Morgan Stanley Investment Funds - stockselection

91 Morgan Stanley Investment Funds 30 June 2009
Global Convertible Bond Fund
DERIVATIVES
OTC and exchange traded derivatives as at 30 June 2009,
expressed in US dollars.
Forward Foreign Currency Exchange Contracts
Maturity
date
Amount
bought
03/07/2009 169,964,513 EUR 237,459,262 USD 1,774,515 0.57
08/07/2009 51,383 USD 36,689 EUR (259) 0.00
09/07/2009 3,400,000 EUR 4,790,597 USD (4,895) 0.00
09/07/2009 35,854,995 USD 25,140,000 EUR 468,953 0.15
09/07/2009 1,815,091 USD 1,290,000 EUR (661) 0.00
13/07/2009 1,050,000 CHF 975,873 USD (6,566) 0.00
13/07/2009 10,777,989 USD 11,795,000 CHF (110,561) (0.04)
16/07/2009 750,000 GBP 1,233,191 USD 6,320 0.00
22/07/2009 7,880,726 USD 4,810,000 GBP (68,624) (0.02)
22/07/2009 2,507,175 USD 1,520,000 GBP (4,886) 0.00
22/07/2009 1,233,162 USD 750,000 GBP (6,342) 0.00
27/07/2009 345,000,000 JPY 3,627,226 USD (40,042) (0.01)
27/07/2009 36,823,191 USD 3,530,000,000 JPY 119,536 0.04
27/07/2009 1,781,550 USD 170,000,000 JPY 13,952 0.00
Total Forward Foreign Currency Exchange Contracts 2,140,440 0.69
Cash of USD 280,000 paid as collateral to different parties.
Amount
sold
Other Assets less Liabilities 9,662,505 3.13
Total Net Asset Value 309,047,640 100.00
(3) Variable coupon rates are those quoted as of 30 June 2009.
Net unrealised
gain/(loss)
as at
30 June 2009
% of net
assets