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Morgan Stanley SICAV 31 dicembre 2007 108 US Bond Fund OBIETTIVI DELL’INVESTIMENTO Conseguimento di un tasso di rendimento interessante, espresso in dollari USA, investendo principalmente in titoli a reddito fisso, denominati in dollari USA, emessi da stati, enti e imprese sia nei mercati nazionali statunitensi sia negli Euromercati. Per gli obiettivi e le politiche di investimento del Fondo si rimanda al prospetto informativo integrale. PROSPETTO DEGLI INVESTIMENTI Valori mobiliari e strumenti del mercato monetario ammessi al listino ufficiale o negoziati su un altro mercato regolamentato. Al 31 dicembre 2007, espressi in dollari USA. Investimento Nominale in dollari USA se non altrimenti specificato Titoli garantiti da attività e mutui ipotecari Valore di mercato % attivo netto Stati Uniti d’America Freddie Mac Gold TBA 6% /2034 16.650.000 16.865.933 5,56 FNMA TBA 30 Years 5% /2008 11.750.000 11.425.041 3,76 Freddie Mac Gold Pool A66656 5,5% /2037 8.240.472 8.218.583 2,71 FNMA TBA 5,5% /2034 8.000.000 7.963.751 2,62 Freddie Mac Gold Pool G02988 6% /2037 6.922.136 7.024.887 2,31 Freddie Mac Gold Pool C02851 FGLMC 5,5% /2037 6.593.250 6.575.736 2,17 FNMA TBA 4,5% /2019 6.050.000 5.936.563 1,97 FNMA TBA 5% /2019 5.300.000 5.289.236 1,75 Freddie Mac TBA 30 years Gold 5,5% /2037 4.850.000 4.821.962 1,59 Freddie Mac TBA 30 Years 5% /2037 4.350.000 4.225.618 1,39 FNMA TBA 6,5% /2034 3.700.000 3.800.017 1,26 Freddie Mac TBA 30 Years 5,5% /2037 3.825.000 3.805.278 1,25 Freddie Mac Gold 6,5% /2033 3.675.000 3.774.341 1,25 MBNA Credit Card Master Note Trust 2003-A3 A3 5,1475% /2010 (3) 2.675.000 2.675.994 0,89 Residential Accredit Loans 2007-QO3 A1 5,025% /2047 (3) 2.748.712 2.660.396 0,88 Structured Asset Mortgage Investments 2007-AR4 A4A 5,045% /2047 (3) 2.423.708 2.312.363 0,76 American Home Mortgage Assets 2007-5 A1 5,055% /2047 (3) 2.421.814 2.294.165 0,76 FNMA TBA 7% /2034 2.200.000 2.286.625 0,75 Capital Auto Receivables Asset Trust 2006-SN1A A3 5,31% /2009 2.200.000 2.203.598 0,73 Capital Auto Receivables Asset Trust 2007-SN1 A3B 5,0875% /2010 (3) 2.200.000 2.184.917 0,72 Capital Auto Receivables Asset Trust 2006-2 A3A 4,98% /2011 2.125.000 2.132.261 0,70 Freddie Mac Non Gold Pool 1B7323 5,719% /2037 (3) 2.011.486 2.029.865 0,67 Bear Stearns Mortgage Funding Trust 2007-AR3 1A1 5,005% /2037 (3) 2.157.994 2.021.644 0,67 Residential Accredit Loans 2007-QH2 A1 5,005% /2037 (3) 2.134.449 1.996.176 0,66 Bear Stearns Mortgage Funding Trust 2007-AR2 A1 5,035% /2037 (3) 2.097.836 1.995.765 0,66 GS Auto Loan Trust 2006-1 A3 5,37% /2010 1.950.000 1.959.394 0,65 Deutsche ALT-A Alternate Loan Trust 2007-OA1 A1 5,015% /2047 (3) 2.057.026 1.939.840 0,64 Caterpillar Financial Asset Trust 2006-A A3 5,57% /2010 1.926.423 1.938.895 0,64 American Home Mortgage Investment Trust 2007-1 GA1C 5,055% /2047 (3) 2.069.906 1.934.663 0,64 JP Morgan Chase Commercial Mortgage Securities 2007-LD11 A4 6,007% /2049 (3) 1.875.000 1.926.944 0,63 Residential Accredit Loans 2007-QH1 A1 5,025% /2037 (3) 2.058.789 1.923.310 0,63 Residential Accredit Loans 2006-Q010 A1 5,025% /2037 (3) 1.937.131 1.888.567 0,62 Bear Stearns Mortgage Funding Trust 2006-AR4 A1 5,075% /2036 (3) 1.995.708 1.884.314 0,62 Greenpoint Mortgage Funding Trust 2006-OH1 A1 5,045% /2037 (3) 2.016.858 1.883.225 0,62 Harley-Davidson Motorcycle Trust 2005-1 A2 3,76% /2012 1.897.451 1.879.491 0,62 Harborview Mortgage Loan Trust 2006-14 2A1B 5,165% /2038 (3) 2.009.680 1.835.976 0,60 Countrywide Alternative Loan Trust 2007-OA9 A1 5,155% /2047 (3) 1.918.487 1.826.415 0,60 GS Mortgage Securities 2007-GG10 A4 5,993% /2045 (3) 1.775.000 1.823.366 0,60 American Home Mortgage Investment Trust 2006-3 12A1 5,055% /2046 (3) 1.940.112 1.818.782 0,60 American Home Mortgage Assets 2007-2 A1 4,99% /2047 (3) 1.889.037 1.759.582 0,58
