Morgan Stanley Investment Funds - stockselection

Global Bond Fund
STATEMENT OF INVESTMENTS (continued)
Transferable securities and money market instruments admitted
to official exchange listing or dealt in on another regulated
market. As at 30 June 2009, expressed in US dollars.
Investments
Corporate Bonds (continued)
Ireland
Smurfit Kappa Funding sr subord
7.75% /2015 (EUR) 150,000 182,630 0.12
Total for Ireland 0.12
Canada
Brookfield Asset Management sr unsecur
5.8% /2017 120,000 99,606 0.07
Total for Canada 0.07
Australia
BHP Billiton Finance co gtd SerEMTN
6.375% /2016 (EUR) 50,000 77,236 0.05
Total for Australia 0.05
Finland
Nokia sr unsecur 5.375% /2019 30,000 30,127 0.02
Total for Finland 0.02
Total for Corporate Bonds 37.30
Supra-National Bond
Nominal in
US dollars
unless specified
European Investment Bank sr unsecur
2.15% /2027 (JPY) 480,000,000 4,716,234 3.10
Total for Supra-National Bond 3.10
Mortgage and Asset Backed Securities
Market
value
% of net
assets
United States of America
WaMu Mortgage Pass Through Certificates
2005-AR13 A1A2 2.889% /2045 (1) (3) 1,643,974 908,509 0.59
WaMu Mortgage Pass Through Certificates
2005-AR6 2AB3 0.584% /2045 (3) 518,521 162,001 0.11
Countrywide Alternative Loan Trust
2006-OA18 A3 0.584% /2046 (1) (3) 458,987 57,230 0.04
American Home Mortgage Assets 2006-4 1A3
0.624% /2046 (1) (3) 461,924 36,377 0.02
Total for United States of America 0.76
Total for Mortgage and Asset Backed Securities 0.76
Total Investment Securities 141,408,812 92.87
DERIVATIVES
Morgan Stanley Investment Funds 30 June 2009 78
OTC and exchange traded derivatives as at 30 June 2009,
expressed in US dollars.
Forward Foreign Currency Exchange Contracts
Maturity
date
09/07/2009 179,067 EUR 805,000 PLN (1,992) 0.00
09/07/2009 580,000 EUR 825,154 USD (8,770) (0.01)
09/07/2009 5,940,500 EUR 8,472,418 USD (110,812) (0.07)
09/07/2009 1,400,000 PLN 444,111 USD (2,304) 0.00
09/07/2009 2,305,050 USD 1,650,000 EUR (17,423) (0.01)
13/07/2009 435,000 CHF 287,193 EUR (2,673) 0.00
13/07/2009 11,350,000 NOK 1,752,051 USD 12,739 0.01
13/07/2009 825,000 SEK 104,889 USD 2,211 0.00
13/07/2009 1,516,868 USD 1,660,000 CHF (15,560) (0.01)
16/07/2009 750,000 AUD 429,009 EUR 2,727 0.00
16/07/2009 1,940,000 AUD 1,582,652 USD (13,613) (0.01)
16/07/2009 200,000 CAD 129,193 EUR (8,979) (0.01)
16/07/2009 405,667 EUR 700,000 AUD 4,856 0.00
16/07/2009 1,989,189 EUR 2,800,000 USD (80) 0.00
16/07/2009 7,650,000 MXN 566,054 USD 14,466 0.01
16/07/2009 1,059,536 USD 1,165,000 CAD 52,572 0.03
16/07/2009 305,824 USD 350,000 CAD 3,302 0.00
22/07/2009 2,140,000 GBP 2,511,207 EUR 2,002 0.00
22/07/2009 565,000 GBP 662,343 EUR 1,461 0.00
22/07/2009 400,000 GBP 657,198 USD 3,870 0.00
22/07/2009 8,100,000,000 IDR 800,791 USD (11,009) (0.01)
27/07/2009 105,000,000 JPY 789,449 EUR (19,463) (0.01)
27/07/2009 375,050,000 JPY 3,912,334 USD (12,700) (0.01)
22/07/2009 2,750,000 MYR 783,922 USD (2,154) 0.00
22/07/2009 854,275 USD 1,660,000 BRL 5,121 0.00
22/07/2009 4,816,375 USD 2,940,000 GBP (42,480) (0.03)
22/07/2009 164,422 USD 100,000 GBP (846) 0.00
22/07/2009 783,475 USD 6,350,000 ZAR (36,325) (0.02)
16/09/2009 130,000,000 JPY 1,191,163 USD 161,362 0.11
Total Forward Foreign Currency Exchange Contracts (40,494) (0.04)
Futures Contracts
Description
Maturity
date
Amount
bought
Euro BOBL Future 09/2009 15 2,434,147 8,516 0.01
Euro Bund Future 09/2009 4 680,466 3,322 0.00
Euro SCHATZ Future 09/2009 51 7,742,376 701 0.00
Japan 10yr Bond TSE 09/2009 6 8,612,858 141,573 0.09
Long Gilt Future 09/2009 (6) 1,169,318 (11,172) (0.01)
US 10yr T-note Future 09/2009 (78) 9,043,125 116,015 0.08
US 2yr T-note Future 09/2009 48 10,368,000 (39,621) (0.03)
US Long Bond Future 09/2009 10 1,177,344 (12,500) (0.01)
Total Futures Contracts 41,227,634 1 206,834 0.13
1 Cash of USD 1,848,936 held as collateral.
Amount
sold
Number of Notional
contracts commitments
Net unrealised
gain/(loss)
as at
30 June 2009
Net unrealised
gain/(loss)
as at
30 June 2009
% of net
assets
% of net
assets