N-MFP LIVE N 2011-04-29 0000356409 s000004054 1 N N N N 002-74980 Morgan Stanley Investment Advisors, Inc. 801-42061 Deloitte & Touche LLP New York NY Morgan Stanley Investment Management, Inc. Morgan Stanley Services Company, Inc. 0001413398 84-06270 N N N Government/Agency 14 34 1483266095.16 1411680.08 283803.29 1484393971.95 0.0009 1.0000 2011-04-29 1.0000 2011-04-29 C000011343 1000.00 1484393971.95 1.00 964408515.97 1383281293.82 418872777.85 0.0001 1.0000 2011-04-29 1.0000 2011-04-29 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc. 0.050000% 05565A1105023400.050_100130 0001197610 Government Agency Repurchase Agreement Y Government National Mortgage Association 2039-04-20 4.500000 Government Agency Debt 151000000.00 133446687.67 Government National Mortgage Association 2040-04-15 5.500000 Government Agency Debt 115000000.00 92762807.15 First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 220000000.00 220000000.00 0.1482 N 220000000.00 220000000.00 Credit Agricole Credit Agricole 0.040000% B329001105023400.040_100130 0001191672 Treasury Repurchase Agreement Y U.S. Treasury Note 2025-01-15 2.375000 Treasury Debt 129000000.00 173029005.90 First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 170000000.00 170000000.00 0.1145 N 170000000.00 170000000.00 Deutsche Bank AG Deutsche Bank AG 0.120000% 2515201105023400.120_100130 0001074042 Government Agency Repurchase Agreement Y Federal National Mortgage Association 2038-09-01 5.500000 Government Agency Debt 2451904.00 1887369.18 Federal National Mortgage Association 2039-01-01 6.500000 Government Agency Debt 5872981.00 3327222.56 Federal National Mortgage Association 2039-06-01 5.131000 Government Agency Debt 32500000.00 20576715.95 First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 25000000.00 25000000.00 0.0168 N 25000000.00 25000000.00 Deutsche Bank AG Deutsche Bank AG 0.160000% 2515201105023400.160_100130 0001074042 Government Agency Repurchase Agreement Y Federal National Mortgage Association 2036-03-01 6.000000 Government Agency Debt 17500000.00 5150000.10 First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 5000000.00 5000000.00 0.0034 N 5000000.00 5000000.00 Deutsche Bank AG Deutsche Bank AG 0.090000% 2515201105043400.090_100130 0001074042 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2041-05-01 3.481900 Government Agency Debt 20000000.00 20554085.38 First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 20000000.00 20000000.00 0.0135 N 20000000.00 20000000.00 Deutsche Bank AG Deutsche Bank AG 0.120000% 2515201105173400.120_100130 0001074042 Government Agency Repurchase Agreement Y Federal National Mortgage Association 2035-10-01 5.000000 Government Agency Debt 33100000.00 15456495.37 First Tier Security N/A N/A 2011-05-17 2011-05-17 N N N 15000000.00 15000000.00 0.0101 Y 15000000.00 15000000.00 Deutsche Bank AG Deutsche Bank AG 0.120000% 2515201105253400.120_100130 0001074042 Government Agency Repurchase Agreement Y Federal National Mortgage Association 2035-05-01 6.000000 Government Agency Debt 2422470.00 1260921.47 Federal National Mortgage Association 2038-06-01 5.500000 Government Agency Debt 17900000.00 9039078.56 First Tier Security N/A N/A 2011-05-25 2011-05-25 N N N 10000000.00 10000000.00 0.0067 Y 10000000.00 10000000.00 Deutsche Bank AG Deutsche Bank AG 0.130000% 2515201105253400.130_100130 0001074042 Government Agency Repurchase Agreement Y Federal National Mortgage Association 2035-10-01 5.000000 Government Agency Debt 1720565.00 803425.29 Federal National Mortgage Association 2038-10-01 6.000000 Government Agency Debt 45300000.00 14662150.39 First Tier Security N/A N/A 2011-05-25 2011-05-25 N N N 15000000.00 15000000.00 0.0101 Y 15000000.00 15000000.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.259000% 31331GQ44 Government Agency Debt N First Tier Security N/A N/A 2011-05-15 2011-09-15 N N N 7000000.00 7001066.70 0.0047 N 7002975.00 7002975.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.390000% 31331JYT4 Government Agency Debt N First Tier Security N/A N/A 2011-05-02 2012-03-19 N N N 3000000.00 3002160.82 0.0020 N 3003960.00 3003960.