109 Morgan Stanley SICAV 31 dicembre 2007 US Bond Fund PROSPETTO DEGLI INVESTIMENTI (seguito) Valori mobiliari e strumenti del mercato monetario ammessi al listino ufficiale o negoziati su un altro mercato regolamentato. Al 31 dicembre 2007, espressi in dollari USA. Investimento Nominale in dollari USA se non altrimenti specificato Valore di mercato Titoli garantiti da attività e mutui ipotecari (seguito) % attivo netto Stati Uniti d’America (seguito) FNMA Pool 709458 7% /2033 1.639.904 1.706.525 0,56 FNMA Pool 941313 5% /2037 1.709.732 1.668.324 0,55 Alliance Bancorp Trust 2007-OA1 A1 5,105% /2037 (3) 1.732.248 1.640.192 0,54 Countrywide Alternative Loan Trust 2006-OA1 1A1 5,15875% /2046 (3) 1.741.581 1.631.471 0,54 Greenpoint Mortgage Funding Trust 2006-AR1 A1A 5,155% /2036 (3) 1.692.088 1.602.489 0,53 FNMA Pool 916461 5% /2037 1.641.718 1.601.957 0,53 Capital Auto Receivables Asset Trust 2007-1 A3B 5,0375% /2011 (3) 1.600.000 1.588.345 0,52 Bear Stearns Commercial Mortgage Securities 2007-PW16 A4 5,90199% /2040 (3) 1.550.000 1.584.060 0,52 Indymac Index Mortgage Loan Trust 2007-FLX1 A1 4,965% /2037 (3) 1.601.819 1.572.437 0,52 Harborview Mortgage Loan Trust 2007-1 2A1A 4,995% /2038 (3) 1.651.121 1.545.866 0,51 Harborview Mortgage Loan Trust 2006-10 2A1A 5,145% /2036 (3) 1.643.638 1.543.314 0,51 MBNA Master Credit Card Trust 2000-E A 7,8% /2012 1.430.000 1.540.311 0,51 WaMu Mortgage Pass Through Certificates 2006-AR7 2A 5,768% /2046 (3) 1.599.435 1.532.131 0,50 Harley-Davidson Motorcycle Trust 2005-2 A2 4,07% /2012 1.536.498 1.528.852 0,50 Downey Savings & Loan Association Mortgage Loan Trust 2006-AR1 2A1A 5,728% /2047 (3) 1.540.247 1.457.505 0,48 Structured Asset Mortgage Investments 2006-AR3 11A2 5,135% /2036 (3) 1.566.413 1.443.476 0,48 Structured Asset Securities 2007-OSI A2 4,955% /2037 (3) 1.468.871 1.424.077 0,47 Downey Savings & Loan Association Mortgage Loan Trust 2007-AR1 2A 1A 5,105% /2038 (3) 1.514.801 1.418.668 0,47 Bear Stearns Mortgage Funding Trust 2006-AR5 1A1 5,025% /2046 (3) 1.485.322 1.411.605 0,47 Fannie Mae Pool 914854 5,976% /2037 (3) 1.363.467 1.396.367 0,46 Harborview Mortgage Loan Trust 2006-7 2A1B 5,215% /2037 (3) 1.527.974 1.389.593 0,46 WAMU Asset-Backed Certificates 2007-HE2 2A1 4,975% /2037 (3) 1.426.433 1.379.082 0,45 Hertz Vehicle Financing 2005-2A A2 4,93% /2010 1.375.000 1.378.009 0,45 Citibank Credit Card Issuance Trust 2007-A8 A8 5,65% /2019 1.375.000 1.370.892 0,45 Freddie Mac Non Gold Pool 1N1434 5,869% /2037 (3) 1.342.518 1.362.953 0,45 Greenpoint Mortgage Funding Trust 2006-AR2 3A2 5,185% /2036 (3) 1.474.477 1.357.996 0,45 Residential Accredit Loans 2006-QH1 A1 5,055% /2036 (3) 1.452.292 1.356.789 0,45 Residential Accredit Loans 2007-QO3 A3 5,125% /2047 (3) 1.635.010 1.340.708 0,44 American Home Mortgage Assets 2006-1 1A3 5,095% /2046 (3) 1.481.223 1.335.508 0,44 GE Equipment Small Ticket 2005-2A A3 4,88% /2009 1.331.856 1.334.114 0,44 LB-UBS Commercial Mortgage Trust 2006-C1 A4 5,156% /2031 1.350.000 1.326.793 0,44 FNMA Pool 745132 5,006% /2035 (3) 1.309.758 1.306.577 0,43 Harborview Mortgage Loan Trust 2006-14 2A1A 5,115% /2038 (3) 1.393.073 1.306.509 0,43 Luminent Mortgage Trust 2006-1 A1 5,105% /2036 (3) 1.371.489 1.290.760 0,43 Investimento Nominale in dollari USA se non altrimenti specificato Valore di mercato Titoli