Merrill Lynch International Investment Funds Audited Annual Report ...
Merrill Lynch International Investment Funds Audited Annual Report ...
Merrill Lynch International Investment Funds Audited Annual Report ...
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US Dollar Reserve Fund<br />
Portfolio of <strong>Investment</strong>s 31 December 2006<br />
Transferable Securities Admitted to an Official Stock Exchange<br />
Listing or Dealt in on Another Regulated Market<br />
Holding Description Value (US$) %<br />
BONDS<br />
Australia<br />
US$4,200,041 ARMS II 'G2 A' FRN 10/10/2034 4,205,495 1.41<br />
US$10,000,000 Commonwealth Bank of Australia<br />
EMTN FRN 13/6/2007 10,004,500 3.34<br />
US$2,000,000 National Australia Bank EMTN<br />
FRN 22/10/2008 1,998,200 0.67<br />
US$4,000,000 Westpac Banking FRN 25/5/2007<br />
___________<br />
4,000,362<br />
______<br />
1.34<br />
___________<br />
20,208,557<br />
______<br />
6.76<br />
US$10,000,000<br />
US$10,000,000<br />
Canada<br />
Bank of Nova Scotia EMTN FRN<br />
22/5/2008<br />
___________<br />
9,995,550<br />
______<br />
3.34<br />
France<br />
Credit Agricole (London) EMTN<br />
FRN 22/6/2011<br />
___________<br />
9,996,121<br />
______<br />
3.35<br />
Germany<br />
US$4,000,000 Deutsche Bank FRN 21/3/2007 3,990,800 1.34<br />
US$4,503,000 Deutsche Bank FRN 27/3/2012<br />
___________<br />
4,508,435<br />
______<br />
1.51<br />
___________<br />
8,499,235<br />
______<br />
2.85<br />
US$1,000,000<br />
US$7,000,000<br />
<strong>International</strong><br />
Council of Europe Development<br />
Bank EMTN 0% 19/2/2008<br />
___________<br />
943,800<br />
______<br />
0.32<br />
Ireland<br />
Irish Life & Permanent EMTN<br />
FRN 25/5/2010<br />
___________<br />
7,003,209<br />
______<br />
2.34<br />
Japan<br />
US$8,525,000 Hokuriku Electric Power 6.625%<br />
16/10/2007 8,590,557 2.87<br />
US$1,400,000 Kyushu Electric Power 7.25%<br />
16/5/2007 1,409,800 0.47<br />
US$6,305,000 Nippon Telegraph & Telephone 6%<br />
25/3/2008<br />
___________<br />
6,363,517<br />
______<br />
2.13<br />
___________<br />
16,363,874<br />
______<br />
5.47<br />
Netherlands<br />
US$10,000,000 Nomura Europe Finance EMTN FRN<br />
5/7/2011 9,986,951 3.34<br />
US$8,000,000 SNS Bank EMTN FRN 18/6/2008<br />
___________<br />
8,019,120<br />
______<br />
2.68<br />
___________<br />
18,006,071<br />
______<br />
6.02<br />
US$5,000,000<br />
US$8,000,000<br />
US$10,000,000<br />
US$3,000,000<br />
Netherlands Antilles<br />
Westlb Finance Curaco EMTN FRN<br />
29/5/2007<br />
___________<br />
5,000,270<br />
______<br />
1.67<br />
New Zealand<br />
BNZ <strong>International</strong> Funding FRN<br />
30/3/2009<br />
___________<br />
8,002,045<br />
______<br />
2.68<br />
Norway<br />
Den Norske Bank EMTN FRN<br />
17/1/2007 10,000,450 3.35<br />
DnB NORBank '144A' FRN<br />
13/10/2009<br />
___________<br />
3,000,844<br />
______<br />
1.00<br />
___________<br />
13,001,294<br />
______<br />
4.35<br />