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.130000% 31331KGZ7 Government Agency Debt N First Tier Security N/A N/A 2011-05-02 2012-04-11 N N N 15000000.00 14998559.38 0.0101 N 14994945.00 14994945.00 Federal Home Loan Bank Federal Home Loan Bank 0.340000% 313370F29 Government Agency Debt N First Tier Security N/A N/A 2011-05-03 2011-05-03 N N N 7000000.00 6999997.93 0.0047 N 7000049.00 7000049.00 Federal Home Loan Bank Federal Home Loan Bank 0.178000% 313370FU7 Government Agency Debt N First Tier Security N/A N/A 2011-05-26 2012-01-26 N N N 8000000.00 7998190.57 0.0054 N 8002032.00 8002032.00 Federal Home Loan Bank Federal Home Loan Bank 0.330000% 313370XA1 Government Agency Debt N First Tier Security N/A N/A 2011-09-08 2011-09-08 N N N 10000000.00 10006847.05 0.0067 N 10008050.00 10008050.00 Federal Home Loan Bank Federal Home Loan Bank 0.200000% 313371XR2 Government Agency Debt N First Tier Security N/A N/A 2011-05-27 2011-05-27 N N N 5000000.00 4999883.21 0.0034 N 5000345.00 5000345.00 Federal Home Loan Bank Federal Home Loan Bank 0.300000% 3133725W0 Government Agency Debt N First Tier Security N/A N/A 2011-05-02 2011-12-15 N N N 5000000.00 5000000.00 0.0034 N 5002670.00 5002670.00 Federal Home Loan Bank Federal Home Loan Bank 0.200000% 313372HE7 Government Agency Debt N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N N 10000000.00 9999477.35 0.0067 N 10001840.00 10001840.00 Federal Home Loan Bank Federal Home Loan Bank 0.190000% 313372KJ2 Government Agency Debt N First Tier Security N/A N/A 2011-08-11 2011-08-11 N N N 7000000.00 6999478.17 0.0047 N 7001729.00 7001729.00 Federal Home Loan Bank Federal Home Loan Bank 0.163000% 313373MR0 Government Agency Debt N First Tier Security N/A N/A 2011-05-25 2012-10-25 N N N 20000000.00 19993981.58 0.0135 N 19991320.00 19991320.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384GH6 Government Agency Debt N First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 5000000.00 4999511.11 0.0034 N 4999915.00 4999915.00 Federal Home Loan Bank Federal Home Loan Bank 3.375000% 3133XRCW8 Government Agency Debt N First Tier Security N/A N/A 2011-06-24 2011-06-24 N N N 1670000.00 1677987.57 0.0011 N 1677479.92 1677479.92 Federal Home Loan Bank Federal Home Loan Bank 3.750000% 3133XRY46 Government Agency Debt N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 5660000.00 5731117.07 0.0039 N 5732232.91 5732232.91 Federal Home Loan Bank Federal Home Loan Bank 1.375000% 3133XTJ64 Government Agency Debt N First Tier Security N/A N/A 2011-05-16 2011-05-16 N N N 35150000.00 35170178.98 0.0237 N 35167434.39 35167434.39 Federal Home Loan Bank Federal Home Loan Bank 1.000000% 3133XVRS2 Government Agency Debt N First Tier Security N/A N/A 2011-12-28 2011-12-28 N N N 10000000.00 10049866.32 0.0068 N 10047780.00 10047780.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 3133XVTK7 Government Agency Debt N First Tier Security N/A N/A 2011-05-02 2011-05-26 N N N 4500000.00 4499576.54 0.0030 N 4500067.50 4500067.50 Federal Home Loan Bank Federal Home Loan Bank 0.760000% 3133XWGD5 Government Agency Debt N First Tier Security N/A N/A 2011-07-19 2011-07-19 N N N 13450000.00 13465989.72 0.0091 N 13468977.94 13468977.94 Federal Home Loan Bank Federal Home Loan Bank 0.138000% 3133XWNK1 Government Agency Debt N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N N 4000000.00 3999404.89 0.0027 N 3999516.00 3999516.00 Federal Home Loan Bank Federal Home Loan Bank 0.149000% 3133XWRZ4 Government Agency Debt N First Tier Security N/A N/A 2011-05-02 2011-08-01 N N N 7000000.00 6999459.88 0.0047 N 6999741.00 6999741.00 Federal Home Loan Bank Federal Home Loan Bank 0.133000% 3133XXDD6 Government Agency Debt N First Tier Security N/A N/A 2011-05-26 2011-08-26 N N N 10000000.00 9998362.15 0.0067 N 10000210.00 10000210.00 Federal Home Loan Bank Federal Home Loan Bank 0.210000% 3133XXGW1 Government Agency Debt N First Tier Security N/A N/A 2011-06-12 2011-09-12 N N N 5000000.00 4999168.48 0.0034 N 4999685.00 4999685.00 Federal Home Loan Bank Federal Home Loan Bank 0.253000% 3133XY2Y0 Government Agency Debt N First Tier Security N/A N/A 2011-07-13 2011-10-13 N N N 5500000.00 5500940.27 0.0037 N 5502117.50 5502117.50 Federal Home Loan Bank Federal Home Loan Bank 0.750000% 3133XYUT0 Government Agency Debt N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N N 4355000.00 4366939.96 0.0029 N 4368343.71 4368343.71 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.500000% 3128X7MN1 Government Agency Debt N First Tier Security N/A N/A 2011-05-05 2011-05-05 N N N 15000000.00 15006843.75 0.0101 N 15004245.00 15004245.