Merrill Lynch International Investment Funds Audited Annual Report ...

Statement of Net Assets as at 31 December 2006 continued
US US Dollar US Dollar US Dollar US
UK United Basic Core High Yield Low Duration US Dollar Flexible
Fund Name Notes Focus Kingdom Value Bond Bond Bond Reserve Equity
£ £ US$ US$ US$ US$ US$ US$
Assets
Securities portfolio at cost
Unrealised appreciation/(depreciation)
Securities portfolio at market value
Cash at bank
Cash equivalents
Interest and dividends receivable
Receivable for investments sold
Receivable for Fund shares subscribed
Unrealised gain on:
Futures contracts
Swaps transactions
Forward foreign exchange contracts
Other Investment Values
Market Value of Purchased Options/Swaptions
Restructuring expenses
Other assets
Total assets
Liabilities
Cash owed to bank
Income distribution payable
Payable for investments purchased
Payable for Fund shares redeemed
Unrealised loss on:
Futures contracts
Swaps transactions
Forward foreign exchange contracts
Engagement of Written Options/Swaptions
Other liabilities
Total liabilities
Total net assets
1,742,236 331,259,070 1,730,707,720 242,085,309 121,433,639 169,621,078 276,306,603 7,379,639,761
523,011 62,475,746 351,131,956 230,353 1,912,546 (2,950,849) 249,832 1,127,587,672
2(a) 2,265,247 393,734,816 2,081,839,676 242,315,662 123,346,185 166,670,229 276,556,435 8,507,227,433
9,583 1,736,210 37,958,505 4,511,302 5,229,414 15,073,432 5,112,398 3,965,266
– – – – – – 15,000,000 –
2(a) 2,996 672,529 2,278,577 856,595 2,285,743 1,084,645 2,096,393 6,645,476
2(a) – 1,256,976 – 1,031,989 – – – 44,450,861
2(a) – 461,691 6,282,807 459,729 1,773,062 1,014,512 3,329,695 23,923,429
2(c) – – – 287,860 – 12,250 – –
2(c) – – – – – – – –
2(c) – – – – – – – –
2(c) – – – – – – – –
2(c) – – 376,250 – – – – –
2(f) 19 5,097 34,926 2,006 3,266 2,473 4,504 23,728
2(a,c) 266 – 32,005 616,492 – – – 7,603
2,278,111 397,867,319 2,128,802,746 250,081,635 132,637,670 183,857,541 302,099,425 8,586,243,796
– – – 5,621,905 – – – –
2(a) – 1,117,834 60,522 155,239 368,543 21,704 – –
2(a) – 600,000 – 18,501,004 – 18,381,172 – 53,714,507
2(a) – 762,026 2,378,694 151,100 379,929 178,415 2,884,995 13,311,339
2(c) – – – – – – – –
2(c) – – – 184,492 – 26,944 – –
2(c) – – 873,974 – 5,918 – – 15,961,048
2(c) – – 3,787,913 – – – – –
2(a,c) 3,928 637,354 3,256,712 395,364 246,732 242,999 285,427 12,842,129
3,928 3,117,214 10,357,815 25,009,104 1,001,122 18,851,234 3,170,422 95,829,023
2,274,183 394,750,105 2,118,444,931 225,072,531 131,636,548 165,006,307 298,929,003 8,490,414,773
12 Merrill Lynch International Investment Funds