Transferable Securities Admitted to an Official Stock Exchange<br />
Listing or Dealt in on Another Regulated Market<br />
Holding Description Value (US$) %<br />
South Korea<br />
US$5,000,000 Export-Import Bank of Korea EMTN<br />
4.25% 27/11/2007 4,950,800 1.66<br />
US$2,000,000 Kookmin Bank EMTN 4.625%<br />
10/12/2007<br />
___________<br />
1,985,730<br />
______<br />
0.66<br />
___________<br />
6,936,530<br />
______<br />
2.32<br />
United Kingdom<br />
US$5,000,000 Alliance & Leicester EMTN FRN<br />
4/4/2007 5,003,400 1.67<br />
US$5,000,000 Alliance & Leicester EMTN FRN<br />
17/4/2008 5,009,449 1.68<br />
US$5,000,000 Diageo Capital 3.375% 20/3/2008 4,883,950 1.63<br />
US$80,000 HBOS Treasury Services EMTN FRN<br />
4/4/2007<br />
___________<br />
80,013<br />
______<br />
0.03<br />
___________<br />
14,976,812<br />
______<br />
5.01<br />
United States<br />
US$3,000,000 ACE Securities '2006-NC3 A2B' FRN<br />
25/12/2036 3,001,862 1.00<br />
US$3,690,000 AIG SunAmerica Global Financing IX<br />
5.1% 17/1/2007 3,689,705 1.23<br />
US$2,473,634 American Home Mortgage<br />
<strong>Investment</strong> Trust '2004-3 6A3'<br />
4.48% 25/10/2034 2,459,365 0.82<br />
US$1,700,000 ASIF Global Financing XXVI 2.5%<br />
30/1/2007 1,695,795 0.57<br />
US$3,247,000 Bank of America FRN 18/12/2008 3,246,643 1.09<br />
US$2,000,000 BMW Vehicle Owner Trust '2006-A A2'<br />
5.3% 26/5/2009 2,001,202 0.67<br />
US$3,000,000 Chase Manhattan Auto Owner Trust<br />
'2006-B A2' 5.28% 15/10/2009 2,998,125 1.00<br />
US$3,000,000 Cisco Systems FRN 20/2/2009 3,004,352 1.01<br />
US$4,097,000 Citigroup Global Markets Holdings<br />
6.5% 15/2/2008 4,148,918 1.39<br />
US$2,952,190 Countrywide Asset-Backed<br />
Certificates '2006-20 2A1' FRN<br />
25/4/2037 2,954,029 0.99<br />
US$1,000,000 Countrywide Home Loans MTNE<br />
7.23% 17/10/2008 1,031,828 0.35<br />
US$750,000 Daimler Chrysler Auto Trust<br />
'2005-A A4' 3.74% 8/2/2010 738,386 0.25<br />
US$4,000,000 Discover Card Master Trust I<br />
'2005-3 A' FRN 15/5/2011 4,004,045 1.34<br />
US$2,100,000 Federal Home Loan Bank Discount<br />
Notes 0% 4/1/2007 2,097,840 0.70<br />
US$3,000,000 Ford Credit Auto Owner Trust<br />
'2006-B A2A' 5.42% 15/7/2009 3,003,754 1.01<br />
US$2,288,842 Harley-Davidson Motorcycle Trust<br />
'2006-2 A1' 5.36% 15/10/2010 2,290,939 0.77<br />
US$840,000 Home Depot FRN 16/12/2009 840,499 0.28<br />
US$250,000 HSBC Bank USA NA (New York NY)<br />
'BKNT' FRN 14/12/2009 250,926 0.08<br />
US$4,000,000 HSI Asset Securitization Corporation<br />
Trust '2006-HE1 2A2' FRN<br />
25/10/2036 4,047,966 1.35<br />
US$1,800,000 HSI Asset Securitization Corporation<br />
Trust '2006-HE2 2A2' FRN<br />
25/12/2036 1,786,500 0.60<br />
US$4,090,000 Hyundai Auto Receivables Trust<br />
'2005-A A3' 3.98% 16/11/2009 4,047,300 1.35<br />
184 <strong>Merrill</strong> <strong>Lynch</strong> <strong>International</strong> <strong>Investment</strong> <strong>Funds</strong>
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