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.241000% 3128X8E24 Government Agency Debt N First Tier Security N/A N/A 2011-05-05 2011-08-05 N N N 5000000.00 5001049.63 0.0034 N 5000395.00 5000395.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.200000% 313396JP9 Government Agency Debt N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N N 8500000.00 8495938.89 0.0057 N 8499209.50 8499209.50 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.140000% 3133F3AH6 Government Agency Debt N First Tier Security N/A N/A 2011-07-11 2011-08-10 N N N 2700000.00 2699411.15 0.0018 N 2699713.79 2699713.79 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.213000% 3134G1BL7 Government Agency Debt N First Tier Security N/A N/A 2011-05-26 2011-10-26 N N N 8690000.00 8689031.34 0.0059 N 8693206.60 8693206.60 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.163000% 3134G1JR6 Government Agency Debt N First Tier Security N/A N/A 2011-05-21 2011-12-21 N N N 6000000.00 5998049.16 0.0040 N 6000930.00 6000930.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.161000% 3134G1LC6 Government Agency Debt N First Tier Security N/A N/A 2011-05-29 2011-12-29 N N N 9050000.00 9046969.06 0.0061 N 9050787.34 9050787.34 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 5.250000% 3137EAAF6 Government Agency Debt N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 13325000.00 13473862.67 0.0091 N 13470948.72 13470948.72 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.160000% 313588FL4 Government Agency Debt N First Tier Security N/A N/A 2011-05-11 2011-05-11 N N N 9000000.00 8999560.00 0.0061 N 8999955.00 8999955.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.420000% 313588HZ1 Government Agency Debt N First Tier Security N/A N/A 2011-07-11 2011-07-11 N N N 7000000.00 6994120.00 0.0047 N 6999454.00 6999454.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 6.000000% 31359MJH7 Government Agency Debt N First Tier Security N/A N/A 2011-05-15 2011-05-15 N N N 5000000.00 5011756.40 0.0034 N 5010645.00 5010645.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.170000% 31381QHV1 Government Agency Debt N First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 22800000.00 22796554.67 0.0154 N 22796447.00 22796447.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.141000% 31398AG22 Government Agency Debt N First Tier Security N/A N/A 2011-05-11 2011-08-11 N N N 8000000.00 7998859.08 0.0054 N 7999784.00 7999784.00 Goldman Sachs NG Goldman Sachs NG 0.040000% 3819911105023400.040_100130 0000769993 Government Agency Repurchase Agreement Y Federal National Mortgage Association 2011-08-11 0.000000 Government Agency Debt 18900000.00 18900000.00 Federal National Mortgage Association 2030-05-15 0.000000 Government Agency Debt 12500000.00 4800640.04 Federal National Mortgage Association 2030-12-20 4.549999 Government Agency Debt 1828000.00 1829561.42 First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 25000000.00 25000000.00 0.0168 N 25000000.00 25000000.00 Goldman Sachs NG Goldman Sachs NG 0.090000% 3819911105033400.090_100130 0000769993 Government Agency Repurchase Agreement Y Government National Mortgage Association 2034-05-20 6.000000 Government Agency Debt 15200000.00 3303590.06 Government National Mortgage Association 2039-05-15 5.000000 Government Agency Debt 3809987.00 3416653.35 Government National Mortgage Association 2039-08-15 5.500000 Government Agency Debt 3669860.00 3413145.64 Government National Mortgage Association 2039-11-15 5.500000 Government Agency Debt 2122808.00 1977512.13 Government National Mortgage Association 2040-07-15 5.500000 Government Agency Debt 3257648.00 3429026.73 Government National Mortgage Association 2040-09-20 5.000000 Government Agency Debt 3297769.00 3440841.00 Government National Mortgage Association 2040-12-15 4.500000 Government Agency Debt 3217742.00 3365315.66 Government National Mortgage Association 2041-03-15 4.000000 Government Agency Debt 3369831.00 3403915.83 First Tier Security N/A N/A 2011-05-03 2011-05-03 N N N 25000000.00 25000000.00 0.0168 N 25000000.00 25000000.00 Goldman Sachs NG Goldman Sachs NG 0.060000% 3819911105053400.060_100130 0000769993 Government Agency Repurchase