garantiti da attività e mutui ipotecari (seguito) % attivo netto Stati Uniti d’America (seguito) LB Commercial Conduit Mortgage Trust 2007-C3 A4 6,134% /2044 (3) 1.225.000 1.272.396 0,42 Citigroup Mortgage Loan Trust 2007-OPX1 A1A 4,935% /2037 (3) 1.320.849 1.270.464 0,42 Washington Mutual Alternative Mortgage Pass-Through Certificates 2006-AR2 A1A 5,728% /2046 (3) 1.320.481 1.260.465 0,42 Banc of America Commercial Mortgage 2007-3 A4 5,659% /2049 (3) 1.225.000 1.243.825 0,41 Indymac Residential Asset Backed Trust 2007-B 2A1 4,945% /2037 (3) 1.267.455 1.241.686 0,41 Citigroup Commercial Mortgage Trust 2007-C6 A4 5,889% /2049 (3) 1.200.000 1.225.526 0,40 FNMA Pool 914653 5,979% /2037 (3) 1.196.329 1.225.448 0,40 Countrywide Home Loan Mortgage Pass Through Trust 2005-11 4A1 5,135% /2035 (3) 1.291.210 1.219.088 0,40 Soundview Home Equity Loan Trust 2007-OPT1 2A1 4,945% /2037 (3) 1.257.959 1.200.405 0,40 Commercial Mortgage Pass Through Certificates 2007-C9 A4 5,816% /2049 (3) 1.150.000 1.183.668 0,39 Residential Accredit Loans 2007-QO4 A2 5,125% /2047 (3) 1.288.240 1.178.925 0,39 Indymac Residential Asset Backed Trust 2007-A 2A1 4,995% /2037 (3) 1.180.694 1.145.951 0,38 Structured Asset Securities 2007-MN1A A2 4,985% /2037 (3) 1.192.222 1.140.658 0,38 Harborview Mortgage Loan Trust 2006-12 2A2A 5,155% /2038 (3) 1.213.245 1.137.818 0,37 Honda Auto Receivables Owner Trust 2005-6 A3 4,85% /2009 1.135.061 1.135.295 0,37 Harborview Mortgage Loan Trust 2006-5 2A1B 5,195% /2046 (3) 1.212.876 1.111.838 0,37 Capital One Auto Finance Trust 2006-C A3A 5,07% /2011 1.100.000 1.103.157 0,36 Countrywide Alternative Loan Trust 2005-76 2A2 6,488% /2036 (3) 1.102.028 1.102.712 0,36 Countrywide Alternative Loan Trust 2006-OA22 A1 5,025% /2047 (3) 1.147.080 1.076.034 0,35 FNMA Pool 650720 7% /2032 1.019.578 1.060.999 0,35 USAA Auto Owner Trust 2004-2 A4 3,58% /2011 1.032.738 1.031.877 0,34 Wachovia Auto Owner Trust 2005-B A3 4,79% /2010 1.018.152 1.017.873 0,34 Wachovia Bank Commercial Mortgage Trust 2007-C30 A5 5,342% /2043 1.025.000 1.014.786 0,33 CNH Equipment Trust 2005-B A3 4,27% /2010 991.328 987.666 0,33 Banc of America Commercial Mortgage 2007-4 A4 5,9359% /2051 (3) 950.000 969.443 0,32 CNH Equipment Trust 2006-B A3 5,2% /2010 960.256 963.519 0,32 Washington Mutual Mortgage Pass Through Certificates 2006-AR4 1A1B 5,7275% /2046 (3) 1.004.050 949.298 0,31 Ford Credit Auto Owner Trust 2006-A A3 5,05% /2010 927.253 928.883 0,31 Residential Accredit Loans 2006-QO5 2A2 5,095% /2046 (3) 997.095 917.161 0,30 GSAMP Trust 2006-HE8 A2A 4,935% /2037 (3) 922.591 899.858 0,30 Banc of America Commercial Mortgage 2007-2 A4 5,688% /2049 (3) 875.000 891.915 0,29 Countrywide Alternative Loan Trust 2006-OA6 1A3 5,135% /2046 (3) 966.915 881.941 0,29 Countrywide Home Loan Mortgage Pass Through Trust 2006-OA4 A2 5,135% /2046 (3) 923.391 878.888 0,29 LB-UBS Commercial Mortgage Trust 2007-C2 A3 5,43% /2040 875.000 872.789 0,29 Luminent Mortgage Trust 2006-2 A1B 5,145% /2046 (3) 933.340 858.896 0,28 Specialty Underwriting & Residential Finance 2007-AB1 A2A 4,985% /2037 (3) 862.161 838.871 0,28
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Lussemburgo, Egregio Azionis
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10 aprile 2008 Egregio Azionista La
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7. Varie ed eventuali. A favore Con
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MORGAN STANLEY SICAV Società di In
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Morgan Stanley SICAV 31 dicembre 20
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