N/A N/A 2014-07-07 2014-07-07 N N N 250000.00 250000.00 0.0053 N 250000.00 250000.00 RBC Capital Markets LLC RBC Capital Markets LLC 0.330000% ARP07JUW2_0.3300_M140707_MGBN 0000050916 Other Repurchase Agreement N CABELVISION SYSTEMS CORP 2020-04-15 8.000000 Other Instrument Corporate Bond 119.00 138.09 CONSTELLATION BRANDS INC 2017-05-15 7.250000 Other Instrument Corporate Bond 183381.00 211862.36 First Tier Security N/A N/A 2014-07-07 2014-07-07 N N N 200000.00 200000.00 0.0042 N 200000.00 200000.00 RBS Securities, Inc. RBS Securities, Inc. 0.330000% ARP07N2M6_0.3300_M140701_MGBN 0000808379 Other Repurchase Agreement N U.S. Treasury Note 2016-04-15 0.125000 Treasury Debt 185000.00 204003.58 First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 200000.00 200000.00 0.0042 N 200000.00 200000.00 Royal Bank of Canada Royal Bank of Canada 0.323400% 78009NLP9 Certificate of Deposit N First Tier Security N/A N/A 2014-07-01 2015-07-01 N N N 1000000.00 999956.90 0.0210 N 1000000.00 1000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 0.228000% 86562LG30 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-03 2014-07-03 N N N 1000000.00 999987.50 0.0210 N 999990.00 999990.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 0.225100% 86562LG30 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-03 2014-07-03 N N N 250000.00 249996.88 0.0053 N 249997.50 249997.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 0.230000% 86562U3Z3 Certificate of Deposit N First Tier Security N/A N/A 2014-10-01 2014-10-01 N N N 250000.00 250000.00 0.0053 N 249992.50 249992.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 0.210000% 86562UD74 Certificate of Deposit N First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 500000.00 500000.00 0.0105 N 500000.00 500000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 0.100000% 86562YDD3 Certificate of Deposit N First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 250000.00 250000.00 0.0053 N 250000.00 250000.00 Sumitomo Trust & Banking Co., Ltd. Sumitomo Trust & Banking Co., Ltd. 0.220000% 86563KLM3 Certificate of Deposit N First Tier Security N/A N/A 2014-08-07 2014-08-07 N N N 250000.00 250001.27 0.0053 N 250007.50 250007.50 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.281800% 86959JDE5 Other Note N First Tier Security N/A N/A 2014-07-15 2014-12-15 N N N 1000000.00 1000000.00 0.0210 N 1000010.00 1000010.00 Swedbank AB Swedbank AB 0.090000% 87019TQL9 Certificate of Deposit N First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 1500000.00 1500000.00 0.0316 N 1500000.00 1500000.00 TD Securities USA LLC TD Securities USA LLC 0.110000% ARP07N2S3_0.1100_M140701_MGBN 0001335977 Other Repurchase Agreement N DIRECTV HOLDINGS LLC 2021-02-15 4.599999 Other Instrument Corporate Bond 478.00 529.67 Federal National Mortgage Association 2043-06-01 3.500000 Government Agency Debt 531951.00 515417.60 PHILLIP MORRIS INTERNATIONAL INC 2021-11-15 2.899999 Other Instrument Corporate Bond 1963.00 1984.09 UBS AG STAMFORD BRANCH 2020-08-04 4.875000 Other Instrument Corporate Bond 796.00 912.17 First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 500000.00 500000.00 0.0105 N 500000.00 500000.00 Toronto Dominion Bank Toronto Dominion Bank 0.222000% 89112UGM7 Certificate of Deposit N First Tier Security N/A N/A 2014-07-07 2015-06-08 N N N 250000.00 250000.00 0.0053 N 249952.50 249952.50 Toronto Dominion Bank Toronto Dominion Bank 0.070000% 89112UKD2 Certificate of Deposit N First Tier Security N/A N/A 2014-07-02 2014-07-02 N N N 1500000.00 1500000.00 0.0316 N 1500000.00 1500000.00 U.S. Bank NA U.S. Bank NA 0.170000% 90333VPC8 Certificate of Deposit N First Tier Security N/A N/A 2014-07-09 2014-12-09 N N N 300000.00 300000.00 0.0063 N 300000.00 300000.00 United Overseas Bank Ltd. United Overseas Bank Ltd. 0.250300% 91127QJR1 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-09-25 2014-09-25 N N N 400000.00 399761.11 0.0084 N 399848.00 399848.00 United Overseas Bank Ltd. United Overseas Bank Ltd. 0.305000% 91127QQQ5 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-03-24 2015-03-24 N N N 350000.00 349224.17 0.0073 N 349097.00 349097.00 Wells Fargo Bank NA Wells Fargo Bank NA 0.320600% 94985H2R4 Other Note N First Tier Security N/A N/A 2014-09-15 2015-07-15 N N N 750000.00 750000.00 0.0158 N 750003.75 750003.75 Wells Fargo Bank NA Wells Fargo Bank NA 0.323000% 94985HU44 Other Note N First Tier Security N/A N/A 2014-07-21 2015-07-20 N N N 1000000.00 1000000.00 0.0210 N 1000188.00 1000188.00 Wells Fargo Securities LLC Wells Fargo Securities LLC 0.450000% ARP079NG7_0.4500_M140728_MGBN 0000072971 Other Repurchase Agreement N GENESIS ENERGY 2018-12-15 7.875000 Other Instrument Corporate Bond 497697.00 529191.89 LACAISSE CTRL DESJAR 2015-10-29 0.506600 Other Instrument Corporate Bond 1122.00 1124.60 First Tier Security N/A N/A 2014-07-28 2014-07-28 N N N 500000.00 500000.00 0.0105 Y 500000.00 500000.00 Westpac Banking Corp. Westpac Banking Corp. 0.240600% 96121TUM8 Certificate of Deposit N First Tier Security N/A N/A 2014-09-15 2014-12-15 N N N 1100000.00 1100000.00 0.0231 N 1100044.00 1100044.00 Westpac Banking Corp. Westpac Banking Corp. 0.233400% 96121TWP9 Certificate of Deposit N First Tier Security N/A N/A 2014-08-06 2015-05-06 N N N 500000.00 499969.96 0.0105 N 499915.00 499915.00