Morgan Stanley Investment Funds - stockselection

109 Morgan Stanley Investment Funds 30 June 2009
FX Alpha Plus RC 800 (Euro) Fund
DERIVATIVES
OTC and exchange traded derivatives as at 30 June 2009,
expressed in Euro.
Forward Foreign Currency Exchange Contracts
Maturity
date
Amount
bought
Amount
sold
03/07/2009 230,395 AUD 185,425 USD 588 0.00
03/07/2009 7,957,543 BRL 3,947,112 USD 80,219 0.12
03/07/2009 1,955,295 CHF 1,812,636 USD (10,500) (0.02)
03/07/2009 274,358,552 CLP 515,160 USD 928 0.00
03/07/2009 18,272,727,238 COP 8,728,253 USD (159,226) (0.24)
03/07/2009 2,603,300 CZK 139,075 USD 924 0.00
03/07/2009 123,083 GBP 201,382 USD 939 0.00
03/07/2009 1,490,539,049 HUF 7,351,110 USD 228,334 0.35
03/07/2009 41,989,569,594 IDR 4,004,015 USD 77,552 0.12
03/07/2009 593,030,419 JPY 6,228,067 USD (58,210) (0.09)
03/07/2009 36,672,657 MXN 2,756,306 USD 19,804 0.03
03/07/2009 19,125,732 NZD 12,094,357 USD 210,057 0.32
03/07/2009 1,540,794,306 PHP 31,691,624 USD 229,519 0.35
03/07/2009 159,560 PLN 49,659 USD 332 0.00
03/07/2009 257,911,223 RUB 8,168,976 USD 74,236 0.11
03/07/2009 423,380 SGD 290,718 USD 1,283 0.00
03/07/2009 25,337,236 TRY 16,040,286 USD 320,181 0.49
03/07/2009 14,070,340 USD 17,933,367 AUD (304,307) (0.47)
03/07/2009 53,143 USD 60,472 CAD 765 0.00
03/07/2009 8,990,041 USD 10,366,911 CAD 45,195 0.07
03/07/2009 11,063,030 USD 5,862,299,362 CLP 19,704 0.03
03/07/2009 1,532,152 USD 1,093,318 EUR (998) 0.00
03/07/2009 4,975,307 USD 3,572,226 EUR (25,171) (0.04)
03/07/2009 4,651,709 USD 2,861,375 GBP (43,160) (0.07)
03/07/2009 3,183,216 USD 12,671,460 ILS (34,240) (0.05)
03/07/2009 230,818 USD 296,705,286 KRW (1,496) 0.00
03/07/2009 19,860 USD 261,963 MXN (20) 0.00
03/07/2009 117,884 USD 766,072 NOK (807) 0.00
03/07/2009 467,324 USD 3,054,455 NOK (5,141) (0.01)
03/07/2009 4,874,283 USD 15,912,097 PLN (88,634) (0.14)
03/07/2009 4,441,962 USD 35,571,898 SEK (106,383) (0.16)
03/07/2009 19,122,613 USD 27,882,682 SGD (101,123) (0.15)
03/07/2009 301,048 USD 469,933 TRY (3,410) (0.01)
03/07/2009 31,870,302 USD 1,049,075,091 TWD (85,562) (0.13)
03/07/2009 41,767,992 ZAR 5,066,341 USD 243,192 0.37
Total Forward Foreign Currency Exchange Contracts 525,364 0.78
Other Assets less Liabilities 46,785,740 71.68
Total Net Asset Value 65,290,521 100.00
(3) Variable coupon rates are those quoted as of 30 June 2009.
Net unrealised
gain/(loss)
as at
30 June 2009
% of net
assets