Merrill Lynch International Investment Funds Audited Annual Report ...

Statement of Net Assets as at 31 December 2006
Merrill Lynch
International Asian Conservative Conservative Continental
Investment Funds Asian Tiger Allocation Allocation European Emerging
Fund Name Notes Combined Dragon Bond (Euro) (US Dollar) Flexible (1) Europe
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
53,301,529,229 370,575,826 77,058,125 99,592,093 12,290,493 168,248,941 3,166,457,090
12,539,741,500 90,574,721 2,386,504 1,962,775 483,135 19,621,127 1,219,709,072
2(a) 65,841,270,730 461,150,547 79,444,629 101,554,868 12,773,628 187,870,068 4,386,166,162
1,172,001,094 5,225,453 10,350,627 1,385,424 243,090 9,227 7,014,817
653,880,193 17,100,000 – 5,008,451 – – 308,200,000
2(a) 135,033,813 226,719 1,575,033 705,304 57,417 29,497 13,934,931
2(a) 182,106,427 964,483 – 30,123 – 4,370,238 6,074,796
2(a) 358,269,340 708,966 807,698 188,403 150,596 145,146 40,587,487
2(c) 4,478,277 – – – 10,886 – –
2(c) 1,325,712 – 73,728 310,980 23,212 – –
2(c) 3,730,158 – 284,891 – – – –
2(c) 264,193,110 – – – – – 200,416,893
2(c) 23,907,828 – 61 – – – –
2(f) 410,641 5,369 1,777 328 143 423 15,746
2(a,c) 851,804 – – – 9,514 – 6,463
68,641,459,127 485,381,537 92,538,444 109,183,881 13,268,486 192,424,599 4,962,417,295
78,762,252 235,593 1,936,936 402,073 250,432 2,271,393 –
2(a) 8,306,775 322,037 115,622 140 637 299,466 –
2(a) 350,616,012 157,630 – – – – –
2(a) 213,961,910 2,369,934 172,709 355,008 18,568 69,498 22,897,131
2(c) 7,520,009 – 19,946 38,489 – – 5,650,315
2(c) 396,624 – – – – – –
2(c) 29,337,494 – – 111,020 22,644 – –
2(c) 49,379,290 – – – – – –
2(a,c) 116,664,704 963,884 307,190 249,416 47,824 306,298 9,485,609
854,945,070 4,049,078 2,552,403 1,156,146 340,105 2,946,655 38,033,055
67,786,514,057 481,332,459 89,986,041 108,027,735 12,928,381 189,477,944 4,924,384,240
(1) Fund name changed, see Note 1, for further details.
(2) New Shares activated, see Note 1, for further details.
4 Merrill Lynch International Investment Funds