Morgan Stanley Investment Funds - stockselection

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85 Morgan Stanley Investment Funds 30 June 2009 US 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) Nominal in US dollars unless specified Market value % of net assets Bermuda Xlliac Global Funding sr unsecur Ser144A priv plmt 4.8% /2010 (United States of America) (4) 180,000 167,579 0.38 Platinum Underwriters Finance co gtd SerB 7.5% /2017 (United States of America) (4) 125,000 106,964 0.24 Weatherford International co gtd 6% /2018 (Switzerland) (4) 55,000 54,208 0.12 Total for Bermuda 0.74 Luxembourg ArcelorMittal sr unsecur 9.85% /2019 125,000 133,925 0.30 Telecom Italia Capital co gtd 6.999% /2018 90,000 91,223 0.21 ArcelorMittal sr unsecur 6.125% /2018 85,000 72,703 0.16 Total for Luxembourg 0.67 Switzerland Roche Holdings co gtd Ser144A priv plmt 6% /2019 (United States of America) (4) 160,000 170,017 0.38 Credit Suisse USA co gtd 5.125% /2015 (United States of America) (4) 65,000 65,799 0.15 UBS sr unsecur SerDPNT bnk nts 5.875% /2017 50,000 46,790 0.11 Total for Switzerland 0.64 Canada Brookfield Asset Management sr unsecur 7.125% /2012 75,000 73,704 0.17 Canadian National Railway sr unsecur 5.55% /2018 50,000 52,433 0.12 EnCana sr unsecur 5.9% /2017 45,000 46,295 0.10 Potash Corp of Saskatchewan sr unsecur 6.5% /2019 35,000 37,520 0.08 EnCana sr unsecur 6.5% /2019 15,000 16,121 0.04 Total for Canada 0.51 France Electricité de France nts Ser144A priv plmt 6.5% /2019 105,000 115,916 0.26 Vivendi nts Ser144A priv plmt 6.625% /2018 65,000 65,670 0.15 France Telecom sr unsecur 8.5% /2031 25,000 32,154 0.07 Total for France 0.48 Germany E.ON International Finance co gtd Ser144A priv plmt 5.8% /2018 (Netherlands) (4) 135,000 140,556 0.32 Deutsche Telekom International Finance co gtd 8.75% /2030 (Netherlands) (4) 45,000 54,428 0.12 Total for Germany 0.44 Spain Telefonica Europe co gtd 8.25% /2030 (Netherlands) (4) 145,000 180,084 0.41 Total for Spain 0.41 Investments Corporate Bonds (continued) Nominal in US dollars unless specified South Korea Korea Railroad sr unsecur Ser144A priv plmt 5.375% /2013 100,000 97,937 0.22 LG Electronics sr unsecur Ser144A priv plmt 5% /2010 75,000 74,584 0.17 Total for South Korea 0.39 Australia FBG Finance co gtd Ser144A priv plmt 5.125% /2015 80,000 75,138 0.17 Rio Tinto Finance USA co gtd 6.5% /2018 45,000 44,367 0.10 Total for Australia 0.27 Netherlands Koninklijke Philips Electronics unsecur 5.75% /2018 85,000 87,064 0.20 Total for Netherlands 0.20 Mexico Grupo Televisa sr unsecur 6% /2018 90,000 85,309 0.19 Total for Mexico 0.19 Italy Telecom Italia Capital unsecur co gtd 4.95% /2014 (Luxembourg) (4) 85,000 81,569 0.18 Total for Italy 0.18 Cayman Islands Transocean sr unsecur 6% /2018 60,000 61,177 0.14 Total for Cayman Islands 0.14 Belgium Delhaize co gtd 5.875% /2014 50,000 51,450 0.12 Total for Belgium 0.12 Total for Corporate Bonds 40.39 Mortgage and Asset Backed Securities Market value % of net assets United States of America FNMA Pool 995049 5.5% /2038 2,779,854 2,868,897 6.46 Fannie Mae 5.5% /2007 1,993,000 2,059,953 4.64 FNMA Pool 190363 5.5% /2035 1,211,538 1,250,345 2.81 FNMA Pool 995364 6% /2038 1,169,226 1,220,928 2.75 Freddie Mac Gold Pool G01910 5% /2035 991,875 1,007,528 2.27 