Morgan Stanley Investment Funds - stockselection

49 Morgan Stanley Investment Funds 30 June 2009
Alpha Advantage European Fixed Income Fund
DERIVATIVES (continued)
OTC and exchange traded derivatives as at 30 June 2009,
expressed in Euro.
Forward Foreign Currency Exchange Contracts (continued)
Maturity
date
03/07/2009 310,824 USD 223,169 EUR (1,573) (0.02)
03/07/2009 404,720 USD 248,953 GBP (3,755) (0.05)
03/07/2009 138,063 USD 546,875 ILS (992) (0.01)
03/07/2009 269,335 USD 346,158,533 KRW (1,712) (0.02)
03/07/2009 207,164 USD 2,756,319 MXN (1,488) (0.02)
03/07/2009 133,686 USD 867,603 NOK (787) (0.01)
03/07/2009 57,542 USD 376,097 NOK (633) (0.01)
03/07/2009 120,701 USD 391,149 PLN (1,550) (0.02)
03/07/2009 104,134 USD 339,946 PLN (1,894) (0.03)
03/07/2009 552,724 USD 4,396,113 SEK (10,460) (0.14)
03/07/2009 1,250,248 USD 1,822,986 SGD (6,611) (0.09)
03/07/2009 168,219 USD 265,334 TRY (3,179) (0.04)
03/07/2009 1,936,825 USD 63,742,945 TWD (4,949) (0.07)
03/07/2009 3,068,729 ZAR 372,703 USD 17,529 0.23
Total Forward Foreign Currency Exchange Contracts 25,142 0.31
Futures Contracts
Description
Maturity
date
Amount
bought
Euro BOBL Future 09/2009 15 1,731,600 16,310 0.22
Euro Bund Future 09/2009 18 2,179,260 43,760 0.58
Euro SCHATZ Future 09/2009 23 2,481,700 1,635 0.02
Total Futures Contracts 6,392,560 1 61,705 0.82
1 Cash of EUR 470,174 held as collateral.
Amount
sold
Number of Notional
contracts commitments
Total Derivatives 86,847 1.13
Other Assets less Liabilities 4,970,041 65.87
Total Net Asset Value 7,547,558 100.00
(3) Variable coupon rates are those quoted as of 30 June 2009.
Net unrealised
gain/(loss)
as at
30 June 2009
Net unrealised
gain as at
30 June 2009
% of net
assets
% of net
assets