Morgan Stanley Investment Funds - stockselection
Morgan Stanley Investment Funds - stockselection
Morgan Stanley Investment Funds - stockselection
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103 <strong>Morgan</strong> <strong>Stanley</strong> <strong>Investment</strong> <strong>Funds</strong> 30 June 2009<br />
FX Alpha Plus RC 200 (Euro) Fund<br />
DERIVATIVES<br />
OTC and exchange traded derivatives as at 30 June 2009,<br />
expressed in Euro.<br />
Forward Foreign Currency Exchange Contracts<br />
Maturity<br />
date<br />
Amount<br />
bought<br />
Amount<br />
sold<br />
03/07/2009 14,522 AUD 11,883 USD (102) 0.00<br />
03/07/2009 1,692,190 BRL 839,520 USD 16,947 0.03<br />
03/07/2009 415,797 CHF 385,411 USD (2,198) 0.00<br />
03/07/2009 47,063,940 CLP 88,389 USD 147 0.00<br />
03/07/2009 3,885,745,699 COP 1,855,405 USD (33,374) (0.06)<br />
03/07/2009 555,827 CZK 29,696 USD 196 0.00<br />
03/07/2009 20,673 GBP 33,840 USD 146 0.00<br />
03/07/2009 316,965,789 HUF 1,563,437 USD 48,406 0.09<br />
03/07/2009 8,929,186,333 IDR 851,546 USD 16,433 0.03<br />
03/07/2009 126,109,397 JPY 1,324,317 USD (12,310) (0.02)<br />
03/07/2009 7,727,983 MXN 580,833 USD 4,173 0.01<br />
03/07/2009 14,831 MXN 1,062 USD 46 0.00<br />
03/07/2009 4,067,144 NZD 2,572,245 USD 44,425 0.08<br />
03/07/2009 327,653,738 PHP 6,739,665 USD 48,550 0.09<br />
03/07/2009 3,311 PLN 1,114 USD (53) 0.00<br />
03/07/2009 54,845,375 RUB 1,737,326 USD 15,661 0.03<br />
03/07/2009 36,388 SGD 25,020 USD 86 0.00<br />
03/07/2009 5,339,277 TRY 3,380,145 USD 67,471 0.13<br />
03/07/2009 2,965,029 USD 3,779,081 AUD (64,126) (0.12)<br />
03/07/2009 28,629 USD 32,799 CAD 276 0.00<br />
03/07/2009 1,894,457 USD 2,184,603 CAD 9,524 0.02<br />
03/07/2009 2,331,295 USD 1,235,353,441 CLP 4,152 0.01<br />
03/07/2009 335,380 USD 239,365 EUR (262) 0.00<br />
03/07/2009 1,048,438 USD 752,769 EUR (5,304) (0.01)<br />
03/07/2009 980,247 USD 602,973 GBP (9,095) (0.02)<br />
03/07/2009 676,967 USD 2,694,626 ILS (7,249) (0.01)<br />
03/07/2009 49,138 USD 63,162,912 KRW (318) 0.00<br />
03/07/2009 25,878 USD 168,166 NOK (177) 0.00<br />
03/07/2009 98,478 USD 643,660 NOK (1,083) 0.00<br />
03/07/2009 1,027,146 USD 3,353,118 PLN (18,678) (0.03)<br />
03/07/2009 944,641 USD 7,564,417 SEK (22,586) (0.04)<br />
03/07/2009 4,029,681 USD 5,875,678 SGD (21,309) (0.04)<br />
03/07/2009 32,986 USD 51,189 TRY (234) 0.00<br />
03/07/2009 6,777,393 USD 223,088,426 TWD (18,128) (0.03)<br />
03/07/2009 8,882,054 ZAR 1,077,511 USD 51,614 0.10<br />
Total Forward Foreign Currency Exchange Contracts 111,667 0.24<br />
Other Assets less Liabilities 33,844,680 63.30<br />
Total Net Asset Value 53,441,567 100.00<br />
(3) Variable coupon rates are those quoted as of 30 June 2009.<br />
Net unrealised<br />
gain/(loss)<br />
as at<br />
30 June 2009<br />
% of net<br />
assets
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