FNMA TBA 15 Years 4.5% /2039 825,000 842,789 1.90 FNMA Pool 930940 5% /2039 785,183 798,555 1.80 FNMA TBA 30 Years 5% /2038 775,000 786,988 1.77 FNMA Pool 889983 6% /2038 534,663 558,305 1.26 FNMA TBA 30 Years 4.5% /2039 550,000 547,766 1.23 FNMA Pool 888472 6% /2037 516,280 539,109 1.21 Freddie Mac TBA Gold 30 Years 6.5% /2039 500,000 531,485 1.20 FNMA Pool 889579 6% /2038 430,841 449,893 1.01 FNMA TBA 30 Years 4.5% /2039 450,000 449,859 1.01 FNMA Pool 490758 6.5% /2029 297,308 316,494 0.71 FNMA Pool 968154 6% /2038 288,744 301,512 0.68 Freddie Mac Gold Pool A64548 6% /2037 205,149 214,028 0.48 Banc of America Commercial Mortgage 2007-4 A4 5.935% /2051 (3) 225,000 173,950 0.39 Citigroup Commercial Mortgage Trust 2007-C6 A4 5.888% /2049 (3) 149,000 118,632 0.27 Citigroup Commercial Mortgage Trust 2006-C4 A3 5.917% /2049 (3) 125,000 106,106 0.24
US 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 Nominal in US dollars unless specified Mortgage and Asset Backed Securities (continued) Market value % of net assets United States of America (continued) FNMA Pool 253894 6.5% /2031 96,539 102,769 0.23 FNMA Pool 625393 6.5% /2032 93,027 99,030 0.22 LB-UBS Commercial Mortgage Trust 2007-C7 A3 5.866% /2045 (3) 125,000 96,309 0.22 Banc of America Commercial Mortgage 2007-1 A4 5.451% /2049 125,000 93,881 0.21 Freddie Mac Gold Pool C43014 7.5% /2030 85,906 93,609 0.21 Freddie Mac Gold Pool D78850 7.5% /2027 79,855 87,043 0.20 Greenwich Capital Commercial Funding 2007-GG9 A4 5.444% /2039 100,000 80,009 0.18 JP Morgan Chase Commercial Mortgage Securities 2007-LD11 A4 6.007% /2049 (3) 100,000 76,904 0.17 Freddie Mac Gold 30 Years TBA 5.5% /2035 69,000 71,318 0.16 Freddie Mac Gold Pool C39840 7.5% /2030 61,194 66,440 0.15 GS Mortgage Securities 2006-GG8 A4 5.56% /2039 75,000 61,381 0.14 Citigroup Commercial Mortgage Trust 2006-C5 A4 5.431% /2049 75,000 60,363 0.14 FNMA Pool 655588 8% /2032 54,640 59,496 0.13 Freddie Mac Gold Pool C77120 6.5% /2033 55,917 59,438 0.13 Freddie Mac Gold Pool C68730 7.5% /2026 51,318 55,790 0.13 Freddie Mac Gold Pool C39839 7.5% /2030 45,655 49,633 0.11 Freddie Mac Gold Pool C39195 7.5% /2030 41,325 44,716 0.10 FNMA Pool 253794 6.5% /2031 34,951 37,206 0.08 Freddie Mac Gold Pool C90299 7.5% /2019 34,322 37,205 0.08 FNMA Pool 573254 7.5% /2031 33,719 36,794 0.08 FNMA Pool 190292 7.5% /2027 32,914 35,876 0.08 FNMA Pool 591854 7.5% /2031 32,824 35,814 0.08 FNMA Pool 485674 6.5% /2029 30,552 32,524 0.07 Freddie Mac Gold Pool G00876 6.5% /2028 30,224 32,127 0.07 Freddie Mac Gold Pool C45610 7.5% /2030 27,187 29,418 0.07 FNMA Pool 568354 8% /2031 26,686 29,186 0.07 FNMA TBA 30 Years 6.5% /2037 25,000 26,637 0.06 FNMA Pool 899519 5% /2037 25,910 26,352 0.06 FNMA Pool 923869 5% /2037 25,871 26,311 0.06 FNMA Pool 928543 5% /2037 25,049 25,475 0.06 FNMA Pool 653071 6.5% /2032 23,622 25,146 0.06 FNMA Pool 524488 7.5% /2030 21,859 23,853 0.05 FNMA Pool 527244 6.5% /2029 21,773 23,178 0.05 Government National Mortgage Association 2001-22 SK 7.832% /2031 (1) (3) 217,854 22,940 0.05 FNMA Pool 628751 7.5% /2032 20,696 22,496 0.05 FNMA Pool 251626 7% /2018 16,711 18,355 0.04 Freddie Mac Gold Pool C53765 7.5% /2031 16,718 18,062 0.04 FNMA Pool 251898 6.5% /2028 16,464 17,527 0.04 Fannie Mae REMICS 2003-82 IA 6% /2032 (1) 348,983 16,472 