Agreement Y Government National Mortgage Association 2034-05-20 6.000000 Government Agency Debt 217535.00 47319.25 Government National Mortgage Association 2035-04-20 5.500000 Government Agency Debt 8718359.00 3340235.70 Government National Mortgage Association 2038-07-15 5.000000 Government Agency Debt 3424936.00 3280460.64 Government National Mortgage Association 2039-08-15 5.500000 Government Agency Debt 3554396.00 3323905.58 Government National Mortgage Association 2039-10-15 5.500000 Government Agency Debt 3311405.00 3296846.33 Government National Mortgage Association 2040-05-15 5.000000 Government Agency Debt 3072693.00 3295390.86 Government National Mortgage Association 2040-12-20 4.000000 Government Agency Debt 3287137.00 3321241.99 Government National Mortgage Association 2041-01-20 4.000000 Government Agency Debt 3303533.00 3342465.71 Government National Mortgage Association 2041-02-15 4.500000 Government Agency Debt 2388393.00 2502134.08 First Tier Security N/A N/A 2011-05-05 2011-05-05 N N N 25000000.00 25000000.00 0.0168 N 25000000.00 25000000.00 Goldman Sachs NG Goldman Sachs NG 0.080000% 3819911105063400.080_100130 0000769993 Government Agency Repurchase Agreement Y Government National Mortgage Association 2028-11-15 6.000000 Government Agency Debt 44000000.00 3018070.33 Government National Mortgage Association 2033-07-15 5.000000 Government Agency Debt 10000000.00 3652371.37 Government National Mortgage Association 2034-07-15 5.000000 Government Agency Debt 10000000.00 3632482.74 Government National Mortgage Association 2034-12-15 5.000000 Government Agency Debt 808045.00 302080.75 Government National Mortgage Association 2035-03-15 7.000000 Government Agency Debt 9198547.00 3623507.17 Government National Mortgage Association 2039-04-15 5.000000 Government Agency Debt 3784012.00 3573635.62 Government National Mortgage Association 2039-05-15 5.000000 Government Agency Debt 3827782.00 3694528.07 Government National Mortgage Association 2039-08-15 5.000000 Government Agency Debt 3661415.00 3650460.24 Government National Mortgage Association 2039-08-15 5.500000 Government Agency Debt 4358718.00 3598268.93 Government National Mortgage Association 2039-10-15 5.500000 Government Agency Debt 4356133.00 3658209.34 Government National Mortgage Association 2040-07-15 5.500000 Government Agency Debt 3369903.00 3646385.59 First Tier Security N/A N/A 2011-05-06 2011-05-06 N N N 35000000.00 35000000.00 0.0236 N 35000000.00 35000000.00 ING Bank NV ING Bank NV 0.050000% 4497001105023400.050_100130 0000877559 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2040-03-01 5.000000 Government Agency Debt 215628373.00 194890428.44 Federal Home Loan Mortgage Corp. 2040-09-01 4.500000 Government Agency Debt 11860000.00 11844610.50 First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 200000000.00 200000000.00 0.1347 N 200000000.00 200000000.00 Merrill Lynch Merrill Lynch 0.040000% 89534Z1105023400.040_100130 0000065100 Government Agency Repurchase Agreement Y Federal Home Loan Bank 2013-09-06 4.000000 Government Agency Debt 9365000.00 10055149.44 Federal Home Loan Mortgage Corp. 2016-05-27 2.500000 Government Agency Debt 6264000.00 6365278.44 Federal Home Loan Mortgage Corp. 2020-12-29 4.000000 Government Agency Debt 56900000.00 57858400.00 Federal National Mortgage Association Strip 2011-05-15 NA Government Agency Debt 57900000.00 57900000.00 First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 129571000.00 129571000.00 0.0873 N 129571000.00 129571000.00 TD Securities TD Securities 0.030000% 8723001105023400.030_100130 0001335977 Treasury Repurchase Agreement Y U.S. Treasury Note 2029-04-15 3.875000 Treasury Debt 85800000.00 158171218.78 First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 155000000.00 155000000.00 0.1044 N 155000000.00 155000000.00 U.S. Treasury Note U.S. Treasury Note 1.125000% 912828KA7 Treasury Debt N First Tier Security N/A N/A 2011-12-15 2011-12-15 N N N 5000000.00 5024943.66 0.0034 N 5030275.00 5030275.00 Wells Fargo Bank Wells Fargo Bank 0.050000% 9297631105023400.050_100130 0000072971 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2041-02-01 4.500000 Government Agency Debt 75400000.00 77262103.02 First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 75000000.00 75000000.00 0.0505 N 75000000.00 75000000.00