0.04 FNMA Pool 541903 7.5% /2030 14,831 16,184 0.04 FNMA Pool 252807 8% /2029 13,422 14,648 0.03 Freddie Mac Gold Pool C41920 8% /2030 12,011 13,196 0.03 FNMA Pool 637716 7.5% /2032 11,699 12,716 0.03 FNMA Pool 711986 6.5% /2033 11,543 12,288 0.03 FNMA Pool 563584 8% /2030 11,161 12,171 0.03 FNMA Pool 538501 8% /2030 10,573 11,530 0.03 Fannie Mae REMICS 2000-46 SA 8.236% /2030 (1) (3) 107,732 9,653 0.02 FNMA Pool 576022 8% /2029 8,370 9,174 0.02 FNMA Pool 252589 6.5% /2029 8,569 9,122 0.02 Fannie Mae REMICS 2000-34 S 8.236% /2030 (1) (3) 96,648 8,698 0.02 FNMA Pool 568963 7.5% /2031 7,788 8,498 0.02 FNMA Pool 591189 6.5% /2031 7,899 8,409 0.02 FNMA Pool 253516 8% /2030 6,558 7,151 0.02 Government National Mortgage Association 2001-46 SA 7.262% /2031 (1) (3) 75,774 6,570 0.01 Investments Morgan Stanley Investment Funds 30 June 2009 86 Mortgage and Asset Backed Securities (continued) United States of America (continued) FNMA Pool 713672 6.5% /2032 5,437 5,788 0.01 FNMA Pool 496029 6.5% /2029 5,049 5,375 0.01 FNMA Pool 702022 6.5% /2033 4,891 5,207 0.01 FNMA Pool 571788 7.5% /2031 4,427 4,820 0.01 FNMA Pool 675952 6.5% /2032 4,450 4,737 0.01 FNMA Pool 548831 8% /2030 4,136 4,510 0.01 Freddie Mac Gold Pool C01221 8% /2031 4,019 4,397 0.01 FNMA Pool 541938 8% /2030 3,690 4,024 0.01 FNMA Pool 259113 7.5% /2030 3,205 3,497 0.01 FNMA Pool 547424 8% /2030 3,043 3,318 0.01 FNMA Pool 584953 7.5% /2031 2,973 3,244 0.01 FNMA Pool 529548 7.5% /2030 2,869 3,130 0.01 FNMA Pool 494724 6.5% /2029 2,499 2,660 0.01 FNMA Pool 621265 8% /2032 2,268 2,470 0.01 FNMA Pool 515611 7.5% /2029 1,415 1,541 0.00 FNMA Pool 654099 6.5% /2032 1,296 1,380 0.00 FNMA Pool 634589 8% /2031 853 929 0.00 FNMA Pool 592703 8% /2031 361 393 0.00 Total for United States of America 38.77 Total for Mortgage and Asset Backed Securities 38.77 Government Bonds United States of America US Treasury 0.875% 30/04/2011 2,200,000 2,191,750 4.94 US Treasury 0.875% 31/05/2011 1,800,000 1,791,844 4.04 US Treasury Bill 6% /2026 1,100,000 1,318,797 2.97 US Treasury Strip 0% /2020 1,745,000 1,062,212 2.39 US Treasury Bill 0% 23/07/2009 1,000,000 999,910 2.25 US Treasury 4.375% /2038 715,000 716,005 1.61 GNMA TBA 30 Years 5% /2039 450,000 459,492 1.03 GNMA TBA 30 Years 4.5% /2039 450,000 450,000 1.01 US Treasury 4.25% /2039 200,000 196,125 0.44 US Treasury Bill 0% 12/11/2009 (2) 80,000 79,891 0.18 Total for United States of America 20.86 Brazil Republic of Brazil sr unsecur 6% /2017 210,000 216,951 0.49 Total for Brazil 0.49 Germany KfW - Kreditanstalt fuer Wiederaufbau govt gtd 4.875% /2019 85,000 88,246 0.20 Total for Germany 0.20 Total for Government Bonds 21.55 Federal Agency Discount Notes Nominal in US dollars unless specified Market value % of net assets United States of America Federal Home Loan Bank Discount Notes 0% 15/07/2009 2,300,000 2,299,011 5.17 Freddie Mac Discount Notes unsecur 0% 20/07/2009 1,800,000 1,799,340 4.05 Freddie Mac Discount Notes unsecur 0% 13/07/2009 1,500,000 1,499,426 3.38 Total for United States of America 12.60 Total for Federal Agency Discount Notes 12.60 Total transferable securities and money market instruments admitted to official exchange listing or dealt in on another regulated market 50,332,658 113.31
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